# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0000106444-26-000139
**Filing Date:** 2026-3
**Character Count:** 3606615
**Document Hash:** ded363a83cd0338be45161b2107723f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000106444-26-000139.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000106444-26-000139

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 26819654

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14395518960.48

**Total Liabilities:** $3256525344.74

**Net Assets:** $11138993615.74

**Delayed Delivery Securities:** $3219811808.34

**Cash Not Reported:** $455363252.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2514.03709550 | **1-Year:** -37345.52178303 | **5-Year:** -61111.72169057 | **10-Year:** 34591.60240747 | **30-Year:** 39347.92019776

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007088 | 0.62%                | 0.00%                | 0.52%                |
| Class ID C000007087 | 0.62%                | -0.01%               | 0.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-573503.09              | $40385273.82                               |
| Month 2  | $9720845.53              | $-48686098.77                              |
| Month 3  | $-7361935.17             | $40084949.09                               |

**Designated Index Information**

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

- **Index Identifier:** I00096

### Schedule of Portfolio Investments

| Name                                                          | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ginnie Mae I Pool                                             | GN 609580                      | CUSIP: 36202UFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35361 | PA      | $35946.51      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427299                      | CUSIP: 36207BUY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         74 | PA      | $74.31         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655211                      | CUSIP: 36294N3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10617 | PA      | $10900.15      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615958                      | CUSIP: 36290SJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        540 | PA      | $549.22        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628107                      | CUSIP: 36291GYC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13566 | PA      | $13806.45      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491075                      | CUSIP: 36210FQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         26 | PA      | $26.44         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645697                      | CUSIP: 36292DKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92849 | PA      | $93289.73      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457929                      | CUSIP: 36208QVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1431 | PA      | $1464.49       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562658                      | CUSIP: 36213SB38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1693 | PA      | $1724.48       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497287                      | CUSIP: 36210NNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         94 | PA      | $96.07         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544452                      | CUSIP: 36212UZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3938 | PA      | $4090.46       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743132                      | CUSIP: 3620AXSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16342 | PA      | $16388.46      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613780                      | CUSIP: 36290N2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232883 | PA      | $236772.66     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490828                      | CUSIP: 36210FHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        218 | PA      | $223.30        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 674282                      | CUSIP: 36295MCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80344 | PA      | $80561.90      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562286                      | CUSIP: 36213RUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188167 | PA      | $195424.10     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580405                      | CUSIP: 36201DYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97737 | PA      | $99455.72      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5658                      | CUSIP: 36178DJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5525 | PA      | $5197.41       | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600212                      | CUSIP: 36200FYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16036 | PA      | $16280.70      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503561                      | CUSIP: 36210VMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        185 | PA      | $191.54        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737285                      | CUSIP: 3620ARCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40139 | PA      | $39089.73      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473134                      | CUSIP: 36209JSX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1515 | PA      | $1566.42       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619033                      | CUSIP: 36290VV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2317 | PA      | $2411.08       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC7373                      | CUSIP: 3617BBFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168988 | PA      | $156741.25     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756928                      | CUSIP: 36230RVV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28876 | PA      | $27364.17      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0932                      | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4663204 | PA      | $4186357.24    | 0.04%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721212                      | CUSIP: 3620A7GV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3256 | PA      | $3324.87       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14969638 | PA      | $13962422.48   | 0.13%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786579                      | CUSIP: 3622ACFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24662229 | PA      | $25311195.58   | 0.23%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492736                      | CUSIP: 36210HLR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        890 | PA      | $920.76        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457842                      | CUSIP: 36208QS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6268 | PA      | $6482.04       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643292                      | CUSIP: 36292AUR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2811 | PA      | $2864.57       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574777                      | CUSIP: 36200WQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8539 | PA      | $8694.83       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544193                      | CUSIP: 36212URN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3652 | PA      | $3736.24       | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723082                      | CUSIP: 3620A9J36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7088 | PA      | $6882.65       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733429                      | CUSIP: 3620ALY24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     466167 | PA      | $424300.46     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566403                      | CUSIP: 36213WGL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2837 | PA      | $2963.63       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602819                      | CUSIP: 36200JVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4745 | PA      | $4911.72       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3513                        | CUSIP: 36202D3W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1952 | PA      | $1983.52       | 0.00%             | 2034-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 665902                      | CUSIP: 36295BX73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25928 | PA      | $26734.46      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666427                      | CUSIP: 36295CLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48812 | PA      | $46108.81      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4542                      | CUSIP: 36180GBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306088 | PA      | $282686.67     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594111                      | CUSIP: 36201VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105486 | PA      | $107378.14     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553925                      | CUSIP: 36213GLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4954 | PA      | $5154.17       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649247                      | CUSIP: 36292HHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20234 | PA      | $20637.95      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678543                      | CUSIP: 36295RZG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60484 | PA      | $61764.62      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645719                      | CUSIP: 36292DK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41330 | PA      | $41545.24      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466552                      | CUSIP: 36209BH50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12933 | PA      | $13232.85      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619595                      | CUSIP: 36290WKG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21850 | PA      | $22231.57      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE3135                      | CUSIP: 36180VPU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66219 | PA      | $60991.11      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683120                      | CUSIP: 36295W4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249875 | PA      | $255110.51     | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472978                      | CUSIP: 36209JM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2110 | PA      | $2182.35       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  103565188 | PA      | $101870602.51  | 0.91%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533183                      | CUSIP: 36212GJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1478 | PA      | $1541.20       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486948                      | CUSIP: 36210A5H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3940 | PA      | $4074.96       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620582                      | CUSIP: 36290XM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26950 | PA      | $27427.53      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483898                      | CUSIP: 36209WRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1745 | PA      | $1804.55       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1903                      | CUSIP: 36180UDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37308 | PA      | $34445.07      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711811                      | CUSIP: 36297GYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97461 | PA      | $89766.45      | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429399                      | CUSIP: 36207D7L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          5 | PA      | $5.44          | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544546                      | CUSIP: 36212U5F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1477 | PA      | $1531.97       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 757048                      | CUSIP: 36230RZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33854 | PA      | $34427.41      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616886                      | CUSIP: 36290TJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4315 | PA      | $4387.70       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2861                      | CUSIP: 36179CFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19682 | PA      | $18093.64      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720181                      | CUSIP: 3620A6CS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37782 | PA      | $36864.10      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1233070 | PA      | $1156654.68    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554704                      | CUSIP: 36213HGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3994 | PA      | $4124.80       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778977                      | CUSIP: 36176XFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38971 | PA      | $37748.25      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX8692                      | CUSIP: 36196LUR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174488 | PA      | $162333.82     | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701090                      | CUSIP: 36296T2X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32118 | PA      | $33415.29      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677235                      | CUSIP: 36295QLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     595148 | PA      | $596552.58     | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778599                      | CUSIP: 36176WX48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13734 | PA      | $13339.49      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4506                      | CUSIP: 36179TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47217 | PA      | $38359.43      | 0.00%             | 2044-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555992                      | CUSIP: 36213JUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8237 | PA      | $8596.69       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475214                      | CUSIP: 36209L3X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1019 | PA      | $1042.56       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614596                      | CUSIP: 36290QXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24882 | PA      | $25303.73      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433931                      | CUSIP: 36207KA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4719 | PA      | $4879.88       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575815                      | CUSIP: 36200XVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7271 | PA      | $7390.82       | 0.00%             | 2034-03-15      | 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        |    4145141 | PA      | $4152029.27    | 0.04%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1712                      | CUSIP: 36182V3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99684 | PA      | $90829.15      | 0.00%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465826                      | CUSIP: 36209APK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2546 | PA      | $2633.29       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4559                        | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3808 | PA      | $3881.60       | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719261                      | CUSIP: 3620A5B65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163219 | PA      | $163646.02     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728316                      | CUSIP: 3620AFDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3151 | PA      | $3217.10       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BF9693                      | CUSIP: 3617GGXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1431067 | PA      | $1375720.19    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457930                      | CUSIP: 36208QVX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2966 | PA      | $3034.32       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500685                      | CUSIP: 36210SF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1142 | PA      | $1181.35       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6718                      | CUSIP: 36181NPB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27002 | PA      | $26956.38      | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6873                      | CUSIP: 36198TT69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135143 | PA      | $122918.17     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9893                      | CUSIP: 36181D7E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198413 | PA      | $191782.16     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487382                      | CUSIP: 36210BM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5494 | PA      | $5621.19       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8347                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  189040124 | PA      | $186183255.15  | 1.67%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566480                      | CUSIP: 36213WJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14717 | PA      | $14886.78      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723433                      | CUSIP: 3620A9V24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6788 | PA      | $6931.27       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582997                      | CUSIP: 36201GUW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3346 | PA      | $3362.98       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663447                      | CUSIP: 36294YBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66858 | PA      | $68917.38      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7333                      | CUSIP: 36180KEE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97841 | PA      | $92136.56      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21719                      | CUSIP: 3132JN4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20869 | PA      | $20999.16      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490914                      | CUSIP: 36210FK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4234 | PA      | $4332.22       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4007                        | CUSIP: 36202ENY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5394 | PA      | $5699.52       | 0.00%             | 2037-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8995                      | CUSIP: 36180M7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40706 | PA      | $37293.85      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07068                      | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180392 | PA      | $184766.90     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367088                      | CUSIP: 36204DXR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     457929 | PA      | $444914.25     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461576                      | CUSIP: 36208UXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2382 | PA      | $2463.11       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4924                        | CUSIP: 36202FPH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4692 | PA      | $4782.93       | 0.00%             | 2041-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737037                      | CUSIP: 3620AQZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1853 | PA      | $1892.40       | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2020-47 AC                 | CUSIP: 38382EAJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8764598 | PA      | $7143568.16    | 0.06%             | 2050-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3452                      | CUSIP: 36179RZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134784 | PA      | $118991.62     | 0.00%             | 2046-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477544                      | CUSIP: 36209PP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7340 | PA      | $7590.35       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486795                      | CUSIP: 36210AXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1027 | PA      | $1050.98       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 475339                      | CUSIP: 36209MBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131492 | PA      | $127209.99     | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BY8987                      | CUSIP: 3140NR6Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61379 | PA      | $62424.69      | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666426                      | CUSIP: 36295CLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4323 | PA      | $4016.42       | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505755                      | CUSIP: 36210XZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3863 | PA      | $3995.34       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9408                      | CUSIP: 36180NNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1435706 | PA      | $1328020.31    | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496221                      | CUSIP: 36210MG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4752 | PA      | $4862.56       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742401                      | CUSIP: 3620AWX62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8163 | PA      | $8178.51       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712973                      | CUSIP: 36297JCJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2992 | PA      | $3054.07       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580971                      | CUSIP: 36201EMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9792 | PA      | $10144.11      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3588                      | CUSIP: 36178A6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93429 | PA      | $88363.19      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738235                      | CUSIP: 3620ASEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265997 | PA      | $258868.00     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582429                      | CUSIP: 36201GA62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36720 | PA      | $37335.22      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4299                      | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132769 | PA      | $131804.83     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771330                      | CUSIP: 36176NVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341166 | PA      | $323775.60     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552967                      | CUSIP: 36213FJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        954 | PA      | $990.73        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738548                      | CUSIP: 3620ASP94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2794 | PA      | $2853.56       | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781603                      | CUSIP: 36225BX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210181 | PA      | $213692.10     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539286                      | CUSIP: 36212PCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156920 | PA      | $147689.65     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615393                      | CUSIP: 36290RUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14045 | PA      | $14301.70      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568027                      | CUSIP: 36213YA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15300 | PA      | $16000.21      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779912                      | CUSIP: 36177HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10279 | PA      | $9852.38       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781905                      | CUSIP: 36241KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5450 | PA      | $5551.97       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685831                      | CUSIP: 36296A4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17768 | PA      | $17796.37      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-193 A                 | CUSIP: 38383Y7M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10709934 | PA      | $8290397.86    | 0.07%             | 2051-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 657907                      | CUSIP: 36294R3Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        896 | PA      | $924.44        | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475651                      | CUSIP: 36209ML85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         28 | PA      | $28.93         | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8379                      | CUSIP: 36178VJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189253 | PA      | $170032.61     | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627997                      | CUSIP: 36291GUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1297 | PA      | $1319.75       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616892                      | CUSIP: 36290TKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57991 | PA      | $59095.28      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2710                      | CUSIP: 31329LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3982 | PA      | $3957.30       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3808                      | CUSIP: 3617B7GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452876 | PA      | $420055.77     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473675                      | CUSIP: 36209KFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4204 | PA      | $4347.31       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546754                      | CUSIP: 36212XMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31956 | PA      | $32632.36      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769888                      | CUSIP: 36176MCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41054 | PA      | $41209.95      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464501                      | CUSIP: 36208YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3256 | PA      | $3366.82       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4470                        | CUSIP: 36202E6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37030 | PA      | $38387.67      | 0.00%             | 2039-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622477                      | CUSIP: 36291AQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27528 | PA      | $28005.41      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628091                      | CUSIP: 36291GXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40347 | PA      | $41967.55      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457150                      | CUSIP: 36208PZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2842 | PA      | $2938.65       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649403                      | CUSIP: 36292HNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4575 | PA      | $4711.24       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614106                      | CUSIP: 36290QGP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4450 | PA      | $4530.61       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709549                      | CUSIP: 36297EH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102259 | PA      | $99568.55      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615519                      | CUSIP: 36290RYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3753 | PA      | $3772.79       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742402                      | CUSIP: 3620AWX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12253 | PA      | $12512.33      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507513                      | CUSIP: 36211AYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1769 | PA      | $1828.96       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618960                      | CUSIP: 36290VTR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11030 | PA      | $11157.68      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25694 | PA      | $25027.37      | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507768                      | CUSIP: 36211BCD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3011 | PA      | $3113.62       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424988                      | CUSIP: 36206YCZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13787 | PA      | $14335.02      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778686                      | CUSIP: 36176W2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55652 | PA      | $55808.81      | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1922                      | CUSIP: 36177YD37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79252 | PA      | $74748.14      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560146                      | CUSIP: 36213PHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7318 | PA      | $7575.18       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602389                      | CUSIP: 36200JF62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24484 | PA      | $24922.94      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7535                      | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  102348992 | PA      | $92498740.59   | 0.83%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437480                      | CUSIP: 36207N6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3702 | PA      | $3787.45       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605118                      | CUSIP: 36200NG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6155 | PA      | $6251.09       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462198                      | CUSIP: 36208VNP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3136 | PA      | $3243.09       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783247                      | CUSIP: 36241LTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     438364 | PA      | $426472.61     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701809                      | CUSIP: 36296UVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122197 | PA      | $122559.62     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563674                      | CUSIP: 36213TFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47689 | PA      | $49366.61      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475955                      | CUSIP: 36209MWQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6611 | PA      | $6836.52       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6664                      | CUSIP: 36181AMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68441 | PA      | $63183.41      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6177                      | CUSIP: 36178D2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50235 | PA      | $44993.58      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5306                        | CUSIP: 36202F3P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28538 | PA      | $28565.96      | 0.00%             | 2042-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629971                      | CUSIP: 36291J2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3116 | PA      | $3174.96       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646920                      | CUSIP: 36292EVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118894 | PA      | $121240.10     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520824                      | CUSIP: 36211RSM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16440 | PA      | $16519.81      | 0.00%             | 2035-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780770                      | CUSIP: 36225A2B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11155 | PA      | $11413.92      | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673303                      | CUSIP: 36295LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259277 | PA      | $235907.10     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537474                      | CUSIP: 36212MCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5773 | PA      | $5979.06       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714036                      | CUSIP: 36297KHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29748 | PA      | $30353.46      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1071                      | CUSIP: 36181GFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1709496 | PA      | $1572717.67    | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C03487                      | CUSIP: 31292K2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18302 | PA      | $18757.26      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509391                      | CUSIP: 36211C2Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1036 | PA      | $1071.84       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523161                      | CUSIP: 36211UFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25643 | PA      | $26129.10      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491004                      | CUSIP: 36210FNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3604 | PA      | $3687.24       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582031                      | CUSIP: 36201FSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37151 | PA      | $38332.39      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493671                      | CUSIP: 36210JMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2610 | PA      | $2670.15       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456900                      | CUSIP: 36208PRV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         71 | PA      | $70.51         | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535749                      | CUSIP: 36212KEW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15039 | PA      | $15551.84      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619565                      | CUSIP: 36290WJJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        666 | PA      | $677.96        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473541                      | CUSIP: 36209KBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5843 | PA      | $6042.13       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553465                      | CUSIP: 36213FZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1525 | PA      | $1481.84       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731537                      | CUSIP: 3620AJV63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36376 | PA      | $36437.39      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06620                      | CUSIP: 3128M8VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76556 | PA      | $77199.56      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548609                      | CUSIP: 36213AN26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5035 | PA      | $5239.08       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768387                      | CUSIP: 36176KNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60943 | PA      | $59220.75      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488229                      | CUSIP: 36210CLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         27 | PA      | $27.82         | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17175598 | PA      | $14908015.50   | 0.13%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782442                      | CUSIP: 36241KWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5128 | PA      | $5234.39       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2934                      | CUSIP: 36178AHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32978 | PA      | $30839.30      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615962                      | CUSIP: 36290SJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3799 | PA      | $3944.66       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650358                      | CUSIP: 36292JQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69520 | PA      | $72556.72      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437481                      | CUSIP: 36207N6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1108 | PA      | $1145.36       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627109                      | CUSIP: 36291FVA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12547 | PA      | $12912.25      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25069                      | CUSIP: 3132M5JN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81316 | PA      | $81790.83      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1088                      | CUSIP: 36179NF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225697 | PA      | $202319.92     | 0.00%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0463                      | CUSIP: 36179MQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141131 | PA      | $137313.58     | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567993                      | CUSIP: 36213X7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4870 | PA      | $5073.15       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480219                      | CUSIP: 36209SPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23433 | PA      | $23976.07      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780734                      | CUSIP: 36225AY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2511 | PA      | $2597.07       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498694                      | CUSIP: 36210P7F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3101 | PA      | $3206.44       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434294                      | CUSIP: 36207KNK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3311 | PA      | $3387.60       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7857                      | CUSIP: 36183RWS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86917 | PA      | $83727.33      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489980                      | CUSIP: 36210EJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1126 | PA      | $1164.01       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753184                      | CUSIP: 36230MRD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359066 | PA      | $339281.92     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487071                      | CUSIP: 36210BCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17587 | PA      | $18187.57      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476529                      | CUSIP: 36209NLJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19136 | PA      | $19789.15      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437092                      | CUSIP: 36207NRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        227 | PA      | $233.96        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606771                      | CUSIP: 36201YCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3951 | PA      | $4017.88       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712010                      | CUSIP: 36297HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174938 | PA      | $178626.75     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728954                      | CUSIP: 3620AFZT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17206 | PA      | $17241.05      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0996                      | CUSIP: 36180CC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1750679 | PA      | $1568014.72    | 0.01%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541503                      | CUSIP: 36212RRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16881 | PA      | $17644.44      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3733                      | CUSIP: 36179DEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295788 | PA      | $266163.69     | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625985                      | CUSIP: 36291ENA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1193 | PA      | $1214.33       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6403                      | CUSIP: 36178EDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     524302 | PA      | $482351.86     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457871                      | CUSIP: 36208QT48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3792 | PA      | $3920.92       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650080                      | CUSIP: 36292JFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33675 | PA      | $34337.92      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501481                      | CUSIP: 36210TCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1292 | PA      | $1336.36       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750297                      | CUSIP: 3620C6RS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28722 | PA      | $28720.19      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505684                      | CUSIP: 36210XXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        269 | PA      | $277.91        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4644                      | CUSIP: 3617BLER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85853 | PA      | $79631.59      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755096                      | CUSIP: 36230PUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9610 | PA      | $8888.84       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541587                      | CUSIP: 36212RUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4733 | PA      | $4817.53       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474580                      | CUSIP: 36209LFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1854 | PA      | $1897.00       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566496                      | CUSIP: 36213WKH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6130 | PA      | $6239.70       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607516                      | CUSIP: 36201Y3Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43029 | PA      | $43851.51      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4911                      | CUSIP: 3138EMN56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4577 | PA      | $4550.84       | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721203                      | CUSIP: 3620A7GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160458 | PA      | $163843.80     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438553                      | CUSIP: 36207QE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1397 | PA      | $1399.80       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751247                      | CUSIP: 36230KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9532 | PA      | $9273.81       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487134                      | CUSIP: 36210BEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127214 | PA      | $129607.38     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6543                      | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2855902 | PA      | $2744556.44    | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450367                      | CUSIP: 36208GJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7030 | PA      | $7270.04       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499817                      | CUSIP: 36210RG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7462 | PA      | $7746.69       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705145                      | CUSIP: 36296YL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3395 | PA      | $3304.54       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644749                      | CUSIP: 36292CH23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7668 | PA      | $7813.24       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-79 BZ                 | CUSIP: 38378THG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6864756 | PA      | $6218720.89    | 0.06%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720097                      | CUSIP: 3620A57J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1053882 | PA      | $1057009.02    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610202                      | CUSIP: 36202U3K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11625 | PA      | $12005.11      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721337                      | CUSIP: 3620A7LS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165840 | PA      | $166127.16     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7501                      | CUSIP: 36181BKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     440417 | PA      | $415396.17     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417338                      | CUSIP: 36206PS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        118 | PA      | $118.27        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590111                      | CUSIP: 36201QR88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11756 | PA      | $11980.06      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3568                        | CUSIP: 36202D6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2355 | PA      | $2394.91       | 0.00%             | 2034-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621698                      | CUSIP: 36290YUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        380 | PA      | $382.01        | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                           | SCOTIA TRIPARTY TREASURY       | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559743                      | CUSIP: 36213NZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8905 | PA      | $9245.89       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN4097                      | CUSIP: 3132XJRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8346000 | PA      | $8361370.83    | 0.08%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643570                      | CUSIP: 36292A6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17656 | PA      | $17880.20      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 455018                      | CUSIP: 36208MPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1173 | PA      | $1213.36       | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553063                      | CUSIP: 36213FML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6679 | PA      | $6790.34       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723847                      | CUSIP: 3620AAEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107099 | PA      | $109359.67     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI3113                      | CUSIP: 36198PN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101603 | PA      | $100290.05     | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733733                      | CUSIP: 3620AMEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181957 | PA      | $185808.27     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697852                      | CUSIP: 36296QH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5597 | PA      | $5714.92       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592928                      | CUSIP: 36201TVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162062 | PA      | $165405.58     | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644587                      | CUSIP: 36292CCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33668 | PA      | $34317.89      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553918                      | CUSIP: 36213GK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15078 | PA      | $15687.03      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483842                      | CUSIP: 36209WP30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5546 | PA      | $5674.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600734                      | CUSIP: 36200GLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8317 | PA      | $8635.48       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477557                      | CUSIP: 36209PQJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        766 | PA      | $783.49        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604485                      | CUSIP: 36200MRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27825 | PA      | $28826.27      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08559                      | CUSIP: 3128MJTR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     159140 | PA      | $160203.99     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702082                      | CUSIP: 36296U6T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39198 | PA      | $39292.94      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798083                      | CUSIP: 36177S6V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101515 | PA      | $98345.98      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479494                      | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177391 | PA      | $172171.83     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567320                      | CUSIP: 36213XG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7676 | PA      | $8027.14       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781046                      | CUSIP: 36225BET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101097 | PA      | $103439.61     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737904                      | CUSIP: 3620ARX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176015 | PA      | $166892.72     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93643                      | CUSIP: 312942BL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8423 | PA      | $8255.00       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C09055                      | CUSIP: 31292SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3561 | PA      | $3471.82       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635505                      | CUSIP: 36291RAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25955 | PA      | $27022.22      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614192                      | CUSIP: 36290QKD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117569 | PA      | $119517.29     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781635                      | CUSIP: 36225BY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216785 | PA      | $225081.34     | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738520                      | CUSIP: 3620ASPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134416 | PA      | $134641.31     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793027                      | CUSIP: 36177MLH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     605319 | PA      | $587710.55     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621662                      | CUSIP: 36290YTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3045 | PA      | $3115.40       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555361                      | CUSIP: 36213H5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3648 | PA      | $3801.61       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782935                      | CUSIP: 36241LHL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166549 | PA      | $166984.47     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684159                      | CUSIP: 36295YB44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80109 | PA      | $81796.69      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458916                      | CUSIP: 36208RYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        949 | PA      | $981.61        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756823                      | CUSIP: 36230RSL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20875 | PA      | $21317.32      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443704                      | CUSIP: 36207V3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3135 | PA      | $3207.50       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX8694                      | CUSIP: 36196LUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2681 | PA      | $2494.07       | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613829                      | CUSIP: 36290N4N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21132 | PA      | $21498.92      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649265                      | CUSIP: 36292HJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18886 | PA      | $19259.49      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461398                      | CUSIP: 36208URT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3176 | PA      | $3284.14       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758473                      | CUSIP: 36230TMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6067 | PA      | $5890.56       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463868                      | CUSIP: 36208XJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6137 | PA      | $6346.19       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706806                      | CUSIP: 36297BGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103665 | PA      | $103683.44     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498394                      | CUSIP: 36210PUT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        763 | PA      | $781.17        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620202                      | CUSIP: 36290XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4235 | PA      | $4352.05       | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438567                      | CUSIP: 36207QFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125379 | PA      | $128036.40     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752989                      | CUSIP: 36230MKA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26512 | PA      | $25845.29      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564661                      | CUSIP: 36213UJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2005 | PA      | $2086.23       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749695                      | CUSIP: 3620C53C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22289 | PA      | $21670.18      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740470                      | CUSIP: 3620AUT38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76320 | PA      | $76507.62      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5854                      | CUSIP: 36179FQF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3944 | PA      | $3612.18       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781702                      | CUSIP: 36225B3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        177 | PA      | $183.64        | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745908                      | CUSIP: 3620C1U95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97094 | PA      | $94221.14      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618516                      | CUSIP: 36290VDV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        872 | PA      | $905.10        | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7690                      | CUSIP: 36181BRK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131824 | PA      | $121277.04     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544531                      | CUSIP: 36212U4Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2446 | PA      | $2529.87       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705914                      | CUSIP: 36297AGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16644 | PA      | $16162.22      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769523                      | CUSIP: 36176LVQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37068 | PA      | $36001.74      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3964                      | CUSIP: 36180FMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33654 | PA      | $31691.86      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD4756                      | CUSIP: 3140FCJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87074 | PA      | $76060.90      | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553960                      | CUSIP: 36213GMH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6299 | PA      | $6594.05       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723739                      | CUSIP: 3620AABG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332124 | PA      | $323060.13     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588355                      | CUSIP: 36201NTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9981 | PA      | $10144.59      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753313                      | CUSIP: 36230MVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194074 | PA      | $189001.07     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498470                      | CUSIP: 36210PW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        955 | PA      | $954.91        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4703                      | CUSIP: 3617BLGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     397951 | PA      | $369111.32     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478072                      | CUSIP: 36209QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4116 | PA      | $4256.85       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472005                      | CUSIP: 36209HKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1544 | PA      | $1579.69       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550684                      | CUSIP: 36213CXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1111 | PA      | $1116.82       | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470903                      | CUSIP: 36209GDG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        762 | PA      | $788.49        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614639                      | CUSIP: 36290QZC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81953 | PA      | $83413.96      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK4653                      | CUSIP: 36183NE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     516064 | PA      | $468390.73     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697655                      | CUSIP: 36296QBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        869 | PA      | $898.23        | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521364                      | CUSIP: 36211SFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1844 | PA      | $1853.27       | 0.00%             | 2035-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711579                      | CUSIP: 36297GQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249190 | PA      | $248443.40     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565002                      | CUSIP: 36213UU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        399 | PA      | $412.77        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621256                      | CUSIP: 36290YE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3915 | PA      | $4135.22       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9015                      | CUSIP: 36180NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82630 | PA      | $76165.17      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764836                      | CUSIP: 36176FPV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4480 | PA      | $4356.67       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4652                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  108808199 | PA      | $102065202.77  | 0.92%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574671                      | CUSIP: 36200WMU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10196 | PA      | $10388.88      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609511                      | CUSIP: 36202UDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24981 | PA      | $25990.34      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681601                      | CUSIP: 36295VGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67832 | PA      | $69272.10      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717795                      | CUSIP: 3620A3NL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     333745 | PA      | $325747.97     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553915                      | CUSIP: 36213GK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11792 | PA      | $12325.28      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4220                        | CUSIP: 36202EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60645 | PA      | $61802.83      | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611457                      | CUSIP: 36202WJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7145 | PA      | $7398.66       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498517                      | CUSIP: 36210PYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1516 | PA      | $1568.23       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A95582                      | CUSIP: 312944FX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10063 | PA      | $9873.09       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541497                      | CUSIP: 36212RRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13541 | PA      | $14017.61      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475072                      | CUSIP: 36209LW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2447 | PA      | $2530.85       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607631                      | CUSIP: 36202SA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38317 | PA      | $39798.12      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783361                      | CUSIP: 36241LWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     721913 | PA      | $701861.82     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8260                      | CUSIP: 36178GE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120503 | PA      | $111333.30     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462455                      | CUSIP: 36208VWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1569 | PA      | $1622.94       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494505                      | CUSIP: 36210KKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13824 | PA      | $14295.95      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2148                      | CUSIP: 36178ML58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     487230 | PA      | $459302.18     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564344                      | CUSIP: 36213T5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        451 | PA      | $466.57        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643373                      | CUSIP: 36292AXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24275 | PA      | $24761.69      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4919                      | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1089588 | PA      | $1111558.42    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471630                      | CUSIP: 36209G4P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7986 | PA      | $8171.01       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626479                      | CUSIP: 36291E6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16727 | PA      | $17377.23      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3863                        | CUSIP: 36202EJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     263521 | PA      | $268322.44     | 0.00%             | 2036-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764183                      | CUSIP: 36176EXL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     293571 | PA      | $294015.89     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486630                      | CUSIP: 36210AST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6253 | PA      | $6466.14       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547917                      | CUSIP: 36212YVJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9972 | PA      | $10312.12      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94611                      | CUSIP: 312943DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1069 | PA      | $1078.53       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87580                      | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75774 | PA      | $77637.29      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551694                      | CUSIP: 36213D3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        981 | PA      | $1013.52       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737663                      | CUSIP: 3620ARQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23422 | PA      | $22802.23      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3500                        | CUSIP: 36202D3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1576353 | PA      | $1621858.70    | 0.01%             | 2034-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421728                      | CUSIP: 36206UPM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          3 | PA      | $2.85          | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4287                      | CUSIP: 36179DXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1638734 | PA      | $1492091.32    | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723432                      | CUSIP: 3620A9VZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39648 | PA      | $40481.12      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473953                      | CUSIP: 36209KQE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        451 | PA      | $451.53        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5801                      | CUSIP: 36178SNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     331605 | PA      | $311934.43     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4446                      | CUSIP: 36180F5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4321 | PA      | $4039.40       | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614548                      | CUSIP: 36290QWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100657 | PA      | $102402.59     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470462                      | CUSIP: 36209FTT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1228 | PA      | $1257.19       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462920                      | CUSIP: 36208WG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        179 | PA      | $184.74        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469410                      | CUSIP: 36209EN32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1142 | PA      | $1180.75       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457067                      | CUSIP: 36208PW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18260 | PA      | $18682.95      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416479                      | CUSIP: 36206NUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        934 | PA      | $955.49        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770445                      | CUSIP: 36176MWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106980 | PA      | $103921.60     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737702                      | CUSIP: 3620ARRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229567 | PA      | $223795.61     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598252                      | CUSIP: 36200DTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18296 | PA      | $18996.81      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494526                      | CUSIP: 36210KLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8153 | PA      | $8342.07       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737991                      | CUSIP: 3620AR2Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135871 | PA      | $132319.29     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493626                      | CUSIP: 36210JLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12608 | PA      | $12900.18      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686467                      | CUSIP: 36296BTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8037 | PA      | $8293.42       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748374                      | CUSIP: 3620C4MX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37298 | PA      | $35275.56      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412605                      | CUSIP: 36206JKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         66 | PA      | $65.60         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 5YR NOTE (CBT) Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -477 | NC      | $390683.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6687                      | CUSIP: 36186PNC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433321 | PA      | $394544.78     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618878                      | CUSIP: 36290VQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        431 | PA      | $438.39        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535778                      | CUSIP: 36212KFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5193 | PA      | $5419.47       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6886                      | CUSIP: 36183QUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14840 | PA      | $13541.11      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620525                      | CUSIP: 36290XLE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2311 | PA      | $2353.14       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615892                      | CUSIP: 36290SF97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179762 | PA      | $182879.56     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1092                      | CUSIP: 36179NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8666 | PA      | $8678.69       | 0.00%             | 2043-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO0323                      | CUSIP: 3138LQLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8135 | PA      | $8080.09       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742217                      | CUSIP: 3620AWSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30566 | PA      | $30639.57      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460323                      | CUSIP: 36208TLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2383 | PA      | $2464.15       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644640                      | CUSIP: 36292CEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17275 | PA      | $18019.17      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599167                      | CUSIP: 36200ETY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2318 | PA      | $2407.56       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710832                      | CUSIP: 36297FVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137218 | PA      | $133790.83     | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641779                      | CUSIP: 36291X6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        677 | PA      | $689.63        | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590114                      | CUSIP: 36201QSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1459 | PA      | $1517.88       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565823                      | CUSIP: 36213VSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16177 | PA      | $16712.19      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613872                      | CUSIP: 36290N6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30704 | PA      | $31208.33      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724680                      | CUSIP: 3620ABCR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2630 | PA      | $2637.29       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 511469                      | CUSIP: 36211FFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         48 | PA      | $49.93         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498383                      | CUSIP: 36210PUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1024 | PA      | $1059.01       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3829                        | CUSIP: 36202EHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57531 | PA      | $58573.21      | 0.00%             | 2036-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588402                      | CUSIP: 36201NU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9661 | PA      | $9816.16       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460754                      | CUSIP: 36208TZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.63         | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726000                      | CUSIP: 3620ACRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13258 | PA      | $13292.19      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q03168                      | CUSIP: 3132GJFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        729 | PA      | $735.16        | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710483                      | CUSIP: 36297FJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23360 | PA      | $22784.36      | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512616                      | CUSIP: 36211GN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5606 | PA      | $5796.85       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616362                      | CUSIP: 36290SWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55120 | PA      | $56121.69      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8635                      | CUSIP: 36178GSY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     499708 | PA      | $460077.94     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487602                      | CUSIP: 36210BU37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12863 | PA      | $13302.27      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475865                      | CUSIP: 36209MTW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         63 | PA      | $64.99         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791615                      | CUSIP: 36177KYM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33461 | PA      | $32427.19      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738890                      | CUSIP: 3620AS2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13293 | PA      | $12952.30      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698334                      | CUSIP: 36296QY78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1305 | PA      | $1273.70       | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599610                      | CUSIP: 36200FDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10598 | PA      | $10799.25      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615459                      | CUSIP: 36290RWU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13797 | PA      | $14032.36      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594430                      | CUSIP: 36201VLK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        415 | PA      | $427.02        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8058                      | CUSIP: 36178U5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316613 | PA      | $298869.65     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ4685                      | CUSIP: 36183AF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152271 | PA      | $142305.06     | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636572                      | CUSIP: 36291SFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2873 | PA      | $2930.63       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488059                      | CUSIP: 36210CE82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1284 | PA      | $1328.34       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583166                      | CUSIP: 36201GZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18101 | PA      | $18528.34      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE4274                      | CUSIP: 36180WXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166543 | PA      | $152527.05     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606859                      | CUSIP: 36201YE85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60236 | PA      | $61330.73      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494272                      | CUSIP: 36210KCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3648 | PA      | $3732.32       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471623                      | CUSIP: 36209G4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6523 | PA      | $6674.13       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577706                      | CUSIP: 36201AYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34037 | PA      | $35288.30      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530985                      | CUSIP: 36212D2S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        379 | PA      | $391.67        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622293                      | CUSIP: 36291AKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4580 | PA      | $4661.74       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485684                      | CUSIP: 36209YRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        265 | PA      | $276.26        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07665                      | CUSIP: 3128M9Z62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76691 | PA      | $78597.38      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719472                      | CUSIP: 3620A5JR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7029 | PA      | $6827.69       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1732                      | CUSIP: 36180C4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2661296 | PA      | $2392260.94    | 0.02%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620088                      | CUSIP: 36290W2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8571 | PA      | $8896.25       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8268                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18513026 | PA      | $18267960.16   | 0.16%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459014                      | CUSIP: 36208R3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12192 | PA      | $12474.97      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590497                      | CUSIP: 36201Q7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131413 | PA      | $136392.83     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584244                      | CUSIP: 36201JBM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1520 | PA      | $1570.33       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668651                      | CUSIP: 36295EZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5878 | PA      | $5997.09       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558945                      | CUSIP: 36213M5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        912 | PA      | $915.31        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582746                      | CUSIP: 36201GL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2157 | PA      | $2244.68       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781562                      | CUSIP: 36225BWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95217 | PA      | $99272.53      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481402                      | CUSIP: 36209TX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5212 | PA      | $5332.81       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585461                      | CUSIP: 36201KMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        770 | PA      | $801.07        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5906                      | CUSIP: 36178DR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217289 | PA      | $204507.50     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478216                      | CUSIP: 36209QGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        527 | PA      | $544.54        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552775                      | CUSIP: 36213FCL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1332 | PA      | $1382.69       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6867                      | CUSIP: 36178TTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209176 | PA      | $196819.49     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573994                      | CUSIP: 36200VUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9099 | PA      | $9415.78       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653560                      | CUSIP: 36292NB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4482 | PA      | $4650.80       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2524                      | CUSIP: 36180UYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175535 | PA      | $166820.07     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8901                      | CUSIP: 36180M3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221553 | PA      | $204060.65     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564751                      | CUSIP: 36213UL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17766 | PA      | $18322.96      | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727901                      | CUSIP: 3620AEU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342226 | PA      | $332385.12     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776803                      | CUSIP: 36176UX83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194798 | PA      | $188685.99     | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488246                      | CUSIP: 36210CL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        417 | PA      | $430.85        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635985                      | CUSIP: 36291RRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21408 | PA      | $21792.02      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609659                      | CUSIP: 36202UJC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57517 | PA      | $58485.62      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487547                      | CUSIP: 36210BTC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3619 | PA      | $3742.90       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611881                      | CUSIP: 36202WXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15829 | PA      | $16115.03      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1432                      | CUSIP: 36178LSV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25306 | PA      | $23884.05      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710747                      | CUSIP: 36297FTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1129675 | PA      | $1101652.12    | 0.01%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492692                      | CUSIP: 36210HKD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7710 | PA      | $7888.48       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644576                      | CUSIP: 36292CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10537 | PA      | $10959.24      | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483234                      | CUSIP: 36209VY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2184 | PA      | $2258.25       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703535                      | CUSIP: 36296WSY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2114 | PA      | $2157.87       | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545904                      | CUSIP: 36212WNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        276 | PA      | $285.81        | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592159                      | CUSIP: 36201SZY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        910 | PA      | $915.11        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4453                      | CUSIP: 36178B5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96534 | PA      | $93583.23      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503354                      | CUSIP: 36210VE31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        459 | PA      | $474.59        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622483                      | CUSIP: 36291ARC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8928 | PA      | $9080.13       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612975                      | CUSIP: 36202X6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1092 | PA      | $1094.61       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465574                      | CUSIP: 36209AFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4191 | PA      | $4333.98       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0186                      | CUSIP: 36178YF34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1243408 | PA      | $1171142.98    | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499538                      | CUSIP: 36210Q4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7425 | PA      | $7596.88       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0321                      | CUSIP: 36198KLA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     748627 | PA      | $682616.21     | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475201                      | CUSIP: 36209L3J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1174 | PA      | $1214.14       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13257309 | PA      | $12839763.86   | 0.12%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24338                      | CUSIP: 3132M4PX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34666 | PA      | $33748.41      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471809                      | CUSIP: 36209HDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2285 | PA      | $2362.95       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627808                      | CUSIP: 36291GNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2686 | PA      | $2797.05       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6567                      | CUSIP: 36181AJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79098 | PA      | $72741.63      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629475                      | CUSIP: 36291JJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49020 | PA      | $49887.64      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2104 PG                    | CUSIP: 3133THA56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38529 | PA      | $39289.59      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93485                      | CUSIP: 3129412S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2636 | PA      | $2701.56       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722112                      | CUSIP: 3620A8GV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23689 | PA      | $23746.23      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748144                      | CUSIP: 3620C4ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3425 | PA      | $3321.25       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445350                      | CUSIP: 36207XWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         63 | PA      | $64.75         | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554967                      | CUSIP: 36213HQU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13620 | PA      | $14170.82      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724859                      | CUSIP: 3620ABJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129535 | PA      | $121661.59     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483213                      | CUSIP: 36209VYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5386 | PA      | $5569.43       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490408                      | CUSIP: 36210EYD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3677 | PA      | $3762.17       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508694                      | CUSIP: 36211CC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10254 | PA      | $10491.27      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486447                      | CUSIP: 36210AL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9872 | PA      | $10208.41      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ0710                      | CUSIP: 36182UYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82643 | PA      | $79586.32      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774597                      | CUSIP: 36176SKJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44059 | PA      | $42777.15      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS4680                      | CUSIP: 3132A5FV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11961 | PA      | $10448.58      | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q55052                      | CUSIP: 3132XXTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130530 | PA      | $121964.32     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774605                      | CUSIP: 36176SKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50063 | PA      | $50168.21      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484292                      | CUSIP: 36209W7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1983 | PA      | $2050.76       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0622                      | CUSIP: 36178KVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64912 | PA      | $60019.59      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05262                      | CUSIP: 3128M7FB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11162 | PA      | $11274.11      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487060                      | CUSIP: 36210BB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21600 | PA      | $22100.87      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501007                      | CUSIP: 36210SR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1069 | PA      | $1112.35       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 689673                      | CUSIP: 36296FFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3975 | PA      | $4162.38       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456623                      | CUSIP: 36208PG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3128 | PA      | $3234.73       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478224                      | CUSIP: 36209QG90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1047 | PA      | $1082.63       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620118                      | CUSIP: 36290W4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4334 | PA      | $4417.79       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781538                      | CUSIP: 36225BV70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8828 | PA      | $9209.09       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615540                      | CUSIP: 36290RZD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3564 | PA      | $3712.99       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483862                      | CUSIP: 36209WQP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5950 | PA      | $6087.94       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791813                      | CUSIP: 36177LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213213 | PA      | $200512.96     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652778                      | CUSIP: 36292MFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15235 | PA      | $15518.85      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474047                      | CUSIP: 36209KTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6126 | PA      | $6335.17       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618327                      | CUSIP: 36290U4L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95030 | PA      | $98915.06      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493012                      | CUSIP: 36210HVD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3940 | PA      | $4074.68       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO7977                      | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     184214 | PA      | $182875.92     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606311                      | CUSIP: 36201XR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170313 | PA      | $177718.28     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781265                      | CUSIP: 36225BMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        265 | PA      | $274.07        | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4640                        | CUSIP: 36202FEM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1890 | PA      | $1972.54       | 0.00%             | 2040-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770708                      | CUSIP: 36176NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1262 | PA      | $1288.41       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614524                      | CUSIP: 36290QVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165688 | PA      | $168679.58     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456779                      | CUSIP: 36208PM47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        169 | PA      | $174.85        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562467                      | CUSIP: 36213RZ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4777 | PA      | $4850.51       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760038                      | CUSIP: 36176AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39426 | PA      | $39502.76      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530246                      | CUSIP: 36212DBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        190 | PA      | $197.22        | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493007                      | CUSIP: 36210HU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        295 | PA      | $301.40        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675381                      | CUSIP: 36295NJ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27247 | PA      | $28101.06      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620425                      | CUSIP: 36290XHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10972 | PA      | $11171.72      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611282                      | CUSIP: 36202WCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87133 | PA      | $87587.68      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577633                      | CUSIP: 36201AV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73538 | PA      | $75971.31      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706800                      | CUSIP: 36297BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110954 | PA      | $110983.12     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483905                      | CUSIP: 36209WR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5336 | PA      | $5518.11       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2391                      | CUSIP: 36178MUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16349 | PA      | $15012.25      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705911                      | CUSIP: 36297AGU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1729872 | PA      | $1680417.16    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1105                      | CUSIP: 36178LGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277299 | PA      | $260645.78     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594167                      | CUSIP: 36201VCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3536 | PA      | $3594.70       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469786                      | CUSIP: 36209E2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3009 | PA      | $3111.37       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606128                      | CUSIP: 36201XLH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11004 | PA      | $11213.33      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486850                      | CUSIP: 36210AZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5539 | PA      | $5727.82       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490264                      | CUSIP: 36210ETV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10554 | PA      | $10798.84      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747929                      | CUSIP: 3620C34N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1594039 | PA      | $1549506.47    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772090                      | CUSIP: 36176PRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     375664 | PA      | $354502.99     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477547                      | CUSIP: 36209PP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2528 | PA      | $2614.42       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489216                      | CUSIP: 36210DN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6200 | PA      | $6343.80       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501457                      | CUSIP: 36210TB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14159 | PA      | $14487.47      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546094                      | CUSIP: 36212WUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16791 | PA      | $16869.98      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7514                      | CUSIP: 36181BK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1724616 | PA      | $1586023.13    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604747                      | CUSIP: 36200MZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6777 | PA      | $6902.53       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604579                      | CUSIP: 36200MUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        834 | PA      | $849.47        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8428                      | CUSIP: 36178VLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1013807 | PA      | $906171.46     | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765945                      | CUSIP: 36176GWE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4395 | PA      | $4407.73       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627288                      | CUSIP: 36291F2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61341 | PA      | $62427.30      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0624                      | CUSIP: 3618N5VS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  121012886 | PA      | $123967028.03  | 1.11%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7449                      | CUSIP: 36195JH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     752242 | PA      | $699841.36     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678599                      | CUSIP: 36295R3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17181 | PA      | $17545.87      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609457                      | CUSIP: 36202UB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51711 | PA      | $52650.18      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493708                      | CUSIP: 36210JNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3435 | PA      | $3514.85       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631362                      | CUSIP: 36291LMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24434 | PA      | $24908.48      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A83575                      | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275590 | PA      | $282320.24     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609452                      | CUSIP: 36202UBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7035 | PA      | $6941.39       | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 890850                      | CUSIP: 31410LWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32812 | PA      | $32566.02      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473632                      | CUSIP: 36209KED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        133 | PA      | $135.90        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621793                      | CUSIP: 36290YXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        283 | PA      | $295.25        | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563471                      | CUSIP: 36213S6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28322 | PA      | $28823.32      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612872                      | CUSIP: 36202X2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151849 | PA      | $154463.64     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749378                      | CUSIP: 3620C5Q75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161687 | PA      | $161650.90     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                               | BK AMER MTG FICC               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   20000000 | PA      | $20000000.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621975                      | CUSIP: 36290Y6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49383 | PA      | $50308.12      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765881                      | CUSIP: 36176GUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61628 | PA      | $61711.96      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614570                      | CUSIP: 36290QW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12869 | PA      | $13089.28      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486631                      | CUSIP: 36210ASU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3662 | PA      | $3786.91       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434237                      | CUSIP: 36207KLS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        943 | PA      | $965.17        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482832                      | CUSIP: 36209VLM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $413.39        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749037                      | CUSIP: 3620C5EJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23130 | PA      | $23247.86      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555953                      | CUSIP: 36213JTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1818 | PA      | $1896.24       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489230                      | CUSIP: 36210DPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        115 | PA      | $119.09        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488220                      | CUSIP: 36210CK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21959 | PA      | $22468.25      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749680                      | CUSIP: 3620C52M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32371 | PA      | $32439.18      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480069                      | CUSIP: 36209SJN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1131 | PA      | $1136.85       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487710                      | CUSIP: 36210BYF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59180 | PA      | $59367.14      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709777                      | CUSIP: 36297EQ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2046 | PA      | $2086.21       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729511                      | CUSIP: 3620AGN43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     489716 | PA      | $490972.80     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467113                      | CUSIP: 36209B3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3148 | PA      | $3169.21       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG3574                      | CUSIP: 36181W6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127343 | PA      | $119820.91     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604443                      | CUSIP: 36200MP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82496 | PA      | $85713.83      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629493                      | CUSIP: 36291JKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1149 | PA      | $1170.62       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4048                      | CUSIP: 3138ELQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6841 | PA      | $6787.09       | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473642                      | CUSIP: 36209KEP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21784 | PA      | $22289.26      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464432                      | CUSIP: 36208X4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11272 | PA      | $11656.69      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571920                      | CUSIP: 36200TK98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7664 | PA      | $7990.00       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473533                      | CUSIP: 36209KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2996 | PA      | $3097.92       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565158                      | CUSIP: 36213UZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6831 | PA      | $6942.77       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495071                      | CUSIP: 36210K6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1223 | PA      | $1264.39       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486759                      | CUSIP: 36210AWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21164 | PA      | $21654.56      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5760                      | CUSIP: 31418FMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43599618 | PA      | $44233508.74   | 0.40%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469999                      | CUSIP: 36209FDC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        833 | PA      | $861.59        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2056 Z                     | CUSIP: 3133TDZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16497 | PA      | $16822.46      | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703183                      | CUSIP: 36296WFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6796 | PA      | $6811.84       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-162 BY                | CUSIP: 38379FPC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2059383 | PA      | $1871916.54    | 0.02%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3345                        | CUSIP: 36202DWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1864 | PA      | $1891.14       | 0.00%             | 2033-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720786                      | CUSIP: 3620A6XP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22556 | PA      | $22618.34      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514279                      | CUSIP: 36211JJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        840 | PA      | $844.14        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466949                      | CUSIP: 36209BWJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1387 | PA      | $1395.42       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613025                      | CUSIP: 36290NA28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8942 | PA      | $8987.67       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744371                      | CUSIP: 3620AY6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     363622 | PA      | $353463.41     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2830                      | CUSIP: 36179CEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142437 | PA      | $133813.94     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4792823 | PA      | $4552541.18    | 0.04%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782493                      | CUSIP: 36241KXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22083 | PA      | $22526.94      | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0855                      | CUSIP: 36179M5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6631 | PA      | $6758.53       | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560327                      | CUSIP: 36213PPL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1952 | PA      | $2038.68       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622161                      | CUSIP: 36291AFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41554 | PA      | $42303.74      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783237                      | CUSIP: 36241LS23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9561994 | PA      | $9299502.01    | 0.08%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621936                      | CUSIP: 36290Y4V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6789 | PA      | $6908.21       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783604                      | CUSIP: 3622A2AD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316436 | PA      | $300641.34     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776731                      | CUSIP: 36176UVY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59811 | PA      | $57915.51      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783384                      | CUSIP: 36241LXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3693 | PA      | $3810.38       | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734670                      | CUSIP: 3620ANFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13570 | PA      | $13601.49      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572144                      | CUSIP: 36200TS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276143 | PA      | $281527.04     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 5 2/26                    | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -101265000 | PA      | $-101245222.95 | -0.91%            | 2026-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619591                      | CUSIP: 36290WKC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        761 | PA      | $774.61        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641581                      | CUSIP: 36291XXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1428 | PA      | $1456.36       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604661                      | CUSIP: 36200MWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79912 | PA      | $81277.54      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753596                      | CUSIP: 36230M7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     303841 | PA      | $296406.19     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610422                      | CUSIP: 36202VD32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13138 | PA      | $13353.50      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626551                      | CUSIP: 36291FBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31350 | PA      | $31919.63      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606244                      | CUSIP: 36201XP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11433 | PA      | $11739.81      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 788133                      | CUSIP: 3622AD4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23971040 | PA      | $24583228.92   | 0.22%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705125                      | CUSIP: 36296YLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107208 | PA      | $107482.90     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602774                      | CUSIP: 36200JT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1296 | PA      | $1310.83       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580836                      | CUSIP: 36201EHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10803 | PA      | $10986.51      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670362                      | CUSIP: 36295GWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9465 | PA      | $9663.14       | 0.00%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565134                      | CUSIP: 36213UY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1654 | PA      | $1680.74       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1857                      | CUSIP: 3138LEB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1720118 | PA      | $1627140.91    | 0.01%             | 2031-06-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753764                      | CUSIP: 36230NFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318805 | PA      | $310053.27     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692479                      | CUSIP: 36296JJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8369 | PA      | $8544.80       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704473                      | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18038 | PA      | $17652.33      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2595                      | CUSIP: 36177Y3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208164 | PA      | $195114.87     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424109                      | CUSIP: 36206XDN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        771 | PA      | $804.31        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8783                      | CUSIP: 36180MXL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     850235 | PA      | $784012.38     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490212                      | CUSIP: 36210ER92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5474 | PA      | $5609.36       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471674                      | CUSIP: 36209G6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        591 | PA      | $593.84        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719227                      | CUSIP: 3620A5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354806 | PA      | $355679.90     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503392                      | CUSIP: 36210VF97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1756 | PA      | $1815.53       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495743                      | CUSIP: 36210LWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        959 | PA      | $991.22        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628895                      | CUSIP: 36291HUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106196 | PA      | $108148.78     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620282                      | CUSIP: 36290XCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21472 | PA      | $22360.18      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3747                        | CUSIP: 36202EEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     586873 | PA      | $597343.87     | 0.01%             | 2035-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1524                      | CUSIP: 36179NVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3377 | PA      | $3442.71       | 0.00%             | 2043-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465577                      | CUSIP: 36209AFS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2930 | PA      | $2997.56       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644974                      | CUSIP: 36292CQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12281 | PA      | $12500.93      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709517                      | CUSIP: 36297EG25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15750 | PA      | $15776.07      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446681                      | CUSIP: 36208CFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        280 | PA      | $289.39        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530170                      | CUSIP: 36212C6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6107 | PA      | $6315.39       | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457097                      | CUSIP: 36208PX29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        698 | PA      | $722.30        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C91335                      | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7080 | PA      | $7065.77       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472209                      | CUSIP: 36209HR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        182 | PA      | $186.66        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620972                      | CUSIP: 36290X2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5068 | PA      | $5094.81       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668877                      | CUSIP: 36295FCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131849 | PA      | $134645.86     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566517                      | CUSIP: 36213WK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24987 | PA      | $25432.52      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483578                      | CUSIP: 36209WFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        568 | PA      | $587.04        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5139                        | CUSIP: 36202FV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357795 | PA      | $348762.12     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786690                      | CUSIP: 3622ACKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22379044 | PA      | $22967931.05   | 0.21%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631220                      | CUSIP: 36291LG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9632 | PA      | $9819.26       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720929                      | CUSIP: 3620A64N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101381 | PA      | $101594.33     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541622                      | CUSIP: 36212RVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14817 | PA      | $15096.36      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6188                      | CUSIP: 36178D2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115090 | PA      | $108435.50     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97040                      | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10504 | PA      | $10308.20      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781963                      | CUSIP: 36241KFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3418 | PA      | $3559.74       | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749102                      | CUSIP: 3620C5GK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50163 | PA      | $50309.52      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722533                      | CUSIP: 3620A8V26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97201 | PA      | $97489.51      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615205                      | CUSIP: 36290RNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20237 | PA      | $20605.09      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493545                      | CUSIP: 36210JHW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1359 | PA      | $1404.44       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07034                      | CUSIP: 3128M9EF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134074 | PA      | $137325.55     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3107                      | CUSIP: 36179RNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     330736 | PA      | $331086.84     | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1354                      | CUSIP: 36178LQF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197842 | PA      | $186253.61     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762613                      | CUSIP: 36176DAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8670 | PA      | $8668.30       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496474                      | CUSIP: 36210MQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3432 | PA      | $3474.25       | 0.00%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 517023                      | CUSIP: 36211MLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3088 | PA      | $3167.06       | 0.00%             | 2029-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453438                      | CUSIP: 36208KV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9245 | PA      | $9459.02       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574574                      | CUSIP: 36200WJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10435 | PA      | $10837.08      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609672                      | CUSIP: 36202UJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96655 | PA      | $98366.74      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462444                      | CUSIP: 36208VWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3374 | PA      | $3488.97       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613856                      | CUSIP: 36290N5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34136 | PA      | $34759.65      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495405                      | CUSIP: 36210LKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2809 | PA      | $2904.93       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649260                      | CUSIP: 36292HJD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15319 | PA      | $15896.77      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619584                      | CUSIP: 36290WJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14518 | PA      | $14593.98      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770637                      | CUSIP: 36176M4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23956 | PA      | $23243.46      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666283                      | CUSIP: 36295CFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185285 | PA      | $171590.26     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486598                      | CUSIP: 36210ART6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4426 | PA      | $4577.34       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701942                      | CUSIP: 36296UZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91905 | PA      | $93832.84      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91668                      | CUSIP: 312939Z95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34045 | PA      | $34892.35      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615895                      | CUSIP: 36290SGC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4856 | PA      | $4939.64       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697840                      | CUSIP: 36296QHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36498 | PA      | $36616.76      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598726                      | CUSIP: 36200ED73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254031 | PA      | $258405.47     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620566                      | CUSIP: 36290XMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6764 | PA      | $7040.22       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612390                      | CUSIP: 36202XKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4275 | PA      | $4354.95       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491771                      | CUSIP: 36210GJQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         62 | PA      | $63.86         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3974                        | CUSIP: 36202EMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2214 | PA      | $2254.55       | 0.00%             | 2037-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG3587                      | CUSIP: 36181W6Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43594 | PA      | $41007.94      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650399                      | CUSIP: 36292JRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41469 | PA      | $42270.08      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499452                      | CUSIP: 36210QZR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3016 | PA      | $3085.69       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     634217 | PA      | $617965.46     | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795204                      | CUSIP: 36177PYA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64421 | PA      | $60996.33      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501574                      | CUSIP: 36210TFP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        453 | PA      | $452.60        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772032                      | CUSIP: 36176PPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80229 | PA      | $77868.91      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615496                      | CUSIP: 36290RXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12140 | PA      | $12200.07      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772367                      | CUSIP: 36176PZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49469 | PA      | $48013.11      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5115                        | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1560914 | PA      | $1562640.68    | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39888052 | PA      | $38607130.72   | 0.35%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM0476                      | CUSIP: 36184KQ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158506 | PA      | $145220.19     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6092                      | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10765890 | PA      | $10710008.42   | 0.10%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520786                      | CUSIP: 36211RRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3031 | PA      | $3088.08       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647759                      | CUSIP: 36292FTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10524 | PA      | $10728.02      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698479                      | CUSIP: 36296Q6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10058 | PA      | $9816.56       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487492                      | CUSIP: 36210BRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10613 | PA      | $10858.71      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625560                      | CUSIP: 36291D5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9390 | PA      | $9561.42       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598205                      | CUSIP: 36200DR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14541 | PA      | $15046.04      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564978                      | CUSIP: 36213UUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6308 | PA      | $6534.69       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648347                      | CUSIP: 36292GHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147290 | PA      | $150179.80     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495891                      | CUSIP: 36210L2Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1394 | PA      | $1426.20       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601417                      | CUSIP: 36200HDW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20488 | PA      | $20595.44      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594082                      | CUSIP: 36201U6T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5448 | PA      | $5544.00       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460727                      | CUSIP: 36208TYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4660 | PA      | $4768.02       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592954                      | CUSIP: 36201TWP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36088 | PA      | $37177.18      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733724                      | CUSIP: 3620AMD58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2451 | PA      | $2456.48       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2871                      | CUSIP: 36178NFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126602 | PA      | $116922.71     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0108                      | CUSIP: 36180BDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255402 | PA      | $240080.14     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3555                      | CUSIP: 3617A35Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     407228 | PA      | $370654.95     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737551                      | CUSIP: 3620ARL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32279 | PA      | $31500.36      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4976                        | CUSIP: 36202FQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4642 | PA      | $4426.00       | 0.00%             | 2041-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560807                      | CUSIP: 36213QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1771 | PA      | $1852.36       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557670                      | CUSIP: 36213LQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17510 | PA      | $18236.21      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4097                        | CUSIP: 36202ERS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3918 | PA      | $3992.85       | 0.00%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758118                      | CUSIP: 36230TAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8910 | PA      | $8218.79       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2020-93 ZC                 | CUSIP: 3136BDUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4917682 | PA      | $2882441.75    | 0.03%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475654                      | CUSIP: 36209MMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4376 | PA      | $4477.41       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616937                      | CUSIP: 36290TLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1197 | PA      | $1248.64       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613874                      | CUSIP: 36290N6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8663 | PA      | $8811.84       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480671                      | CUSIP: 36209S6G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        478 | PA      | $493.96        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499217                      | CUSIP: 36210QSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        433 | PA      | $442.65        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599730                      | CUSIP: 36200FHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6987 | PA      | $7267.10       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA2691                      | CUSIP: 3140W27D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34811385 | PA      | $35625487.31   | 0.32%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20643 | PA      | $21042.52      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603329                      | CUSIP: 36200KHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8197 | PA      | $8534.42       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741688                      | CUSIP: 3620AV6Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101767 | PA      | $101756.27     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721234                      | CUSIP: 3620A7HK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63250 | PA      | $64587.42      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783931                      | CUSIP: 3622A2LL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     393051 | PA      | $401344.32     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417388                      | CUSIP: 36206PUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         10 | PA      | $10.04         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610977                      | CUSIP: 36202VXE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92307 | PA      | $94013.97      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503560                      | CUSIP: 36210VMH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3748 | PA      | $3834.90       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562348                      | CUSIP: 36213RWH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2738 | PA      | $2789.39       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB9847                      | CUSIP: 31417G5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1992 | PA      | $1963.67       | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471242                      | CUSIP: 36209GP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3302 | PA      | $3415.06       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597748                      | CUSIP: 36200DBR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20599 | PA      | $21387.77      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687378                      | CUSIP: 36296CUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11184 | PA      | $11418.45      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA7680                      | CUSIP: 36178FQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18855 | PA      | $17713.29      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468367                      | CUSIP: 36209DJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1820 | PA      | $1862.17       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705311                      | CUSIP: 36296YR87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149386 | PA      | $149697.62     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647734                      | CUSIP: 36292FSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80806 | PA      | $82396.20      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457105                      | CUSIP: 36208PYA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14494 | PA      | $14829.70      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641616                      | CUSIP: 36291XYM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3717 | PA      | $3735.43       | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590459                      | CUSIP: 36201Q5U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50438 | PA      | $52085.54      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0027                      | CUSIP: 36177WA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75389 | PA      | $71019.46      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658330                      | CUSIP: 36294SLK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        357 | PA      | $367.42        | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606980                      | CUSIP: 36201YJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20463 | PA      | $21240.31      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457724                      | CUSIP: 36208QPH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1818 | PA      | $1879.97       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782321                      | CUSIP: 36241KSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3958 | PA      | $4040.72       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490609                      | CUSIP: 36210FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2393 | PA      | $2474.44       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641236                      | CUSIP: 36291XLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4723 | PA      | $4815.96       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727815                      | CUSIP: 3620AESC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40280 | PA      | $40345.81      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9312                      | CUSIP: 36180NKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89383 | PA      | $82168.31      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750523                      | CUSIP: 3620C6YU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38535 | PA      | $37527.72      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462933                      | CUSIP: 36208WHJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2329 | PA      | $2408.92       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586904                      | CUSIP: 36201MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42979 | PA      | $44490.56      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490803                      | CUSIP: 36210FGL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1969 | PA      | $2014.29       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QX7982                      | CUSIP: 31426D2Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1119355 | PA      | $1135628.90    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495765                      | CUSIP: 36210LW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        577 | PA      | $576.90        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452831                      | CUSIP: 36208KA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        228 | PA      | $228.71        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731026                      | CUSIP: 3620AJD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16418 | PA      | $16457.51      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0535                      | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94736 | PA      | $92159.13      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604585                      | CUSIP: 36200MUJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61217 | PA      | $61529.08      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 193706                      | CUSIP: 36217HDK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        982 | PA      | $1015.85       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621274                      | CUSIP: 36290YFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2084 | PA      | $2119.22       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603824                      | CUSIP: 36200KYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5078 | PA      | $5281.77       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 391164                      | CUSIP: 36205HQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         91 | PA      | $90.76         | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767041                      | CUSIP: 36176H5A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1213372 | PA      | $1114172.04    | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583086                      | CUSIP: 36201GXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18707 | PA      | $19046.57      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610295                      | CUSIP: 36202U7G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     337625 | PA      | $343643.07     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489825                      | CUSIP: 36210ED63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4342 | PA      | $4490.48       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563641                      | CUSIP: 36213TEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8353 | PA      | $8546.22       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553184                      | CUSIP: 36213FRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45081 | PA      | $45803.12      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702743                      | CUSIP: 36296VWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1852 | PA      | $1910.97       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453456                      | CUSIP: 36208KWR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9073 | PA      | $9282.86       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602758                      | CUSIP: 36200JTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        135 | PA      | $136.32        | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780509                      | CUSIP: 36225AR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        353 | PA      | $354.11        | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692739                      | CUSIP: 36296JS48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2274 | PA      | $2346.07       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678510                      | CUSIP: 36295RYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4940 | PA      | $5043.38       | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0127                      | CUSIP: 36181FD81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     514642 | PA      | $484754.32     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9627                      | CUSIP: 36179KVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     412788 | PA      | $387998.55     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491011                      | CUSIP: 36210FN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        192 | PA      | $196.52        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521328                      | CUSIP: 36211SD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46798 | PA      | $48743.41      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770446                      | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70295 | PA      | $70401.76      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07828                      | CUSIP: 3128MAA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     778465 | PA      | $783152.43     | 0.01%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592838                      | CUSIP: 36201TS32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40154 | PA      | $41328.71      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544164                      | CUSIP: 36212UQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222241 | PA      | $226560.80     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7418                      | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24542268 | PA      | $21256094.79   | 0.19%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686101                      | CUSIP: 36296BGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7536 | PA      | $7694.22       | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502730                      | CUSIP: 36210UPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2080 | PA      | $2150.64       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787397                      | CUSIP: 3622ADDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   53793672 | PA      | $55242830.95   | 0.50%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494311                      | CUSIP: 36210KDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3970 | PA      | $4105.42       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781659                      | CUSIP: 36225BZY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11931 | PA      | $12380.41      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486515                      | CUSIP: 36210AN86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4084 | PA      | $4178.45       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677004                      | CUSIP: 36295QDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9409 | PA      | $9604.67       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5660                      | CUSIP: 36178DJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269197 | PA      | $253294.79     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476305                      | CUSIP: 36209NDJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1239 | PA      | $1281.43       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626208                      | CUSIP: 36291EU90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11165 | PA      | $11392.01      | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473538                      | CUSIP: 36209KBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2469 | PA      | $2553.75       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476325                      | CUSIP: 36209ND66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1343 | PA      | $1388.47       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07387                      | CUSIP: 3128M9RG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6869 | PA      | $6733.52       | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465975                      | CUSIP: 36209AT83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        438 | PA      | $453.36        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411381                      | CUSIP: 36206G6S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        269 | PA      | $269.07        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638696                      | CUSIP: 36291URR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3237 | PA      | $3335.73       | 0.00%             | 2036-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550648                      | CUSIP: 36213CWH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4226 | PA      | $4306.01       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564913                      | CUSIP: 36213USA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         48 | PA      | $49.37         | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687189                      | CUSIP: 36296CNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70798 | PA      | $72253.35      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742235                      | CUSIP: 3620AWSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53036 | PA      | $51615.00      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704511                      | CUSIP: 36296XVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20192 | PA      | $20257.54      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1919                      | CUSIP: 36180UDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167635 | PA      | $154399.76     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733600                      | CUSIP: 3620AL7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22707 | PA      | $23190.44      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575388                      | CUSIP: 36200XF53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6212 | PA      | $6493.14       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0023                      | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     879401 | PA      | $856312.38     | 0.01%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728721                      | CUSIP: 3620AFSJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276648 | PA      | $277067.14     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782044                      | CUSIP: 36241KHV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60019 | PA      | $62066.92      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU0764                      | CUSIP: 36194MZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     872220 | PA      | $811462.74     | 0.01%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482545                      | CUSIP: 36209VBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        419 | PA      | $433.27        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TD Securities (USA) LLC                                       | TD TRIPARTY MORTGAGE           | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Long             | RA               | CORP              | US        |   13800000 | PA      | $13800000.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589552                      | CUSIP: 36201P5M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5979 | PA      | $6216.34       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675124                      | CUSIP: 36295NAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15194 | PA      | $15667.77      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610843                      | CUSIP: 36202VS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7235 | PA      | $7511.50       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653747                      | CUSIP: 36292NHY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100635 | PA      | $104906.34     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452805                      | CUSIP: 36208KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3271 | PA      | $3382.85       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606849                      | CUSIP: 36201YEW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4547 | PA      | $4570.55       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5140                        | CUSIP: 36202FV94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29361697 | PA      | $29392720.64   | 0.26%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4558                        | CUSIP: 36202FB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268104 | PA      | $268683.58     | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670380                      | CUSIP: 36295GXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     408619 | PA      | $417210.35     | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6175                      | CUSIP: 36178D2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329502 | PA      | $310366.48     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712974                      | CUSIP: 36297JCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46473 | PA      | $47453.57      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685697                      | CUSIP: 36296AX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52147 | PA      | $53236.17      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620558                      | CUSIP: 36290XMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58187 | PA      | $59216.90      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485597                      | CUSIP: 36209YNN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        379 | PA      | $387.39        | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706920                      | CUSIP: 36297BK91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     699552 | PA      | $679086.03     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574668                      | CUSIP: 36200WMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22404 | PA      | $22827.15      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530565                      | CUSIP: 36212DMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         38 | PA      | $39.34         | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480922                      | CUSIP: 36209TG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3089 | PA      | $3110.06       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471538                      | CUSIP: 36209GZB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2026 | PA      | $2095.49       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4832                        | CUSIP: 36202FLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115619 | PA      | $110245.97     | 0.00%             | 2040-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599400                      | CUSIP: 36200E3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51034 | PA      | $51843.35      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624371                      | CUSIP: 36291CT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44941 | PA      | $46660.97      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE2893                      | CUSIP: 3140FNGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     426192 | PA      | $413052.49     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482802                      | CUSIP: 36209VKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3757 | PA      | $3885.35       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649520                      | CUSIP: 36292HSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99478 | PA      | $101446.53     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734180                      | CUSIP: 3620AMUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76113 | PA      | $73986.45      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473184                      | CUSIP: 36209JUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        331 | PA      | $338.79        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778960                      | CUSIP: 36176XE96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491073 | PA      | $465678.47     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF2661                      | CUSIP: 36181H5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30104 | PA      | $27550.15      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647858                      | CUSIP: 36292FWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170269 | PA      | $177308.33     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737905                      | CUSIP: 3620ARYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128316 | PA      | $124897.87     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495742                      | CUSIP: 36210LWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6425 | PA      | $6573.67       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621572                      | CUSIP: 36290YQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $580.86        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658360                      | CUSIP: 36294SMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5130 | PA      | $5232.33       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737320                      | CUSIP: 3620ARDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166920 | PA      | $162392.10     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599632                      | CUSIP: 36200FED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3772 | PA      | $3846.36       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3172                      | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20432570 | PA      | $18692404.05   | 0.17%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767263                      | CUSIP: 36176JFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50438 | PA      | $48962.28      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0690                      | CUSIP: 36177WXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80700 | PA      | $75873.17      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI2465                      | CUSIP: 36198NW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43418 | PA      | $42935.61      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599928                      | CUSIP: 36200FPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7481 | PA      | $7583.64       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531079                      | CUSIP: 36212D6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3610 | PA      | $3629.20       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711059                      | CUSIP: 36297F5U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57579 | PA      | $58802.45      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779704                      | CUSIP: 36176YAD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1394 | PA      | $1354.53       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704187                      | CUSIP: 36296XJ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1748 | PA      | $1784.16       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733225                      | CUSIP: 3620ALSN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     370342 | PA      | $371002.46     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711067                      | CUSIP: 36297F6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6992 | PA      | $7140.32       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762946                      | CUSIP: 36176DL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74153 | PA      | $75712.26      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494210                      | CUSIP: 36210KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3274 | PA      | $3385.23       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553920                      | CUSIP: 36213GK91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3856 | PA      | $4032.42       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758068                      | CUSIP: 36230S6D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204021 | PA      | $192223.47     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398655                      | CUSIP: 36205RZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         97 | PA      | $96.81         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9632                      | CUSIP: 36179KVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     522456 | PA      | $481762.91     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   46148688 | PA      | $44349447.41   | 0.40%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QX9666                      | CUSIP: 31426GW43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150687 | PA      | $152877.82     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740131                      | CUSIP: 3620AUHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8785 | PA      | $8786.47       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766875                      | CUSIP: 36176HXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37081 | PA      | $36068.85      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605559                      | CUSIP: 36200NWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96692 | PA      | $100502.08     | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7450                      | CUSIP: 36195JH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     769020 | PA      | $715451.33     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606094                      | CUSIP: 36201XKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63233 | PA      | $64381.72      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732293                      | CUSIP: 3620AKRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122070 | PA      | $124657.19     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481620                      | CUSIP: 36209UAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1634 | PA      | $1690.15       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4464                      | CUSIP: 3138EL6A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3202 | PA      | $3162.23       | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4289                        | CUSIP: 36202EXS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2897 | PA      | $2952.39       | 0.00%             | 2038-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610323                      | CUSIP: 36202VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19718 | PA      | $20082.78      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720208                      | CUSIP: 3620A6DM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19409 | PA      | $19464.86      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567249                      | CUSIP: 36213XEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21573 | PA      | $22514.65      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738507                      | CUSIP: 3620ASNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97065 | PA      | $94560.05      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473817                      | CUSIP: 36209KK64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9549 | PA      | $9769.88       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0711                      | CUSIP: 36181FYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169559 | PA      | $159500.99     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480565                      | CUSIP: 36209SZ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2408 | PA      | $2490.27       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564757                      | CUSIP: 36213UME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2956 | PA      | $3075.57       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487041                      | CUSIP: 36210BBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        910 | PA      | $941.18        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490518                      | CUSIP: 36210E4B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19192 | PA      | $19847.08      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506690                      | CUSIP: 36210Y2X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4571 | PA      | $4676.52       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714127                      | CUSIP: 36297KLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25486 | PA      | $25558.23      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498473                      | CUSIP: 36210PXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3181 | PA      | $3289.42       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8313                      | CUSIP: 36181CGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40696 | PA      | $40616.43      | 0.00%             | 2044-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672886                      | CUSIP: 36295KRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162096 | PA      | $148900.23     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782813                      | CUSIP: 36241LDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10227 | PA      | $10442.10      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619476                      | CUSIP: 36290WFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50292 | PA      | $51151.46      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359178                      | CUSIP: 36203T6P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1127 | PA      | $1165.14       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-21 MZ                 | CUSIP: 38381B5K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1723133 | PA      | $1388341.35    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1588                      | CUSIP: 36178LXR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325286 | PA      | $307505.96     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482903                      | CUSIP: 36209VNU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6531 | PA      | $6682.52       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741032                      | CUSIP: 3620AVHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213350 | PA      | $213961.62     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646280                      | CUSIP: 36292D6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        917 | PA      | $934.83        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765127                      | CUSIP: 36176FYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1889189 | PA      | $1892356.75    | 0.02%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490827                      | CUSIP: 36210FHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $144.07        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475657                      | CUSIP: 36209MME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2466 | PA      | $2550.38       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH7372                      | CUSIP: 36182QFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1940694 | PA      | $1816327.49    | 0.02%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 404209                      | CUSIP: 36205YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1394 | PA      | $1441.44       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555965                      | CUSIP: 36213JTW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4477 | PA      | $4655.62       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604179                      | CUSIP: 36200MFU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2371 | PA      | $2408.85       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08697                      | CUSIP: 3128MJX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4105 | PA      | $3745.49       | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537473                      | CUSIP: 36212MCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6065 | PA      | $6302.73       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565671                      | CUSIP: 36213VMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        573 | PA      | $586.28        | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641958                      | CUSIP: 36291YE78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37643 | PA      | $39240.95      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620637                      | CUSIP: 36290XPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5721 | PA      | $5819.53       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733776                      | CUSIP: 3620AMFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4105 | PA      | $3989.04       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603715                      | CUSIP: 36200KVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22503 | PA      | $23364.34      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740102                      | CUSIP: 3620AUGK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9892 | PA      | $9604.12       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2610                      | CUSIP: 36184M3T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     369512 | PA      | $356380.89     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469689                      | CUSIP: 36209EXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         96 | PA      | $97.83         | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3929                        | CUSIP: 36202ELJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162874 | PA      | $165914.47     | 0.00%             | 2036-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502948                      | CUSIP: 36210UWH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13518 | PA      | $13830.82      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790433                      | CUSIP: 36177JPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199231 | PA      | $194055.43     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764174                      | CUSIP: 36176EXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170244 | PA      | $170264.18     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767101                      | CUSIP: 36176JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274390 | PA      | $256996.80     | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732489                      | CUSIP: 3620AKXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5548 | PA      | $5723.68       | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602630                      | CUSIP: 36200JPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19467 | PA      | $20200.52      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638049                      | CUSIP: 36291TZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4073 | PA      | $4133.66       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614572                      | CUSIP: 36290QW92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2982 | PA      | $3031.87       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456740                      | CUSIP: 36208PLV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3350 | PA      | $3464.08       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK4458                      | CUSIP: 3131X75T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5329 | PA      | $5286.23       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658607                      | CUSIP: 36294SU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6359 | PA      | $6554.03       | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555824                      | CUSIP: 36213JPH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        486 | PA      | $502.10        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619012                      | CUSIP: 36290VVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7902 | PA      | $8204.24       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14495834 | PA      | $13765795.21   | 0.12%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586517                      | CUSIP: 36201LSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20435 | PA      | $21216.62      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566519                      | CUSIP: 36213WK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30326 | PA      | $30788.81      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756943                      | CUSIP: 36230RWC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130019 | PA      | $130352.12     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A76485                      | CUSIP: 3128LAF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        871 | PA      | $892.36        | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2441                      | CUSIP: 36179BWA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44969 | PA      | $41466.86      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469870                      | CUSIP: 36209E6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        208 | PA      | $207.77        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603604                      | CUSIP: 36200KRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18228 | PA      | $18550.65      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610476                      | CUSIP: 36202VFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7717 | PA      | $7994.07       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575918                      | CUSIP: 36200XYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3936 | PA      | $4027.24       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469987                      | CUSIP: 36209FCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9475 | PA      | $9694.79       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7676                      | CUSIP: 36180KQ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342059 | PA      | $321185.13     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626668                      | CUSIP: 36291FFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2937 | PA      | $2988.20       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564966                      | CUSIP: 36213UTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11507 | PA      | $11945.42      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486639                      | CUSIP: 36210AS40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3091 | PA      | $3196.74       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543007                      | CUSIP: 36212TGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        763 | PA      | $788.48        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490995                      | CUSIP: 36210FNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16791 | PA      | $17180.28      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758453                      | CUSIP: 36230TMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114386 | PA      | $114373.37     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2025-18 GZ                 | CUSIP: 3136BVAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7850274 | PA      | $7892234.82    | 0.07%             | 2055-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544270                      | CUSIP: 36212UT35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         66 | PA      | $69.13         | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641919                      | CUSIP: 36291YDY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12774 | PA      | $13011.26      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761212                      | CUSIP: 36176BN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21994 | PA      | $21411.38      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754387                      | CUSIP: 36230N2U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52882 | PA      | $52535.99      | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494693                      | CUSIP: 36210KRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1738 | PA      | $1797.16       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617343                      | CUSIP: 36290TZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25934 | PA      | $23896.06      | 0.00%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN8980                      | CUSIP: 36186S6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78827 | PA      | $71545.18      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650148                      | CUSIP: 36292JHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8203 | PA      | $8519.46       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3175                      | CUSIP: 36179RQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4841308 | PA      | $4846436.82    | 0.04%             | 2045-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616069                      | CUSIP: 36290SMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236908 | PA      | $246813.79     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572497                      | CUSIP: 36200T7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        297 | PA      | $310.52        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458977                      | CUSIP: 36208R2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7083 | PA      | $7246.73       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458022                      | CUSIP: 36208QYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        750 | PA      | $767.37        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1586                      | CUSIP: 36180CXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213094 | PA      | $196801.99     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710306                      | CUSIP: 36297FDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1167 | PA      | $1170.38       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2335                      | CUSIP: 36180DSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24860 | PA      | $23415.97      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615382                      | CUSIP: 36290RUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6250 | PA      | $6434.42       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721136                      | CUSIP: 3620A7EH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204116 | PA      | $204512.77     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571246                      | CUSIP: 36200STB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11168 | PA      | $11556.00      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528620                      | CUSIP: 36212BG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6214 | PA      | $6485.83       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462265                      | CUSIP: 36208VQS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3422 | PA      | $3501.36       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460856                      | CUSIP: 36208T5R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2021 | PA      | $2090.18       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05255                      | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18892 | PA      | $19349.66      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457421                      | CUSIP: 36208QD29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5247 | PA      | $5426.45       | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7368                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37226898 | PA      | $33623174.23   | 0.30%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508543                      | CUSIP: 36211B5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12427 | PA      | $12657.62      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613028                      | CUSIP: 36290NA51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16261 | PA      | $16530.37      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615403                      | CUSIP: 36290RU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57464 | PA      | $57754.82      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3450                      | CUSIP: 36178AZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134234 | PA      | $124020.22     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467148                      | CUSIP: 36209B5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3490 | PA      | $3609.17       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724822                      | CUSIP: 3620ABG75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172940 | PA      | $167909.09     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758211                      | CUSIP: 36230TDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     321324 | PA      | $311870.82     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY8357                      | CUSIP: 31426TJB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     434312 | PA      | $440626.53     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605061                      | CUSIP: 36200NFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95875 | PA      | $97537.53      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29873447 | PA      | $28877388.30   | 0.26%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555609                      | CUSIP: 36213JGS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1220 | PA      | $1278.15       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC6295                      | CUSIP: 36179F7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153558 | PA      | $144373.49     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AM6629                      | CUSIP: 3138L7LK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4655171 | PA      | $4585104.75    | 0.04%             | 2029-09-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY6551                      | CUSIP: 31426RH53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5353285 | PA      | $5431116.18    | 0.05%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716067                      | CUSIP: 3620A1QU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15905 | PA      | $15932.66      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584056                      | CUSIP: 36201HZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5854 | PA      | $6037.94       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766766                      | CUSIP: 36176HTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5680 | PA      | $5256.22       | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501308                      | CUSIP: 36210S3R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2164 | PA      | $2237.60       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637325                      | CUSIP: 36291TA24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5403 | PA      | $5505.93       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583059                      | CUSIP: 36201GWU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14596 | PA      | $15212.33      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751764                      | CUSIP: 36230K5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9492 | PA      | $9505.40       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3458                        | CUSIP: 36202DZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7294 | PA      | $7410.19       | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769825                      | CUSIP: 36176MA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5036 | PA      | $4896.99       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678582                      | CUSIP: 36295R2P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4334 | PA      | $4425.97       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5643                      | CUSIP: 36180HHU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139465 | PA      | $134846.89     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM4134                      | CUSIP: 36184QSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11088 | PA      | $10339.75      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457113                      | CUSIP: 36208PYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21506 | PA      | $22004.76      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2019-12 HY                 | CUSIP: 3136B4FK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12285478 | PA      | $10365873.29   | 0.09%             | 2059-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640659                      | CUSIP: 36291WWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11980 | PA      | $12213.17      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461801                      | CUSIP: 36208VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2043 | PA      | $2112.32       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603607                      | CUSIP: 36200KR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41092 | PA      | $41767.39      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4520                        | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3680 | PA      | $3750.42       | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743708                      | CUSIP: 3620AYGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81760 | PA      | $83484.82      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496566                      | CUSIP: 36210MTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2598 | PA      | $2686.39       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3542                        | CUSIP: 36202D5B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        631 | PA      | $634.20        | 0.00%             | 2034-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628881                      | CUSIP: 36291HUE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25942 | PA      | $26382.59      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733454                      | CUSIP: 3620ALZT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     605781 | PA      | $590550.42     | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503963                      | CUSIP: 36210VZ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        711 | PA      | $735.05        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650698                      | CUSIP: 36292J3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2336 | PA      | $2433.98       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610350                      | CUSIP: 36202VBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69279 | PA      | $70436.09      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480084                      | CUSIP: 36209SJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4899 | PA      | $5012.54       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0543                      | CUSIP: 36180SS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111539 | PA      | $102248.74     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759865                      | CUSIP: 36230U6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31081 | PA      | $30177.22      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781336                      | CUSIP: 36225BPV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        137 | PA      | $141.80        | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ5336                      | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29385 | PA      | $29224.49      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 378179                      | CUSIP: 36204SCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1646 | PA      | $1712.04       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764597                      | CUSIP: 36176FGE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26004 | PA      | $25281.93      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8100                      | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4256507 | PA      | $4061955.70    | 0.04%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493667                      | CUSIP: 36210JMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3498 | PA      | $3578.73       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488483                      | CUSIP: 36210CUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19004 | PA      | $19444.79      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1706                      | CUSIP: 3140LB3Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16648546 | PA      | $15121847.69   | 0.14%             | 2031-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571273                      | CUSIP: 36200ST67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4277 | PA      | $4375.74       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629545                      | CUSIP: 36291JL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1793 | PA      | $1834.11       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741580                      | CUSIP: 3620AV2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158871 | PA      | $154196.81     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593783                      | CUSIP: 36201UUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10770 | PA      | $10969.30      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458093                      | CUSIP: 36208Q3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1683 | PA      | $1721.52       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470460                      | CUSIP: 36209FTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449968 | PA      | $437104.49     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760067                      | CUSIP: 36176AFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127327 | PA      | $123872.77     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1718                      | CUSIP: 36180C4B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177240 | PA      | $163498.58     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621363                      | CUSIP: 36290YJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28630 | PA      | $29139.93      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497275                      | CUSIP: 36210NMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9877 | PA      | $10105.68      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770478                      | CUSIP: 36176MXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        890 | PA      | $893.49        | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548582                      | CUSIP: 36213AM76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2140 | PA      | $2222.25       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742999                      | CUSIP: 3620AXNQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     523128 | PA      | $507823.45     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623404                      | CUSIP: 36291BRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1063 | PA      | $1082.17       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735224                      | CUSIP: 3620ANYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50118 | PA      | $48668.87      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2019-31 CB                 | CUSIP: 3136B5MP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1787672.00    | 0.02%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709457                      | CUSIP: 36297EE68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        781 | PA      | $805.62        | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473658                      | CUSIP: 36209KE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4316 | PA      | $4416.44       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623418                      | CUSIP: 36291BSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44243 | PA      | $45949.24      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771564                      | CUSIP: 36176N5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10584 | PA      | $10305.61      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501887                      | CUSIP: 36210TRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         62 | PA      | $63.40         | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741485                      | CUSIP: 3620AVXN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273759 | PA      | $266739.36     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1897                      | CUSIP: 36180UDA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     568245 | PA      | $522978.69     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY7882                      | CUSIP: 31426SXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9472478 | PA      | $9610197.32    | 0.09%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464262                      | CUSIP: 36208XWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4582 | PA      | $4738.70       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741275                      | CUSIP: 3620AVQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        367 | PA      | $374.86        | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495571                      | CUSIP: 36210LQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1327 | PA      | $1357.65       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513644                      | CUSIP: 36211HS93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3445 | PA      | $3562.34       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5393                      | CUSIP: 3140Q07F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9665000 | PA      | $9776355.30    | 0.09%             | 2030-11-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG2293                      | CUSIP: 36181VRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34065 | PA      | $33716.93      | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465529                      | CUSIP: 36209AEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        235 | PA      | $242.88        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-4 B                   | CUSIP: 38379TU49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3154753 | PA      | $2958582.42    | 0.03%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627460                      | CUSIP: 36291GB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1502 | PA      | $1536.75       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779168                      | CUSIP: 36176XMR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70059 | PA      | $64804.55      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474632                      | CUSIP: 36209LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3334 | PA      | $3448.20       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469131                      | CUSIP: 36209EEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19104 | PA      | $19756.39      | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2018-91 BE                 | CUSIP: 3136B3SL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5359413 | PA      | $4879746.09    | 0.04%             | 2058-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593739                      | CUSIP: 36201US47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27820 | PA      | $28555.27      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729037                      | CUSIP: 3620AF4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213221 | PA      | $217726.29     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782407                      | CUSIP: 36241KU89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1673 | PA      | $1724.62       | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647684                      | CUSIP: 36292FRD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36206 | PA      | $36966.42      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6805                      | CUSIP: 36186PR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88050 | PA      | $80113.37      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711538                      | CUSIP: 36297GPX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51270 | PA      | $51287.39      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574546                      | CUSIP: 36200WHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65643 | PA      | $68371.72      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493627                      | CUSIP: 36210JLG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13905 | PA      | $14227.50      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6599                      | CUSIP: 36181AKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     565427 | PA      | $533656.01     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612919                      | CUSIP: 36202X4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48869 | PA      | $49698.06      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6410                      | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25882620 | PA      | $24141136.11   | 0.22%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501499                      | CUSIP: 36210TDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2282 | PA      | $2335.13       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614452                      | CUSIP: 36290QTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        246 | PA      | $254.18        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473000                      | CUSIP: 36209JNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        646 | PA      | $668.52        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743794                      | CUSIP: 3620AYKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181137 | PA      | $181212.07     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690059                      | CUSIP: 36296FTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16090 | PA      | $16128.54      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521365                      | CUSIP: 36211SFE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34710 | PA      | $35375.21      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2996                      | CUSIP: 36183YKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311210 | PA      | $282758.78     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733868                      | CUSIP: 3620AMJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53467 | PA      | $54600.05      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2591                      | CUSIP: 36183X2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14104 | PA      | $12814.21      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-60 ZC                 | CUSIP: 3139213A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17141 | PA      | $17694.70      | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5544 B                     | CUSIP: 3137HLN65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25205028 | PA      | $25346592.01   | 0.23%             | 2052-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569047                      | CUSIP: 36200QEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32850 | PA      | $33456.13      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494566                      | CUSIP: 36210KMP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4148 | PA      | $4289.96       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499920                      | CUSIP: 36210RK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7139 | PA      | $7382.31       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783625                      | CUSIP: 3622A2A28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273572 | PA      | $252755.27     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740068                      | CUSIP: 3620AUFH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6883 | PA      | $6692.85       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779084                      | CUSIP: 36176XJ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     602717 | PA      | $557729.79     | 0.01%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613850                      | CUSIP: 36290N5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13764 | PA      | $13982.22      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487108                      | CUSIP: 36210BDM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2203 | PA      | $2253.77       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622105                      | CUSIP: 36291ADJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95408 | PA      | $97085.88      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676945                      | CUSIP: 36295QBN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58056 | PA      | $56471.32      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2121 C                     | CUSIP: 3133TJ5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9319 | PA      | $9456.84       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446687                      | CUSIP: 36208CF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2622 | PA      | $2711.66       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645867                      | CUSIP: 36292DQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40331 | PA      | $41979.92      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3648                      | CUSIP: 36178QBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244451 | PA      | $230941.13     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605759                      | CUSIP: 36200N5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179610 | PA      | $186910.30     | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9094                      | CUSIP: 36180NC78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82582 | PA      | $76061.79      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464617                      | CUSIP: 36208YDW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3717 | PA      | $3803.18       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY7744                      | CUSIP: 31426STA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2722802 | PA      | $2762388.66    | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781257                      | CUSIP: 36225BME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1386 | PA      | $1422.77       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646889                      | CUSIP: 36292EUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        393 | PA      | $394.77        | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603131                      | CUSIP: 36200KA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120148 | PA      | $124746.99     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539576                      | CUSIP: 36212PMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36280 | PA      | $37525.80      | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496199                      | CUSIP: 36210MGG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2571 | PA      | $2630.57       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723606                      | CUSIP: 3620A93P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1171390 | PA      | $1174514.68    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641244                      | CUSIP: 36291XLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3251 | PA      | $3300.96       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609454                      | CUSIP: 36202UBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9837 | PA      | $10014.71      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-60 PX                 | CUSIP: 3139213T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3638 | PA      | $3755.95       | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498465                      | CUSIP: 36210PW26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        950 | PA      | $982.12        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726195                      | CUSIP: 3620ACXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43863 | PA      | $42507.62      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570559                      | CUSIP: 36200RZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8401 | PA      | $8725.26       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594140                      | CUSIP: 36201VBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3768 | PA      | $3834.64       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7047                      | CUSIP: 36178TZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31709 | PA      | $29400.27      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476205                      | CUSIP: 36209NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1342 | PA      | $1388.19       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9092                      | CUSIP: 36178WC56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111591 | PA      | $102545.55     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717938                      | CUSIP: 3620A3S39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51538 | PA      | $52629.04      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497309                      | CUSIP: 36210NN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30441 | PA      | $31146.71      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457844                      | CUSIP: 36208QS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1007 | PA      | $1041.51       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 171812                      | CUSIP: 36216QYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1879 | PA      | $1943.05       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779101                      | CUSIP: 36176XKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1571104 | PA      | $1489091.57    | 0.01%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782085                      | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     826865 | PA      | $844880.43     | 0.01%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737790                      | CUSIP: 3620ARUP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     574095 | PA      | $558615.60     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3661                      | CUSIP: 36179SB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107156 | PA      | $94413.05      | 0.00%             | 2046-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782310                      | CUSIP: 36241KR75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18222 | PA      | $18599.03      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620562                      | CUSIP: 36290XMK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3615 | PA      | $3634.06       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443685                      | CUSIP: 36207V2S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3025 | PA      | $3128.00       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782569                      | CUSIP: 36241K2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3522 | PA      | $3633.08       | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711406                      | CUSIP: 36297GKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36337 | PA      | $33637.93      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618985                      | CUSIP: 36290VUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15074 | PA      | $15330.21      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484568                      | CUSIP: 36209XJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9748 | PA      | $10081.11      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520471                      | CUSIP: 36211RFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3236 | PA      | $3346.71       | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462707                      | CUSIP: 36208WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3539 | PA      | $3659.95       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489582                      | CUSIP: 36210D2P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1021 | PA      | $1055.75       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662010                      | CUSIP: 36294WN38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        126 | PA      | $127.06        | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781148                      | CUSIP: 36225BHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68587 | PA      | $70176.67      | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622670                      | CUSIP: 36291AW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1704 | PA      | $1733.39       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707302                      | CUSIP: 36297BX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118952 | PA      | $119373.27     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776587                      | CUSIP: 36176URG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     380324 | PA      | $358046.68     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587551                      | CUSIP: 36201MWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3649 | PA      | $3763.19       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5434                      | CUSIP: 36180HBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     628265 | PA      | $593510.18     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476173                      | CUSIP: 36209M6J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2686 | PA      | $2777.70       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00927                      | CUSIP: 3132GEA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84484 | PA      | $86593.66      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615206                      | CUSIP: 36290RNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39311 | PA      | $40015.84      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503433                      | CUSIP: 36210VHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5644 | PA      | $5774.83       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636095                      | CUSIP: 36291RUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63219 | PA      | $64403.86      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450623                      | CUSIP: 36208GSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2319 | PA      | $2397.90       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564472                      | CUSIP: 36213UCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3537 | PA      | $3700.15       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 432996                      | CUSIP: 36207H7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         27 | PA      | $27.38         | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0853                      | CUSIP: 36179M5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     851795 | PA      | $829375.20     | 0.01%             | 2043-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721333                      | CUSIP: 3620A7LN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183490 | PA      | $183777.73     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q33059                      | CUSIP: 3132QPMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181002 | PA      | $181445.16     | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483866                      | CUSIP: 36209WQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $189.62        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6618                      | CUSIP: 36178EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187996 | PA      | $177459.80     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6974                      | CUSIP: 36183QXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101021 | PA      | $97998.74      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8147                      | CUSIP: 36183SBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255823 | PA      | $233946.87     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731245                      | CUSIP: 3620AJL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5343 | PA      | $5361.69       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464480                      | CUSIP: 36208X6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3359 | PA      | $3473.82       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480073                      | CUSIP: 36209SJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1184 | PA      | $1224.80       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780914                      | CUSIP: 36225BAP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26970 | PA      | $27594.65      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620477                      | CUSIP: 36290XJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        473 | PA      | $475.61        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605772                      | CUSIP: 36200N6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4632 | PA      | $4655.50       | 0.00%             | 2034-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555018                      | CUSIP: 36213HSF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16923 | PA      | $17561.32      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506874                      | CUSIP: 36211ACK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1089 | PA      | $1126.06       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610344                      | CUSIP: 36202VBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38723 | PA      | $39319.84      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593653                      | CUSIP: 36201UQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12886 | PA      | $13212.77      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488957                      | CUSIP: 36210DE64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        256 | PA      | $265.13        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463975                      | CUSIP: 36208XMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3842 | PA      | $3931.14       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446691                      | CUSIP: 36208CF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1368 | PA      | $1414.85       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782200                      | CUSIP: 36241KNR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219007 | PA      | $223469.68     | 0.00%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613854                      | CUSIP: 36290N5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8635 | PA      | $8793.33       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615201                      | CUSIP: 36290RNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9076 | PA      | $9238.00       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849361                      | CUSIP: 31300MMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1345160 | PA      | $1391459.74    | 0.01%             | 2043-08-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO4548                      | CUSIP: 3617A5BR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62865 | PA      | $57280.61      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607124                      | CUSIP: 36201YPH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3116 | PA      | $3169.06       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1946                      | CUSIP: 36180DET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21937 | PA      | $20189.32      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494949                      | CUSIP: 36210KZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4893 | PA      | $5060.19       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467932                      | CUSIP: 36209CY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1312 | PA      | $1366.77       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458321                      | CUSIP: 36208RD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2966 | PA      | $3066.82       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677602                      | CUSIP: 36295QX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18537 | PA      | $18920.57      | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551273                      | CUSIP: 36213DMW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3969 | PA      | $4140.00       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595442                      | CUSIP: 36200AP37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4074 | PA      | $4220.46       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472454                      | CUSIP: 36209HZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        218 | PA      | $222.96        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3826                      | CUSIP: 36181KHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157558 | PA      | $145342.17     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629894                      | CUSIP: 36291JXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21502 | PA      | $22423.75      | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546330                      | CUSIP: 36212W4P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20211 | PA      | $20540.62      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4619                        | CUSIP: 36202FDY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     480937 | PA      | $498169.32     | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615885                      | CUSIP: 36290SF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34016 | PA      | $34189.50      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550613                      | CUSIP: 36213CVE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     319967 | PA      | $326165.31     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783882                      | CUSIP: 3622A2J37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2728450 | PA      | $2561293.58    | 0.02%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477648                      | CUSIP: 36209PTD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        763 | PA      | $764.33        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2625                      | CUSIP: 36180U4J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     484866 | PA      | $456707.11     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603126                      | CUSIP: 36200KA31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95370 | PA      | $97081.26      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618037                      | CUSIP: 36290US23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60031 | PA      | $58562.01      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5667                      | CUSIP: 36178SJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     454742 | PA      | $426882.88     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574951                      | CUSIP: 36200WWL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53296 | PA      | $55170.11      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615657                      | CUSIP: 36290R5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29611 | PA      | $30113.72      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764506                      | CUSIP: 36176FDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4058 | PA      | $4143.77       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678558                      | CUSIP: 36295RZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29124 | PA      | $29740.56      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778875                      | CUSIP: 36176XCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     409711 | PA      | $387174.61     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469690                      | CUSIP: 36209EXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5308 | PA      | $5431.04       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1392                      | CUSIP: 36178LRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11119 | PA      | $11043.21      | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712905                      | CUSIP: 36297JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10514 | PA      | $10566.13      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480501                      | CUSIP: 36209SX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9891 | PA      | $10120.11      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93671                      | CUSIP: 312942CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8312 | PA      | $8519.84       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620575                      | CUSIP: 36290XMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46872 | PA      | $47684.79      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4651                      | CUSIP: 36179TEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15623180 | PA      | $14266043.96   | 0.13%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764852                      | CUSIP: 36176FQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21815 | PA      | $21187.47      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772932                      | CUSIP: 36176QPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77658 | PA      | $73032.59      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457942                      | CUSIP: 36208QWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7453 | PA      | $7625.39       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668028                      | CUSIP: 36295ED95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2745082 | PA      | $2508498.52    | 0.02%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733873                      | CUSIP: 3620AMJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159525 | PA      | $162898.28     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762216                      | CUSIP: 36176CSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68648 | PA      | $68748.02      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613047                      | CUSIP: 36290NBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7424 | PA      | $7559.04       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495893                      | CUSIP: 36210L3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1926 | PA      | $1991.71       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8118                      | CUSIP: 36179JAT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108626 | PA      | $100126.56     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649441                      | CUSIP: 36292HP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25496 | PA      | $25992.64      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4019                      | CUSIP: 36180FPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252928 | PA      | $238366.93     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556533                      | CUSIP: 36213KHJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5699 | PA      | $5889.58       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459007                      | CUSIP: 36208R3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4375 | PA      | $4476.86       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9843                      | CUSIP: 36181D5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67575 | PA      | $63307.44      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497420                      | CUSIP: 36210NSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.99         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS7937                      | CUSIP: 3132A8ZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8823 | PA      | $8752.27       | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550690                      | CUSIP: 36213CXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46691 | PA      | $47583.11      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782619                      | CUSIP: 36241K4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140031 | PA      | $142962.29     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6087                      | CUSIP: 36178DXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238162 | PA      | $225061.85     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651681                      | CUSIP: 36292K6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23344 | PA      | $24349.23      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718398                      | CUSIP: 3620A4DB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33686 | PA      | $31038.61      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q20680                      | CUSIP: 3132JMXH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1933 | PA      | $1889.33       | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403423                      | CUSIP: 36205XD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        811 | PA      | $824.47        | 0.00%             | 2033-10-15      | 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        |      22547 | PA      | $22130.10      | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471312                      | CUSIP: 36209GR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6363 | PA      | $6606.73       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1126                      | CUSIP: 36178LHB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     361284 | PA      | $339675.33     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778880                      | CUSIP: 36176XCR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133899 | PA      | $130577.07     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2023-53 L                  | CUSIP: 38383XK29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13800000 | PA      | $13640532.72   | 0.12%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4210                      | CUSIP: 36178QVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277978 | PA      | $262185.88     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690863                      | CUSIP: 36296GQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        824 | PA      | $849.83        | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774587                      | CUSIP: 36176SJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10350 | PA      | $10077.45      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486690                      | CUSIP: 36210AUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1162 | PA      | $1201.38       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484427                      | CUSIP: 36209XD80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        948 | PA      | $979.97        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1535                      | CUSIP: 36183WV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23627 | PA      | $22023.68      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778608                      | CUSIP: 36176WYD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6998 | PA      | $6618.94       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   71573081 | PA      | $64707125.22   | 0.58%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486629                      | CUSIP: 36210ASS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1226 | PA      | $1254.91       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713732                      | CUSIP: 36297J4R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31922 | PA      | $31130.15      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588093                      | CUSIP: 36201NKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48771 | PA      | $50655.56      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7636                      | CUSIP: 36179HPV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49701 | PA      | $45742.21      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495844                      | CUSIP: 36210LZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3192 | PA      | $3300.43       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745053                      | CUSIP: 3620C0WN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101091 | PA      | $103233.69     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486958                      | CUSIP: 36210A5T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1221 | PA      | $1262.27       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743762                      | CUSIP: 3620AYJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41822 | PA      | $41935.84      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475562                      | CUSIP: 36209MJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4537 | PA      | $4691.73       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494825                      | CUSIP: 36210KVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7736 | PA      | $8000.30       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468986                      | CUSIP: 36209D6X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        959 | PA      | $959.94        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572139                      | CUSIP: 36200TS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21313 | PA      | $21915.21      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712699                      | CUSIP: 36297HX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     657739 | PA      | $659690.77     | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471661                      | CUSIP: 36209G5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7643 | PA      | $7904.03       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM9858                      | CUSIP: 36185C5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243350 | PA      | $234279.73     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757604                      | CUSIP: 36230SNV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76752 | PA      | $76979.78      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621374                      | CUSIP: 36290YJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7309 | PA      | $7444.34       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618748                      | CUSIP: 36290VL51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4675 | PA      | $4860.40       | 0.00%             | 2036-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795393                      | CUSIP: 36177P7F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114264 | PA      | $108554.09     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8336                      | CUSIP: 36178GHM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     930144 | PA      | $858696.50     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740931                      | CUSIP: 3620AVEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18810 | PA      | $18284.26      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457100                      | CUSIP: 36208PX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3470 | PA      | $3587.92       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631054                      | CUSIP: 36291LBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15518 | PA      | $16159.24      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605423                      | CUSIP: 36200NSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16482 | PA      | $16767.86      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3286                      | CUSIP: 31418CUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37744 | PA      | $37417.11      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465948                      | CUSIP: 36209ATD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5448 | PA      | $5634.24       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434064                      | CUSIP: 36207KFD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        348 | PA      | $356.08        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430355                      | CUSIP: 36207FBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47992 | PA      | $49009.77      | 0.00%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781692                      | CUSIP: 36225B2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12330 | PA      | $12392.73      | 0.00%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616084                      | CUSIP: 36290SM99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        647 | PA      | $658.94        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706626                      | CUSIP: 36297BA35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21561 | PA      | $21629.06      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487407                      | CUSIP: 36210BNY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4299 | PA      | $4398.49       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7366                      | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1500593 | PA      | $1248743.16    | 0.01%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE4676                      | CUSIP: 3140BHFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2422211 | PA      | $2457426.79    | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7247                      | CUSIP: 36181BBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108133 | PA      | $101353.96     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481400                      | CUSIP: 36209TX53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        878 | PA      | $898.41        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605393                      | CUSIP: 36200NRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50523 | PA      | $51423.38      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474179                      | CUSIP: 36209KXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1622 | PA      | $1677.44       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573950                      | CUSIP: 36200VTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26360 | PA      | $27328.88      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6058                      | CUSIP: 3617BMWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     416163 | PA      | $386002.79     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616415                      | CUSIP: 36290SYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13027 | PA      | $13252.91      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494573                      | CUSIP: 36210KMW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3496 | PA      | $3615.74       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615213                      | CUSIP: 36290RN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45898 | PA      | $46676.68      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-63 ZP                 | CUSIP: 38379PEA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11125927 | PA      | $10168622.27   | 0.09%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587874                      | CUSIP: 36201NCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        454 | PA      | $462.60        | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588354                      | CUSIP: 36201NTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3843 | PA      | $3862.63       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403456                      | CUSIP: 36205XE59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14771 | PA      | $15005.79      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489583                      | CUSIP: 36210D2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13583 | PA      | $13897.54      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8924                      | CUSIP: 36181C4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163093 | PA      | $150331.74     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631530                      | CUSIP: 36291LST3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16744 | PA      | $17030.71      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723799                      | CUSIP: 3620AADC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7989 | PA      | $8003.19       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5708                      | CUSIP: 36178SKV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     309611 | PA      | $292100.68     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604476                      | CUSIP: 36200MQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29294 | PA      | $30436.68      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502202                      | CUSIP: 36210T3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3666 | PA      | $3752.95       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603354                      | CUSIP: 36200KH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20130 | PA      | $20869.56      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589467                      | CUSIP: 36201PZ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1094 | PA      | $1114.01       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112566 | PA      | $113624.02     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781766                      | CUSIP: 36225B6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95125 | PA      | $96853.60      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723419                      | CUSIP: 3620A9VL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     702174 | PA      | $716945.22     | 0.01%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685646                      | CUSIP: 36296AWF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1172 | PA      | $1196.68       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2175                      | CUSIP: 36180UMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91476 | PA      | $84093.02      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732016                      | CUSIP: 3620AKGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33929 | PA      | $33975.48      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495729                      | CUSIP: 36210LVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6829 | PA      | $7062.37       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774506                      | CUSIP: 36176SGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122791 | PA      | $123080.36     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701354                      | CUSIP: 36296UE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3407 | PA      | $3478.92       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486935                      | CUSIP: 36210A4U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3243 | PA      | $3353.44       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617645                      | CUSIP: 36290UES1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176988 | PA      | $180730.22     | 0.00%             | 2041-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589156                      | CUSIP: 36201PQH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1592 | PA      | $1628.76       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580653                      | CUSIP: 36201EBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67936 | PA      | $69177.88      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781527                      | CUSIP: 36225BVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1462317 | PA      | $1517734.81    | 0.01%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774603                      | CUSIP: 36176SKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34348 | PA      | $33348.71      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766489                      | CUSIP: 36176HKA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177917 | PA      | $173061.44     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594347                      | CUSIP: 36201VHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16957 | PA      | $17259.19      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI8443                      | CUSIP: 36198VLY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     380135 | PA      | $355255.78     | 0.00%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782956                      | CUSIP: 36241LH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12633 | PA      | $12667.05      | 0.00%             | 2040-05-15      | 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        |      34610 | PA      | $33560.16      | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759958                      | CUSIP: 36176AB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11316 | PA      | $10984.96      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490963                      | CUSIP: 36210FML7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3296 | PA      | $3372.79       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442419                      | CUSIP: 36207UPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170064 | PA      | $165674.80     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4047                        | CUSIP: 36202EP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        477 | PA      | $486.16        | 0.00%             | 2037-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2302                      | CUSIP: 36183XRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     484100 | PA      | $440780.45     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0586                      | CUSIP: 36181FUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2416 | PA      | $2268.17       | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1482                      | CUSIP: 36178LUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     330874 | PA      | $311908.60     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761747                      | CUSIP: 36176CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108917 | PA      | $105909.34     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741700                      | CUSIP: 3620AV7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     261466 | PA      | $254035.27     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769795                      | CUSIP: 36176L7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51911 | PA      | $50273.53      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750298                      | CUSIP: 3620C6RT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232948 | PA      | $233437.50     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493898                      | CUSIP: 36210JUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6359 | PA      | $6576.10       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481321                      | CUSIP: 36209TVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4407 | PA      | $4557.44       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487468                      | CUSIP: 36210BQV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3615 | PA      | $3699.17       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494563                      | CUSIP: 36210KML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4054 | PA      | $4147.61       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669734                      | CUSIP: 36295GBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2975 | PA      | $3008.90       | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  126449523 | PA      | $118613269.30  | 1.06%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849418                      | CUSIP: 31300MPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1113628 | PA      | $1148142.97    | 0.01%             | 2044-04-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367103                      | CUSIP: 36204DX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29729 | PA      | $30358.72      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753286                      | CUSIP: 36230MUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64795 | PA      | $63015.99      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499213                      | CUSIP: 36210QSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        339 | PA      | $350.28        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600103                      | CUSIP: 36200FU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24331 | PA      | $25305.84      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716737                      | CUSIP: 3620A2HN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148895 | PA      | $149306.72     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646779                      | CUSIP: 36292EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27392 | PA      | $27919.45      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430615                      | CUSIP: 36207FK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11930 | PA      | $12206.65      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4142                        | CUSIP: 36202ES75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27283 | PA      | $27359.37      | 0.00%             | 2038-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781594                      | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20034 | PA      | $20919.44      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497573                      | CUSIP: 36210NXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5040 | PA      | $5156.91       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476975                      | CUSIP: 36209N2G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        360 | PA      | $367.98        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638113                      | CUSIP: 36291T3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        872 | PA      | $888.69        | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474664                      | CUSIP: 36209LJH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        169 | PA      | $169.81        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G01827                      | CUSIP: 3128LXA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1667 | PA      | $1684.59       | 0.00%             | 2035-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651738                      | CUSIP: 36292LBF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3733 | PA      | $3819.23       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763557                      | CUSIP: 36176EB26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49335 | PA      | $49404.63      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481203                      | CUSIP: 36209TRY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         72 | PA      | $74.55         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627334                      | CUSIP: 36291F4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12165 | PA      | $12381.98      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594824                      | CUSIP: 36201VYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8466 | PA      | $8773.53       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475841                      | CUSIP: 36209MS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4039 | PA      | $4176.58       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472926                      | CUSIP: 36209JLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1684 | PA      | $1741.81       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403404                      | CUSIP: 36205XDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4985 | PA      | $5069.98       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678547                      | CUSIP: 36295RZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26028 | PA      | $26495.16      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM5580                      | CUSIP: 36184VFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151865 | PA      | $146603.95     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495842                      | CUSIP: 36210LZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        790 | PA      | $807.88        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503552                      | CUSIP: 36210VL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7800 | PA      | $8066.64       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5195                      | CUSIP: 36198RXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     728540 | PA      | $664060.53     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649800                      | CUSIP: 36292H3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5266 | PA      | $5377.42       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0687                      | CUSIP: 3618N5XR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   99064094 | PA      | $101505637.57  | 0.91%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554022                      | CUSIP: 36213GPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1129 | PA      | $1170.76       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741348                      | CUSIP: 3620AVTD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90988 | PA      | $91145.37      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640931                      | CUSIP: 36291XA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        578 | PA      | $589.56        | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580409                      | CUSIP: 36201DYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10230 | PA      | $10416.12      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494907                      | CUSIP: 36210KYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9752 | PA      | $10084.91      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484221                      | CUSIP: 36209W4E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7604 | PA      | $7863.36       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735223                      | CUSIP: 3620ANYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36427 | PA      | $35366.96      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ7716                      | CUSIP: 3138E0SE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2964 | PA      | $2946.92       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2485                      | CUSIP: 36178MXN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7060 | PA      | $6478.16       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3 2/26                    | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -950000 | PA      | $-841863.31    | -0.01%            | 2026-02-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509237                      | CUSIP: 36211CV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6697 | PA      | $6925.14       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769889                      | CUSIP: 36176MC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73339 | PA      | $73489.14      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6174                      | CUSIP: 36178D2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     486383 | PA      | $457893.19     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759186                      | CUSIP: 36230UF38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166825 | PA      | $167051.65     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541281                      | CUSIP: 36212RJ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9368 | PA      | $9724.38       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732919                      | CUSIP: 3620ALG40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18372 | PA      | $17825.32      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595026                      | CUSIP: 36200AA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135951 | PA      | $141204.68     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492710                      | CUSIP: 36210HKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4340 | PA      | $4440.87       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750329                      | CUSIP: 3620C6SS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7366 | PA      | $7178.30       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD7198                      | CUSIP: 3140B77L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     557582 | PA      | $565688.85     | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502989                      | CUSIP: 36210UXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3566 | PA      | $3559.60       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6338                      | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209026 | PA      | $189235.66     | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470471                      | CUSIP: 36209FT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1292 | PA      | $1335.85       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BB5919                      | CUSIP: 3617AWSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67938 | PA      | $63014.27      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737535                      | CUSIP: 3620ARLQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     998956 | PA      | $974007.43     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743009                      | CUSIP: 3620AXN20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     355173 | PA      | $344665.14     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796071                      | CUSIP: 36177QW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9689 | PA      | $9408.78       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739860                      | CUSIP: 3620AT5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62886 | PA      | $61046.37      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6666                      | CUSIP: 36178EMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20614 | PA      | $19336.03      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595180                      | CUSIP: 36200AFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8353 | PA      | $8669.29       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2421                      | CUSIP: 36178MVN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171017 | PA      | $157095.18     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22320559 | PA      | $19338844.99   | 0.17%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 441972                      | CUSIP: 36207T6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31773 | PA      | $33143.30      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490399                      | CUSIP: 36210EX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        158 | PA      | $159.16        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677023                      | CUSIP: 36295QD49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43582 | PA      | $44494.87      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773458                      | CUSIP: 36176RB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165954 | PA      | $166533.69     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496465                      | CUSIP: 36210MQS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3138 | PA      | $3245.14       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503391                      | CUSIP: 36210VF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        249 | PA      | $257.30        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89385                      | CUSIP: 312936NA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2585 | PA      | $2608.74       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX8693                      | CUSIP: 36196LUS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62709 | PA      | $58340.82      | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495505                      | CUSIP: 36210LNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        228 | PA      | $232.88        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781104                      | CUSIP: 36225BGM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2277 | PA      | $2354.23       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 391137                      | CUSIP: 36205HPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2561 | PA      | $2563.61       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458620                      | CUSIP: 36208RPD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        117 | PA      | $121.30        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556246                      | CUSIP: 36213J5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2472 | PA      | $2556.42       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698264                      | CUSIP: 36296QWZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10309 | PA      | $10526.52      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595652                      | CUSIP: 36200AWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16077 | PA      | $16367.15      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634810                      | CUSIP: 36291QGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56378 | PA      | $57507.73      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528149                      | CUSIP: 36212AWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4590 | PA      | $4704.82       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535807                      | CUSIP: 36212KGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29493 | PA      | $30391.35      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91386                      | CUSIP: 312939RF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20498 | PA      | $20683.55      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 439448                      | CUSIP: 36207REV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         99 | PA      | $99.52         | 0.00%             | 2026-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754193                      | CUSIP: 36230NUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11419 | PA      | $11463.57      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07970                      | CUSIP: 3128MAFK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26375 | PA      | $27022.62      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389797                      | CUSIP: 36205F7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37463 | PA      | $38910.47      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1094                      | CUSIP: 36178LGB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     267713 | PA      | $252917.81     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434143                      | CUSIP: 36207KHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14711 | PA      | $15052.36      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462244                      | CUSIP: 36208VP58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10900 | PA      | $11152.66      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732871                      | CUSIP: 3620ALFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     882377 | PA      | $858154.27     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552393                      | CUSIP: 36213EUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        250 | PA      | $262.30        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604325                      | CUSIP: 36200MLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9319 | PA      | $9688.93       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745086                      | CUSIP: 3620C0XP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53288 | PA      | $53424.43      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709550                      | CUSIP: 36297EH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49072 | PA      | $49154.64      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6409                      | CUSIP: 36178EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94244 | PA      | $86604.24      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605231                      | CUSIP: 36200NLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125312 | PA      | $127501.16     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629431                      | CUSIP: 36291JHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14227 | PA      | $14488.55      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4771                      | CUSIP: 36178CJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     506562 | PA      | $476890.55     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638140                      | CUSIP: 36291T4Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11993 | PA      | $12224.12      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585347                      | CUSIP: 36201KHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3202 | PA      | $3314.34       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438104                      | CUSIP: 36207PU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6401 | PA      | $6619.25       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496117                      | CUSIP: 36210MDW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4989 | PA      | $5159.34       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6657                      | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6521288 | PA      | $6082510.14    | 0.05%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1716                      | CUSIP: 36180C3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     480288 | PA      | $442538.39     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592084                      | CUSIP: 36201SXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284902 | PA      | $289583.76     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434218                      | CUSIP: 36207KK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1373 | PA      | $1404.54       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615296                      | CUSIP: 36290RRR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76995 | PA      | $78239.21      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559031                      | CUSIP: 36213NA89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        896 | PA      | $921.48        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2827                      | CUSIP: 36178ND89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27921 | PA      | $25736.70      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-63 AP                 | CUSIP: 38376UJC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3761703 | PA      | $3454881.06    | 0.03%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04668                      | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46555 | PA      | $47682.91      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  135296019 | PA      | $117433764.93  | 1.05%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746066                      | CUSIP: 3620C1Z74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21165 | PA      | $21165.41      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750262                      | CUSIP: 3620C6QP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8116 | PA      | $7881.06       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470008                      | CUSIP: 36209FDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1025 | PA      | $1060.01       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587128                      | CUSIP: 36201MHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5534 | PA      | $5743.97       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574560                      | CUSIP: 36200WJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62596 | PA      | $63696.67      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     487926 | PA      | $445236.08     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577784                      | CUSIP: 36201A2R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        296 | PA      | $305.97        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623761                      | CUSIP: 36291B5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3323 | PA      | $3457.79       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783238                      | CUSIP: 36241LS31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1624369 | PA      | $1581370.72    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605584                      | CUSIP: 36200NXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58015 | PA      | $59146.52      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597579                      | CUSIP: 36200C2L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34684 | PA      | $34853.21      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690636                      | CUSIP: 36296GHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47007 | PA      | $47188.31      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721411                      | CUSIP: 3620A7N43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41493 | PA      | $41633.98      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470474                      | CUSIP: 36209FT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        770 | PA      | $795.98        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1082                      | CUSIP: 36181GFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86459 | PA      | $81394.94      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483016                      | CUSIP: 36209VSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10358 | PA      | $10711.98      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721228                      | CUSIP: 3620A7HD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13959 | PA      | $14253.21      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575980                      | CUSIP: 36200X2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10410 | PA      | $10906.87      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO9616                      | CUSIP: 3617AAVH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1377057 | PA      | $1252047.16    | 0.01%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648490                      | CUSIP: 36292GNF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61942 | PA      | $63171.18      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712346                      | CUSIP: 36297HL30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30594 | PA      | $31239.52      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446715                      | CUSIP: 36208CGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7403 | PA      | $7574.10       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501355                      | CUSIP: 36210S5Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5543 | PA      | $5670.98       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741262                      | CUSIP: 3620AVQP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7919 | PA      | $7934.26       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457816                      | CUSIP: 36208QSD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1390 | PA      | $1437.80       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487068                      | CUSIP: 36210BCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2459 | PA      | $2542.80       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613810                      | CUSIP: 36290N3T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11611 | PA      | $11822.01      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7645                      | CUSIP: 36178UP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43711 | PA      | $41708.85      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473088                      | CUSIP: 36209JRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4046 | PA      | $4139.30       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734166                      | CUSIP: 3620AMTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122838 | PA      | $119305.74     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550727                      | CUSIP: 36213CYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     566946 | PA      | $577892.44     | 0.01%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752424                      | CUSIP: 36230LVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85858 | PA      | $85853.78      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3587                      | CUSIP: 3617A36Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229921 | PA      | $208754.66     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704750                      | CUSIP: 36296X5K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148578 | PA      | $148974.26     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2603                      | CUSIP: 36179Q3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112526 | PA      | $112380.29     | 0.00%             | 2045-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417337                      | CUSIP: 36206PS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         49 | PA      | $49.45         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782213                      | CUSIP: 36241KN61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5679 | PA      | $5788.25       | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760334                      | CUSIP: 36176APT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     419089 | PA      | $406552.13     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599957                      | CUSIP: 36200FQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3548 | PA      | $3676.94       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474656                      | CUSIP: 36209LH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6121 | PA      | $6262.97       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451467                      | CUSIP: 36208HQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4241 | PA      | $4386.11       | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453452                      | CUSIP: 36208KWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2643 | PA      | $2703.94       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                 | HSBC TRIPARTY MTGE             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   10200000 | PA      | $10200000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565929                      | CUSIP: 36213VVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3979 | PA      | $4126.80       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464318                      | CUSIP: 36208XYP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        444 | PA      | $459.20        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497547                      | CUSIP: 36210NWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1350 | PA      | $1396.25       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540340                      | CUSIP: 36212QHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2336 | PA      | $2435.25       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776750                      | CUSIP: 36176UWK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6439 | PA      | $6243.83       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467279                      | CUSIP: 36209CCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        896 | PA      | $916.79        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704756                      | CUSIP: 36296X5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     824787 | PA      | $842240.04     | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417293                      | CUSIP: 36206PRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         55 | PA      | $55.06         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774491                      | CUSIP: 36176SF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74947 | PA      | $75072.39      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1723                      | CUSIP: 36179A4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449460 | PA      | $416076.32     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723352                      | CUSIP: 3620A9TH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1209 | PA      | $1234.04       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743727                      | CUSIP: 3620AYHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34189 | PA      | $34268.28      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707757                      | CUSIP: 36297CJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177458 | PA      | $177993.18     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556242                      | CUSIP: 36213J5B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43154 | PA      | $45014.89      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780650                      | CUSIP: 36225AWK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        125 | PA      | $129.71        | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508019                      | CUSIP: 36211BK86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3528 | PA      | $3648.18       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711688                      | CUSIP: 36297GUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7275624 | PA      | $6714148.13    | 0.06%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96388                      | CUSIP: 312945CZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165321 | PA      | $166704.75     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592085                      | CUSIP: 36201SXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64008 | PA      | $65060.17      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5082                        | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26562313 | PA      | $26592997.99   | 0.24%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8262                      | CUSIP: 36179XFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5289 | PA      | $4176.32       | 0.00%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575858                      | CUSIP: 36200XWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41409 | PA      | $42915.02      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599760                      | CUSIP: 36200FJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1331 | PA      | $1381.44       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A37619                      | CUSIP: 31297TPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96286 | PA      | $97314.69      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5681                      | CUSIP: 36184CJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266142 | PA      | $242326.11     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548919                      | CUSIP: 36213AYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4336 | PA      | $4413.69       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1613                      | CUSIP: 36180CYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30335 | PA      | $27282.16      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702875                      | CUSIP: 36296V2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430099 | PA      | $419285.80     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475374                      | CUSIP: 36209MCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16719 | PA      | $17106.81      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458871                      | CUSIP: 36208RW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6093 | PA      | $6301.38       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614172                      | CUSIP: 36290QJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2909 | PA      | $2959.41       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745746                      | CUSIP: 3620C1P75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135156 | PA      | $131292.00     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737458                      | CUSIP: 3620ARJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15187 | PA      | $15505.85      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429705                      | CUSIP: 36207EKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18480 | PA      | $18234.66      | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628020                      | CUSIP: 36291GVM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8462 | PA      | $8596.61       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717344                      | CUSIP: 3620A25D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109121 | PA      | $102674.87     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475902                      | CUSIP: 36209MU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        163 | PA      | $168.21        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550685                      | CUSIP: 36213CXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67742 | PA      | $69067.06      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636250                      | CUSIP: 36291RZP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35636 | PA      | $37178.18      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736670                      | CUSIP: 3620AQMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25812 | PA      | $26358.59      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM3943                      | CUSIP: 36184QLY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378069 | PA      | $364578.12     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2002-57 BP                 | CUSIP: 31392D4U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1567 | PA      | $1628.81       | 0.00%             | 2032-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710995                      | CUSIP: 36297F3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28583 | PA      | $29191.17      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763620                      | CUSIP: 36176EDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139757 | PA      | $139969.35     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748083                      | CUSIP: 3620C4CU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228424 | PA      | $228733.77     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM7297                      | CUSIP: 36184YDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55281 | PA      | $50074.62      | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467342                      | CUSIP: 36209CEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28220 | PA      | $28874.55      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473805                      | CUSIP: 36209KKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2648 | PA      | $2738.35       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749113                      | CUSIP: 3620C5GW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11258 | PA      | $10922.99      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608317                      | CUSIP: 36202SYN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3458 | PA      | $3517.63       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565036                      | CUSIP: 36213UV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10425 | PA      | $10779.30      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723759                      | CUSIP: 3620AAB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304253 | PA      | $296399.94     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM0403                      | CUSIP: 36184KNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1606603 | PA      | $1547869.25    | 0.01%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745645                      | CUSIP: 3620C1L20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194376 | PA      | $188689.12     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492385                      | CUSIP: 36210G6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14588 | PA      | $14925.66      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777847                      | CUSIP: 36176V5G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105977 | PA      | $102635.40     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8372                      | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3977344 | PA      | $4045113.66    | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464686                      | CUSIP: 36208YF38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         71 | PA      | $73.00         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506805                      | CUSIP: 36211AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2592 | PA      | $2680.45       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468154                      | CUSIP: 36209DBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1052 | PA      | $1088.36       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464826                      | CUSIP: 36208YLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6938 | PA      | $7098.96       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631604                      | CUSIP: 36291LU52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4257 | PA      | $4329.68       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480649                      | CUSIP: 36209S5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4007 | PA      | $4100.23       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2016-9 PZ                  | CUSIP: 3136AQ5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3273881 | PA      | $2812993.27    | 0.03%             | 2046-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507848                      | CUSIP: 36211BEV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4033 | PA      | $4126.93       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540352                      | CUSIP: 36212QH52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19771 | PA      | $20500.85      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548480                      | CUSIP: 36213AJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13285 | PA      | $13857.85      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473631                      | CUSIP: 36209KEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23339 | PA      | $23880.14      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498447                      | CUSIP: 36210PWG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        754 | PA      | $771.12        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4852                        | CUSIP: 36202FL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8824 | PA      | $8415.55       | 0.00%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 153137                      | CUSIP: 362154BE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        570 | PA      | $573.61        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738287                      | CUSIP: 3620ASF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72538 | PA      | $70738.81      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735196                      | CUSIP: 3620ANXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     565901 | PA      | $550457.64     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86313                      | CUSIP: 312933AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85288 | PA      | $87388.53      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728922                      | CUSIP: 3620AFYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2792900 | PA      | $2851858.03    | 0.03%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407772                      | CUSIP: 36206C6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31282 | PA      | $31275.38      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512605                      | CUSIP: 36211GNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2889 | PA      | $2987.56       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619619                      | CUSIP: 36290WK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7105 | PA      | $7227.64       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753219                      | CUSIP: 36230MSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80459 | PA      | $75908.30      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478002                      | CUSIP: 36209QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5527 | PA      | $5715.25       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3308                      | CUSIP: 36179RU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1199456 | PA      | $1056980.91    | 0.01%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749249                      | CUSIP: 3620C5L62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295787 | PA      | $287523.98     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796349                      | CUSIP: 36177RBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45709 | PA      | $42875.81      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701815                      | CUSIP: 36296UVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4780 | PA      | $4794.94       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452801                      | CUSIP: 36208KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3124 | PA      | $3230.55       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615526                      | CUSIP: 36290RYX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        280 | PA      | $284.28        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619573                      | CUSIP: 36290WJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72931 | PA      | $74168.54      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574975                      | CUSIP: 36200WXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4722 | PA      | $4848.09       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC6535                      | CUSIP: 36179GHL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33774 | PA      | $31753.81      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760103                      | CUSIP: 36176AGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129594 | PA      | $129913.24     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624381                      | CUSIP: 36291CUE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2198 | PA      | $2239.54       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607623                      | CUSIP: 36202SAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5077 | PA      | $5278.94       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505730                      | CUSIP: 36210XY35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4011 | PA      | $4148.22       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6089                      | CUSIP: 36178DXS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294918 | PA      | $269880.19     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605428                      | CUSIP: 36200NSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13487 | PA      | $14042.25      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603089                      | CUSIP: 36200J7A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4882 | PA      | $4965.98       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782930                      | CUSIP: 36241LHF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61820 | PA      | $61975.32      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583125                      | CUSIP: 36201GYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6936 | PA      | $6958.09       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486470                      | CUSIP: 36210AMT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        624 | PA      | $644.98        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627943                      | CUSIP: 36291GS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18139 | PA      | $18833.34      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547888                      | CUSIP: 36212YUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8768 | PA      | $9159.81       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684262                      | CUSIP: 36295YFB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     707303 | PA      | $666581.92     | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758957                      | CUSIP: 36230T5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37828 | PA      | $36659.33      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481348                      | CUSIP: 36209TWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         98 | PA      | $101.51        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717145                      | CUSIP: 3620A2WE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89286 | PA      | $89585.61      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5713                      | CUSIP: 36178SK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     502959 | PA      | $474772.10     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641576                      | CUSIP: 36291XXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5341 | PA      | $5438.17       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799265                      | CUSIP: 36177UJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80663 | PA      | $75969.76      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783879                      | CUSIP: 3622A2JY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     574934 | PA      | $558114.60     | 0.01%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 654905                      | CUSIP: 36294NR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81546 | PA      | $85058.92      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751603                      | CUSIP: 36230KX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13504 | PA      | $13095.56      | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727565                      | CUSIP: 3620AEJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258059 | PA      | $250849.50     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613044                      | CUSIP: 36290NBM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37050 | PA      | $37637.88      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783642                      | CUSIP: 3622A2BK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14873 | PA      | $15153.27      | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2581                      | CUSIP: 36183X2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5190 | PA      | $4838.06       | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4952                      | CUSIP: 36178CQD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48206 | PA      | $45476.78      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669959                      | CUSIP: 36295GJC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83325 | PA      | $76312.60      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651910                      | CUSIP: 36292LGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84366 | PA      | $87734.21      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558829                      | CUSIP: 36213MY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3609 | PA      | $3758.57       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581557                      | CUSIP: 36201FB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        115 | PA      | $115.08        | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711574                      | CUSIP: 36297GQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     454001 | PA      | $454003.65     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484185                      | CUSIP: 36209W2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4638 | PA      | $4796.66       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610258                      | CUSIP: 36202U5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3406 | PA      | $3459.19       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623433                      | CUSIP: 36291BSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3423 | PA      | $3559.19       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476622                      | CUSIP: 36209NPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1110 | PA      | $1148.17       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2890                      | CUSIP: 36179RF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5111958 | PA      | $4531351.72    | 0.04%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650693                      | CUSIP: 36292J3A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22178 | PA      | $22291.12      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491202                      | CUSIP: 36210FU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1540 | PA      | $1592.84       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762299                      | CUSIP: 36176CUY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139270 | PA      | $139254.66     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751998                      | CUSIP: 36230LGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56808 | PA      | $56814.54      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686279                      | CUSIP: 36296BM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15373 | PA      | $15695.79      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495828                      | CUSIP: 36210LYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1193 | PA      | $1220.73       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574585                      | CUSIP: 36200WJ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39596 | PA      | $40346.53      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494905                      | CUSIP: 36210KYA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14254 | PA      | $14740.25      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482073                      | CUSIP: 36209UQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5989 | PA      | $6193.09       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623004                      | CUSIP: 36291BDH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2781 | PA      | $2832.66       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586151                      | CUSIP: 36201LEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1135 | PA      | $1156.69       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622071                      | CUSIP: 36291ACG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        668 | PA      | $671.51        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760147                      | CUSIP: 36176AHY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2566 | PA      | $2564.02       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C01844                      | CUSIP: 31292JBM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1011 | PA      | $1021.34       | 0.00%             | 2034-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753825                      | CUSIP: 36230NHA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258827 | PA      | $251554.58     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631212                      | CUSIP: 36291LGV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14778 | PA      | $15368.40      | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4382                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20820580 | PA      | $19543312.04   | 0.18%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783880                      | CUSIP: 3622A2JZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12577 | PA      | $11803.19      | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742986                      | CUSIP: 3620AXNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18290 | PA      | $17782.03      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711504                      | CUSIP: 36297GNV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16080 | PA      | $16090.29      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732858                      | CUSIP: 3620ALE75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2510344 | PA      | $2439406.67    | 0.02%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6712                      | CUSIP: 36179VN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33912408 | PA      | $32590234.67   | 0.29%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550048                      | CUSIP: 36213CBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3072 | PA      | $3162.69       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562594                      | CUSIP: 36213R7F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1161 | PA      | $1181.63       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615197                      | CUSIP: 36290RNN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39891 | PA      | $40611.67      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4577                        | CUSIP: 36202FCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     786421 | PA      | $788048.66     | 0.01%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477551                      | CUSIP: 36209PQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10072 | PA      | $10305.77      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492455                      | CUSIP: 36210HBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3529 | PA      | $3610.95       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794323                      | CUSIP: 36177NYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     669059 | PA      | $608537.41     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487039                      | CUSIP: 36210BBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25212 | PA      | $25608.68      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558243                      | CUSIP: 36213MEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        617 | PA      | $627.93        | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551879                      | CUSIP: 36213ECQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3462 | PA      | $3613.02       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615259                      | CUSIP: 36290RQL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49221 | PA      | $50042.87      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533205                      | CUSIP: 36212GKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2861 | PA      | $2980.98       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748603                      | CUSIP: 3620C4U40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18761 | PA      | $19158.55      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544295                      | CUSIP: 36212UUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168879 | PA      | $169116.77     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749243                      | CUSIP: 3620C5LY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99118 | PA      | $93743.77      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6884                      | CUSIP: 36198TUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149085 | PA      | $135407.39     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583344                      | CUSIP: 36201HBM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26542 | PA      | $27625.08      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4320                      | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2715195 | PA      | $2479334.90    | 0.02%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5201 CB                    | CUSIP: 3137H64W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4292030 | PA      | $3064431.73    | 0.03%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761211                      | CUSIP: 36176BN45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311158 | PA      | $303335.27     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580837                      | CUSIP: 36201EHN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57472 | PA      | $58544.26      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614158                      | CUSIP: 36290QJB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64525 | PA      | $65548.71      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471350                      | CUSIP: 36209GTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6237 | PA      | $6473.12       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460827                      | CUSIP: 36208T4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        435 | PA      | $449.75        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631270                      | CUSIP: 36291LJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6298 | PA      | $6419.72       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743030                      | CUSIP: 3620AXPP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166987 | PA      | $162073.86     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779864                      | CUSIP: 36176YFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452049 | PA      | $438378.08     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724255                      | CUSIP: 3620AATL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133883 | PA      | $136654.54     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4445                      | CUSIP: 36178Q5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242866 | PA      | $223094.60     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751760                      | CUSIP: 36230K5V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     455711 | PA      | $443647.69     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620951                      | CUSIP: 36290XZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21145 | PA      | $21255.28      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690660                      | CUSIP: 36296GJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7117 | PA      | $7130.73       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767045                      | CUSIP: 36176H5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1315859 | PA      | $1211502.82    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497343                      | CUSIP: 36210NP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4954 | PA      | $5068.97       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1078                      | CUSIP: 36181GFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39744 | PA      | $36577.63      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777542                      | CUSIP: 36176VS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55259 | PA      | $50314.13      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6041                      | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2013954 | PA      | $2003500.79    | 0.02%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740081                      | CUSIP: 3620AUFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45251 | PA      | $43957.23      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454385                      | CUSIP: 36208LXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2307 | PA      | $2385.52       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623871                      | CUSIP: 36291CCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24980 | PA      | $25425.70      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576288                      | CUSIP: 36200YF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29840 | PA      | $30361.38      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572553                      | CUSIP: 36200UBW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7745 | PA      | $8066.86       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476266                      | CUSIP: 36209NCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        251 | PA      | $259.46        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06506                      | CUSIP: 3128M8R30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5918 | PA      | $5809.71       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0107                      | CUSIP: 36178YDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1068720 | PA      | $1007414.61    | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458931                      | CUSIP: 36208RY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5020 | PA      | $5191.08       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782988                      | CUSIP: 36241LJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52421 | PA      | $54061.12      | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484445                      | CUSIP: 36209XES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2592 | PA      | $2680.67       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570133                      | CUSIP: 36200RLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16971 | PA      | $17532.84      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5710                      | CUSIP: 36182AKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50559 | PA      | $46218.64      | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87997                      | CUSIP: 3129343E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1256 | PA      | $1287.58       | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495770                      | CUSIP: 36210LW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7898 | PA      | $8081.37       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609588                      | CUSIP: 36202UF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14369 | PA      | $14634.87      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492195                      | CUSIP: 36210GXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3095 | PA      | $3166.46       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794575                      | CUSIP: 36177PCM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25114 | PA      | $24420.39      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721544                      | CUSIP: 3620A7S97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12547 | PA      | $12569.68      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9106                      | CUSIP: 36178WDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1034484 | PA      | $955393.72     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08277                      | CUSIP: 3128MJJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5492 | PA      | $5624.58       | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3874                      | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47387 | PA      | $44524.17      | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0384                      | CUSIP: 36177WM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164148 | PA      | $157018.88     | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595064                      | CUSIP: 36200AB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15499 | PA      | $16136.27      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490925                      | CUSIP: 36210FLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10232 | PA      | $10469.08      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490008                      | CUSIP: 36210EKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2298 | PA      | $2351.43       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476107                      | CUSIP: 36209M3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1763 | PA      | $1823.04       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 310228                      | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21379791 | PA      | $19629919.66   | 0.18%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778792                      | CUSIP: 36176W7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     743067 | PA      | $704473.54     | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644631                      | CUSIP: 36292CEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236276 | PA      | $240806.15     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528150                      | CUSIP: 36212AWK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14465 | PA      | $14834.01      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495783                      | CUSIP: 36210LXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3040 | PA      | $3110.43       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763423                      | CUSIP: 36176D4G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5227 | PA      | $5089.64       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670390                      | CUSIP: 36295GXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52235 | PA      | $53886.13      | 0.00%             | 2038-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3918                        | CUSIP: 36202EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17620 | PA      | $17934.02      | 0.00%             | 2036-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458036                      | CUSIP: 36208QY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        616 | PA      | $630.08        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641500                      | CUSIP: 36291XUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5350 | PA      | $5445.65       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577881                      | CUSIP: 36201A6S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        727 | PA      | $745.79        | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A72047                      | CUSIP: 3128L5HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     161342 | PA      | $165252.76     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510386                      | CUSIP: 36211D6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120743 | PA      | $122922.88     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470221                      | CUSIP: 36209FLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        317 | PA      | $328.15        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX7238                      | CUSIP: 36196KBF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189900 | PA      | $176671.71     | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738112                      | CUSIP: 3620ASAM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65907 | PA      | $66049.32      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486960                      | CUSIP: 36210A5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3823 | PA      | $3911.76       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496563                      | CUSIP: 36210MTU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1086 | PA      | $1111.14       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720849                      | CUSIP: 3620A6ZN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24616 | PA      | $24009.61      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741557                      | CUSIP: 3620AVZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     241765 | PA      | $234652.29     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711554                      | CUSIP: 36297GQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     339248 | PA      | $329323.65     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782984                      | CUSIP: 36241LJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43274 | PA      | $44180.74      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773503                      | CUSIP: 36176RDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     323623 | PA      | $314371.24     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9501                      | CUSIP: 36183FRW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123966 | PA      | $112832.39     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586145                      | CUSIP: 36201LES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21976 | PA      | $22817.11      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691684                      | CUSIP: 36296HM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11318 | PA      | $11016.99      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483525                      | CUSIP: 36209WD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2441 | PA      | $2524.66       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587526                      | CUSIP: 36201MVT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28326 | PA      | $29367.49      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748969                      | CUSIP: 3620C5CE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25358 | PA      | $24649.13      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591860                      | CUSIP: 36201SQM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31757 | PA      | $32995.81      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484002                      | CUSIP: 36209WU34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2458 | PA      | $2541.99       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734094                      | CUSIP: 3620AMRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     846471 | PA      | $823786.43     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705593                      | CUSIP: 36296Y3A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15625 | PA      | $15660.60      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543812                      | CUSIP: 36212UDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5894 | PA      | $6089.29       | 0.00%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1068                      | CUSIP: 36178LFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     583193 | PA      | $537562.21     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488242                      | CUSIP: 36210CLX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        757 | PA      | $782.71        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591284                      | CUSIP: 36201R2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188202 | PA      | $195404.37     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704204                      | CUSIP: 36296XKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181282 | PA      | $185095.35     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9342                      | CUSIP: 3140BALY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     375817 | PA      | $381280.93     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768127                      | CUSIP: 36176KD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56897 | PA      | $55428.87      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678528                      | CUSIP: 36295RYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125057 | PA      | $127697.70     | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783971                      | CUSIP: 3622A2MU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5052379 | PA      | $4910419.42    | 0.04%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3898                      | CUSIP: 36178QKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76613 | PA      | $71063.57      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491990                      | CUSIP: 36210GRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1866 | PA      | $1929.87       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480034                      | CUSIP: 36209SHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         94 | PA      | $93.80         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565656                      | CUSIP: 36213VMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8927 | PA      | $9277.49       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495860                      | CUSIP: 36210LZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20279 | PA      | $20748.90      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493942                      | CUSIP: 36210JWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        362 | PA      | $370.90        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5181                      | CUSIP: 36198RXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269266 | PA      | $259898.08     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6287                      | CUSIP: 36178D6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21559 | PA      | $19864.33      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749838                      | CUSIP: 3620C6BF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230460 | PA      | $225372.34     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607785                      | CUSIP: 36202SF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        897 | PA      | $932.80        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483585                      | CUSIP: 36209WF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4399 | PA      | $4500.89       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487300                      | CUSIP: 36210BKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2811 | PA      | $2876.14       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468083                      | CUSIP: 36209C6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2893 | PA      | $2991.57       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476597                      | CUSIP: 36209NNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8068 | PA      | $8343.70       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493077                      | CUSIP: 36210HXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3389 | PA      | $3504.27       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9989                      | CUSIP: 36178XC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216388 | PA      | $209738.27     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615238                      | CUSIP: 36290RPX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200248 | PA      | $203592.73     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605811                      | CUSIP: 36201XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79292 | PA      | $82622.82      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721217                      | CUSIP: 3620A7G25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3988 | PA      | $4004.23       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577470                      | CUSIP: 36201AQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2377 | PA      | $2469.85       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473630                      | CUSIP: 36209KEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3095 | PA      | $3166.58       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0089                      | CUSIP: 36179MC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2282558 | PA      | $2221943.52    | 0.02%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503103                      | CUSIP: 36210U3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2837 | PA      | $2933.91       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498495                      | CUSIP: 36210PXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8602 | PA      | $8801.12       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465791                      | CUSIP: 36209ANG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5656 | PA      | $5848.75       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1636                      | CUSIP: 36178LY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204483 | PA      | $192353.83     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683227                      | CUSIP: 36295XA47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1011 | PA      | $1032.17       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483507                      | CUSIP: 36209WDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2268 | PA      | $2272.13       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497569                      | CUSIP: 36210NW62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        301 | PA      | $310.83        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614624                      | CUSIP: 36290QYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166370 | PA      | $169315.62     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2018-6 CY                  | CUSIP: 38380U4T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3204438 | PA      | $2311763.61    | 0.02%             | 2048-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE2153                      | CUSIP: 3140BEMB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     294118 | PA      | $298394.00     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603092                      | CUSIP: 36200J7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155111 | PA      | $157820.57     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505569                      | CUSIP: 36210XT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2312 | PA      | $2365.91       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779700                      | CUSIP: 36176X7M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173124 | PA      | $167945.05     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604249                      | CUSIP: 36200MH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19466 | PA      | $19798.77      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0319                      | CUSIP: 36179MK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36838 | PA      | $35847.46      | 0.00%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8263                      | CUSIP: 36178GFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269524 | PA      | $253470.28     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630098                      | CUSIP: 36291J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7492 | PA      | $7631.01       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744346                      | CUSIP: 3620AY5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     734720 | PA      | $736377.46     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3361                      | CUSIP: 36178AWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6144 | PA      | $5673.96       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2295                      | CUSIP: 36178MRQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     320190 | PA      | $301928.26     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766989                      | CUSIP: 36176H2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224231 | PA      | $206054.58     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710980                      | CUSIP: 36297F2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11606 | PA      | $11641.47      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ9354                      | CUSIP: 3138E2MC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6112 | PA      | $6074.81       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5255858 | PA      | $4799298.00    | 0.04%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566489                      | CUSIP: 36213WKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31099 | PA      | $31614.25      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565384                      | CUSIP: 36213VCV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9458 | PA      | $9839.58       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589587                      | CUSIP: 36201P6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        428 | PA      | $439.95        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506431                      | CUSIP: 36210YSU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1584 | PA      | $1637.68       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648611                      | CUSIP: 36292GR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24162 | PA      | $24647.06      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592038                      | CUSIP: 36201SV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109867 | PA      | $111731.40     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472965                      | CUSIP: 36209JMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        407 | PA      | $416.56        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752247                      | CUSIP: 36230LP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82566 | PA      | $82542.94      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464646                      | CUSIP: 36208YET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1320 | PA      | $1350.37       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727888                      | CUSIP: 3620AEUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221744 | PA      | $215441.48     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565463                      | CUSIP: 36213VFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21252 | PA      | $21981.79      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770515                      | CUSIP: 36176MYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10860 | PA      | $10544.09      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 167426                      | CUSIP: 36216K4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1262 | PA      | $1305.59       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0347                      | CUSIP: 36198KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     437380 | PA      | $397254.20     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575919                      | CUSIP: 36200XYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37835 | PA      | $39211.24      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726031                      | CUSIP: 3620ACSU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69298 | PA      | $69479.49      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629877                      | CUSIP: 36291JXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49584 | PA      | $51633.91      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0287                      | CUSIP: 36180BJ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108457 | PA      | $101902.20     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783251                      | CUSIP: 36241LTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19011 | PA      | $19410.45      | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562502                      | CUSIP: 36213R3K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1703 | PA      | $1734.97       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564715                      | CUSIP: 36213UK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1198 | PA      | $1251.43       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750311                      | CUSIP: 3620C6R80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113522 | PA      | $113789.85     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612796                      | CUSIP: 36202XXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24429 | PA      | $24873.28      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742987                      | CUSIP: 3620AXNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230025 | PA      | $223371.97     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434482                      | CUSIP: 36207KUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1197 | PA      | $1238.13       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476272                      | CUSIP: 36209NCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        634 | PA      | $655.17        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627252                      | CUSIP: 36291FZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38745 | PA      | $39430.59      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4854                        | CUSIP: 36202FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6356 | PA      | $6365.76       | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2929                      | CUSIP: 36179CHE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67827 | PA      | $63655.43      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465540                      | CUSIP: 36209AEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        150 | PA      | $153.27        | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790988                      | CUSIP: 36177KC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91247 | PA      | $88937.90      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744397                      | CUSIP: 3620AY7J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     677009 | PA      | $657878.35     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK0995                      | CUSIP: 36183JC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10791 | PA      | $10397.64      | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465221                      | CUSIP: 36208YYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1105 | PA      | $1142.62       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG6035                      | CUSIP: 36182AV40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21761 | PA      | $21843.26      | 0.00%             | 2043-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457972                      | CUSIP: 36208QW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        213 | PA      | $213.29        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727572                      | CUSIP: 3620AEJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3580 | PA      | $3536.26       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497317                      | CUSIP: 36210NPA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16846 | PA      | $17235.97      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533725                      | CUSIP: 36212G4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9742 | PA      | $10095.49      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605384                      | CUSIP: 36200NRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190406 | PA      | $193906.95     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482827                      | CUSIP: 36209VLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        813 | PA      | $832.04        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761218                      | CUSIP: 36176BPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199850 | PA      | $200206.15     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741444                      | CUSIP: 3620AVWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21112 | PA      | $20545.88      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491402                      | CUSIP: 36210F3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1596 | PA      | $1650.70       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AW7395                      | CUSIP: 3138XXGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     285930 | PA      | $284272.66     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572045                      | CUSIP: 36200TP69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158244 | PA      | $162257.04     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488182                      | CUSIP: 36210CJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7793 | PA      | $7973.53       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756322                      | CUSIP: 36230RAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151511 | PA      | $147053.49     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762153                      | CUSIP: 36176CQE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83625 | PA      | $83880.93      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794075                      | CUSIP: 36177NQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22058 | PA      | $21383.78      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133867 | PA      | $123156.38     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460783                      | CUSIP: 36208T2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1981 | PA      | $2048.70       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ2135                      | CUSIP: 36182WLQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123654 | PA      | $119351.67     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717323                      | CUSIP: 3620A24G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34533 | PA      | $32501.65      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605381                      | CUSIP: 36200NRA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3698 | PA      | $3764.78       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618848                      | CUSIP: 36290VP99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80139 | PA      | $81433.70      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553354                      | CUSIP: 36213FWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275207 | PA      | $279839.79     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6858                      | CUSIP: 36178TTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256467 | PA      | $241766.33     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747977                      | CUSIP: 3620C36N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157315 | PA      | $153202.85     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749229                      | CUSIP: 3620C5LJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222868 | PA      | $216347.54     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6325                      | CUSIP: 36180JA20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     725992 | PA      | $682039.63     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735185                      | CUSIP: 3620ANXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253125 | PA      | $246258.68     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5938                      | CUSIP: 36178DS36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286273 | PA      | $263267.24     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782025                      | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39008 | PA      | $40539.02      | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794219                      | CUSIP: 36177NVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83671 | PA      | $81250.91      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779102                      | CUSIP: 36176XKP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22001 | PA      | $20785.35      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581763                      | CUSIP: 36201FJG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        640 | PA      | $664.63        | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794648                      | CUSIP: 36177PEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8104 | PA      | $7472.52       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593413                      | CUSIP: 36201UGW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41061 | PA      | $41811.36      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737555                      | CUSIP: 3620ARMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1941468 | PA      | $1946150.21    | 0.02%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469610                      | CUSIP: 36209EVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        774 | PA      | $776.40        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480091                      | CUSIP: 36209SKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6726 | PA      | $6881.39       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488724                      | CUSIP: 36210C4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5080 | PA      | $5252.88       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1078164 | PA      | $934220.51     | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655132                      | CUSIP: 36294NY51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2208 | PA      | $2283.39       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778944                      | CUSIP: 36176XER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229835 | PA      | $217678.53     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-34 GZ                 | CUSIP: 38380C5F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8810149 | PA      | $6618019.08    | 0.06%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471213                      | CUSIP: 36209GN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1899 | PA      | $1910.90       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605443                      | CUSIP: 36200NS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20063 | PA      | $20438.73      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706784                      | CUSIP: 36297BFZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403150 | PA      | $403763.12     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780893                      | CUSIP: 36225A7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1029 | PA      | $1052.93       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682032                      | CUSIP: 36295VVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10008 | PA      | $10217.75      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572365                      | CUSIP: 36200TZ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3629 | PA      | $3796.82       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706892                      | CUSIP: 36297BKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83210 | PA      | $83217.45      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567268                      | CUSIP: 36213XFH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6639 | PA      | $6922.21       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587842                      | CUSIP: 36201NBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4021 | PA      | $4091.75       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750666                      | CUSIP: 3620C66B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7481 | PA      | $7268.26       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662396                      | CUSIP: 36294W3D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        508 | PA      | $523.04        | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764224                      | CUSIP: 36176EYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20674 | PA      | $20214.39      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461490                      | CUSIP: 36208UUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1471 | PA      | $1471.04       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762856                      | CUSIP: 36176DH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        343 | PA      | $345.11        | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457694                      | CUSIP: 36208QNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.40         | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481990                      | CUSIP: 36209UNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2818 | PA      | $2914.37       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480397                      | CUSIP: 36209SUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        648 | PA      | $648.39        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-90 WB                 | CUSIP: 3136AYQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2230063 | PA      | $1818034.78    | 0.02%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670288                      | CUSIP: 36295GUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9506 | PA      | $10009.27      | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701993                      | CUSIP: 36296U3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123828 | PA      | $124189.26     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438068                      | CUSIP: 36207PTZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        239 | PA      | $247.52        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0185                      | CUSIP: 36178YF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1920134 | PA      | $1809841.51    | 0.02%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615304                      | CUSIP: 36290RRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24217 | PA      | $24631.12      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781803                      | CUSIP: 36241KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1236 | PA      | $1292.36       | 0.00%             | 2034-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620488                      | CUSIP: 36290XJ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64411 | PA      | $65519.87      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766658                      | CUSIP: 36176HQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176340 | PA      | $170921.31     | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667406                      | CUSIP: 36295DNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292781 | PA      | $286166.38     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0532                      | CUSIP: 36179MSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11079 | PA      | $9969.90       | 0.00%             | 2042-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493629                      | CUSIP: 36210JLJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         87 | PA      | $89.61         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733798                      | CUSIP: 3620AMGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27883 | PA      | $28473.65      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619616                      | CUSIP: 36290WK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21144 | PA      | $21504.95      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570399                      | CUSIP: 36200RUY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7125 | PA      | $7436.53       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q28997                      | CUSIP: 3132M9UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22071 | PA      | $22305.87      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615689                      | CUSIP: 36290R7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37433 | PA      | $38063.25      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2333                      | CUSIP: 36180DSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192664 | PA      | $181452.93     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474223                      | CUSIP: 36209KYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1857 | PA      | $1900.17       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7191                      | CUSIP: 36179V7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38843894 | PA      | $30966111.77   | 0.28%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7650                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  181292145 | PA      | $163844262.64  | 1.47%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758261                      | CUSIP: 36230TFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80055 | PA      | $80185.19      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568368                      | CUSIP: 36213YMR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25938 | PA      | $27164.04      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476810                      | CUSIP: 36209NVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1256 | PA      | $1299.11       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641515                      | CUSIP: 36291XVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25696 | PA      | $26210.65      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710714                      | CUSIP: 36297FSB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203873 | PA      | $204457.58     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605206                      | CUSIP: 36200NKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7793 | PA      | $7940.69       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2460 ZM                    | CUSIP: 31392PPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     316516 | PA      | $322167.47     | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05188                      | CUSIP: 3128M7CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100665 | PA      | $103102.48     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3939                        | CUSIP: 36202ELU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35915 | PA      | $36582.77      | 0.00%             | 2037-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  134117332 | PA      | $122466988.29  | 1.10%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A90365                      | CUSIP: 312938MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13489 | PA      | $13614.47      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575509                      | CUSIP: 36200XKW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4192 | PA      | $4389.77       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487754                      | CUSIP: 36210BZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29281 | PA      | $30225.27      | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5649                      | CUSIP: 36182AH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23185 | PA      | $21097.35      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697974                      | CUSIP: 36296QMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39494 | PA      | $40328.78      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615243                      | CUSIP: 36290RP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1134 | PA      | $1176.19       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553242                      | CUSIP: 36213FS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20460 | PA      | $21280.17      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738114                      | CUSIP: 3620ASAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27359 | PA      | $26612.85      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544007                      | CUSIP: 36212UKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4971 | PA      | $5163.58       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3671                      | CUSIP: 3131X7CG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7832 | PA      | $7791.94       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762038                      | CUSIP: 36176CLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18025 | PA      | $17587.17      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2023-98 ZG                 | CUSIP: 38384BYL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7992675 | PA      | $7511175.35    | 0.07%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701363                      | CUSIP: 36296UFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86765 | PA      | $87017.82      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621696                      | CUSIP: 36290YUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1500 | PA      | $1507.98       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454257                      | CUSIP: 36208LTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1105 | PA      | $1142.71       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 326311                      | CUSIP: 36224EN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        164 | PA      | $169.22        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694856                      | CUSIP: 36296L5R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9483 | PA      | $9679.83       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563338                      | CUSIP: 36213SZB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        195 | PA      | $202.28        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458035                      | CUSIP: 36208QY83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        266 | PA      | $271.94        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488809                      | CUSIP: 36210DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1824 | PA      | $1866.06       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0270                      | CUSIP: 36177WJP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35702 | PA      | $33628.29      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772735                      | CUSIP: 36176QHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78218 | PA      | $76096.42      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733604                      | CUSIP: 3620AMAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52735 | PA      | $51391.05      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703625                      | CUSIP: 36296WVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140917 | PA      | $143900.41     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688012                      | CUSIP: 36296DKZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1707 | PA      | $1743.17       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740138                      | CUSIP: 3620AUHP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19078 | PA      | $19171.25      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672672                      | CUSIP: 36295KJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        726 | PA      | $741.25        | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769360                      | CUSIP: 36176LQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143325 | PA      | $135897.41     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482745                      | CUSIP: 36209VHW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16674 | PA      | $17242.86      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588142                      | CUSIP: 36201NLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2862 | PA      | $2954.20       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570462                      | CUSIP: 36200RWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3802 | PA      | $3937.47       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606153                      | CUSIP: 36201XMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4374 | PA      | $4450.85       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620445                      | CUSIP: 36290XHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39068 | PA      | $39750.81      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493342                      | CUSIP: 36210JBK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9316 | PA      | $9532.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462480                      | CUSIP: 36208VXH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22870 | PA      | $23650.36      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780615                      | CUSIP: 36225AVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        264 | PA      | $265.09        | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454560                      | CUSIP: 36208L5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2742 | PA      | $2835.99       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494250                      | CUSIP: 36210KBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15422 | PA      | $15779.20      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621781                      | CUSIP: 36290YXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52426 | PA      | $53360.92      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554094                      | CUSIP: 36213GRP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9946 | PA      | $10327.03      | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458265                      | CUSIP: 36208RCA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7146 | PA      | $7311.26       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605524                      | CUSIP: 36200NVR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6595 | PA      | $6872.15       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457126                      | CUSIP: 36208PYX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1530 | PA      | $1565.39       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553243                      | CUSIP: 36213FS87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43249 | PA      | $43977.34      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615624                      | CUSIP: 36290R4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76653 | PA      | $77933.29      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610554                      | CUSIP: 36202VH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14600 | PA      | $14870.94      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496602                      | CUSIP: 36210MU33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        159 | PA      | $162.88        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745793                      | CUSIP: 3620C1RN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8973 | PA      | $8991.45       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438560                      | CUSIP: 36207QE94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75201 | PA      | $75378.43      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752992                      | CUSIP: 36230MKD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2253 | PA      | $2198.32       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508495                      | CUSIP: 36211B3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4471 | PA      | $4602.96       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737423                      | CUSIP: 3620ARG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5266 | PA      | $5128.39       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631030                      | CUSIP: 36291LA70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12595 | PA      | $12938.20      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2024-127 KE                | CUSIP: 38384USJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8478690 | PA      | $8113241.30    | 0.07%             | 2044-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783946                      | CUSIP: 3622A2L34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121738 | PA      | $112083.69     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05904                      | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20239 | PA      | $20728.87      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     611931 | PA      | $580122.36     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636168                      | CUSIP: 36291RW57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1205 | PA      | $1227.93       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722116                      | CUSIP: 3620A8GZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7507 | PA      | $7529.52       | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708434                      | CUSIP: 36297DBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6314 | PA      | $6446.31       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615520                      | CUSIP: 36290RYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5731 | PA      | $5824.82       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487532                      | CUSIP: 36210BSV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        899 | PA      | $919.37        | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1726                      | CUSIP: 36180C4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143945 | PA      | $135057.53     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720110                      | CUSIP: 3620A6AK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5567 | PA      | $5433.69       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-33 PK                 | CUSIP: 31359WKN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13490 | PA      | $13727.51      | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743088                      | CUSIP: 3620AXRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106002 | PA      | $106191.31     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768373                      | CUSIP: 36176KMW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82172 | PA      | $80091.90      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630195                      | CUSIP: 36291KC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19775 | PA      | $20596.73      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619018                      | CUSIP: 36290VVK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24874 | PA      | $25888.02      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614488                      | CUSIP: 36290QUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        721 | PA      | $738.13        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620435                      | CUSIP: 36290XHL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7124 | PA      | $7247.70       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609233                      | CUSIP: 36202TY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1294335 | PA      | $1182351.17    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734017                      | CUSIP: 3620AMPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2071 | PA      | $2015.06       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460709                      | CUSIP: 36208TYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6176 | PA      | $6387.26       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797479                      | CUSIP: 36177SJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122715 | PA      | $115618.84     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587777                      | CUSIP: 36201M6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3324 | PA      | $3462.69       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782810                      | CUSIP: 36241LDP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26680 | PA      | $26761.81      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622582                      | CUSIP: 36291AUF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16399 | PA      | $16661.38      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598242                      | CUSIP: 36200DS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6083 | PA      | $6319.43       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474821                      | CUSIP: 36209LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10074 | PA      | $10417.46      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586311                      | CUSIP: 36201LKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        750 | PA      | $763.70        | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494975                      | CUSIP: 36210K2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14547 | PA      | $14884.61      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ7407                      | CUSIP: 36189YGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     568808 | PA      | $514928.31     | 0.00%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490924                      | CUSIP: 36210FLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1701 | PA      | $1740.71       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454500                      | CUSIP: 36208L3H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8175 | PA      | $8364.84       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484038                      | CUSIP: 36209WV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7899 | PA      | $8082.51       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591729                      | CUSIP: 36201SLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14554 | PA      | $15105.54      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707301                      | CUSIP: 36297BX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51205 | PA      | $51344.15      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523559                      | CUSIP: 36211UTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11532 | PA      | $12003.72      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604548                      | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211239 | PA      | $212328.12     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0704                      | CUSIP: 36181FX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64808 | PA      | $59266.45      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464423                      | CUSIP: 36208X4G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6177 | PA      | $6388.10       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593983                      | CUSIP: 36201U2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4159 | PA      | $4232.66       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476043                      | CUSIP: 36209MZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3197 | PA      | $3305.61       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713471                      | CUSIP: 36297JT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     751007 | PA      | $753161.59     | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD6497                      | CUSIP: 3140FEGF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     385588 | PA      | $375175.67     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724795                      | CUSIP: 3620ABGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44378 | PA      | $44468.89      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745203                      | CUSIP: 3620C03L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208330 | PA      | $208701.23     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2303 ZV                    | CUSIP: 3133TSTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4987 | PA      | $5140.63       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727312                      | CUSIP: 3620AEAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151192 | PA      | $151648.49     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530470                      | CUSIP: 36212DJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2696 | PA      | $2788.39       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2136                      | CUSIP: 36178MLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11632 | PA      | $10953.86      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503390                      | CUSIP: 36210VF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3547 | PA      | $3629.24       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616012                      | CUSIP: 36290SKZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212308 | PA      | $216016.09     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6876                      | CUSIP: 36178TT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112857 | PA      | $106827.05     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9853 | PA      | $9277.55       | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619589                      | CUSIP: 36290WKA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47844 | PA      | $48679.95      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770861                      | CUSIP: 36176NFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65094 | PA      | $65090.39      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9612                      | CUSIP: 36179KVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     380607 | PA      | $357749.91     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9126                      | CUSIP: 36184HD76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     529367 | PA      | $511350.65     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490586                      | CUSIP: 36210E6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         92 | PA      | $94.66         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550603                      | CUSIP: 36213CU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3275 | PA      | $3336.74       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722044                      | CUSIP: 3620A8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     930251 | PA      | $847614.00     | 0.01%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4004                        | CUSIP: 36202ENV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33825 | PA      | $34466.26      | 0.00%             | 2037-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595508                      | CUSIP: 36200AR50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1489 | PA      | $1541.63       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425330                      | CUSIP: 36206YPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11169 | PA      | $11427.44      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610886                      | CUSIP: 36202VUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        303 | PA      | $315.81        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616201                      | CUSIP: 36290SRW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206829 | PA      | $214805.91     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783267                      | CUSIP: 36241LTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3879 | PA      | $3775.54       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666372                      | CUSIP: 36295CJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3041 | PA      | $2795.71       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648346                      | CUSIP: 36292GHX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42171 | PA      | $42368.82      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605806                      | CUSIP: 36201XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     214041 | PA      | $218067.99     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611270                      | CUSIP: 36202WCF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23895 | PA      | $24284.04      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782155                      | CUSIP: 36241KMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9458 | PA      | $9507.80       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1084                      | CUSIP: 36181GFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1448817 | PA      | $1333405.68    | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8223                      | CUSIP: 36178VD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166975 | PA      | $156665.29     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465579                      | CUSIP: 36209AFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9505 | PA      | $9725.51       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-56 LZ                 | CUSIP: 38376UJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12926509 | PA      | $10143199.30   | 0.09%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790320                      | CUSIP: 36177JLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56153 | PA      | $52849.76      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636290                      | CUSIP: 36291R2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66605 | PA      | $66947.61      | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756271                      | CUSIP: 36230Q6G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39964 | PA      | $37693.22      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424124                      | CUSIP: 36206XD59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5332 | PA      | $5562.02       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767037                      | CUSIP: 36176H4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     632264 | PA      | $579700.97     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469027                      | CUSIP: 36209EA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8290 | PA      | $8482.53       | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-136 A                 | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18178252 | PA      | $16640846.15   | 0.15%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621633                      | CUSIP: 36290YSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7482 | PA      | $7619.24       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753201                      | CUSIP: 36230MRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74874 | PA      | $70377.72      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570161                      | CUSIP: 36200RMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11183 | PA      | $11659.78      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7705                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  237612678 | PA      | $205796696.48  | 1.85%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733607                      | CUSIP: 3620AMAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2695 | PA      | $2701.64       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770616                      | CUSIP: 36176M3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     345562 | PA      | $345582.84     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605617                      | CUSIP: 36200NYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91024 | PA      | $92591.00      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597873                      | CUSIP: 36200DFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11644 | PA      | $12130.46      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497340                      | CUSIP: 36210NPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2410 | PA      | $2465.73       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763016                      | CUSIP: 36176DN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101895 | PA      | $104053.68     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q38254                      | CUSIP: 3132QVE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234295 | PA      | $234649.04     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672887                      | CUSIP: 36295KRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12131 | PA      | $11217.07      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764548                      | CUSIP: 36176FEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59209 | PA      | $60462.83      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502364                      | CUSIP: 36210UB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5546 | PA      | $5734.97       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777247                      | CUSIP: 36176VHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     799578 | PA      | $716150.71     | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487200                      | CUSIP: 36210BGH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        657 | PA      | $679.66        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554776                      | CUSIP: 36213HJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8152 | PA      | $8486.19       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473590                      | CUSIP: 36209KC30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6173 | PA      | $6384.19       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769538                      | CUSIP: 36176LV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85834 | PA      | $81200.02      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726986                      | CUSIP: 3620ADUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10090 | PA      | $9812.54       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678662                      | CUSIP: 36295R5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6899 | PA      | $6709.57       | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760446                      | CUSIP: 36176ATB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92330 | PA      | $89840.97      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778782                      | CUSIP: 36176W6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5761 | PA      | $5308.07       | 0.00%             | 2042-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4680                        | CUSIP: 36202FFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3623 | PA      | $3753.72       | 0.00%             | 2040-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DC4790                      | CUSIP: 3140ASKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     385234 | PA      | $390835.07     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779946                      | CUSIP: 36177HBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42300 | PA      | $42363.94      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443713                      | CUSIP: 36207V3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1090 | PA      | $1127.09       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488233                      | CUSIP: 36210CLN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6238 | PA      | $6382.18       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798463                      | CUSIP: 36177TMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258521 | PA      | $238756.34     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486678                      | CUSIP: 36210AUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9055 | PA      | $9265.24       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541334                      | CUSIP: 36212RLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1854 | PA      | $1932.07       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3388                        | CUSIP: 36202DXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2432 | PA      | $2441.10       | 0.00%             | 2033-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 175328                      | CUSIP: 36216UVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7832 | PA      | $8099.00       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466530                      | CUSIP: 36209BHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5115 | PA      | $5233.12       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510939                      | CUSIP: 36211ES41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19272 | PA      | $19929.74      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615514                      | CUSIP: 36290RYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6379 | PA      | $6412.22       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773664                      | CUSIP: 36176RJH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7328 | PA      | $7351.96       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780793                      | CUSIP: 36225A3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21085 | PA      | $21804.62      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711570                      | CUSIP: 36297GQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     406577 | PA      | $396559.36     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711581                      | CUSIP: 36297GRA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324799 | PA      | $307274.01     | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781047                      | CUSIP: 36225BEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66569 | PA      | $68112.13      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738902                      | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5912 | PA      | $5745.37       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496461                      | CUSIP: 36210MQN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3118 | PA      | $3190.09       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783127                      | CUSIP: 36241LPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        813 | PA      | $830.15        | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476620                      | CUSIP: 36209NPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4291 | PA      | $4437.58       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450634                      | CUSIP: 36208GSX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        911 | PA      | $915.31        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638222                      | CUSIP: 36291UAX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1454 | PA      | $1482.39       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706730                      | CUSIP: 36297BEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119312 | PA      | $119609.08     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487584                      | CUSIP: 36210BUH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2601 | PA      | $2689.89       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443728                      | CUSIP: 36207V4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1465 | PA      | $1498.58       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782280                      | CUSIP: 36241KQ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8237 | PA      | $8493.87       | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0227                      | CUSIP: 36198KHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40626 | PA      | $38117.23      | 0.00%             | 2043-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783139                      | CUSIP: 36241LPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     713031 | PA      | $694747.08     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727905                      | CUSIP: 3620AEU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     360631 | PA      | $350789.44     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86661                      | CUSIP: 312933MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     264480 | PA      | $266866.86     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512929                      | CUSIP: 36211GY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2994 | PA      | $3095.77       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481961                      | CUSIP: 36209UMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2612 | PA      | $2700.83       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7332                      | CUSIP: 36180KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64564 | PA      | $61131.35      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717393                      | CUSIP: 3620A27E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246487 | PA      | $231564.66     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494564                      | CUSIP: 36210KMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2680 | PA      | $2771.15       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603084                      | CUSIP: 36200J6V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22926 | PA      | $23314.75      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778862                      | CUSIP: 36176XB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77036 | PA      | $73016.80      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444341                      | CUSIP: 36207WS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1267 | PA      | $1310.49       | 0.00%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740982                      | CUSIP: 3620AVFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60368 | PA      | $61646.42      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738120                      | CUSIP: 3620ASAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     924511 | PA      | $898832.66     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638734                      | CUSIP: 36291USX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14132 | PA      | $14569.02      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636091                      | CUSIP: 36291RUQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     439837 | PA      | $448144.38     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484526                      | CUSIP: 36209XHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        946 | PA      | $968.36        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493971                      | CUSIP: 36210JW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10762 | PA      | $11011.55      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434032                      | CUSIP: 36207KED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4610 | PA      | $4767.27       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783529                      | CUSIP: 36241L4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37631 | PA      | $37738.83      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10579 | PA      | $10013.19      | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622617                      | CUSIP: 36291AVJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1950 | PA      | $2018.15       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732823                      | CUSIP: 3620ALD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52682 | PA      | $52790.06      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784522                      | CUSIP: 3622A3AX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     389137 | PA      | $361422.10     | 0.00%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489053                      | CUSIP: 36210DH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         40 | PA      | $41.37         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613886                      | CUSIP: 36290N6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21833 | PA      | $22200.13      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614167                      | CUSIP: 36290QJL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1603 | PA      | $1611.68       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471183                      | CUSIP: 36209GM87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4203 | PA      | $4346.39       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612225                      | CUSIP: 36202XD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246634 | PA      | $250881.32     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597897                      | CUSIP: 36200DGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4444 | PA      | $4560.32       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513696                      | CUSIP: 36211HUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        541 | PA      | $559.88        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769630                      | CUSIP: 36176LY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     319968 | PA      | $301225.97     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783749                      | CUSIP: 3622A2EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116697 | PA      | $113263.70     | 0.00%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403886                      | CUSIP: 36205XUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2831 | PA      | $2928.04       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF2678                      | CUSIP: 36181H6P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4713 | PA      | $4339.29       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483283                      | CUSIP: 36209V2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1675 | PA      | $1683.02       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729392                      | CUSIP: 3620AGKD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7160 | PA      | $7181.42       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3242                      | CUSIP: 36179RS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1056118 | PA      | $934702.72     | 0.01%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481343                      | CUSIP: 36209TWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6481 | PA      | $6631.01       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675481                      | CUSIP: 36295NM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17748 | PA      | $18305.35      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509235                      | CUSIP: 36211CV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7768 | PA      | $8033.43       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575246                      | CUSIP: 36200XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        464 | PA      | $480.91        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7026                      | CUSIP: 36181AYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97332 | PA      | $89716.07      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563465                      | CUSIP: 36213S6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30767 | PA      | $31272.33      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738793                      | CUSIP: 3620ASXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     978959 | PA      | $978908.18     | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13389 | PA      | $12379.83      | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520825                      | CUSIP: 36211RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        570 | PA      | $580.91        | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610978                      | CUSIP: 36202VXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1415 | PA      | $1440.26       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8467                      | CUSIP: 36179JMQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23846 | PA      | $22005.43      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582738                      | CUSIP: 36201GLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28615 | PA      | $29741.45      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605075                      | CUSIP: 36200NFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14206 | PA      | $14457.59      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630942                      | CUSIP: 36291K5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        495 | PA      | $503.97        | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6308                      | CUSIP: 36178EAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143820 | PA      | $135984.24     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759241                      | CUSIP: 36230UHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7202 | PA      | $7002.89       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701730                      | CUSIP: 36296UST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69596 | PA      | $69771.51      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562468                      | CUSIP: 36213RZ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3201 | PA      | $3261.69       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617952                      | CUSIP: 36290UQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12815 | PA      | $12457.30      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609101                      | CUSIP: 36202TU20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240674 | PA      | $222447.44     | 0.00%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6831                      | CUSIP: 36178TSU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344537 | PA      | $324527.90     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611899                      | CUSIP: 36202WX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29940 | PA      | $30480.13      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494299                      | CUSIP: 36210KDC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        623 | PA      | $644.38        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5744                      | CUSIP: 36178SLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155531 | PA      | $147884.09     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734618                      | CUSIP: 3620ANDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12756 | PA      | $12436.97      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620588                      | CUSIP: 36290XND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13706 | PA      | $13775.66      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541303                      | CUSIP: 36212RKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11764 | PA      | $12238.84      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783409                      | CUSIP: 36241LYE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131573 | PA      | $127834.04     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106378 | PA      | $100096.43     | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598735                      | CUSIP: 36200EEG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36225 | PA      | $36395.86      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752012                      | CUSIP: 36230LGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105438 | PA      | $105438.63     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89872                      | CUSIP: 3129366H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4939 | PA      | $5060.52       | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598623                      | CUSIP: 36200EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9860 | PA      | $10031.33      | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9566                      | CUSIP: 36183FTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87136 | PA      | $83913.23      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781337                      | CUSIP: 36225BPW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        176 | PA      | $181.01        | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471631                      | CUSIP: 36209G4Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7441 | PA      | $7613.56       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573649                      | CUSIP: 36200VH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5629 | PA      | $5838.06       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510561                      | CUSIP: 36211EFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        477 | PA      | $493.59        | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675926                      | CUSIP: 36295N4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6825 | PA      | $6967.71       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454374                      | CUSIP: 36208LXB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1580 | PA      | $1633.62       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618241                      | CUSIP: 36290UZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23705 | PA      | $24162.19      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712895                      | CUSIP: 36297H7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194975 | PA      | $199060.54     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486669                      | CUSIP: 36210AT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1237 | PA      | $1261.05       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521296                      | CUSIP: 36211SC96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2988 | PA      | $3047.32       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466739                      | CUSIP: 36209BPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3133 | PA      | $3239.97       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555838                      | CUSIP: 36213JPX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1909 | PA      | $1993.91       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427495                      | CUSIP: 36207B3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        108 | PA      | $108.21        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711046                      | CUSIP: 36297F5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3157 | PA      | $3165.54       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614648                      | CUSIP: 36290QZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49851 | PA      | $50676.71      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2360                      | CUSIP: 36180DTR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72220 | PA      | $68823.37      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487624                      | CUSIP: 36210BVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3782 | PA      | $3875.51       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471700                      | CUSIP: 36209G7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3872 | PA      | $4004.00       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781341                      | CUSIP: 36225BP28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3275 | PA      | $3376.69       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493081                      | CUSIP: 36210HXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8757 | PA      | $8959.74       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764480                      | CUSIP: 36176FCR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12854 | PA      | $13126.54      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724227                      | CUSIP: 3620AASQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78185 | PA      | $79834.53      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576482                      | CUSIP: 36200YM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1548 | PA      | $1617.29       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648465                      | CUSIP: 36292GMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53760 | PA      | $56129.91      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758111                      | CUSIP: 36230TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220184 | PA      | $208015.43     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9193                      | CUSIP: 36178WGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379732 | PA      | $360009.97     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889676                      | CUSIP: 31410KMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83957 | PA      | $89477.81      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764568                      | CUSIP: 36176FFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44962 | PA      | $45086.39      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676849                      | CUSIP: 36295P5J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185368 | PA      | $189245.01     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577689                      | CUSIP: 36201AXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11952 | PA      | $12337.30      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736749                      | CUSIP: 3620AQQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41114 | PA      | $38015.37      | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478346                      | CUSIP: 36209QL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        490 | PA      | $507.22        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732549                      | CUSIP: 3620AKZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2828 | PA      | $2834.50       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA8307                      | CUSIP: 3133KQGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27511052 | PA      | $28609394.76   | 0.26%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-124 HA                | CUSIP: 38383T4H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19662151 | PA      | $19414543.15   | 0.17%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH7281                      | CUSIP: 36182QCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     356317 | PA      | $323855.57     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615375                      | CUSIP: 36290RT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66521 | PA      | $67649.75      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1881                      | CUSIP: 36177YCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25732 | PA      | $23736.89      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605334                      | CUSIP: 36200NPT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7259 | PA      | $7391.97       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742425                      | CUSIP: 3620AWYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39689 | PA      | $39767.77      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 3 2/26                    | CUSIP: 21H030625<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -365125000 | PA      | $-329516622.53 | -2.96%            | 2026-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711569                      | CUSIP: 36297GQW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63149 | PA      | $64488.55      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486722                      | CUSIP: 36210AVP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11257 | PA      | $11517.58      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713877                      | CUSIP: 36297KCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41889 | PA      | $40885.01      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1050 | PA      | $1059.39       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5754                      | CUSIP: 36186NMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107455 | PA      | $97494.43      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08622                      | CUSIP: 3128MJVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3103 | PA      | $2838.60       | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615683                      | CUSIP: 36290R6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11710 | PA      | $12171.87      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617370                      | CUSIP: 36290T2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        186 | PA      | $194.70        | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553969                      | CUSIP: 36213GMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49329 | PA      | $51636.35      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438564                      | CUSIP: 36207QFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39841 | PA      | $40041.24      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498274                      | CUSIP: 36210PQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5854 | PA      | $6106.50       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486961                      | CUSIP: 36210A5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1165 | PA      | $1191.86       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470139                      | CUSIP: 36209FHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3172 | PA      | $3279.95       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482114                      | CUSIP: 36209USB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3277 | PA      | $3388.58       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555345                      | CUSIP: 36213H5E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2955 | PA      | $3044.07       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729488                      | CUSIP: 3620AGND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67387 | PA      | $67500.41      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733226                      | CUSIP: 3620ALSP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38856 | PA      | $39056.33      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769532                      | CUSIP: 36176LVZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10753 | PA      | $10422.85      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462736                      | CUSIP: 36208WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        754 | PA      | $771.91        | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620927                      | CUSIP: 36290XYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201484 | PA      | $205075.93     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434367                      | CUSIP: 36207KQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        347 | PA      | $358.71        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580808                      | CUSIP: 36201EGR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20310 | PA      | $21104.63      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484557                      | CUSIP: 36209XJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2747 | PA      | $2840.32       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ0661                      | CUSIP: 36182UWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5202 | PA      | $4868.98       | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711075                      | CUSIP: 36297F6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     645163 | PA      | $646752.48     | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506835                      | CUSIP: 36211ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3718 | PA      | $3803.68       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740805                      | CUSIP: 3620AVAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127922 | PA      | $120621.85     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0784                      | CUSIP: 36180B2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30734 | PA      | $28242.68      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4711                      | CUSIP: 3617BLGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55743 | PA      | $51703.02      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609462                      | CUSIP: 36202UB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30125 | PA      | $30639.78      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443671                      | CUSIP: 36207V2C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3194 | PA      | $3267.87       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702867                      | CUSIP: 36296VZ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12768 | PA      | $12455.84      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734390                      | CUSIP: 3620AM2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     528669 | PA      | $529583.24     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9016                      | CUSIP: 36180NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245692 | PA      | $226293.66     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612204                      | CUSIP: 36202XDH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13599 | PA      | $13815.10      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2447                      | CUSIP: 36179QWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39191 | PA      | $39145.12      | 0.00%             | 2044-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487340                      | CUSIP: 36210BLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3437 | PA      | $3553.92       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749223                      | CUSIP: 3620C5LC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     453549 | PA      | $440129.92     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552233                      | CUSIP: 36213EPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1640 | PA      | $1690.68       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615406                      | CUSIP: 36290RU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306568 | PA      | $311768.53     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615278                      | CUSIP: 36290RQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6123 | PA      | $6227.39       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740896                      | CUSIP: 3620AVC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59400 | PA      | $59508.73      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614935                      | CUSIP: 36290REG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        948 | PA      | $964.07        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592132                      | CUSIP: 36201SY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2196 | PA      | $2273.83       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565788                      | CUSIP: 36213VRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2069 | PA      | $2140.20       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2331                      | CUSIP: 36180DSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225522 | PA      | $213396.59     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793585                      | CUSIP: 36177M6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5510 | PA      | $5358.79       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424889                      | CUSIP: 36206X7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        933 | PA      | $964.91        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649304                      | CUSIP: 36292HKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21774 | PA      | $22574.33      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A90388                      | CUSIP: 312938ND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26977 | PA      | $27220.82      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553294                      | CUSIP: 36213FUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10668 | PA      | $11102.79      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706905                      | CUSIP: 36297BKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     590630 | PA      | $574129.62     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587822                      | CUSIP: 36201NAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        526 | PA      | $535.22        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480096                      | CUSIP: 36209SKH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2091 | PA      | $2139.50       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723753                      | CUSIP: 3620AABW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133540 | PA      | $133574.69     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2856                      | CUSIP: 36179CE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226273 | PA      | $212794.97     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-215 KA                | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55326826 | PA      | $49887119.72   | 0.45%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625989                      | CUSIP: 36291ENE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16147 | PA      | $16451.96      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3785                        | CUSIP: 36202EF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     533321 | PA      | $542868.56     | 0.00%             | 2035-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614561                      | CUSIP: 36290QWW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311875 | PA      | $317042.08     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626069                      | CUSIP: 36291EQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15894 | PA      | $16189.19      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443613                      | CUSIP: 36207VYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1679 | PA      | $1717.96       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781601                      | CUSIP: 36225BX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25451 | PA      | $25876.35      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502167                      | CUSIP: 36210TZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         72 | PA      | $71.76         | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0567                      | CUSIP: 36177WTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51703 | PA      | $48776.10      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465555                      | CUSIP: 36209AE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1816 | PA      | $1858.26       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577436                      | CUSIP: 36201APV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16279 | PA      | $16890.24      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433891                      | CUSIP: 36207J7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2295 | PA      | $2373.26       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7934                      | CUSIP: 36179WY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9660506 | PA      | $7701295.57    | 0.07%             | 2052-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                 | HSBC TRIPARTY TREAS            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781833                      | CUSIP: 36241KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7705 | PA      | $7840.10       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564703                      | CUSIP: 36213UKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1298 | PA      | $1342.21       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738002                      | CUSIP: 3620AR3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4807446 | PA      | $4679397.94    | 0.04%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620574                      | CUSIP: 36290XMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58119 | PA      | $58426.20      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574770                      | CUSIP: 36200WQX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5126 | PA      | $5152.72       | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497029                      | CUSIP: 36210NEA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5573 | PA      | $5762.88       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739908                      | CUSIP: 3620AUAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103720 | PA      | $100991.36     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721756                      | CUSIP: 3620A7ZV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286694 | PA      | $279104.52     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467628                      | CUSIP: 36209CPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3909 | PA      | $4041.90       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697641                      | CUSIP: 36296QBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3489 | PA      | $3560.29       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604971                      | CUSIP: 36200NCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98472 | PA      | $100238.50     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592918                      | CUSIP: 36201TVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2839 | PA      | $2897.42       | 0.00%             | 2036-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509294                      | CUSIP: 36211CXX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3012 | PA      | $3114.39       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446780                      | CUSIP: 36208CJZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1497 | PA      | $1548.55       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460719                      | CUSIP: 36208TYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3245 | PA      | $3355.38       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474694                      | CUSIP: 36209LKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2888 | PA      | $2954.46       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8423                      | CUSIP: 36179JLC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     516631 | PA      | $486450.89     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777623                      | CUSIP: 36176VVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245152 | PA      | $241328.09     | 0.00%             | 2030-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629477                      | CUSIP: 36291JJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6477 | PA      | $6600.53       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784986                      | CUSIP: 3622AANB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5186068 | PA      | $4835346.95    | 0.04%             | 2042-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9982                      | CUSIP: 36183UCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     684016 | PA      | $659408.09     | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2727                      | CUSIP: 36178NA41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55977 | PA      | $53013.15      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752060                      | CUSIP: 36230LJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192621 | PA      | $187017.86     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782472                      | CUSIP: 36241KW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4744 | PA      | $4842.83       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494958                      | CUSIP: 36210KZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5062 | PA      | $5234.59       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429414                      | CUSIP: 36207EAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         54 | PA      | $54.43         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ1855                      | CUSIP: 36189RBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     289411 | PA      | $262315.40     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681556                      | CUSIP: 36295VE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1689 | PA      | $1724.52       | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728445                      | CUSIP: 3620AFHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66982 | PA      | $65241.64      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502708                      | CUSIP: 36210UNZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4111 | PA      | $4250.96       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710988                      | CUSIP: 36297F2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115591 | PA      | $118024.30     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763083                      | CUSIP: 36176DRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49026 | PA      | $49026.28      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769847                      | CUSIP: 36176MBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139827 | PA      | $135689.80     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623561                      | CUSIP: 36291BWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31744 | PA      | $32274.00      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740942                      | CUSIP: 3620AVEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2787 | PA      | $2707.62       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620957                      | CUSIP: 36290XZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3287 | PA      | $3303.88       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599603                      | CUSIP: 36200FDG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18161 | PA      | $18255.00      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510899                      | CUSIP: 36211ERU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4840 | PA      | $4952.04       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593875                      | CUSIP: 36201UXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2373 | PA      | $2414.89       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615943                      | CUSIP: 36290SHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1278 | PA      | $1284.25       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638592                      | CUSIP: 36291UNH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5884 | PA      | $5898.31       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 680153                      | CUSIP: 36295TTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10078 | PA      | $10289.08      | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0268                      | CUSIP: 36180BJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117957 | PA      | $111106.61     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636870                      | CUSIP: 36291SQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37505 | PA      | $39112.76      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503424                      | CUSIP: 36210VG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1237 | PA      | $1265.62       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AK3264                      | CUSIP: 3138E7TW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22119 | PA      | $21976.11      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564147                      | CUSIP: 36213TWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5677 | PA      | $5927.63       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5063                      | CUSIP: 36178RTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128853 | PA      | $121698.01     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1783                      | CUSIP: 36177X6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33673 | PA      | $31074.62      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434381                      | CUSIP: 36207KRA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        457 | PA      | $472.17        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772028                      | CUSIP: 36176PPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148897 | PA      | $145053.99     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742992                      | CUSIP: 3620AXNH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     388586 | PA      | $377218.24     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735193                      | CUSIP: 3620ANXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325222 | PA      | $316241.15     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5929                      | CUSIP: 3617BMSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194380 | PA      | $180292.69     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656539                      | CUSIP: 36294QLU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5865 | PA      | $5531.57       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487198                      | CUSIP: 36210BGF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6434 | PA      | $6582.96       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498386                      | CUSIP: 36210PUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7178 | PA      | $7343.89       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779995                      | CUSIP: 36177HC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54723 | PA      | $54863.13      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608823                      | CUSIP: 36202TLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4988 | PA      | $5076.05       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513030                      | CUSIP: 36211G4P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2200 | PA      | $2275.32       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773902                      | CUSIP: 36176RRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63210 | PA      | $63322.38      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640107                      | CUSIP: 36291WDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5128 | PA      | $5222.89       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612200                      | CUSIP: 36202XDD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4242 | PA      | $4407.91       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727903                      | CUSIP: 3620AEU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     536868 | PA      | $521956.41     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q51940                      | CUSIP: 3132XUEN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21007 | PA      | $19641.45      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771344                      | CUSIP: 36176NWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1149082 | PA      | $1055937.38    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456953                      | CUSIP: 36208PTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1889 | PA      | $1953.60       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498273                      | CUSIP: 36210PQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27487 | PA      | $28657.94      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5055                        | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27573315 | PA      | $27608078.95   | 0.25%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622580                      | CUSIP: 36291AUD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24602 | PA      | $25056.64      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491787                      | CUSIP: 36210GJ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        336 | PA      | $347.96        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603775                      | CUSIP: 36200KXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23712 | PA      | $24261.44      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615887                      | CUSIP: 36290SF48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53614 | PA      | $54509.72      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647840                      | CUSIP: 36292FV95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6266 | PA      | $6384.77       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497334                      | CUSIP: 36210NPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6137 | PA      | $6278.74       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464360                      | CUSIP: 36208XZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         68 | PA      | $69.95         | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612941                      | CUSIP: 36202X5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58963 | PA      | $59992.63      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747894                      | CUSIP: 3620C33B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     508627 | PA      | $494581.57     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389804                      | CUSIP: 36205GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        901 | PA      | $915.79        | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487721                      | CUSIP: 36210BYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8167 | PA      | $8190.82       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748481                      | CUSIP: 3620C4RA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30699 | PA      | $29034.24      | 0.00%             | 2040-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602461                      | CUSIP: 36200JJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47918 | PA      | $48836.82      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667422                      | CUSIP: 36295DPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5868 | PA      | $5990.75       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504267                      | CUSIP: 36210WFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6843 | PA      | $7076.72       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207928 | PA      | $200601.25     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601337                      | CUSIP: 36200HBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14530 | PA      | $14606.40      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486968                      | CUSIP: 36210A6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9149 | PA      | $9360.79       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489610                      | CUSIP: 36210D3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1929 | PA      | $1994.81       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU9426                      | CUSIP: 36194XPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9182 | PA      | $8542.38       | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598020                      | CUSIP: 36200DK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1018 | PA      | $1058.75       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607147                      | CUSIP: 36201YP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14498 | PA      | $15094.06      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93101                      | CUSIP: 312941NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41856 | PA      | $42898.17      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8251                      | CUSIP: 36178VEY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76931 | PA      | $72199.14      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7256                      | CUSIP: 36180KBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     291680 | PA      | $275333.79     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713050                      | CUSIP: 36297JEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252680 | PA      | $253466.44     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608221                      | CUSIP: 36202SVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     297570 | PA      | $302159.64     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615690                      | CUSIP: 36290R7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28207 | PA      | $28692.42      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569054                      | CUSIP: 36200QE34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2511 | PA      | $2556.56       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490769                      | CUSIP: 36210FFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $66.47         | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718121                      | CUSIP: 3620A3YS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     444233 | PA      | $445258.82     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799001                      | CUSIP: 36177UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142838 | PA      | $135386.32     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7536                      | CUSIP: 36179WLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13598119 | PA      | $12627942.27   | 0.11%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615203                      | CUSIP: 36290RNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        813 | PA      | $826.72        | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666104                      | CUSIP: 36295CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2315 | PA      | $2362.67       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492019                      | CUSIP: 36210GSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8886 | PA      | $9188.86       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763531                      | CUSIP: 36176EA84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255634 | PA      | $256223.68     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490723                      | CUSIP: 36210FD45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2850 | PA      | $2915.93       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562534                      | CUSIP: 36213R4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7134 | PA      | $7404.57       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0801                      | CUSIP: 36180B3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71114 | PA      | $63275.74      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7006                      | CUSIP: 36183QYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198291 | PA      | $190956.29     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616474                      | CUSIP: 36290S2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1605 | PA      | $1633.45       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631485                      | CUSIP: 36291LRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77440 | PA      | $78908.11      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797963                      | CUSIP: 36177SZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33944 | PA      | $32890.36      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648137                      | CUSIP: 36292GBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15295 | PA      | $15897.42      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711500                      | CUSIP: 36297GNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     381937 | PA      | $371389.97     | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1998-58 ZB                 | CUSIP: 31359UYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5026 | PA      | $5107.10       | 0.00%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711244                      | CUSIP: 36297GER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48725 | PA      | $48845.24      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584067                      | CUSIP: 36201HZ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18887 | PA      | $19643.98      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772914                      | CUSIP: 36176QN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118210 | PA      | $115806.64     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615497                      | CUSIP: 36290RX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40341 | PA      | $40987.04      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760212                      | CUSIP: 36176AKZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18978 | PA      | $17485.97      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506563                      | CUSIP: 36210YWY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        224 | PA      | $232.07        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1398                      | CUSIP: 36180CRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192748 | PA      | $177735.34     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 360760                      | CUSIP: 36203VWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        837 | PA      | $865.71        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470486                      | CUSIP: 36209FUK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        941 | PA      | $973.00        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726417                      | CUSIP: 3620ADAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15343 | PA      | $14656.30      | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703136                      | CUSIP: 36296WEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189585 | PA      | $189927.35     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549424                      | CUSIP: 36213BLD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2557 | PA      | $2644.52       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471739                      | CUSIP: 36209HBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8435 | PA      | $8722.58       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5068                      | CUSIP: 36184BTZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478290 | PA      | $436749.15     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557255                      | CUSIP: 36213LBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3888 | PA      | $4013.00       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614307                      | CUSIP: 36290QNY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8306 | PA      | $7650.56       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6984417 | PA      | $6752584.93    | 0.06%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473557                      | CUSIP: 36209KB23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2136 | PA      | $2208.75       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744592                      | CUSIP: 3620C0F94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90266 | PA      | $90246.40      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87714                      | CUSIP: 312934SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3792 | PA      | $3732.23       | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457912                      | CUSIP: 36208QVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2108 | PA      | $2156.85       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487501                      | CUSIP: 36210BRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        962 | PA      | $995.15        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9013                      | CUSIP: 36180NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89148 | PA      | $82046.82      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761807                      | CUSIP: 36176CDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45418 | PA      | $45525.17      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642502                      | CUSIP: 36291YX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16175 | PA      | $16487.06      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3794                      | CUSIP: 3617B7GB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446209 | PA      | $413872.10     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595559                      | CUSIP: 36200ATQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22021 | PA      | $22919.55      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568833                      | CUSIP: 36213Y4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14488 | PA      | $15120.39      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495576                      | CUSIP: 36210LQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        359 | PA      | $362.94        | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759199                      | CUSIP: 36230UGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33429 | PA      | $32599.44      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476116                      | CUSIP: 36209M3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6689 | PA      | $6917.57       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7365                      | CUSIP: 36179WFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152928 | PA      | $121913.03     | 0.00%             | 2051-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446731                      | CUSIP: 36208CHG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2084 | PA      | $2155.09       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740592                      | CUSIP: 3620AUXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123327 | PA      | $125937.57     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC5897                      | CUSIP: 3617B9RS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     405659 | PA      | $376767.13     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602104                      | CUSIP: 36200H3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6972 | PA      | $7243.82       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653817                      | CUSIP: 36292NK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50783 | PA      | $52928.00      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710852                      | CUSIP: 36297FWM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18672 | PA      | $19066.82      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738152                      | CUSIP: 3620ASBV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18526 | PA      | $18525.68      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753959                      | CUSIP: 36230NMG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164873 | PA      | $164874.02     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741518                      | CUSIP: 3620AVYP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10158 | PA      | $9879.21       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782399                      | CUSIP: 36241KUY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48538 | PA      | $50002.82      | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746271                      | CUSIP: 3620C2CG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35216 | PA      | $35253.41      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471855                      | CUSIP: 36209HE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7441 | PA      | $7694.62       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579133                      | CUSIP: 36201CLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         67 | PA      | $69.90         | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678189                      | CUSIP: 36295RNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     643075 | PA      | $644632.53     | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581017                      | CUSIP: 36201EPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22829 | PA      | $23649.88      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595072                      | CUSIP: 36200ACH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1584 | PA      | $1648.69       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501437                      | CUSIP: 36210TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9280 | PA      | $9494.72       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398413                      | CUSIP: 36205RSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1820 | PA      | $1882.29       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773308                      | CUSIP: 36176Q3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19667 | PA      | $18539.99      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557593                      | CUSIP: 36213LNJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10726 | PA      | $11182.53      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464593                      | CUSIP: 36208YC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2719 | PA      | $2782.40       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782552                      | CUSIP: 36241KZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6550 | PA      | $6687.36       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678633                      | CUSIP: 36295R4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143425 | PA      | $139559.95     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 396798                      | CUSIP: 36205PX30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2156 | PA      | $2229.36       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487533                      | CUSIP: 36210BSW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3754 | PA      | $3841.31       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575497                      | CUSIP: 36200XKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52362 | PA      | $53980.45      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710847                      | CUSIP: 36297FWG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79897 | PA      | $80134.07      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5056                      | CUSIP: 36178RTM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90167 | PA      | $85282.09      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583159                      | CUSIP: 36201GZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10140 | PA      | $10549.85      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89270                      | CUSIP: 312936JP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4838 | PA      | $4880.66       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493513                      | CUSIP: 36210JGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        341 | PA      | $352.47        | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471670                      | CUSIP: 36209G6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1554 | PA      | $1606.92       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782925                      | CUSIP: 36241LHA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89078 | PA      | $89297.54      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481511                      | CUSIP: 36209T3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3767 | PA      | $3895.96       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3136 | PA      | $2935.65       | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717175                      | CUSIP: 3620A2XC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3011523 | PA      | $3020459.30    | 0.03%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687190                      | CUSIP: 36296CNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41622 | PA      | $42459.81      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457059                      | CUSIP: 36208PWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11706 | PA      | $11977.81      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774596                      | CUSIP: 36176SKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34612 | PA      | $33742.01      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619477                      | CUSIP: 36290WFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25594 | PA      | $26056.30      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8784                      | CUSIP: 36180MXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     665330 | PA      | $613746.46     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5877                      | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6446599 | PA      | $6421195.79    | 0.06%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465542                      | CUSIP: 36209AEP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2500 | PA      | $2585.54       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783579                      | CUSIP: 36241L6Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292131 | PA      | $276138.64     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8707                      | CUSIP: 36178VU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250305 | PA      | $230542.50     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4422                        | CUSIP: 36202E4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1568 | PA      | $1535.22       | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761845                      | CUSIP: 36176CES0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46349 | PA      | $46343.96      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508621                      | CUSIP: 36211CAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8950 | PA      | $9166.14       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731636                      | CUSIP: 3620AJY94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4324 | PA      | $4413.95       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710406                      | CUSIP: 36297FGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15130 | PA      | $15174.25      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604668                      | CUSIP: 36200MW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23042 | PA      | $23981.52      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643751                      | CUSIP: 36292BEY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54435 | PA      | $55986.42      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588280                      | CUSIP: 36201NQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2582 | PA      | $2674.01       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728637                      | CUSIP: 3620AFPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302732 | PA      | $303462.09     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669980                      | CUSIP: 36295GJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1187640 | PA      | $1082527.90    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497272                      | CUSIP: 36210NMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2781 | PA      | $2845.33       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458995                      | CUSIP: 36208R3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2580 | PA      | $2667.93       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487582                      | CUSIP: 36210BUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        230 | PA      | $238.14        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704259                      | CUSIP: 36296XMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75257 | PA      | $75516.21      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1442                      | CUSIP: 36178LS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238995 | PA      | $224877.50     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670112                      | CUSIP: 36295GN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5410 | PA      | $5510.52       | 0.00%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86955                      | CUSIP: 312933WQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26973 | PA      | $27227.96      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475803                      | CUSIP: 36209MRY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1562 | PA      | $1615.60       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475401                      | CUSIP: 36209MDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        791 | PA      | $818.42        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559831                      | CUSIP: 36213N4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3487 | PA      | $3622.18       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504237                      | CUSIP: 36210WEJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3968 | PA      | $4059.68       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762041                      | CUSIP: 36176CLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135845 | PA      | $132159.68     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670435                      | CUSIP: 36295GY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5071 | PA      | $5243.77       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608536                      | CUSIP: 36202TBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74853 | PA      | $76229.74      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735198                      | CUSIP: 3620ANX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40758 | PA      | $40758.27      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                         | NOM TSY FICC                   | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   20000000 | PA      | $20000000.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758119                      | CUSIP: 36230TAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62294 | PA      | $58584.59      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469458                      | CUSIP: 36209EQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1102 | PA      | $1139.46       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550579                      | CUSIP: 36213CUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        511 | PA      | $533.82        | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612015                      | CUSIP: 36202W3Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11175 | PA      | $11377.25      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600207                      | CUSIP: 36200FYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26875 | PA      | $27011.56      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457818                      | CUSIP: 36208QSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3062 | PA      | $3166.20       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494261                      | CUSIP: 36210KB61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        909 | PA      | $930.14        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545160                      | CUSIP: 36212VTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1734 | PA      | $1811.09       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759244                      | CUSIP: 36230UHV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2056 | PA      | $2056.11       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627985                      | CUSIP: 36291GUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22264 | PA      | $22644.56      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635540                      | CUSIP: 36291RBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1953 | PA      | $2031.25       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457960                      | CUSIP: 36208QWV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         53 | PA      | $53.74         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB1110                      | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118423 | PA      | $97070.61      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487406                      | CUSIP: 36210BNX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1967 | PA      | $2034.28       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620464                      | CUSIP: 36290XJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220031 | PA      | $223874.66     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH8011                      | CUSIP: 36182Q3U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205155 | PA      | $192734.72     | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649845                      | CUSIP: 36292H5E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11261 | PA      | $11736.73      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736561                      | CUSIP: 3620AQJE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226720 | PA      | $227266.41     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756849                      | CUSIP: 36230RTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62854 | PA      | $62942.25      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496103                      | CUSIP: 36210MDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9599 | PA      | $9821.79       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 6 2/26                    | CUSIP: 21H060622<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -35250000 | PA      | $-36056893.65  | -0.32%            | 2026-02-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732519                      | CUSIP: 3620AKYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11561 | PA      | $11803.40      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738414                      | CUSIP: 3620ASK32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204997 | PA      | $204998.08     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481471                      | CUSIP: 36209T2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5069 | PA      | $5242.06       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648649                      | CUSIP: 36292GTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12946 | PA      | $13127.33      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4098 PB                    | CUSIP: 3137AT7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1195492 | PA      | $1114746.12    | 0.01%             | 2042-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710989                      | CUSIP: 36297F2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256147 | PA      | $261568.76     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766659                      | CUSIP: 36176HQL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51433 | PA      | $51412.95      | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528917                      | CUSIP: 36212BSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38484 | PA      | $40026.71      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489965                      | CUSIP: 36210EJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1722 | PA      | $1780.69       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584139                      | CUSIP: 36201H4Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19530 | PA      | $20327.08      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483522                      | CUSIP: 36209WD33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4138 | PA      | $4278.87       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7985                      | CUSIP: 36179W2S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3049812 | PA      | $2431290.99    | 0.02%             | 2052-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507644                      | CUSIP: 36211A5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        882 | PA      | $912.30        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633306                      | CUSIP: 36291NR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44146 | PA      | $45940.05      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656029                      | CUSIP: 36294PY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1105 | PA      | $1138.53       | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407967                      | CUSIP: 36206DFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5718 | PA      | $5850.31       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471690                      | CUSIP: 36209G7B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        762 | PA      | $788.18        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581564                      | CUSIP: 36201FB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2343 | PA      | $2376.18       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720064                      | CUSIP: 3620A55Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47734 | PA      | $47900.38      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477558                      | CUSIP: 36209PQK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6039 | PA      | $6178.51       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738735                      | CUSIP: 3620ASV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96965 | PA      | $94334.26      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490504                      | CUSIP: 36210E3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        252 | PA      | $252.38        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631190                      | CUSIP: 36291LF75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23681 | PA      | $24675.91      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5261                        | CUSIP: 36202FZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6282 | PA      | $6403.28       | 0.00%             | 2041-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491105                      | CUSIP: 36210FR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1399 | PA      | $1431.34       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3795                        | CUSIP: 36202EGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     688265 | PA      | $700664.27     | 0.01%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467736                      | CUSIP: 36209CSZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          9 | PA      | $8.99          | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666435                      | CUSIP: 36295CLQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     280288 | PA      | $265239.12     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL7188                      | CUSIP: 36184D6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98420 | PA      | $89422.59      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711189                      | CUSIP: 36297GC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96514 | PA      | $96776.37      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584345                      | CUSIP: 36201JES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9924 | PA      | $10280.90      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627134                      | CUSIP: 36291FV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3675 | PA      | $3811.48       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509932                      | CUSIP: 36211DPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4341 | PA      | $4488.93       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600769                      | CUSIP: 36200GMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17600 | PA      | $17925.76      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757013                      | CUSIP: 36230RYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     804597 | PA      | $761823.95     | 0.01%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758021                      | CUSIP: 36230S4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29884 | PA      | $30517.05      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483841                      | CUSIP: 36209WP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3229 | PA      | $3303.34       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503575                      | CUSIP: 36210VMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3194 | PA      | $3302.67       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569553                      | CUSIP: 36200QWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1171 | PA      | $1221.94       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781564                      | CUSIP: 36225BWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332714 | PA      | $345813.36     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422580                      | CUSIP: 36206VM53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         26 | PA      | $25.64         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482825                      | CUSIP: 36209VLE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16516 | PA      | $16898.63      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737022                      | CUSIP: 3620AQYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32525 | PA      | $32615.30      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739190                      | CUSIP: 3620ATF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175895 | PA      | $176309.72     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495718                      | CUSIP: 36210LVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        592 | PA      | $612.30        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6779                      | CUSIP: 36186PQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35773 | PA      | $33472.74      | 0.00%             | 2045-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733379                      | CUSIP: 3620ALXG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1057412 | PA      | $963825.75     | 0.01%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569711                      | CUSIP: 36200Q3U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7818 | PA      | $7855.06       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627275                      | CUSIP: 36291F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3578 | PA      | $3619.84       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606494                      | CUSIP: 36201XXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109841 | PA      | $111660.57     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610383                      | CUSIP: 36202VCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28236 | PA      | $28718.51      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620598                      | CUSIP: 36290XNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85192 | PA      | $86670.01      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773662                      | CUSIP: 36176RJF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42662 | PA      | $41449.03      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417344                      | CUSIP: 36206PS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        125 | PA      | $125.16        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734767                      | CUSIP: 3620ANJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42900 | PA      | $41715.61      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473813                      | CUSIP: 36209KK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        886 | PA      | $906.97        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A95861                      | CUSIP: 312944QN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2669 | PA      | $2619.50       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-19 PH                 | CUSIP: 31359VH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10844 | PA      | $11024.72      | 0.00%             | 2029-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476729                      | CUSIP: 36209NSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3416 | PA      | $3532.76       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 391714                      | CUSIP: 36205JDT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35207 | PA      | $35321.70      | 0.00%             | 2038-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724707                      | CUSIP: 3620ABDL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20630 | PA      | $20125.48      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | SCRT 2019-3 MT                 | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41813450 | PA      | $37372752.53   | 0.34%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-93 NL                 | CUSIP: 3136AYF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6343989 | PA      | $4701069.67    | 0.04%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A83067                      | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16824 | PA      | $17236.01      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721422                      | CUSIP: 3620A7PF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20374 | PA      | $20798.37      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646928                      | CUSIP: 36292EVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80739 | PA      | $81141.88      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429784                      | CUSIP: 36207EM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60587 | PA      | $63120.69      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599358                      | CUSIP: 36200EZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2469 | PA      | $2569.32       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8996 | PA      | $9170.32       | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732872                      | CUSIP: 3620ALFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216089 | PA      | $210052.04     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638131                      | CUSIP: 36291T4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11499 | PA      | $11719.60      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678667                      | CUSIP: 36295R6C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     635582 | PA      | $618967.80     | 0.01%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592125                      | CUSIP: 36201SYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11563 | PA      | $12042.33      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783202                      | CUSIP: 36241LRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     588325 | PA      | $589560.41     | 0.01%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770614                      | CUSIP: 36176M3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114073 | PA      | $114422.52     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782495                      | CUSIP: 36241KXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24945 | PA      | $25707.34      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779244                      | CUSIP: 36176XP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73641 | PA      | $71863.77      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4289                      | CUSIP: 36179DXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1131662 | PA      | $1029660.37    | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764583                      | CUSIP: 36176FFY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107449 | PA      | $109726.53     | 0.00%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598057                      | CUSIP: 36200DME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4053 | PA      | $4215.16       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433666                      | CUSIP: 36207JW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1267 | PA      | $1310.18       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458323                      | CUSIP: 36208RD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5514 | PA      | $5702.44       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498654                      | CUSIP: 36210P5P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        737 | PA      | $762.32        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749221                      | CUSIP: 3620C5LA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259049 | PA      | $244867.50     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457120                      | CUSIP: 36208PYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1871 | PA      | $1935.25       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477614                      | CUSIP: 36209PSB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2956 | PA      | $3024.01       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412583                      | CUSIP: 36206JJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         10 | PA      | $10.30         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565821                      | CUSIP: 36213VSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27716 | PA      | $28756.34      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647731                      | CUSIP: 36292FSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32207 | PA      | $32842.92      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707287                      | CUSIP: 36297BXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37733 | PA      | $38523.19      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   92505573 | PA      | $86917412.67   | 0.78%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530828                      | CUSIP: 36212DVV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33667 | PA      | $34526.98      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678534                      | CUSIP: 36295RY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23847 | PA      | $24324.10      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-99 CW                 | CUSIP: 38379DFZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4573653 | PA      | $3771372.52    | 0.03%             | 2044-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ4392                      | CUSIP: 3140NY3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22282455 | PA      | $22599643.37   | 0.20%             | 2030-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603709                      | CUSIP: 36200KVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5069 | PA      | $5246.77       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620461                      | CUSIP: 36290XJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146003 | PA      | $148460.52     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543780                      | CUSIP: 36212UCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        792 | PA      | $819.07        | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493479                      | CUSIP: 36210JFU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3674 | PA      | $3799.43       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606701                      | CUSIP: 36201YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13631 | PA      | $14182.16      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497606                      | CUSIP: 36210NYB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3709 | PA      | $3835.56       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4058                        | CUSIP: 36202EQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16953 | PA      | $17274.12      | 0.00%             | 2037-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3021                      | CUSIP: 36178NLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63146 | PA      | $58363.60      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2327                      | CUSIP: 36180USQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234169 | PA      | $220278.95     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8456                      | CUSIP: 3132A9MD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38341 | PA      | $38082.72      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735205                      | CUSIP: 3620ANYA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28046 | PA      | $27234.40      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2384                      | CUSIP: 36177YUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18734 | PA      | $17228.09      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473086                      | CUSIP: 36209JRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3311 | PA      | $3388.20       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27196747 | PA      | $26178898.34   | 0.24%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551863                      | CUSIP: 36213EB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28419 | PA      | $29463.86      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3987                        | CUSIP: 36202ENC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3834 | PA      | $4046.68       | 0.00%             | 2037-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4781                      | CUSIP: 36178CJ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225162 | PA      | $211640.51     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483794                      | CUSIP: 36209WNK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         78 | PA      | $80.22         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638589                      | CUSIP: 36291UNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3058 | PA      | $3074.12       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759970                      | CUSIP: 36176ACF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274062 | PA      | $265998.92     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494546                      | CUSIP: 36210KL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2861 | PA      | $2958.90       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484442                      | CUSIP: 36209XEP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12227 | PA      | $12510.40      | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465984                      | CUSIP: 36209AUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        623 | PA      | $644.12        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468334                      | CUSIP: 36209DHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2524 | PA      | $2609.79       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509961                      | CUSIP: 36211DQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        206 | PA      | $212.55        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485764                      | CUSIP: 36209YTV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        858 | PA      | $883.26        | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686689                      | CUSIP: 36296B2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4638 | PA      | $4729.01       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606986                      | CUSIP: 36201YJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10564 | PA      | $10988.69      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738422                      | CUSIP: 3620ASLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1341447 | PA      | $1343839.08    | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595259                      | CUSIP: 36200AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1564 | PA      | $1588.40       | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749259                      | CUSIP: 3620C5MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66590 | PA      | $66390.28      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486610                      | CUSIP: 36210AR74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        267 | PA      | $276.00        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553357                      | CUSIP: 36213FWS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44210 | PA      | $44965.56      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630036                      | CUSIP: 36291J4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32530 | PA      | $33852.31      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611442                      | CUSIP: 36202WHT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        465 | PA      | $475.67        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783321                      | CUSIP: 36241LVN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1256233 | PA      | $1296550.12    | 0.01%             | 2040-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472448                      | CUSIP: 36209HZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11293 | PA      | $11554.53      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1711                      | CUSIP: 36179A3U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     278737 | PA      | $258649.25     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550566                      | CUSIP: 36213CTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2209 | PA      | $2304.20       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615407                      | CUSIP: 36290RU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72494 | PA      | $73704.54      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582408                      | CUSIP: 36201GAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1163 | PA      | $1205.85       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480792                      | CUSIP: 36209TC56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1138 | PA      | $1139.83       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730096                      | CUSIP: 3620AHC92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61188 | PA      | $62485.01      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784718                      | CUSIP: 3622AADX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7677984 | PA      | $6807999.63    | 0.06%             | 2046-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594206                      | CUSIP: 36201VDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8633 | PA      | $8900.02       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632080                      | CUSIP: 36291MFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315377 | PA      | $315922.32     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599414                      | CUSIP: 36200E3X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51361 | PA      | $52252.06      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620535                      | CUSIP: 36290XLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106672 | PA      | $108561.22     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783932                      | CUSIP: 3622A2LM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     299915 | PA      | $306242.60     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501486                      | CUSIP: 36210TCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2272 | PA      | $2349.96       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588233                      | CUSIP: 36201NPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7395 | PA      | $7488.21       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621757                      | CUSIP: 36290YWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5835 | PA      | $5935.22       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629950                      | CUSIP: 36291JZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2508 | PA      | $2553.02       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650346                      | CUSIP: 36292JP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9165 | PA      | $9348.88       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC8335                      | CUSIP: 3617BCHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258221 | PA      | $239507.65     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581506                      | CUSIP: 36201FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3813 | PA      | $3955.66       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548143                      | CUSIP: 36212Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25701 | PA      | $26781.38      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737577                      | CUSIP: 3620ARM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     241914 | PA      | $235912.83     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736567                      | CUSIP: 3620AQJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3361 | PA      | $3292.42       | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778678                      | CUSIP: 36176W2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     399703 | PA      | $388600.83     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0048                      | CUSIP: 36181FBR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     308871 | PA      | $290171.56     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495853                      | CUSIP: 36210LZS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        474 | PA      | $475.53        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7707                      | CUSIP: 36179WR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38169860 | PA      | $35446577.71   | 0.32%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619488                      | CUSIP: 36290WF56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77326 | PA      | $78666.78      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598721                      | CUSIP: 36200ED24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21421 | PA      | $22247.06      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5942                      | CUSIP: 36178DS77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253399 | PA      | $237935.55     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US LONG BOND(CBT) Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        457 | NC      | $127616.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495667                      | CUSIP: 36210LTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1100 | PA      | $1137.18       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749203                      | CUSIP: 3620C5KQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     385961 | PA      | $374605.21     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587751                      | CUSIP: 36201M5L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5611 | PA      | $5821.72       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490494                      | CUSIP: 36210E3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        846 | PA      | $865.75        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648749                      | CUSIP: 36292GWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54854 | PA      | $55901.84      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91387                      | CUSIP: 312939RG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129271 | PA      | $132475.12     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769787                      | CUSIP: 36176L6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57783 | PA      | $56150.52      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631825                      | CUSIP: 36291L4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15709 | PA      | $16006.38      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717997                      | CUSIP: 3620A3UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6233 | PA      | $6365.31       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468044                      | CUSIP: 36209C5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        863 | PA      | $892.21        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8638                      | CUSIP: 36178GS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90778 | PA      | $83293.73      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628039                      | CUSIP: 36291GV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32395 | PA      | $32948.84      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592593                      | CUSIP: 36201TKE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3695 | PA      | $3820.02       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782962                      | CUSIP: 36241LJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22298 | PA      | $22768.18      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480208                      | CUSIP: 36209SNZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1502 | PA      | $1536.55       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3983                      | CUSIP: 36180FM82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39182 | PA      | $36074.68      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644894                      | CUSIP: 36292CNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3071 | PA      | $3131.06       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460596                      | CUSIP: 36208TUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7104 | PA      | $7346.88       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12181 | PA      | $12440.49      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737111                      | CUSIP: 3620AQ3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74374 | PA      | $74564.85      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586533                      | CUSIP: 36201LSW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4043 | PA      | $4129.84       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702029                      | CUSIP: 36296U4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26557 | PA      | $26635.49      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545134                      | CUSIP: 36212VSX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1914 | PA      | $1979.01       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9852                      | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  100403883 | PA      | $102941199.80  | 0.92%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710552                      | CUSIP: 36297FL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25352 | PA      | $25875.40      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8697                      | CUSIP: 36180MUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5588 | PA      | $5117.76       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706811                      | CUSIP: 36297BGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329414 | PA      | $329650.21     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594518                      | CUSIP: 36201VPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15607 | PA      | $15896.38      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636292                      | CUSIP: 36291R2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50936 | PA      | $51919.82      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614530                      | CUSIP: 36290QVX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41350 | PA      | $41968.28      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA7460                      | CUSIP: 36178FJD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24577 | PA      | $23089.54      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6683                      | CUSIP: 36186PM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     448582 | PA      | $408003.86     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467666                      | CUSIP: 36209CQT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1579 | PA      | $1632.78       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563450                      | CUSIP: 36213S5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        338 | PA      | $351.23        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421709                      | CUSIP: 36206UN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $24.52         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770596                      | CUSIP: 36176M3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108589 | PA      | $108742.02     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510585                      | CUSIP: 36211EF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1133 | PA      | $1138.90       | 0.00%             | 2035-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490058                      | CUSIP: 36210EMF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1266 | PA      | $1265.20       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707286                      | CUSIP: 36297BXP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4553 | PA      | $4648.31       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566513                      | CUSIP: 36213WK21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27182 | PA      | $27663.50      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726850                      | CUSIP: 3620ADQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3573 | PA      | $3648.34       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575821                      | CUSIP: 36200XVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        663 | PA      | $675.07        | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578343                      | CUSIP: 36201BP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31893 | PA      | $33052.90      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643606                      | CUSIP: 36292BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2403 | PA      | $2450.45       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482895                      | CUSIP: 36209VNL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12650 | PA      | $13081.80      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711443                      | CUSIP: 36297GLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148287 | PA      | $148533.22     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503756                      | CUSIP: 36210VTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1095 | PA      | $1120.74       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7015                      | CUSIP: 36180JYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64145 | PA      | $60685.18      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756636                      | CUSIP: 36230RLR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81965 | PA      | $82119.94      | 0.00%             | 2040-12-15      | 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        |       1206 | PA      | $1229.12       | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2059                      | CUSIP: 36179BJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60746 | PA      | $56145.31      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493582                      | CUSIP: 36210JJ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        461 | PA      | $474.24        | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782105                      | CUSIP: 36241KKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1947 | PA      | $1984.83       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476981                      | CUSIP: 36209N2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        890 | PA      | $910.61        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726973                      | CUSIP: 3620ADT69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9654 | PA      | $9679.23       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682915                      | CUSIP: 36295WVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14201 | PA      | $14648.01      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6661                      | CUSIP: 36178EMJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34031 | PA      | $31995.68      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480104                      | CUSIP: 36209SKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        315 | PA      | $322.39        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551763                      | CUSIP: 36213D5Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3113 | PA      | $3230.94       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491285                      | CUSIP: 36210FXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3974 | PA      | $4109.22       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759837                      | CUSIP: 36230U4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87492 | PA      | $84760.92      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469875                      | CUSIP: 36209E6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1577 | PA      | $1613.94       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501873                      | CUSIP: 36210TQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        545 | PA      | $557.59        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775420                      | CUSIP: 36176TG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36687 | PA      | $35979.31      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491008                      | CUSIP: 36210FNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24516 | PA      | $25084.49      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698235                      | CUSIP: 36296QV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119992 | PA      | $122516.31     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599832                      | CUSIP: 36200FLM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12245 | PA      | $12753.20      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711188                      | CUSIP: 36297GCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33810 | PA      | $33898.27      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4598                        | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1846 | PA      | $1849.59       | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682466                      | CUSIP: 36295WFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191657 | PA      | $192235.40     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1722                      | CUSIP: 36182V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150753 | PA      | $148715.47     | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633800                      | CUSIP: 36291PDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43526 | PA      | $45400.51      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486691                      | CUSIP: 36210AUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4848 | PA      | $5013.13       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595891                      | CUSIP: 36200A7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6869 | PA      | $6988.65       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3374                        | CUSIP: 36202DXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111581 | PA      | $113313.32     | 0.00%             | 2033-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543029                      | CUSIP: 36212THE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3620 | PA      | $3743.48       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4537873 | PA      | $4527081.14    | 0.04%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487239                      | CUSIP: 36210BHQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        292 | PA      | $301.83        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474630                      | CUSIP: 36209LHF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1304 | PA      | $1348.33       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620563                      | CUSIP: 36290XML1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20103 | PA      | $20449.23      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34085 | PA      | $32976.98      | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434079                      | CUSIP: 36207KFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         15 | PA      | $15.17         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2631                      | CUSIP: 36177Y4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500072 | PA      | $459362.27     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586467                      | CUSIP: 36201LQU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1068 | PA      | $1068.62       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597339                      | CUSIP: 36200CS48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2505 | PA      | $2604.63       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889859                      | CUSIP: 31410KTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4261 | PA      | $4541.14       | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623958                      | CUSIP: 36291CE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8595 | PA      | $8767.51       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506402                      | CUSIP: 36210YRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10163 | PA      | $10398.47      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2520 BE                    | CUSIP: 31392XV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48296 | PA      | $50378.10      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD0946                      | CUSIP: 3140F8BQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     535848 | PA      | $520246.10     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456944                      | CUSIP: 36208PS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         37 | PA      | $38.45         | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745060                      | CUSIP: 3620C0WV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49460 | PA      | $49591.47      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503058                      | CUSIP: 36210UZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         63 | PA      | $65.40         | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566490                      | CUSIP: 36213WKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16441 | PA      | $16727.81      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610363                      | CUSIP: 36202VB83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23828 | PA      | $24157.17      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731526                      | CUSIP: 3620AJVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1620 | PA      | $1622.83       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485603                      | CUSIP: 36209YNU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2304 | PA      | $2405.11       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495798                      | CUSIP: 36210LX32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2131 | PA      | $2204.03       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464089                      | CUSIP: 36208XRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         78 | PA      | $80.19         | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529910                      | CUSIP: 36212CVB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14683 | PA      | $15331.50      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651790                      | CUSIP: 36292LC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14484 | PA      | $14552.13      | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636795                      | CUSIP: 36291SNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4383 | PA      | $4565.93       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614555                      | CUSIP: 36290QWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91206 | PA      | $92841.96      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3582                        | CUSIP: 36202D6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96773 | PA      | $98402.94      | 0.00%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3395                      | CUSIP: 36178AXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8048 | PA      | $7392.42       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755956                      | CUSIP: 36230QTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1457386 | PA      | $1418567.94    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488259                      | CUSIP: 36210CMG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1069 | PA      | $1105.98       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550644                      | CUSIP: 36213CWD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170175 | PA      | $173523.27     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631380                      | CUSIP: 36291LM51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6324 | PA      | $6444.92       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577735                      | CUSIP: 36201AY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39698 | PA      | $41217.26      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757464                      | CUSIP: 36230SJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379383 | PA      | $357637.20     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568267                      | CUSIP: 36213YJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18483 | PA      | $19203.60      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733236                      | CUSIP: 3620ALSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68543 | PA      | $69986.85      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568847                      | CUSIP: 36213Y5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1498 | PA      | $1548.78       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752978                      | CUSIP: 36230MJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4482 | PA      | $4345.46       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE3196                      | CUSIP: 36180VRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49926 | PA      | $45775.17      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506659                      | CUSIP: 36210YZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2703 | PA      | $2765.34       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434271                      | CUSIP: 36207KMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3732 | PA      | $3818.54       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567028                      | CUSIP: 36213W4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6133 | PA      | $6410.81       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433681                      | CUSIP: 36207JXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3206 | PA      | $3315.50       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599618                      | CUSIP: 36200FDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        646 | PA      | $658.62        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487058                      | CUSIP: 36210BB38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        714 | PA      | $738.81        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783178                      | CUSIP: 36241LQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11979 | PA      | $12002.03      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723566                      | CUSIP: 3620A9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28754 | PA      | $29351.79      | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-42 DK                 | CUSIP: 38379LDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2243709 | PA      | $2120353.46    | 0.02%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675376                      | CUSIP: 36295NJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69181 | PA      | $70601.00      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727324                      | CUSIP: 3620AEAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38565 | PA      | $39376.23      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE1962                      | CUSIP: 3140BEFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1279451 | PA      | $1298052.94    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4102                      | CUSIP: 36180FRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134094 | PA      | $123459.27     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 518985                      | CUSIP: 36211PRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4786 | PA      | $4968.73       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583169                      | CUSIP: 36201G2A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20660 | PA      | $21465.78      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0852                      | CUSIP: 36179M5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3312519 | PA      | $3141051.45    | 0.03%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM9857                      | CUSIP: 36185C5S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227205 | PA      | $219266.89     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503076                      | CUSIP: 36210U2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2725 | PA      | $2788.02       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612765                      | CUSIP: 36202XW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88036 | PA      | $89420.53      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529925                      | CUSIP: 36212CVS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25439 | PA      | $26576.58      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734224                      | CUSIP: 3620AMVR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     650639 | PA      | $651833.61     | 0.01%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13701751 | PA      | $10922950.78   | 0.10%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463898                      | CUSIP: 36208XKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        382 | PA      | $395.29        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796081                      | CUSIP: 36177QXK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329198 | PA      | $319081.35     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482877                      | CUSIP: 36209VM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        493 | PA      | $509.63        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778798                      | CUSIP: 36176W7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77415 | PA      | $75215.17      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 193709                      | CUSIP: 36217HDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        937 | PA      | $969.01        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497585                      | CUSIP: 36210NXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        262 | PA      | $270.70        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627817                      | CUSIP: 36291GPA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5039 | PA      | $5237.86       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 2 2/26                    | CUSIP: 21H020626<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -624149000 | PA      | $-519200717.42 | -4.66%            | 2026-02-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457135                      | CUSIP: 36208PY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $87.28         | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704621                      | CUSIP: 36296XYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19520 | PA      | $19575.09      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492360                      | CUSIP: 36210G5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3693 | PA      | $3818.54       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611578                      | CUSIP: 36202WM30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15602 | PA      | $16237.92      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494503                      | CUSIP: 36210KKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        184 | PA      | $189.94        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9175                      | CUSIP: 36178WFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     532147 | PA      | $490320.55     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634819                      | CUSIP: 36291QG40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8097 | PA      | $8335.09       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570254                      | CUSIP: 36200RQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3633 | PA      | $3743.17       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619119                      | CUSIP: 36290VYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50301 | PA      | $52424.80      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8801                      | CUSIP: 36180MX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305461 | PA      | $288263.45     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583822                      | CUSIP: 36201HSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12627 | PA      | $12835.71      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 167428                      | CUSIP: 36216K4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3594 | PA      | $3677.69       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2028                      | CUSIP: 36180UHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89348 | PA      | $82167.65      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553019                      | CUSIP: 36213FK85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224368 | PA      | $233120.28     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672755                      | CUSIP: 36295KMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1507 | PA      | $1537.94       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q20633                      | CUSIP: 3132JMV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41424 | PA      | $40474.64      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605475                      | CUSIP: 36200NT84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4864 | PA      | $4955.86       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613871                      | CUSIP: 36290N6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31145 | PA      | $31661.13      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473129                      | CUSIP: 36209JSS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3838 | PA      | $3968.61       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719221                      | CUSIP: 3620A5AW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3651 | PA      | $3573.10       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698482                      | CUSIP: 36296Q6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158402 | PA      | $158848.77     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506617                      | CUSIP: 36210YYN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3735 | PA      | $3821.30       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539535                      | CUSIP: 36212PLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3980 | PA      | $4144.70       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575436                      | CUSIP: 36200XHM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9799 | PA      | $10262.61      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782440                      | CUSIP: 36241KV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217720 | PA      | $222221.47     | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649817                      | CUSIP: 36292H4A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32271 | PA      | $33574.72      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650732                      | CUSIP: 36292J4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152037 | PA      | $158648.18     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464893                      | CUSIP: 36208YNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6424 | PA      | $6643.43       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630026                      | CUSIP: 36291J4K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10863 | PA      | $11284.99      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535572                      | CUSIP: 36212J6H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3349 | PA      | $3490.22       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2135 JE                    | CUSIP: 3133TJWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16100 | PA      | $16566.51      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629461                      | CUSIP: 36291JJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27284 | PA      | $27797.14      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                              | SOCGEN TRIPARTY TSY            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529867                      | CUSIP: 36212CTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27838 | PA      | $28993.41      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484342                      | CUSIP: 36209XBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        296 | PA      | $306.15        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2118                      | CUSIP: 36180UK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20676 | PA      | $18978.36      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751469                      | CUSIP: 36230KT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25382 | PA      | $24648.30      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q28789                      | CUSIP: 3132M9NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110360 | PA      | $110896.61     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645700                      | CUSIP: 36292DKM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19411 | PA      | $19791.81      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0601                      | CUSIP: 36177WU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145611 | PA      | $139398.91     | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767353                      | CUSIP: 36176JH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132383 | PA      | $124432.64     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795220                      | CUSIP: 36177PYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59664 | PA      | $56298.69      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421399                      | CUSIP: 36206UDC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        384 | PA      | $384.17        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751883                      | CUSIP: 36230LCU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31510 | PA      | $30660.35      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5263                      | CUSIP: 36179TZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20553547 | PA      | $19241277.16   | 0.17%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779747                      | CUSIP: 36176YBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8024 | PA      | $7576.82       | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698401                      | CUSIP: 36296Q3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12861 | PA      | $12896.75      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610858                      | CUSIP: 36202VTP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2999 | PA      | $3124.28       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593293                      | CUSIP: 36201UC69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2289 | PA      | $2375.37       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     571851 | PA      | $537485.33     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745199                      | CUSIP: 3620C03G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     637535 | PA      | $651029.20     | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684131                      | CUSIP: 36295YA86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7897 | PA      | $8064.03       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05508                      | CUSIP: 3128M7NZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13197 | PA      | $13520.36      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472028                      | CUSIP: 36209HLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3114 | PA      | $3220.21       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618631                      | CUSIP: 36290VHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6933 | PA      | $7214.88       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-4 MA                  | CUSIP: 38379TU64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2171577 | PA      | $2046766.81    | 0.02%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615893                      | CUSIP: 36290SGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113766 | PA      | $115752.79     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574452                      | CUSIP: 36200WEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41174 | PA      | $42638.79      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555387                      | CUSIP: 36213H6Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6197 | PA      | $6408.72       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503581                      | CUSIP: 36210VM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3925 | PA      | $4015.91       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469900                      | CUSIP: 36209E7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        688 | PA      | $710.98        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584986                      | CUSIP: 36201J2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7063 | PA      | $7313.96       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779990                      | CUSIP: 36177HC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59519 | PA      | $59602.54      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542478                      | CUSIP: 36212SUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1080 | PA      | $1125.25       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476055                      | CUSIP: 36209MZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5478 | PA      | $5664.55       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485604                      | CUSIP: 36209YNV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2531 | PA      | $2642.71       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619598                      | CUSIP: 36290WKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19974 | PA      | $20320.12      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595199                      | CUSIP: 36200AGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        823 | PA      | $836.34        | 0.00%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625596                      | CUSIP: 36291D7H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18411 | PA      | $18752.79      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-57 BA                 | CUSIP: 3136AXNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6560934 | PA      | $5927754.08    | 0.05%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564257                      | CUSIP: 36213TZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22610 | PA      | $23644.45      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565924                      | CUSIP: 36213VVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6482 | PA      | $6781.56       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613033                      | CUSIP: 36290NBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2967 | PA      | $3009.53       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738846                      | CUSIP: 3620ASZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78282 | PA      | $75952.66      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0625                      | CUSIP: 36179MVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4645930 | PA      | $4408635.86    | 0.04%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723288                      | CUSIP: 3620A9RH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223111 | PA      | $223717.07     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8972                      | CUSIP: 36183E6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55115 | PA      | $54369.89      | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755957                      | CUSIP: 36230QTN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     412005 | PA      | $400627.64     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483822                      | CUSIP: 36209WPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5568 | PA      | $5758.42       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510403                      | CUSIP: 36211EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79223 | PA      | $80662.02      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490164                      | CUSIP: 36210EQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        416 | PA      | $430.23        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 210344                      | CUSIP: 362172S90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         78 | PA      | $78.03         | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0896                      | CUSIP: 36178K7H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     816625 | PA      | $772562.35     | 0.01%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781561                      | CUSIP: 36225BWW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3966 | PA      | $4134.47       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699884                      | CUSIP: 36296SRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64869 | PA      | $64998.17      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2013-60 PG                 | CUSIP: 3136AEV95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1887085 | PA      | $1815115.08    | 0.02%             | 2042-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464819                      | CUSIP: 36208YK81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2423 | PA      | $2505.31       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459802                      | CUSIP: 36208SX72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3836 | PA      | $3967.04       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5736                      | CUSIP: 36186NLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2758971 | PA      | $2509399.98    | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476989                      | CUSIP: 36209N2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8460 | PA      | $8655.91       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741794                      | CUSIP: 3620AWC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     339318 | PA      | $319697.52     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604470                      | CUSIP: 36200MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36479 | PA      | $37083.67      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491387                      | CUSIP: 36210F2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2294 | PA      | $2372.20       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06009                      | CUSIP: 3128M8AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24275 | PA      | $24879.44      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782916                      | CUSIP: 36241LGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43749 | PA      | $45146.82      | 0.00%             | 2040-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564075                      | CUSIP: 36213TT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2775 | PA      | $2888.78       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560396                      | CUSIP: 36213PRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14808 | PA      | $15413.86      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615523                      | CUSIP: 36290RYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53719 | PA      | $54637.03      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742239                      | CUSIP: 3620AWS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2067 | PA      | $2007.38       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451623                      | CUSIP: 36208HVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13426 | PA      | $13736.70      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603675                      | CUSIP: 36200KT80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3329 | PA      | $3382.17       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493630                      | CUSIP: 36210JLK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1711 | PA      | $1769.08       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749869                      | CUSIP: 3620C6CE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151841 | PA      | $151892.78     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609544                      | CUSIP: 36202UER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5749 | PA      | $5976.03       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651903                      | CUSIP: 36292LGL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4147 | PA      | $4231.42       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465362                      | CUSIP: 36208Y5X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $75.22         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743016                      | CUSIP: 3620AXN95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205852 | PA      | $199761.98     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611472                      | CUSIP: 36202WJR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9047 | PA      | $9403.13       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457800                      | CUSIP: 36208QRV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4976 | PA      | $5145.96       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745854                      | CUSIP: 3620C1TK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101092 | PA      | $98349.42      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491253                      | CUSIP: 36210FWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16685 | PA      | $17071.86      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23436 | PA      | $23642.38      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749757                      | CUSIP: 3620C55S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     872355 | PA      | $874277.61     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684113                      | CUSIP: 36295YAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5419 | PA      | $5533.20       | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0024                      | CUSIP: 36179MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11648 | PA      | $11660.94      | 0.00%             | 2042-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460726                      | CUSIP: 36208TYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1602 | PA      | $1657.08       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765886                      | CUSIP: 36176GUK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66881 | PA      | $67021.00      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 435068                      | CUSIP: 36207LJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1173 | PA      | $1213.07       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769229                      | CUSIP: 36176LLJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5530 | PA      | $5388.57       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457980                      | CUSIP: 36208QXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1582 | PA      | $1635.81       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724239                      | CUSIP: 3620AAS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     333418 | PA      | $334204.95     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6788                      | CUSIP: 36178TRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59082 | PA      | $55809.74      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ6902                      | CUSIP: 36183CU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113984 | PA      | $104084.38     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613051                      | CUSIP: 36290NBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3419 | PA      | $3478.10       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2465                      | CUSIP: 36180DW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     591807 | PA      | $556702.44     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502991                      | CUSIP: 36210UXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $46.27         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604711                      | CUSIP: 36200MYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30588 | PA      | $30747.12      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3135                      | CUSIP: 36180EPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209225 | PA      | $192558.47     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL9862                      | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18839 | PA      | $18689.04      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM3944                      | CUSIP: 36184QLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     299565 | PA      | $288527.57     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743017                      | CUSIP: 3620AXPA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     436544 | PA      | $423990.79     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2713                        | CUSIP: 36202DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114997 | PA      | $117669.09     | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782997                      | CUSIP: 36241LKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8717 | PA      | $8900.81       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769920                      | CUSIP: 36176MDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14224 | PA      | $14268.59      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510399                      | CUSIP: 36211D7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243503 | PA      | $248155.62     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759082                      | CUSIP: 36230UCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95484 | PA      | $92816.06      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60109                      | CUSIP: 31335ADN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     877226 | PA      | $886566.31     | 0.01%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603475                      | CUSIP: 36200KMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1739 | PA      | $1762.60       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501019                      | CUSIP: 36210SSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8581 | PA      | $8946.21       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781255                      | CUSIP: 36225BMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        940 | PA      | $961.60        | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9127                      | CUSIP: 36184HD84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     966996 | PA      | $933645.36     | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629880                      | CUSIP: 36291JXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86658 | PA      | $90000.43      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   63440252 | PA      | $54965522.88   | 0.49%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513704                      | CUSIP: 36211HU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14394 | PA      | $14885.42      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430883                      | CUSIP: 36207FUG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        665 | PA      | $665.07        | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494576                      | CUSIP: 36210KMZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26892 | PA      | $27515.51      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641275                      | CUSIP: 36291XMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55480 | PA      | $56535.84      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552314                      | CUSIP: 36213ESB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3064 | PA      | $3173.08       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1621                      | CUSIP: 36180CYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111482 | PA      | $105767.20     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507811                      | CUSIP: 36211BDQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3265 | PA      | $3376.60       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767249                      | CUSIP: 36176JEW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11556 | PA      | $11216.21      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758308                      | CUSIP: 36230TGR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125048 | PA      | $118234.86     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769620                      | CUSIP: 36176LYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     561359 | PA      | $529324.69     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619596                      | CUSIP: 36290WKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48441 | PA      | $49281.23      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747923                      | CUSIP: 3620C34G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     373757 | PA      | $363255.47     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612523                      | CUSIP: 36202XPG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6798 | PA      | $6894.50       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3330                        | CUSIP: 36202DVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18656 | PA      | $18731.60      | 0.00%             | 2032-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433723                      | CUSIP: 36207JYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        116 | PA      | $119.74        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613848                      | CUSIP: 36290N5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3061 | PA      | $3111.34       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751573                      | CUSIP: 36230KXA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172530 | PA      | $167425.98     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677173                      | CUSIP: 36295QJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26003 | PA      | $26547.16      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647841                      | CUSIP: 36292FWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14261 | PA      | $14533.44      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607205                      | CUSIP: 36201YR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30753 | PA      | $31965.10      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649515                      | CUSIP: 36292HSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29323 | PA      | $29461.91      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749253                      | CUSIP: 3620C5MA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247722 | PA      | $240515.66     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724828                      | CUSIP: 3620ABHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75492 | PA      | $75500.76      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764243                      | CUSIP: 36176EZG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6130 | PA      | $5958.89       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 534016                      | CUSIP: 36212HGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56686 | PA      | $58609.78      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-163 PY                | CUSIP: 38380KMQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2140761 | PA      | $1559038.74    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676707                      | CUSIP: 36295PYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4878 | PA      | $4976.66       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588175                      | CUSIP: 36201NMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33413 | PA      | $34798.61      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460689                      | CUSIP: 36208TXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1662 | PA      | $1673.75       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447975                      | CUSIP: 36208DT88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3522 | PA      | $3642.41       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620448                      | CUSIP: 36290XHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5546 | PA      | $5637.95       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714710                      | CUSIP: 3620A0AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300785 | PA      | $301647.78     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678619                      | CUSIP: 36295R4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152068 | PA      | $152342.26     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749442                      | CUSIP: 3620C5S73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116466 | PA      | $116680.27     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564232                      | CUSIP: 36213TY56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6085 | PA      | $6278.94       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741628                      | CUSIP: 3620AV4M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95450 | PA      | $95659.93      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469988                      | CUSIP: 36209FCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1442 | PA      | $1475.68       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615834                      | CUSIP: 36290SEF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7795 | PA      | $7924.73       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466453                      | CUSIP: 36209BE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        412 | PA      | $421.60        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658093                      | CUSIP: 36294SC62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10217 | PA      | $10426.76      | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1136                      | CUSIP: 36183WHM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114862 | PA      | $104962.88     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419159                      | CUSIP: 36206RTQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        312 | PA      | $318.83        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631077                      | CUSIP: 36291LCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11719 | PA      | $12209.05      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0210                      | CUSIP: 36180BGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47759 | PA      | $45321.48      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748811                      | CUSIP: 3620C43U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41800 | PA      | $41913.32      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724258                      | CUSIP: 3620AATP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1365 | PA      | $1368.79       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550655                      | CUSIP: 36213CWQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22760 | PA      | $22874.89      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603107                      | CUSIP: 36200KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17917 | PA      | $18612.85      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5792                      | CUSIP: 31418FNJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6063623 | PA      | $6151781.28    | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491144                      | CUSIP: 36210FS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17496 | PA      | $17901.63      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723646                      | CUSIP: 3620A95F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73296 | PA      | $73513.91      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AX1701                      | CUSIP: 3138Y23K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19733 | PA      | $19279.62      | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570566                      | CUSIP: 36200RZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30997 | PA      | $32292.93      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2112 J                     | CUSIP: 3133THM53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43715 | PA      | $44397.69      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496520                      | CUSIP: 36210MSH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        839 | PA      | $844.61        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490800                      | CUSIP: 36210FGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2117 | PA      | $2166.36       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602394                      | CUSIP: 36200JGB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11464 | PA      | $11522.44      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484534                      | CUSIP: 36209XHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8324 | PA      | $8517.12       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0143                      | CUSIP: 36180BEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55199 | PA      | $52074.03      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675339                      | CUSIP: 36295NHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25887 | PA      | $26421.10      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691698                      | CUSIP: 36296HNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     711510 | PA      | $693028.20     | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416210                      | CUSIP: 36206NKX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         66 | PA      | $65.66         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723662                      | CUSIP: 3620A95X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159047 | PA      | $159455.37     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6101                      | CUSIP: 36178DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92766 | PA      | $83215.13      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651717                      | CUSIP: 36292LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40046 | PA      | $40238.47      | 0.00%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706826                      | CUSIP: 36297BHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95011 | PA      | $95027.32      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486474                      | CUSIP: 36210AMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        946 | PA      | $968.03        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741351                      | CUSIP: 3620AVTG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21024 | PA      | $21468.33      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616083                      | CUSIP: 36290SM81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $581.02        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554922                      | CUSIP: 36213HPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8032 | PA      | $8382.62       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446776                      | CUSIP: 36208CJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1022 | PA      | $1045.77       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616065                      | CUSIP: 36290SMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18352 | PA      | $19065.05      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728924                      | CUSIP: 3620AFYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12449 | PA      | $12711.11      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-133 BT                | CUSIP: 38380HCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2251453 | PA      | $2094830.86    | 0.02%             | 2047-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443678                      | CUSIP: 36207V2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7172 | PA      | $7417.10       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728792                      | CUSIP: 3620AFUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62578 | PA      | $62738.50      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566309                      | CUSIP: 36213WDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4326 | PA      | $4513.06       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389719                      | CUSIP: 36205F4C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12885 | PA      | $13401.58      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9747                      | CUSIP: 36181DZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     423495 | PA      | $397246.27     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604539                      | CUSIP: 36200MS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2848 | PA      | $2913.94       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494264                      | CUSIP: 36210KB95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8524 | PA      | $8814.83       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97184                      | CUSIP: 3129456V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78310 | PA      | $78950.13      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629778                      | CUSIP: 36291JUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66889 | PA      | $63058.36      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616257                      | CUSIP: 36290STN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22249 | PA      | $22646.07      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605967                      | CUSIP: 36201XFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31875 | PA      | $33008.28      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782068                      | CUSIP: 36241KJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4046 | PA      | $4124.21       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653160                      | CUSIP: 36292MTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23543 | PA      | $24311.65      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS4206                      | CUSIP: 3138WDU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26206 | PA      | $25824.78      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566596                      | CUSIP: 36213WNM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13798 | PA      | $14268.91      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607275                      | CUSIP: 36201YT89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18550 | PA      | $18882.40      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578395                      | CUSIP: 36201BRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        216 | PA      | $225.18        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546765                      | CUSIP: 36212XMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20260 | PA      | $20326.02      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590450                      | CUSIP: 36201Q5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42110 | PA      | $43797.75      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628913                      | CUSIP: 36291HVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30511 | PA      | $31051.53      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA2589                      | CUSIP: 31418B2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        523 | PA      | $521.66        | 0.00%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628042                      | CUSIP: 36291GWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5732 | PA      | $5948.24       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE2028                      | CUSIP: 3140BEHE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171541 | PA      | $174035.13     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781730                      | CUSIP: 36225B4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3828 | PA      | $3895.63       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478110                      | CUSIP: 36209QDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        142 | PA      | $147.00        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745188                      | CUSIP: 3620C02V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10810 | PA      | $10834.04      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614960                      | CUSIP: 36290RE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6040 | PA      | $6152.39       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480561                      | CUSIP: 36209SZ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2289 | PA      | $2367.45       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467705                      | CUSIP: 36209CR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        171 | PA      | $176.63        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776566                      | CUSIP: 36176UQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11653 | PA      | $11307.99      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604550                      | CUSIP: 36200MTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     362245 | PA      | $368482.81     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08551                      | CUSIP: 3128MJTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16572 | PA      | $16158.34      | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662927                      | CUSIP: 36294XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20442 | PA      | $21139.63      | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8796                      | CUSIP: 36181CXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45508 | PA      | $41771.73      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465551                      | CUSIP: 36209AEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3137 | PA      | $3243.60       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772031                      | CUSIP: 36176PPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54743 | PA      | $53177.51      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509583                      | CUSIP: 36211DCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        751 | PA      | $776.30        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662145                      | CUSIP: 36294WTA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95692 | PA      | $98578.79      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733792                      | CUSIP: 3620AMF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44212 | PA      | $45146.91      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456884                      | CUSIP: 36208PRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5077 | PA      | $5250.48       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-142 ZA                | CUSIP: 38379GME4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5018408 | PA      | $4766546.50    | 0.04%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633574                      | CUSIP: 36291N2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7134 | PA      | $7264.83       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711552                      | CUSIP: 36297GQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167945 | PA      | $167975.05     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609689                      | CUSIP: 36202UKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4032 | PA      | $4104.59       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2040                      | CUSIP: 36179BHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169083 | PA      | $159391.00     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738720                      | CUSIP: 3620ASVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99027 | PA      | $96405.48      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520079                      | CUSIP: 36211QXG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4559 | PA      | $4712.22       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622445                      | CUSIP: 36291AP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60860 | PA      | $62013.61      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587218                      | CUSIP: 36201MK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7161 | PA      | $7443.32       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772398                      | CUSIP: 36176P3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111886 | PA      | $105277.09     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782295                      | CUSIP: 36241KRQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1843 | PA      | $1900.57       | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720200                      | CUSIP: 3620A6DD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1292 | PA      | $1319.35       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791824                      | CUSIP: 36177LA20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38528 | PA      | $36258.25      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473492                      | CUSIP: 36209J7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2956 | PA      | $3056.74       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709791                      | CUSIP: 36297ERL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3639 | PA      | $3757.43       | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791245                      | CUSIP: 36177KL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19647 | PA      | $19065.54      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487199                      | CUSIP: 36210BGG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        339 | PA      | $350.59        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 415137                      | CUSIP: 36206MEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         18 | PA      | $17.73         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649168                      | CUSIP: 36292HFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45556 | PA      | $47338.22      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783262                      | CUSIP: 36241LTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     371142 | PA      | $372036.87     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724267                      | CUSIP: 3620AATY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4058 | PA      | $4143.35       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551358                      | CUSIP: 36213DQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        188 | PA      | $193.93        | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623331                      | CUSIP: 36291BPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8043 | PA      | $8180.96       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462820                      | CUSIP: 36208WDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2427 | PA      | $2483.75       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783476                      | CUSIP: 36241L2H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2445199 | PA      | $2496734.53    | 0.02%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605764                      | CUSIP: 36200N5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65946 | PA      | $67097.89      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781650                      | CUSIP: 36225BZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161233 | PA      | $167343.45     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494246                      | CUSIP: 36210KBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        436 | PA      | $450.46        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633178                      | CUSIP: 36291NM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2171 | PA      | $2211.94       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622039                      | CUSIP: 36291ABG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56444 | PA      | $57935.38      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4923                        | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38927 | PA      | $38982.22      | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465373                      | CUSIP: 36208Y6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1301 | PA      | $1330.67       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721231                      | CUSIP: 3620A7HG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1165 | PA      | $1189.16       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0536                      | CUSIP: 36179MSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43442 | PA      | $43479.78      | 0.00%             | 2042-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488472                      | CUSIP: 36210CT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6220 | PA      | $6363.75       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738111                      | CUSIP: 3620ASAL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119735 | PA      | $116487.19     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2392                      | CUSIP: 36180DUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21216 | PA      | $20035.63      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701964                      | CUSIP: 36296UZ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42591 | PA      | $42715.08      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620454                      | CUSIP: 36290XH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19693 | PA      | $20029.46      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756956                      | CUSIP: 36230RWR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61858 | PA      | $63169.70      | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619593                      | CUSIP: 36290WKE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12657 | PA      | $12865.31      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726271                      | CUSIP: 3620AC2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103043 | PA      | $103312.40     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618360                      | CUSIP: 36290U5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3129 | PA      | $3223.76       | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL3727                      | CUSIP: 36184AD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221543 | PA      | $213443.53     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q57772                      | CUSIP: 3132Y1T65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76031 | PA      | $71041.75      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487968                      | CUSIP: 36210CCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        149 | PA      | $154.51        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2121 MG                    | CUSIP: 3133TJA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6915 | PA      | $7057.03       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591754                      | CUSIP: 36201SMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5638 | PA      | $5651.09       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622560                      | CUSIP: 36291ATR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58300 | PA      | $60531.74      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548793                      | CUSIP: 36213AUS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16725 | PA      | $16918.39      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3940                      | CUSIP: 36179DLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220045 | PA      | $207599.99     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495941                      | CUSIP: 36210L5A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        529 | PA      | $547.26        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590235                      | CUSIP: 36201QV42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        770 | PA      | $797.74        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613027                      | CUSIP: 36290NA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        771 | PA      | $783.27        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482932                      | CUSIP: 36209VPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2631 | PA      | $2692.03       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615948                      | CUSIP: 36290SHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81208 | PA      | $82606.11      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609453                      | CUSIP: 36202UBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19356 | PA      | $19457.12      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726484                      | CUSIP: 3620ADCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98438 | PA      | $98650.19      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510925                      | CUSIP: 36211ESN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7746 | PA      | $7925.60       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610991                      | CUSIP: 36202VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69507 | PA      | $70777.93      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2756                      | CUSIP: 36179RBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6542 | PA      | $6540.07       | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734690                      | CUSIP: 3620ANF70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1324647 | PA      | $1327704.85    | 0.01%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783590                      | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170414 | PA      | $170611.08     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757579                      | CUSIP: 36230SM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60859 | PA      | $59178.54      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472966                      | CUSIP: 36209JMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1954 | PA      | $2020.51       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615517                      | CUSIP: 36290RYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11256 | PA      | $11313.38      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468128                      | CUSIP: 36209DA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        747 | PA      | $772.92        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490491                      | CUSIP: 36210E2Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8383 | PA      | $8577.70       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546413                      | CUSIP: 36212XAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1827 | PA      | $1909.23       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488230                      | CUSIP: 36210CLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1603 | PA      | $1657.23       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579312                      | CUSIP: 36201CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2467 | PA      | $2524.66       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7237                      | CUSIP: 36178UBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136779 | PA      | $129486.72     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476106                      | CUSIP: 36209M3P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3631 | PA      | $3755.25       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417677                      | CUSIP: 36206P6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7415 | PA      | $7587.35       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473254                      | CUSIP: 36209JWP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8716 | PA      | $9013.20       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1862                      | CUSIP: 36180UB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     791036 | PA      | $729424.09     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583000                      | CUSIP: 36201GUZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53827 | PA      | $54799.13      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94713                      | CUSIP: 312943GW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1860 | PA      | $1825.49       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710155                      | CUSIP: 36297E5Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91213 | PA      | $88723.43      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772030                      | CUSIP: 36176PPP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382550 | PA      | $371168.78     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466833                      | CUSIP: 36209BSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        716 | PA      | $740.02        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550521                      | CUSIP: 36213CSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53606 | PA      | $54585.44      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733812                      | CUSIP: 3620AMGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10361 | PA      | $9764.56       | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685816                      | CUSIP: 36296A3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1311856 | PA      | $1277563.34    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8245                      | CUSIP: 36178GES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37303 | PA      | $35562.77      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757159                      | CUSIP: 36230R5U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217072 | PA      | $211614.26     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2258                      | CUSIP: 36180DQK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248385 | PA      | $234022.65     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491490                      | CUSIP: 36210F7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12655 | PA      | $13086.92      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582381                      | CUSIP: 36201F6S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2279 | PA      | $2331.48       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571287                      | CUSIP: 36200SUL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1473 | PA      | $1481.81       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792946                      | CUSIP: 36177MHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57624 | PA      | $55807.14      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743479                      | CUSIP: 3620AX6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31022 | PA      | $30242.16      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461206                      | CUSIP: 36208UKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1096 | PA      | $1132.97       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484225                      | CUSIP: 36209W4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         11 | PA      | $11.26         | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705944                      | CUSIP: 36297AHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179713 | PA      | $165973.31     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  129683856 | PA      | $121647166.14  | 1.09%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS6521                      | CUSIP: 3132A7G62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5444 | PA      | $5405.43       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473597                      | CUSIP: 36209KDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5995 | PA      | $6200.01       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634416                      | CUSIP: 36291PYM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3905 | PA      | $3977.28       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552232                      | CUSIP: 36213EPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119764 | PA      | $124211.60     | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491107                      | CUSIP: 36210FR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        770 | PA      | $787.98        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620495                      | CUSIP: 36290XKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9426 | PA      | $9589.65       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598004                      | CUSIP: 36200DKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10823 | PA      | $11264.22      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08459                      | CUSIP: 3128MJQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3370 | PA      | $3303.26       | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726228                      | CUSIP: 3620ACYZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4140 | PA      | $3903.01       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490796                      | CUSIP: 36210FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7027 | PA      | $7189.38       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457791                      | CUSIP: 36208QRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        363 | PA      | $371.18        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729017                      | CUSIP: 3620AF4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23109 | PA      | $23184.42      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2999                      | CUSIP: 36178NKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8021778 | PA      | $7411379.16    | 0.07%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690653                      | CUSIP: 36296GH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     371503 | PA      | $362412.22     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  264602747 | PA      | $220203914.33  | 1.98%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD8418                      | CUSIP: 3140B9K81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208114 | PA      | $211139.33     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710496                      | CUSIP: 36297FKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59352 | PA      | $57810.40      | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643581                      | CUSIP: 36292A6S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40396 | PA      | $42119.64      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498737                      | CUSIP: 36210QBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        529 | PA      | $546.72        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615869                      | CUSIP: 36290SFJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38916 | PA      | $39116.31      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 4.5 2/26                  | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -46195000 | PA      | $-45244034.35  | -0.41%            | 2026-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3623                        | CUSIP: 36202EAY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205235 | PA      | $208750.04     | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594952                      | CUSIP: 36201V5M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47841 | PA      | $49523.37      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481376                      | CUSIP: 36209TXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8971 | PA      | $9277.46       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497603                      | CUSIP: 36210NX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2360 | PA      | $2440.77       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782564                      | CUSIP: 36241KZ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30547 | PA      | $31193.23      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773663                      | CUSIP: 36176RJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39555 | PA      | $38430.82      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630113                      | CUSIP: 36291KAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54668 | PA      | $56876.53      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497599                      | CUSIP: 36210NX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4350 | PA      | $4451.09       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502680                      | CUSIP: 36210UM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2067 | PA      | $2137.12       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474804                      | CUSIP: 36209LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11226 | PA      | $11608.66      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640962                      | CUSIP: 36291XB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53838 | PA      | $54816.35      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744386                      | CUSIP: 3620AY6X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     722038 | PA      | $702100.12     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494310                      | CUSIP: 36210KDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        623 | PA      | $644.25        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597969                      | CUSIP: 36200DJN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11979 | PA      | $12170.43      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 5 2/26                    | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50630000 | PA      | $50620111.96   | 0.45%             | 2026-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723354                      | CUSIP: 3620A9TK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16413 | PA      | $16758.23      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593852                      | CUSIP: 36201UWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1878 | PA      | $1928.46       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5611                      | CUSIP: 36178SGU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11980 | PA      | $11299.21      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4577                      | CUSIP: 36180GCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163655 | PA      | $145689.37     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0022                      | CUSIP: 36179MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1903996 | PA      | $1810300.11    | 0.02%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495880                      | CUSIP: 36210L2M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1964 | PA      | $2031.31       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499348                      | CUSIP: 36210QWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6994 | PA      | $7156.01       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562521                      | CUSIP: 36213R4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19764 | PA      | $20138.74      | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557386                      | CUSIP: 36213LF39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        710 | PA      | $734.11        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2654                      | CUSIP: 36177Y5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     658544 | PA      | $604249.23     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749257                      | CUSIP: 3620C5ME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     383421 | PA      | $382191.10     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460545                      | CUSIP: 36208TTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3308 | PA      | $3420.66       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730387                      | CUSIP: 3620AHNC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40005 | PA      | $40852.51      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470131                      | CUSIP: 36209FHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1284 | PA      | $1327.38       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1647                      | CUSIP: 36178LZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64999 | PA      | $61111.11      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0188                      | CUSIP: 36180SF58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329615 | PA      | $303010.98     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650357                      | CUSIP: 36292JQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59342 | PA      | $61822.37      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594933                      | CUSIP: 36201V4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30663 | PA      | $31903.40      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473519                      | CUSIP: 36209KAU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2155 | PA      | $2228.67       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN9827                      | CUSIP: 36187S4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     261571 | PA      | $251895.43     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465527                      | CUSIP: 36209AD80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $26.07         | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586529                      | CUSIP: 36201LSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22830 | PA      | $23412.75      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433911                      | CUSIP: 36207KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1556 | PA      | $1609.12       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460293                      | CUSIP: 36208TKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1294 | PA      | $1337.98       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7330                      | CUSIP: 3138LLEC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3337704 | PA      | $2955054.26    | 0.03%             | 2037-12-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562345                      | CUSIP: 36213RWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1904 | PA      | $1938.98       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649539                      | CUSIP: 36292HS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30889 | PA      | $32053.73      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599388                      | CUSIP: 36200E2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17978 | PA      | $18711.17      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 420628                      | CUSIP: 36206THD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8115 | PA      | $8423.84       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613048                      | CUSIP: 36290NBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        823 | PA      | $835.70        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581534                      | CUSIP: 36201FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3892 | PA      | $4049.07       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587079                      | CUSIP: 36201MFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        544 | PA      | $564.50        | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501532                      | CUSIP: 36210TED4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        746 | PA      | $763.38        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765950                      | CUSIP: 36176GWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     447714 | PA      | $435062.39     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462667                      | CUSIP: 36208V6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3083 | PA      | $3154.22       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610372                      | CUSIP: 36202VCH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79419 | PA      | $80796.48      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781802                      | CUSIP: 36241KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61814 | PA      | $62132.41      | 0.00%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548554                      | CUSIP: 36213AMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9755 | PA      | $10186.28      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ4369                      | CUSIP: 3142GU2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13701636 | PA      | $14042140.63   | 0.13%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476994                      | CUSIP: 36209N3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1444 | PA      | $1493.23       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593424                      | CUSIP: 36201UG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30702 | PA      | $31188.91      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549313                      | CUSIP: 36213BGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        849 | PA      | $884.51        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627185                      | CUSIP: 36291FXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28238 | PA      | $28766.61      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY3469                      | CUSIP: 31426M2B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186649 | PA      | $189362.35     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-44 AD                 | CUSIP: 38379RPP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1281586 | PA      | $1243359.85    | 0.01%             | 2048-11-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608315                      | CUSIP: 36202SYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52193 | PA      | $53146.57      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555698                      | CUSIP: 36213JKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18996 | PA      | $19474.61      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473610                      | CUSIP: 36209KDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4458 | PA      | $4610.19       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF9068                      | CUSIP: 36181RCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180594 | PA      | $164257.39     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1539                      | CUSIP: 36183WV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1222 | PA      | $1110.97       | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 | SCRT 2018-3 MZ                 | CUSIP: 35563PGK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8823432 | PA      | $6809850.12    | 0.06%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743740                      | CUSIP: 3620AYHR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71413 | PA      | $72923.90      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407963                      | CUSIP: 36206DFC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1175 | PA      | $1181.05       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540284                      | CUSIP: 36212QFZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2507 | PA      | $2592.83       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7647                      | CUSIP: 36179WP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1195960 | PA      | $953412.05     | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759934                      | CUSIP: 36176ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29701 | PA      | $27938.96      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610478                      | CUSIP: 36202VFT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18442 | PA      | $19168.94      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460833                      | CUSIP: 36208T4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3142 | PA      | $3249.58       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477498                      | CUSIP: 36209PNP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2493 | PA      | $2578.40       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646496                      | CUSIP: 36292EGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14185 | PA      | $14778.51      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5631                      | CUSIP: 36180HHG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2681 | PA      | $2456.58       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-85 GE                 | CUSIP: 38381XRE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2806545 | PA      | $2570361.02    | 0.02%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531086                      | CUSIP: 36212D6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53629 | PA      | $54566.13      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772111                      | CUSIP: 36176PR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55366 | PA      | $53655.48      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510973                      | CUSIP: 36211ET65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1148 | PA      | $1153.02       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644924                      | CUSIP: 36292CPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118011 | PA      | $120256.82     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530830                      | CUSIP: 36212DVX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44670 | PA      | $45810.58      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1141                      | CUSIP: 36182VHS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     570590 | PA      | $519530.92     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767359                      | CUSIP: 36176JJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27061 | PA      | $24895.52      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466091                      | CUSIP: 36209AXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3494 | PA      | $3613.64       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493613                      | CUSIP: 36210JK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1799 | PA      | $1841.17       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769039                      | CUSIP: 36176LEL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21705 | PA      | $21738.84      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557458                      | CUSIP: 36213LJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2204 | PA      | $2280.18       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596714                      | CUSIP: 36200B3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3382 | PA      | $3521.89       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490372                      | CUSIP: 36210EW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1609 | PA      | $1663.56       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745055                      | CUSIP: 3620C0WQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10201 | PA      | $10228.15      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741219                      | CUSIP: 3620AVPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51293 | PA      | $51437.58      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634750                      | CUSIP: 36291QEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78410 | PA      | $81686.84      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630807                      | CUSIP: 36291KYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3652 | PA      | $3711.18       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443410                      | CUSIP: 36207VR73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          8 | PA      | $7.51          | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389784                      | CUSIP: 36205F6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        413 | PA      | $419.97        | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470293                      | CUSIP: 36209FNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1406 | PA      | $1453.51       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612520                      | CUSIP: 36202XPD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5955 | PA      | $6063.08       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490255                      | CUSIP: 36210ETL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2463 | PA      | $2520.28       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640113                      | CUSIP: 36291WDS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29396 | PA      | $30584.50      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469693                      | CUSIP: 36209EXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        972 | PA      | $1005.29       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470629                      | CUSIP: 36209FY29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3966 | PA      | $4101.29       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629476                      | CUSIP: 36291JJV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6353 | PA      | $6468.30       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475404                      | CUSIP: 36209MDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5917 | PA      | $6118.80       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472053                      | CUSIP: 36209HMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        306 | PA      | $306.31        | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486334                      | CUSIP: 36210AHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2350 | PA      | $2429.80       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492137                      | CUSIP: 36210GV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9132 | PA      | $9443.83       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 6 3/26                    | CUSIP: 21H060630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35250000 | PA      | $35927462.70   | 0.32%             | 2026-03-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 420625                      | CUSIP: 36206THA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2782 | PA      | $2877.07       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724958                      | CUSIP: 3620ABMF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        786 | PA      | $788.56        | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676854                      | CUSIP: 36295P5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35608 | PA      | $36354.35      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728975                      | CUSIP: 3620AF2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6523 | PA      | $6659.01       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781235                      | CUSIP: 36225BLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11441 | PA      | $11706.42      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595564                      | CUSIP: 36200ATV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3680 | PA      | $3732.68       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588056                      | CUSIP: 36201NH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5931 | PA      | $6172.54       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706701                      | CUSIP: 36297BDE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1746 | PA      | $1700.76       | 0.00%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723281                      | CUSIP: 3620A9RA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202973 | PA      | $203584.97     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603765                      | CUSIP: 36200KW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163539 | PA      | $166313.53     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588375                      | CUSIP: 36201NT83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49151 | PA      | $49397.28      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622593                      | CUSIP: 36291AUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14644 | PA      | $14904.53      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735211                      | CUSIP: 3620ANYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45811 | PA      | $44509.41      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777510                      | CUSIP: 36176VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90360 | PA      | $80562.20      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9377                      | CUSIP: 36178WM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81100 | PA      | $76131.60      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93235                      | CUSIP: 312941SY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52973 | PA      | $54289.44      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746179                      | CUSIP: 3620C16Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104759 | PA      | $101849.49     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434058                      | CUSIP: 36207KE71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        255 | PA      | $263.37        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628869                      | CUSIP: 36291HT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52316 | PA      | $53248.06      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607367                      | CUSIP: 36201YW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5308 | PA      | $5405.20       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614360                      | CUSIP: 36290QQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4335 | PA      | $4513.44       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488492                      | CUSIP: 36210CUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2973 | PA      | $3074.01       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442958                      | CUSIP: 36207VB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3984 | PA      | $4075.85       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651170                      | CUSIP: 36292KMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9955 | PA      | $10141.82      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711829                      | CUSIP: 36297GY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     862603 | PA      | $792380.29     | 0.01%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86314                      | CUSIP: 312933AP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        878 | PA      | $865.34        | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740106                      | CUSIP: 3620AUGP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182933 | PA      | $177733.74     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465556                      | CUSIP: 36209AE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        835 | PA      | $853.93        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5194                      | CUSIP: 36198RXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91629 | PA      | $88305.66      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1658                      | CUSIP: 36177XZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255202 | PA      | $241164.30     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8777                      | CUSIP: 36180MXE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2900373 | PA      | $2603112.17    | 0.02%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535760                      | CUSIP: 36212KE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3452 | PA      | $3600.56       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615401                      | CUSIP: 36290RU27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21239 | PA      | $21344.81      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579179                      | CUSIP: 36201CM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        761 | PA      | $789.19        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487620                      | CUSIP: 36210BVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3491 | PA      | $3609.69       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705878                      | CUSIP: 36297AFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1409410 | PA      | $1370035.31    | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782474                      | CUSIP: 36241KXB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29906 | PA      | $30831.71      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489575                      | CUSIP: 36210D2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33803 | PA      | $34586.69      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8486                      | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123049 | PA      | $111620.25     | 0.00%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464827                      | CUSIP: 36208YLG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        433 | PA      | $447.48        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613855                      | CUSIP: 36290N5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60324 | PA      | $61363.10      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646825                      | CUSIP: 36292ESN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49835 | PA      | $50071.59      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480106                      | CUSIP: 36209SKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        433 | PA      | $442.88        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724138                      | CUSIP: 3620AAPX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271504 | PA      | $272102.68     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723645                      | CUSIP: 3620A95E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72803 | PA      | $72978.92      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7365                      | CUSIP: 36178UFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150631 | PA      | $142566.19     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590484                      | CUSIP: 36201Q6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68924 | PA      | $71429.84      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-163 YA                | CUSIP: 38380KLU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5416274 | PA      | $4602047.70    | 0.04%             | 2047-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760323                      | CUSIP: 36176APG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80359 | PA      | $80354.99      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790765                      | CUSIP: 36177JZ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     451957 | PA      | $416755.22     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464613                      | CUSIP: 36208YDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3590 | PA      | $3712.66       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8554                      | CUSIP: 36184FQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225277 | PA      | $204609.93     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600186                      | CUSIP: 36200FXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18478 | PA      | $18817.76      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1029                      | CUSIP: 36183WEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176493 | PA      | $170143.69     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756611                      | CUSIP: 36230RKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101450 | PA      | $101444.56     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740919                      | CUSIP: 3620AVDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12717 | PA      | $12742.16      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554870                      | CUSIP: 36213HMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2062 | PA      | $2154.66       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5761                      | CUSIP: 36178SMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28954 | PA      | $27194.37      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486592                      | CUSIP: 36210ARM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1987 | PA      | $2025.41       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI0570                      | CUSIP: 3138ADT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220416 | PA      | $222047.60     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491424                      | CUSIP: 36210F4H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4603 | PA      | $4760.22       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156050 | PA      | $151471.80     | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744348                      | CUSIP: 3620AY5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42001 | PA      | $40737.58      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2576                        | CUSIP: 36202C2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14579 | PA      | $14917.43      | 0.00%             | 2028-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753725                      | CUSIP: 36230ND69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6658 | PA      | $6504.88       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8448                      | CUSIP: 3132A9L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3691 | PA      | $3670.37       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0258                      | CUSIP: 36198KJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     549105 | PA      | $514297.47     | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0496                      | CUSIP: 3617A0RR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4041271 | PA      | $3673104.79    | 0.03%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600729                      | CUSIP: 36200GLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        522 | PA      | $531.63        | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691706                      | CUSIP: 36296HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     786509 | PA      | $764663.86     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603332                      | CUSIP: 36200KHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6486 | PA      | $6589.39       | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450891                      | CUSIP: 36208G2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33978 | PA      | $35138.08      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464303                      | CUSIP: 36208XX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6529 | PA      | $6679.94       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748547                      | CUSIP: 3620C4TC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12942 | PA      | $13626.58      | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712452                      | CUSIP: 36297HQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11378 | PA      | $11582.06      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605402                      | CUSIP: 36200NRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21535 | PA      | $22352.86      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618188                      | CUSIP: 36290UXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62657 | PA      | $64389.67      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781299                      | CUSIP: 36225BNQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5279 | PA      | $5467.09       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751946                      | CUSIP: 36230LET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82947 | PA      | $80737.48      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613846                      | CUSIP: 36290N5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156058 | PA      | $158705.91     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720969                      | CUSIP: 3620A66E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40273 | PA      | $40366.25      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476103                      | CUSIP: 36209M3L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7529 | PA      | $7703.49       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540365                      | CUSIP: 36212QJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16297 | PA      | $17017.34      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9113                      | CUSIP: 36180NDS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54152 | PA      | $51048.50      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743877                      | CUSIP: 3620AYM29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26239 | PA      | $26281.40      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481776                      | CUSIP: 36209UFR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2981 | PA      | $3083.12       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510095                      | CUSIP: 36211DUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $45.51         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5471                      | CUSIP: 36178DCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     710591 | PA      | $690624.62     | 0.01%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620506                      | CUSIP: 36290XKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19086 | PA      | $19385.91      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791281                      | CUSIP: 36177KM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173097 | PA      | $167918.99     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491005                      | CUSIP: 36210FNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4995 | PA      | $5110.79       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507314                      | CUSIP: 36211ASB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4255 | PA      | $4412.67       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483958                      | CUSIP: 36209WTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25748 | PA      | $26626.22      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792723                      | CUSIP: 36177MAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100619 | PA      | $97708.65      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489609                      | CUSIP: 36210D3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8921 | PA      | $9132.31       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742989                      | CUSIP: 3620AXNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     426500 | PA      | $414861.50     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482481                      | CUSIP: 36209U6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9121 | PA      | $9431.94       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457926                      | CUSIP: 36208QVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5332 | PA      | $5455.53       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466051                      | CUSIP: 36209AWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        324 | PA      | $325.91        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37468560 | PA      | $32486703.12   | 0.29%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652776                      | CUSIP: 36292MFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80546 | PA      | $84032.39      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783307                      | CUSIP: 36241LU87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1013395 | PA      | $985740.15     | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492730                      | CUSIP: 36210HLK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        425 | PA      | $439.74        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457119                      | CUSIP: 36208PYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        577 | PA      | $590.52        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552235                      | CUSIP: 36213EPU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11148 | PA      | $11557.59      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506558                      | CUSIP: 36210YWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1268 | PA      | $1311.02       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2443                      | CUSIP: 36179QWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79852 | PA      | $72055.08      | 0.00%             | 2044-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685815                      | CUSIP: 36296A3Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21662 | PA      | $21095.62      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729038                      | CUSIP: 3620AF4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     414524 | PA      | $423295.82     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782610                      | CUSIP: 36241K3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140957 | PA      | $143916.10     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08657                      | CUSIP: 3128MJWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     345299 | PA      | $346144.74     | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738906                      | CUSIP: 3620AS3P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79634 | PA      | $79750.51      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602399                      | CUSIP: 36200JGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        373 | PA      | $384.48        | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741691                      | CUSIP: 3620AV7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54864 | PA      | $53357.90      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603326                      | CUSIP: 36200KHB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25780 | PA      | $26747.64      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8272                      | CUSIP: 36178GFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14566799 | PA      | $13750438.81   | 0.12%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9881                      | CUSIP: 36181D6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55691 | PA      | $51235.51      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398173                      | CUSIP: 36205RJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4876 | PA      | $5042.26       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458336                      | CUSIP: 36208REH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2001 | PA      | $2069.70       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7472                      | CUSIP: 36195JJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1007195 | PA      | $937034.66     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696011                      | CUSIP: 36296NGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53381 | PA      | $54502.86      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667414                      | CUSIP: 36295DN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3333 | PA      | $3402.81       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE4602                      | CUSIP: 36180XDF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23527 | PA      | $21661.47      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8201                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23747523 | PA      | $23433165.47   | 0.21%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489259                      | CUSIP: 36210DQL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18056 | PA      | $18672.30      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778687                      | CUSIP: 36176W2U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     655436 | PA      | $619383.05     | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791624                      | CUSIP: 36177KYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49003 | PA      | $46181.56      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458037                      | CUSIP: 36208QZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2514 | PA      | $2572.03       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491739                      | CUSIP: 36210GHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7045 | PA      | $7208.00       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9294                      | CUSIP: 3140BAKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1435939 | PA      | $1460046.98    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742245                      | CUSIP: 3620AWTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168824 | PA      | $164080.18     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618671                      | CUSIP: 36290VJQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4121 | PA      | $4206.78       | 0.00%             | 2036-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0534                      | CUSIP: 36179MSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21656612 | PA      | $20550699.56   | 0.18%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761981                      | CUSIP: 36176CJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143583 | PA      | $139853.18     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 796478                      | CUSIP: 36177RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1543362 | PA      | $1454377.13    | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626676                      | CUSIP: 36291FFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36647 | PA      | $37321.33      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542866                      | CUSIP: 36212TCB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        230 | PA      | $237.49        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637863                      | CUSIP: 36291TTU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30170 | PA      | $30759.75      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740449                      | CUSIP: 3620AUTE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5281 | PA      | $5140.82       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479175                      | CUSIP: 36209RJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39041 | PA      | $36863.42      | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703518                      | CUSIP: 36296WSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4131 | PA      | $4141.40       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651979                      | CUSIP: 36292LJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5836 | PA      | $6079.85       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738314                      | CUSIP: 3620ASGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18242 | PA      | $18627.18      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BB8180                      | CUSIP: 3617B0CR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326926 | PA      | $303233.19     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760477                      | CUSIP: 36176AUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3511 | PA      | $3407.01       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE0443                      | CUSIP: 31419AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41796 | PA      | $44518.34      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582401                      | CUSIP: 36201GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55920 | PA      | $58200.89      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663136                      | CUSIP: 36294XV52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3024 | PA      | $3170.17       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614479                      | CUSIP: 36290QUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7690 | PA      | $7827.76       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694352                      | CUSIP: 36296LL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4821 | PA      | $4828.20       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446699                      | CUSIP: 36208CGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2881 | PA      | $2948.26       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782905                      | CUSIP: 36241LGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47408 | PA      | $46264.07      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743716                      | CUSIP: 3620AYGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114670 | PA      | $117101.33     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6931                      | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35316715 | PA      | $30654079.00   | 0.28%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782789                      | CUSIP: 36241LC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118319 | PA      | $121998.24     | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738295                      | CUSIP: 3620ASGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84808 | PA      | $86603.80      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782535                      | CUSIP: 36241KY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1725 | PA      | $1733.54       | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484842                      | CUSIP: 36209XS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        532 | PA      | $543.86        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475502                      | CUSIP: 36209MGK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        743 | PA      | $760.40        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530771                      | CUSIP: 36212DT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18223 | PA      | $18674.84      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781655                      | CUSIP: 36225BZU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98193 | PA      | $101525.79     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465538                      | CUSIP: 36209AEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1359 | PA      | $1405.29       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717798                      | CUSIP: 3620A3NP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        831 | PA      | $837.04        | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-101 PW                | CUSIP: 38380FE85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3752638 | PA      | $2957051.35    | 0.03%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572039                      | CUSIP: 36200TPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130403 | PA      | $133685.74     | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417703                      | CUSIP: 36206QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        412 | PA      | $421.05        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6041                      | CUSIP: 36178DWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67307 | PA      | $61734.85      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604154                      | CUSIP: 36200ME33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11186 | PA      | $11541.99      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541904                      | CUSIP: 36212SAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1660 | PA      | $1731.78       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778053                      | CUSIP: 36176WE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4082 | PA      | $3886.03       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598011                      | CUSIP: 36200DKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3556 | PA      | $3638.68       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 421911                      | CUSIP: 36206UVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $25.20         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5331                        | CUSIP: 36202F4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286560 | PA      | $272523.93     | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477227                      | CUSIP: 36209PD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        334 | PA      | $345.19        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769808                      | CUSIP: 36176MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5552 | PA      | $5385.07       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB1992                      | CUSIP: 3617UMF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     615487 | PA      | $554423.89     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587783                      | CUSIP: 36201M6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1947 | PA      | $1992.44       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539629                      | CUSIP: 36212PPN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4330 | PA      | $4512.15       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849461                      | CUSIP: 31300MQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1740571 | PA      | $1796452.55    | 0.02%             | 2044-10-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593772                      | CUSIP: 36201UT53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52203 | PA      | $53139.86      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617060                      | CUSIP: 36290TQM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119901 | PA      | $125090.07     | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710718                      | CUSIP: 36297FSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76258 | PA      | $77866.12      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557423                      | CUSIP: 36213LG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20927 | PA      | $21841.10      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595288                      | CUSIP: 36200AJ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8429 | PA      | $8773.15       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794636                      | CUSIP: 36177PEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18131 | PA      | $17105.55      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538688                      | CUSIP: 36212NND5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3974 | PA      | $4151.92       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605656                      | CUSIP: 36200NZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40131 | PA      | $40850.99      | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708408                      | CUSIP: 36297DAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3839 | PA      | $3961.60       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580329                      | CUSIP: 36201DVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2652 | PA      | $2697.03       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705898                      | CUSIP: 36297AGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255425 | PA      | $248080.43     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678184                      | CUSIP: 36295RM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178888 | PA      | $179160.27     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0157                      | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8934 | PA      | $9106.28       | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635321                      | CUSIP: 36291QYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28081 | PA      | $29208.80      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723324                      | CUSIP: 3620A9SM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8312 | PA      | $8106.94       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566582                      | CUSIP: 36213WM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2647 | PA      | $2768.94       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93743                      | CUSIP: 312942EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158432 | PA      | $159796.26     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782520                      | CUSIP: 36241KYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3294 | PA      | $3393.55       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3171                      | CUSIP: 36179RQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     644907 | PA      | $572391.53     | 0.01%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737431                      | CUSIP: 3620ARHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57985 | PA      | $59211.66      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Securities LLC                                      | JPM TRIPARTY TREAS FICC        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615374                      | CUSIP: 36290RT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86945 | PA      | $88431.22      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490394                      | CUSIP: 36210EXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1641 | PA      | $1678.97       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737453                      | CUSIP: 3620ARH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13337 | PA      | $13367.51      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490524                      | CUSIP: 36210E4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4575 | PA      | $4680.99       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796188                      | CUSIP: 36177Q2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127112 | PA      | $119858.67     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770516                      | CUSIP: 36176MYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2136 | PA      | $2070.42       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749281                      | CUSIP: 3620C5M61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105361 | PA      | $102191.54     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476992                      | CUSIP: 36209N2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        857 | PA      | $886.51        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553352                      | CUSIP: 36213FWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     416879 | PA      | $424160.71     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655726                      | CUSIP: 36294PPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14058 | PA      | $14356.07      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623602                      | CUSIP: 36291BX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27186 | PA      | $28227.01      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618206                      | CUSIP: 36290UYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95238 | PA      | $99359.47      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2756                      | CUSIP: 36184NBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216836 | PA      | $209997.85     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778793                      | CUSIP: 36176W7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119767 | PA      | $113210.39     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544200                      | CUSIP: 36212URV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91061 | PA      | $91522.62      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0299                      | CUSIP: 36198KKL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     358667 | PA      | $329718.22     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623437                      | CUSIP: 36291BS24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6802 | PA      | $6930.24       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 423868                      | CUSIP: 36206WZ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        126 | PA      | $125.41        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 171002                      | CUSIP: 36216P3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3617 | PA      | $3740.90       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476811                      | CUSIP: 36209NVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3253 | PA      | $3364.45       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600752                      | CUSIP: 36200GL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3022 | PA      | $3038.24       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742219                      | CUSIP: 3620AWSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     297686 | PA      | $298373.62     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743353                      | CUSIP: 3620AXZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8574 | PA      | $8591.34       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582128                      | CUSIP: 36201FVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        324 | PA      | $335.27        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506556                      | CUSIP: 36210YWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2769 | PA      | $2833.43       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586795                      | CUSIP: 36201L3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34202 | PA      | $34377.47      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725999                      | CUSIP: 3620ACRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7912 | PA      | $7930.08       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724304                      | CUSIP: 3620AAU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16548 | PA      | $16898.31      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648500                      | CUSIP: 36292GNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66539 | PA      | $67769.77      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488330                      | CUSIP: 36210CPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        229 | PA      | $230.07        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724686                      | CUSIP: 3620ABCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78286 | PA      | $78353.27      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6693                      | CUSIP: 36181ANJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8055 | PA      | $7410.71       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515271                      | CUSIP: 36211KMU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8848 | PA      | $9150.48       | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490785                      | CUSIP: 36210FF27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        665 | PA      | $687.77        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704665                      | CUSIP: 36296XZ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46964 | PA      | $47953.05      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733525                      | CUSIP: 3620AL4J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199887 | PA      | $194563.41     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487405                      | CUSIP: 36210BNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1453 | PA      | $1502.28       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3620                      | CUSIP: 3617BKAV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     806055 | PA      | $747639.63     | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737264                      | CUSIP: 3620ARB91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79867 | PA      | $77872.27      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE4909                      | CUSIP: 36180XN25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223643 | PA      | $210049.55     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783547                      | CUSIP: 36241L5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     511336 | PA      | $497382.40     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0071                      | CUSIP: 36178YCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1720660 | PA      | $1622752.08    | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746368                      | CUSIP: 3620C2FH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246699 | PA      | $247099.82     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782932                      | CUSIP: 36241LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18130 | PA      | $18513.04      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612217                      | CUSIP: 36202XDW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1279 | PA      | $1298.65       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710777                      | CUSIP: 36297FUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26230 | PA      | $26787.02      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597622                      | CUSIP: 36200C4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6855 | PA      | $7127.25       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647770                      | CUSIP: 36292FT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140452 | PA      | $143181.34     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613032                      | CUSIP: 36290NA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21341 | PA      | $21708.09      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604344                      | CUSIP: 36200MLZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        406 | PA      | $418.13        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647777                      | CUSIP: 36292FUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30062 | PA      | $30657.12      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486802                      | CUSIP: 36210AX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3934 | PA      | $4025.35       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551832                      | CUSIP: 36213EA97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10749 | PA      | $11165.00      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492131                      | CUSIP: 36210GVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1357 | PA      | $1388.95       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736678                      | CUSIP: 3620AQM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21085 | PA      | $21530.39      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691645                      | CUSIP: 36296HL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5621 | PA      | $5799.91       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487356                      | CUSIP: 36210BMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19085 | PA      | $19526.93      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740881                      | CUSIP: 3620AVCS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10621 | PA      | $10845.96      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359191                      | CUSIP: 36203T7C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6312 | PA      | $6526.99       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781807                      | CUSIP: 36241KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        784 | PA      | $788.13        | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494820                      | CUSIP: 36210KVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        922 | PA      | $943.55        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3149                      | CUSIP: 36180EQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     414163 | PA      | $389088.96     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709512                      | CUSIP: 36297EGV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        656 | PA      | $676.73        | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 2.5 2/26                  | CUSIP: 21H022622<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   75075000 | PA      | $65000745.81   | 0.58%             | 2026-02-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746272                      | CUSIP: 3620C2CH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86055 | PA      | $86050.84      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613830                      | CUSIP: 36290N4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1670 | PA      | $1700.66       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2305                      | CUSIP: 36179QR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1754053 | PA      | $1751785.06    | 0.02%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466061                      | CUSIP: 36209AWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3980 | PA      | $4116.19       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5801382 | PA      | $5913434.03    | 0.05%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620595                      | CUSIP: 36290XNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92249 | PA      | $93892.96      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613029                      | CUSIP: 36290NA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25372 | PA      | $25827.17      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711568                      | CUSIP: 36297GQV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     466277 | PA      | $466240.47     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5790                      | CUSIP: 36178SNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89881 | PA      | $84569.11      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465559                      | CUSIP: 36209AE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $482.87        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758210                      | CUSIP: 36230TDP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     405052 | PA      | $393735.79     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422506                      | CUSIP: 36206VKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        203 | PA      | $203.34        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438566                      | CUSIP: 36207QFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134225 | PA      | $134443.34     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430360                      | CUSIP: 36207FB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55382 | PA      | $55529.76      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1998-61 PL                 | CUSIP: 31359UT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4807 | PA      | $4895.76       | 0.00%             | 2028-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6294                      | CUSIP: 36178D7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2378911 | PA      | $2194473.53    | 0.02%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9880                      | CUSIP: 36181D6R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255066 | PA      | $234657.97     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619096                      | CUSIP: 36290VXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10862 | PA      | $11281.61      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717360                      | CUSIP: 3620A25V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     323159 | PA      | $304799.76     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474157                      | CUSIP: 36209KWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16196 | PA      | $16748.45      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570401                      | CUSIP: 36200RU26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7913 | PA      | $8250.26       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792516                      | CUSIP: 36177LYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39460 | PA      | $38325.26      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427712                      | CUSIP: 36207CDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4526 | PA      | $4680.42       | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3348                      | CUSIP: 3140QNWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1915778 | PA      | $1569753.18    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531075                      | CUSIP: 36212D6L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7501 | PA      | $7616.78       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3826                      | CUSIP: 3617B7HB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89973 | PA      | $83452.83      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599791                      | CUSIP: 36200FKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4246 | PA      | $4408.82       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579749                      | CUSIP: 36201DBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24527 | PA      | $25447.39      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4314                        | CUSIP: 36202EYK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        791 | PA      | $806.24        | 0.00%             | 2038-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622512                      | CUSIP: 36291AR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33400 | PA      | $34002.63      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492962                      | CUSIP: 36210HTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2804 | PA      | $2899.98       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651809                      | CUSIP: 36292LDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5493 | PA      | $5724.14       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728962                      | CUSIP: 3620AFZ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57720 | PA      | $58942.47      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747932                      | CUSIP: 3620C34R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47115 | PA      | $47181.40      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611209                      | CUSIP: 36202WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3438 | PA      | $3503.17       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457927                      | CUSIP: 36208QVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        657 | PA      | $678.92        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604479                      | CUSIP: 36200MQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5142 | PA      | $5226.24       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647382                      | CUSIP: 36292FFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        435 | PA      | $442.50        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615432                      | CUSIP: 36290RVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1473 | PA      | $1497.60       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0325                      | CUSIP: 36198KLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12897 | PA      | $11794.20      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615389                      | CUSIP: 36290RUN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6793 | PA      | $6827.42       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740911                      | CUSIP: 3620AVDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4658 | PA      | $4756.60       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4398                        | CUSIP: 36202E3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3826 | PA      | $3899.70       | 0.00%             | 2039-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724181                      | CUSIP: 3620AARA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3359 | PA      | $3429.75       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1731                      | CUSIP: 36180C4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42601 | PA      | $37943.81      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89522                      | CUSIP: 312936SK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1881 | PA      | $1926.82       | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495873                      | CUSIP: 36210L2E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        678 | PA      | $701.05        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784460                      | CUSIP: 3622A25V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11448986 | PA      | $11033753.17   | 0.10%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774565                      | CUSIP: 36176SJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19719 | PA      | $19765.82      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726262                      | CUSIP: 3620ACZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        809 | PA      | $825.63        | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487056                      | CUSIP: 36210BBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10501 | PA      | $10859.47      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708449                      | CUSIP: 36297DBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138667 | PA      | $141594.27     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476997                      | CUSIP: 36209N3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17943 | PA      | $18358.44      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497602                      | CUSIP: 36210NX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9064 | PA      | $9274.49       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590259                      | CUSIP: 36201QWU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7872 | PA      | $8190.71       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447920                      | CUSIP: 36208DSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        821 | PA      | $822.83        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737305                      | CUSIP: 3620ARDJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100028 | PA      | $97597.53      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579230                      | CUSIP: 36201CPP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13349 | PA      | $13917.25      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754058                      | CUSIP: 36230NQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67811 | PA      | $67803.80      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480632                      | CUSIP: 36209S4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1006 | PA      | $1040.76       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651129                      | CUSIP: 36292KLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2788 | PA      | $2843.64       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496637                      | CUSIP: 36210MV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5073 | PA      | $5246.60       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613905                      | CUSIP: 36290QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14454 | PA      | $14718.46      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470108                      | CUSIP: 36209FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13859 | PA      | $14179.86      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628886                      | CUSIP: 36291HUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23362 | PA      | $23781.20      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1015                      | CUSIP: 36179NDU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32607 | PA      | $33233.01      | 0.00%             | 2043-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546600                      | CUSIP: 36212XGH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3983 | PA      | $4150.79       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484380                      | CUSIP: 36209XCR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        652 | PA      | $674.37        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738291                      | CUSIP: 3620ASF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7088 | PA      | $7103.13       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741701                      | CUSIP: 3620AWAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51473 | PA      | $49924.36      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470055                      | CUSIP: 36209FE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        645 | PA      | $647.13        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460807                      | CUSIP: 36208T3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        453 | PA      | $468.67        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469698                      | CUSIP: 36209EX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13323 | PA      | $13631.70      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780824                      | CUSIP: 36225A4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        155 | PA      | $160.06        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783548                      | CUSIP: 36241L5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8149 | PA      | $8105.81       | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766206                      | CUSIP: 36176HAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3953 | PA      | $3876.76       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471951                      | CUSIP: 36209HH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1155 | PA      | $1181.66       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494591                      | CUSIP: 36210KNG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2911 | PA      | $2978.80       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459207                      | CUSIP: 36208SDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         71 | PA      | $73.62         | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487247                      | CUSIP: 36210BHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13130 | PA      | $13434.72      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7209                      | CUSIP: 36181BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2966 | PA      | $2729.97       | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480668                      | CUSIP: 36209S6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        587 | PA      | $607.03        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430637                      | CUSIP: 36207FLS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1676 | PA      | $1732.99       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588240                      | CUSIP: 36201NPZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18688 | PA      | $19397.88      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487616                      | CUSIP: 36210BVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1231 | PA      | $1273.21       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5430                      | CUSIP: 36180HA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     582627 | PA      | $546240.01     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3689                        | CUSIP: 36202EC23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9985 | PA      | $10028.32      | 0.00%             | 2035-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-58 P                  | CUSIP: 38379BRJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4321470 | PA      | $4039408.54    | 0.04%             | 2044-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491094                      | CUSIP: 36210FRP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23167 | PA      | $23703.89      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL1244                      | CUSIP: 3138EHL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4262 | PA      | $4317.56       | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567801                      | CUSIP: 36213XX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4124 | PA      | $4281.87       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651870                      | CUSIP: 36292LFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        332 | PA      | $346.03        | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754351                      | CUSIP: 36230NZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6384 | PA      | $6202.93       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0450                      | CUSIP: 36177WQB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428681 | PA      | $404940.21     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL9668                      | CUSIP: 3138ERW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29173 | PA      | $28954.79      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488176                      | CUSIP: 36210CJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3977 | PA      | $4068.83       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688090                      | CUSIP: 36296DNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4068 | PA      | $4153.07       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571379                      | CUSIP: 36200SXG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        178 | PA      | $181.74        | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475213                      | CUSIP: 36209L3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1369 | PA      | $1374.10       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV1722                      | CUSIP: 3140ME4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     587882 | PA      | $596429.32     | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503388                      | CUSIP: 36210VF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11243 | PA      | $11503.61      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505821                      | CUSIP: 36210X4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30481 | PA      | $31521.18      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781048                      | CUSIP: 36225BEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27825 | PA      | $28774.38      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471990                      | CUSIP: 36209HKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        440 | PA      | $455.18        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748730                      | CUSIP: 3620C4Y38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2122493 | PA      | $2035881.23    | 0.02%             | 2040-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491613                      | CUSIP: 36210GDS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27580 | PA      | $28018.11      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V82362                      | CUSIP: 3132L7TT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110583 | PA      | $111442.59     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678652                      | CUSIP: 36295R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159714 | PA      | $159899.23     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6045                      | CUSIP: 3617BMWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     353983 | PA      | $328329.25     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744349                      | CUSIP: 3620AY5J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212731 | PA      | $213121.14     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740531                      | CUSIP: 3620AUVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28745 | PA      | $28812.65      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780776                      | CUSIP: 36225A2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9058 | PA      | $9366.78       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737362                      | CUSIP: 3620ARFB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     527344 | PA      | $538499.60     | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490503                      | CUSIP: 36210E3L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23944 | PA      | $24498.46      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457555                      | CUSIP: 36208QH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        922 | PA      | $953.70        | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553249                      | CUSIP: 36213FTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4092 | PA      | $4246.89       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4347 MZ                    | CUSIP: 3137BBST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3431701 | PA      | $2875038.51    | 0.03%             | 2054-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562287                      | CUSIP: 36213RUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23376 | PA      | $24312.72      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723720                      | CUSIP: 3620AAAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143561 | PA      | $139975.17     | 0.00%             | 2040-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607681                      | CUSIP: 36202SCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12825 | PA      | $13356.87      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491087                      | CUSIP: 36210FRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4527 | PA      | $4631.96       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738652                      | CUSIP: 3620ASTH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9059 | PA      | $9057.63       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711068                      | CUSIP: 36297F6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15175 | PA      | $15498.30      | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530786                      | CUSIP: 36212DUK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17682 | PA      | $18123.77      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737547                      | CUSIP: 3620ARL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108015 | PA      | $108425.89     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574561                      | CUSIP: 36200WJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28960 | PA      | $29489.30      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738653                      | CUSIP: 3620ASTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8123 | PA      | $8134.32       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714010                      | CUSIP: 36297KGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342476 | PA      | $349715.05     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592641                      | CUSIP: 36201TLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3575 | PA      | $3717.20       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749280                      | CUSIP: 3620C5M53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76003 | PA      | $76056.97      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769525                      | CUSIP: 36176LVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104821 | PA      | $104791.71     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620500                      | CUSIP: 36290XKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38345 | PA      | $39010.34      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2101 PD                    | CUSIP: 3133TGPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1436 | PA      | $1461.80       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490756                      | CUSIP: 36210FE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10673 | PA      | $11037.59      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733495                      | CUSIP: 3620AL3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42273 | PA      | $41161.08      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712028                      | CUSIP: 36297HA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12018 | PA      | $11727.77      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494312                      | CUSIP: 36210KDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7628 | PA      | $7805.14       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 527660                      | CUSIP: 36212AE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3592 | PA      | $3715.05       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-37 LZ                 | CUSIP: 38376MKE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7272629 | PA      | $6149992.22    | 0.06%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474385                      | CUSIP: 36209K6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1664 | PA      | $1721.18       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0125                      | CUSIP: 36181FD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191215 | PA      | $185997.37     | 0.00%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566499                      | CUSIP: 36213WKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2596 | PA      | $2641.15       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539760                      | CUSIP: 36212PTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33849 | PA      | $32798.34      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737536                      | CUSIP: 3620ARLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19675 | PA      | $19715.69      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485601                      | CUSIP: 36209YNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3716 | PA      | $3865.87       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AP5071                      | CUSIP: 36188ST48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     583820 | PA      | $531766.74     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2009-40 PE                 | CUSIP: 38374VAA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     818321 | PA      | $816028.27     | 0.01%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483459                      | CUSIP: 36209WB43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1365 | PA      | $1412.04       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9648                      | CUSIP: 36180NWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     387645 | PA      | $357039.37     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553433                      | CUSIP: 36213FY64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        864 | PA      | $892.38        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1864                      | CUSIP: 36179BB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39881 | PA      | $36703.90      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491365                      | CUSIP: 36210FZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6668 | PA      | $6895.59       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 2B3287                      | CUSIP: 31326HUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1431967 | PA      | $1476458.41    | 0.01%             | 2044-10-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588141                      | CUSIP: 36201NLW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5508 | PA      | $5635.79       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698339                      | CUSIP: 36296QZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4531 | PA      | $4545.24       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783900                      | CUSIP: 3622A2KM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146604 | PA      | $146865.88     | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491227                      | CUSIP: 36210FVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2096 | PA      | $2144.95       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508758                      | CUSIP: 36211CE73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        373 | PA      | $385.51        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506401                      | CUSIP: 36210YRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        755 | PA      | $755.37        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740094                      | CUSIP: 3620AUGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37279 | PA      | $36267.58      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604404                      | CUSIP: 36200MNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12614 | PA      | $12833.17      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724190                      | CUSIP: 3620AARK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     381916 | PA      | $382992.06     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562428                      | CUSIP: 36213RYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8722 | PA      | $8861.64       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602551                      | CUSIP: 36200JL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2740 | PA      | $2794.84       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685839                      | CUSIP: 36296A4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77073 | PA      | $78654.31      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755653                      | CUSIP: 36230QH68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201071 | PA      | $195682.90     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495879                      | CUSIP: 36210L2L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17949 | PA      | $18364.63      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627482                      | CUSIP: 36291GCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19123 | PA      | $19942.99      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638683                      | CUSIP: 36291URC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37482 | PA      | $38615.97      | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782273                      | CUSIP: 36241KQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12762 | PA      | $13145.57      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656047                      | CUSIP: 36294PZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4761 | PA      | $4856.34       | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   92004066 | PA      | $83063175.45   | 0.75%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774652                      | CUSIP: 36176SL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9784 | PA      | $9478.68       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738538                      | CUSIP: 3620ASPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71928 | PA      | $69918.70      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481434                      | CUSIP: 36209TY78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6136 | PA      | $6278.59       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697848                      | CUSIP: 36296QHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2361 | PA      | $2410.74       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605048                      | CUSIP: 36200NEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130960 | PA      | $133278.87     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630963                      | CUSIP: 36291K5Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72078 | PA      | $73439.51      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764412                      | CUSIP: 36176FAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79793 | PA      | $79793.87      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622277                      | CUSIP: 36291AJW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3270 | PA      | $3332.21       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495687                      | CUSIP: 36210LUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10021 | PA      | $10363.38      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07564                      | CUSIP: 3128M9WZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     320661 | PA      | $323120.91     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591799                      | CUSIP: 36201SNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11269 | PA      | $11687.84      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529930                      | CUSIP: 36212CVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2964 | PA      | $2972.29       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 404243                      | CUSIP: 36205YBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4482 | PA      | $4634.94       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626014                      | CUSIP: 36291EN72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11062 | PA      | $11239.14      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727883                      | CUSIP: 3620AEUG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     583067 | PA      | $567250.28     | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8896                      | CUSIP: 36183E3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115822 | PA      | $106554.55     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7579                      | CUSIP: 36180KM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69839 | PA      | $65603.25      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738006                      | CUSIP: 3620AR3P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1322232 | PA      | $1286797.19    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637344                      | CUSIP: 36291TBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41158 | PA      | $42859.88      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0108                      | CUSIP: 3617A0DM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1038683 | PA      | $943061.65     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543781                      | CUSIP: 36212UCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4179 | PA      | $4354.62       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605460                      | CUSIP: 36200NTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30399 | PA      | $30557.37      | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739341                      | CUSIP: 3620ATLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1090896 | PA      | $1030322.68    | 0.01%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422719                      | CUSIP: 36206VSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        565 | PA      | $565.48        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566177                      | CUSIP: 36213V6N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21275 | PA      | $22142.72      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723427                      | CUSIP: 3620A9VU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2004 | PA      | $1953.91       | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502214                      | CUSIP: 36210T3X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1299 | PA      | $1329.30       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4321                      | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13814137 | PA      | $12966689.47   | 0.12%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753868                      | CUSIP: 36230NJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76776 | PA      | $74542.80      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483888                      | CUSIP: 36209WRH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4723 | PA      | $4832.39       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5 2/26                    | CUSIP: 21H050623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  381660000 | PA      | $381534777.35  | 3.43%             | 2026-02-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642423                      | CUSIP: 36291YVQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32988 | PA      | $33647.51      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2162 PH                    | CUSIP: 3133TLBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2562 | PA      | $2606.78       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430903                      | CUSIP: 36207FU41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         72 | PA      | $71.72         | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725544                      | CUSIP: 3620ACBM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58427 | PA      | $59665.47      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481399                      | CUSIP: 36209TX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2261 | PA      | $2313.57       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495766                      | CUSIP: 36210LW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         62 | PA      | $64.19         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3940                      | CUSIP: 36178QLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173631 | PA      | $154570.53     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491252                      | CUSIP: 36210FWM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        303 | PA      | $312.95        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772783                      | CUSIP: 36176QJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94519 | PA      | $91985.76      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636421                      | CUSIP: 36291SAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32837 | PA      | $33761.74      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564632                      | CUSIP: 36213UHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1238 | PA      | $1289.94       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462838                      | CUSIP: 36208WEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        179 | PA      | $185.34        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3722                        | CUSIP: 36202ED30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41813 | PA      | $41985.14      | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752909                      | CUSIP: 36230MGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53871 | PA      | $53874.74      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782070                      | CUSIP: 36241KJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92493 | PA      | $93768.59      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747172                      | CUSIP: 3620C3CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     482580 | PA      | $469489.26     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4380                      | CUSIP: 36179S2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1874161 | PA      | $1647638.02    | 0.01%             | 2047-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503405                      | CUSIP: 36210VGN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        669 | PA      | $692.34        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2182                      | CUSIP: 36180DM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1277 | PA      | $1225.88       | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786916                      | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36090392 | PA      | $37062638.44   | 0.33%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626093                      | CUSIP: 36291ERN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        664 | PA      | $680.35        | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623605                      | CUSIP: 36291BYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21314 | PA      | $22145.78      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631671                      | CUSIP: 36291LW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13823 | PA      | $14409.88      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632259                      | CUSIP: 36291MMG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17827 | PA      | $18201.11      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545142                      | CUSIP: 36212VS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        710 | PA      | $739.79        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7479                      | CUSIP: 36180KJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189357 | PA      | $177756.24     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559595                      | CUSIP: 36213NUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14490 | PA      | $15067.36      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2699                        | CUSIP: 36202C7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100861 | PA      | $103204.56     | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2551                      | CUSIP: 36180UZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24936 | PA      | $24704.13      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496247                      | CUSIP: 36210MHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        225 | PA      | $230.36        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480362                      | CUSIP: 36209STT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6065 | PA      | $6096.82       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490138                      | CUSIP: 36210EPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        802 | PA      | $820.52        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605873                      | CUSIP: 36201XCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3843 | PA      | $3995.92       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6413                      | CUSIP: 36178EDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     737766 | PA      | $694735.65     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605615                      | CUSIP: 36200NYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11959 | PA      | $12186.37      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN CO6356                      | CUSIP: 3617FJBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2974073 | PA      | $2991115.42    | 0.03%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482891                      | CUSIP: 36209VNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1840 | PA      | $1882.70       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4457                        | CUSIP: 36202E5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1256304 | PA      | $1204820.68    | 0.01%             | 2039-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467455                      | CUSIP: 36209CH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10761 | PA      | $11010.11      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759266                      | CUSIP: 36230UJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252296 | PA      | $252311.62     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687377                      | CUSIP: 36296CUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71898 | PA      | $73373.78      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482151                      | CUSIP: 36209UTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15599 | PA      | $16131.86      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3897                        | CUSIP: 36202EKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90664 | PA      | $92353.23      | 0.00%             | 2036-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609592                      | CUSIP: 36202UF99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26437 | PA      | $26845.08      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719398                      | CUSIP: 3620A5GF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47443 | PA      | $47542.80      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467889                      | CUSIP: 36209CXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3685 | PA      | $3810.93       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617440                      | CUSIP: 36290T4Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23794 | PA      | $24510.10      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727382                      | CUSIP: 3620AECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98304 | PA      | $98495.24      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740685                      | CUSIP: 3620AU2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8697 | PA      | $8439.72       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463821                      | CUSIP: 36208XG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3310 | PA      | $3422.80       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798652                      | CUSIP: 36177TTJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36407 | PA      | $35336.21      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512826                      | CUSIP: 36211GVT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1210 | PA      | $1251.57       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604530                      | CUSIP: 36200MST1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28133 | PA      | $28675.71      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553466                      | CUSIP: 36213FZ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19750 | PA      | $19739.79      | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0538                      | CUSIP: 3617A0S31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2776092 | PA      | $2524077.73    | 0.02%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781705                      | CUSIP: 36225B3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269398 | PA      | $274036.63     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501296                      | CUSIP: 36210S3D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        463 | PA      | $479.21        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741334                      | CUSIP: 3620AVSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155559 | PA      | $155894.07     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0576                      | CUSIP: 36180ST95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318669 | PA      | $298691.69     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619487                      | CUSIP: 36290WF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29683 | PA      | $30225.34      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757463                      | CUSIP: 36230SJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304074 | PA      | $287190.40     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493674                      | CUSIP: 36210JMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1693 | PA      | $1750.73       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497353                      | CUSIP: 36210NQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15947 | PA      | $16316.37      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545826                      | CUSIP: 36212WLF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30654 | PA      | $31655.72      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462737                      | CUSIP: 36208WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3041 | PA      | $3144.58       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486693                      | CUSIP: 36210AUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.53         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483931                      | CUSIP: 36209WSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13213 | PA      | $13519.27      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487549                      | CUSIP: 36210BTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3679 | PA      | $3804.11       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3749                        | CUSIP: 36202EEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3749 | PA      | $3911.65       | 0.00%             | 2035-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471915                      | CUSIP: 36209HGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3644 | PA      | $3768.67       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604789                      | CUSIP: 36200M2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3603 | PA      | $3621.00       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7420                      | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18065456 | PA      | $16804777.84   | 0.15%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588211                      | CUSIP: 36201NN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9609 | PA      | $9973.02       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476356                      | CUSIP: 36209NE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        807 | PA      | $834.08        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608393                      | CUSIP: 36202S3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4137 | PA      | $4210.89       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553356                      | CUSIP: 36213FWR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84230 | PA      | $85637.08      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744394                      | CUSIP: 3620AY7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42716 | PA      | $42713.44      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AO6745                      | CUSIP: 3617A7P62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25678941 | PA      | $23979246.38   | 0.22%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487573                      | CUSIP: 36210BT62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3233 | PA      | $3307.64       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703192                      | CUSIP: 36296WF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34932 | PA      | $32414.29      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2296                      | CUSIP: 36178MRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11815 | PA      | $11119.94      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425313                      | CUSIP: 36206YN64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1195 | PA      | $1235.37       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452286                      | CUSIP: 36208JNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15210 | PA      | $15510.95      | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9502                      | CUSIP: 36178WRX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150242 | PA      | $141001.99     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604264                      | CUSIP: 36200MJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19303 | PA      | $19391.95      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ7387                      | CUSIP: 36189YF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     370648 | PA      | $336763.05     | 0.00%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703166                      | CUSIP: 36296WFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14267 | PA      | $13891.94      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Natixis SA                                                    | NATIXIS TRIPARTY TR            | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Long             | RA               | CORP              | US        |   10900000 | PA      | $10900000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471863                      | CUSIP: 36209HFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1639 | PA      | $1694.43       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 888596                      | CUSIP: 31410GGD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50829 | PA      | $54086.67      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622567                      | CUSIP: 36291ATY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25571 | PA      | $25977.19      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3655                      | CUSIP: 36180FBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15260 | PA      | $13985.78      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599686                      | CUSIP: 36200FF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129992 | PA      | $132246.31     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523002                      | CUSIP: 36211UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1622 | PA      | $1693.36       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457127                      | CUSIP: 36208PYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4163 | PA      | $4304.83       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466471                      | CUSIP: 36209BFL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2255 | PA      | $2307.38       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711541                      | CUSIP: 36297GP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     653582 | PA      | $618489.71     | 0.01%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609224                      | CUSIP: 36202TYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1359120 | PA      | $1243355.45    | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4214                        | CUSIP: 36202EVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4745 | PA      | $4768.32       | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618099                      | CUSIP: 36290UUY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3511 | PA      | $3585.77       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734018                      | CUSIP: 3620AMPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200538 | PA      | $195130.67     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486543                      | CUSIP: 36210AP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2529 | PA      | $2615.66       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AE5434                      | CUSIP: 36180YBB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4471052 | PA      | $4116909.06    | 0.04%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462599                      | CUSIP: 36208V3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2308 | PA      | $2386.47       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731688                      | CUSIP: 3620AJ2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140938 | PA      | $143925.82     | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781525                      | CUSIP: 36225BVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16985 | PA      | $17708.85      | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537480                      | CUSIP: 36212MCR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2313 | PA      | $2410.13       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669956                      | CUSIP: 36295GH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     298215 | PA      | $272314.48     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579229                      | CUSIP: 36201CPN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        479 | PA      | $495.94        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512604                      | CUSIP: 36211GNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2252 | PA      | $2329.30       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651239                      | CUSIP: 36292KPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19960 | PA      | $20806.96      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AT4110                      | CUSIP: 36194CR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2619308 | PA      | $2443888.99    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780680                      | CUSIP: 36225AXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        184 | PA      | $190.69        | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476057                      | CUSIP: 36209MZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1237 | PA      | $1278.76       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507723                      | CUSIP: 36211BAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        562 | PA      | $562.08        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782808                      | CUSIP: 36241LDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5899 | PA      | $6083.85       | 0.00%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647471                      | CUSIP: 36292FJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32296 | PA      | $32917.34      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604501                      | CUSIP: 36200MRW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157510 | PA      | $164095.50     | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672935                      | CUSIP: 36295KSY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3031 | PA      | $3126.79       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583298                      | CUSIP: 36201G7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        442 | PA      | $457.47        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605378                      | CUSIP: 36200NQ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199372 | PA      | $202878.76     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690849                      | CUSIP: 36296GQA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        851 | PA      | $868.28        | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494947                      | CUSIP: 36210KZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1964 | PA      | $2009.19       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5646                      | CUSIP: 36182AHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7415 | PA      | $6773.37       | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728796                      | CUSIP: 3620AFUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135905 | PA      | $138775.81     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458313                      | CUSIP: 36208RDS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        227 | PA      | $234.53        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615937                      | CUSIP: 36290SHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1634 | PA      | $1662.65       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781811                      | CUSIP: 36241KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264018 | PA      | $268661.13     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3159                      | CUSIP: 36180EQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236130 | PA      | $217071.73     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504380                      | CUSIP: 36210WJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4927 | PA      | $5095.49       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8335                      | CUSIP: 36178GHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55051 | PA      | $50961.69      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429773                      | CUSIP: 36207EMW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5277 | PA      | $5374.03       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697929                      | CUSIP: 36296QLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        444 | PA      | $440.14        | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3916                      | CUSIP: 36182YK57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6437 | PA      | $5884.73       | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642601                      | CUSIP: 36291Y3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1431 | PA      | $1459.86       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628011                      | CUSIP: 36291GVC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23973 | PA      | $24890.40      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576264                      | CUSIP: 36200YFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15621 | PA      | $16212.64      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416459                      | CUSIP: 36206NTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1594 | PA      | $1648.26       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643383                      | CUSIP: 36292AXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21170 | PA      | $21564.50      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433520                      | CUSIP: 36207JSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3121 | PA      | $3227.66       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7330                      | CUSIP: 36179HEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55765 | PA      | $49844.16      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1389                      | CUSIP: 36180CRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374684 | PA      | $347129.15     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1148                      | CUSIP: 36177XHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56846 | PA      | $55445.57      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737658                      | CUSIP: 3620ARQK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64064 | PA      | $60760.33      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462743                      | CUSIP: 36208WBL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4386 | PA      | $4535.39       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727274                      | CUSIP: 3620AD6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        587 | PA      | $599.26        | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721139                      | CUSIP: 3620A7EL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59299 | PA      | $59417.07      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749291                      | CUSIP: 3620C5NG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191544 | PA      | $191480.29     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434282                      | CUSIP: 36207KM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1090 | PA      | $1115.01       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779888                      | CUSIP: 36176YF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2136 | PA      | $2075.49       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698405                      | CUSIP: 36296Q3N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21819 | PA      | $22276.26      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742994                      | CUSIP: 3620AXNK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165822 | PA      | $160942.96     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473646                      | CUSIP: 36209KET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2505 | PA      | $2563.12       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490262                      | CUSIP: 36210ETT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3435 | PA      | $3552.56       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745266                      | CUSIP: 3620C06B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13943 | PA      | $14235.59      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-56 BP                 | CUSIP: 38379BCS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2464511 | PA      | $2360990.67    | 0.02%             | 2039-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4824                      | CUSIP: 3617BLLD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     635878 | PA      | $589795.30     | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7466                      | CUSIP: 36195JJK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     635461 | PA      | $591195.32     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476042                      | CUSIP: 36209MZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3119 | PA      | $3225.30       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416628                      | CUSIP: 36206NYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1665 | PA      | $1721.99       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572447                      | CUSIP: 36200T5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18287 | PA      | $19160.06      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582182                      | CUSIP: 36201FXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3687 | PA      | $3812.64       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640548                      | CUSIP: 36291WTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10138 | PA      | $10262.75      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4758                      | CUSIP: 36179EJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     288148 | PA      | $265602.21     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2391                      | CUSIP: 36180DUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395400 | PA      | $373692.32     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697839                      | CUSIP: 36296QHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1189108 | PA      | $1193095.65    | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS4899                      | CUSIP: 3140LFNR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6089199 | PA      | $5214764.23    | 0.05%             | 2037-03-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469389                      | CUSIP: 36209ENE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5036 | PA      | $5208.02       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710367                      | CUSIP: 36297FFG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13455 | PA      | $13488.80      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605938                      | CUSIP: 36201XEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7232 | PA      | $7366.83       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469180                      | CUSIP: 36209EFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        318 | PA      | $318.97        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569563                      | CUSIP: 36200QWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3735 | PA      | $3905.64       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608552                      | CUSIP: 36202TBV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7401 | PA      | $7539.75       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564294                      | CUSIP: 36213T3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4787 | PA      | $5003.16       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743001                      | CUSIP: 3620AXNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245600 | PA      | $239058.69     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687188                      | CUSIP: 36296CND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48036 | PA      | $49017.12      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501517                      | CUSIP: 36210TDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4663 | PA      | $4771.56       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4044                      | CUSIP: 36179SP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3336618 | PA      | $3266207.97    | 0.03%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486628                      | CUSIP: 36210ASR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129359 | PA      | $131772.42     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620469                      | CUSIP: 36290XJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63262 | PA      | $64396.95      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492705                      | CUSIP: 36210HKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        938 | PA      | $969.52        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746065                      | CUSIP: 3620C1Z66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48921 | PA      | $48921.69      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487628                      | CUSIP: 36210BVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1673 | PA      | $1729.75       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769837                      | CUSIP: 36176MBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305636 | PA      | $297344.84     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429726                      | CUSIP: 36207ELF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2286 | PA      | $2323.71       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666392                      | CUSIP: 36295CKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11134 | PA      | $10425.18      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737923                      | CUSIP: 3620ARYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8579 | PA      | $8758.92       | 0.00%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608281                      | CUSIP: 36202SXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24068 | PA      | $24502.74      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488734                      | CUSIP: 36210C4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        714 | PA      | $738.35        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598543                      | CUSIP: 36200D5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        383 | PA      | $388.44        | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732438                      | CUSIP: 3620AKV78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3714 | PA      | $3720.55       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493577                      | CUSIP: 36210JJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3703 | PA      | $3808.99       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749860                      | CUSIP: 3620C6B53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231456 | PA      | $225064.94     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     695059 | PA      | $635115.89     | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652527                      | CUSIP: 36292L4L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5301 | PA      | $5408.35       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619251                      | CUSIP: 36290V5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13392 | PA      | $13933.62      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781096                      | CUSIP: 36225BGD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3209 | PA      | $3318.52       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686944                      | CUSIP: 36296CER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4139 | PA      | $4267.08       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490819                      | CUSIP: 36210FG42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2161 | PA      | $2235.00       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501825                      | CUSIP: 36210TPJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        496 | PA      | $512.47        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721200                      | CUSIP: 3620A7GH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2513 | PA      | $2565.85       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619519                      | CUSIP: 36290WG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1457 | PA      | $1482.93       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488185                      | CUSIP: 36210CJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7570 | PA      | $7827.92       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471895                      | CUSIP: 36209HGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        302 | PA      | $312.38        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481578                      | CUSIP: 36209T6P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        994 | PA      | $1027.58       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593984                      | CUSIP: 36201U2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35312 | PA      | $35945.83      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9606                      | CUSIP: 36179KU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190202 | PA      | $178458.76     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783488                      | CUSIP: 36241L2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     533992 | PA      | $549949.71     | 0.00%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500682                      | CUSIP: 36210SFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1220 | PA      | $1248.67       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495940                      | CUSIP: 36210L4Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14619 | PA      | $14957.55      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487695                      | CUSIP: 36210BXY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4544 | PA      | $4639.38       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502996                      | CUSIP: 36210UXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1169 | PA      | $1208.76       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487116                      | CUSIP: 36210BDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13612 | PA      | $13927.91      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746813                      | CUSIP: 3620C2VE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32524 | PA      | $31620.57      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60126                      | CUSIP: 31335AD70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3559 | PA      | $3591.68       | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637842                      | CUSIP: 36291TS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8218 | PA      | $8370.47       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7607                      | CUSIP: 36179HNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357936 | PA      | $337510.50     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490892                      | CUSIP: 36210FKD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2797 | PA      | $2861.69       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7294                      | CUSIP: 36183RC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300637 | PA      | $291496.31     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781014                      | CUSIP: 36225BDT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30391 | PA      | $31095.30      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587829                      | CUSIP: 36201NA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67905 | PA      | $69107.33      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736163                      | CUSIP: 3620APZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111665 | PA      | $111816.02     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619511                      | CUSIP: 36290WGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2863 | PA      | $2912.86       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501953                      | CUSIP: 36210TTJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9877 | PA      | $10213.88      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573660                      | CUSIP: 36200VJD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3087 | PA      | $3210.53       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480213                      | CUSIP: 36209SN64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        320 | PA      | $331.31        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461486                      | CUSIP: 36208UUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         23 | PA      | $23.30         | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1882                      | CUSIP: 36180UCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86419 | PA      | $79145.59      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | 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        | -248560000 | PA      | $-210829362.54 | -1.89%            | 2026-03-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447924                      | CUSIP: 36208DSM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        154 | PA      | $155.46        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591631                      | CUSIP: 36201SHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15401 | PA      | $15877.28      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620647                      | CUSIP: 36290XP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3746 | PA      | $3892.97       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609119                      | CUSIP: 36202TVL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1008948 | PA      | $926810.71     | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703002                      | CUSIP: 36296WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48025 | PA      | $48114.95      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7545                      | CUSIP: 36179HL25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180878 | PA      | $170559.71     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615217                      | CUSIP: 36290RPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53441 | PA      | $54411.97      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791043                      | CUSIP: 36177KER3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7702 | PA      | $7668.74       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493852                      | CUSIP: 36210JTH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3471 | PA      | $3551.96       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490804                      | CUSIP: 36210FGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        321 | PA      | $331.85        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555155                      | CUSIP: 36213HWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19439 | PA      | $20120.82      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7639                      | CUSIP: 36179HPY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     233793 | PA      | $219302.93     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676934                      | CUSIP: 36295QBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50705 | PA      | $51749.27      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733746                      | CUSIP: 3620AMET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220113 | PA      | $220598.62     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726289                      | CUSIP: 3620AC2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29011 | PA      | $29088.29      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781226                      | CUSIP: 36225BLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29065 | PA      | $30057.14      | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469706                      | CUSIP: 36209EYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6689 | PA      | $6844.31       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484398                      | CUSIP: 36209XDB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1968 | PA      | $2013.97       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747250                      | CUSIP: 3620C3EX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69499 | PA      | $67705.33      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622163                      | CUSIP: 36291AFC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2523 | PA      | $2535.93       | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721990                      | CUSIP: 3620A8C35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34544 | PA      | $32494.90      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495799                      | CUSIP: 36210LX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2447 | PA      | $2453.05       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458832                      | CUSIP: 36208RVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        711 | PA      | $735.38        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620449                      | CUSIP: 36290XH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95295 | PA      | $96924.24      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488174                      | CUSIP: 36210CJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5349 | PA      | $5472.51       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9450                      | CUSIP: 36180NQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     587518 | PA      | $539893.16     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-110 MA                | CUSIP: 38379MTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4409055 | PA      | $4034188.61    | 0.04%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407812                      | CUSIP: 36206DAM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6411 | PA      | $6559.37       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744313                      | CUSIP: 3620AY3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167745 | PA      | $168114.88     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454570                      | CUSIP: 36208L6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2797 | PA      | $2892.92       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622122                      | CUSIP: 36291AD30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20901 | PA      | $21255.54      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7617265 | PA      | $7327424.74    | 0.07%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480717                      | CUSIP: 36209TAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1310 | PA      | $1318.74       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650704                      | CUSIP: 36292J3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1003 | PA      | $1017.22       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710859                      | CUSIP: 36297FWU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     477531 | PA      | $487569.57     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712909                      | CUSIP: 36297JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149957 | PA      | $153113.71     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4340                      | CUSIP: 36180FZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     334870 | PA      | $307725.01     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7025                      | CUSIP: 36181AYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     780976 | PA      | $718764.25     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783463                      | CUSIP: 36241LZ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2279860 | PA      | $2215801.66    | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571828                      | CUSIP: 36200THD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9262 | PA      | $9457.12       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722041                      | CUSIP: 3620A8EN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     517946 | PA      | $471935.35     | 0.00%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473851                      | CUSIP: 36209KL89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13365 | PA      | $13821.33      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562321                      | CUSIP: 36213RVN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19018 | PA      | $19350.03      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                               | BOA-MTG TRIPARTY REPO          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465241                      | CUSIP: 36208YZE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3862 | PA      | $3951.95       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727902                      | CUSIP: 3620AEU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     542697 | PA      | $528153.50     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705596                      | CUSIP: 36296Y3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5016 | PA      | $5030.69       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476757                      | CUSIP: 36209NTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12045 | PA      | $12324.02      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587851                      | CUSIP: 36201NBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3599 | PA      | $3661.60       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706703                      | CUSIP: 36297BDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174692 | PA      | $175253.35     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616980                      | CUSIP: 36290TM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2461 | PA      | $2558.14       | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605151                      | CUSIP: 36200NH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164105 | PA      | $167086.50     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5073                      | CUSIP: 36181LT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131745 | PA      | $121111.29     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470132                      | CUSIP: 36209FHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        822 | PA      | $849.54        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777576                      | CUSIP: 36176VT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494890 | PA      | $450928.07     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503400                      | CUSIP: 36210VGH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18269 | PA      | $18892.11      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794070                      | CUSIP: 36177NQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174995 | PA      | $164657.93     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716842                      | CUSIP: 3620A2LX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30260 | PA      | $29545.35      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559715                      | CUSIP: 36213NYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26985 | PA      | $28044.15      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566713                      | CUSIP: 36213WSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2516 | PA      | $2613.30       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437478                      | CUSIP: 36207N6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1157 | PA      | $1196.12       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721210                      | CUSIP: 3620A7GT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2907 | PA      | $2967.82       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602692                      | CUSIP: 36200JRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28444 | PA      | $28960.69      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1013                      | CUSIP: 36179NDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2070447 | PA      | $2013181.31    | 0.02%             | 2043-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4590                      | CUSIP: 36180GC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54887 | PA      | $50323.95      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3503                      | CUSIP: 36178A3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128461 | PA      | $121803.73     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588121                      | CUSIP: 36201NLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3734 | PA      | $3867.89       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60519                      | CUSIP: 31335ASG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29211 | PA      | $29402.60      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492723                      | CUSIP: 36210HLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        491 | PA      | $507.38        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487057                      | CUSIP: 36210BB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        656 | PA      | $678.15        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3442                        | CUSIP: 36202DZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93719 | PA      | $95202.99      | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5680                      | CUSIP: 36179FJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33082 | PA      | $31204.73      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482684                      | CUSIP: 36209VFZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        428 | PA      | $443.09        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636294                      | CUSIP: 36291R3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7455 | PA      | $7597.06       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581107                      | CUSIP: 36201ER44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        376 | PA      | $390.69        | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-83 ZP                 | CUSIP: 38379CD86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8415757 | PA      | $7297920.71    | 0.07%             | 2040-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7366                      | CUSIP: 36178UFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     486807 | PA      | $457100.05     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562202                      | CUSIP: 36213RRX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1625 | PA      | $1692.94       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759125                      | CUSIP: 36230UD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5955660 | PA      | $5792167.78    | 0.05%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465573                      | CUSIP: 36209AFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12855 | PA      | $13153.21      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737665                      | CUSIP: 3620ARQS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133318 | PA      | $136144.01     | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614574                      | CUSIP: 36290QXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311203 | PA      | $316522.92     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619587                      | CUSIP: 36290WJ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9278 | PA      | $9445.73       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781591                      | CUSIP: 36225BXU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     774734 | PA      | $787139.51     | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614565                      | CUSIP: 36290QW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53395 | PA      | $54300.59      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622371                      | CUSIP: 36291AMU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3812 | PA      | $3870.86       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551927                      | CUSIP: 36213ED86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10648 | PA      | $10972.37      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741876                      | CUSIP: 3620AWFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32134 | PA      | $32216.35      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0620                      | CUSIP: 36178KVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354427 | PA      | $332970.10     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507082                      | CUSIP: 36211AJ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4500 | PA      | $4653.70       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496957                      | CUSIP: 36210NB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3883 | PA      | $3973.45       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626468                      | CUSIP: 36291E6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         87 | PA      | $86.44         | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542009                      | CUSIP: 36212SDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28194 | PA      | $29526.76      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724845                      | CUSIP: 3620ABHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31160 | PA      | $28777.67      | 0.00%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559837                      | CUSIP: 36213N4W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10657 | PA      | $11122.09      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484836                      | CUSIP: 36209XSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31714 | PA      | $32796.39      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472957                      | CUSIP: 36209JME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1565 | PA      | $1618.54       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615587                      | CUSIP: 36290R2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16303 | PA      | $16921.90      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622613                      | CUSIP: 36291AVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4300 | PA      | $4468.35       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589576                      | CUSIP: 36201P6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50237 | PA      | $52083.56      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756595                      | CUSIP: 36230RKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84626 | PA      | $84749.81      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7022                      | CUSIP: 36181AYT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2734869 | PA      | $2518942.73    | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1758                      | CUSIP: 36179N5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87563 | PA      | $78457.30      | 0.00%             | 2044-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620521                      | CUSIP: 36290XLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        368 | PA      | $373.93        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603212                      | CUSIP: 36200KDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29322 | PA      | $29898.48      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745322                      | CUSIP: 3620C1AX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45792 | PA      | $45866.20      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724832                      | CUSIP: 3620ABHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70252 | PA      | $70248.70      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761439                      | CUSIP: 36176BV87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78507 | PA      | $76262.45      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 448335                      | CUSIP: 36208EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        995 | PA      | $1029.13       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-32 PL                 | CUSIP: 31359WHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18212 | PA      | $18536.54      | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737815                      | CUSIP: 3620ARVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66458 | PA      | $64676.52      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                               | BK AMER TSY FICC               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9718                      | CUSIP: 36183TYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603488 | PA      | $582674.58     | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623557                      | CUSIP: 36291BWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25452 | PA      | $25906.19      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 415721                      | CUSIP: 36206MYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         59 | PA      | $58.63         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411380                      | CUSIP: 36206G6R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         52 | PA      | $52.16         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718195                      | CUSIP: 3620A33C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90788 | PA      | $90992.53      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilltop Apartments Phase II LP                                | Hilltop at Ntsde DUS           | CUSIP: 99Z19QOF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3035000 | PA      | $3006546.88    | 0.03%             | 2036-02-01      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711697                      | CUSIP: 36297GUW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108942 | PA      | $100340.27     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465703                      | CUSIP: 36209AKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        275 | PA      | $281.05        | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462113                      | CUSIP: 36208VK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        515 | PA      | $532.31        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769635                      | CUSIP: 36176LY82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     370717 | PA      | $348909.97     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3734                        | CUSIP: 36202EEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10035 | PA      | $10077.74      | 0.00%             | 2035-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497373                      | CUSIP: 36210NQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13158 | PA      | $13463.12      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487493                      | CUSIP: 36210BRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1667 | PA      | $1706.22       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486620                      | CUSIP: 36210ASH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4365 | PA      | $4466.25       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV1602                      | CUSIP: 3140MEX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     970737 | PA      | $984850.45     | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495578                      | CUSIP: 36210LQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5328 | PA      | $5510.11       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6647                      | CUSIP: 36178EL49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68585 | PA      | $63073.21      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753379                      | CUSIP: 36230MXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258472 | PA      | $258919.29     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783050                      | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6125872 | PA      | $6244191.99    | 0.06%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434139                      | CUSIP: 36207KHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2869 | PA      | $2935.19       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666083                      | CUSIP: 36295B6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4702 | PA      | $4799.03       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502949                      | CUSIP: 36210UWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3051 | PA      | $3155.35       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783095                      | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258013 | PA      | $251183.24     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714343                      | CUSIP: 36297KS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44122 | PA      | $44212.21      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8270                      | CUSIP: 36178GFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30848 | PA      | $28624.73      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9884                      | CUSIP: 36181D6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374004 | PA      | $342911.27     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729029                      | CUSIP: 3620AF4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204652 | PA      | $205146.04     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5688                      | CUSIP: 36180HJ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120678 | PA      | $120472.23     | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620431                      | CUSIP: 36290XHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102576 | PA      | $104451.01     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647640                      | CUSIP: 36292FPZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32224 | PA      | $33217.05      | 0.00%             | 2037-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726270                      | CUSIP: 3620AC2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12738 | PA      | $12774.66      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783908                      | CUSIP: 3622A2KV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1797390 | PA      | $1693458.21    | 0.02%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     632740 | PA      | $574216.40     | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514584                      | CUSIP: 36211JUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28029 | PA      | $28691.52      | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750316                      | CUSIP: 3620C6SD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     515672 | PA      | $502277.49     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781029                      | CUSIP: 36225BEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23712 | PA      | $24521.13      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581047                      | CUSIP: 36201EP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3452 | PA      | $3580.16       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721215                      | CUSIP: 3620A7GY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1742 | PA      | $1778.17       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL5254                      | CUSIP: 3138EMZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19744 | PA      | $19622.68      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494274                      | CUSIP: 36210KCK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2832 | PA      | $2897.68       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2512                      | CUSIP: 36180DYH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316149 | PA      | $290853.30     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578108                      | CUSIP: 36201BGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        431 | PA      | $440.76        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565150                      | CUSIP: 36213UZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259919 | PA      | $264394.67     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9663                      | CUSIP: 36179KWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     453055 | PA      | $418092.11     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781597                      | CUSIP: 36225BX29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32053 | PA      | $32579.95      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494244                      | CUSIP: 36210KBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5672 | PA      | $5803.05       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469228                      | CUSIP: 36209EHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10413 | PA      | $10767.95      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97770                      | CUSIP: 312946T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142582 | PA      | $143743.96     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509594                      | CUSIP: 36211DC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3350 | PA      | $3464.48       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491103                      | CUSIP: 36210FRY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2005 | PA      | $2051.92       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613042                      | CUSIP: 36290NBK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8788 | PA      | $8831.13       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740934                      | CUSIP: 3620AVEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     718307 | PA      | $698705.04     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM9727                      | CUSIP: 36185CYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255207 | PA      | $246366.61     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615521                      | CUSIP: 36290RYS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14009 | PA      | $14253.87      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596645                      | CUSIP: 36200BZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32820 | PA      | $34123.98      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553992                      | CUSIP: 36213GNH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4682 | PA      | $4834.49       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3145                      | CUSIP: 36180EP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7566 | PA      | $7516.33       | 0.00%             | 2028-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791807                      | CUSIP: 36177LAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14280 | PA      | $13132.83      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632402                      | CUSIP: 36291MRX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26166 | PA      | $27260.00      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569086                      | CUSIP: 36200QF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20332 | PA      | $20630.32      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620568                      | CUSIP: 36290XMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1291 | PA      | $1313.85       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5854                      | CUSIP: 31418FQG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   75375748 | PA      | $77183725.59   | 0.69%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466460                      | CUSIP: 36209BE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1963 | PA      | $2008.62       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724833                      | CUSIP: 3620ABHJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6964 | PA      | $6801.87       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2146                      | CUSIP: 36179QL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382109 | PA      | $339044.61     | 0.00%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701667                      | CUSIP: 36296UQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28631 | PA      | $29548.39      | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615279                      | CUSIP: 36290RQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39615 | PA      | $40302.38      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645897                      | CUSIP: 36292DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40555 | PA      | $42212.76      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796363                      | CUSIP: 36177RB91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28465 | PA      | $26340.30      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738016                      | CUSIP: 3620AR3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77029 | PA      | $78661.88      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4097                      | CUSIP: 36180FRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27604 | PA      | $26189.05      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580985                      | CUSIP: 36201ENA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1617 | PA      | $1654.81       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781377                      | CUSIP: 36225BQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93929 | PA      | $96106.42      | 0.00%             | 2029-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94002                      | CUSIP: 312942NT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     245305 | PA      | $251414.04     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541852                      | CUSIP: 36212R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6307 | PA      | $6568.96       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419152                      | CUSIP: 36206RTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        634 | PA      | $655.78        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463729                      | CUSIP: 36208XEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4942 | PA      | $5110.54       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433908                      | CUSIP: 36207KAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2494 | PA      | $2579.57       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433787                      | CUSIP: 36207J2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        130 | PA      | $130.57        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761210                      | CUSIP: 36176BN37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     387990 | PA      | $377911.76     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483629                      | CUSIP: 36209WHE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        197 | PA      | $197.89        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477534                      | CUSIP: 36209PPT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        537 | PA      | $555.07        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732504                      | CUSIP: 3620AKX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7364 | PA      | $7518.66       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614545                      | CUSIP: 36290QWE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247304 | PA      | $251623.84     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617537                      | CUSIP: 36290UBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5459 | PA      | $5572.17       | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597904                      | CUSIP: 36200DGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8152 | PA      | $8307.00       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608948                      | CUSIP: 36202TP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61847 | PA      | $64498.14      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646868                      | CUSIP: 36292ETZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53089 | PA      | $53347.70      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496565                      | CUSIP: 36210MTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11625 | PA      | $11894.84      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751953                      | CUSIP: 36230LE21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222376 | PA      | $216199.10     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752967                      | CUSIP: 36230MJL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2113 | PA      | $2048.63       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465366                      | CUSIP: 36208Y6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4730 | PA      | $4891.69       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494520                      | CUSIP: 36210KK95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2889 | PA      | $2955.98       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604292                      | CUSIP: 36200MKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19300 | PA      | $20060.12      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587345                      | CUSIP: 36201MP63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14750 | PA      | $15309.18      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2395 PZ                    | CUSIP: 31339LNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     374704 | PA      | $389738.09     | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688083                      | CUSIP: 36296DM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205948 | PA      | $210286.48     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486933                      | CUSIP: 36210A4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6743 | PA      | $6899.03       | 0.00%             | 2029-02-15      | 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        |  102445000 | PA      | $104854055.64  | 0.94%             | 2026-03-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474642                      | CUSIP: 36209LHT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        635 | PA      | $656.62        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780685                      | CUSIP: 36225AXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        651 | PA      | $673.02        | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499267                      | CUSIP: 36210QTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3854 | PA      | $3985.89       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD1041                      | CUSIP: 3617BGEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     578959 | PA      | $537000.86     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733395                      | CUSIP: 3620ALXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1318198 | PA      | $1204149.02    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8778                      | CUSIP: 36180MXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21039 | PA      | $18931.51      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593011                      | CUSIP: 36201TYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13114 | PA      | $13612.20      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746798                      | CUSIP: 3620C2UX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275233 | PA      | $267992.66     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0695                      | CUSIP: 36181FXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46972 | PA      | $41670.59      | 0.00%             | 2043-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658362                      | CUSIP: 36294SMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12148 | PA      | $12701.10      | 0.00%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604639                      | CUSIP: 36200MV83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174385 | PA      | $177410.09     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637391                      | CUSIP: 36291TC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89284 | PA      | $90925.56      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736107                      | CUSIP: 3620APYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30299 | PA      | $30940.91      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466454                      | CUSIP: 36209BE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        486 | PA      | $502.42        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623600                      | CUSIP: 36291BX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9634 | PA      | $9806.44       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582758                      | CUSIP: 36201GMF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1096 | PA      | $1126.12       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4741                      | CUSIP: 3617BLHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26707 | PA      | $24771.53      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780864                      | CUSIP: 36225A5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2707 | PA      | $2769.78       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737270                      | CUSIP: 3620ARCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     621918 | PA      | $635069.38     | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691716                      | CUSIP: 36296HN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311189 | PA      | $310190.47     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642213                      | CUSIP: 36291YN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71638 | PA      | $73066.52      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740194                      | CUSIP: 3620AUKF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50809 | PA      | $49820.85      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622107                      | CUSIP: 36291ADL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        586 | PA      | $595.55        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626858                      | CUSIP: 36291FMF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70581 | PA      | $71830.81      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778048                      | CUSIP: 36176WEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84160 | PA      | $79167.86      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460915                      | CUSIP: 36208UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1774 | PA      | $1835.01       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600289                      | CUSIP: 36200F2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5492 | PA      | $5555.49       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618842                      | CUSIP: 36290VP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25032 | PA      | $25466.54      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717313                      | CUSIP: 3620A23W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29284 | PA      | $27670.92      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783283                      | CUSIP: 36241LUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9260 | PA      | $9282.74       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97297                      | CUSIP: 312946DA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6740 | PA      | $6793.39       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647332                      | CUSIP: 36292FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11132 | PA      | $11191.19      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456737                      | CUSIP: 36208PLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8899 | PA      | $9202.23       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757073                      | CUSIP: 36230R2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92032 | PA      | $89355.03      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498700                      | CUSIP: 36210P7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2630 | PA      | $2692.20       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711171                      | CUSIP: 36297GCG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14751 | PA      | $14369.99      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737833                      | CUSIP: 3620ARV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55770 | PA      | $54256.82      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739673                      | CUSIP: 3620ATXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168201 | PA      | $164546.06     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721542                      | CUSIP: 3620A7S71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1884 | PA      | $1924.15       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM7602                      | CUSIP: 36184YNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65613 | PA      | $63205.13      | 0.00%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772033                      | CUSIP: 36176PPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52647 | PA      | $51106.66      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503919                      | CUSIP: 36210VYQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2570 | PA      | $2657.85       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638629                      | CUSIP: 36291UPN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4313 | PA      | $4322.95       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849470                      | CUSIP: 31300MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1071664 | PA      | $1105902.99    | 0.01%             | 2044-09-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481318                      | CUSIP: 36209TVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3683 | PA      | $3809.12       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607025                      | CUSIP: 36201YLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6560 | PA      | $6827.83       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658287                      | CUSIP: 36294SJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5448 | PA      | $5634.40       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462641                      | CUSIP: 36208V5A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20794 | PA      | $21275.67      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727842                      | CUSIP: 3620AES76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478542 | PA      | $479096.87     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469115                      | CUSIP: 36209EDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        494 | PA      | $510.92        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495201                      | CUSIP: 36210LDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5730 | PA      | $5862.60       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723743                      | CUSIP: 3620AABL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147534 | PA      | $143874.43     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579204                      | CUSIP: 36201CNV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2794 | PA      | $2899.00       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587300                      | CUSIP: 36201MNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16769 | PA      | $17351.97      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529877                      | CUSIP: 36212CUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8286 | PA      | $8541.91       | 0.00%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744243                      | CUSIP: 3620AYZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6905 | PA      | $6918.64       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477072                      | CUSIP: 36209N6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1017 | PA      | $1051.72       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782889                      | CUSIP: 36241LF68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174880 | PA      | $178560.73     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650695                      | CUSIP: 36292J3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6554 | PA      | $6685.31       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705318                      | CUSIP: 36296YSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171527 | PA      | $171750.65     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649547                      | CUSIP: 36292HTC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19208 | PA      | $19992.73      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8620                      | CUSIP: 36184FSH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     475063 | PA      | $457423.08     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781916                      | CUSIP: 36241KDV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28359 | PA      | $29327.13      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9093                      | CUSIP: 36178WC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81536 | PA      | $75569.74      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734029                      | CUSIP: 3620AMPN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17812 | PA      | $17851.78      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542731                      | CUSIP: 36212S4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1757 | PA      | $1817.27       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496475                      | CUSIP: 36210MQ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        899 | PA      | $919.53        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767060                      | CUSIP: 36176H5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     404042 | PA      | $378904.07     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752955                      | CUSIP: 36230MH83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132518 | PA      | $132510.83     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768088                      | CUSIP: 36176KCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234298 | PA      | $227599.84     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DC4819                      | CUSIP: 3140ASK98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     193337 | PA      | $196147.72     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580982                      | CUSIP: 36201EM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2695 | PA      | $2789.74       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708852                      | CUSIP: 36297DQD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42753 | PA      | $43656.28      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584087                      | CUSIP: 36201H2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8220 | PA      | $8558.44       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6679                      | CUSIP: 36198TM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76844 | PA      | $75873.89      | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760098                      | CUSIP: 36176AGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55230 | PA      | $53632.83      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574550                      | CUSIP: 36200WH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32779 | PA      | $34138.69      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753511                      | CUSIP: 36230M3U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2425 | PA      | $2431.24       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43539 | PA      | $42217.75      | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO1866                      | CUSIP: 3617A2CB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357492 | PA      | $344065.24     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466057                      | CUSIP: 36209AWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5913 | PA      | $6114.30       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471856                      | CUSIP: 36209HE50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3296 | PA      | $3408.09       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623416                      | CUSIP: 36291BSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1010 | PA      | $1026.94       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4801                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1001 | PA      | $1002.83       | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577417                      | CUSIP: 36201APA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1449 | PA      | $1482.29       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q22521                      | CUSIP: 3132JPYS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     329265 | PA      | $331291.73     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486703                      | CUSIP: 36210AU47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9729 | PA      | $9954.90       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605388                      | CUSIP: 36200NRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9505 | PA      | $9549.90       | 0.00%             | 2034-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615691                      | CUSIP: 36290R7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        347 | PA      | $353.10        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723540                      | CUSIP: 3620A9ZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51162 | PA      | $52240.51      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4325                      | CUSIP: 36178BYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27769 | PA      | $25808.83      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749834                      | CUSIP: 3620C6BB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107937 | PA      | $104904.26     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734431                      | CUSIP: 3620AM4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36720 | PA      | $36793.12      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446662                      | CUSIP: 36208CFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        944 | PA      | $976.49        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433771                      | CUSIP: 36207J2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1746 | PA      | $1805.86       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568836                      | CUSIP: 36213Y4V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2640 | PA      | $2740.15       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539119                      | CUSIP: 36212N4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19709 | PA      | $20548.28      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637015                      | CUSIP: 36291SVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13026 | PA      | $13283.85      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618902                      | CUSIP: 36290VRX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13923 | PA      | $14181.29      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462127                      | CUSIP: 36208VLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        432 | PA      | $447.08        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2007-38 CK                 | CUSIP: 38375KEE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2616139 | PA      | $2616660.38    | 0.02%             | 2037-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749271                      | CUSIP: 3620C5MU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     314896 | PA      | $305321.55     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68633 | PA      | $63385.95      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615493                      | CUSIP: 36290RXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88805 | PA      | $90345.36      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733476                      | CUSIP: 3620AL2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35019 | PA      | $34017.67      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478562                      | CUSIP: 36209QTT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2318 | PA      | $2397.12       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633750                      | CUSIP: 36291PBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28675 | PA      | $29885.77      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538255                      | CUSIP: 36212M5Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22501 | PA      | $23310.27      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535799                      | CUSIP: 36212KGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15956 | PA      | $16609.02      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653640                      | CUSIP: 36292NEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29103 | PA      | $30423.76      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615551                      | CUSIP: 36290RZQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2952 | PA      | $2994.48       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631401                      | CUSIP: 36291LNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1520 | PA      | $1527.01       | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713051                      | CUSIP: 36297JEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     241533 | PA      | $242420.36     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781305                      | CUSIP: 36225BNW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60025 | PA      | $62449.25      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503015                      | CUSIP: 36210UYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3873 | PA      | $3962.87       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783621                      | CUSIP: 3622A2AW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1390957 | PA      | $1312290.36    | 0.01%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BD3961                      | CUSIP: 3617BKMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4782220 | PA      | $4597266.05    | 0.04%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2020-116 U                 | CUSIP: 38382HXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4391462 | PA      | $2993554.25    | 0.03%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464215                      | CUSIP: 36208XVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        719 | PA      | $743.06        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464853                      | CUSIP: 36208YMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2225 | PA      | $2300.93       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738547                      | CUSIP: 3620ASP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     337383 | PA      | $337895.13     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21261                      | CUSIP: 3132JNMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54071 | PA      | $52753.32      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615239                      | CUSIP: 36290RPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212377 | PA      | $215895.35     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798893                      | CUSIP: 36177T3B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38582 | PA      | $37427.65      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551979                      | CUSIP: 36213EFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6918 | PA      | $7244.92       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630168                      | CUSIP: 36291KCD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5365 | PA      | $5461.64       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738956                      | CUSIP: 3620AS5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188623 | PA      | $184328.76     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486694                      | CUSIP: 36210AUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3414 | PA      | $3493.21       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521288                      | CUSIP: 36211SCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39282 | PA      | $40027.20      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434128                      | CUSIP: 36207KHD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        207 | PA      | $214.10        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3735                        | CUSIP: 36202EEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2242366 | PA      | $2282388.76    | 0.02%             | 2035-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477219                      | CUSIP: 36209PDY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1084 | PA      | $1109.55       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493973                      | CUSIP: 36210JXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2957 | PA      | $3058.04       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686872                      | CUSIP: 36296CCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3923 | PA      | $4004.97       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497496                      | CUSIP: 36210NUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8322 | PA      | $8515.27       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552948                      | CUSIP: 36213FHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38062 | PA      | $39489.62      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595117                      | CUSIP: 36200ADW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2154 | PA      | $2233.62       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 660402                      | CUSIP: 36294UU34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17689 | PA      | $16342.96      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463867                      | CUSIP: 36208XJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10028 | PA      | $10260.19      | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528616                      | CUSIP: 36212BGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22834 | PA      | $23830.58      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626876                      | CUSIP: 36291FMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6855 | PA      | $6982.40       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780678                      | CUSIP: 36225AXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        220 | PA      | $227.09        | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761574                      | CUSIP: 36176B2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61926 | PA      | $60135.08      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491150                      | CUSIP: 36210FTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2394 | PA      | $2476.07       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591215                      | CUSIP: 36201RYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1310 | PA      | $1349.57       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2523                      | CUSIP: 36179QYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17139 | PA      | $17118.65      | 0.00%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622515                      | CUSIP: 36291ASC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69837 | PA      | $71065.20      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770479                      | CUSIP: 36176MXG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224716 | PA      | $218583.76     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607267                      | CUSIP: 36201YTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6660 | PA      | $6939.40       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571215                      | CUSIP: 36200SSC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11434 | PA      | $11962.75      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5818                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27725 | PA      | $27615.96      | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497356                      | CUSIP: 36210NQH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16834 | PA      | $17223.77      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8261                      | CUSIP: 36178VFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69959 | PA      | $65879.06      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2075                      | CUSIP: 36179QJU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63843 | PA      | $63806.37      | 0.00%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627899                      | CUSIP: 36291GRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76318 | PA      | $77729.52      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479060                      | CUSIP: 36209RE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3208 | PA      | $3317.49       | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676382                      | CUSIP: 36295PM74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3993 | PA      | $4046.99       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585116                      | CUSIP: 36201KAR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        370 | PA      | $384.69        | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469790                      | CUSIP: 36209E2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $71.78         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609443                      | CUSIP: 36202UBL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        337 | PA      | $342.59        | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501295                      | CUSIP: 36210S3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1679 | PA      | $1717.50       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619829                      | CUSIP: 36290WSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3667 | PA      | $3725.27       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8426                      | CUSIP: 36178VLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1363495 | PA      | $1224384.12    | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A85581                      | CUSIP: 312932FW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14939 | PA      | $15310.56      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5768                      | CUSIP: 36178SMR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45006 | PA      | $43215.00      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60239                      | CUSIP: 31335AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216475 | PA      | $217965.48     | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1147                      | CUSIP: 36182VHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     501095 | PA      | $457741.13     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3690                      | CUSIP: 36178BC37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114471 | PA      | $108297.44     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758314                      | CUSIP: 36230TGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1138829 | PA      | $1107197.76    | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565672                      | CUSIP: 36213VMV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        794 | PA      | $823.20        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548770                      | CUSIP: 36213AT38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4821 | PA      | $5019.41       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778972                      | CUSIP: 36176XFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128404 | PA      | $121478.95     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706718                      | CUSIP: 36297BDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21453 | PA      | $21506.92      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783976                      | CUSIP: 3622A2MZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5676259 | PA      | $5386417.34    | 0.05%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479607                      | CUSIP: 36209RYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19295 | PA      | $18761.87      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473451                      | CUSIP: 36209J5L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6615 | PA      | $6840.53       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714594                      | CUSIP: 36297K3B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20309 | PA      | $20389.68      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740554                      | CUSIP: 3620AUWP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10519 | PA      | $10541.07      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9839                      | CUSIP: 3140BA4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2707880 | PA      | $2747250.03    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631334                      | CUSIP: 36291LLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9258 | PA      | $9439.95       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620100                      | CUSIP: 36290W3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14631 | PA      | $15232.91      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08741                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4816409 | PA      | $4385699.33    | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615639                      | CUSIP: 36290R4Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31890 | PA      | $32053.03      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2614                      | CUSIP: 36184M3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40495 | PA      | $38979.87      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389807                      | CUSIP: 36205GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36692 | PA      | $38123.65      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749231                      | CUSIP: 3620C5LL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     968774 | PA      | $965666.44     | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503436                      | CUSIP: 36210VHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        334 | PA      | $345.73        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726139                      | CUSIP: 3620ACV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112257 | PA      | $112510.66     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597975                      | CUSIP: 36200DJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15973 | PA      | $16232.98      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574769                      | CUSIP: 36200WQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1135 | PA      | $1177.66       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510304                      | CUSIP: 36211D3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4047 | PA      | $4184.66       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610255                      | CUSIP: 36202U5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43835 | PA      | $44631.26      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606696                      | CUSIP: 36201X7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12728 | PA      | $13185.47      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1713                      | CUSIP: 36180C3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1208265 | PA      | $1086685.74    | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583685                      | CUSIP: 36201HNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8744 | PA      | $8897.53       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623898                      | CUSIP: 36291CDB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41973 | PA      | $43726.77      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628006                      | CUSIP: 36291GU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35211 | PA      | $35861.85      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595673                      | CUSIP: 36200AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16153 | PA      | $16431.22      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q57124                      | CUSIP: 3132Y04J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7386 | PA      | $6901.62       | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778874                      | CUSIP: 36176XCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190270 | PA      | $179804.00     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430349                      | CUSIP: 36207FBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30392 | PA      | $29557.87      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781118                      | CUSIP: 36225BG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19791 | PA      | $20466.92      | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553125                      | CUSIP: 36213FPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32776 | PA      | $34066.47      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590452                      | CUSIP: 36201Q5M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13333 | PA      | $13871.69      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547492                      | CUSIP: 36212YF99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        691 | PA      | $720.96        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7349                      | CUSIP: 36178UEW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     349578 | PA      | $329452.45     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503777                      | CUSIP: 36210VUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12241 | PA      | $12658.91      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1669                      | CUSIP: 36178L2A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64248 | PA      | $60524.26      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0264                      | CUSIP: 36177WJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112971 | PA      | $106527.76     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454639                      | CUSIP: 36208MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1807 | PA      | $1869.17       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778846                      | CUSIP: 36176XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156539 | PA      | $148301.25     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530781                      | CUSIP: 36212DUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45351 | PA      | $46312.41      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667335                      | CUSIP: 36295DLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27933 | PA      | $29398.50      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506897                      | CUSIP: 36211ADA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10378 | PA      | $10618.03      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7353                      | CUSIP: 36180KE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136628 | PA      | $128762.22     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635972                      | CUSIP: 36291RQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31206 | PA      | $32467.33      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-144 ZX                | CUSIP: 38378UZQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7916177 | PA      | $7182311.34    | 0.06%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4262                      | CUSIP: 36179SWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     625207 | PA      | $586852.86     | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509071                      | CUSIP: 36211CQY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1193 | PA      | $1233.72       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615655                      | CUSIP: 36290R5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        463 | PA      | $470.55        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1921                      | CUSIP: 36179QD24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2385716 | PA      | $2385040.95    | 0.02%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705429                      | CUSIP: 36296YVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110392 | PA      | $110724.54     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9301                      | CUSIP: 36180NKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     414018 | PA      | $379033.59     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615942                      | CUSIP: 36290SHT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139078 | PA      | $139775.78     | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581642                      | CUSIP: 36201FEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3094 | PA      | $3207.25       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566644                      | CUSIP: 36213WP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        269 | PA      | $278.63        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501044                      | CUSIP: 36210SS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3007 | PA      | $3136.86       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480004                      | CUSIP: 36209SGM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1765 | PA      | $1806.27       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV1457                      | CUSIP: 3140METP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1993293 | PA      | $2022273.19    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783366                      | CUSIP: 36241LW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1946 | PA      | $1983.57       | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4476                      | CUSIP: 3140J86N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25908 | PA      | $25693.59      | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1576                      | CUSIP: 36178LXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13943 | PA      | $13175.84      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7053                      | CUSIP: 36179VZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   85589877 | PA      | $77379299.65   | 0.69%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572072                      | CUSIP: 36200TQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29492 | PA      | $30250.91      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564753                      | CUSIP: 36213UMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3087 | PA      | $3209.41       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766897                      | CUSIP: 36176HX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26423 | PA      | $25680.74      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3428                        | CUSIP: 36202DYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15886 | PA      | $16135.68      | 0.00%             | 2033-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765299                      | CUSIP: 36176F7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36894 | PA      | $36984.67      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553858                      | CUSIP: 36213GJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6721 | PA      | $6950.82       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577982                      | CUSIP: 36201BCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8317 | PA      | $8619.25       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650694                      | CUSIP: 36292J3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3789 | PA      | $3807.83       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507489                      | CUSIP: 36211AXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        720 | PA      | $744.44        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782662                      | CUSIP: 36241K5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8585 | PA      | $8852.58       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5301                      | CUSIP: 36179E3J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317787 | PA      | $291476.98     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474670                      | CUSIP: 36209LJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        867 | PA      | $896.41        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748082                      | CUSIP: 3620C4CT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112021 | PA      | $112208.58     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434343                      | CUSIP: 36207KP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6358 | PA      | $6505.82       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572050                      | CUSIP: 36200TQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25873 | PA      | $26538.74      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8072                      | CUSIP: 36179W6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11924158 | PA      | $11411876.29   | 0.10%             | 2037-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726433                      | CUSIP: 3620ADBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23184 | PA      | $23250.46      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9189                      | CUSIP: 36178WF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     444081 | PA      | $399188.00     | 0.00%             | 2042-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97046                      | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4460 | PA      | $4497.73       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462674                      | CUSIP: 36208V6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7126 | PA      | $7369.17       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501035                      | CUSIP: 36210SSY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        103 | PA      | $107.32        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600132                      | CUSIP: 36200FVZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10215 | PA      | $10586.24      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 679384                      | CUSIP: 36295SXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1862 | PA      | $1901.09       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588361                      | CUSIP: 36201NTS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6294 | PA      | $6532.26       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698371                      | CUSIP: 36296Q2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     673321 | PA      | $687404.80     | 0.01%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564637                      | CUSIP: 36213UHN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2592 | PA      | $2686.12       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564799                      | CUSIP: 36213UNQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2225 | PA      | $2300.70       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651823                      | CUSIP: 36292LD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5805 | PA      | $5920.34       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578345                      | CUSIP: 36201BP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11208 | PA      | $11641.26      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620444                      | CUSIP: 36290XHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10566 | PA      | $10621.48      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485678                      | CUSIP: 36209YQ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8699 | PA      | $8979.72       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464283                      | CUSIP: 36208XXL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14416 | PA      | $14750.24      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719234                      | CUSIP: 3620A5BB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2125640 | PA      | $2170571.82    | 0.02%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615941                      | CUSIP: 36290SHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35513 | PA      | $35699.18      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4998                      | CUSIP: 36178RRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     241046 | PA      | $227599.16     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468094                      | CUSIP: 36209C7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3120 | PA      | $3226.76       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3032                      | CUSIP: 36179RLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2337636 | PA      | $2067924.84    | 0.02%             | 2045-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473723                      | CUSIP: 36209KG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3153 | PA      | $3260.58       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763584                      | CUSIP: 36176ECV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490887 | PA      | $477812.49     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452349                      | CUSIP: 36208JQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23707 | PA      | $24713.56      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603246                      | CUSIP: 36200KET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47276 | PA      | $48107.22      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3150                      | CUSIP: 36181JQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157595 | PA      | $144224.72     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618615                      | CUSIP: 36290VGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        995 | PA      | $1036.60       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608987                      | CUSIP: 36202TRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19768 | PA      | $20627.68      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3994                        | CUSIP: 36202ENK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8403 | PA      | $8561.16       | 0.00%             | 2037-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732842                      | CUSIP: 3620ALEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137825 | PA      | $138070.67     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464444                      | CUSIP: 36208X5D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6573 | PA      | $6725.49       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344496 | PA      | $345280.73     | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1183                      | CUSIP: 36179AJ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7747 | PA      | $7165.65       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613819                      | CUSIP: 36290N4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8932 | PA      | $9087.84       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05645                      | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3643 | PA      | $3677.39       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764536                      | CUSIP: 36176FEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30012 | PA      | $30647.46      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5473                      | CUSIP: 3140Q1CK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39235000 | PA      | $39128928.18   | 0.35%             | 2030-11-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705613                      | CUSIP: 36296Y3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65202 | PA      | $63518.80      | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723600                      | CUSIP: 3620A93H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31027 | PA      | $31117.80      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492945                      | CUSIP: 36210HTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9862 | PA      | $10198.24      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AY8206                      | CUSIP: 36196YDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394124 | PA      | $366423.19     | 0.00%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735697                      | CUSIP: 3620APKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     523289 | PA      | $534296.79     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768888                      | CUSIP: 36176K6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     288392 | PA      | $294504.87     | 0.00%             | 2041-07-15      | 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        |   21690000 | PA      | $21972139.18   | 0.20%             | 2026-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748638                      | CUSIP: 3620C4V72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2135625 | PA      | $2048477.41    | 0.02%             | 2040-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710683                      | CUSIP: 36297FRC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132673 | PA      | $132976.84     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469879                      | CUSIP: 36209E6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1265 | PA      | $1308.07       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488506                      | CUSIP: 36210CU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8183 | PA      | $8462.38       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683054                      | CUSIP: 36295WZT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28022 | PA      | $28612.55      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736068                      | CUSIP: 3620APW50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166794 | PA      | $172229.12     | 0.00%             | 2040-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670389                      | CUSIP: 36295GXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     260984 | PA      | $266453.54     | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486597                      | CUSIP: 36210ARS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3208 | PA      | $3282.59       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C91738                      | CUSIP: 3128P74X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4271 | PA      | $4296.58       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761863                      | CUSIP: 36176CFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124008 | PA      | $120583.26     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585117                      | CUSIP: 36201KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7802 | PA      | $8103.57       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY3701                      | CUSIP: 31426NDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2068914 | PA      | $2098994.06    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY8250                      | CUSIP: 31426TEY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     506341 | PA      | $513702.95     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438596                      | CUSIP: 36207QGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48447 | PA      | $45874.68      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570517                      | CUSIP: 36200RYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18045 | PA      | $18626.66      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604620                      | CUSIP: 36200MVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6464 | PA      | $6497.32       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451215                      | CUSIP: 36208HGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4544 | PA      | $4698.68       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486516                      | CUSIP: 36210AN94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4845 | PA      | $5010.35       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537623                      | CUSIP: 36212MG86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1445 | PA      | $1506.07       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740134                      | CUSIP: 3620AUHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20269 | PA      | $20302.23      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8173                      | CUSIP: 36181CCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130582 | PA      | $130310.95     | 0.00%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476276                      | CUSIP: 36209NCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        967 | PA      | $969.05        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604285                      | CUSIP: 36200MJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215259 | PA      | $218854.38     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754088                      | CUSIP: 36230NRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205117 | PA      | $200482.91     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96488                      | CUSIP: 312945F52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1046 | PA      | $1072.21       | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL3803                      | CUSIP: 3138ELGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3140 | PA      | $3117.83       | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1379                      | CUSIP: 36180CQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72596 | PA      | $68219.09      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564503                      | CUSIP: 36213UDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5686 | PA      | $5869.10       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494251                      | CUSIP: 36210KBU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36734 | PA      | $37585.39      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7825                      | CUSIP: 36179WVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     990416 | PA      | $789553.82     | 0.01%             | 2052-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477006                      | CUSIP: 36209N3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1858 | PA      | $1921.40       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469789                      | CUSIP: 36209E2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3099 | PA      | $3204.43       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744339                      | CUSIP: 3620AY4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40754 | PA      | $39535.14      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 899948                      | CUSIP: 31410WZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3594 | PA      | $3833.90       | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553351                      | CUSIP: 36213FWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46935 | PA      | $47173.88      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0391                      | CUSIP: 36180SNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3195 | PA      | $2983.30       | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2621                      | CUSIP: 36184M4E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295945 | PA      | $285963.73     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8706                      | CUSIP: 36178VU74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108842 | PA      | $102358.47     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739387                      | CUSIP: 3620ATNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39881 | PA      | $40716.74      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608255                      | CUSIP: 36202SWQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142600 | PA      | $145018.87     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8569                      | CUSIP: 36183SQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9466 | PA      | $9159.69       | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q07189                      | CUSIP: 3132GSKA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11176 | PA      | $10947.20      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767564                      | CUSIP: 36176JQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166350 | PA      | $166646.40     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509970                      | CUSIP: 36211DQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19707 | PA      | $20076.62      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751884                      | CUSIP: 36230LCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17643 | PA      | $17683.07      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475847                      | CUSIP: 36209MTC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        577 | PA      | $596.84        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7513                      | CUSIP: 36181BK25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2628808 | PA      | $2418474.95    | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616414                      | CUSIP: 36290SYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50029 | PA      | $50926.88      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782902                      | CUSIP: 36241LGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     313096 | PA      | $313947.35     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23253 | PA      | $23745.00      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757446                      | CUSIP: 36230SHX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     414371 | PA      | $413878.16     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403386                      | CUSIP: 36205XCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11257 | PA      | $11453.21      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721238                      | CUSIP: 3620A7HP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53404 | PA      | $54534.72      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757578                      | CUSIP: 36230SM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70300 | PA      | $68556.27      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6707                      | CUSIP: 36184DNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37906 | PA      | $36610.28      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797029                      | CUSIP: 36177RY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2616 | PA      | $2471.73       | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 654442                      | CUSIP: 36294NBK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20312 | PA      | $20738.62      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3897                      | CUSIP: 36178QKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32505 | PA      | $29530.11      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476274                      | CUSIP: 36209NCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1252 | PA      | $1294.41       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501838                      | CUSIP: 36210TPX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        897 | PA      | $917.61        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5822                      | CUSIP: 36178DPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146231 | PA      | $134581.97     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7022777 | PA      | $6755557.14    | 0.06%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465963                      | CUSIP: 36209ATU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        116 | PA      | $116.96        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749862                      | CUSIP: 3620C6B79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151810 | PA      | $147393.95     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460872                      | CUSIP: 36208T6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11076 | PA      | $11454.07      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473188                      | CUSIP: 36209JUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5947 | PA      | $6084.58       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603068                      | CUSIP: 36200J6D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42679 | PA      | $43429.72      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581081                      | CUSIP: 36201ERA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9581 | PA      | $10004.81      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747936                      | CUSIP: 3620C34V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33624 | PA      | $34315.99      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3650                        | CUSIP: 36202EBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14938 | PA      | $15002.29      | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737707                      | CUSIP: 3620ARR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28554 | PA      | $27765.66      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466422                      | CUSIP: 36209BD39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1481 | PA      | $1515.77       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741034                      | CUSIP: 3620AVHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6113 | PA      | $5950.51       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889072                      | CUSIP: 31410GW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69557 | PA      | $73924.01      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644772                      | CUSIP: 36292CJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22854 | PA      | $23290.83      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706864                      | CUSIP: 36297BJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     778746 | PA      | $756739.67     | 0.01%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608316                      | CUSIP: 36202SYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21608 | PA      | $22005.41      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486877                      | CUSIP: 36210A2J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        952 | PA      | $973.79        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756982                      | CUSIP: 36230RXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42824 | PA      | $42922.71      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482926                      | CUSIP: 36209VPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4333 | PA      | $4433.53       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710511                      | CUSIP: 36297FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     457373 | PA      | $445721.11     | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496670                      | CUSIP: 36210MW72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1977 | PA      | $2023.16       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651132                      | CUSIP: 36292KLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22709 | PA      | $23673.13      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564374                      | CUSIP: 36213T6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3213 | PA      | $3342.73       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637915                      | CUSIP: 36291TVG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10383 | PA      | $10827.65      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341267 | PA      | $342246.19     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721330                      | CUSIP: 3620A7LK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249586 | PA      | $250213.51     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733317                      | CUSIP: 3620ALVJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34124 | PA      | $34197.93      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1080                      | CUSIP: 36181GFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18553 | PA      | $17042.56      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD6453                      | CUSIP: 3140B7E33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     146567 | PA      | $149889.13     | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485525                      | CUSIP: 36209YLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1345 | PA      | $1394.32       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605426                      | CUSIP: 36200NSP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49427 | PA      | $50325.27      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471653                      | CUSIP: 36209G5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6901 | PA      | $7060.54       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711348                      | CUSIP: 36297GHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1600 | PA      | $1670.95       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740926                      | CUSIP: 3620AVD74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18029 | PA      | $18058.59      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622590                      | CUSIP: 36291AUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4300 | PA      | $4462.59       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474712                      | CUSIP: 36209LKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3365 | PA      | $3479.51       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652560                      | CUSIP: 36292L5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54606 | PA      | $56799.13      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607370                      | CUSIP: 36201YW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38763 | PA      | $39780.45      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607396                      | CUSIP: 36201YXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21372 | PA      | $21872.20      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718029                      | CUSIP: 3620A3VW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2869 | PA      | $2874.13       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733086                      | CUSIP: 3620ALNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136617 | PA      | $136918.39     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493361                      | CUSIP: 36210JB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23424 | PA      | $23967.10      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622543                      | CUSIP: 36291AS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20562 | PA      | $20931.29      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692446                      | CUSIP: 36296JHX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133165 | PA      | $133520.01     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635425                      | CUSIP: 36291Q4J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4154 | PA      | $4332.88       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0734                      | CUSIP: 36177WY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16122 | PA      | $14760.02      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 426096                      | CUSIP: 36207AKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        116 | PA      | $116.05        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709047                      | CUSIP: 36297DWG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107745 | PA      | $104700.61     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575023                      | CUSIP: 36200WYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5725 | PA      | $5952.69       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604481                      | CUSIP: 36200MRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        617 | PA      | $641.44        | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708590                      | CUSIP: 36297DF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4269 | PA      | $4284.14       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6407                      | CUSIP: 36178EDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1372679 | PA      | $1261888.15    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460780                      | CUSIP: 36208T2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3657 | PA      | $3742.16       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485524                      | CUSIP: 36209YLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21415 | PA      | $22339.15      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480102                      | CUSIP: 36209SKP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2218 | PA      | $2293.81       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782918                      | CUSIP: 36241LG34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51110 | PA      | $52190.39      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497624                      | CUSIP: 36210NYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3740 | PA      | $3827.17       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523001                      | CUSIP: 36211UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6542 | PA      | $6789.70       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550142                      | CUSIP: 36213CEP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        107 | PA      | $111.08        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44922 | PA      | $42222.05      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615490                      | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152036 | PA      | $152831.59     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496174                      | CUSIP: 36210MFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3355 | PA      | $3433.20       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595598                      | CUSIP: 36200AUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14621 | PA      | $15196.70      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619612                      | CUSIP: 36290WKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100784 | PA      | $102519.67     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494322                      | CUSIP: 36210KD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        517 | PA      | $534.20        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565663                      | CUSIP: 36213VML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1489 | PA      | $1536.09       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV6097                      | CUSIP: 36195GX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     423375 | PA      | $392692.63     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5175                        | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17482340 | PA      | $17500852.20   | 0.16%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742996                      | CUSIP: 3620AXNM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     457746 | PA      | $444278.30     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723235                      | CUSIP: 3620A9PU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22501 | PA      | $22560.77      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741215                      | CUSIP: 3620AVN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137560 | PA      | $137862.91     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548496                      | CUSIP: 36213AKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3868 | PA      | $4000.37       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1884                      | CUSIP: 36183XCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54355 | PA      | $49652.62      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567883                      | CUSIP: 36213X2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50542 | PA      | $52277.84      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM5827                      | CUSIP: 36184VPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     528597 | PA      | $509813.61     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0834                      | CUSIP: 36180B4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401275 | PA      | $357224.95     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3775                      | CUSIP: 3131X7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4177 | PA      | $4152.43       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642004                      | CUSIP: 36291YGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4103 | PA      | $4276.02       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 782156                      | CUSIP: 36241KMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20353 | PA      | $20731.92      | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553965                      | CUSIP: 36213GMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41911 | PA      | $43762.90      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494012                      | CUSIP: 36210JYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         39 | PA      | $39.88         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564766                      | CUSIP: 36213UMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1397 | PA      | $1460.03       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530693                      | CUSIP: 36212DRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        125 | PA      | $127.47        | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612032                      | CUSIP: 36202W4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10209 | PA      | $10348.47      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602635                      | CUSIP: 36200JPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32641 | PA      | $33871.14      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2589                        | CUSIP: 36202C2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19356 | PA      | $19805.32      | 0.00%             | 2028-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632822                      | CUSIP: 36291NAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2350 | PA      | $2394.80       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1732                      | CUSIP: 36179A4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     303690 | PA      | $282256.83     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469883                      | CUSIP: 36209E6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3289 | PA      | $3400.98       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682444                      | CUSIP: 36295WER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239441 | PA      | $239968.75     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791579                      | CUSIP: 36177KXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4775 | PA      | $4625.75       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0594                      | CUSIP: 3140NUUU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17424013 | PA      | $17633378.20   | 0.16%             | 2029-03-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462843                      | CUSIP: 36208WEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        826 | PA      | $854.19        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628072                      | CUSIP: 36291GW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25751 | PA      | $26194.41      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557702                      | CUSIP: 36213LRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5657 | PA      | $5878.52       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7112                      | CUSIP: 36181A3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     454599 | PA      | $417749.33     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468155                      | CUSIP: 36209DBY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20270 | PA      | $20961.62      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482704                      | CUSIP: 36209VGM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        126 | PA      | $130.58        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480365                      | CUSIP: 36209STW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        181 | PA      | $187.64        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781210                      | CUSIP: 36225BKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12742 | PA      | $13176.67      | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506636                      | CUSIP: 36210YY90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        135 | PA      | $138.63        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0383                      | CUSIP: 36177WM80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239494 | PA      | $229001.57     | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486769                      | CUSIP: 36210AW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1832 | PA      | $1894.09       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551347                      | CUSIP: 36213DP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3349 | PA      | $3487.48       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Detrex Corp                                                   | Detrt Savng Bnk DUS            | CUSIP: 99Z19OFU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4531750 | PA      | $4586272.62    | 0.04%             | 2036-02-01      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779220                      | CUSIP: 36176XPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25666 | PA      | $23731.20      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497261                      | CUSIP: 36210NMJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        436 | PA      | $445.85        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486621                      | CUSIP: 36210ASJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6444 | PA      | $6663.51       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473882                      | CUSIP: 36209KM70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3231 | PA      | $3341.74       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763825                      | CUSIP: 36176ELE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11796 | PA      | $12046.28      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480093                      | CUSIP: 36209SKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1011 | PA      | $1034.18       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529966                      | CUSIP: 36212CW31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46425 | PA      | $48524.73      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711228                      | CUSIP: 36297GD98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5641 | PA      | $5761.11       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3926                      | CUSIP: 36182YLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25452 | PA      | $23149.80      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550726                      | CUSIP: 36213CYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27643 | PA      | $27773.52      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592008                      | CUSIP: 36201SU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        860 | PA      | $875.68        | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769784                      | CUSIP: 36176L6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15719 | PA      | $15264.59      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0702                      | CUSIP: 36181FX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14393 | PA      | $13167.16      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483508                      | CUSIP: 36209WDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        600 | PA      | $620.79        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552310                      | CUSIP: 36213ER73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2017 | PA      | $2084.26       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4962                      | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1747040 | PA      | $1635497.95    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54476                      | CUSIP: 3132XW6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44273 | PA      | $41367.38      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486970                      | CUSIP: 36210A6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6871 | PA      | $7030.68       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780822                      | CUSIP: 36225A4F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2977 | PA      | $3078.62       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636295                      | CUSIP: 36291R3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15483 | PA      | $15775.38      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478433                      | CUSIP: 36209QPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1008 | PA      | $1042.24       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782429                      | CUSIP: 36241KVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59718 | PA      | $60957.51      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726247                      | CUSIP: 3620ACZL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277146 | PA      | $261864.14     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457924                      | CUSIP: 36208QVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3800 | PA      | $3888.25       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757596                      | CUSIP: 36230SNM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182935 | PA      | $177854.38     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425318                      | CUSIP: 36206YPB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4732 | PA      | $4893.16       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08625                      | CUSIP: 3128MJVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1181394 | PA      | $1185027.08    | 0.01%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582202                      | CUSIP: 36201FX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16051 | PA      | $16532.97      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764410                      | CUSIP: 36176FAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31529 | PA      | $32195.51      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740925                      | CUSIP: 3620AVD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25867 | PA      | $25195.15      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645799                      | CUSIP: 36292DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19412 | PA      | $19815.93      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734097                      | CUSIP: 3620AMRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200301 | PA      | $200915.12     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738003                      | CUSIP: 3620AR3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1524 | PA      | $1526.97       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743015                      | CUSIP: 3620AXN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     568938 | PA      | $552199.10     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615890                      | CUSIP: 36290SF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177856 | PA      | $180984.13     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US ULTRA BOND CBT Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         86 | NC      | $-276907.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3555                        | CUSIP: 36202D5Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296630 | PA      | $301563.39     | 0.00%             | 2034-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493469                      | CUSIP: 36210JFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4758 | PA      | $4920.73       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763501                      | CUSIP: 36176EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54593 | PA      | $54693.70      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733734                      | CUSIP: 3620AMEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11335 | PA      | $11044.05      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54982                      | CUSIP: 3132XXRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50274 | PA      | $46975.06      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723283                      | CUSIP: 3620A9RC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93083 | PA      | $93288.33      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9669                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  162854128 | PA      | $167020523.31  | 1.50%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1010                      | CUSIP: 36179NDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95075 | PA      | $85266.73      | 0.00%             | 2043-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736158                      | CUSIP: 3620APZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24014 | PA      | $24056.93      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704262                      | CUSIP: 36296XMK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45204 | PA      | $46155.16      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3984                        | CUSIP: 36202EM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6581 | PA      | $6703.62       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483850                      | CUSIP: 36209WQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10355 | PA      | $10594.81      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469204                      | CUSIP: 36209EGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1158 | PA      | $1198.00       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457815                      | CUSIP: 36208QSC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        813 | PA      | $840.65        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BA9298                      | CUSIP: 3617ANKK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     760108 | PA      | $705021.65     | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745062                      | CUSIP: 3620C0WX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     584466 | PA      | $586257.92     | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443689                      | CUSIP: 36207V2W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7606 | PA      | $7782.79       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616483                      | CUSIP: 36290S2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21904 | PA      | $22238.53      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550762                      | CUSIP: 36213CZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35757 | PA      | $35933.98      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587465                      | CUSIP: 36201MTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13312 | PA      | $13806.73      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446689                      | CUSIP: 36208CF69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        901 | PA      | $931.44        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2151928 | PA      | $2156895.86    | 0.02%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464353                      | CUSIP: 36208XZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3346 | PA      | $3460.55       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550283                      | CUSIP: 36213CJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         43 | PA      | $44.29         | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712738                      | CUSIP: 36297HZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18596 | PA      | $18657.00      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG0440                      | CUSIP: 36181TPZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13155 | PA      | $12130.04      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742405                      | CUSIP: 3620AWYA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25188 | PA      | $25717.56      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741205                      | CUSIP: 3620AVNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9731 | PA      | $9754.14       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3797                      | CUSIP: 3617B7GE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118796 | PA      | $110187.17     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485119                      | CUSIP: 36209X4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4002 | PA      | $4094.71       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563255                      | CUSIP: 36213SWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7444 | PA      | $7780.39       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698558                      | CUSIP: 36296RB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        590 | PA      | $602.47        | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1090                      | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     642055 | PA      | $608385.24     | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19294 | PA      | $18672.02      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473469                      | CUSIP: 36209J6E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2762 | PA      | $2856.54       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485602                      | CUSIP: 36209YNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7856 | PA      | $8195.25       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487225                      | CUSIP: 36210BHA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1290 | PA      | $1333.58       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8624                      | CUSIP: 36178GSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119867 | PA      | $112609.94     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566518                      | CUSIP: 36213WK70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8541 | PA      | $8585.84       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572205                      | CUSIP: 36200TU63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48200 | PA      | $49065.20      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5017                        | CUSIP: 36202FSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277450 | PA      | $277814.54     | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736761                      | CUSIP: 3620AQQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142488 | PA      | $131543.43     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501427                      | CUSIP: 36210TA48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        193 | PA      | $197.70        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484554                      | CUSIP: 36209XH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2428 | PA      | $2510.51       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572181                      | CUSIP: 36200TUE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20471 | PA      | $20807.18      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781039                      | CUSIP: 36225BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10413 | PA      | $10768.39      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782989                      | CUSIP: 36241LKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154240 | PA      | $154604.20     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490576                      | CUSIP: 36210E6M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3415 | PA      | $3532.02       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6446                      | CUSIP: 36181AET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69307 | PA      | $65128.01      | 0.00%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783081                      | CUSIP: 36241LM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182608 | PA      | $177955.61     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605430                      | CUSIP: 36200NST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     532641 | PA      | $542376.48     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756948                      | CUSIP: 36230RWH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198039 | PA      | $198454.43     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460669                      | CUSIP: 36208TW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        995 | PA      | $1028.49       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493535                      | CUSIP: 36210JHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7010 | PA      | $7304.38       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603995                      | CUSIP: 36200K7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32716 | PA      | $33253.45      | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574174                      | CUSIP: 36200V2F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22636 | PA      | $23422.76      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485598                      | CUSIP: 36209YNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        551 | PA      | $564.03        | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604586                      | CUSIP: 36200MUK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38669 | PA      | $39325.28      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799085                      | CUSIP: 36177UCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208736 | PA      | $202971.70     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611491                      | CUSIP: 36202WKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1112 | PA      | $1154.59       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3802                      | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41874628 | PA      | $38263285.11   | 0.34%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 404729                      | CUSIP: 36205YSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         53 | PA      | $53.37         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746305                      | CUSIP: 3620C2DJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105962 | PA      | $105968.68     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6408                      | CUSIP: 36178EDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55175 | PA      | $50780.10      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490927                      | CUSIP: 36210FLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        901 | PA      | $932.07        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485929                      | CUSIP: 36209YY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4160 | PA      | $4343.80       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471614                      | CUSIP: 36209G3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2694 | PA      | $2756.58       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603132                      | CUSIP: 36200KA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14798 | PA      | $15391.37      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483250                      | CUSIP: 36209VZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2035 | PA      | $2104.91       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570504                      | CUSIP: 36200RX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10194 | PA      | $10599.84      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552559                      | CUSIP: 36213EZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        295 | PA      | $304.85        | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737809                      | CUSIP: 3620ARVA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54745 | PA      | $53278.06      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities, LLC                                   | WELLS FARGO TRIPARTY MTGE      | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |   12300000 | PA      | $12300000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BF1236                      | CUSIP: 3617G7LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1743019 | PA      | $1675607.45    | 0.02%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644939                      | CUSIP: 36292CPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9732 | PA      | $10129.62      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 2YR NOTE (CBT) Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1051 | NC      | $-444724.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708645                      | CUSIP: 36297DHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123347 | PA      | $123638.33     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770473                      | CUSIP: 36176MXA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17605 | PA      | $17095.59      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG1543                      | CUSIP: 36181UWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11283 | PA      | $10317.70      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501535                      | CUSIP: 36210TEG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3333 | PA      | $3446.92       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581537                      | CUSIP: 36201FBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3289 | PA      | $3424.43       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597588                      | CUSIP: 36200C2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5105 | PA      | $5205.94       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507748                      | CUSIP: 36211BBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6431 | PA      | $6579.61       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574534                      | CUSIP: 36200WHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16102 | PA      | $16402.20      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734153                      | CUSIP: 3620AMTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     749524 | PA      | $728948.71     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510393                      | CUSIP: 36211D7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        940 | PA      | $972.03        | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735210                      | CUSIP: 3620ANYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28965 | PA      | $28184.08      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460759                      | CUSIP: 36208TZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1195 | PA      | $1236.21       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497550                      | CUSIP: 36210NWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4870 | PA      | $4982.91       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2347                      | CUSIP: 36180UTC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     313880 | PA      | $295183.54     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488234                      | CUSIP: 36210CLP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1018 | PA      | $1052.86       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498283                      | CUSIP: 36210PRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4694 | PA      | $4802.45       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641582                      | CUSIP: 36291XXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1419 | PA      | $1446.32       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724681                      | CUSIP: 3620ABCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119393 | PA      | $123219.00     | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764492                      | CUSIP: 36176FC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57910 | PA      | $59137.30      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673315                      | CUSIP: 36295LAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49650 | PA      | $45272.33      | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531066                      | CUSIP: 36212D6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1113 | PA      | $1131.35       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543934                      | CUSIP: 36212UHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3318 | PA      | $3458.91       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739144                      | CUSIP: 3620ATER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151874 | PA      | $152216.28     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638732                      | CUSIP: 36291USV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8599 | PA      | $8778.54       | 0.00%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705117                      | CUSIP: 36296YK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39624 | PA      | $40441.71      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548302                      | CUSIP: 36213ADF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5260 | PA      | $5352.37       | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6995                      | CUSIP: 36179VXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35996921 | PA      | $31244481.37   | 0.28%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725707                      | CUSIP: 3620ACGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122091 | PA      | $122373.25     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0703                      | CUSIP: 36181FX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8261 | PA      | $7504.66       | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6130                      | CUSIP: 36178DY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     439113 | PA      | $403825.12     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471590                      | CUSIP: 36209G2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5242 | PA      | $5363.69       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490149                      | CUSIP: 36210EQA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12077 | PA      | $12357.12      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747948                      | CUSIP: 3620C35H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     437928 | PA      | $426048.52     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776802                      | CUSIP: 36176UX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93918 | PA      | $88510.95      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636774                      | CUSIP: 36291SMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14551 | PA      | $14888.42      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611005                      | CUSIP: 36202VYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54013 | PA      | $55016.43      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425346                      | CUSIP: 36206YP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17266 | PA      | $17665.71      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467451                      | CUSIP: 36209CH41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         48 | PA      | $50.14         | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422964                      | CUSIP: 36206VZ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2640 | PA      | $2729.91       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG2325                      | CUSIP: 36181VSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116221 | PA      | $114999.28     | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769623                      | CUSIP: 36176LYU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     611377 | PA      | $577113.69     | 0.01%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503503                      | CUSIP: 36210VKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18311 | PA      | $18936.11      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1155                      | CUSIP: 36179NH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156171 | PA      | $139776.65     | 0.00%             | 2043-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600457                      | CUSIP: 36200GB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5574 | PA      | $5640.48       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666344                      | CUSIP: 36295CHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41025 | PA      | $37800.30      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411002                      | CUSIP: 36206GRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5725 | PA      | $5742.89       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457778                      | CUSIP: 36208QQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        121 | PA      | $124.80        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573738                      | CUSIP: 36200VLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1375 | PA      | $1426.77       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770597                      | CUSIP: 36176M3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4315 | PA      | $4193.00       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736568                      | CUSIP: 3620AQJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31084 | PA      | $31155.53      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545072                      | CUSIP: 36212VQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3782 | PA      | $3911.30       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759416                      | CUSIP: 36230UN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116226 | PA      | $112960.72     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796107                      | CUSIP: 36177QYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     592428 | PA      | $559686.25     | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616016                      | CUSIP: 36290SK59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36742 | PA      | $37379.12      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490676                      | CUSIP: 36210FCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        377 | PA      | $390.32        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481576                      | CUSIP: 36209T6M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2706 | PA      | $2768.25       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466125                      | CUSIP: 36209AYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8097 | PA      | $8284.58       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733524                      | CUSIP: 3620AL4H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175892 | PA      | $171322.67     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2303 ZK                    | CUSIP: 3133TSTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33560 | PA      | $34613.60      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678552                      | CUSIP: 36295RZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14726 | PA      | $15037.06      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521330                      | CUSIP: 36211SEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17137 | PA      | $17463.97      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604505                      | CUSIP: 36200MR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4702 | PA      | $4725.86       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05926                      | CUSIP: 3128M74K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2919 | PA      | $2991.63       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736727                      | CUSIP: 3620AQPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1228 | PA      | $1253.71       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509413                      | CUSIP: 36211C3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         60 | PA      | $61.79         | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5077                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3415038 | PA      | $3196999.79    | 0.03%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9611                      | CUSIP: 36179KVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     551328 | PA      | $508780.74     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615692                      | CUSIP: 36290R7D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87907 | PA      | $89249.15      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464851                      | CUSIP: 36208YL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1641 | PA      | $1679.07       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK4648                      | CUSIP: 36183NEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1001364 | PA      | $908542.92     | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8111                      | CUSIP: 36178GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25354 | PA      | $23873.22      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD6984                      | CUSIP: 3140B7XN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1649360 | PA      | $1677463.05    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5932                      | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13452626 | PA      | $13382798.67   | 0.12%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464755                      | CUSIP: 36208YH85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2421 | PA      | $2503.99       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573044                      | CUSIP: 36200US97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39715 | PA      | $38430.89      | 0.00%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597983                      | CUSIP: 36200DJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7959 | PA      | $8106.12       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2890                      | CUSIP: 36178NF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191528 | PA      | $177162.68     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736548                      | CUSIP: 3620AQHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236709 | PA      | $237375.71     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638421                      | CUSIP: 36291UG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2018 | PA      | $2057.51       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711645                      | CUSIP: 36297GTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     319520 | PA      | $300884.32     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690656                      | CUSIP: 36296GH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305865 | PA      | $296967.98     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577879                      | CUSIP: 36201A6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6740 | PA      | $6980.11       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572190                      | CUSIP: 36200TUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31894 | PA      | $32499.07      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717168                      | CUSIP: 3620A2W51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34870 | PA      | $34964.31      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691714                      | CUSIP: 36296HN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305824 | PA      | $296927.41     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 448316                      | CUSIP: 36208EAR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1699 | PA      | $1767.21       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793219                      | CUSIP: 36177MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20199 | PA      | $19036.19      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510948                      | CUSIP: 36211ETD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         86 | PA      | $88.21         | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604060                      | CUSIP: 36200MB51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2463 | PA      | $2547.04       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC5503                      | CUSIP: 3617B9DG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259694 | PA      | $240873.32     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461073                      | CUSIP: 36208UFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4011 | PA      | $4020.71       | 0.00%             | 2027-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487430                      | CUSIP: 36210BPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10329 | PA      | $10567.95      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748527                      | CUSIP: 3620C4SQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17309 | PA      | $17348.87      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 410986                      | CUSIP: 36206GRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21603 | PA      | $21664.00      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572258                      | CUSIP: 36200TWT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1028 | PA      | $1062.73       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746876                      | CUSIP: 3620C2XD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47222 | PA      | $47291.47      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530758                      | CUSIP: 36212DTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6191 | PA      | $6334.75       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8698                      | CUSIP: 36179JUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277143 | PA      | $247341.72     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752904                      | CUSIP: 36230MGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37983 | PA      | $38134.18      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490103                      | CUSIP: 36210ENU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7837 | PA      | $8018.74       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486977                      | CUSIP: 36210A6N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        646 | PA      | $668.26        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485769                      | CUSIP: 36209YT24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        253 | PA      | $265.07        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640892                      | CUSIP: 36291W7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5972 | PA      | $6083.80       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635237                      | CUSIP: 36291QV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        914 | PA      | $931.38        | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643363                      | CUSIP: 36292AWY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6356 | PA      | $6483.52       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711674                      | CUSIP: 36297GT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35181 | PA      | $32353.53      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498194                      | CUSIP: 36210PNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8497 | PA      | $8727.74       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582413                      | CUSIP: 36201GAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3114 | PA      | $3221.73       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0710                      | CUSIP: 36181FYF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23341 | PA      | $22044.91      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5019                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2756791 | PA      | $2580779.87    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 10yr Ultra Fut Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         72 | NC      | $-119883.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606847                      | CUSIP: 36201YEU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29260 | PA      | $29756.31      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751876                      | CUSIP: 36230LCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277823 | PA      | $270791.59     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763488                      | CUSIP: 36176D6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163342 | PA      | $158536.55     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 366985                      | CUSIP: 36204DUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1772825 | PA      | $1775608.14    | 0.02%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782518                      | CUSIP: 36241KYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6932 | PA      | $7074.20       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495392                      | CUSIP: 36210LKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16990 | PA      | $17569.82      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740864                      | CUSIP: 3620AVB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6796 | PA      | $6809.55       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733482                      | CUSIP: 3620AL2P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259600 | PA      | $260104.20     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625299                      | CUSIP: 36291DUY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17554 | PA      | $18236.06      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466123                      | CUSIP: 36209AYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1136 | PA      | $1175.27       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495924                      | CUSIP: 36210L4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2643 | PA      | $2704.70       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650343                      | CUSIP: 36292JP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20677 | PA      | $21090.76      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5474                      | CUSIP: 3140Q1CL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37660000 | PA      | $37554047.36   | 0.34%             | 2030-11-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 981730                      | CUSIP: 31415BEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100918 | PA      | $107800.29     | 0.00%             | 2038-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477199                      | CUSIP: 36209PDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12205 | PA      | $12621.16      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1739                      | CUSIP: 36179A4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     711287 | PA      | $654626.74     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q28633                      | CUSIP: 3132M9HJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8356 | PA      | $8402.24       | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499233                      | CUSIP: 36210QSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        951 | PA      | $983.95        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471960                      | CUSIP: 36209HJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3545 | PA      | $3666.06       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737460                      | CUSIP: 3620ARJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5083740 | PA      | $5096524.46    | 0.05%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7313                      | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57309430 | PA      | $51793867.44   | 0.46%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733871                      | CUSIP: 3620AMJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170948 | PA      | $171324.46     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540345                      | CUSIP: 36212QHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8719 | PA      | $9094.56       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725105                      | CUSIP: 3620ABR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56602 | PA      | $55226.49      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781846                      | CUSIP: 36241KBP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23278 | PA      | $24343.38      | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763585                      | CUSIP: 36176ECW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82709 | PA      | $80276.02      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739956                      | CUSIP: 3620AUBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110660 | PA      | $107622.41     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604549                      | CUSIP: 36200MTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60181 | PA      | $61217.19      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483321                      | CUSIP: 36209V4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1083 | PA      | $1119.48       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701738                      | CUSIP: 36296US35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124825 | PA      | $127441.09     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2862                      | CUSIP: 36179CFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     345678 | PA      | $325516.39     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3869                      | CUSIP: 36181KJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16951 | PA      | $15513.06      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507317                      | CUSIP: 36211ASE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1231 | PA      | $1275.34       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567917                      | CUSIP: 36213X4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4098 | PA      | $4244.93       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714472                      | CUSIP: 36297KW98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69041 | PA      | $69263.12      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644748                      | CUSIP: 36292CHZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2490 | PA      | $2538.42       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538270                      | CUSIP: 36212M6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1259 | PA      | $1313.43       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06202                      | CUSIP: 3128M8GK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21264 | PA      | $21490.99      | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756987                      | CUSIP: 36230RXQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     963655 | PA      | $936888.67     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3158                      | CUSIP: 36180EQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36337 | PA      | $33208.32      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 158763                      | CUSIP: 36216AJG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1852 | PA      | $1894.76       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705317                      | CUSIP: 36296YSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170752 | PA      | $171176.52     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458983                      | CUSIP: 36208R2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1453 | PA      | $1486.78       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545177                      | CUSIP: 36212VUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29942 | PA      | $31185.06      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709375                      | CUSIP: 36297ECL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        955 | PA      | $975.01        | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547566                      | CUSIP: 36212YJK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2964 | PA      | $3093.65       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486634                      | CUSIP: 36210ASX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27312 | PA      | $27945.42      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481513                      | CUSIP: 36209T3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7174 | PA      | $7418.46       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A85452                      | CUSIP: 312932BV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23333 | PA      | $23554.06      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719022                      | CUSIP: 3620A4YT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1168 | PA      | $1170.95       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613820                      | CUSIP: 36290N4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12607 | PA      | $12823.85      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS8740                      | CUSIP: 3140LKWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13489919 | PA      | $13693967.51   | 0.12%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                 | CITI TREAS TRI-PARTY           | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Long             | RA               | CORP              | US        |   38500000 | PA      | $38500000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503393                      | CUSIP: 36210VGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        751 | PA      | $776.66        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644855                      | CUSIP: 36292CMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1857 | PA      | $1892.78       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652595                      | CUSIP: 36292L7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16916 | PA      | $17647.80      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5027                      | CUSIP: 3140Q0SR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5095000 | PA      | $5178596.72    | 0.05%             | 2035-09-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558917                      | CUSIP: 36213M4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5621 | PA      | $5854.56       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490096                      | CUSIP: 36210ENM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10894 | PA      | $11146.05      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462642                      | CUSIP: 36208V5B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2754 | PA      | $2848.23       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0850                      | CUSIP: 36179M5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4082 | PA      | $3666.42       | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727827                      | CUSIP: 3620AESQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85225 | PA      | $85285.81      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2685                      | CUSIP: 36180U6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     748352 | PA      | $703227.67     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632176                      | CUSIP: 36291MJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1206 | PA      | $1255.95       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499205                      | CUSIP: 36210QR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3706 | PA      | $3791.83       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509295                      | CUSIP: 36211CXY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        752 | PA      | $777.61        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638329                      | CUSIP: 36291UEA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10523 | PA      | $10663.13      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777171                      | CUSIP: 36176VFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21527 | PA      | $20342.79      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458299                      | CUSIP: 36208RDC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        964 | PA      | $966.90        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795434                      | CUSIP: 36177QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78052 | PA      | $71430.52      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711616                      | CUSIP: 36297GSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156320 | PA      | $147439.60     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93606 | PA      | $86776.65      | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480111                      | CUSIP: 36209SKY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3729 | PA      | $3856.33       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741682                      | CUSIP: 3620AV6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13661 | PA      | $13250.01      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736950                      | CUSIP: 3620AQWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39315 | PA      | $38210.23      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622621                      | CUSIP: 36291AVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17946 | PA      | $18562.72      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498286                      | CUSIP: 36210PRF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4180 | PA      | $4322.25       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 409568                      | CUSIP: 36206E6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10532 | PA      | $10776.29      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738101                      | CUSIP: 3620ASAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242480 | PA      | $235744.61     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610982                      | CUSIP: 36202VXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3281 | PA      | $3343.11       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462086                      | CUSIP: 36208VJ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5413 | PA      | $5597.48       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462256                      | CUSIP: 36208VQH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        176 | PA      | $179.70        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515957                      | CUSIP: 36211LE65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15464 | PA      | $15064.80      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783060                      | CUSIP: 36241LMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21007 | PA      | $20447.00      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733469                      | CUSIP: 3620AL2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161349 | PA      | $156815.39     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506637                      | CUSIP: 36210YZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        932 | PA      | $963.37        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606856                      | CUSIP: 36201YE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1887 | PA      | $1963.53       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738238                      | CUSIP: 3620ASEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     669337 | PA      | $651180.27     | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731532                      | CUSIP: 3620AJVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1913 | PA      | $1917.34       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618213                      | CUSIP: 36290UYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39272 | PA      | $40868.47      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 661505                      | CUSIP: 36294V3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104415 | PA      | $109423.12     | 0.00%             | 2036-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564687                      | CUSIP: 36213UJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1026 | PA      | $1045.50       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93511                      | CUSIP: 3129413U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42818 | PA      | $43882.92      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496126                      | CUSIP: 36210MD73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7288 | PA      | $7457.42       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575346                      | CUSIP: 36200XET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2759 | PA      | $2766.09       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547724                      | CUSIP: 36212YPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9255 | PA      | $9643.78       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456706                      | CUSIP: 36208PKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3014 | PA      | $3116.92       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579480                      | CUSIP: 36201CXH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8239 | PA      | $8525.63       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473174                      | CUSIP: 36209JT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        628 | PA      | $649.04        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648756                      | CUSIP: 36292GWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35409 | PA      | $36934.28      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560330                      | CUSIP: 36213PPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3722 | PA      | $3880.63       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630188                      | CUSIP: 36291KCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1578 | PA      | $1642.13       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400145                      | CUSIP: 36205TP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        537 | PA      | $549.43        | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613857                      | CUSIP: 36290N5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1709 | PA      | $1739.15       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6611                      | CUSIP: 36181AKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93804 | PA      | $86135.19      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783605                      | CUSIP: 3622A2AE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19154 | PA      | $19187.47      | 0.00%             | 2042-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8848                      | CUSIP: 36183EZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494507 | PA      | $452387.24     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750531                      | CUSIP: 3620C6Y41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2536 | PA      | $2471.55       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704704                      | CUSIP: 36296X3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11032 | PA      | $11264.78      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794603                      | CUSIP: 36177PDH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39584 | PA      | $37406.94      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05507                      | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50116 | PA      | $51336.32      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2854                      | CUSIP: 31329LE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15709 | PA      | $15584.27      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504322                      | CUSIP: 36210WG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8545 | PA      | $8747.30       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766310                      | CUSIP: 36176HDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34042 | PA      | $34200.11      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592852                      | CUSIP: 36201TTH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30256 | PA      | $30865.23      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477198                      | CUSIP: 36209PDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8994 | PA      | $9202.85       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711072                      | CUSIP: 36297F6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108589 | PA      | $108861.95     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659642                      | CUSIP: 36294TZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28863 | PA      | $30085.10      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2332                      | CUSIP: 36180DSV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     901413 | PA      | $852799.41     | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4081                      | CUSIP: 3138ELRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17467 | PA      | $17294.88      | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478357                      | CUSIP: 36209QME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        436 | PA      | $446.59        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634920                      | CUSIP: 36291QK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22442 | PA      | $23104.63      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05205                      | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39091 | PA      | $40038.23      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6655                      | CUSIP: 36186PMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201894 | PA      | $184158.46     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781315                      | CUSIP: 36225BN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1389 | PA      | $1446.25       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 788135                      | CUSIP: 3622AD4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24993119 | PA      | $25657138.81   | 0.23%             | 2041-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468157                      | CUSIP: 36209DB29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7177 | PA      | $7421.86       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889495                      | CUSIP: 31410KGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6352 | PA      | $6735.41       | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499243                      | CUSIP: 36210QS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4090 | PA      | $4229.31       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2913                      | CUSIP: 36179CGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     750180 | PA      | $710500.82     | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5656                      | CUSIP: 36182AH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108433 | PA      | $101534.40     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28952 | PA      | $30169.28      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585073                      | CUSIP: 36201J6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4744 | PA      | $4918.22       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499875                      | CUSIP: 36210RJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        116 | PA      | $119.48        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484383                      | CUSIP: 36209XCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        472 | PA      | $483.07        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5704                      | CUSIP: 36184CKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     263083 | PA      | $239972.18     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618839                      | CUSIP: 36290VPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17350 | PA      | $17649.01      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490598                      | CUSIP: 36210E7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        880 | PA      | $910.02        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757459                      | CUSIP: 36230SJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142928 | PA      | $134698.97     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616475                      | CUSIP: 36290S2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38952 | PA      | $39655.41      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1713                      | CUSIP: 36179A3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     473345 | PA      | $439232.78     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783379                      | CUSIP: 36241LXG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16877638 | PA      | $16397960.38   | 0.15%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699866                      | CUSIP: 36296SQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     489039 | PA      | $490091.82     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756617                      | CUSIP: 36230RK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148232 | PA      | $144356.84     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494494                      | CUSIP: 36210KKF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5460 | PA      | $5646.58       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476363                      | CUSIP: 36209NFC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        605 | PA      | $625.48        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759149                      | CUSIP: 36230UEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1184051 | PA      | $1152903.37    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614470                      | CUSIP: 36290QT39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138834 | PA      | $141242.00     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772372                      | CUSIP: 36176P2D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     400002 | PA      | $376872.63     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778131                      | CUSIP: 36176WHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8831 | PA      | $8592.65       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779825                      | CUSIP: 36176YD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20886 | PA      | $20948.84      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780975                      | CUSIP: 36225BCL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12980 | PA      | $13280.37      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06505                      | CUSIP: 3128M8R22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1042966 | PA      | $1052371.83    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-186 DT                | CUSIP: 38380T6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6547416 | PA      | $5919051.58    | 0.05%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619081                      | CUSIP: 36290VXJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45368 | PA      | $47222.67      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781330                      | CUSIP: 36225BPP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13786 | PA      | $14105.36      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783161                      | CUSIP: 36241LQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2894262 | PA      | $2817647.95    | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3414                        | CUSIP: 36202DYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     562989 | PA      | $571916.04     | 0.01%             | 2033-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698096                      | CUSIP: 36296QRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143864 | PA      | $144325.43     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780653                      | CUSIP: 36225AWN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        169 | PA      | $174.43        | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650146                      | CUSIP: 36292JHX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4732 | PA      | $4828.51       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466461                      | CUSIP: 36209BFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3948 | PA      | $4082.69       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5018                      | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17095703 | PA      | $15599969.17   | 0.14%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434029                      | CUSIP: 36207KEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3688 | PA      | $3772.99       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733671                      | CUSIP: 3620AMCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27130 | PA      | $27702.31      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489790                      | CUSIP: 36210EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10935431 | PA      | $10322581.64   | 0.09%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8123                      | CUSIP: 36184FAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216291 | PA      | $208446.63     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460508                      | CUSIP: 36208TR51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2005 | PA      | $2051.00       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750253                      | CUSIP: 3620C6QE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112695 | PA      | $109582.90     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474727                      | CUSIP: 36209LLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3973 | PA      | $4108.97       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781778                      | CUSIP: 36225B6P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49101 | PA      | $49946.93      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765302                      | CUSIP: 36176GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69012 | PA      | $69116.27      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554851                      | CUSIP: 36213HL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11629 | PA      | $12124.13      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550718                      | CUSIP: 36213CYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92017 | PA      | $93816.81      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613840                      | CUSIP: 36290N4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88923 | PA      | $90442.93      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765951                      | CUSIP: 36176GWL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106026 | PA      | $106220.61     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737428                      | CUSIP: 3620ARHD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394897 | PA      | $395788.28     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund             | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     265179 | NS      | $26517879.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717368                      | CUSIP: 3620A26D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     297279 | PA      | $279718.20     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434318                      | CUSIP: 36207KPB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        586 | PA      | $606.17        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603778                      | CUSIP: 36200KXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106506 | PA      | $108226.29     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498753                      | CUSIP: 36210QBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3287 | PA      | $3399.39       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737106                      | CUSIP: 3620AQ3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71446 | PA      | $71610.62      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2222                      | CUSIP: 36179BPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129232 | PA      | $120257.17     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY5642                      | CUSIP: 31426QHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     238348 | PA      | $241812.89     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604412                      | CUSIP: 36200MN58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63546 | PA      | $64590.54      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670351                      | CUSIP: 36295GWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2190 | PA      | $2236.49       | 0.00%             | 2037-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749106                      | CUSIP: 3620C5GP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252661 | PA      | $252662.60     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615652                      | CUSIP: 36290R5M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3989 | PA      | $4058.25       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588101                      | CUSIP: 36201NKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4219 | PA      | $4384.80       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685995                      | CUSIP: 36296BC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1611 | PA      | $1644.88       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746001                      | CUSIP: 3620C1X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166096 | PA      | $157178.31     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675179                      | CUSIP: 36295NCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105151 | PA      | $107344.13     | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723186                      | CUSIP: 3620A9NB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26989 | PA      | $27554.80      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493369                      | CUSIP: 36210JCE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1109 | PA      | $1134.81       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481970                      | CUSIP: 36209UMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5509 | PA      | $5636.65       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4050                        | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88798 | PA      | $93858.91      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616352                      | CUSIP: 36290SWM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1004 | PA      | $1044.00       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783736                      | CUSIP: 3622A2EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41880 | PA      | $39751.06      | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740479                      | CUSIP: 3620AUUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53852 | PA      | $54986.55      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783298                      | CUSIP: 36241LUX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19869 | PA      | $19894.77      | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796219                      | CUSIP: 36177Q4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49115 | PA      | $46311.94      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636877                      | CUSIP: 36291SQ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49361 | PA      | $51456.63      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0638                      | CUSIP: 3140NUV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29447741 | PA      | $30196897.42   | 0.27%             | 2029-04-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666307                      | CUSIP: 36295CGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59464 | PA      | $53232.18      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476796                      | CUSIP: 36209NUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3315 | PA      | $3428.04       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782272                      | CUSIP: 36241KQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151760 | PA      | $156376.88     | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583684                      | CUSIP: 36201HM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2908 | PA      | $2922.45       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763752                      | CUSIP: 36176EH53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66158 | PA      | $64331.21      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701338                      | CUSIP: 36296UEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2370 | PA      | $2419.66       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491156                      | CUSIP: 36210FTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3309 | PA      | $3385.30       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO4549                      | CUSIP: 3617A5BS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     353792 | PA      | $320997.13     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591884                      | CUSIP: 36201SRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18603 | PA      | $19304.46      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580840                      | CUSIP: 36201EHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63371 | PA      | $65759.80      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443664                      | CUSIP: 36207VZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        401 | PA      | $414.58        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604593                      | CUSIP: 36200MUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        515 | PA      | $524.22        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741597                      | CUSIP: 3620AV3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41370 | PA      | $40152.74      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2020-115 YA                | CUSIP: 38382HG20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9687828 | PA      | $7391625.42    | 0.07%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8998                      | CUSIP: 36183S7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111794 | PA      | $101431.27     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733720                      | CUSIP: 3620AMDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14079 | PA      | $14101.70      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9710                      | CUSIP: 36183TYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234142 | PA      | $225684.37     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690105                      | CUSIP: 36296FU68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15627 | PA      | $16101.58      | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08573                      | CUSIP: 3128MJT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     287673 | PA      | $280325.73     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606119                      | CUSIP: 36201XK80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2918 | PA      | $2985.84       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575492                      | CUSIP: 36200XKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        158 | PA      | $164.81        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     933645 | PA      | $887042.03     | 0.01%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778655                      | CUSIP: 36176WZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170400 | PA      | $161523.84     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505760                      | CUSIP: 36210XZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5433 | PA      | $5618.59       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582998                      | CUSIP: 36201GUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4260 | PA      | $4337.30       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614102                      | CUSIP: 36290QGK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33625 | PA      | $34940.40      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3929                      | CUSIP: 36178QLJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327666 | PA      | $309387.28     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604568                      | CUSIP: 36200MTZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3240 | PA      | $3294.08       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473573                      | CUSIP: 36209KCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        692 | PA      | $715.32        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737831                      | CUSIP: 3620ARVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38551 | PA      | $37429.55      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599428                      | CUSIP: 36200E4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87120 | PA      | $88598.08      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0849                      | CUSIP: 36180B5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34590 | PA      | $30792.58      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458024                      | CUSIP: 36208QYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2955 | PA      | $3023.94       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476618                      | CUSIP: 36209NPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        247 | PA      | $247.64        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3619                      | CUSIP: 3617BKAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325092 | PA      | $301532.33     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615518                      | CUSIP: 36290RYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8440 | PA      | $8483.18       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492199                      | CUSIP: 36210GX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6835 | PA      | $6993.48       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594087                      | CUSIP: 36201U6Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5544 | PA      | $5644.08       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456155                      | CUSIP: 36208NWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1159 | PA      | $1163.00       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499558                      | CUSIP: 36210Q5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3312 | PA      | $3424.62       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647996                      | CUSIP: 36292F3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13107 | PA      | $13359.03      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497652                      | CUSIP: 36210NZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.79         | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4015                        | CUSIP: 36202EN88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7792 | PA      | $7936.84       | 0.00%             | 2037-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631185                      | CUSIP: 36291LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1626 | PA      | $1657.16       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780827                      | CUSIP: 36225A4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2061 | PA      | $2131.05       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573910                      | CUSIP: 36200VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12493 | PA      | $12720.86      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774817                      | CUSIP: 36176SSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3533 | PA      | $3439.74       | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716480                      | CUSIP: 3620A16R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2835 | PA      | $2894.34       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496724                      | CUSIP: 36210MYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19834 | PA      | $20510.68      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7330                      | CUSIP: 36183REB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     425742 | PA      | $388907.24     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4458                        | CUSIP: 36202E5T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     859245 | PA      | $840494.61     | 0.01%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506606                      | CUSIP: 36210YYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        448 | PA      | $458.34        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718516                      | CUSIP: 3620A4GZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223057 | PA      | $223708.36     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757598                      | CUSIP: 36230SNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86150 | PA      | $83587.34      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759219                      | CUSIP: 36230UG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6140 | PA      | $5967.80       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484509                      | CUSIP: 36209XGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1336 | PA      | $1381.12       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760879                      | CUSIP: 36176BCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     810640 | PA      | $788124.55     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719571                      | CUSIP: 3620A5MU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     351197 | PA      | $352221.35     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637354                      | CUSIP: 36291TBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10261 | PA      | $10379.12      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 932866                      | CUSIP: 31412RMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267928 | PA      | $269821.38     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782071                      | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     606515 | PA      | $619398.76     | 0.01%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553389                      | CUSIP: 36213FXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     419840 | PA      | $426852.35     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471628                      | CUSIP: 36209G4M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1664 | PA      | $1720.27       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE1535                      | CUSIP: 3140BDV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     524274 | PA      | $533223.16     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477476                      | CUSIP: 36209PMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        233 | PA      | $240.79        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493359                      | CUSIP: 36210JB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1319 | PA      | $1349.45       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481534                      | CUSIP: 36209T4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1414 | PA      | $1462.32       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 418377                      | CUSIP: 36206QXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3382 | PA      | $3496.96       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 426891                      | CUSIP: 36207BF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        191 | PA      | $191.22        | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2367 ZK                    | CUSIP: 31339GJU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21122 | PA      | $21865.93      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7027                      | CUSIP: 36181AYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90409 | PA      | $83302.66      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781147                      | CUSIP: 36225BHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4776 | PA      | $4886.40       | 0.00%             | 2030-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605441                      | CUSIP: 36200NS69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4785 | PA      | $4981.76       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616010                      | CUSIP: 36290SKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11615 | PA      | $11674.56      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600175                      | CUSIP: 36200FXC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        731 | PA      | $749.27        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678567                      | CUSIP: 36295RZ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64843 | PA      | $66217.01      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756946                      | CUSIP: 36230RWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     416676 | PA      | $417551.37     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605009                      | CUSIP: 36200NDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23831 | PA      | $24271.57      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461629                      | CUSIP: 36208UY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6630 | PA      | $6783.30       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5876                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38017253 | PA      | $36535040.29   | 0.33%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ6332                      | CUSIP: 3140Q2BA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6050000 | PA      | $6049888.68    | 0.05%             | 2036-01-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470473                      | CUSIP: 36209FT66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        263 | PA      | $263.79        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510402                      | CUSIP: 36211EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        138 | PA      | $138.83        | 0.00%             | 2035-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7237                      | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26650 | PA      | $27212.38      | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719876                      | CUSIP: 3620A5XD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114155 | PA      | $117865.93     | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498467                      | CUSIP: 36210PW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19974 | PA      | $20437.30      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586966                      | CUSIP: 36201MCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        302 | PA      | $307.07        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486851                      | CUSIP: 36210AZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        160 | PA      | $160.43        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6997                      | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2169149 | PA      | $2023200.18    | 0.02%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740090                      | CUSIP: 3620AUF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21293 | PA      | $20822.98      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781830                      | CUSIP: 36241KA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     876694 | PA      | $892320.84     | 0.01%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1074                      | CUSIP: 36181GFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3646 | PA      | $3438.73       | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0221                      | CUSIP: 36179MG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     472172 | PA      | $459557.19     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506600                      | CUSIP: 36210YX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        765 | PA      | $782.47        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501428                      | CUSIP: 36210TA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1411 | PA      | $1458.92       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0854                      | CUSIP: 36179M5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3494 | PA      | $3498.75       | 0.00%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781653                      | CUSIP: 36225BZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133529 | PA      | $138538.51     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502981                      | CUSIP: 36210UXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1652 | PA      | $1690.06       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC6170                      | CUSIP: 3140F12C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     971325 | PA      | $848475.49     | 0.01%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727837                      | CUSIP: 3620AES27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80962 | PA      | $82683.24      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581144                      | CUSIP: 36201ES92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2941 | PA      | $3042.14       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4099                      | CUSIP: 36180FRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     368854 | PA      | $345992.60     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474659                      | CUSIP: 36209LJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        760 | PA      | $777.69        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444240                      | CUSIP: 36207WPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50193 | PA      | $50184.43      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489044                      | CUSIP: 36210DHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2199 | PA      | $2250.44       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509931                      | CUSIP: 36211DPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21452 | PA      | $21949.37      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7511                      | CUSIP: 36181BKY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9539267 | PA      | $8779376.52    | 0.08%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757631                      | CUSIP: 36230SPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48700 | PA      | $47242.90      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 4 2/26                    | CUSIP: 21H040624<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -290875000 | PA      | $-275033307.58 | -2.47%            | 2026-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741309                      | CUSIP: 3620AVR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23197 | PA      | $23254.22      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759207                      | CUSIP: 36230UGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192793 | PA      | $187626.20     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663439                      | CUSIP: 36294YBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7819 | PA      | $8059.21       | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606888                      | CUSIP: 36201YF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9895 | PA      | $10067.02      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473093                      | CUSIP: 36209JRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        187 | PA      | $193.88        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412407                      | CUSIP: 36206JDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1202 | PA      | $1250.86       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446762                      | CUSIP: 36208CJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4094 | PA      | $4114.28       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5710                      | CUSIP: 31417CKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44480 | PA      | $44036.15      | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558789                      | CUSIP: 36213MXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46425 | PA      | $47273.43      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461510                      | CUSIP: 36208UVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        209 | PA      | $216.43        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648526                      | CUSIP: 36292GPK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11108 | PA      | $11313.49      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714008                      | CUSIP: 36297KGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30314 | PA      | $30954.01      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487782                      | CUSIP: 36210B2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22706 | PA      | $22772.68      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782539                      | CUSIP: 36241KZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83572 | PA      | $86198.27      | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746333                      | CUSIP: 3620C2EE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108496 | PA      | $108508.99     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742409                      | CUSIP: 3620AWYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29211 | PA      | $29785.95      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4779                      | CUSIP: 36179TJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1761899 | PA      | $1703116.80    | 0.02%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530053                      | CUSIP: 36212CZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14394 | PA      | $14958.99      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8332                      | CUSIP: 36180MHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59222 | PA      | $54298.81      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457941                      | CUSIP: 36208QWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9724 | PA      | $9949.09       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604575                      | CUSIP: 36200MT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33056 | PA      | $32682.53      | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565676                      | CUSIP: 36213VMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27691 | PA      | $28675.49      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625563                      | CUSIP: 36291D5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7169 | PA      | $7454.81       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749198                      | CUSIP: 3620C5KK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     618035 | PA      | $601270.12     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539282                      | CUSIP: 36212PCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107496 | PA      | $98894.87      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722702                      | CUSIP: 3620A83K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1112458 | PA      | $1115593.72    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703146                      | CUSIP: 36296WET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184185 | PA      | $179158.62     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595096                      | CUSIP: 36200AC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31065 | PA      | $31644.73      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780894                      | CUSIP: 36225A7F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        960 | PA      | $993.20        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749222                      | CUSIP: 3620C5LB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1320534 | PA      | $1282340.72    | 0.01%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682572                      | CUSIP: 36295WJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50309 | PA      | $48986.02      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656480                      | CUSIP: 36294QJZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1563 | PA      | $1624.94       | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618961                      | CUSIP: 36290VTS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24977 | PA      | $25452.57      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507743                      | CUSIP: 36211BBL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5004 | PA      | $5119.63       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783030                      | CUSIP: 36241LLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3328 | PA      | $3245.09       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604497                      | CUSIP: 36200MRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194142 | PA      | $197533.18     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21934                      | CUSIP: 3132JPEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12127 | PA      | $11805.13      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750281                      | CUSIP: 3620C6RA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34795 | PA      | $34933.33      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734095                      | CUSIP: 3620AMRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     424225 | PA      | $412097.37     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781611                      | CUSIP: 36225BYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56448 | PA      | $57398.02      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4777                      | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  120843158 | PA      | $110270372.68  | 0.99%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581135                      | CUSIP: 36201ESY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2772 | PA      | $2836.16       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481520                      | CUSIP: 36209T4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        790 | PA      | $808.72        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480697                      | CUSIP: 36209S7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        880 | PA      | $909.82        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503023                      | CUSIP: 36210UYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        626 | PA      | $640.39        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792470                      | CUSIP: 36177LW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     288744 | PA      | $272047.76     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481528                      | CUSIP: 36209T4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        667 | PA      | $689.79        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7693                      | CUSIP: 36180KRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151984 | PA      | $143006.00     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716503                      | CUSIP: 3620A2AC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        758 | PA      | $774.48        | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460484                      | CUSIP: 36208TRD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5617 | PA      | $5808.99       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3512                        | CUSIP: 36202D3V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5489 | PA      | $5512.83       | 0.00%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783353                      | CUSIP: 36241LWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13348504 | PA      | $13629839.59   | 0.12%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575949                      | CUSIP: 36200XZN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        465 | PA      | $481.44        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484034                      | CUSIP: 36209WV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5511 | PA      | $5638.36       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650397                      | CUSIP: 36292JRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74941 | PA      | $76372.84      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616350                      | CUSIP: 36290SWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126457 | PA      | $128795.04     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602759                      | CUSIP: 36200JTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7569 | PA      | $7858.46       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2447                      | CUSIP: 36179BWG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12488 | PA      | $11702.13      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400137                      | CUSIP: 36205TPW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2402 | PA      | $2484.11       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6580                      | CUSIP: 36181AJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     620126 | PA      | $570946.00     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487589                      | CUSIP: 36210BUN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1250 | PA      | $1278.50       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605266                      | CUSIP: 36200NMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     353987 | PA      | $360495.71     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574773                      | CUSIP: 36200WQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13226 | PA      | $13295.44      | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692202                      | CUSIP: 36296JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5681 | PA      | $5800.74       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544456                      | CUSIP: 36212UZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34223 | PA      | $35384.50      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512935                      | CUSIP: 36211GY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4160 | PA      | $4302.20       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 757047                      | CUSIP: 36230RZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35425 | PA      | $36026.57      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425011                      | CUSIP: 36206YDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74715 | PA      | $75962.96      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737193                      | CUSIP: 3620AQ7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20706 | PA      | $21142.17      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 757049                      | CUSIP: 36230RZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17100 | PA      | $17388.91      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96616                      | CUSIP: 312945K56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1751 | PA      | $1794.11       | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2550                      | CUSIP: 36179BZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266359 | PA      | $250233.90     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3549                      | CUSIP: 36180E5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58907 | PA      | $54131.83      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6246                      | CUSIP: 36180Y5F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85800 | PA      | $79302.17      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465523                      | CUSIP: 36209AD49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        141 | PA      | $141.27        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748256                      | CUSIP: 3620C4H94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4305 | PA      | $4396.66       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650243                      | CUSIP: 36292JLY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15002 | PA      | $15291.60      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9302                      | CUSIP: 36180NKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1051754 | PA      | $969087.59     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782443                      | CUSIP: 36241KWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21629 | PA      | $22078.97      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 6 2/26                    | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77565000 | PA      | $79431407.81   | 0.71%             | 2026-02-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1840                      | CUSIP: 36179QBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5630966 | PA      | $5629067.33    | 0.05%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3518                      | CUSIP: 36178A4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2859 | PA      | $2627.85       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741445                      | CUSIP: 3620AVWE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1839604 | PA      | $1789103.95    | 0.02%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781988                      | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1746655 | PA      | $1780493.10    | 0.02%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434469                      | CUSIP: 36207KT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        550 | PA      | $568.60        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3470                        | CUSIP: 36202D2B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1450 | PA      | $1456.31       | 0.00%             | 2033-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-81 PD                 | CUSIP: 38379YQW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1588318 | PA      | $1481781.88    | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7349                      | CUSIP: 36180KEW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     309487 | PA      | $284292.13     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470761                      | CUSIP: 36209F5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        299 | PA      | $305.58        | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488593                      | CUSIP: 36210CXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3175 | PA      | $3283.34       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784770                      | CUSIP: 3622AAFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3066018 | PA      | $3158528.18    | 0.03%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798473                      | CUSIP: 36177TMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     363869 | PA      | $335140.50     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648371                      | CUSIP: 36292GJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37053 | PA      | $37746.97      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0176                      | CUSIP: 36180BFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57409 | PA      | $54497.26      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614492                      | CUSIP: 36290QUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70711 | PA      | $71979.50      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7703                      | CUSIP: 36179WRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5326868 | PA      | $4246546.44    | 0.04%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774778                      | CUSIP: 36176SQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10752 | PA      | $10441.19      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697579                      | CUSIP: 36296P6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2079 | PA      | $2145.50       | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631669                      | CUSIP: 36291LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187905 | PA      | $195406.16     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621064                      | CUSIP: 36290X5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        888 | PA      | $914.37        | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772431                      | CUSIP: 36176P4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22402 | PA      | $22440.28      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94629                      | CUSIP: 312943EA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94189 | PA      | $94949.52      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799900                      | CUSIP: 36177VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16934 | PA      | $15956.67      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G03854                      | CUSIP: 3128M5TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3710 | PA      | $3800.71       | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604276                      | CUSIP: 36200MJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56809 | PA      | $57853.71      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2293 ZA                    | CUSIP: 3133TSBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        634 | PA      | $653.71        | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741517                      | CUSIP: 3620AVYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     309880 | PA      | $302192.68     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765929                      | CUSIP: 36176GVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144780 | PA      | $145030.46     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672595                      | CUSIP: 36295KGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4338 | PA      | $4429.30       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780958                      | CUSIP: 36225BB31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3603 | PA      | $3686.27       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609159                      | CUSIP: 36202TWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209505 | PA      | $191873.20     | 0.00%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2670                      | CUSIP: 31329K6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2459 | PA      | $2444.90       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572180                      | CUSIP: 36200TUD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10389 | PA      | $10441.25      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796299                      | CUSIP: 36177Q7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8179 | PA      | $7689.94       | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL2605                      | CUSIP: 3138EJ3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5712 | PA      | $5674.94       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477615                      | CUSIP: 36209PSC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        469 | PA      | $484.50        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602406                      | CUSIP: 36200JGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        304 | PA      | $308.82        | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0175                      | CUSIP: 36180SFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16398 | PA      | $15091.32      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544201                      | CUSIP: 36212URW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9275 | PA      | $9459.33       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468151                      | CUSIP: 36209DBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        125 | PA      | $128.97        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651941                      | CUSIP: 36292LHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203594 | PA      | $212527.83     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503389                      | CUSIP: 36210VF63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3458 | PA      | $3537.76       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741200                      | CUSIP: 3620AVNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137309 | PA      | $137604.20     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0219                      | CUSIP: 36177WG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40348 | PA      | $37395.50      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545116                      | CUSIP: 36212VSD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19866 | PA      | $20673.48      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705253                      | CUSIP: 36296YQE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6796 | PA      | $6929.48       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579128                      | CUSIP: 36201CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1911 | PA      | $1995.95       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456873                      | CUSIP: 36208PQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2924 | PA      | $3023.99       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776144                      | CUSIP: 36176UBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66740 | PA      | $66721.06      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616970                      | CUSIP: 36290TMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4335 | PA      | $4522.99       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633625                      | CUSIP: 36291N4J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        486 | PA      | $505.79        | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429799                      | CUSIP: 36207ENQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59935 | PA      | $62357.15      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684147                      | CUSIP: 36295YBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74854 | PA      | $76440.32      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB3858                      | CUSIP: 31417AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2585 | PA      | $2570.95       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486542                      | CUSIP: 36210AP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $590.40        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474581                      | CUSIP: 36209LFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3433 | PA      | $3550.20       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515513                      | CUSIP: 36211KVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1699 | PA      | $1748.32       | 0.00%             | 2030-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605892                      | CUSIP: 36201XC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12551 | PA      | $13031.17      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723231                      | CUSIP: 3620A9PQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183618 | PA      | $179217.92     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615425                      | CUSIP: 36290RVS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2434 | PA      | $2446.43       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568312                      | CUSIP: 36213YKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        998 | PA      | $1034.70       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2502 ZC                    | CUSIP: 31392UTM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15807 | PA      | $16499.91      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769813                      | CUSIP: 36176MAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112701 | PA      | $109366.67     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550986                      | CUSIP: 36213DCX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         77 | PA      | $80.43         | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521849                      | CUSIP: 36211SWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51061 | PA      | $51893.52      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457994                      | CUSIP: 36208QXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3653 | PA      | $3777.71       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486710                      | CUSIP: 36210AVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8345 | PA      | $8629.65       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641922                      | CUSIP: 36291YD38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2530 | PA      | $2579.69       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24827437 | PA      | $25306978.88   | 0.23%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6744                      | CUSIP: 36178TP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277400 | PA      | $260740.67     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477559                      | CUSIP: 36209PQL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        641 | PA      | $663.33        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471568                      | CUSIP: 36209GZ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        456 | PA      | $471.62        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569427                      | CUSIP: 36200QSQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17542 | PA      | $18206.95      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593741                      | CUSIP: 36201US62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72546 | PA      | $73847.76      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726436                      | CUSIP: 3620ADBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23676 | PA      | $24175.79      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BT2641                      | CUSIP: 3140LQ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     228332 | PA      | $186591.63     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758682                      | CUSIP: 36230TUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53844 | PA      | $53945.61      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443577                      | CUSIP: 36207VXE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3050 | PA      | $3154.08       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459004                      | CUSIP: 36208R3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1590 | PA      | $1644.44       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541970                      | CUSIP: 36212SCF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7984 | PA      | $8256.21       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790836                      | CUSIP: 36177J4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175627 | PA      | $165036.64     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672674                      | CUSIP: 36295KJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103243 | PA      | $105388.31     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM5343                      | CUSIP: 36184S5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27908 | PA      | $26868.15      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506654                      | CUSIP: 36210YZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        108 | PA      | $108.91        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704489                      | CUSIP: 36296XUN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185816 | PA      | $191779.43     | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711187                      | CUSIP: 36297GCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23113 | PA      | $23170.63      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626886                      | CUSIP: 36291FNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3856 | PA      | $4015.05       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465664                      | CUSIP: 36209AJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4746 | PA      | $4907.85       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2043 ZH                    | CUSIP: 3133TDPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4389 | PA      | $4458.68       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9598                      | CUSIP: 3140BAUY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2681868 | PA      | $2720859.51    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3572                      | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     383816 | PA      | $376609.18     | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3876                        | CUSIP: 36202EJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17132 | PA      | $17433.65      | 0.00%             | 2036-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497320                      | CUSIP: 36210NPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3448 | PA      | $3528.29       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647769                      | CUSIP: 36292FT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7466 | PA      | $7503.80       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555760                      | CUSIP: 36213JMH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6613 | PA      | $6839.00       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609213                      | CUSIP: 36202TYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     573976 | PA      | $522988.45     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621948                      | CUSIP: 36290Y5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14549 | PA      | $14802.95      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2024-30 JZ                 | CUSIP: 38384JQP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17785495 | PA      | $15184195.33   | 0.14%             | 2054-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676388                      | CUSIP: 36295PND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2677 | PA      | $2732.32       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623729                      | CUSIP: 36291B4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4345 | PA      | $4402.40       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478348                      | CUSIP: 36209QL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        582 | PA      | $601.55        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762680                      | CUSIP: 36176DCR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36309 | PA      | $35336.42      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738256                      | CUSIP: 3620ASE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45201 | PA      | $46158.81      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613771                      | CUSIP: 36290N2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        215 | PA      | $223.62        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4992                        | CUSIP: 36202FRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82368 | PA      | $86721.41      | 0.00%             | 2041-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666271                      | CUSIP: 36295CFL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11441 | PA      | $10566.17      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478435                      | CUSIP: 36209QPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8587 | PA      | $8879.91       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472532                      | CUSIP: 36209H4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8660 | PA      | $8955.77       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719225                      | CUSIP: 3620A5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276770 | PA      | $277451.74     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509870                      | CUSIP: 36211DMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        969 | PA      | $1002.32       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1746                      | CUSIP: 36179A5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52616 | PA      | $48499.26      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610553                      | CUSIP: 36202VH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4001 | PA      | $4148.45       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6181                      | CUSIP: 36178D2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48973 | PA      | $44969.21      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587174                      | CUSIP: 36201MJT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        383 | PA      | $396.28        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG9108                      | CUSIP: 36182EDM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     604124 | PA      | $549281.11     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605300                      | CUSIP: 36200NNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7689 | PA      | $7828.75       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781344                      | CUSIP: 36225BP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         63 | PA      | $64.94         | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749877                      | CUSIP: 3620C6CN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     372188 | PA      | $361299.25     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443686                      | CUSIP: 36207V2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        833 | PA      | $861.15        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510283                      | CUSIP: 36211D2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1024 | PA      | $1059.27       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ6669                      | CUSIP: 36189XMS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4736 | PA      | $4417.53       | 0.00%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607047                      | CUSIP: 36201YL46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2768 | PA      | $2873.51       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708206                      | CUSIP: 36297CYB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5334 | PA      | $5445.50       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776854                      | CUSIP: 36176UZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83698 | PA      | $81031.97      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6176                      | CUSIP: 36183P2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     497689 | PA      | $456143.28     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771537                      | CUSIP: 36176N4W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     363122 | PA      | $331826.11     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605374                      | CUSIP: 36200NQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77390 | PA      | $80460.60      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669995                      | CUSIP: 36295GKG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1509990 | PA      | $1383940.49    | 0.01%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747171                      | CUSIP: 3620C3CG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315434 | PA      | $306520.64     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739672                      | CUSIP: 3620ATW94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132701 | PA      | $132909.11     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633778                      | CUSIP: 36291PCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6786 | PA      | $6908.05       | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512760                      | CUSIP: 36211GTR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1249 | PA      | $1291.75       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682536                      | CUSIP: 36295WHM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32585 | PA      | $32557.76      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC1123                      | CUSIP: 3617B4G84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54346 | PA      | $50475.17      | 0.00%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1636                      | CUSIP: 3140LBZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21701310 | PA      | $19082487.05   | 0.17%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615581                      | CUSIP: 36290R2N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39148 | PA      | $40690.42      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734150                      | CUSIP: 3620AMTF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5936 | PA      | $5772.97       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736161                      | CUSIP: 3620APZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73142 | PA      | $73134.43      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614362                      | CUSIP: 36290QQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6860 | PA      | $7142.11       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653800                      | CUSIP: 36292NKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18842 | PA      | $18941.48      | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486794                      | CUSIP: 36210AXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6978 | PA      | $7216.10       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548308                      | CUSIP: 36213ADM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6498 | PA      | $6610.03       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612785                      | CUSIP: 36202XXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4672 | PA      | $4755.64       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627150                      | CUSIP: 36291FWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2057 | PA      | $2092.29       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU9947                      | CUSIP: 36194YBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255415 | PA      | $237623.39     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697794                      | CUSIP: 36296QGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4446 | PA      | $4540.05       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741227                      | CUSIP: 3620AVPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41506 | PA      | $41610.54      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601489                      | CUSIP: 36200HF66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21102 | PA      | $21940.06      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q23123                      | CUSIP: 3132M3D46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7674 | PA      | $7736.16       | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740710                      | CUSIP: 3620AU3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22534 | PA      | $21874.66      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615391                      | CUSIP: 36290RUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51858 | PA      | $52738.19      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480418                      | CUSIP: 36209SVK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         93 | PA      | $93.13         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602438                      | CUSIP: 36200JHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1081 | PA      | $1098.62       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783176                      | CUSIP: 36241LQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374539 | PA      | $364379.28     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739201                      | CUSIP: 3620ATGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77506 | PA      | $77631.65      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726168                      | CUSIP: 3620ACW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21001 | PA      | $20438.49      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487035                      | CUSIP: 36210BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        338 | PA      | $349.39        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469781                      | CUSIP: 36209E2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         29 | PA      | $29.83         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8141                      | CUSIP: 36183SBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     809020 | PA      | $737950.49     | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6419                      | CUSIP: 36178EDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9419 | PA      | $8837.33       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466395                      | CUSIP: 36209BC89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2348 | PA      | $2402.69       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757619                      | CUSIP: 36230SPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9801 | PA      | $9800.74       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723820                      | CUSIP: 3620AADZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7953 | PA      | $7971.18       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474209                      | CUSIP: 36209KYE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        279 | PA      | $288.36        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473620                      | CUSIP: 36209KDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2847 | PA      | $2913.48       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489993                      | CUSIP: 36210EKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4624 | PA      | $4731.35       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711470                      | CUSIP: 36297GMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169390 | PA      | $169561.34     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A71925                      | CUSIP: 3128L5D65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135691 | PA      | $138959.70     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490120                      | CUSIP: 36210EPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1711 | PA      | $1750.41       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656537                      | CUSIP: 36294QLS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     448123 | PA      | $424781.72     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602397                      | CUSIP: 36200JGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4581 | PA      | $4658.39       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510730                      | CUSIP: 36211ELK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11370 | PA      | $11758.50      | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600185                      | CUSIP: 36200FXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8960 | PA      | $9322.62       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6712                      | CUSIP: 36181NN59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145670 | PA      | $145493.75     | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400143                      | CUSIP: 36205TP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9879 | PA      | $10108.19      | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781038                      | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10460 | PA      | $10817.38      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591264                      | CUSIP: 36201RZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3912 | PA      | $4055.32       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472443                      | CUSIP: 36209HZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9309 | PA      | $9524.88       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569712                      | CUSIP: 36200Q3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61633 | PA      | $62838.31      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481540                      | CUSIP: 36209T4Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6713 | PA      | $6941.96       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 393300                      | CUSIP: 36205K3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        556 | PA      | $558.47        | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755052                      | CUSIP: 36230PTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136183 | PA      | $128004.56     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC7357                      | CUSIP: 3617BBE64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246192 | PA      | $228349.92     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609364                      | CUSIP: 36202T5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14256 | PA      | $14801.74      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3679                        | CUSIP: 36202ECQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        362 | PA      | $377.10        | 0.00%             | 2035-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486807                      | CUSIP: 36210AYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1378 | PA      | $1410.24       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616528                      | CUSIP: 36290S4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4320 | PA      | $4492.82       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687513                      | CUSIP: 36296CYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18843 | PA      | $19238.74      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711573                      | CUSIP: 36297GQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1624368 | PA      | $1576309.10    | 0.01%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734218                      | CUSIP: 3620AMVK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64437 | PA      | $62637.16      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620439                      | CUSIP: 36290XHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73785 | PA      | $75055.99      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757474                      | CUSIP: 36230SJT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     533176 | PA      | $503570.73     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537468                      | CUSIP: 36212MCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9056 | PA      | $9421.28       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567668                      | CUSIP: 36213XTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4131 | PA      | $4290.82       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550569                      | CUSIP: 36213CT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99194 | PA      | $103361.52     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598584                      | CUSIP: 36200D6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        347 | PA      | $359.06        | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0276                      | CUSIP: 36198KJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     512227 | PA      | $478358.13     | 0.00%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603671                      | CUSIP: 36200KT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18490 | PA      | $18796.34      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1760                      | CUSIP: 36179N5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22213694 | PA      | $20994586.68   | 0.19%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782162                      | CUSIP: 36241KMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32872 | PA      | $33450.30      | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1624                      | CUSIP: 36180CYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6299 | PA      | $5948.80       | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 788127                      | CUSIP: 3622AD4L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23787655 | PA      | $24399438.30   | 0.22%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610209                      | CUSIP: 36202U3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76289 | PA      | $79319.55      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562213                      | CUSIP: 36213RSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81676 | PA      | $84916.54      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM4633                      | CUSIP: 36184SEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162399 | PA      | $156345.27     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   51509156 | PA      | $52478259.46   | 0.47%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491196                      | CUSIP: 36210FUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5527 | PA      | $5654.93       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619664                      | CUSIP: 36290WMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35784 | PA      | $36409.08      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723537                      | CUSIP: 3620A9ZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     358241 | PA      | $359268.84     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497099                      | CUSIP: 36210NGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55246 | PA      | $56153.99      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739615                      | CUSIP: 3620ATVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112826 | PA      | $104363.47     | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6178                      | CUSIP: 36183P2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     766993 | PA      | $697860.16     | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761582                      | CUSIP: 36176B2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63171 | PA      | $63299.95      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552227                      | CUSIP: 36213EPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207058 | PA      | $195189.68     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682909                      | CUSIP: 36295WVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48533 | PA      | $47162.02      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE1499                      | CUSIP: 3140BDUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1647015 | PA      | $1670961.18    | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782437                      | CUSIP: 36241KV62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13317 | PA      | $13590.75      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0255                      | CUSIP: 36180BH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44269 | PA      | $41546.68      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499185                      | CUSIP: 36210QRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2651 | PA      | $2741.59       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-17 PG                 | CUSIP: 31359VSD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12005 | PA      | $12181.38      | 0.00%             | 2029-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719454                      | CUSIP: 3620A5H77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10456 | PA      | $10214.05      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461680                      | CUSIP: 36208U2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        665 | PA      | $680.79        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604651                      | CUSIP: 36200MWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142663 | PA      | $145083.30     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1765                      | CUSIP: 3138LD6B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1475567 | PA      | $1391336.10    | 0.01%             | 2031-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472715                      | CUSIP: 36209JDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3165 | PA      | $3238.81       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4508                      | CUSIP: 36179TAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2182601 | PA      | $1917180.10    | 0.02%             | 2047-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602454                      | CUSIP: 36200JH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10296 | PA      | $10502.31      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721143                      | CUSIP: 3620A7EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7353 | PA      | $7368.16       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757580                      | CUSIP: 36230SM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     626120 | PA      | $607802.82     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672459                      | CUSIP: 36295KB44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2260 | PA      | $2306.66       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748554                      | CUSIP: 3620C4TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28047 | PA      | $27272.22      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889984                      | CUSIP: 31410KXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.06          | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9633                      | CUSIP: 36179KV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354399 | PA      | $334265.55     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633366                      | CUSIP: 36291NTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32235 | PA      | $33643.10      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729360                      | CUSIP: 3620AGJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11040 | PA      | $10731.70      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475614                      | CUSIP: 36209MK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        924 | PA      | $955.62        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487588                      | CUSIP: 36210BUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3870 | PA      | $3959.19       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764894                      | CUSIP: 36176FRP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48786 | PA      | $47439.18      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482829                      | CUSIP: 36209VLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6427 | PA      | $6646.10       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | SCRT 2019-3 MZ                 | CUSIP: 35563PLL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11914699 | PA      | $9244183.34    | 0.08%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615701                      | CUSIP: 36290SAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9263 | PA      | $9414.09       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8967                      | CUSIP: 36183E6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63704 | PA      | $62842.71      | 0.00%             | 2029-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701958                      | CUSIP: 36296UZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     303677 | PA      | $296555.77     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503402                      | CUSIP: 36210VGK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        825 | PA      | $823.90        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604351                      | CUSIP: 36200ML84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3900 | PA      | $4045.10       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521359                      | CUSIP: 36211SE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42163 | PA      | $42990.38      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506647                      | CUSIP: 36210YZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5704 | PA      | $5899.12       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776718                      | CUSIP: 36176UVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216735 | PA      | $204093.56     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60891                      | CUSIP: 31335A7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16533 | PA      | $16936.16      | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764034                      | CUSIP: 36176ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20410 | PA      | $19204.10      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477598                      | CUSIP: 36209PRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3036 | PA      | $3106.13       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466689                      | CUSIP: 36209BNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        102 | PA      | $105.92        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731525                      | CUSIP: 3620AJVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57470 | PA      | $57587.17      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716812                      | CUSIP: 3620A2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12098 | PA      | $12133.59      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725531                      | CUSIP: 3620ACA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7322 | PA      | $7344.44       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462245                      | CUSIP: 36208VP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4474 | PA      | $4626.72       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2075127 | PA      | $2015526.08    | 0.02%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604338                      | CUSIP: 36200MLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106227 | PA      | $108001.30     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678647                      | CUSIP: 36295R5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500774 | PA      | $487435.78     | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649380                      | CUSIP: 36292HM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56516 | PA      | $58995.70      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719649                      | CUSIP: 3620A5QA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69051 | PA      | $67337.73      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498380                      | CUSIP: 36210PUD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2020 | PA      | $2088.87       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13797598 | PA      | $13259658.82   | 0.12%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655519                      | CUSIP: 36294PG49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4406 | PA      | $4495.59       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575501                      | CUSIP: 36200XKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        995 | PA      | $1042.71       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486920                      | CUSIP: 36210A4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3982 | PA      | $4058.58       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616412                      | CUSIP: 36290SYH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3677 | PA      | $3747.28       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465541                      | CUSIP: 36209AEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3760 | PA      | $3847.03       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741846                      | CUSIP: 3620AWET3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5043 | PA      | $4918.36       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775072                      | CUSIP: 36176S2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12082 | PA      | $12106.42      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470924                      | CUSIP: 36209GD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3078 | PA      | $3183.55       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640865                      | CUSIP: 36291W6A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8875 | PA      | $9168.54       | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600760                      | CUSIP: 36200GMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2479 | PA      | $2480.91       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781912                      | CUSIP: 36241KDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24785 | PA      | $25956.64      | 0.00%             | 2034-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481371                      | CUSIP: 36209TW88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        298 | PA      | $304.57        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630117                      | CUSIP: 36291KAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1480 | PA      | $1507.85       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457808                      | CUSIP: 36208QR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1416 | PA      | $1463.93       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499442                      | CUSIP: 36210QZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        861 | PA      | $890.31        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736165                      | CUSIP: 3620APZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11302 | PA      | $11342.15      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492721                      | CUSIP: 36210HLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        599 | PA      | $613.04        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757289                      | CUSIP: 36230SC28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37950 | PA      | $38150.86      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599514                      | CUSIP: 36200FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2488 | PA      | $2563.41       | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768364                      | CUSIP: 36176KMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95634 | PA      | $92962.69      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562271                      | CUSIP: 36213RT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2901 | PA      | $2968.70       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773120                      | CUSIP: 36176QVM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124558 | PA      | $124558.78     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737532                      | CUSIP: 3620ARLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1225156 | PA      | $1192523.24    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475964                      | CUSIP: 36209MWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1420 | PA      | $1444.69       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580291                      | CUSIP: 36201DUQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21858 | PA      | $22247.20      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1917                      | CUSIP: 36177YDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     512453 | PA      | $482181.86     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482880                      | CUSIP: 36209VM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1425 | PA      | $1457.96       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493904                      | CUSIP: 36210JU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         23 | PA      | $23.70         | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q31864                      | CUSIP: 3132QNCA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96844 | PA      | $99252.82      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514357                      | CUSIP: 36211JME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        888 | PA      | $918.15        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1288                      | CUSIP: 36179NND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3243 | PA      | $3305.61       | 0.00%             | 2043-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751939                      | CUSIP: 36230LEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150199 | PA      | $145880.36     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN1947                      | CUSIP: 36185KEU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155790 | PA      | $150027.88     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733385                      | CUSIP: 3620ALXN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2090958 | PA      | $1913564.90    | 0.02%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622503                      | CUSIP: 36291ARY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1664 | PA      | $1731.05       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707531                      | CUSIP: 36297CA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43618 | PA      | $43745.96      | 0.00%             | 2038-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704984                      | CUSIP: 36296YFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13445 | PA      | $13726.20      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764593                      | CUSIP: 36176FGA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8666 | PA      | $8849.55       | 0.00%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489588                      | CUSIP: 36210D2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1176 | PA      | $1203.67       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538242                      | CUSIP: 36212M5B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8243 | PA      | $8598.30       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621913                      | CUSIP: 36290Y3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28189 | PA      | $28694.71      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2145                      | CUSIP: 36180UL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1634116 | PA      | $1541697.56    | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445608                      | CUSIP: 36207YAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1898 | PA      | $1911.50       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751249                      | CUSIP: 36230KL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4463 | PA      | $4347.60       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QH2482                      | CUSIP: 3133CEXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2998936 | PA      | $3055657.31    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449485                      | CUSIP: 36208FJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4306 | PA      | $4453.21       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546753                      | CUSIP: 36212XMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8492 | PA      | $8672.04       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590071                      | CUSIP: 36201QQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1395 | PA      | $1445.66       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8211                      | CUSIP: 36178VDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304709 | PA      | $285896.02     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604478                      | CUSIP: 36200MQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1094 | PA      | $1100.00       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458898                      | CUSIP: 36208RX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3466 | PA      | $3583.89       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-29 QD                 | CUSIP: 38383MHV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4770503 | PA      | $4310124.39    | 0.04%             | 2052-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656538                      | CUSIP: 36294QLT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8843 | PA      | $8327.61       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766652                      | CUSIP: 36176HQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1192934 | PA      | $1102591.64    | 0.01%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772089                      | CUSIP: 36176PRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     511516 | PA      | $483784.57     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614460                      | CUSIP: 36290QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202469 | PA      | $205560.84     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592752                      | CUSIP: 36201TQD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16615 | PA      | $17281.36      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609432                      | CUSIP: 36202UA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5945 | PA      | $6133.77       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759085                      | CUSIP: 36230UCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1792962 | PA      | $1718964.81    | 0.02%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726240                      | CUSIP: 3620ACZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     331185 | PA      | $311295.62     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705121                      | CUSIP: 36296YLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19453 | PA      | $19484.11      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742224                      | CUSIP: 3620AWSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47050 | PA      | $47153.33      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496142                      | CUSIP: 36210MEP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5130 | PA      | $5304.76       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506397                      | CUSIP: 36210YRS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        970 | PA      | $992.84        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AU2010                      | CUSIP: 36194PGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6819555 | PA      | $6362839.59    | 0.06%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575827                      | CUSIP: 36200XVU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5765 | PA      | $5945.90       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487442                      | CUSIP: 36210BP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        730 | PA      | $747.21        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542758                      | CUSIP: 36212S5T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15214 | PA      | $15597.04      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638680                      | CUSIP: 36291UQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95154 | PA      | $98056.69      | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702974                      | CUSIP: 36296V6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1146048 | PA      | $1148035.83    | 0.01%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473659                      | CUSIP: 36209KE87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2016 | PA      | $2063.04       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479806                      | CUSIP: 36209SAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36331 | PA      | $35237.98      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726018                      | CUSIP: 3620ACSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39107 | PA      | $39191.61      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445970                      | CUSIP: 36207YMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2265 | PA      | $2317.72       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650984                      | CUSIP: 36292KFZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18935 | PA      | $19296.73      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717600                      | CUSIP: 3620A3GH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54647 | PA      | $53227.64      | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509944                      | CUSIP: 36211DP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2699 | PA      | $2791.54       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592389                      | CUSIP: 36201TC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24041 | PA      | $24477.86      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628003                      | CUSIP: 36291GU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1618 | PA      | $1648.86       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497601                      | CUSIP: 36210NX61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        259 | PA      | $267.53        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464378                      | CUSIP: 36208X2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11302 | PA      | $11563.63      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560273                      | CUSIP: 36213PMW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6628 | PA      | $6853.92       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737713                      | CUSIP: 3620ARSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167364 | PA      | $162769.52     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4612                      | CUSIP: 36184BDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112335 | PA      | $102282.41     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484514                      | CUSIP: 36209XGX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5824 | PA      | $6023.13       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4734                      | CUSIP: 36178CHK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155328 | PA      | $142790.99     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630715                      | CUSIP: 36291KVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7402 | PA      | $7719.41       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766889                      | CUSIP: 36176HXS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174177 | PA      | $168966.11     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735197                      | CUSIP: 3620ANX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     627716 | PA      | $610791.38     | 0.01%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796364                      | CUSIP: 36177RCA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6319 | PA      | $5953.11       | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568420                      | CUSIP: 36213YPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5880 | PA      | $6121.00       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502968                      | CUSIP: 36210UW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3823 | PA      | $3911.39       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712825                      | CUSIP: 36297H4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5475 | PA      | $5489.70       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491001                      | CUSIP: 36210FNS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        694 | PA      | $710.22        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651131                      | CUSIP: 36292KLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19200 | PA      | $20046.45      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471124                      | CUSIP: 36209GLD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2295 | PA      | $2348.29       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793603                      | CUSIP: 36177NAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     435776 | PA      | $411466.14     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL3102                      | CUSIP: 3138EKNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6796 | PA      | $6745.38       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506547                      | CUSIP: 36210YWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          3 | PA      | $2.81          | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503779                      | CUSIP: 36210VUC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2356 | PA      | $2435.92       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734399                      | CUSIP: 3620AM3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68969 | PA      | $70430.42      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782490                      | CUSIP: 36241KXT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2228 | PA      | $2272.04       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615548                      | CUSIP: 36290RZM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27384 | PA      | $27841.72      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738729                      | CUSIP: 3620ASVW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156805 | PA      | $152217.87     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488484                      | CUSIP: 36210CUH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2967 | PA      | $3068.38       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 2.5 2/26                  | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -125220000 | PA      | $-106265799.22 | -0.95%            | 2026-02-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3036                      | CUSIP: 36179RLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1686004 | PA      | $1687789.66    | 0.02%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3942                      | CUSIP: 36178QLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135304 | PA      | $124813.82     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641968                      | CUSIP: 36291YFH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100340 | PA      | $104742.48     | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G01853                      | CUSIP: 3128LXBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2631 | PA      | $2659.14       | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603078                      | CUSIP: 36200J6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11308 | PA      | $11502.37      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425326                      | CUSIP: 36206YPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3353 | PA      | $3430.35       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509963                      | CUSIP: 36211DQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11732 | PA      | $12004.32      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754300                      | CUSIP: 36230NX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232072 | PA      | $219006.37     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604141                      | CUSIP: 36200MEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34434 | PA      | $35801.81      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586595                      | CUSIP: 36201LUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        407 | PA      | $423.11        | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699859                      | CUSIP: 36296SQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85698 | PA      | $85993.20      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648154                      | CUSIP: 36292GBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        762 | PA      | $771.26        | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600275                      | CUSIP: 36200F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3719 | PA      | $3863.18       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463880                      | CUSIP: 36208XJZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        236 | PA      | $244.24        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735219                      | CUSIP: 3620ANYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24902 | PA      | $24182.03      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781887                      | CUSIP: 36241KCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93838 | PA      | $95580.70      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594081                      | CUSIP: 36201U6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190667 | PA      | $194020.10     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719229                      | CUSIP: 3620A5A66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1714702 | PA      | $1718482.08    | 0.02%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9111                      | CUSIP: 36180NDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41842 | PA      | $38509.02      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466566                      | CUSIP: 36209BJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3396 | PA      | $3512.31       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642002                      | CUSIP: 36291YGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5924 | PA      | $6039.09       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769878                      | CUSIP: 36176MCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84525 | PA      | $81859.83      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486528                      | CUSIP: 36210APM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1425 | PA      | $1474.06       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459768                      | CUSIP: 36208SW57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2599 | PA      | $2659.55       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608253                      | CUSIP: 36202SWN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117266 | PA      | $119356.23     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597944                      | CUSIP: 36200DHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3053 | PA      | $3178.41       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513669                      | CUSIP: 36211HT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        225 | PA      | $233.14        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767251                      | CUSIP: 36176JEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35628 | PA      | $34597.66      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721187                      | CUSIP: 3620A7F42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2894 | PA      | $2954.65       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488993                      | CUSIP: 36210DGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2190 | PA      | $2264.77       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723033                      | CUSIP: 3620A9HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175172 | PA      | $175665.84     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769608                      | CUSIP: 36176LYD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     263515 | PA      | $255981.45     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480191                      | CUSIP: 36209SNG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4079 | PA      | $4173.46       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612845                      | CUSIP: 36202XZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17440 | PA      | $18157.41      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502973                      | CUSIP: 36210UXA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        423 | PA      | $424.51        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5072                        | CUSIP: 36202FT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12860 | PA      | $13585.98      | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500601                      | CUSIP: 36210SDE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1147 | PA      | $1186.39       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583001                      | CUSIP: 36201GU29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45375 | PA      | $46194.26      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678614                      | CUSIP: 36295R3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247119 | PA      | $247782.55     | 0.00%             | 2038-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574170                      | CUSIP: 36200V2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1175 | PA      | $1215.46       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560902                      | CUSIP: 36213QDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28403 | PA      | $29581.60      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6834                      | CUSIP: 36178TSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113390 | PA      | $104639.05     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794411                      | CUSIP: 36177N3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87521 | PA      | $82661.70      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614191                      | CUSIP: 36290QKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64026 | PA      | $65136.18      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711527                      | CUSIP: 36297GPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304811 | PA      | $304890.50     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419156                      | CUSIP: 36206RTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8917 | PA      | $9221.27       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719503                      | CUSIP: 3620A5KQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2377 | PA      | $2383.70       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508046                      | CUSIP: 36211BL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2680 | PA      | $2771.84       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607152                      | CUSIP: 36201YQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1598 | PA      | $1660.98       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7054                      | CUSIP: 36179VZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1264827 | PA      | $1178538.87    | 0.01%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778652                      | CUSIP: 36176WZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108890 | PA      | $104237.28     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564539                      | CUSIP: 36213UEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24683 | PA      | $25467.56      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5407                      | CUSIP: 36178DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19533 | PA      | $18505.35      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799702                      | CUSIP: 36177UX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4301 | PA      | $3954.09       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 | SCRT 2018-4 MZ                 | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9279181 | PA      | $7088156.39    | 0.06%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593753                      | CUSIP: 36201UTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4996 | PA      | $5088.68       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1545                      | CUSIP: 36178LWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105712 | PA      | $99312.56      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503739                      | CUSIP: 36210VS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3059 | PA      | $3130.04       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572172                      | CUSIP: 36200TT57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52639 | PA      | $53497.17      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738305                      | CUSIP: 3620ASGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46592 | PA      | $45290.26      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710846                      | CUSIP: 36297FWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112806 | PA      | $113145.84     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552902                      | CUSIP: 36213FGK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158330 | PA      | $164329.89     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732208                      | CUSIP: 3620AKNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8401 | PA      | $8425.91       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494899                      | CUSIP: 36210KX42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11285 | PA      | $11670.26      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467470                      | CUSIP: 36209CJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3300 | PA      | $3376.51       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503730                      | CUSIP: 36210VST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1480 | PA      | $1530.10       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612101                      | CUSIP: 36202XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9933 | PA      | $10121.20      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687185                      | CUSIP: 36296CNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        341 | PA      | $348.26        | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561672                      | CUSIP: 36213Q6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1436 | PA      | $1498.97       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 345611                      | CUSIP: 36203C3U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          5 | PA      | $5.16          | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481567                      | CUSIP: 36209T6C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1637 | PA      | $1692.94       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612805                      | CUSIP: 36202XYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        941 | PA      | $955.88        | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765095                      | CUSIP: 36176FXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119281 | PA      | $106134.06     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767151                      | CUSIP: 36176JBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     442815 | PA      | $405247.81     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605549                      | CUSIP: 36200NWJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71330 | PA      | $74387.88      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616629                      | CUSIP: 36290TA66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18738 | PA      | $19490.28      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615728                      | CUSIP: 36290SA50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        898 | PA      | $933.10        | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642516                      | CUSIP: 36291YYM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33834 | PA      | $35176.61      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714450                      | CUSIP: 36297KWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15328 | PA      | $15368.70      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739842                      | CUSIP: 3620AT5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48892 | PA      | $49048.69      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550800                      | CUSIP: 36213C3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159550 | PA      | $162609.61     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604871                      | CUSIP: 36200M6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43487 | PA      | $44256.96      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759213                      | CUSIP: 36230UGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3758 | PA      | $3769.17       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476986                      | CUSIP: 36209N2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6854 | PA      | $7012.77       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2959                      | CUSIP: 36179RJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222407 | PA      | $197591.11     | 0.00%             | 2045-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486842                      | CUSIP: 36210AZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9677 | PA      | $9900.96       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS7763                      | CUSIP: 3132A8TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5686 | PA      | $5645.08       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777195                      | CUSIP: 36176VGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230229 | PA      | $223685.90     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561763                      | CUSIP: 36213RB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4885 | PA      | $5082.03       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714109                      | CUSIP: 36297KKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18643 | PA      | $18696.09      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616898                      | CUSIP: 36290TKK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45914 | PA      | $46814.32      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2192                      | CUSIP: 36179BNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6105 | PA      | $5729.82       | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732170                      | CUSIP: 3620AKMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28754 | PA      | $28903.65      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434036                      | CUSIP: 36207KEH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6054 | PA      | $6193.87       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504369                      | CUSIP: 36210WJN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        655 | PA      | $677.16        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633286                      | CUSIP: 36291NRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23750 | PA      | $24197.27      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512603                      | CUSIP: 36211GNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        552 | PA      | $564.95        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612766                      | CUSIP: 36202XW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4807 | PA      | $4889.02       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5078                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8233387 | PA      | $7943259.40    | 0.07%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684254                      | CUSIP: 36295YE33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     398541 | PA      | $374510.15     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614645                      | CUSIP: 36290QZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54069 | PA      | $54978.84      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540358                      | CUSIP: 36212QJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2518 | PA      | $2618.38       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691713                      | CUSIP: 36296HN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62374 | PA      | $60517.84      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778171                      | CUSIP: 36176WJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326228 | PA      | $306876.52     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889650                      | CUSIP: 31410KL77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30466 | PA      | $32439.64      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737660                      | CUSIP: 3620ARQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6623 | PA      | $6445.29       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25919                      | CUSIP: 3132M6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     151931 | PA      | $152999.63     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656189                      | CUSIP: 36294P7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46411 | PA      | $48508.86      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783313                      | CUSIP: 36241LVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157112 | PA      | $162076.99     | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692013                      | CUSIP: 36296HYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3759 | PA      | $3887.63       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710454                      | CUSIP: 36297FH70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     506214 | PA      | $494952.50     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563381                      | CUSIP: 36213S2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1341 | PA      | $1386.71       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486880                      | CUSIP: 36210A2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        273 | PA      | $282.37        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vertical Communications Inc                                   | Vertical East Ap DUS           | CUSIP: 99Z19PJW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8349850 | PA      | $8383445.12    | 0.08%             | 2036-02-01      | Fixed         | 4.60%                 | No            |                  3 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501057                      | CUSIP: 36210STN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12707 | PA      | $13288.66      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619627                      | CUSIP: 36290WLG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3045 | PA      | $3163.42       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582356                      | CUSIP: 36201F5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41872 | PA      | $43505.29      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3970                      | CUSIP: 3131X7MT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3472 | PA      | $3448.77       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594083                      | CUSIP: 36201U6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32801 | PA      | $33389.91      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506403                      | CUSIP: 36210YRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1050 | PA      | $1074.42       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5114                      | CUSIP: 36178CVF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43659 | PA      | $41016.31      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502435                      | CUSIP: 36210UEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4046 | PA      | $4184.32       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588206                      | CUSIP: 36201NNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1553 | PA      | $1589.39       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470617                      | CUSIP: 36209FYN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1088 | PA      | $1125.33       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9902                      | CUSIP: 3140BBAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3408930 | PA      | $3458492.45    | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468156                      | CUSIP: 36209DBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3682 | PA      | $3807.90       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458920                      | CUSIP: 36208RYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2201 | PA      | $2276.52       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799173                      | CUSIP: 36177UFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221778 | PA      | $208190.69     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714189                      | CUSIP: 36297KNE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1511 | PA      | $1542.84       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733676                      | CUSIP: 3620AMCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6204 | PA      | $6335.35       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624393                      | CUSIP: 36291CUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4255 | PA      | $4332.31       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU3826                      | CUSIP: 3138X3HC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        804 | PA      | $799.73        | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565142                      | CUSIP: 36213UZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34255 | PA      | $34869.25      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF2664                      | CUSIP: 36181H5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3779 | PA      | $3498.28       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603069                      | CUSIP: 36200J6E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38826 | PA      | $39499.21      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773940                      | CUSIP: 36176RS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5111 | PA      | $4965.95       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615686                      | CUSIP: 36290R6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15866 | PA      | $15947.92      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683151                      | CUSIP: 36295W5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80001 | PA      | $81680.08      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572100                      | CUSIP: 36200TRV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106768 | PA      | $108731.03     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756632                      | CUSIP: 36230RLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     489890 | PA      | $476680.76     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501501                      | CUSIP: 36210TDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2114 | PA      | $2162.90       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492660                      | CUSIP: 36210HJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        150 | PA      | $155.10        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760880                      | CUSIP: 36176BCR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224727 | PA      | $218376.27     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471816                      | CUSIP: 36209HDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3360 | PA      | $3474.48       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2276                      | CUSIP: 36183XQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     676552 | PA      | $617342.55     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15749 | PA      | $16139.43      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494915                      | CUSIP: 36210KYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6923 | PA      | $7159.62       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 175306                      | CUSIP: 36216UU70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1027 | PA      | $1062.10       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577638                      | CUSIP: 36201AV70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        426 | PA      | $442.12        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29938799 | PA      | $26292157.35   | 0.24%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1126                      | CUSIP: 36182VHB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342852 | PA      | $314114.16     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578000                      | CUSIP: 36201BDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7799 | PA      | $7939.36       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710863                      | CUSIP: 36297FWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31570 | PA      | $32235.61      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578252                      | CUSIP: 36201BL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15345 | PA      | $15852.59      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 782224                      | CUSIP: 36241KPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49945 | PA      | $50776.83      | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733780                      | CUSIP: 3620AMFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4224 | PA      | $4110.22       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5763                      | CUSIP: 36182AML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3710 | PA      | $3705.53       | 0.00%             | 2043-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400594                      | CUSIP: 36205T7F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1150 | PA      | $1153.70       | 0.00%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5445                      | CUSIP: 31417CBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13833 | PA      | $13732.95      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605770                      | CUSIP: 36200N6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     298340 | PA      | $310465.69     | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603668                      | CUSIP: 36200KTZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10346 | PA      | $10766.14      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2904                      | CUSIP: 36178AGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54038 | PA      | $51107.99      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443000                      | CUSIP: 36207VDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        635 | PA      | $656.89        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BN6463                      | CUSIP: 3140JPFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83328 | PA      | $75005.35      | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652209                      | CUSIP: 36292LR63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202809 | PA      | $211747.19     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769973                      | CUSIP: 36176MFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141856 | PA      | $137824.60     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494739                      | CUSIP: 36210KS48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3896 | PA      | $4029.27       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8711                      | CUSIP: 36178VVC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23209 | PA      | $21748.84      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741699                      | CUSIP: 3620AV7L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167331 | PA      | $162547.71     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610343                      | CUSIP: 36202VBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127264 | PA      | $129406.73     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716514                      | CUSIP: 3620A2AP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52878 | PA      | $53993.89      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594233                      | CUSIP: 36201VEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        482 | PA      | $501.24        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631484                      | CUSIP: 36291LRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32720 | PA      | $33299.81      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720027                      | CUSIP: 3620A54L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3593 | PA      | $3541.50       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5762                      | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6686838 | PA      | $6255728.26    | 0.06%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606677                      | CUSIP: 36201X6N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36735 | PA      | $37406.18      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615491                      | CUSIP: 36290RXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12755 | PA      | $12818.93      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0128                      | CUSIP: 36181FD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189876 | PA      | $178442.58     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485384                      | CUSIP: 36209YFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1090 | PA      | $1115.09       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466004                      | CUSIP: 36209AU57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1702 | PA      | $1760.03       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3659                      | CUSIP: 3617BKB42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     548636 | PA      | $508875.57     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2248                      | CUSIP: 36178MP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88662 | PA      | $85922.76      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606757                      | CUSIP: 36201YB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11047 | PA      | $11466.79      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467664                      | CUSIP: 36209CQR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2721 | PA      | $2813.60       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1930                      | CUSIP: 36180UEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     592897 | PA      | $546295.70     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7209                      | CUSIP: 36180KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86020 | PA      | $79076.86      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8697                      | CUSIP: 36183SUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     865282 | PA      | $788984.78     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9107                      | CUSIP: 36178WDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1947048 | PA      | $1798189.56    | 0.02%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458077                      | CUSIP: 36208Q2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1496 | PA      | $1547.43       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54557                      | CUSIP: 3132XXB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19901 | PA      | $18594.86      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620514                      | CUSIP: 36290XK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11274 | PA      | $11721.48      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15243608 | PA      | $14427827.60   | 0.13%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-91 WP                 | CUSIP: 38379XYB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1967872 | PA      | $1844371.40    | 0.02%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A88134                      | CUSIP: 312935BB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1354 | PA      | $1387.73       | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514253                      | CUSIP: 36211JH67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1373 | PA      | $1419.90       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575913                      | CUSIP: 36200XYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        956 | PA      | $991.73        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723830                      | CUSIP: 3620AAEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2405 | PA      | $2417.70       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542798                      | CUSIP: 36212S7K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22169 | PA      | $22813.75      | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590094                      | CUSIP: 36201QRP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44700 | PA      | $45512.02      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550428                      | CUSIP: 36213CPM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        131 | PA      | $135.87        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733374                      | CUSIP: 3620ALXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     846764 | PA      | $774925.91     | 0.01%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640173                      | CUSIP: 36291WFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8604 | PA      | $8773.88       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638318                      | CUSIP: 36291UDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26396 | PA      | $27399.19      | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-88 LZ                 | CUSIP: 38378TK41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7345134 | PA      | $6593109.73    | 0.06%             | 2043-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592121                      | CUSIP: 36201SYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        952 | PA      | $988.41        | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706812                      | CUSIP: 36297BGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25005 | PA      | $25024.46      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749627                      | CUSIP: 3620C5YY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4457 | PA      | $4332.93       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641489                      | CUSIP: 36291XUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16512 | PA      | $16835.48      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493420                      | CUSIP: 36210JDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5702 | PA      | $5896.61       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE1973                      | CUSIP: 3140BEFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2398652 | PA      | $2433526.01    | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6154                      | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2662878 | PA      | $2485373.67    | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667425                      | CUSIP: 36295DPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33256 | PA      | $33347.57      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484040                      | CUSIP: 36209WV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10113 | PA      | $10347.28      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446729                      | CUSIP: 36208CHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        934 | PA      | $965.37        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697070                      | CUSIP: 36296PMT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9282 | PA      | $9477.55       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487397                      | CUSIP: 36210BNN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32293 | PA      | $33041.66      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628092                      | CUSIP: 36291GXV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1054 | PA      | $1073.89       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496521                      | CUSIP: 36210MSJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        626 | PA      | $647.27        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456262                      | CUSIP: 36208NZ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1125 | PA      | $1163.13       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468260                      | CUSIP: 36209DE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1080 | PA      | $1116.35       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724384                      | CUSIP: 3620AAXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4235 | PA      | $4324.58       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727886                      | CUSIP: 3620AEUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     536583 | PA      | $521765.89     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645300                      | CUSIP: 36292C3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22679 | PA      | $23154.92      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08680                      | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89330 | PA      | $81405.79      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783143                      | CUSIP: 36241LP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1029754 | PA      | $1002665.21    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462929                      | CUSIP: 36208WHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11224 | PA      | $11606.73      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740162                      | CUSIP: 3620AUJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156987 | PA      | $152316.20     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465233                      | CUSIP: 36208YY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3079 | PA      | $3149.98       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745242                      | CUSIP: 3620C05B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1779992 | PA      | $1783916.24    | 0.02%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484205                      | CUSIP: 36209W3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        631 | PA      | $652.25        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472526                      | CUSIP: 36209H4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        636 | PA      | $651.05        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595273                      | CUSIP: 36200AJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2889 | PA      | $2997.30       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464364                      | CUSIP: 36208XZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        413 | PA      | $422.16        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5179                      | CUSIP: 36198RXG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2678 | PA      | $2439.82       | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732892                      | CUSIP: 3620ALF90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     534120 | PA      | $534301.91     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705632                      | CUSIP: 36296Y4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10955 | PA      | $11305.38      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494691                      | CUSIP: 36210KRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8672 | PA      | $8872.97       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683353                      | CUSIP: 36295XE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13284 | PA      | $13562.52      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08653                      | CUSIP: 3128MJWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18350 | PA      | $16753.54      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469687                      | CUSIP: 36209EXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2271 | PA      | $2323.20       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772107                      | CUSIP: 36176PR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35724 | PA      | $33721.58      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783104                      | CUSIP: 36241LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14287 | PA      | $13910.97      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584287                      | CUSIP: 36201JCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6099 | PA      | $6295.62       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746324                      | CUSIP: 3620C2D50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192937 | PA      | $193311.40     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627655                      | CUSIP: 36291GH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25450 | PA      | $25900.22      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8181                      | CUSIP: 36178VCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21861 | PA      | $20590.83      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587648                      | CUSIP: 36201MZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15907 | PA      | $16521.31      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473996                      | CUSIP: 36209KRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        191 | PA      | $197.04        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585478                      | CUSIP: 36201KM37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        353 | PA      | $366.81        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2325                      | CUSIP: 36180USN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433424 | PA      | $397839.60     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1083                      | CUSIP: 36181GFY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8585 | PA      | $8071.11       | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641817                      | CUSIP: 36291YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15608 | PA      | $15888.35      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2503                      | CUSIP: 36178MX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35164 | PA      | $32276.86      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4194                      | CUSIP: 36179SUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24163343 | PA      | $21219332.07   | 0.19%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605307                      | CUSIP: 36200NNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29893 | PA      | $31155.10      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433969                      | CUSIP: 36207KCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        710 | PA      | $734.47        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767546                      | CUSIP: 36176JP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94059 | PA      | $94048.68      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559832                      | CUSIP: 36213N4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18820 | PA      | $19590.27      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462497                      | CUSIP: 36208VX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         40 | PA      | $40.32         | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585305                      | CUSIP: 36201KGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14992 | PA      | $15603.63      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770613                      | CUSIP: 36176M3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66450 | PA      | $66579.43      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-193 BE                | CUSIP: 38383DUD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6624302 | PA      | $5618721.96    | 0.05%             | 2049-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548304                      | CUSIP: 36213ADH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58319 | PA      | $59209.31      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726362                      | CUSIP: 3620AC5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4502 | PA      | $4519.89       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744251                      | CUSIP: 3620AYZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276376 | PA      | $277014.01     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681728                      | CUSIP: 36295VLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10803 | PA      | $11029.38      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778762                      | CUSIP: 36176W5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61016 | PA      | $57695.42      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-34 NT                 | CUSIP: 38383MDF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4936115 | PA      | $4539326.71    | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647771                      | CUSIP: 36292FT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15757 | PA      | $16060.81      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-46 ZG                 | CUSIP: 313920ZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47347 | PA      | $48412.71      | 0.00%             | 2031-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602562                      | CUSIP: 36200JMK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8053 | PA      | $8403.01       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478648                      | CUSIP: 36209QWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        190 | PA      | $196.03        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630147                      | CUSIP: 36291KBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2351 | PA      | $2395.01       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778366                      | CUSIP: 36176WQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     290093 | PA      | $273985.56     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3479                      | CUSIP: 3617A32L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179678 | PA      | $163251.45     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8269                      | CUSIP: 36178GFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191351 | PA      | $185912.59     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5.5 2/26                  | CUSIP: 21H052629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  458760000 | PA      | $463821269.70  | 4.16%             | 2026-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794932                      | CUSIP: 36177PPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335879 | PA      | $316883.59     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505716                      | CUSIP: 36210XYM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2299 | PA      | $2377.94       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703157                      | CUSIP: 36296WE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     994008 | PA      | $967531.91     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588373                      | CUSIP: 36201NT67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3759 | PA      | $3827.46       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780656                      | CUSIP: 36225AWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        311 | PA      | $322.01        | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2789                      | CUSIP: 36184NC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12710 | PA      | $11847.33      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457847                      | CUSIP: 36208QTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1296 | PA      | $1340.19       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550656                      | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6721 | PA      | $6851.74       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503000                      | CUSIP: 36210UX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1555 | PA      | $1608.46       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97474                      | CUSIP: 312946JT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2966 | PA      | $2909.27       | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554830                      | CUSIP: 36213HLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        701 | PA      | $730.77        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8200                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   58337256 | PA      | $55616161.00   | 0.50%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631357                      | CUSIP: 36291LME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2577 | PA      | $2629.05       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747869                      | CUSIP: 3620C32A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13148 | PA      | $12774.23      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV4742                      | CUSIP: 36195FHT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491373 | PA      | $457144.77     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1881                      | CUSIP: 36180UCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     400496 | PA      | $370165.90     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783261                      | CUSIP: 36241LTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7825024 | PA      | $7843087.65    | 0.07%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4944                        | CUSIP: 36202FP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1390 | PA      | $1326.02       | 0.00%             | 2041-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612726                      | CUSIP: 36202XVT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        844 | PA      | $871.94        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT7429                      | CUSIP: 36194GHE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74844 | PA      | $69677.07      | 0.00%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6767                      | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4891745 | PA      | $4562609.73    | 0.04%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754258                      | CUSIP: 36230NWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9945 | PA      | $9967.89       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460210                      | CUSIP: 36208TGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3264 | PA      | $3375.29       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6632                      | CUSIP: 36181ALM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1000805 | PA      | $922855.45     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604897                      | CUSIP: 36200M7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91676 | PA      | $93331.27      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588365                      | CUSIP: 36201NTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39745 | PA      | $40444.02      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97618                      | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16452 | PA      | $16592.54      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607752                      | CUSIP: 36202SEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13166 | PA      | $13680.07      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619647                      | CUSIP: 36290WL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19821 | PA      | $20152.30      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782423                      | CUSIP: 36241KVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32599 | PA      | $33602.95      | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603762                      | CUSIP: 36200KWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21243 | PA      | $21597.35      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3839                        | CUSIP: 36202EHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3240 | PA      | $3253.22       | 0.00%             | 2036-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497332                      | CUSIP: 36210NPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17902 | PA      | $18512.83      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569569                      | CUSIP: 36200QW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16900 | PA      | $17480.05      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553383                      | CUSIP: 36213FXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24609 | PA      | $24880.04      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444207                      | CUSIP: 36207WNY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54518 | PA      | $54524.05      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607000                      | CUSIP: 36201YKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44453 | PA      | $46142.13      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782001                      | CUSIP: 36241KGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1011 | PA      | $1029.99       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605812                      | CUSIP: 36201XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1453 | PA      | $1460.04       | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453041                      | CUSIP: 36208KHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13937 | PA      | $14530.59      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628878                      | CUSIP: 36291HUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56900 | PA      | $57894.08      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751241                      | CUSIP: 36230KLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176686 | PA      | $177192.44     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740450                      | CUSIP: 3620AUTF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279024 | PA      | $271229.31     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505727                      | CUSIP: 36210XYY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        963 | PA      | $986.50        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620509                      | CUSIP: 36290XKW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87717 | PA      | $89290.58      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757254                      | CUSIP: 36230SBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62841 | PA      | $62946.60      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 700250                      | CUSIP: 36296S5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2500 | PA      | $2509.65       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793025                      | CUSIP: 36177MLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76002 | PA      | $71665.04      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669028                      | CUSIP: 36295FHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10896 | PA      | $11207.51      | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603341                      | CUSIP: 36200KHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5901 | PA      | $6135.44       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725266                      | CUSIP: 3620ABW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79551 | PA      | $79718.54      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593586                      | CUSIP: 36201UNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3663 | PA      | $3793.03       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753314                      | CUSIP: 36230MVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82696 | PA      | $80493.78      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646858                      | CUSIP: 36292ETP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        775 | PA      | $774.26        | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-2 GC                  | CUSIP: 38378YH44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2064899 | PA      | $1903359.16    | 0.02%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2012-103 CL                | CUSIP: 38375GUS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10635083 | PA      | $9837860.16    | 0.09%             | 2042-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553848                      | CUSIP: 36213GHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3321 | PA      | $3467.27       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782363                      | CUSIP: 36241KTU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5789 | PA      | $5970.20       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497445                      | CUSIP: 36210NTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3722 | PA      | $3808.50       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691722                      | CUSIP: 36296HPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58624 | PA      | $56977.23      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN8585                      | CUSIP: 3138LMRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4451732 | PA      | $4397127.31    | 0.04%             | 2028-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462907                      | CUSIP: 36208WGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3062 | PA      | $3166.80       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783274                      | CUSIP: 36241LT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3060 | PA      | $3187.70       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1468                      | CUSIP: 36183WTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258069 | PA      | $249285.69     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-20 Z                  | CUSIP: 31359SXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120490 | PA      | $123915.97     | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452770                      | CUSIP: 36208J6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         19 | PA      | $20.09         | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467553                      | CUSIP: 36209CMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1537 | PA      | $1572.95       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5058                      | CUSIP: 36184BTP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     551439 | PA      | $501735.03     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621697                      | CUSIP: 36290YUW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10518 | PA      | $10572.63      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496779                      | CUSIP: 36210M2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14665 | PA      | $15005.36      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586345                      | CUSIP: 36201LL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11230 | PA      | $11449.93      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602236                      | CUSIP: 36200JBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3550 | PA      | $3691.41       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8431                      | CUSIP: 36180MLL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61028 | PA      | $56166.19      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745815                      | CUSIP: 3620C1SC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1936 | PA      | $1881.21       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545064                      | CUSIP: 36212VQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3195 | PA      | $3325.57       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8915                      | CUSIP: 36180M3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3579351 | PA      | $3204240.67    | 0.03%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468350                      | CUSIP: 36209DH31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26286 | PA      | $26895.02      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8148                      | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23151828 | PA      | $20914611.56   | 0.19%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627262                      | CUSIP: 36291FZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9080 | PA      | $9246.99       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705750                      | CUSIP: 36297ABT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4995 | PA      | $5100.16       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771417                      | CUSIP: 36176NYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44787 | PA      | $43653.23      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494974                      | CUSIP: 36210K2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16920 | PA      | $17312.15      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606285                      | CUSIP: 36201XRE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9124 | PA      | $9286.29       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447472                      | CUSIP: 36208DCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2188 | PA      | $2197.04       | 0.00%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451232                      | CUSIP: 36208HHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1024 | PA      | $1047.41       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565683                      | CUSIP: 36213VM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7645 | PA      | $8002.94       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-16 PB                 | CUSIP: 3136AVZX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7382921 | PA      | $6532268.96    | 0.06%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9314                      | CUSIP: 36184HK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4090662 | PA      | $3735379.93    | 0.03%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7604                      | CUSIP: 36181BNV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        850 | PA      | $827.06        | 0.00%             | 2043-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571829                      | CUSIP: 36200THE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34934 | PA      | $35014.87      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605798                      | CUSIP: 36200N7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52809 | PA      | $53655.07      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738310                      | CUSIP: 3620ASGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9377 | PA      | $9395.04       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | 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        | -174940000 | PA      | $-174659833.59 | -1.57%            | 2026-03-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778600                      | CUSIP: 36176WX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20929 | PA      | $20330.22      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3975                        | CUSIP: 36202EMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46881 | PA      | $48521.96      | 0.00%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691708                      | CUSIP: 36296HNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     930688 | PA      | $904537.71     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471184                      | CUSIP: 36209GM95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2070 | PA      | $2141.10       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778375                      | CUSIP: 36176WQ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1072371 | PA      | $1010903.97    | 0.01%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615528                      | CUSIP: 36290RYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     813647 | PA      | $828150.28     | 0.01%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758213                      | CUSIP: 36230TDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     502978 | PA      | $488430.24     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB1993                      | CUSIP: 3617UMGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     593140 | PA      | $534016.27     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 439811                      | CUSIP: 36207RR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1057 | PA      | $1063.68       | 0.00%             | 2027-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449542                      | CUSIP: 36208FLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5167 | PA      | $5343.34       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28268359 | PA      | $25888245.24   | 0.23%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778611                      | CUSIP: 36176WYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7428 | PA      | $7218.55       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467038                      | CUSIP: 36209BZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3058 | PA      | $3162.57       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485530                      | CUSIP: 36209YLK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        506 | PA      | $525.63        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731646                      | CUSIP: 3620AJZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34899 | PA      | $35995.16      | 0.00%             | 2040-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622154                      | CUSIP: 36291AE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4225 | PA      | $4298.32       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645875                      | CUSIP: 36292DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11874 | PA      | $12112.86      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721747                      | CUSIP: 3620A7ZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76854 | PA      | $77031.00      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5412                      | CUSIP: 3140Q1AN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2517500 | PA      | $2514245.38    | 0.02%             | 2035-12-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764491                      | CUSIP: 36176FC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31835 | PA      | $31832.88      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620457                      | CUSIP: 36290XJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61817 | PA      | $62904.18      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764182                      | CUSIP: 36176EXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5302 | PA      | $5141.65       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711709                      | CUSIP: 36297GVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58979 | PA      | $54259.78      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2025-56 BA                 | CUSIP: 3136BWNM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31739507 | PA      | $32210438.55   | 0.29%             | 2051-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638755                      | CUSIP: 36291UTL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3337 | PA      | $3440.90       | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 | SCRT 2019-1 MZ                 | CUSIP: 35563PJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12781752 | PA      | $9823807.53    | 0.09%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617290                      | CUSIP: 36290TXT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98449 | PA      | $101452.13     | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505783                      | CUSIP: 36210X2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1054 | PA      | $1090.16       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443564                      | CUSIP: 36207VWZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        519 | PA      | $536.64        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509584                      | CUSIP: 36211DCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1773 | PA      | $1813.92       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705932                      | CUSIP: 36297AHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2649728 | PA      | $2499871.19    | 0.02%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492976                      | CUSIP: 36210HT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9103 | PA      | $9314.32       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403450                      | CUSIP: 36205XEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15112 | PA      | $15381.46      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                         | BZW TRIPARTY TREASURY          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783334                      | CUSIP: 36241LV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89189 | PA      | $93102.48      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5948                      | CUSIP: 36178DTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78854 | PA      | $72768.38      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615894                      | CUSIP: 36290SGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4126 | PA      | $4193.41       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2582                      | CUSIP: 36183X2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145047 | PA      | $132020.06     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652510                      | CUSIP: 36292L3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12527 | PA      | $13092.89      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737822                      | CUSIP: 3620ARVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93900 | PA      | $95789.62      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3727                      | CUSIP: 3131X7D88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6100 | PA      | $6067.15       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493894                      | CUSIP: 36210JUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5495 | PA      | $5622.69       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498644                      | CUSIP: 36210P5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        985 | PA      | $1019.11       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603773                      | CUSIP: 36200KXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5178 | PA      | $5386.98       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570433                      | CUSIP: 36200RV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18692 | PA      | $19435.86      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9991                      | CUSIP: 36183UC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491431 | PA      | $451083.48     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9302746 | PA      | $8829842.43    | 0.08%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462925                      | CUSIP: 36208WHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        335 | PA      | $346.05        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437483                      | CUSIP: 36207N6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17907 | PA      | $18321.60      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3840                        | CUSIP: 36202EHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132271 | PA      | $134673.92     | 0.00%             | 2036-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749101                      | CUSIP: 3620C5GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13165 | PA      | $12764.44      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569215                      | CUSIP: 36200QK45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        130 | PA      | $135.29        | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444362                      | CUSIP: 36207WTT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9703 | PA      | $10034.44      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610884                      | CUSIP: 36202VUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90594 | PA      | $92044.47      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757458                      | CUSIP: 36230SJB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95818 | PA      | $92951.37      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V84237                      | CUSIP: 3132L9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21884 | PA      | $20447.58      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9110                      | CUSIP: 36178WDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4611 | PA      | $4258.66       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604650                      | CUSIP: 36200MWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58406 | PA      | $59403.95      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610990                      | CUSIP: 36202VXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8383 | PA      | $8537.42       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762160                      | CUSIP: 36176CQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76807 | PA      | $76923.30      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568041                      | CUSIP: 36213YBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1815 | PA      | $1898.23       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-81 CA                 | CUSIP: 38379YNX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3677689 | PA      | $3420799.81    | 0.03%             | 2045-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476590                      | CUSIP: 36209NNF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $143.67        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602973                      | CUSIP: 36200J2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        605 | PA      | $618.65        | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763480                      | CUSIP: 36176D6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8136 | PA      | $7916.35       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701742                      | CUSIP: 36296US76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170383 | PA      | $175833.72     | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647703                      | CUSIP: 36292FRY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151253 | PA      | $152003.63     | 0.00%             | 2035-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87339                      | CUSIP: 312934EL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5507 | PA      | $5642.89       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS5896                      | CUSIP: 3140LGRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1485207 | PA      | $1423334.25    | 0.01%             | 2037-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551664                      | CUSIP: 36213DZ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        556 | PA      | $579.82        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 271947                      | CUSIP: 36220ABQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39820 | PA      | $40543.05      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496114                      | CUSIP: 36210MDT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4979 | PA      | $5149.14       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 382828                      | CUSIP: 36204XHD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3421 | PA      | $3537.60       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499547                      | CUSIP: 36210Q5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2627 | PA      | $2717.16       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ5878                      | CUSIP: 36189WQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46813 | PA      | $42744.80      | 0.00%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769734                      | CUSIP: 36176L4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3672 | PA      | $3379.86       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703194                      | CUSIP: 36296WGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54812 | PA      | $50943.90      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2448 ZQ                    | CUSIP: 31392M6E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5217 | PA      | $5324.36       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498403                      | CUSIP: 36210PU44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13665 | PA      | $14131.21      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595414                      | CUSIP: 36200AN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        107 | PA      | $110.86        | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612172                      | CUSIP: 36202XCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56471 | PA      | $56751.50      | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462682                      | CUSIP: 36208V6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1969 | PA      | $2035.71       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4113 MG                    | CUSIP: 3137ATV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2136048 | PA      | $2010095.80    | 0.02%             | 2042-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2328                      | CUSIP: 36178MSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12921 | PA      | $12414.71      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477546                      | CUSIP: 36209PP76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14371 | PA      | $14704.55      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08626                      | CUSIP: 3128MJVU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5627 | PA      | $5150.70       | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783609                      | CUSIP: 3622A2AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27997 | PA      | $28065.74      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772091                      | CUSIP: 36176PRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     496376 | PA      | $468049.70     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506500                      | CUSIP: 36210YUZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        682 | PA      | $698.09        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27970053 | PA      | $24233645.87   | 0.22%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606672                      | CUSIP: 36201X6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35686 | PA      | $36282.47      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779746                      | CUSIP: 36176YBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80877 | PA      | $78431.54      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598064                      | CUSIP: 36200DMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3312 | PA      | $3424.10       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4475                      | CUSIP: 36178B6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102792 | PA      | $96952.02      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9038658 | PA      | $8455922.75    | 0.08%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493547                      | CUSIP: 36210JHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3182 | PA      | $3317.43       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 680624                      | CUSIP: 36295UD57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9371 | PA      | $9823.46       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0162                      | CUSIP: 36177WFB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11955 | PA      | $11295.53      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737539                      | CUSIP: 3620ARLU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77141 | PA      | $75086.08      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8697                      | CUSIP: 36179JUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     593757 | PA      | $548148.44     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783397                      | CUSIP: 36241LX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5828540 | PA      | $5941140.61    | 0.05%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494694                      | CUSIP: 36210KRP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2633 | PA      | $2722.46       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419155                      | CUSIP: 36206RTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4100 | PA      | $4194.81       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647516                      | CUSIP: 36292FK55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13743 | PA      | $14019.95      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7651                      | CUSIP: 36179WQC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11822221 | PA      | $10978748.20   | 0.10%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49815 | PA      | $48619.90      | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483267                      | CUSIP: 36209VZ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        424 | PA      | $425.21        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515966                      | CUSIP: 36211LFF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172088 | PA      | $172493.88     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607483                      | CUSIP: 36201Y2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41958 | PA      | $42753.23      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710794                      | CUSIP: 36297FUT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123704 | PA      | $126311.10     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735209                      | CUSIP: 3620ANYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13477 | PA      | $13089.06      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613910                      | CUSIP: 36290QAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4721 | PA      | $4899.99       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704577                      | CUSIP: 36296XXE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90055 | PA      | $90361.34      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486936                      | CUSIP: 36210A4V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2219 | PA      | $2295.08       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501298                      | CUSIP: 36210S3F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3206 | PA      | $3280.82       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430632                      | CUSIP: 36207FLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11597 | PA      | $11865.47      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555831                      | CUSIP: 36213JPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4452 | PA      | $4648.32       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 4.5 2/26                  | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8846000 | PA      | $8663897.13    | 0.08%             | 2026-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4319                      | CUSIP: 36179SYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1820912 | PA      | $1599995.93    | 0.01%             | 2047-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711543                      | CUSIP: 36297GP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3628191 | PA      | $3526830.97    | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2998                      | CUSIP: 36183YKK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173458 | PA      | $167581.53     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5435                      | CUSIP: 36180HBC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434097 | PA      | $409215.12     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782387                      | CUSIP: 36241KUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169166 | PA      | $172697.77     | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583203                      | CUSIP: 36201G3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3888 | PA      | $4036.35       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769606                      | CUSIP: 36176LYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60378 | PA      | $58522.22      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462563                      | CUSIP: 36208VZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8702 | PA      | $8903.98       | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701962                      | CUSIP: 36296UZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109884 | PA      | $110193.88     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738630                      | CUSIP: 3620ASST7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69639 | PA      | $67613.46      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763884                      | CUSIP: 36176EM99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     606887 | PA      | $555399.77     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615656                      | CUSIP: 36290R5R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4776 | PA      | $4861.79       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A77292                      | CUSIP: 3128LBC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15534 | PA      | $15914.43      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504307                      | CUSIP: 36210WGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4842 | PA      | $5007.18       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632242                      | CUSIP: 36291MLX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4349 | PA      | $4483.09       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710322                      | CUSIP: 36297FD33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5542 | PA      | $5657.69       | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484276                      | CUSIP: 36209W6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1463 | PA      | $1512.44       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1859                      | CUSIP: 36179BB45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59777 | PA      | $55015.51      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605432                      | CUSIP: 36200NSV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3766 | PA      | $3921.00       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748523                      | CUSIP: 3620C4SL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152192 | PA      | $152439.39     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04817                      | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105128 | PA      | $107677.37     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07785                      | CUSIP: 3128M96W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37518 | PA      | $37810.47      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794387                      | CUSIP: 36177N2V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83318 | PA      | $78417.30      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605444                      | CUSIP: 36200NS93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24696 | PA      | $25662.07      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508757                      | CUSIP: 36211CE65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2810 | PA      | $2906.13       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4068                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3280834 | PA      | $2997889.36    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474663                      | CUSIP: 36209LJG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2576 | PA      | $2635.78       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716818                      | CUSIP: 3620A2K70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57975 | PA      | $58147.27      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749197                      | CUSIP: 3620C5KJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     842212 | PA      | $818547.60     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469905                      | CUSIP: 36209FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        998 | PA      | $1031.68       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599777                      | CUSIP: 36200FJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        857 | PA      | $876.75        | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488317                      | CUSIP: 36210CPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2093 | PA      | $2164.79       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9713                      | CUSIP: 36178HYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21155 | PA      | $19854.06      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94672                      | CUSIP: 312943FM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7099 | PA      | $7158.77       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620429                      | CUSIP: 36290XHE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6825 | PA      | $6937.93       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736150                      | CUSIP: 3620APZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169884 | PA      | $170311.67     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475158                      | CUSIP: 36209LZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        104 | PA      | $104.82        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620642                      | CUSIP: 36290XP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70349 | PA      | $71595.19      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491940                      | CUSIP: 36210GPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1437 | PA      | $1470.47       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696984                      | CUSIP: 36296PJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6751 | PA      | $6893.22       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737528                      | CUSIP: 3620ARLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359485 | PA      | $350147.75     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5918                      | CUSIP: 3617BMSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     646746 | PA      | $599875.48     | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2544                      | CUSIP: 36180UZH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203302 | PA      | $186681.30     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1091                      | CUSIP: 36179NF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     614203 | PA      | $597671.18     | 0.01%             | 2043-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705903                      | CUSIP: 36297AGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1091490 | PA      | $1059557.86    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783121                      | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2801029 | PA      | $2725963.25    | 0.02%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA6505                      | CUSIP: 3133KNGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191821 | PA      | $157474.57     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521361                      | CUSIP: 36211SFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219439 | PA      | $228799.93     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470112                      | CUSIP: 36209FGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7426 | PA      | $7598.36       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557521                      | CUSIP: 36213LLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        209 | PA      | $217.05        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764662                      | CUSIP: 36176FJF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264557 | PA      | $264915.79     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5620                      | CUSIP: 36180HG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15898 | PA      | $14927.92      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482788                      | CUSIP: 36209VJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3626 | PA      | $3710.08       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1750                      | CUSIP: 36179A5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205990 | PA      | $189580.67     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9606                      | CUSIP: 36184HU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340263 | PA      | $327725.74     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635891                      | CUSIP: 36291RNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63601 | PA      | $64782.67      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 5.5 2/26                  | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43380000 | PA      | $43998503.36   | 0.39%             | 2026-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676434                      | CUSIP: 36295PPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56457 | PA      | $59699.85      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4600                        | CUSIP: 36202FDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     469898 | PA      | $486669.09     | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663099                      | CUSIP: 36294XUY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        958 | PA      | $987.13        | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575892                      | CUSIP: 36200XXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6993 | PA      | $7323.57       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724172                      | CUSIP: 3620AAQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105430 | PA      | $102328.49     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781288                      | CUSIP: 36225BND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42528 | PA      | $44197.52      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598125                      | CUSIP: 36200DPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        528 | PA      | $543.94        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762950                      | CUSIP: 36176DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12743 | PA      | $12743.37      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794621                      | CUSIP: 36177PD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     962377 | PA      | $908442.55     | 0.01%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3541                      | CUSIP: 3131X65A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2181 | PA      | $2170.80       | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746148                      | CUSIP: 3620C15H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156063 | PA      | $152035.32     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550887                      | CUSIP: 36213C6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2673 | PA      | $2725.17       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769944                      | CUSIP: 36176MER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95409 | PA      | $92602.18      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08658                      | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65493 | PA      | $59788.44      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697571                      | CUSIP: 36296P6G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69394 | PA      | $70856.46      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678637                      | CUSIP: 36295R4W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78655 | PA      | $76624.48      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738525                      | CUSIP: 3620ASPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109503 | PA      | $109478.65     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8427                      | CUSIP: 36178VLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     532856 | PA      | $477996.47     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739185                      | CUSIP: 3620ATF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51110 | PA      | $52193.31      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438583                      | CUSIP: 36207QFY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85640 | PA      | $83646.67      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646296                      | CUSIP: 36292D7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9993 | PA      | $10194.10      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554687                      | CUSIP: 36213HF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5644 | PA      | $5871.73       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1723                      | CUSIP: 36178L4G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5291 | PA      | $5022.57       | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794654                      | CUSIP: 36177PE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43800 | PA      | $41312.05      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494327                      | CUSIP: 36210KD85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3378 | PA      | $3456.09       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713457                      | CUSIP: 36297JTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2588 | PA      | $2526.91       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682557                      | CUSIP: 36295WJA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6665 | PA      | $6682.56       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533673                      | CUSIP: 36212G2E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23112 | PA      | $23979.08      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750328                      | CUSIP: 3620C6SR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     321065 | PA      | $311940.09     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737442                      | CUSIP: 3620ARHT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     562603 | PA      | $547988.96     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5204                        | CUSIP: 36202FX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9318488 | PA      | $9327835.66    | 0.08%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5905                      | CUSIP: 36178DR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1061796 | PA      | $1001474.54    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604469                      | CUSIP: 36200MQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3242 | PA      | $3258.07       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782277                      | CUSIP: 36241KQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34444 | PA      | $35500.46      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782405                      | CUSIP: 36241KU63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168749 | PA      | $173855.01     | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780747                      | CUSIP: 36225AZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        943 | PA      | $975.55        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492995                      | CUSIP: 36210HUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5377 | PA      | $5501.49       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605652                      | CUSIP: 36200NZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1091 | PA      | $1111.58       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748053                      | CUSIP: 3620C4BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36550 | PA      | $35511.40      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719226                      | CUSIP: 3620A5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99311 | PA      | $101414.56     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537487                      | CUSIP: 36212MCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7924 | PA      | $8282.66       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778955                      | CUSIP: 36176XE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67699 | PA      | $62571.71      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3709                        | CUSIP: 36202EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6890 | PA      | $6919.15       | 0.00%             | 2035-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610297                      | CUSIP: 36202U7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4755 | PA      | $4912.19       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2372                      | CUSIP: 36180UT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17859 | PA      | $16806.78      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723319                      | CUSIP: 3620A9SG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1405122 | PA      | $1409222.64    | 0.01%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733457                      | CUSIP: 3620ALZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174188 | PA      | $174489.14     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4519                        | CUSIP: 36202FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59038 | PA      | $59171.95      | 0.00%             | 2039-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8483753 | PA      | $7947398.54    | 0.07%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761784                      | CUSIP: 36176CCV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     283370 | PA      | $283371.30     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694132                      | CUSIP: 36296LED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212902 | PA      | $217391.21     | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781262                      | CUSIP: 36225BMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         96 | PA      | $98.26         | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619553                      | CUSIP: 36290WH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13074 | PA      | $13279.97      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782888                      | CUSIP: 36241LF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77195 | PA      | $78833.08      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461213                      | CUSIP: 36208UK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4228 | PA      | $4371.81       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745409                      | CUSIP: 3620C1DN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64634 | PA      | $64741.90      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473458                      | CUSIP: 36209J5T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6047 | PA      | $6253.48       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4193                        | CUSIP: 36202EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4878 | PA      | $4970.70       | 0.00%             | 2038-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610851                      | CUSIP: 36202VTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3965 | PA      | $4127.65       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592661                      | CUSIP: 36201TMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27811 | PA      | $28268.08      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750244                      | CUSIP: 3620C6P58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255013 | PA      | $247679.99     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458930                      | CUSIP: 36208RY32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8896 | PA      | $9102.56       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740520                      | CUSIP: 3620AUVM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90747 | PA      | $92647.05      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494516                      | CUSIP: 36210KK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        443 | PA      | $458.04        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706871                      | CUSIP: 36297BJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     319609 | PA      | $310835.55     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470973                      | CUSIP: 36209GFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27792 | PA      | $28740.26      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626114                      | CUSIP: 36291ESB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56615 | PA      | $57603.42      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647639                      | CUSIP: 36292FPY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19855 | PA      | $20270.11      | 0.00%             | 2037-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 5.5 2/26                  | CUSIP: 01F052623<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -21690000 | PA      | $-21999251.68  | -0.20%            | 2026-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598676                      | CUSIP: 36200ECM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28683 | PA      | $29737.52      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-56 PZ                 | CUSIP: 38379BCW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2494771 | PA      | $2314418.25    | 0.02%             | 2039-12-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756932                      | CUSIP: 36230RVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93336 | PA      | $90989.78      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492205                      | CUSIP: 36210GYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1547 | PA      | $1582.35       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BE6414                      | CUSIP: 3617G1DT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3190712 | PA      | $3067310.32    | 0.03%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743013                      | CUSIP: 3620AXN61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30651 | PA      | $30558.85      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605912                      | CUSIP: 36201XDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        371 | PA      | $379.41        | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738635                      | CUSIP: 3620ASSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54441 | PA      | $54620.85      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745289                      | CUSIP: 3620C07A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6604 | PA      | $6620.03       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777558                      | CUSIP: 36176VTP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     925439 | PA      | $847869.97     | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626491                      | CUSIP: 36291E7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28317 | PA      | $28847.67      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542828                      | CUSIP: 36212TA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24611 | PA      | $25075.51      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658878                      | CUSIP: 36294S6P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1311 | PA      | $1335.06       | 0.00%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1346                      | CUSIP: 36177XP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196551 | PA      | $181594.75     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-99 AX                 | CUSIP: 38378VPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2388820 | PA      | $2212588.42    | 0.02%             | 2043-07-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710996                      | CUSIP: 36297F3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140693 | PA      | $143683.13     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763487                      | CUSIP: 36176D6Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211467 | PA      | $211480.00     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627462                      | CUSIP: 36291GB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9360 | PA      | $9749.51       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550689                      | CUSIP: 36213CXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11283 | PA      | $11492.68      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466472                      | CUSIP: 36209BFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        196 | PA      | $196.81        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505670                      | CUSIP: 36210XW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6055 | PA      | $6195.37       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503443                      | CUSIP: 36210VHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        445 | PA      | $460.57        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7577                      | CUSIP: 36180KM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     473074 | PA      | $443640.41     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5734                      | CUSIP: 36178DLP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71965 | PA      | $67660.48      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749251                      | CUSIP: 3620C5L88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80973 | PA      | $78564.02      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4989 | PA      | $4870.51       | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501423                      | CUSIP: 36210TAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26974 | PA      | $27598.86      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471705                      | CUSIP: 36209HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        635 | PA      | $656.77        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681618                      | CUSIP: 36295VG37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4188 | PA      | $4276.70       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575220                      | CUSIP: 36200XAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7341 | PA      | $7522.20       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475371                      | CUSIP: 36209MCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3334 | PA      | $3447.78       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781483                      | CUSIP: 36225BUG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        678 | PA      | $702.04        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550436                      | CUSIP: 36213CPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8395 | PA      | $8682.91       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626812                      | CUSIP: 36291FKZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41237 | PA      | $42052.60      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464835                      | CUSIP: 36208YLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4243 | PA      | $4388.00       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN5671                      | CUSIP: 3138LJJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3277745 | PA      | $3110572.47    | 0.03%             | 2032-05-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737662                      | CUSIP: 3620ARQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305225 | PA      | $289326.58     | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794490                      | CUSIP: 36177N7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67646 | PA      | $62696.34      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS1286                      | CUSIP: 3132A1NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2112741 | PA      | $2159861.02    | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666321                      | CUSIP: 36295CG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2023 | PA      | $1889.00       | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701582                      | CUSIP: 36296UM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     769483 | PA      | $793801.85     | 0.01%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503406                      | CUSIP: 36210VGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        664 | PA      | $686.24        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634764                      | CUSIP: 36291QFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38572 | PA      | $40209.27      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617089                      | CUSIP: 36290TRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14992 | PA      | $15604.59      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617508                      | CUSIP: 36290UAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202244 | PA      | $196427.99     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716046                      | CUSIP: 3620A1P77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94452 | PA      | $94625.81      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734104                      | CUSIP: 3620AMRZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67661 | PA      | $64172.00      | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710982                      | CUSIP: 36297F2P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22303 | PA      | $22361.10      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769528                      | CUSIP: 36176LVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13129 | PA      | $12758.31      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  170043360 | PA      | $141504404.39  | 1.27%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442959                      | CUSIP: 36207VB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1410 | PA      | $1442.64       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696983                      | CUSIP: 36296PJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     214335 | PA      | $214840.49     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466439                      | CUSIP: 36209BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7816 | PA      | $7997.18       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600085                      | CUSIP: 36200FUJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70750 | PA      | $73610.58      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627324                      | CUSIP: 36291F4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9168 | PA      | $9550.79       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446766                      | CUSIP: 36208CJK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        747 | PA      | $772.64        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742450                      | CUSIP: 3620AWZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18266 | PA      | $18303.86      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734423                      | CUSIP: 3620AM4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55816 | PA      | $54283.31      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615228                      | CUSIP: 36290RPM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23352 | PA      | $23917.62      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624395                      | CUSIP: 36291CUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42276 | PA      | $42970.92      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554866                      | CUSIP: 36213HMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        246 | PA      | $255.16        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499440                      | CUSIP: 36210QZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3397 | PA      | $3513.18       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466542                      | CUSIP: 36209BHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        513 | PA      | $530.05        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639141                      | CUSIP: 36291VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8864 | PA      | $9013.94       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6401                      | CUSIP: 36178EDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     842885 | PA      | $775149.19     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1839                      | CUSIP: 36180UBG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44338 | PA      | $40667.01      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468722                      | CUSIP: 36209DVP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4026 | PA      | $4163.51       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470461                      | CUSIP: 36209FTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277501 | PA      | $277757.46     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS6818                      | CUSIP: 3132A7SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17455 | PA      | $17341.99      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704418                      | CUSIP: 36296XSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22539 | PA      | $22608.57      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501341                      | CUSIP: 36210S5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3259 | PA      | $3334.45       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473067                      | CUSIP: 36209JQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3413 | PA      | $3529.64       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619588                      | CUSIP: 36290WJ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31671 | PA      | $32203.94      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759162                      | CUSIP: 36230UFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141778 | PA      | $137932.54     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438561                      | CUSIP: 36207QFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44809 | PA      | $44811.98      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765930                      | CUSIP: 36176GVX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38709 | PA      | $38708.70      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469391                      | CUSIP: 36209ENG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        492 | PA      | $508.28        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470479                      | CUSIP: 36209FUC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        438 | PA      | $452.65        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493787                      | CUSIP: 36210JRG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3344 | PA      | $3421.88       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629392                      | CUSIP: 36291JF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26317 | PA      | $26752.98      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3294                        | CUSIP: 36202DUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        668 | PA      | $677.93        | 0.00%             | 2032-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4834                        | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41893 | PA      | $41958.61      | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491007                      | CUSIP: 36210FNY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22609 | PA      | $23132.76      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712395                      | CUSIP: 36297HNL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3889 | PA      | $3943.88       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8312                      | CUSIP: 36180MGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151005 | PA      | $140518.30     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2294                      | CUSIP: 36180URP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84703 | PA      | $77955.64      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462818                      | CUSIP: 36208WDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2333 | PA      | $2412.28       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324768 | PA      | $307799.74     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615387                      | CUSIP: 36290RUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5801 | PA      | $5901.65       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561043                      | CUSIP: 36213QHU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17874 | PA      | $18288.26      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781008                      | CUSIP: 36225BDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2231 | PA      | $2282.28       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4619                      | CUSIP: 3617BLDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35445 | PA      | $32876.56      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733484                      | CUSIP: 3620AL2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65327 | PA      | $66650.73      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613809                      | CUSIP: 36290N3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168543 | PA      | $171506.98     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476783                      | CUSIP: 36209NUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5460 | PA      | $5646.58       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690137                      | CUSIP: 36296FV67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50094 | PA      | $51596.79      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783911                      | CUSIP: 3622A2KY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     992904 | PA      | $912419.05     | 0.01%             | 2043-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562272                      | CUSIP: 36213RT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9828 | PA      | $10104.52      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497411                      | CUSIP: 36210NR84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        972 | PA      | $994.55        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740440                      | CUSIP: 3620AUS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     260244 | PA      | $261015.95     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732221                      | CUSIP: 3620AKPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11484 | PA      | $11525.25      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732513                      | CUSIP: 3620AKYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14341 | PA      | $14644.43      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756318                      | CUSIP: 36230RAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     641791 | PA      | $643305.94     | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646908                      | CUSIP: 36292EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20043 | PA      | $20147.90      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719252                      | CUSIP: 3620A5BV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114041 | PA      | $110873.93     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605150                      | CUSIP: 36200NH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22847 | PA      | $22966.99      | 0.00%             | 2034-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772362                      | CUSIP: 36176PZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     701302 | PA      | $680785.43     | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05849                      | CUSIP: 3128M7ZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3707 | PA      | $3740.24       | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434306                      | CUSIP: 36207KNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5550 | PA      | $5678.93       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8781                      | CUSIP: 36180MXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63017 | PA      | $58221.46      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782293                      | CUSIP: 36241KRN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107173 | PA      | $107685.30     | 0.00%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462801                      | CUSIP: 36208WDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2705 | PA      | $2796.95       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613014                      | CUSIP: 36290NAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24731 | PA      | $25177.49      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769934                      | CUSIP: 36176MEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68500 | PA      | $68636.51      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616360                      | CUSIP: 36290SWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101671 | PA      | $103559.61     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6475                      | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17144 | PA      | $15990.07      | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614434                      | CUSIP: 36290QSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7529 | PA      | $7667.53       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501447                      | CUSIP: 36210TBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2331 | PA      | $2385.15       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769657                      | CUSIP: 36176LZW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145451 | PA      | $136894.97     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759066                      | CUSIP: 36230UCB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119607 | PA      | $116343.23     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0023                      | CUSIP: 36180SAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93332 | PA      | $88376.90      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670400                      | CUSIP: 36295GX56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     441028 | PA      | $450310.35     | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746404                      | CUSIP: 3620C2GM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     545348 | PA      | $546378.45     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 406554                      | CUSIP: 36206BTK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38036 | PA      | $38139.61      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673267                      | CUSIP: 36295K6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30676 | PA      | $31322.82      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734363                      | CUSIP: 3620AMZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1746900 | PA      | $1654500.44    | 0.01%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4450                      | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8924614 | PA      | $8149361.09    | 0.07%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467055                      | CUSIP: 36209BZU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1804 | PA      | $1866.00       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480282                      | CUSIP: 36209SRB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25653 | PA      | $26528.85      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792677                      | CUSIP: 36177L6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72381 | PA      | $68477.56      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615525                      | CUSIP: 36290RYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16714 | PA      | $16995.19      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1932                      | CUSIP: 36180DED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92392 | PA      | $87749.97      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647290                      | CUSIP: 36292FC39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1473 | PA      | $1502.10       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704439                      | CUSIP: 36296XS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97911 | PA      | $98220.49      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482875                      | CUSIP: 36209VMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41304 | PA      | $42261.06      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587423                      | CUSIP: 36201MSL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1940 | PA      | $2011.94       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774502                      | CUSIP: 36176SGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3007 | PA      | $3070.60       | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733255                      | CUSIP: 3620ALTL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5705 | PA      | $5725.88       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615635                      | CUSIP: 36290R4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24392 | PA      | $25352.94      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2063                      | CUSIP: 36179BJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     289651 | PA      | $273492.77     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5136                      | CUSIP: 36179TV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11883827 | PA      | $11125087.47   | 0.10%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM1094                      | CUSIP: 36184LGB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102867 | PA      | $99541.02      | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492134                      | CUSIP: 36210GV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10595 | PA      | $10840.09      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503879                      | CUSIP: 36210VXG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        292 | PA      | $298.70        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636002                      | CUSIP: 36291RRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21631 | PA      | $22476.93      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604994                      | CUSIP: 36200NC74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222097 | PA      | $226029.39     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499349                      | CUSIP: 36210QWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9751 | PA      | $9977.20       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616913                      | CUSIP: 36290TK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1664247 | PA      | $1570124.64    | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO8725                      | CUSIP: 3617A9VS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98591 | PA      | $89483.63      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655146                      | CUSIP: 36294NZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66973 | PA      | $69789.87      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738950                      | CUSIP: 3620AS5K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51158 | PA      | $51289.60      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732551                      | CUSIP: 3620AKZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209494 | PA      | $209955.92     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602835                      | CUSIP: 36200JV49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1695 | PA      | $1709.85       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597895                      | CUSIP: 36200DGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1962 | PA      | $1996.47       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V84293                      | CUSIP: 3132L9XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24684 | PA      | $23086.83      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0020                      | CUSIP: 36177WAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46426 | PA      | $44003.92      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472622                      | CUSIP: 36209JAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        527 | PA      | $544.81        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07810                      | CUSIP: 3128MAAK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     517686 | PA      | $522466.37     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574779                      | CUSIP: 36200WQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56107 | PA      | $57072.83      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631766                      | CUSIP: 36291LZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22988 | PA      | $23859.04      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486482                      | CUSIP: 36210AM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        562 | PA      | $580.97        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V82363                      | CUSIP: 3132L7TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     749662 | PA      | $755929.40     | 0.01%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723470                      | CUSIP: 3620A9W72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106504 | PA      | $106716.63     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796317                      | CUSIP: 36177RAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210079 | PA      | $203188.96     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646075                      | CUSIP: 36292DXC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6681 | PA      | $6817.55       | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772359                      | CUSIP: 36176PZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60696 | PA      | $60882.38      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781530                      | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47720 | PA      | $49829.18      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630713                      | CUSIP: 36291KVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4004 | PA      | $4079.99       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2657                        | CUSIP: 36202C5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19786 | PA      | $20245.84      | 0.00%             | 2028-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8344464 | PA      | $7874966.26    | 0.07%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490067                      | CUSIP: 36210EMQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3115 | PA      | $3220.84       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3374                      | CUSIP: 36179RXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1497298 | PA      | $1319635.08    | 0.01%             | 2046-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8455                      | CUSIP: 3132A9MC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10343 | PA      | $10276.50      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6290                      | CUSIP: 36178D7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232410 | PA      | $213733.53     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464833                      | CUSIP: 36208YLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        155 | PA      | $159.81        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475496                      | CUSIP: 36209MGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        509 | PA      | $526.74        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767046                      | CUSIP: 36176H5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     338623 | PA      | $312127.85     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602693                      | CUSIP: 36200JRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2447 | PA      | $2491.49       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8626                      | CUSIP: 36184FSP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56008 | PA      | $50995.82      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595828                      | CUSIP: 36200A4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26700 | PA      | $26830.31      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7691                      | CUSIP: 36181BRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2222408 | PA      | $2043811.44    | 0.02%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585172                      | CUSIP: 36201KCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3391 | PA      | $3530.06       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604944                      | CUSIP: 36200NBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        605 | PA      | $608.33        | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644991                      | CUSIP: 36292CRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20604 | PA      | $21010.13      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3554                        | CUSIP: 36202D5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2524 | PA      | $2535.33       | 0.00%             | 2034-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727907                      | CUSIP: 3620AEU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359887 | PA      | $349538.45     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605265                      | CUSIP: 36200NMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101902 | PA      | $102423.84     | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616966                      | CUSIP: 36290TMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5680 | PA      | $5935.04       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   48318349 | PA      | $45399490.48   | 0.41%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611452                      | CUSIP: 36202WH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1798 | PA      | $1858.89       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767049                      | CUSIP: 36176H5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     562127 | PA      | $515201.99     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482764                      | CUSIP: 36209VJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3656 | PA      | $3780.26       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687187                      | CUSIP: 36296CNC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127740 | PA      | $130360.73     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486713                      | CUSIP: 36210AVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6145 | PA      | $6287.71       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481207                      | CUSIP: 36209TR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        402 | PA      | $415.44        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4833                      | CUSIP: 36179TLN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26547 | PA      | $22209.94      | 0.00%             | 2046-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433527                      | CUSIP: 36207JSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1143 | PA      | $1149.68       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491323                      | CUSIP: 36210FYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4089 | PA      | $4229.06       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91645                      | CUSIP: 312939ZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     496068 | PA      | $500708.84     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749786                      | CUSIP: 3620C56X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     467945 | PA      | $455328.27     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553318                      | CUSIP: 36213FVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139751 | PA      | $142157.03     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612764                      | CUSIP: 36202XWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5300 | PA      | $5388.02       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6890                      | CUSIP: 36183QUP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     385454 | PA      | $352363.47     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751007                      | CUSIP: 36230KDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72208 | PA      | $72355.81      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473074                      | CUSIP: 36209JQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1328 | PA      | $1373.67       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779354                      | CUSIP: 36176XTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6011 | PA      | $5670.93       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741301                      | CUSIP: 3620AVRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107003 | PA      | $107199.16     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726380                      | CUSIP: 3620AC6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26886 | PA      | $26958.58      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434380                      | CUSIP: 36207KQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3785 | PA      | $3872.60       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3331                        | CUSIP: 36202DVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        507 | PA      | $515.01        | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ3449                      | CUSIP: 3140NXZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9159000 | PA      | $9325472.15    | 0.08%             | 2035-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579538                      | CUSIP: 36201CZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4077 | PA      | $4225.23       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4662                      | CUSIP: 36179EFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98551 | PA      | $89388.58      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8122                      | CUSIP: 36179JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34800 | PA      | $31966.85      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781244                      | CUSIP: 36225BLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11347 | PA      | $11609.80      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768361                      | CUSIP: 36176KMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     469363 | PA      | $457171.53     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621658                      | CUSIP: 36290YTP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3474 | PA      | $3538.83       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475207                      | CUSIP: 36209L3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2376 | PA      | $2456.76       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BG4091                      | CUSIP: 3617GNRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2231479 | PA      | $2145175.97    | 0.02%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603630                      | CUSIP: 36200KST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18684 | PA      | $19007.61      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533794                      | CUSIP: 36212G7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        773 | PA      | $807.71        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626950                      | CUSIP: 36291FQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1200061 | PA      | $1094244.53    | 0.01%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749908                      | CUSIP: 3620C6DM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268059 | PA      | $268522.78     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 527597                      | CUSIP: 36212ADA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7776 | PA      | $8103.47       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     912826 | PA      | $865772.55     | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483918                      | CUSIP: 36209WSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        596 | PA      | $616.84        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501366                      | CUSIP: 36210S6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1499 | PA      | $1500.45       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752979                      | CUSIP: 36230MJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7795 | PA      | $7558.25       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781724                      | CUSIP: 36225B4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68513 | PA      | $71210.60      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495396                      | CUSIP: 36210LKH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3233 | PA      | $3343.00       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2601                      | CUSIP: 36179Q3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100095 | PA      | $94330.11      | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06693                      | CUSIP: 3128M8XW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156122 | PA      | $160008.28     | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489836                      | CUSIP: 36210EEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5250 | PA      | $5429.09       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507856                      | CUSIP: 36211BE59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6055 | PA      | $6195.64       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752990                      | CUSIP: 36230MKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23917 | PA      | $23279.81      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2025-60 AC                 | CUSIP: 38385FK42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13732290 | PA      | $13799302.46   | 0.12%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551977                      | CUSIP: 36213EFS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5397 | PA      | $5617.66       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591280                      | CUSIP: 36201R2M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58664 | PA      | $60630.44      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644788                      | CUSIP: 36292CJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7826 | PA      | $7983.97       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555349                      | CUSIP: 36213H5J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        269 | PA      | $269.73        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4326                      | CUSIP: 36179DYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     523316 | PA      | $477836.88     | 0.00%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602589                      | CUSIP: 36200JNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16369 | PA      | $16452.10      | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08607                      | CUSIP: 3128MJU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81910 | PA      | $82371.49      | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682929                      | CUSIP: 36295WVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17205 | PA      | $17245.89      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597963                      | CUSIP: 36200DJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2662 | PA      | $2710.52       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625543                      | CUSIP: 36291D5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1160 | PA      | $1181.35       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597891                      | CUSIP: 36200DF81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59884 | PA      | $61413.02      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523608                      | CUSIP: 36211UU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        272 | PA      | $274.12        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25157                      | CUSIP: 3132M5ME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19819 | PA      | $19930.73      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566555                      | CUSIP: 36213WMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6486 | PA      | $6782.63       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24744                      | CUSIP: 3132M45D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60173 | PA      | $60723.39      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4338                      | CUSIP: 36178QZB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     602562 | PA      | $569104.17     | 0.01%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4040                        | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7064 | PA      | $7466.86       | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740115                      | CUSIP: 3620AUGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7787 | PA      | $7571.60       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649512                      | CUSIP: 36292HR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6919 | PA      | $7005.65       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4128                      | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29609 | PA      | $28686.13      | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710997                      | CUSIP: 36297F3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1524765 | PA      | $1556900.90    | 0.01%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554886                      | CUSIP: 36213HNB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2517 | PA      | $2628.69       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474645                      | CUSIP: 36209LHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1683 | PA      | $1740.82       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739557                      | CUSIP: 3620ATTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26002 | PA      | $26049.49      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08567                      | CUSIP: 3128MJTZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113030 | PA      | $110183.98     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710518                      | CUSIP: 36297FK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37929 | PA      | $37097.98      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465983                      | CUSIP: 36209AUG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1491 | PA      | $1541.88       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676973                      | CUSIP: 36295QCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119395 | PA      | $121836.70     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AE5683                      | CUSIP: 36180YJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3804428 | PA      | $3507932.63    | 0.03%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4193                      | CUSIP: 36179SUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99728 | PA      | $85079.26      | 0.00%             | 2043-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93070                      | CUSIP: 312941MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47238 | PA      | $48415.10      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732062                      | CUSIP: 3620AKJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7702 | PA      | $7861.71       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588262                      | CUSIP: 36201NQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5074 | PA      | $5136.43       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2545                      | CUSIP: 36177YZJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105637 | PA      | $102305.25     | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561960                      | CUSIP: 36213RJD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1390 | PA      | $1449.96       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507719                      | CUSIP: 36211BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4983 | PA      | $5098.36       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691690                      | CUSIP: 36296HNF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13615 | PA      | $13279.34      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710712                      | CUSIP: 36297FR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4834 | PA      | $4848.09       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711136                      | CUSIP: 36297GBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168602 | PA      | $169151.79     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1761                      | CUSIP: 36179N5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3282651 | PA      | $3184957.60    | 0.03%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3759                        | CUSIP: 36202EE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1648950 | PA      | $1678375.77    | 0.02%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591305                      | CUSIP: 36201R3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17354 | PA      | $17998.79      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746058                      | CUSIP: 3620C1ZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     328407 | PA      | $319445.22     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501453                      | CUSIP: 36210TBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9749 | PA      | $10082.03      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620941                      | CUSIP: 36290XZE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9120 | PA      | $9279.36       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767168                      | CUSIP: 36176JCD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        901 | PA      | $900.95        | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458068                      | CUSIP: 36208QZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7367 | PA      | $7537.67       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766473                      | CUSIP: 36176HJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19561 | PA      | $19599.14      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729530                      | CUSIP: 3620AGPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     355919 | PA      | $356666.48     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635988                      | CUSIP: 36291RRH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6873 | PA      | $7006.16       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486965                      | CUSIP: 36210A6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5475 | PA      | $5661.91       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709672                      | CUSIP: 36297EMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8471 | PA      | $8650.08       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8577                      | CUSIP: 36178GQ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119754 | PA      | $110256.59     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535746                      | CUSIP: 36212KET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6121 | PA      | $6384.63       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726222                      | CUSIP: 3620ACYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4599 | PA      | $4336.91       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721250                      | CUSIP: 3620A7H32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5260 | PA      | $5371.50       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8280                      | CUSIP: 36179JFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52952 | PA      | $47549.79      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652518                      | CUSIP: 36292L4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7758 | PA      | $8094.29       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4678                        | CUSIP: 36202FFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3965 | PA      | $3971.75       | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568409                      | CUSIP: 36213YN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        199 | PA      | $199.87        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A85726                      | CUSIP: 312932LF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4420 | PA      | $4526.67       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720075                      | CUSIP: 3620A56L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     417980 | PA      | $419220.48     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636251                      | CUSIP: 36291RZQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100871 | PA      | $105063.55     | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774642                      | CUSIP: 36176SLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10332 | PA      | $10058.37      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9883                      | CUSIP: 3140BA6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     461488 | PA      | $468197.78     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618630                      | CUSIP: 36290VHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29840 | PA      | $31094.09      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9006                      | CUSIP: 36180NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     393515 | PA      | $369031.64     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754192                      | CUSIP: 36230NUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16046 | PA      | $15576.66      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799383                      | CUSIP: 36177UM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160146 | PA      | $155250.69     | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487249                      | CUSIP: 36210BH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1281 | PA      | $1324.55       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598995                      | CUSIP: 36200ENL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6446 | PA      | $6703.04       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623862                      | CUSIP: 36291CB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5843 | PA      | $5933.50       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496556                      | CUSIP: 36210MTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5104 | PA      | $5222.05       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738017                      | CUSIP: 3620AR4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10070 | PA      | $9793.83       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759074                      | CUSIP: 36230UCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36903 | PA      | $36960.02      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552753                      | CUSIP: 36213FBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74909 | PA      | $77632.98      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772363                      | CUSIP: 36176PZ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32940 | PA      | $32939.68      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620065                      | CUSIP: 36290WZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18648 | PA      | $19422.88      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703167                      | CUSIP: 36296WFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171006 | PA      | $171427.73     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4469                        | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4471 | PA      | $4557.11       | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592929                      | CUSIP: 36201TVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170043 | PA      | $175256.33     | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603085                      | CUSIP: 36200J6W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49475 | PA      | $50338.95      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757465                      | CUSIP: 36230SJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     536281 | PA      | $505136.29     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4385                      | CUSIP: 36178Q2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121425 | PA      | $114252.60     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 689613                      | CUSIP: 36296FDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19196 | PA      | $19851.51      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762628                      | CUSIP: 36176DA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215420 | PA      | $215928.92     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650734                      | CUSIP: 36292J4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7661 | PA      | $7975.86       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721989                      | CUSIP: 3620A8C27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2698496 | PA      | $2473233.22    | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-184 KA                | CUSIP: 38378PJB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3891630 | PA      | $3705678.43    | 0.03%             | 2043-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 3579 HJ                    | CUSIP: 31398JR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     387352 | PA      | $398732.98     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739233                      | CUSIP: 3620ATHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149706 | PA      | $152867.81     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2600                      | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51343 | PA      | $47105.49      | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610456                      | CUSIP: 36202VE56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21155 | PA      | $21982.29      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646378                      | CUSIP: 36292ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3877 | PA      | $3943.46       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606804                      | CUSIP: 36201YDH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115529 | PA      | $117518.25     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721222                      | CUSIP: 3620A7G74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49400 | PA      | $50445.01      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697850                      | CUSIP: 36296QH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25896 | PA      | $26441.54      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631693                      | CUSIP: 36291LXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97611 | PA      | $101430.79     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567273                      | CUSIP: 36213XFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        617 | PA      | $637.98        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2018-77 PB                 | CUSIP: 3136B3JP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1619334 | PA      | $1380887.72    | 0.01%             | 2048-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623023                      | CUSIP: 36291BD46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        666 | PA      | $677.55        | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457134                      | CUSIP: 36208PY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        928 | PA      | $949.34        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485179                      | CUSIP: 36209X6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2007 | PA      | $2075.95       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595079                      | CUSIP: 36200ACQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16552 | PA      | $17232.67      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746311                      | CUSIP: 3620C2DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49815 | PA      | $49898.81      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC7339                      | CUSIP: 3617BBEL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15569 | PA      | $14441.11      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602217                      | CUSIP: 36200JAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11451 | PA      | $11849.54      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620493                      | CUSIP: 36290XKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2643 | PA      | $2745.73       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595212                      | CUSIP: 36200AGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6385 | PA      | $6632.01       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476378                      | CUSIP: 36209NFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1162 | PA      | $1201.60       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736156                      | CUSIP: 3620APZV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122333 | PA      | $122628.26     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643364                      | CUSIP: 36292AWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2703 | PA      | $2754.14       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799807                      | CUSIP: 36177U3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121962 | PA      | $112550.00     | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 2B2925                      | CUSIP: 31326HHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400862 | PA      | $413744.65     | 0.00%             | 2044-07-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481080                      | CUSIP: 36209TM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5605 | PA      | $5796.68       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738526                      | CUSIP: 3620ASPK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84552 | PA      | $82369.54      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486874                      | CUSIP: 36210A2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1329 | PA      | $1374.34       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583003                      | CUSIP: 36201GU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28461 | PA      | $28940.42      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595618                      | CUSIP: 36200AVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4447 | PA      | $4619.11       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-68 PZ                 | CUSIP: 31392AZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208232 | PA      | $215437.07     | 0.00%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0686                      | CUSIP: 3618N5XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  284390543 | PA      | $288008133.05  | 2.59%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772098                      | CUSIP: 36176PRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4917 | PA      | $4782.28       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647406                      | CUSIP: 36292FGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12639 | PA      | $12878.21      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772397                      | CUSIP: 36176P3E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     524315 | PA      | $493603.32     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6283                      | CUSIP: 36178D6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     441579 | PA      | $395301.92     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648409                      | CUSIP: 36292GKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93704 | PA      | $97851.55      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-83 GZ                 | CUSIP: 38383RZD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7117464 | PA      | $5832489.39    | 0.05%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4501                      | CUSIP: 36178CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189514 | PA      | $179188.49     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464451                      | CUSIP: 36208X5L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11275 | PA      | $11536.68      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-23 GP                 | CUSIP: 38379VTZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2044672 | PA      | $1922779.58    | 0.02%             | 2039-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698104                      | CUSIP: 36296QRZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        515 | PA      | $525.43        | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488255                      | CUSIP: 36210CMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        704 | PA      | $727.77        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521353                      | CUSIP: 36211SE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108870 | PA      | $113395.14     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557580                      | CUSIP: 36213LM56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1678 | PA      | $1737.89       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587527                      | CUSIP: 36201MVU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26261 | PA      | $27294.66      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9712                      | CUSIP: 36178HYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17640 | PA      | $16355.58      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AG2586                      | CUSIP: 36181V2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1779105 | PA      | $1672119.92    | 0.02%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08368                      | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3885 | PA      | $3920.98       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633690                      | CUSIP: 36291N7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36811 | PA      | $37435.43      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456704                      | CUSIP: 36208PKR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1671 | PA      | $1727.81       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545164                      | CUSIP: 36212VTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10987 | PA      | $11443.21      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465996                      | CUSIP: 36209AUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        268 | PA      | $277.05        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644751                      | CUSIP: 36292CH49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3639 | PA      | $3689.60       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5745                      | CUSIP: 36178SL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     427383 | PA      | $401717.31     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587535                      | CUSIP: 36201MV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        503 | PA      | $520.84        | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774658                      | CUSIP: 36176SMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253264 | PA      | $245645.94     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749747                      | CUSIP: 3620C55G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145195 | PA      | $148273.00     | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5076                      | CUSIP: 36181LT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13827 | PA      | $12986.94      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605429                      | CUSIP: 36200NSS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42662 | PA      | $42886.77      | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9318                      | CUSIP: 36178WK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37394 | PA      | $34362.92      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699860                      | CUSIP: 36296SQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41169 | PA      | $41258.01      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A92821                      | CUSIP: 312941D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42040 | PA      | $43085.26      | 0.00%             | 2040-07-01      | 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        |      73905 | PA      | $75735.45      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG7706                      | CUSIP: 36182CR33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51774 | PA      | $48565.12      | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762741                      | CUSIP: 36176DEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157395 | PA      | $157650.07     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615891                      | CUSIP: 36290SF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63614 | PA      | $64676.74      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5 3/26                    | CUSIP: 21H050631<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  468525000 | PA      | $467547656.85  | 4.20%             | 2026-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575128                      | CUSIP: 36200W4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5225 | PA      | $5474.25       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458878                      | CUSIP: 36208RXF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        105 | PA      | $105.80        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562640                      | CUSIP: 36213SBH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24966 | PA      | $25310.30      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4348                      | CUSIP: 36178BZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7618 | PA      | $7508.55       | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457849                      | CUSIP: 36208QTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $627.11        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709532                      | CUSIP: 36297EHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378778 | PA      | $379373.03     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769738                      | CUSIP: 36176L4X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14866 | PA      | $14492.60      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484975                      | CUSIP: 36209XXC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12210 | PA      | $12493.00      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496712                      | CUSIP: 36210MYH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7581 | PA      | $7756.77       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600241                      | CUSIP: 36200FZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3751 | PA      | $3779.32       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635389                      | CUSIP: 36291Q2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1627 | PA      | $1659.09       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456960                      | CUSIP: 36208PTR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2331 | PA      | $2410.38       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453042                      | CUSIP: 36208KHT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7931 | PA      | $8301.75       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612902                      | CUSIP: 36202X3K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270414 | PA      | $274930.94     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469788                      | CUSIP: 36209E2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2722 | PA      | $2815.37       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707300                      | CUSIP: 36297BX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282382 | PA      | $283301.73     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745197                      | CUSIP: 3620C03E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     647037 | PA      | $660747.24     | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462763                      | CUSIP: 36208WB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        305 | PA      | $315.20        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741269                      | CUSIP: 3620AVQW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8034 | PA      | $8046.15       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614614                      | CUSIP: 36290QYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36140 | PA      | $36748.84      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485046                      | CUSIP: 36209XZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3893 | PA      | $4025.84       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 164651                      | CUSIP: 36216GZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7221 | PA      | $7042.02       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667404                      | CUSIP: 36295DNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494515 | PA      | $496030.75     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618100                      | CUSIP: 36290UUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96366 | PA      | $98395.02      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5118                      | CUSIP: 36178RVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118024 | PA      | $108664.08     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576497                      | CUSIP: 36200YNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3864 | PA      | $4040.89       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646143                      | CUSIP: 36292DZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41051 | PA      | $41867.96      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593457                      | CUSIP: 36201UJA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1828 | PA      | $1859.14       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A92503                      | CUSIP: 312940X87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200513 | PA      | $202276.65     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794852                      | CUSIP: 36177PMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101086 | PA      | $96198.33      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782096                      | CUSIP: 36241KKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133115 | PA      | $135532.88     | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547749                      | CUSIP: 36212YQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2251 | PA      | $2321.13       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581530                      | CUSIP: 36201FA72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13835 | PA      | $14337.81      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550680                      | CUSIP: 36213CXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126345 | PA      | $128767.51     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457089                      | CUSIP: 36208PXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2260 | PA      | $2337.37       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682559                      | CUSIP: 36295WJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82350 | PA      | $82556.68      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780802                      | CUSIP: 36225A3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9979 | PA      | $10319.96      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7464                      | CUSIP: 36180KJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19273 | PA      | $17764.92      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468223                      | CUSIP: 36209DD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        918 | PA      | $949.07        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651741                      | CUSIP: 36292LBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        356 | PA      | $360.08        | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH3638                      | CUSIP: 36182LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18142 | PA      | $18111.33      | 0.00%             | 2044-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756941                      | CUSIP: 36230RWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163556 | PA      | $163803.73     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5987                      | CUSIP: 36180HUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401891 | PA      | $377952.96     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA1018                      | CUSIP: 31418ADY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4990 | PA      | $4957.36       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476114                      | CUSIP: 36209M3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3762 | PA      | $3890.44       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697003                      | CUSIP: 36296PKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74298 | PA      | $72356.26      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05253                      | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206749 | PA      | $211771.00     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477481                      | CUSIP: 36209PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3470 | PA      | $3588.50       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458062                      | CUSIP: 36208QZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6712 | PA      | $6867.63       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY2989                      | CUSIP: 31426MKB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     632406 | PA      | $641600.76     | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465991                      | CUSIP: 36209AUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1910 | PA      | $1975.36       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554200                      | CUSIP: 36213GUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        584 | PA      | $611.05        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554050                      | CUSIP: 36213GQB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32440 | PA      | $33527.72      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434127                      | CUSIP: 36207KHC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4393 | PA      | $4494.44       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711793                      | CUSIP: 36297GXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1036305 | PA      | $951581.14     | 0.01%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746868                      | CUSIP: 3620C2W59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8080 | PA      | $8122.24       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0282                      | CUSIP: 36178YJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1684375 | PA      | $1585150.95    | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 2B1726                      | CUSIP: 31326F4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     559264 | PA      | $578731.37     | 0.01%             | 2043-09-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH9012                      | CUSIP: 36182SAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17126 | PA      | $16591.78      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509342                      | CUSIP: 36211CZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6213 | PA      | $6357.14       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464457                      | CUSIP: 36208X5S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $62.93         | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1686482 | PA      | $1541036.63    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644028                      | CUSIP: 36292BPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27408 | PA      | $27945.98      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446772                      | CUSIP: 36208CJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2251 | PA      | $2266.12       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 347187                      | CUSIP: 36203EUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         52 | PA      | $51.65         | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530445                      | CUSIP: 36212DHW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2045 | PA      | $2132.41       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614464                      | CUSIP: 36290QTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22718 | PA      | $23117.61      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783487                      | CUSIP: 36241L2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1241271 | PA      | $1282977.54    | 0.01%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476113                      | CUSIP: 36209M3W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3364 | PA      | $3478.69       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749367                      | CUSIP: 3620C5QU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13638 | PA      | $13669.24      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649481                      | CUSIP: 36292HRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51805 | PA      | $53329.84      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742540                      | CUSIP: 3620AW4Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141958 | PA      | $144946.24     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564664                      | CUSIP: 36213UJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2607 | PA      | $2691.24       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610531                      | CUSIP: 36202VHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7089 | PA      | $7210.39       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778382                      | CUSIP: 36176WRB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74939 | PA      | $70512.00      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474166                      | CUSIP: 36209KW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22494 | PA      | $23261.57      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544115                      | CUSIP: 36212UN80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3171 | PA      | $3228.23       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3119                      | CUSIP: 36182XPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165599 | PA      | $160617.91     | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755082                      | CUSIP: 36230PUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239884 | PA      | $226073.74     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587112                      | CUSIP: 36201MGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16401 | PA      | $17028.84      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4899                      | CUSIP: 36179TNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2146674 | PA      | $1958857.34    | 0.02%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678519                      | CUSIP: 36295RYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40506 | PA      | $41360.49      | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445323                      | CUSIP: 36207XVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4907 | PA      | $5113.00       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757473                      | CUSIP: 36230SJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     797580 | PA      | $751060.44     | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547897                      | CUSIP: 36212YUW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22458 | PA      | $23473.64      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726402                      | CUSIP: 3620ADAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42272 | PA      | $42363.25      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651676                      | CUSIP: 36292K6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17986 | PA      | $18716.93      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492426                      | CUSIP: 36210HA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        723 | PA      | $740.12        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622612                      | CUSIP: 36291AVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2987 | PA      | $3022.07       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781765                      | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44229 | PA      | $45022.85      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613003                      | CUSIP: 36290NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16831 | PA      | $16967.81      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465360                      | CUSIP: 36208Y5V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3399 | PA      | $3514.72       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491134                      | CUSIP: 36210FSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1474 | PA      | $1481.51       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608254                      | CUSIP: 36202SWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207549 | PA      | $211096.95     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718117                      | CUSIP: 3620A3YN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178743 | PA      | $179291.45     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2758                      | CUSIP: 36178NB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     871385 | PA      | $804765.03     | 0.01%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616304                      | CUSIP: 36290SU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38944 | PA      | $39642.56      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727921                      | CUSIP: 3620AEVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136040 | PA      | $128628.53     | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04468                      | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     319720 | PA      | $327450.31     | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 396787                      | CUSIP: 36205PXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1767 | PA      | $1808.29       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782644                      | CUSIP: 36241K5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5293 | PA      | $5404.34       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6419                      | CUSIP: 36180JDY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     910666 | PA      | $838766.19     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751902                      | CUSIP: 36230LDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40362 | PA      | $39247.43      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731594                      | CUSIP: 3620AJXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     620186 | PA      | $602860.51     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0486                      | CUSIP: 3618N5RG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35259800 | PA      | $36093006.64   | 0.32%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592077                      | CUSIP: 36201SXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106358 | PA      | $108120.16     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A75249                      | CUSIP: 3128L8ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41148 | PA      | $42147.59      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737113                      | CUSIP: 3620AQ3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37876 | PA      | $37923.22      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0577                      | CUSIP: 36180SUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317084 | PA      | $291602.83     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555672                      | CUSIP: 36213JJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4440 | PA      | $4651.80       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1623                      | CUSIP: 36180CYU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     614191 | PA      | $579454.80     | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719232                      | CUSIP: 3620A5A90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1245774 | PA      | $1248520.68    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367105                      | CUSIP: 36204DYA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57670 | PA      | $55916.91      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757161                      | CUSIP: 36230R5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29923 | PA      | $29965.47      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492164                      | CUSIP: 36210GWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5046 | PA      | $5162.52       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647732                      | CUSIP: 36292FSV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3854 | PA      | $3929.49       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722804                      | CUSIP: 3620A9AD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73284 | PA      | $73438.09      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471615                      | CUSIP: 36209G3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4964 | PA      | $5133.82       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723329                      | CUSIP: 3620A9SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8354 | PA      | $8379.35       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692493                      | CUSIP: 36296JKE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46093 | PA      | $47064.47      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745142                      | CUSIP: 3620C0ZF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5162 | PA      | $5270.02       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1876                      | CUSIP: 36180UCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     386476 | PA      | $354879.28     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605389                      | CUSIP: 36200NRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103130 | PA      | $104980.12     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741680                      | CUSIP: 3620AV6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9173 | PA      | $8912.66       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796230                      | CUSIP: 36177Q4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6230 | PA      | $5866.78       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651791                      | CUSIP: 36292LC44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8320 | PA      | $8479.21       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486873                      | CUSIP: 36210A2E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4750 | PA      | $4911.94       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616361                      | CUSIP: 36290SWW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88128 | PA      | $89719.39      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579147                      | CUSIP: 36201CL44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1626 | PA      | $1678.85       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505972                      | CUSIP: 36210YCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26378 | PA      | $26832.29      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620671                      | CUSIP: 36290XQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39028 | PA      | $39675.02      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633556                      | CUSIP: 36291NZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10266 | PA      | $10692.34      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769598                      | CUSIP: 36176LX34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148268 | PA      | $143784.06     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459022                      | CUSIP: 36208R4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3302 | PA      | $3415.16       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE5114                      | CUSIP: 3140BHVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3574923 | PA      | $3626897.95    | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462911                      | CUSIP: 36208WGU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        344 | PA      | $344.08        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734610                      | CUSIP: 3620ANDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     989812 | PA      | $992148.10     | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627318                      | CUSIP: 36291F4B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4439 | PA      | $4523.33       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3819                        | CUSIP: 36202EG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     947631 | PA      | $978909.82     | 0.01%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437093                      | CUSIP: 36207NRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4154 | PA      | $4335.06       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782086                      | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150551 | PA      | $152406.85     | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6996                      | CUSIP: 36179VXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17543672 | PA      | $15860719.67   | 0.14%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735348                      | CUSIP: 3620AN5H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1135 | PA      | $1137.50       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631237                      | CUSIP: 36291LHN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1770 | PA      | $1847.77       | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  523982969 | PA      | $436204870.39  | 3.92%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605364                      | CUSIP: 36200NQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114504 | PA      | $119016.03     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489700                      | CUSIP: 36210D7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3459 | PA      | $3538.68       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0430                      | CUSIP: 36177WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17238 | PA      | $16691.69      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482951                      | CUSIP: 36209VQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2067 | PA      | $2137.25       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5904                      | CUSIP: 36178DRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77286 | PA      | $72855.61      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649540                      | CUSIP: 36292HS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9478 | PA      | $9876.31       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756314                      | CUSIP: 36230RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231285 | PA      | $231733.76     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   61303137 | PA      | $57599881.62   | 0.52%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615508                      | CUSIP: 36290RYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34736 | PA      | $35329.59      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8367                      | CUSIP: 36178VJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150131 | PA      | $134328.48     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490123                      | CUSIP: 36210EPG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1302 | PA      | $1346.16       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492679                      | CUSIP: 36210HJY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4637 | PA      | $4795.55       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778471                      | CUSIP: 36176WT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     713000 | PA      | $656706.40     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482900                      | CUSIP: 36209VNR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2286 | PA      | $2363.54       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758677                      | CUSIP: 36230TUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18828 | PA      | $18856.95      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737801                      | CUSIP: 3620ARU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138214 | PA      | $141143.42     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658180                      | CUSIP: 36294SFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2005 | PA      | $2046.35       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY0452                      | CUSIP: 31426JQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2138938 | PA      | $2170035.43    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721746                      | CUSIP: 3620A7ZK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1904 | PA      | $1854.14       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7714                      | CUSIP: 36181BSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2422295 | PA      | $2225099.57    | 0.02%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600134                      | CUSIP: 36200FV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        873 | PA      | $905.91        | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619318                      | CUSIP: 36290WAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16093 | PA      | $16616.61      | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620615                      | CUSIP: 36290XN89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54897 | PA      | $55841.92      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639071                      | CUSIP: 36291U6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38926 | PA      | $40405.24      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594078                      | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42365 | PA      | $42582.78      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723038                      | CUSIP: 3620A9HP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10390 | PA      | $10609.60      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615549                      | CUSIP: 36290RZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3644 | PA      | $3706.86       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482941                      | CUSIP: 36209VP24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14021 | PA      | $14499.24      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606947                      | CUSIP: 36201YHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9769 | PA      | $10159.47      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3105                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10615 | PA      | $9985.58       | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54727                      | CUSIP: 3132XXHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41596 | PA      | $38866.75      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483577                      | CUSIP: 36209WFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        300 | PA      | $306.45        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551723                      | CUSIP: 36213D4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14778 | PA      | $15227.97      | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604580                      | CUSIP: 36200MUD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413849 | PA      | $420975.48     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB1990                      | CUSIP: 3617UMF76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2177635 | PA      | $1960569.72    | 0.02%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 426073                      | CUSIP: 36207AJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         24 | PA      | $24.00         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403449                      | CUSIP: 36205XEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4181 | PA      | $4203.21       | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593247                      | CUSIP: 36201UBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        560 | PA      | $580.70        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474646                      | CUSIP: 36209LHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1532 | PA      | $1567.51       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735203                      | CUSIP: 3620ANX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395901 | PA      | $385161.37     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5314                      | CUSIP: 36179E3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159926 | PA      | $151129.29     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493636                      | CUSIP: 36210JLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1079 | PA      | $1103.52       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494414                      | CUSIP: 36210KGX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8640 | PA      | $8839.77       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4113                        | CUSIP: 36202ESA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430054 | PA      | $438243.65     | 0.00%             | 2038-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589519                      | CUSIP: 36201P4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26194 | PA      | $27094.18      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO0800                      | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12574 | PA      | $12486.10      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776220                      | CUSIP: 36176UDZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2160 | PA      | $2093.31       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07779                      | CUSIP: 3128M96Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47940 | PA      | $48320.70      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0234                      | CUSIP: 36198KHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150094 | PA      | $143043.19     | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722019                      | CUSIP: 3620A8DY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30102 | PA      | $28294.23      | 0.00%             | 2043-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720065                      | CUSIP: 3620A56A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22064 | PA      | $22129.71      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9384                      | CUSIP: 36183FM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2551648 | PA      | $2462111.24    | 0.02%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491110                      | CUSIP: 36210FR73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1252 | PA      | $1256.54       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-20 BZ                 | CUSIP: 38381RAM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2816260 | PA      | $2423462.70    | 0.02%             | 2049-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487466                      | CUSIP: 36210BQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6872 | PA      | $7031.23       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698387                      | CUSIP: 36296Q2U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15999 | PA      | $16334.45      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5683                      | CUSIP: 36178SJ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217111 | PA      | $204179.08     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692468                      | CUSIP: 36296JJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239198 | PA      | $239859.70     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769095                      | CUSIP: 36176LGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     287736 | PA      | $287754.05     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615211                      | CUSIP: 36290RN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8021 | PA      | $8113.76       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AW5104                      | CUSIP: 3138XUU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1429187 | PA      | $1477289.86    | 0.01%             | 2044-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553347                      | CUSIP: 36213FWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14647 | PA      | $14907.65      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464754                      | CUSIP: 36208YH77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1830 | PA      | $1892.13       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5070                      | CUSIP: 36181LT32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65472 | PA      | $63439.10      | 0.00%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605241                      | CUSIP: 36200NLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2932 | PA      | $2985.75       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750197                      | CUSIP: 3620C6NN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     323229 | PA      | $323805.80     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641629                      | CUSIP: 36291XY29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341233 | PA      | $347821.51     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622987                      | CUSIP: 36291BCY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1392 | PA      | $1417.46       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 418995                      | CUSIP: 36206RNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        168 | PA      | $167.58        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474569                      | CUSIP: 36209LFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12553 | PA      | $12843.92      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615889                      | CUSIP: 36290SF63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76102 | PA      | $77412.93      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613834                      | CUSIP: 36290N4T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        907 | PA      | $922.75        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694487                      | CUSIP: 36296LRG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160447 | PA      | $165508.02     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 | SCRT 2020-1 MT                 | CUSIP: 35563PNN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45392110 | PA      | $37345609.37   | 0.34%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495900                      | CUSIP: 36210L3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1551 | PA      | $1586.52       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486679                      | CUSIP: 36210AUC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34110 | PA      | $35273.90      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422650                      | CUSIP: 36206VQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $73.37         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     638886 | PA      | $638506.89     | 0.01%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763500                      | CUSIP: 36176D7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7416 | PA      | $7428.62       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622095                      | CUSIP: 36291AC80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2036 | PA      | $2069.32       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555603                      | CUSIP: 36213JGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3676 | PA      | $3806.85       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400144                      | CUSIP: 36205TP56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        963 | PA      | $995.64        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782690                      | CUSIP: 36241K7B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175892 | PA      | $179587.14     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602802                      | CUSIP: 36200JU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13374 | PA      | $13924.13      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475699                      | CUSIP: 36209MNQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5642 | PA      | $5772.51       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777550                      | CUSIP: 36176VTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     636166 | PA      | $581338.79     | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0701                      | CUSIP: 36178KX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     360723 | PA      | $331988.12     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634808                      | CUSIP: 36291QGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17990 | PA      | $18337.75      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500254                      | CUSIP: 36210RWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17912 | PA      | $18004.98      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703141                      | CUSIP: 36296WEN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     310700 | PA      | $311336.05     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8315                      | CUSIP: 36180MGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119377 | PA      | $112120.57     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2517 ZG                    | CUSIP: 31392X2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49222 | PA      | $51242.06      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748511                      | CUSIP: 3620C4R85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4233 | PA      | $4112.73       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462542                      | CUSIP: 36208VZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1177 | PA      | $1217.08       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548288                      | CUSIP: 36213ACZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3264 | PA      | $3393.51       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650110                      | CUSIP: 36292JGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6881 | PA      | $7019.21       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760433                      | CUSIP: 36176ASW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29622 | PA      | $29620.35      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764663                      | CUSIP: 36176FJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69106 | PA      | $69214.33      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798933                      | CUSIP: 36177T4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3891 | PA      | $3774.39       | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611417                      | CUSIP: 36202WG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        183 | PA      | $187.41        | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702083                      | CUSIP: 36296U6U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60119 | PA      | $60267.26      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7254                      | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50303618 | PA      | $41860991.12   | 0.38%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580307                      | CUSIP: 36201DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104347 | PA      | $106219.44     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593268                      | CUSIP: 36201UCD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5758 | PA      | $5978.30       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05659                      | CUSIP: 3128M7TQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49692 | PA      | $50153.03      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5867                      | CUSIP: 36179FQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24078 | PA      | $22591.12      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492411                      | CUSIP: 36210HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7061 | PA      | $7224.30       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678150                      | CUSIP: 36295RL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189723 | PA      | $193690.53     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749208                      | CUSIP: 3620C5KV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199285 | PA      | $193355.62     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495774                      | CUSIP: 36210LXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3970 | PA      | $4062.47       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737797                      | CUSIP: 3620ARUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31234 | PA      | $29648.46      | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478112                      | CUSIP: 36209QDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2879 | PA      | $2977.63       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589572                      | CUSIP: 36201P6H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1391 | PA      | $1437.78       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476988                      | CUSIP: 36209N2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4340 | PA      | $4440.77       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781722                      | CUSIP: 36225B4F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18949 | PA      | $19272.80      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742221                      | CUSIP: 3620AWSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57178 | PA      | $57273.84      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628088                      | CUSIP: 36291GXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12013 | PA      | $12231.58      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629588                      | CUSIP: 36291JND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10957 | PA      | $11419.77      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651707                      | CUSIP: 36292LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13453 | PA      | $13722.05      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726336                      | CUSIP: 3620AC4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8648 | PA      | $8671.05       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619622                      | CUSIP: 36290WLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23280 | PA      | $23686.24      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572603                      | CUSIP: 36200UDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27643 | PA      | $28648.36      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697946                      | CUSIP: 36296QL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5813 | PA      | $5934.81       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491330                      | CUSIP: 36210FY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11387 | PA      | $11651.08      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724221                      | CUSIP: 3620AASJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177010 | PA      | $177517.78     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24610                      | CUSIP: 3132M4YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65065 | PA      | $63439.07      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561644                      | CUSIP: 36213Q5D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22951 | PA      | $23670.91      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737377                      | CUSIP: 3620ARFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30729 | PA      | $31378.46      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705928                      | CUSIP: 36297AHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2256695 | PA      | $2127343.55    | 0.02%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5137                      | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     900956 | PA      | $867236.96     | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491155                      | CUSIP: 36210FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2199 | PA      | $2274.05       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600773                      | CUSIP: 36200GMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2374 | PA      | $2472.45       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745304                      | CUSIP: 3620C1AD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3314 | PA      | $3384.72       | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570788                      | CUSIP: 36200SCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        796 | PA      | $824.22        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616154                      | CUSIP: 36290SQF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5769 | PA      | $5874.20       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7213                      | CUSIP: 36180KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122533 | PA      | $115233.94     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5636                      | CUSIP: 36180HHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12018 | PA      | $11305.00      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636491                      | CUSIP: 36291SC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70416 | PA      | $72252.32      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650031                      | CUSIP: 36292JEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3027 | PA      | $3078.18       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6920                      | CUSIP: 36178EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101030 | PA      | $100267.48     | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542642                      | CUSIP: 36212SZF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1635 | PA      | $1702.62       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724164                      | CUSIP: 3620AAQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270497 | PA      | $262360.84     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683230                      | CUSIP: 36295XA70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4548 | PA      | $4641.53       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579072                      | CUSIP: 36201CJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1372 | PA      | $1415.44       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7515                      | CUSIP: 36181BK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110020 | PA      | $101333.39     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603561                      | CUSIP: 36200KQN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9873 | PA      | $10029.94      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783196                      | CUSIP: 36241LRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1400996 | PA      | $1362992.38    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742979                      | CUSIP: 3620AXM47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44524 | PA      | $43236.35      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM7305                      | CUSIP: 36184YDJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150055 | PA      | $137014.61     | 0.00%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617556                      | CUSIP: 36290UBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14963 | PA      | $15268.44      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780813                      | CUSIP: 36225A3W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        337 | PA      | $348.43        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537896                      | CUSIP: 36212MRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         60 | PA      | $61.62         | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716733                      | CUSIP: 3620A2HJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154888 | PA      | $151123.73     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675312                      | CUSIP: 36295NGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17613 | PA      | $18156.90      | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489227                      | CUSIP: 36210DPL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        908 | PA      | $938.74        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780941                      | CUSIP: 36225BBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25466 | PA      | $26056.11      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764517                      | CUSIP: 36176FDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134113 | PA      | $136956.17     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4261                      | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42918968 | PA      | $39190734.22   | 0.35%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554116                      | CUSIP: 36213GSD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38397 | PA      | $39377.70      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627780                      | CUSIP: 36291GM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2183 | PA      | $2218.94       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7613                      | CUSIP: 36181BN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     623888 | PA      | $572881.36     | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4012                      | CUSIP: 36178QN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     368363 | PA      | $339019.94     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3492                      | CUSIP: 36178A2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211978 | PA      | $199773.84     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711509                      | CUSIP: 36297GN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190899 | PA      | $191064.33     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781769                      | CUSIP: 36225B6E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142197 | PA      | $144627.58     | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675475                      | CUSIP: 36295NMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125468 | PA      | $128103.77     | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474579                      | CUSIP: 36209LFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1780 | PA      | $1820.90       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582353                      | CUSIP: 36201F5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13279 | PA      | $13816.18      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464419                      | CUSIP: 36208X4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2608 | PA      | $2668.21       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780825                      | CUSIP: 36225A4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1087 | PA      | $1124.32       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0697                      | CUSIP: 36178KX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172098 | PA      | $162816.46     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467589                      | CUSIP: 36209CNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3218 | PA      | $3327.69       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488927                      | CUSIP: 36210DD81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4075 | PA      | $4213.98       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723656                      | CUSIP: 3620A95R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108961 | PA      | $111252.73     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737014                      | CUSIP: 3620AQYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     459835 | PA      | $461038.53     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462186                      | CUSIP: 36208VNB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6177 | PA      | $6320.01       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600018                      | CUSIP: 36200FSF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12639 | PA      | $13158.63      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602663                      | CUSIP: 36200JQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9854 | PA      | $10019.63      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769723                      | CUSIP: 36176L4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37018 | PA      | $35099.73      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717458                      | CUSIP: 3620A3B37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63674 | PA      | $58556.65      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606638                      | CUSIP: 36201X4X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6710 | PA      | $6970.44       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08534                      | CUSIP: 3128MJSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4183 | PA      | $3860.60       | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM6371                      | CUSIP: 36184XCG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44499 | PA      | $42898.20      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783213                      | CUSIP: 36241LSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8796 | PA      | $9069.21       | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599345                      | CUSIP: 36200EZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        293 | PA      | $303.48        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430354                      | CUSIP: 36207FBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1024803 | PA      | $995505.31     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01237                      | CUSIP: 3132GELS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14331 | PA      | $14440.49      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480107                      | CUSIP: 36209SKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        308 | PA      | $318.12        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501370                      | CUSIP: 36210S6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1667 | PA      | $1705.17       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4233                      | CUSIP: 36179DV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78680 | PA      | $73766.48      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713049                      | CUSIP: 36297JEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33580 | PA      | $33690.68      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638707                      | CUSIP: 36291UR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8464 | PA      | $8640.37       | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469903                      | CUSIP: 36209FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        741 | PA      | $745.21        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603764                      | CUSIP: 36200KWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67232 | PA      | $68364.24      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702559                      | CUSIP: 36296VQL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7933 | PA      | $8060.46       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5437                      | CUSIP: 36180HBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395245 | PA      | $371508.64     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506712                      | CUSIP: 36210Y3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1368 | PA      | $1414.91       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566706                      | CUSIP: 36213WR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22835 | PA      | $23609.81      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434315                      | CUSIP: 36207KN89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        244 | PA      | $249.44        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462918                      | CUSIP: 36208WG31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1397 | PA      | $1444.34       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694213                      | CUSIP: 36296LGW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1488 | PA      | $1518.55       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621410                      | CUSIP: 36290YKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41167 | PA      | $41934.89      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752059                      | CUSIP: 36230LJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253847 | PA      | $246420.50     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1353                      | CUSIP: 36178LQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41104 | PA      | $38615.54      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753961                      | CUSIP: 36230NMJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63998 | PA      | $65350.38      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503673                      | CUSIP: 36210VQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2966 | PA      | $3066.71       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619179                      | CUSIP: 36290V2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27135 | PA      | $27592.16      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 660397                      | CUSIP: 36294UUW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61244 | PA      | $57923.47      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476302                      | CUSIP: 36209NDF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        912 | PA      | $943.54        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491135                      | CUSIP: 36210FSY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1198 | PA      | $1239.05       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642466                      | CUSIP: 36291YW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3312 | PA      | $3408.10       | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646900                      | CUSIP: 36292EUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31776 | PA      | $32387.53      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567619                      | CUSIP: 36213XSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1416 | PA      | $1448.53       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737449                      | CUSIP: 3620ARH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     496598 | PA      | $482966.02     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521318                      | CUSIP: 36211SDX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46397 | PA      | $48336.17      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608642                      | CUSIP: 36202TEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11037 | PA      | $11495.30      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627443                      | CUSIP: 36291GBL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2611 | PA      | $2661.33       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8407                      | CUSIP: 36178VKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1247077 | PA      | $1118685.51    | 0.01%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565047                      | CUSIP: 36213UWG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3739 | PA      | $3844.43       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9948                      | CUSIP: 36184JBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164138 | PA      | $158066.95     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510766                      | CUSIP: 36211EMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36093 | PA      | $36283.02      | 0.00%             | 2035-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6700                      | CUSIP: 36184DNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162261 | PA      | $156329.27     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553029                      | CUSIP: 36213FLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13705 | PA      | $14224.72      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676855                      | CUSIP: 36295P5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5702 | PA      | $5883.33       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781133                      | CUSIP: 36225BHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16729 | PA      | $17299.80      | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784827                      | CUSIP: 3622AAHC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20481 | PA      | $17911.58      | 0.00%             | 2049-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7050                      | CUSIP: 36179VZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210952 | PA      | $168301.35     | 0.00%             | 2050-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603106                      | CUSIP: 36200KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20062 | PA      | $20359.08      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473640                      | CUSIP: 36209KEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1014 | PA      | $1049.12       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644797                      | CUSIP: 36292CKJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14281 | PA      | $14703.77      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738224                      | CUSIP: 3620ASD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88617 | PA      | $88751.20      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651787                      | CUSIP: 36292LCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15118 | PA      | $15422.98      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617014                      | CUSIP: 36290TN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29255 | PA      | $30127.59      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464315                      | CUSIP: 36208XYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3009 | PA      | $3078.77       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482928                      | CUSIP: 36209VPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        844 | PA      | $873.32        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692304                      | CUSIP: 36296JDH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18235 | PA      | $18619.37      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464200                      | CUSIP: 36208XUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        559 | PA      | $577.75        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG1132                      | CUSIP: 36181UHH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35865 | PA      | $34538.47      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BE6810                      | CUSIP: 3617G1R75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4903502 | PA      | $4713857.57    | 0.04%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3358                        | CUSIP: 36202DWT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        350 | PA      | $351.12        | 0.00%             | 2033-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598444                      | CUSIP: 36200DZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24579 | PA      | $25463.24      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403391                      | CUSIP: 36205XC44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1861 | PA      | $1937.71       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666341                      | CUSIP: 36295CHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7059 | PA      | $6504.36       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722000                      | CUSIP: 3620A8DD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180217 | PA      | $165483.15     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603727                      | CUSIP: 36200KVU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27882 | PA      | $28308.19      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 888745                      | CUSIP: 31410GL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3824 | PA      | $4075.81       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497365                      | CUSIP: 36210NQS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10848 | PA      | $11099.14      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498449                      | CUSIP: 36210PWJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8655 | PA      | $8855.80       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612350                      | CUSIP: 36202XH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1913 | PA      | $1947.76       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634550                      | CUSIP: 36291P5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20948 | PA      | $21329.03      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497120                      | CUSIP: 36210NG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18580 | PA      | $18675.54      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594513                      | CUSIP: 36201VN65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3939 | PA      | $4002.70       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3057                      | CUSIP: 36178NME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54222 | PA      | $50037.49      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552784                      | CUSIP: 36213FCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189601 | PA      | $196495.61     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603678                      | CUSIP: 36200KUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2825 | PA      | $2879.07       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476971                      | CUSIP: 36209N2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5750 | PA      | $5883.09       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459346                      | CUSIP: 36208SHX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2160 | PA      | $2233.78       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726328                      | CUSIP: 3620AC4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9693 | PA      | $9447.50       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6098                      | CUSIP: 36178DX30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166861 | PA      | $156638.35     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686678                      | CUSIP: 36296B2K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        723 | PA      | $737.91        | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487235                      | CUSIP: 36210BHL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12247 | PA      | $12664.90      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613833                      | CUSIP: 36290N4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7648 | PA      | $7784.79       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484429                      | CUSIP: 36209XEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2363 | PA      | $2443.48       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC5151                      | CUSIP: 3140F0WM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46125 | PA      | $44722.62      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547544                      | CUSIP: 36212YHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $413.61        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733913                      | CUSIP: 3620AMK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21249 | PA      | $21310.07      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3370                      | CUSIP: 36180EW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59007 | PA      | $54203.45      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626088                      | CUSIP: 36291ERH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27226 | PA      | $27717.44      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560735                      | CUSIP: 36213P4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2693 | PA      | $2693.40       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452782                      | CUSIP: 36208J6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2799 | PA      | $2894.65       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630852                      | CUSIP: 36291KZR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8797 | PA      | $8946.03       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777254                      | CUSIP: 36176VH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196311 | PA      | $175468.64     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5501330 | PA      | $5180947.80    | 0.05%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 788023                      | CUSIP: 3622ADYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22132727 | PA      | $23355090.47   | 0.21%             | 2040-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733526                      | CUSIP: 3620AL4K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210160 | PA      | $204255.13     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772415                      | CUSIP: 36176P3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13525 | PA      | $12741.16      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741243                      | CUSIP: 3620AVP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248044 | PA      | $248578.15     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691704                      | CUSIP: 36296HNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1316046 | PA      | $1279279.79    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718157                      | CUSIP: 3620A3ZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4572 | PA      | $4588.07       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734716                      | CUSIP: 3620ANGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1028835 | PA      | $1031102.97    | 0.01%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720287                      | CUSIP: 3620A6F44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50314 | PA      | $50432.75      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592074                      | CUSIP: 36201SXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105568 | PA      | $107462.05     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779075                      | CUSIP: 36176XJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27127 | PA      | $25626.19      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2881                      | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127561 | PA      | $120412.29     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691712                      | CUSIP: 36296HN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1042901 | PA      | $1013261.04    | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733535                      | CUSIP: 3620AL4U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382898 | PA      | $372762.30     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636102                      | CUSIP: 36291RU34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151403 | PA      | $154153.53     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733200                      | CUSIP: 3620ALRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76871 | PA      | $77016.50      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501424                      | CUSIP: 36210TAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1226 | PA      | $1267.44       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2095 PE                    | CUSIP: 3133TGWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16762 | PA      | $17068.18      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651226                      | CUSIP: 36292KPK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7193 | PA      | $7472.69       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619989                      | CUSIP: 36290WXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1913 | PA      | $1947.06       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86612                      | CUSIP: 312933KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191061 | PA      | $192829.98     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744275                      | CUSIP: 3620AY2G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39464 | PA      | $38354.97      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678416                      | CUSIP: 36295RVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58634 | PA      | $59864.76      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2018-13 MP                 | CUSIP: 3136B02D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4159128 | PA      | $4041449.70    | 0.04%             | 2057-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3723                        | CUSIP: 36202ED48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64229 | PA      | $65367.94      | 0.00%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1703                      | CUSIP: 36178L3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181841 | PA      | $171371.85     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4343                        | CUSIP: 36202EZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12441 | PA      | $12880.53      | 0.00%             | 2039-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2750                      | CUSIP: 36178NBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40888 | PA      | $38584.53      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24103                      | CUSIP: 3132M4GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10531 | PA      | $10263.37      | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629079                      | CUSIP: 36291H2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19850 | PA      | $20216.86      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567880                      | CUSIP: 36213X2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25353 | PA      | $26016.73      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0687                      | CUSIP: 36177WXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     673956 | PA      | $639285.67     | 0.01%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698493                      | CUSIP: 36296Q7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83643 | PA      | $83831.69      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472969                      | CUSIP: 36209JMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3102 | PA      | $3208.27       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498282                      | CUSIP: 36210PRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        644 | PA      | $658.53        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726331                      | CUSIP: 3620AC4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75498 | PA      | $75785.47      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604491                      | CUSIP: 36200MRL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49832 | PA      | $50696.35      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434082                      | CUSIP: 36207KFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        549 | PA      | $561.67        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2724                      | CUSIP: 36178AAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10621 | PA      | $9994.03       | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619613                      | CUSIP: 36290WK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51207 | PA      | $52088.39      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2014-40 PZ                 | CUSIP: 3136AKLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11979159 | PA      | $10671763.25   | 0.10%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643629                      | CUSIP: 36292BA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36277 | PA      | $37716.07      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736768                      | CUSIP: 3620AQQV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271406 | PA      | $250558.60     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549175                      | CUSIP: 36213BCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         89 | PA      | $92.46         | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK3531                      | CUSIP: 36183L4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1157460 | PA      | $1055781.74    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4177                      | CUSIP: 36180FUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15579 | PA      | $14304.88      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8649                      | CUSIP: 36178GTE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354569 | PA      | $326826.45     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN9209                      | CUSIP: 36187SGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85868 | PA      | $82654.90      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754997                      | CUSIP: 36230PRS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33481 | PA      | $33475.83      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476315                      | CUSIP: 36209NDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1181 | PA      | $1221.01       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563345                      | CUSIP: 36213SZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        389 | PA      | $404.33        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A92539                      | CUSIP: 312940ZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1700 | PA      | $1742.04       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636856                      | CUSIP: 36291SQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64983 | PA      | $67507.54      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781598                      | CUSIP: 36225BX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131530 | PA      | $133691.71     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502976                      | CUSIP: 36210UXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        314 | PA      | $321.29        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3487                        | CUSIP: 36202D2U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1573 | PA      | $1597.65       | 0.00%             | 2033-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614642                      | CUSIP: 36290QZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176918 | PA      | $179964.75     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465223                      | CUSIP: 36208YYU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1286 | PA      | $1329.52       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609712                      | CUSIP: 36202UKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5614 | PA      | $5717.19       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453441                      | CUSIP: 36208KWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3184 | PA      | $3292.62       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575907                      | CUSIP: 36200XYC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57206 | PA      | $59194.62      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574408                      | CUSIP: 36200WDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6142 | PA      | $6374.42       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556240                      | CUSIP: 36213J4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28900 | PA      | $30192.38      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781329                      | CUSIP: 36225BPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        660 | PA      | $680.26        | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497307                      | CUSIP: 36210NNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        729 | PA      | $753.41        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706728                      | CUSIP: 36297BD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117703 | PA      | $117873.48     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711603                      | CUSIP: 36297GRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8048129 | PA      | $7592961.87    | 0.07%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2740                      | CUSIP: 31329LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     572355 | PA      | $568341.78     | 0.01%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491234                      | CUSIP: 36210FV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1058 | PA      | $1094.61       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1719                      | CUSIP: 36182V4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     541116 | PA      | $495391.92     | 0.00%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740751                      | CUSIP: 3620AU5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3592 | PA      | $3490.04       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623497                      | CUSIP: 36291BUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26838 | PA      | $27887.72      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618873                      | CUSIP: 36290VQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81970 | PA      | $83370.98      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389762                      | CUSIP: 36205F5X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1709 | PA      | $1772.74       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745288                      | CUSIP: 3620C06Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197393 | PA      | $201571.26     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD1193                      | CUSIP: 3132DNKE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17777 | PA      | $16574.22      | 0.00%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652234                      | CUSIP: 36292LSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15306 | PA      | $15948.82      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-3 ZD                  | CUSIP: 38379H8G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29216089 | PA      | $28201832.40   | 0.25%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741864                      | CUSIP: 3620AWFD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1215 | PA      | $1240.72       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640201                      | CUSIP: 36291WGJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6275 | PA      | $6522.55       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572515                      | CUSIP: 36200UAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2069 | PA      | $2137.06       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5733                      | CUSIP: 36186NLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1793396 | PA      | $1630590.84    | 0.01%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644856                      | CUSIP: 36292CMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24413 | PA      | $24864.74      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1627                      | CUSIP: 36178LYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71149 | PA      | $66893.74      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458938                      | CUSIP: 36208RZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7549 | PA      | $7724.00       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573907                      | CUSIP: 36200VR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9933 | PA      | $10100.58      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746384                      | CUSIP: 3620C2FZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157709 | PA      | $158097.24     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614950                      | CUSIP: 36290REX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9842 | PA      | $9860.52       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622581                      | CUSIP: 36291AUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14815 | PA      | $15409.54      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621772                      | CUSIP: 36290YW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6761 | PA      | $6873.19       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464756                      | CUSIP: 36208YH93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3058 | PA      | $3162.66       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04951                      | CUSIP: 3128M6ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157714 | PA      | $161516.15     | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595819                      | CUSIP: 36200A4C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43489 | PA      | $44342.29      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611566                      | CUSIP: 36202WMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        609 | PA      | $619.76        | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2025-70 DA                 | CUSIP: 38385FSC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25505689 | PA      | $25688648.60   | 0.23%             | 2050-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-25 Z                  | CUSIP: 31359VU27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13015 | PA      | $13239.18      | 0.00%             | 2029-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764500                      | CUSIP: 36176FDD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52744 | PA      | $52735.02      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8730990 | PA      | $8505892.00    | 0.08%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485850                      | CUSIP: 36209YWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6881 | PA      | $7108.88       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4268                        | CUSIP: 36202EW54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22712 | PA      | $23809.97      | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496183                      | CUSIP: 36210MFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1187 | PA      | $1214.84       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507499                      | CUSIP: 36211AX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        725 | PA      | $749.87        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621129                      | CUSIP: 36290YA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25847 | PA      | $26629.00      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05169                      | CUSIP: 3128M7CE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23983 | PA      | $24571.75      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4794                      | CUSIP: 36179EKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131200 | PA      | $120247.85     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592963                      | CUSIP: 36201TWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11542 | PA      | $11897.57      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443715                      | CUSIP: 36207V3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4167 | PA      | $4309.52       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457733                      | CUSIP: 36208QPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        795 | PA      | $822.09        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550677                      | CUSIP: 36213CXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73242 | PA      | $74670.39      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0747                      | CUSIP: 3618N5ZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  216469398 | PA      | $221973651.70  | 1.99%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737914                      | CUSIP: 3620ARYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6360 | PA      | $6192.21       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469691                      | CUSIP: 36209EXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1605 | PA      | $1659.97       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605123                      | CUSIP: 36200NG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41618 | PA      | $42339.88      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603091                      | CUSIP: 36200J7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16055 | PA      | $16346.32      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q32273                      | CUSIP: 3132QNQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65830 | PA      | $66032.86      | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08443                      | CUSIP: 3128MJP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8199 | PA      | $8267.79       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411498                      | CUSIP: 36206HDB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2062 | PA      | $2132.54       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783376                      | CUSIP: 36241LXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4085 | PA      | $4168.36       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646093                      | CUSIP: 36292DXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1650 | PA      | $1684.56       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548330                      | CUSIP: 36213AEB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3772 | PA      | $3934.37       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706893                      | CUSIP: 36297BKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     524997 | PA      | $525000.21     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539813                      | CUSIP: 36212PVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6333 | PA      | $6613.27       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586521                      | CUSIP: 36201LSJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14394 | PA      | $14751.00      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719650                      | CUSIP: 3620A5QB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1062 | PA      | $1095.20       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-134 BY                | CUSIP: 38380GA87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3094430 | PA      | $2199484.33    | 0.02%             | 2047-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7439                      | CUSIP: 36195JHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185363 | PA      | $172450.77     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621780                      | CUSIP: 36290YXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30131 | PA      | $30562.15      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701501                      | CUSIP: 36296UKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5228 | PA      | $5338.14       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2024-199 BZ                | CUSIP: 38385AJN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32985511 | PA      | $31406224.11   | 0.28%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782114                      | CUSIP: 36241KK31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     451023 | PA      | $459921.23     | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493657                      | CUSIP: 36210JME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12276 | PA      | $12560.15      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799388                      | CUSIP: 36177UNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     312005 | PA      | $294279.70     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494708                      | CUSIP: 36210KR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1174 | PA      | $1214.09       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578398                      | CUSIP: 36201BRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4224 | PA      | $4396.07       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506651                      | CUSIP: 36210YZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1145 | PA      | $1171.96       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616009                      | CUSIP: 36290SKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2465 | PA      | $2477.60       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608572                      | CUSIP: 36202TCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31044 | PA      | $32298.52      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK4375                      | CUSIP: 3131X72G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     639637 | PA      | $634688.36     | 0.01%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9626                      | CUSIP: 36179KVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     462371 | PA      | $425539.02     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676970                      | CUSIP: 36295QCF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3924 | PA      | $4006.39       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1386                      | CUSIP: 3138LDRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     990284 | PA      | $956188.44     | 0.01%             | 2031-04-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9734                      | CUSIP: 36178HY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133389 | PA      | $125386.44     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473605                      | CUSIP: 36209KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4510 | PA      | $4664.24       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615516                      | CUSIP: 36290RYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1098 | PA      | $1103.63       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676790                      | CUSIP: 36295P2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41556 | PA      | $42427.09      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782067                      | CUSIP: 36241KJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     682918 | PA      | $705242.62     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8577                      | CUSIP: 36184FQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     565437 | PA      | $513925.16     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479809                      | CUSIP: 36209SAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17897 | PA      | $17890.28      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572189                      | CUSIP: 36200TUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8743 | PA      | $8896.40       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454411                      | CUSIP: 36208LYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2585 | PA      | $2628.83       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719440                      | CUSIP: 3620A5HR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9402 | PA      | $9426.87       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597938                      | CUSIP: 36200DHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3000 | PA      | $3105.53       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539103                      | CUSIP: 36212N3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3150 | PA      | $3283.94       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466423                      | CUSIP: 36209BD47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        562 | PA      | $580.79        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434223                      | CUSIP: 36207KLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2004 | PA      | $2050.67       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493503                      | CUSIP: 36210JGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1998 | PA      | $2066.39       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548532                      | CUSIP: 36213ALM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4449 | PA      | $4611.28       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768496                      | CUSIP: 36176KRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133389 | PA      | $136216.13     | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656041                      | CUSIP: 36294PZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        799 | PA      | $823.28        | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7508                      | CUSIP: 36181BKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     351299 | PA      | $339450.72     | 0.00%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606684                      | CUSIP: 36201X6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4080 | PA      | $4236.03       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  211626428 | PA      | $212737911.16  | 1.91%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11487931 | PA      | $10793957.41   | 0.10%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05726                      | CUSIP: 3128M7VT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76725 | PA      | $78626.94      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508486                      | CUSIP: 36211B2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5675 | PA      | $5780.15       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2680                      | CUSIP: 36179Q6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37847 | PA      | $37834.07      | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616005                      | CUSIP: 36290SKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2092 | PA      | $2178.39       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2018-11 PA                 | CUSIP: 38380UWQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2182210 | PA      | $2009852.11    | 0.02%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610304                      | CUSIP: 36202VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179795 | PA      | $182673.96     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3052                        | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39395 | PA      | $40484.86      | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494544                      | CUSIP: 36210KLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        603 | PA      | $616.49        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 441693                      | CUSIP: 36207TUS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2801 | PA      | $2896.86       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670036                      | CUSIP: 36295GLR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240962 | PA      | $219478.27     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  135751792 | PA      | $123959468.20  | 1.11%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7369                      | CUSIP: 36183RFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     233119 | PA      | $224801.12     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469543                      | CUSIP: 36209ES86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11790 | PA      | $12192.38      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2714                      | CUSIP: 31329LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     418391 | PA      | $415965.23     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1942                      | CUSIP: 36180UEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215121 | PA      | $201890.32     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643815                      | CUSIP: 36292BGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19479 | PA      | $20313.88      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 908916                      | CUSIP: 31411HYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25636 | PA      | $27302.74      | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503780                      | CUSIP: 36210VUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        361 | PA      | $373.19        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300929 | PA      | $274976.12     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05958                      | CUSIP: 3128M75T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33299 | PA      | $34126.88      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769631                      | CUSIP: 36176LY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     552538 | PA      | $522145.17     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767023                      | CUSIP: 36176H4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268245 | PA      | $246221.48     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766616                      | CUSIP: 36176HN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36927 | PA      | $34875.74      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501495                      | CUSIP: 36210TC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27967 | PA      | $28615.03      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780845                      | CUSIP: 36225A5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7628 | PA      | $7888.45       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT7568                      | CUSIP: 36194GMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     510197 | PA      | $474657.36     | 0.00%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607119                      | CUSIP: 36201YPC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1035 | PA      | $1053.57       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650166                      | CUSIP: 36292JJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32063 | PA      | $32714.13      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736106                      | CUSIP: 3620APYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102851 | PA      | $103135.30     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9293                      | CUSIP: 36178WKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1210625 | PA      | $1138812.60    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 366977                      | CUSIP: 36204DUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82474 | PA      | $82625.30      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717513                      | CUSIP: 3620A3DS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57009 | PA      | $55662.59      | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769945                      | CUSIP: 36176MES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129466 | PA      | $129683.09     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593420                      | CUSIP: 36201UG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15499 | PA      | $15577.85      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK0485                      | CUSIP: 36183HRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4984 | PA      | $4550.81       | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634803                      | CUSIP: 36291QGL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83961 | PA      | $85631.11      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778069                      | CUSIP: 36176WFJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112122 | PA      | $105610.61     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482889                      | CUSIP: 36209VNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1953 | PA      | $1997.89       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615959                      | CUSIP: 36290SJC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3757 | PA      | $3823.02       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5494                      | CUSIP: 36178SC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244050 | PA      | $230817.81     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627457                      | CUSIP: 36291GB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45363 | PA      | $46062.22      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653823                      | CUSIP: 36292NLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17240 | PA      | $18006.42      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481922                      | CUSIP: 36209ULB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1674 | PA      | $1730.76       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8490                      | CUSIP: 36179JNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     293173 | PA      | $275855.10     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496463                      | CUSIP: 36210MQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4864 | PA      | $4977.08       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644958                      | CUSIP: 36292CQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13223 | PA      | $13480.73      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484078                      | CUSIP: 36209WXF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5812 | PA      | $5946.45       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5279                        | CUSIP: 36202F2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22243 | PA      | $21163.77      | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-56 AZ                 | CUSIP: 38376ULV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9351769 | PA      | $7863964.21    | 0.07%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777215                      | CUSIP: 36176VGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124024 | PA      | $116728.74     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779400                      | CUSIP: 36176XUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3350 | PA      | $3252.13       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598487                      | CUSIP: 36200D2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9400 | PA      | $9786.73       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722971                      | CUSIP: 3620A9FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1304 | PA      | $1345.65       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608279                      | CUSIP: 36202SXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144590 | PA      | $147061.52     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 382219                      | CUSIP: 36204WSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7976 | PA      | $8275.47       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619621                      | CUSIP: 36290WLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4044 | PA      | $4114.84       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487346                      | CUSIP: 36210BL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14347 | PA      | $14836.20      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632196                      | CUSIP: 36291MKH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20381 | PA      | $21255.14      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610391                      | CUSIP: 36202VC41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1776 | PA      | $1845.05       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 680632                      | CUSIP: 36295UED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        753 | PA      | $755.17        | 0.00%             | 2037-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677097                      | CUSIP: 36295QGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43507 | PA      | $44388.34      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648482                      | CUSIP: 36292GM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19999 | PA      | $20095.08      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759135                      | CUSIP: 36230UEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1378635 | PA      | $1322056.84    | 0.01%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738221                      | CUSIP: 3620ASD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1607620 | PA      | $1611079.48    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ2711                      | CUSIP: 36182XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96586 | PA      | $90682.46      | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749783                      | CUSIP: 3620C56U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235448 | PA      | $228481.91     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483536                      | CUSIP: 36209WEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2566 | PA      | $2654.00       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9431                      | CUSIP: 36180NPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98180 | PA      | $90638.31      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491760                      | CUSIP: 36210GJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        351 | PA      | $363.45        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739095                      | CUSIP: 3620ATC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10900 | PA      | $10949.47      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430591                      | CUSIP: 36207FKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2801 | PA      | $2896.93       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705908                      | CUSIP: 36297AGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1556554 | PA      | $1511016.40    | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593224                      | CUSIP: 36201UAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20144 | PA      | $20929.70      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6653                      | CUSIP: 36178EMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25273 | PA      | $23837.49      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5862                      | CUSIP: 36179FQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     727145 | PA      | $668965.62     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0700                      | CUSIP: 36179MX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     990063 | PA      | $963536.70     | 0.01%             | 2043-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425331                      | CUSIP: 36206YPQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3563 | PA      | $3645.50       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568248                      | CUSIP: 36213YHZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5511 | PA      | $5721.95       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650474                      | CUSIP: 36292JT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76317 | PA      | $77842.93      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757462                      | CUSIP: 36230SJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     671619 | PA      | $634326.24     | 0.01%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619611                      | CUSIP: 36290WKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26014 | PA      | $26465.45      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7580                      | CUSIP: 36180KM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94839 | PA      | $88894.07      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535873                      | CUSIP: 36212KJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5790 | PA      | $6003.34       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779245                      | CUSIP: 36176XP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3710 | PA      | $3602.01       | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550639                      | CUSIP: 36213CV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119254 | PA      | $121556.73     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751891                      | CUSIP: 36230LC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24262 | PA      | $23579.89      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579145                      | CUSIP: 36201CL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         47 | PA      | $48.84         | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621331                      | CUSIP: 36290YHG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15961 | PA      | $16609.76      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-116 ZT                | CUSIP: 38379ERU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8264765 | PA      | $6882980.46    | 0.06%             | 2044-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556407                      | CUSIP: 36213KDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10557 | PA      | $11006.19      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754986                      | CUSIP: 36230PRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80169 | PA      | $81860.96      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728627                      | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71321 | PA      | $71500.18      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620626                      | CUSIP: 36290XPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25840 | PA      | $26306.70      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468172                      | CUSIP: 36209DCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1328 | PA      | $1373.30       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743157                      | CUSIP: 3620AXTN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70303 | PA      | $68500.07      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499587                      | CUSIP: 36210Q6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4316 | PA      | $4463.19       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714177                      | CUSIP: 36297KM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6132 | PA      | $6331.31       | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723428                      | CUSIP: 3620A9VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20544 | PA      | $20603.25      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502724                      | CUSIP: 36210UPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8370 | PA      | $8655.60       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597549                      | CUSIP: 36200CZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12782 | PA      | $12956.40      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442333                      | CUSIP: 36207ULN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1332 | PA      | $1377.38       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617420                      | CUSIP: 36290T4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3400 | PA      | $3447.68       | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 511460                      | CUSIP: 36211FE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1511 | PA      | $1539.77       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749234                      | CUSIP: 3620C5LP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     426060 | PA      | $414432.89     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706719                      | CUSIP: 36297BDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56953 | PA      | $57121.70      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634631                      | CUSIP: 36291QA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1156 | PA      | $1204.55       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629769                      | CUSIP: 36291JT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22891 | PA      | $23512.29      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507584                      | CUSIP: 36211A2R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5807 | PA      | $5632.89       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649478                      | CUSIP: 36292HQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43272 | PA      | $45212.36      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468259                      | CUSIP: 36209DE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        193 | PA      | $193.55        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502951                      | CUSIP: 36210UWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        654 | PA      | $669.13        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  208360668 | PA      | $173846577.49  | 1.56%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24035                      | CUSIP: 3132M4EG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3810 | PA      | $3845.22       | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486947                      | CUSIP: 36210A5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3711 | PA      | $3838.11       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666405                      | CUSIP: 36295CKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154055 | PA      | $141946.25     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498446                      | CUSIP: 36210PWF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        472 | PA      | $483.12        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468705                      | CUSIP: 36209DU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2959 | PA      | $3059.73       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551897                      | CUSIP: 36213EDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5260 | PA      | $5457.57       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494329                      | CUSIP: 36210KEA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8453 | PA      | $8648.50       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793555                      | CUSIP: 36177M5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67023 | PA      | $63130.98      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566209                      | CUSIP: 36213WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43959 | PA      | $44772.33      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631301                      | CUSIP: 36291LKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45189 | PA      | $46055.39      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641481                      | CUSIP: 36291XUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1137 | PA      | $1155.80       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571352                      | CUSIP: 36200SWM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29672 | PA      | $30773.73      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477475                      | CUSIP: 36209PMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3353 | PA      | $3467.49       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655715                      | CUSIP: 36294PN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86911 | PA      | $88743.68      | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578286                      | CUSIP: 36201BNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6206 | PA      | $6443.01       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE0937                      | CUSIP: 3140FLBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166736 | PA      | $161742.92     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757044                      | CUSIP: 36230RZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22064 | PA      | $21469.25      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461414                      | CUSIP: 36208USB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2666 | PA      | $2757.19       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471592                      | CUSIP: 36209G2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5131 | PA      | $5249.73       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489595                      | CUSIP: 36210D3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3109 | PA      | $3180.70       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464463                      | CUSIP: 36208X5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        490 | PA      | $501.18        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 455951                      | CUSIP: 36208NQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4206 | PA      | $4303.06       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469991                      | CUSIP: 36209FC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         74 | PA      | $76.67         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603763                      | CUSIP: 36200KWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     482676 | PA      | $490673.04     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752073                      | CUSIP: 36230LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22782 | PA      | $22814.07      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477622                      | CUSIP: 36209PSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2904 | PA      | $2971.09       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749855                      | CUSIP: 3620C6BY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19583 | PA      | $18531.20      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-19 Z                  | CUSIP: 31359SVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25343 | PA      | $26145.76      | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0793                      | CUSIP: 36180B3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63409 | PA      | $58312.90      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2734                      | CUSIP: 36178NBB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3630 | PA      | $3354.93       | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752130                      | CUSIP: 36230LLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490595 | PA      | $450316.52     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581433                      | CUSIP: 36201E4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19519 | PA      | $20236.13      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764244                      | CUSIP: 36176EZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28111 | PA      | $28104.50      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA7681                      | CUSIP: 36178FRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227898 | PA      | $214435.76     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732462                      | CUSIP: 3620AKWX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11398 | PA      | $11452.21      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769968                      | CUSIP: 36176MFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148898 | PA      | $144443.60     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608288                      | CUSIP: 36202SXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4790 | PA      | $4814.13       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489246                      | CUSIP: 36210DP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2488 | PA      | $2572.58       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607020                      | CUSIP: 36201YK96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12854 | PA      | $13326.89      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781105                      | CUSIP: 36225BGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         77 | PA      | $78.41         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48894 | PA      | $49027.08      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607269                      | CUSIP: 36201YT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64291 | PA      | $65436.73      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649426                      | CUSIP: 36292HPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1012 | PA      | $1040.01       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542624                      | CUSIP: 36212SYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         30 | PA      | $31.02         | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1878                      | CUSIP: 36178MCP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56115 | PA      | $53072.44      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738971                      | CUSIP: 3620AS6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2493 | PA      | $2482.34       | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453448                      | CUSIP: 36208KWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7284 | PA      | $7452.67       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756312                      | CUSIP: 36230RAM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37176 | PA      | $37226.19      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629557                      | CUSIP: 36291JME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43068 | PA      | $43271.23      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706850                      | CUSIP: 36297BH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31238 | PA      | $31260.63      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763499                      | CUSIP: 36176D7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105967 | PA      | $103127.45     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628061                      | CUSIP: 36291GWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16538 | PA      | $17161.78      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501862                      | CUSIP: 36210TQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6435 | PA      | $6655.09       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3103                      | CUSIP: 36179RNU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1765423 | PA      | $1569329.13    | 0.01%             | 2045-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552387                      | CUSIP: 36213EUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2408 | PA      | $2503.70       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640904                      | CUSIP: 36291XAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15414 | PA      | $15713.22      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769919                      | CUSIP: 36176MDY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64644 | PA      | $64633.55      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574068                      | CUSIP: 36200VW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8653 | PA      | $9021.11       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1510                      | CUSIP: 36179AVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128236 | PA      | $117399.72     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359184                      | CUSIP: 36203T6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4834 | PA      | $4998.80       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507941                      | CUSIP: 36211BHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16891 | PA      | $17290.55      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2421                      | CUSIP: 36179BVN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3510 | PA      | $3243.32       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574562                      | CUSIP: 36200WJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159653 | PA      | $162571.58     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753207                      | CUSIP: 36230MR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449829 | PA      | $415600.59     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464538                      | CUSIP: 36208YBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1439 | PA      | $1471.94       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687376                      | CUSIP: 36296CT91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43124 | PA      | $44019.57      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5065                      | CUSIP: 36181LTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150292 | PA      | $141340.14     | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN8672                      | CUSIP: 36186ST57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70976 | PA      | $68330.58      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723547                      | CUSIP: 3620A9ZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     634282 | PA      | $635909.82     | 0.01%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3793                      | CUSIP: 36179DGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97298 | PA      | $96392.07      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781043                      | CUSIP: 36225BEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23246 | PA      | $23784.40      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778869                      | CUSIP: 36176XCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3295 | PA      | $3197.98       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625106                      | CUSIP: 36291DNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11023 | PA      | $11205.46      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425306                      | CUSIP: 36206YNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9569 | PA      | $9895.88       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711186                      | CUSIP: 36297GCX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159754 | PA      | $160156.05     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593361                      | CUSIP: 36201UFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33102 | PA      | $33647.78      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0175                      | CUSIP: 36180BFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47292 | PA      | $44544.84      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759059                      | CUSIP: 36230UB40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26130 | PA      | $25404.18      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470299                      | CUSIP: 36209FNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1280 | PA      | $1323.75       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q34590                      | CUSIP: 3132QRC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     144257 | PA      | $132324.75     | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6186                      | CUSIP: 36178D2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5858 | PA      | $5397.15       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443272                      | CUSIP: 36207VMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3671 | PA      | $3796.80       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508636                      | CUSIP: 36211CBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4209 | PA      | $4307.05       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760290                      | CUSIP: 36176ANF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117354 | PA      | $113862.53     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769518                      | CUSIP: 36176LVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6009 | PA      | $5841.86       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781542                      | CUSIP: 36225BWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111423 | PA      | $115431.01     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629882                      | CUSIP: 36291JXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138210 | PA      | $143727.53     | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739191                      | CUSIP: 3620ATF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     307343 | PA      | $308020.15     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2375                      | CUSIP: 36179BT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     280190 | PA      | $257673.29     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529423                      | CUSIP: 36212CD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8503 | PA      | $8879.15       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669707                      | CUSIP: 36295GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2402 | PA      | $2508.92       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497474                      | CUSIP: 36210NT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        509 | PA      | $525.90        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603780                      | CUSIP: 36200KXH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219900 | PA      | $223686.42     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606796                      | CUSIP: 36201YC95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13364 | PA      | $13577.54      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 366983                      | CUSIP: 36204DUG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2999 | PA      | $2913.26       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553459                      | CUSIP: 36213FZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102402 | PA      | $99691.72      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616413                      | CUSIP: 36290SYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34950 | PA      | $35584.81      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486843                      | CUSIP: 36210AZG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28779 | PA      | $29445.73      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615522                      | CUSIP: 36290RYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2528 | PA      | $2571.08       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 475332                      | CUSIP: 36209MA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205264 | PA      | $198465.55     | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615280                      | CUSIP: 36290RQ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30453 | PA      | $30965.68      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY7969                      | CUSIP: 31426S2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     161229 | PA      | $163573.41     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496515                      | CUSIP: 36210MSC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        814 | PA      | $832.73        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609002                      | CUSIP: 36202TRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56154 | PA      | $56358.54      | 0.00%             | 2036-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745279                      | CUSIP: 3620C06Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86207 | PA      | $89955.64      | 0.00%             | 2039-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433745                      | CUSIP: 36207JZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7632 | PA      | $7892.95       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757940                      | CUSIP: 36230SZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1932 | PA      | $1973.38       | 0.00%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483667                      | CUSIP: 36209WJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2857 | PA      | $2955.01       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3064                      | CUSIP: 36178NMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242355 | PA      | $228087.81     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25749                      | CUSIP: 3132M6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18876 | PA      | $18403.12      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733089                      | CUSIP: 3620ALNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45309 | PA      | $45392.00      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7828                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   84948874 | PA      | $76693602.01   | 0.69%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606838                      | CUSIP: 36201YEK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1883 | PA      | $1892.93       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605198                      | CUSIP: 36200NKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155642 | PA      | $158416.76     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555195                      | CUSIP: 36213HXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4229 | PA      | $4428.61       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749250                      | CUSIP: 3620C5L70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     466931 | PA      | $452886.04     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562503                      | CUSIP: 36213R3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1744 | PA      | $1774.87       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498293                      | CUSIP: 36210PRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        241 | PA      | $241.48        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05388                      | CUSIP: 3128M7J98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1774 | PA      | $1817.61       | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754393                      | CUSIP: 36230N3A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28881 | PA      | $27993.39      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 657656                      | CUSIP: 36294RTM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273450 | PA      | $274179.91     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593428                      | CUSIP: 36201UHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3116 | PA      | $3170.81       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691707                      | CUSIP: 36296HNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     606471 | PA      | $588628.27     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510081                      | CUSIP: 36211DUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3389 | PA      | $3467.73       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9128                      | CUSIP: 36184HD92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212390 | PA      | $205259.17     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2288                      | CUSIP: 36180DRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4209 | PA      | $3901.34       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797470                      | CUSIP: 36177SJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176887 | PA      | $166264.58     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604484                      | CUSIP: 36200MRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37746 | PA      | $38344.60      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403419                      | CUSIP: 36205XDY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10447 | PA      | $10639.34      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554898                      | CUSIP: 36213HNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5466 | PA      | $5704.82       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667650                      | CUSIP: 36295DWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24439 | PA      | $24517.65      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434424                      | CUSIP: 36207KSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        148 | PA      | $152.96        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487383                      | CUSIP: 36210BM85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4649 | PA      | $4756.87       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709050                      | CUSIP: 36297DWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49934 | PA      | $50004.84      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629939                      | CUSIP: 36291JZC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        661 | PA      | $668.73        | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779209                      | CUSIP: 36176XN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21180 | PA      | $19962.37      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08563                      | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45813 | PA      | $44664.27      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758100                      | CUSIP: 36230S7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     278286 | PA      | $262761.94     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473076                      | CUSIP: 36209JQ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2185 | PA      | $2235.15       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782548                      | CUSIP: 36241KZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1606 | PA      | $1611.77       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9382                      | CUSIP: 36183FM71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234515 | PA      | $226356.30     | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682459                      | CUSIP: 36295WE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4641 | PA      | $4653.52       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480359                      | CUSIP: 36209STQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        362 | PA      | $374.27        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849462                      | CUSIP: 31300MQP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     398341 | PA      | $407876.18     | 0.00%             | 2044-10-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781661                      | CUSIP: 36225BZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1558 | PA      | $1626.48       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501845                      | CUSIP: 36210TP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7728 | PA      | $7991.46       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487226                      | CUSIP: 36210BHB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4934 | PA      | $5048.77       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606534                      | CUSIP: 36201XY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24148 | PA      | $24868.55      | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570581                      | CUSIP: 36200R2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2495 | PA      | $2542.53       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506513                      | CUSIP: 36210YVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2666 | PA      | $2729.33       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638669                      | CUSIP: 36291UQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148291 | PA      | $152778.03     | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C03565                      | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6084 | PA      | $5969.85       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486934                      | CUSIP: 36210A4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2024 | PA      | $2070.93       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5898                      | CUSIP: 3617BMRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1196084 | PA      | $1109402.22    | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456249                      | CUSIP: 36208NZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19274 | PA      | $19720.90      | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | 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        |  225925000 | PA      | $228108632.90  | 2.05%             | 2026-03-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754138                      | CUSIP: 36230NS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74107 | PA      | $74115.63      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 664551                      | CUSIP: 36295AH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138506 | PA      | $138902.99     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495776                      | CUSIP: 36210LXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        736 | PA      | $752.76        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4288                      | CUSIP: 36179DXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1140156 | PA      | $1042274.49    | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495813                      | CUSIP: 36210LYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1483 | PA      | $1533.86       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 409188                      | CUSIP: 36206ERH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        149 | PA      | $149.18        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783240                      | CUSIP: 36241LS56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213776 | PA      | $208117.60     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495883                      | CUSIP: 36210L2Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2942 | PA      | $3009.95       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01181                      | CUSIP: 3132GEJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31007 | PA      | $31260.58      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733312                      | CUSIP: 3620ALVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7817 | PA      | $7612.21       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737186                      | CUSIP: 3620AQ6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350058 | PA      | $341492.55     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574002                      | CUSIP: 36200VU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $590.61        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611153                      | CUSIP: 36202V5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5240 | PA      | $5304.83       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782153                      | CUSIP: 36241KMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     527070 | PA      | $536211.55     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633552                      | CUSIP: 36291NZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14825 | PA      | $15107.01      | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681592                      | CUSIP: 36295VF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17014 | PA      | $17351.45      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723027                      | CUSIP: 3620A9HC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47135 | PA      | $47262.90      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4585                      | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8688120 | PA      | $7924669.62    | 0.07%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1021584 | PA      | $987950.71     | 0.01%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471563                      | CUSIP: 36209GZ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1406 | PA      | $1454.16       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604547                      | CUSIP: 36200MTC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13996 | PA      | $13843.87      | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643572                      | CUSIP: 36292A6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5161 | PA      | $5259.25       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758922                      | CUSIP: 36230T4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1806417 | PA      | $1657483.18    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2824                      | CUSIP: 36179RD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17249 | PA      | $15285.43      | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485957                      | CUSIP: 36209YZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         27 | PA      | $27.54         | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2828                      | CUSIP: 36179RD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     346683 | PA      | $346189.92     | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585208                      | CUSIP: 36201KDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1043 | PA      | $1060.42       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713734                      | CUSIP: 36297J4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10276 | PA      | $10048.92      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619718                      | CUSIP: 36290WPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13086 | PA      | $13582.26      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506451                      | CUSIP: 36210YTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6986 | PA      | $7147.80       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487463                      | CUSIP: 36210BQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3382 | PA      | $3460.09       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492110                      | CUSIP: 36210GVB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1151 | PA      | $1190.77       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667568                      | CUSIP: 36295DTZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1104 | PA      | $1103.70       | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5302                      | CUSIP: 36179E3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2855 | PA      | $2628.40       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1976                      | CUSIP: 36178MFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65824 | PA      | $61993.51      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487807                      | CUSIP: 36210B3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311410 | PA      | $312364.40     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577496                      | CUSIP: 36201ARR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2381 | PA      | $2480.71       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8388                      | CUSIP: 36179JJ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130031 | PA      | $120563.85     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737556                      | CUSIP: 3620ARMD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22124 | PA      | $22175.11      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470116                      | CUSIP: 36209FGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8625 | PA      | $8824.75       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567970                      | CUSIP: 36213X6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12582 | PA      | $13086.03      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782226                      | CUSIP: 36241KPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151931 | PA      | $154585.01     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696989                      | CUSIP: 36296PKA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2451 | PA      | $2456.55       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3873                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111042 | PA      | $101465.31     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583025                      | CUSIP: 36201GVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        643 | PA      | $645.92        | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468073                      | CUSIP: 36209C6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.76         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779715                      | CUSIP: 36176YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17297 | PA      | $16788.11      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572049                      | CUSIP: 36200TQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48080 | PA      | $48947.76      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648636                      | CUSIP: 36292GSZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34438 | PA      | $35004.37      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577683                      | CUSIP: 36201AXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12676 | PA      | $13061.67      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552938                      | CUSIP: 36213FHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53624 | PA      | $54512.49      | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552695                      | CUSIP: 36213E7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11215 | PA      | $11643.99      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615781                      | CUSIP: 36290SCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42827 | PA      | $43530.83      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773302                      | CUSIP: 36176Q3K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8613 | PA      | $8355.55       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442874                      | CUSIP: 36207U6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6733 | PA      | $6962.38       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616957                      | CUSIP: 36290TME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69271 | PA      | $72211.58      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783607                      | CUSIP: 3622A2AG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     731870 | PA      | $695338.92     | 0.01%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474705                      | CUSIP: 36209LKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18798 | PA      | $19233.45      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359175                      | CUSIP: 36203T6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1396 | PA      | $1443.81       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781276                      | CUSIP: 36225BMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11697 | PA      | $12096.63      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4560                        | CUSIP: 36202FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2515981 | PA      | $2605960.82    | 0.02%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782073                      | CUSIP: 36241KJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120775 | PA      | $122175.38     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422538                      | CUSIP: 36206VLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $60.80         | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469688                      | CUSIP: 36209EXR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2279 | PA      | $2331.96       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473045                      | CUSIP: 36209JP62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2068 | PA      | $2138.36       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5992                      | CUSIP: 36182AUR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127943 | PA      | $127820.42     | 0.00%             | 2043-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596613                      | CUSIP: 36200BYJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35760 | PA      | $36943.32      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A75836                      | CUSIP: 3128L9PV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3271 | PA      | $3350.22       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753579                      | CUSIP: 36230M6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72339 | PA      | $70617.66      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616787                      | CUSIP: 36290TF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $581.28        | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650004                      | CUSIP: 36292JDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34197 | PA      | $34845.56      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 695062                      | CUSIP: 36296MFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39443 | PA      | $39563.61      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602919                      | CUSIP: 36200JYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22406 | PA      | $23065.50      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470109                      | CUSIP: 36209FGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        937 | PA      | $958.82        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0705                      | CUSIP: 36181FYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64581 | PA      | $59036.99      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481183                      | CUSIP: 36209TRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3164 | PA      | $3237.60       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780912                      | CUSIP: 36225BAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25495 | PA      | $26365.46      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471297                      | CUSIP: 36209GRS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3703 | PA      | $3875.69       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491148                      | CUSIP: 36210FTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9063 | PA      | $9272.67       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464488                      | CUSIP: 36208X6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3702 | PA      | $3787.76       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630102                      | CUSIP: 36291KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36315 | PA      | $37003.95      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606798                      | CUSIP: 36201YDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        499 | PA      | $502.03        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462074                      | CUSIP: 36208VJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12002 | PA      | $12411.72      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606541                      | CUSIP: 36201XZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        619 | PA      | $637.55        | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553303                      | CUSIP: 36213FU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13603 | PA      | $14143.87      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35717 | PA      | $34829.93      | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447977                      | CUSIP: 36208DUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2144 | PA      | $2217.00       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568522                      | CUSIP: 36213YSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11811 | PA      | $12320.34      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429676                      | CUSIP: 36207EJV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9156 | PA      | $9325.76       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15767443 | PA      | $13126066.59   | 0.12%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628857                      | CUSIP: 36291HTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1965 | PA      | $1999.19       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724182                      | CUSIP: 3620AARB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4945 | PA      | $5098.34       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732832                      | CUSIP: 3620ALED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2185 | PA      | $2231.20       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604654                      | CUSIP: 36200MWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15289 | PA      | $15947.14      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475551                      | CUSIP: 36209MH49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1643 | PA      | $1698.88       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9767                      | CUSIP: 36181DZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347725 | PA      | $326008.17     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605590                      | CUSIP: 36200NXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58487 | PA      | $59555.99      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738901                      | CUSIP: 3620AS3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     722321 | PA      | $701909.50     | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487370                      | CUSIP: 36210BMT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3571 | PA      | $3692.46       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460317                      | CUSIP: 36208TK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6750 | PA      | $6980.58       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473140                      | CUSIP: 36209JS51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13571 | PA      | $13885.84      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619174                      | CUSIP: 36290V2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61222 | PA      | $63859.14      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585311                      | CUSIP: 36201KGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75681 | PA      | $78633.39      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720199                      | CUSIP: 3620A6DC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14350 | PA      | $14651.57      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BK9015                      | CUSIP: 3140HPAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114285 | PA      | $111272.35     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6892                      | CUSIP: 36198TUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68519 | PA      | $62189.09      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778385                      | CUSIP: 36176WRE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133363 | PA      | $126532.10     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669712                      | CUSIP: 36295GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48152 | PA      | $49642.25      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782623                      | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120475 | PA      | $117628.84     | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU3795                      | CUSIP: 3138X3GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225795 | PA      | $233559.33     | 0.00%             | 2043-08-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603265                      | CUSIP: 36200KFE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65520 | PA      | $66709.80      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452764                      | CUSIP: 36208J5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6151 | PA      | $6360.44       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604834                      | CUSIP: 36200M4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5487 | PA      | $5705.73       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491073                      | CUSIP: 36210FQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3720 | PA      | $3805.88       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737908                      | CUSIP: 3620ARYD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64805 | PA      | $63068.51      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794360                      | CUSIP: 36177NZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116914 | PA      | $113704.53     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 377671                      | CUSIP: 36204RQY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3759 | PA      | $3886.82       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3342                      | CUSIP: 36178AWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33604 | PA      | $30999.11      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499214                      | CUSIP: 36210QSB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        847 | PA      | $875.75        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3772                        | CUSIP: 36202EFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     642851 | PA      | $654360.55     | 0.01%             | 2035-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0431                      | CUSIP: 3140NUPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3669475 | PA      | $3797028.15    | 0.03%             | 2029-02-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781906                      | CUSIP: 36241KDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5146 | PA      | $5242.83       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457872                      | CUSIP: 36208QT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15139 | PA      | $15489.90      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622282                      | CUSIP: 36291AJ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3141 | PA      | $3203.15       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2392 Z                     | CUSIP: 31339LHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     172169 | PA      | $178811.95     | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443619                      | CUSIP: 36207VYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1642 | PA      | $1698.27       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5244                      | CUSIP: 36184BZH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10723 | PA      | $9842.67       | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465549                      | CUSIP: 36209AEW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1205 | PA      | $1246.02       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474779                      | CUSIP: 36209LM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        482 | PA      | $498.90        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 413979                      | CUSIP: 36206K2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2930 | PA      | $3029.56       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96366                      | CUSIP: 312945CB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4343 | PA      | $4377.11       | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550763                      | CUSIP: 36213CZ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        479 | PA      | $488.55        | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605564                      | CUSIP: 36200NWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21792 | PA      | $22716.84      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588967                      | CUSIP: 36201PJL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1165 | PA      | $1209.77       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759877                      | CUSIP: 36230U6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33003 | PA      | $31191.71      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3929784 | PA      | $3922894.62    | 0.04%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757555                      | CUSIP: 36230SMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3976 | PA      | $3873.97       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574054                      | CUSIP: 36200VWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        370 | PA      | $385.94        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542220                      | CUSIP: 36212SK96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        191 | PA      | $191.21        | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766495                      | CUSIP: 36176HKG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11228 | PA      | $10890.21      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784987                      | CUSIP: 3622AANC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17062790 | PA      | $16033161.99   | 0.14%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08054                      | CUSIP: 3128MJBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4901 | PA      | $4856.89       | 0.00%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0211                      | CUSIP: 36198KGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     218773 | PA      | $205213.55     | 0.00%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620540                      | CUSIP: 36290XLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34897 | PA      | $35489.50      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781568                      | CUSIP: 36225BW53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180192 | PA      | $187963.95     | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462622                      | CUSIP: 36208V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2697 | PA      | $2789.02       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462624                      | CUSIP: 36208V4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22938 | PA      | $23469.98      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494474                      | CUSIP: 36210KJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3961 | PA      | $4052.70       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6424                      | CUSIP: 36180JD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95452 | PA      | $89445.70      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-84 B                  | CUSIP: 38381XDL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8197282 | PA      | $7442323.32    | 0.07%             | 2048-10-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476293                      | CUSIP: 36209NC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2462 | PA      | $2546.25       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670008                      | CUSIP: 36295GKV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     510233 | PA      | $465075.05     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701503                      | CUSIP: 36296UKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1698 | PA      | $1733.45       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467295                      | CUSIP: 36209CC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12105 | PA      | $12385.22      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7589                      | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  403272993 | PA      | $349275343.99  | 3.14%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-9 PA                  | CUSIP: 38378FDU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6512776 | PA      | $5982620.16    | 0.05%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780892                      | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7871 | PA      | $8139.51       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710904                      | CUSIP: 36297FX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7367 | PA      | $7179.11       | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746800                      | CUSIP: 3620C2UZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1523717 | PA      | $1481641.27    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467316                      | CUSIP: 36209CDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2742 | PA      | $2835.58       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553882                      | CUSIP: 36213GJ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14925 | PA      | $15592.02      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704875                      | CUSIP: 36296YCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4057 | PA      | $4071.34       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25265                      | CUSIP: 3132M5QS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22753 | PA      | $22884.15      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506453                      | CUSIP: 36210YTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1197 | PA      | $1237.66       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437096                      | CUSIP: 36207NRR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        839 | PA      | $874.59        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757090                      | CUSIP: 36230R2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21918 | PA      | $21948.59      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY7796                      | CUSIP: 31426SUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1857013 | PA      | $1884012.31    | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640946                      | CUSIP: 36291XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3256 | PA      | $3319.83       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781119                      | CUSIP: 36225BG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3415 | PA      | $3493.90       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749225                      | CUSIP: 3620C5LE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258395 | PA      | $258352.74     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398171                      | CUSIP: 36205RJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        982 | PA      | $988.19        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745256                      | CUSIP: 3620C05R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53198 | PA      | $53290.37      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7528                      | CUSIP: 36180KLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114024 | PA      | $107093.69     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644501                      | CUSIP: 36292CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62719 | PA      | $65326.28      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610371                      | CUSIP: 36202VCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7654 | PA      | $7782.02       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602129                      | CUSIP: 36200H4N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12087 | PA      | $12592.10      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486845                      | CUSIP: 36210AZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29533 | PA      | $30541.29      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781216                      | CUSIP: 36225BK56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21392 | PA      | $22122.00      | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462172                      | CUSIP: 36208VMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7555 | PA      | $7812.39       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468360                      | CUSIP: 36209DJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5867 | PA      | $6066.84       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0096                      | CUSIP: 3617A0C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178233 | PA      | $161938.41     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592042                      | CUSIP: 36201SWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1316 | PA      | $1336.42       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08665                      | CUSIP: 3128MJW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186181 | PA      | $186462.53     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737704                      | CUSIP: 3620ARRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22758 | PA      | $22103.13      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574097                      | CUSIP: 36200VX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2102 | PA      | $2193.79       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520766                      | CUSIP: 36211RQT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17982 | PA      | $18300.28      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653072                      | CUSIP: 36292MQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33259 | PA      | $34387.26      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY5803                      | CUSIP: 31426QNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7295103 | PA      | $7401166.00    | 0.07%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1907                      | CUSIP: 36180UDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160662 | PA      | $147140.87     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782434                      | CUSIP: 36241KV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        292 | PA      | $293.10        | 0.00%             | 2038-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668878                      | CUSIP: 36295FCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34335 | PA      | $35048.37      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769479                      | CUSIP: 36176LUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145595 | PA      | $141788.99     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0393                      | CUSIP: 36179MNJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196059 | PA      | $190758.50     | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636899                      | CUSIP: 36291SRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15294 | PA      | $15584.50      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567321                      | CUSIP: 36213XG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        883 | PA      | $915.33        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A95085                      | CUSIP: 312943UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8539 | PA      | $8386.42       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514313                      | CUSIP: 36211JK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         38 | PA      | $39.16         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC5908                      | CUSIP: 3617B9R57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     819761 | PA      | $761377.06     | 0.01%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5260                        | CUSIP: 36202FZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     699915 | PA      | $700611.88     | 0.01%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7591                      | CUSIP: 36179WNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90785 | PA      | $84308.22      | 0.00%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434249                      | CUSIP: 36207KL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2483 | PA      | $2567.56       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796274                      | CUSIP: 36177Q6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90414 | PA      | $85152.71      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615371                      | CUSIP: 36290RT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        203 | PA      | $203.60        | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769898                      | CUSIP: 36176MDB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146208 | PA      | $146469.20     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4872                      | CUSIP: 36178CMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250299 | PA      | $236079.14     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646394                      | CUSIP: 36292EC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5019 | PA      | $5121.23       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582368                      | CUSIP: 36201F6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10316 | PA      | $10674.11      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0530                      | CUSIP: 36177WST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183324 | PA      | $173347.86     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1977                      | CUSIP: 36178MFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143909 | PA      | $135301.66     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648396                      | CUSIP: 36292GKH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25288 | PA      | $25782.25      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748063                      | CUSIP: 3620C4B82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4950 | PA      | $4950.25       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AK5169                      | CUSIP: 3138E9W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33033 | PA      | $32809.99      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727853                      | CUSIP: 3620AETJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16486 | PA      | $16046.47      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636080                      | CUSIP: 36291RUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21918 | PA      | $22272.84      | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490922                      | CUSIP: 36210FLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6242 | PA      | $6386.73       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427507                      | CUSIP: 36207B3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          4 | PA      | $3.52          | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737672                      | CUSIP: 3620ARQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3625872 | PA      | $3530489.16    | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546575                      | CUSIP: 36212XFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3750 | PA      | $3902.73       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698342                      | CUSIP: 36296QZF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34947 | PA      | $35680.90      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473156                      | CUSIP: 36209JTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        990 | PA      | $995.82        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710716                      | CUSIP: 36297FSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56396 | PA      | $57580.81      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717072                      | CUSIP: 3620A2T55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21881 | PA      | $22341.11      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-189 CZ                | CUSIP: 38380UHS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15795682 | PA      | $13981033.15   | 0.13%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493855                      | CUSIP: 36210JTL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        941 | PA      | $973.42        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734768                      | CUSIP: 3620ANJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46103 | PA      | $43425.65      | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612895                      | CUSIP: 36202X3C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1566 | PA      | $1628.47       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781904                      | CUSIP: 36241KDH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        565 | PA      | $575.35        | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2461                      | CUSIP: 36180DWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247774 | PA      | $233640.26     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9683                      | CUSIP: 3140BAXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     372621 | PA      | $378038.56     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491012                      | CUSIP: 36210FN51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22268 | PA      | $22784.41      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605020                      | CUSIP: 36200NDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73719 | PA      | $75066.12      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605461                      | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     328723 | PA      | $334694.84     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629432                      | CUSIP: 36291JHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110098 | PA      | $112047.69     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774689                      | CUSIP: 36176SNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16869 | PA      | $16370.24      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723654                      | CUSIP: 3620A95P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107117 | PA      | $109299.72     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468164                      | CUSIP: 36209DB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4553 | PA      | $4708.90       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625973                      | CUSIP: 36291EMW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36290 | PA      | $36963.71      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487499                      | CUSIP: 36210BRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17618 | PA      | $18218.80      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-22 PE                 | CUSIP: 38383MNW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5189952 | PA      | $4673107.31    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553201                      | CUSIP: 36213FRW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        898 | PA      | $919.32        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6598                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44575105 | PA      | $38731933.21   | 0.35%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737915                      | CUSIP: 3620ARYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30161 | PA      | $29337.54      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2456                      | CUSIP: 36178MWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67875 | PA      | $62162.32      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509372                      | CUSIP: 36211C2D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5182 | PA      | $5358.73       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464410                      | CUSIP: 36208X3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4573 | PA      | $4678.93       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649995                      | CUSIP: 36292JC80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7442 | PA      | $7579.26       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612871                      | CUSIP: 36202X2C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22741 | PA      | $23054.97      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638344                      | CUSIP: 36291UER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2354 | PA      | $2400.78       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433880                      | CUSIP: 36207J6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1499 | PA      | $1549.90       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756631                      | CUSIP: 36230RLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14926 | PA      | $14518.79      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712940                      | CUSIP: 36297JBH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27562 | PA      | $26805.44      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456970                      | CUSIP: 36208PT32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        509 | PA      | $526.60        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754631                      | CUSIP: 36230PEC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60630 | PA      | $57583.70      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622085                      | CUSIP: 36291ACW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1004 | PA      | $1015.69       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619150                      | CUSIP: 36290VZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16019 | PA      | $16323.77      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629368                      | CUSIP: 36291JFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25971 | PA      | $26453.42      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506399                      | CUSIP: 36210YRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1116 | PA      | $1141.44       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769632                      | CUSIP: 36176LY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245045 | PA      | $231823.70     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682454                      | CUSIP: 36295WE37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167106 | PA      | $167491.63     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475692                      | CUSIP: 36209MNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2355 | PA      | $2409.21       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737222                      | CUSIP: 3620ARAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16826 | PA      | $16879.85      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503355                      | CUSIP: 36210VE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2029 | PA      | $2076.25       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5974                      | CUSIP: 36182AT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     438610 | PA      | $410704.66     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644816                      | CUSIP: 36292CK52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4976 | PA      | $5163.56       | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552692                      | CUSIP: 36213E7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89792 | PA      | $89761.53      | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799164                      | CUSIP: 36177UFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36258 | PA      | $34228.16      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620069                      | CUSIP: 36290W2A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3831 | PA      | $3992.35       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495239                      | CUSIP: 36210LEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3372 | PA      | $3449.75       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691702                      | CUSIP: 36296HNT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329310 | PA      | $320323.70     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764470                      | CUSIP: 36176FCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76292 | PA      | $76521.90      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603650                      | CUSIP: 36200KTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9823 | PA      | $10220.44      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462598                      | CUSIP: 36208V3F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2723 | PA      | $2786.21       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737654                      | CUSIP: 3620ARQF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262667 | PA      | $263065.25     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607006                      | CUSIP: 36201YKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        855 | PA      | $867.37        | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648850                      | CUSIP: 36292GZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4638 | PA      | $4728.72       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2971                      | CUSIP: 36178AJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91657 | PA      | $88869.92      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04691                      | CUSIP: 3128M6RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158199 | PA      | $162041.30     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8636                      | CUSIP: 36178GSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378828 | PA      | $347856.33     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9863                      | CUSIP: 36184H5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228486 | PA      | $220034.73     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449253                      | CUSIP: 36208FBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6657 | PA      | $6811.10       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764288                      | CUSIP: 36176E2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150829 | PA      | $151201.03     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604445                      | CUSIP: 36200MP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19754 | PA      | $20094.67      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454463                      | CUSIP: 36208LZ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3347 | PA      | $3461.41       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756933                      | CUSIP: 36230RV29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1142682 | PA      | $1111128.74    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465825                      | CUSIP: 36209APJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1387 | PA      | $1434.05       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618510                      | CUSIP: 36290VDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3876 | PA      | $3920.98       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2013-52 JE                 | CUSIP: 3136AEJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1875588 | PA      | $1778029.25    | 0.02%             | 2042-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1137                      | CUSIP: 36181GHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2362 | PA      | $2184.08       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4509                      | CUSIP: 36179TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5021526 | PA      | $4585322.44    | 0.04%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2021                      | CUSIP: 36179BG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104113 | PA      | $97759.69      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748521                      | CUSIP: 3620C4SJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6782 | PA      | $6795.98       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610361                      | CUSIP: 36202VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80545 | PA      | $81879.58      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794556                      | CUSIP: 36177PB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201089 | PA      | $190506.27     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565708                      | CUSIP: 36213VNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15512 | PA      | $16044.47      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473483                      | CUSIP: 36209J6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4249 | PA      | $4393.69       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     584923 | PA      | $555043.92     | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474700                      | CUSIP: 36209LKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1035 | PA      | $1058.91       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13811678 | PA      | $13455643.19   | 0.12%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551943                      | CUSIP: 36213EEQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4036 | PA      | $4173.41       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608612                      | CUSIP: 36202TDR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111418 | PA      | $114484.82     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451678                      | CUSIP: 36208HXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7887 | PA      | $8069.56       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449889                      | CUSIP: 36208FXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        590 | PA      | $610.60        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5074                      | CUSIP: 36181LT73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99552 | PA      | $91621.88      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783199                      | CUSIP: 36241LRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7533 | PA      | $7329.72       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487642                      | CUSIP: 36210BWB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        479 | PA      | $489.76        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593623                      | CUSIP: 36201UPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8264 | PA      | $8607.18       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615622                      | CUSIP: 36290R4F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47611 | PA      | $48442.47      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732061                      | CUSIP: 3620AKJE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120612 | PA      | $117600.00     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC8677                      | CUSIP: 3140F4UB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     378185 | PA      | $367173.31     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760099                      | CUSIP: 36176AGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45074 | PA      | $45180.27      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769627                      | CUSIP: 36176LYY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     421295 | PA      | $397040.20     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669968                      | CUSIP: 36295GJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     914232 | PA      | $833920.37     | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736622                      | CUSIP: 3620AQLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85161 | PA      | $86899.32      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783436                      | CUSIP: 36241LY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29659 | PA      | $28035.31      | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458382                      | CUSIP: 36208RFX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        124 | PA      | $126.91        | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743004                      | CUSIP: 3620AXNV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     363201 | PA      | $352996.05     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 439496                      | CUSIP: 36207RGD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2248 | PA      | $2324.62       | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430634                      | CUSIP: 36207FLP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        375 | PA      | $387.53        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539116                      | CUSIP: 36212N3Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        424 | PA      | $442.20        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604801                      | CUSIP: 36200M3J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68573 | PA      | $69802.94      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609111                      | CUSIP: 36202TVC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1090869 | PA      | $1003204.56    | 0.01%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8509                      | CUSIP: 36179JN29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34617 | PA      | $31896.58      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE4692                      | CUSIP: 3140BHGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1331698 | PA      | $1351059.63    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675182                      | CUSIP: 36295NCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9223 | PA      | $9414.38       | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-18 PT                 | CUSIP: 38381BZ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7889187 | PA      | $7276894.18    | 0.07%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752943                      | CUSIP: 36230MHU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25332 | PA      | $25459.05      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18482779 | PA      | $18839694.87   | 0.17%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640221                      | CUSIP: 36291WG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7736 | PA      | $8062.23       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9985                      | CUSIP: 36181ECW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86505 | PA      | $79675.53      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720165                      | CUSIP: 3620A6CA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4209 | PA      | $4103.27       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729542                      | CUSIP: 3620AGP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9310 | PA      | $9329.09       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626466                      | CUSIP: 36291E6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85985 | PA      | $89349.79      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783711                      | CUSIP: 3622A2DQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     416338 | PA      | $417124.07     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550602                      | CUSIP: 36213CU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2868 | PA      | $2882.73       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7577                      | CUSIP: 36178UM26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103498 | PA      | $97697.70      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620614                      | CUSIP: 36290XN71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        754 | PA      | $758.27        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735221                      | CUSIP: 3620ANYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34273 | PA      | $33293.64      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC9764                      | CUSIP: 3140F5Z63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     337593 | PA      | $327763.24     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610389                      | CUSIP: 36202VC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10853 | PA      | $11049.27      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739983                      | CUSIP: 3620AUCU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49117 | PA      | $45540.61      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675304                      | CUSIP: 36295NGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35673 | PA      | $36419.59      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778971                      | CUSIP: 36176XFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61315 | PA      | $61273.34      | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733609                      | CUSIP: 3620AMAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5475 | PA      | $5590.01       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5902322 | PA      | $5694336.48    | 0.05%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682756                      | CUSIP: 36295WQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1313 | PA      | $1339.94       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473120                      | CUSIP: 36209JSH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1081 | PA      | $1118.09       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616917                      | CUSIP: 36290TK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31330 | PA      | $31948.21      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783065                      | CUSIP: 36241LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42962 | PA      | $43862.44      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451706                      | CUSIP: 36208HYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13382 | PA      | $13838.39      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741372                      | CUSIP: 3620AVT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     314227 | PA      | $314985.29     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716078                      | CUSIP: 3620A1Q76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143832 | PA      | $144126.28     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561645                      | CUSIP: 36213Q5E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4369 | PA      | $4575.99       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2579                      | CUSIP: 36183X2L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110324 | PA      | $101458.30     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  295912824 | PA      | $256290540.77  | 2.30%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO9434                      | CUSIP: 3617AAPT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147278 | PA      | $133448.56     | 0.00%             | 2045-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635986                      | CUSIP: 36291RRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3184 | PA      | $3245.50       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34914122 | PA      | $30304637.21   | 0.27%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699870                      | CUSIP: 36296SQX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     328957 | PA      | $329784.18     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458485                      | CUSIP: 36208RJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15477 | PA      | $16004.69      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3750                      | CUSIP: 36179DEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38282 | PA      | $35327.70      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24223702 | PA      | $23317119.81   | 0.21%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457154                      | CUSIP: 36208PZT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8189 | PA      | $8468.54       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7253                      | CUSIP: 36180KBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     420797 | PA      | $377474.56     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616473                      | CUSIP: 36290S2E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5803 | PA      | $5902.37       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-116 DA                | CUSIP: 38379ENP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2970244 | PA      | $2794563.27    | 0.03%             | 2044-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761840                      | CUSIP: 36176CEM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105968 | PA      | $106122.79     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613841                      | CUSIP: 36290N5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3711 | PA      | $3777.50       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 175344                      | CUSIP: 36216UWD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1094 | PA      | $1131.77       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577558                      | CUSIP: 36201ATP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        971 | PA      | $993.27        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483940                      | CUSIP: 36209WS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3326 | PA      | $3402.82       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08558                      | CUSIP: 3128MJTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150265 | PA      | $146485.32     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449523                      | CUSIP: 36208FLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3051 | PA      | $3154.81       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615888                      | CUSIP: 36290SF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     607064 | PA      | $617741.54     | 0.01%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612037                      | CUSIP: 36202W4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14120 | PA      | $14377.87      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555857                      | CUSIP: 36213JQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3778 | PA      | $3949.42       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615503                      | CUSIP: 36290RX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29086 | PA      | $29582.80      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507895                      | CUSIP: 36211BGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1692 | PA      | $1749.34       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770394                      | CUSIP: 36176MUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147565 | PA      | $147772.77     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6230                      | CUSIP: 36180Y4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91609 | PA      | $85075.09      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485195                      | CUSIP: 36209X7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2859 | PA      | $2956.81       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645923                      | CUSIP: 36292DSL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28437 | PA      | $29525.11      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4308                      | CUSIP: 36179DYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59553 | PA      | $54089.74      | 0.00%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475501                      | CUSIP: 36209MGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1762 | PA      | $1822.55       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560777                      | CUSIP: 36213P6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8442 | PA      | $8717.39       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757039                      | CUSIP: 36230RZC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24185 | PA      | $23529.31      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00051                      | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137854 | PA      | $141297.86     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667639                      | CUSIP: 36295DV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82331 | PA      | $80499.73      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745166                      | CUSIP: 3620C0Z76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37772 | PA      | $37954.77      | 0.00%             | 2038-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707299                      | CUSIP: 36297BX48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     686392 | PA      | $688394.46     | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605724                      | CUSIP: 36200N4H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3536 | PA      | $3672.74       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4648                      | CUSIP: 36179TEV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73595 | PA      | $57822.94      | 0.00%             | 2047-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710145                      | CUSIP: 36297E5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167156 | PA      | $162321.58     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484069                      | CUSIP: 36209WW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4775 | PA      | $4885.91       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604622                      | CUSIP: 36200MVP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113744 | PA      | $115703.02     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632016                      | CUSIP: 36291MDV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3537 | PA      | $3691.33       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480051                      | CUSIP: 36209SH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14050 | PA      | $14529.30      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419150                      | CUSIP: 36206RTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        696 | PA      | $719.59        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6298                      | CUSIP: 36178D7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     666717 | PA      | $612672.30     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466109                      | CUSIP: 36209AYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1722 | PA      | $1780.56       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682484                      | CUSIP: 36295WFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342053 | PA      | $332830.17     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5697                      | CUSIP: 31417CKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9671 | PA      | $9574.73       | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783903                      | CUSIP: 3622A2KQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116288 | PA      | $109505.92     | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499296                      | CUSIP: 36210QUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3349 | PA      | $3463.23       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469779                      | CUSIP: 36209E2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        281 | PA      | $287.52        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736954                      | CUSIP: 3620AQWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55899 | PA      | $54337.42      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779378                      | CUSIP: 36176XUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34184 | PA      | $31632.93      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 475345                      | CUSIP: 36209MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40078 | PA      | $38757.61      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503891                      | CUSIP: 36210VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3554 | PA      | $3636.44       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY8492                      | CUSIP: 31426TNJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2029652 | PA      | $2059160.41    | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3457                        | CUSIP: 36202DZW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1454 | PA      | $1459.93       | 0.00%             | 2033-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615410                      | CUSIP: 36290RVB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86692 | PA      | $88184.50      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4005                      | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56596 | PA      | $54866.70      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL3167                      | CUSIP: 36183YQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318130 | PA      | $288540.93     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644781                      | CUSIP: 36292CJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93400 | PA      | $95220.99      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476218                      | CUSIP: 36209NAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3265 | PA      | $3376.53       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4636                        | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12863429 | PA      | $12888168.08   | 0.12%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1399                      | CUSIP: 36180CRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366609 | PA      | $343886.45     | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769765                      | CUSIP: 36176L6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28011 | PA      | $28052.07      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568450                      | CUSIP: 36213YQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6560 | PA      | $6785.49       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1569                      | CUSIP: 36178LW66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7504 | PA      | $6911.31       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492916                      | CUSIP: 36210HSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18738 | PA      | $19172.28      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609682                      | CUSIP: 36202UJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118823 | PA      | $120968.35     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781485                      | CUSIP: 36225BUJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1666486 | PA      | $1718741.94    | 0.02%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6893                      | CUSIP: 36183QUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71191 | PA      | $64705.12      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450630                      | CUSIP: 36208GST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2517 | PA      | $2603.33       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462626                      | CUSIP: 36208V4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        558 | PA      | $577.46        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7921                      | CUSIP: 36179HYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     348180 | PA      | $328322.03     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583670                      | CUSIP: 36201HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57729 | PA      | $58685.81      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 782550                      | CUSIP: 36241KZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6193 | PA      | $6311.56       | 0.00%             | 2039-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1848                      | CUSIP: 36178MBR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212335 | PA      | $203323.54     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2525                      | CUSIP: 36180UYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292872 | PA      | $274512.43     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565784                      | CUSIP: 36213VRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4101 | PA      | $4292.64       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481206                      | CUSIP: 36209TR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10264 | PA      | $10717.21      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591202                      | CUSIP: 36201RX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5073 | PA      | $5098.52       | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582386                      | CUSIP: 36201F6X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78070 | PA      | $80846.72      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606706                      | CUSIP: 36201YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7386 | PA      | $7691.40       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2826                      | CUSIP: 36178ND71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98321 | PA      | $90839.34      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604244                      | CUSIP: 36200MHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1427 | PA      | $1486.16       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486667                      | CUSIP: 36210ATY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15521 | PA      | $16169.84      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490984                      | CUSIP: 36210FM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2913 | PA      | $2980.74       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711754                      | CUSIP: 36297GWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1931534 | PA      | $1772951.53    | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490972                      | CUSIP: 36210FMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8968 | PA      | $9176.36       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572107                      | CUSIP: 36200TR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3945 | PA      | $4054.29       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497630                      | CUSIP: 36210NY37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1157 | PA      | $1183.69       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615388                      | CUSIP: 36290RUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37363 | PA      | $37556.42      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6189                      | CUSIP: 36178D2W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197025 | PA      | $185049.16     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684334                      | CUSIP: 36295YHK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32313 | PA      | $32975.71      | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542658                      | CUSIP: 36212SZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66463 | PA      | $69226.01      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493944                      | CUSIP: 36210JWD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        444 | PA      | $459.17        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594120                      | CUSIP: 36201VAV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61828 | PA      | $62900.10      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-23 ZM                 | CUSIP: 38381RVG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5742900 | PA      | $4543118.33    | 0.04%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63289 | PA      | $63397.11      | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783217                      | CUSIP: 36241LSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175815 | PA      | $179520.47     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713046                      | CUSIP: 36297JET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     725289 | PA      | $727822.10     | 0.01%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782713                      | CUSIP: 36241LAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48557 | PA      | $50073.28      | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781990                      | CUSIP: 36241KF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231340 | PA      | $240326.74     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3979                      | CUSIP: 36179SM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149688 | PA      | $146616.07     | 0.00%             | 2031-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 665192                      | CUSIP: 36295A7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        394 | PA      | $400.66        | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473113                      | CUSIP: 36209JSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1155 | PA      | $1194.83       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490604                      | CUSIP: 36210FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        628 | PA      | $628.75        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520539                      | CUSIP: 36211RHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3394 | PA      | $3511.14       | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1743                      | CUSIP: 36179A5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66475 | PA      | $61132.51      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752020                      | CUSIP: 36230LG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111542 | PA      | $111548.37     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701345                      | CUSIP: 36296UES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        929 | PA      | $932.19        | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570185                      | CUSIP: 36200RNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7359 | PA      | $7692.03       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611537                      | CUSIP: 36202WLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        280 | PA      | $286.42        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494911                      | CUSIP: 36210KYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6874 | PA      | $7108.64       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641511                      | CUSIP: 36291XVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17199 | PA      | $17484.25      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769597                      | CUSIP: 36176LX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114420 | PA      | $110922.32     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508267                      | CUSIP: 36211BTY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15270 | PA      | $15624.18      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597962                      | CUSIP: 36200DJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5080 | PA      | $5166.38       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1716                      | CUSIP: 36179A3Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1153452 | PA      | $1059551.43    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4071                        | CUSIP: 36202EQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15552 | PA      | $15845.87      | 0.00%             | 2038-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490664                      | CUSIP: 36210FB96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3541 | PA      | $3662.17       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615272                      | CUSIP: 36290RQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        664 | PA      | $667.13        | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751887                      | CUSIP: 36230LCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11252 | PA      | $10955.70      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422656                      | CUSIP: 36206VQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        204 | PA      | $204.00        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678540                      | CUSIP: 36295RZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61911 | PA      | $63220.34      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3651                        | CUSIP: 36202EBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1065 | PA      | $1083.83       | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735212                      | CUSIP: 3620ANYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37985 | PA      | $36886.42      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487238                      | CUSIP: 36210BHP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10347 | PA      | $10586.72      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458047                      | CUSIP: 36208QZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5184 | PA      | $5303.79       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794144                      | CUSIP: 36177NTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38193 | PA      | $35927.77      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469162                      | CUSIP: 36209EFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3067 | PA      | $3087.99       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497358                      | CUSIP: 36210NQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3914 | PA      | $4047.68       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739708                      | CUSIP: 3620ATYD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100031 | PA      | $102149.52     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6110                      | CUSIP: 3617BMYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     390422 | PA      | $362127.32     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670035                      | CUSIP: 36295GLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181304 | PA      | $165317.29     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2599                      | CUSIP: 36179Q3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     721932 | PA      | $640724.40     | 0.01%             | 2045-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765946                      | CUSIP: 36176GWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     355467 | PA      | $345421.72     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554051                      | CUSIP: 36213GQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24442 | PA      | $25359.36      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509396                      | CUSIP: 36211C3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        480 | PA      | $482.78        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737993                      | CUSIP: 3620AR3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374266 | PA      | $364235.49     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497014                      | CUSIP: 36210NDT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        419 | PA      | $428.62        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5821                      | CUSIP: 36178DPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86761 | PA      | $80065.10      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765130                      | CUSIP: 36176FY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     405182 | PA      | $393328.41     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6753                      | CUSIP: 36184DQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50396 | PA      | $48605.37      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582382                      | CUSIP: 36201F6T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3665 | PA      | $3811.11       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743018                      | CUSIP: 3620AXPB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68953 | PA      | $68986.55      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2914                      | CUSIP: 36179CGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335064 | PA      | $315271.42     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537404                      | CUSIP: 36212MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9153 | PA      | $9538.30       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole                                               | CREDIT AGRICOLE TRIPARTY TSY   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738227                      | CUSIP: 3620ASD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273969 | PA      | $266672.20     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BT1891                      | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12102176 | PA      | $10415529.69   | 0.09%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711137                      | CUSIP: 36297GBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177589 | PA      | $181368.00     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593454                      | CUSIP: 36201UH72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103246 | PA      | $103784.87     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592769                      | CUSIP: 36201TQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4695 | PA      | $4888.15       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505633                      | CUSIP: 36210XV20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2037 | PA      | $2106.65       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574559                      | CUSIP: 36200WJC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167882 | PA      | $170969.32     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1621                      | CUSIP: 3140LBYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2084919 | PA      | $1684490.29    | 0.02%             | 2036-04-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796879                      | CUSIP: 36177RUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114651 | PA      | $108108.20     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467013                      | CUSIP: 36209BYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        246 | PA      | $254.63        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467003                      | CUSIP: 36209BX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        507 | PA      | $524.68        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458974                      | CUSIP: 36208R2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6267 | PA      | $6411.84       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602698                      | CUSIP: 36200JRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8055 | PA      | $8365.39       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487460                      | CUSIP: 36210BQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2421 | PA      | $2477.47       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7590                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  132315202 | PA      | $119580948.65  | 1.07%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 436256                      | CUSIP: 36207MTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9299 | PA      | $9514.72       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608280                      | CUSIP: 36202SXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212502 | PA      | $216079.93     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4010                      | CUSIP: 36178QN32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80245 | PA      | $73824.73      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3805                        | CUSIP: 36202EGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40954 | PA      | $41693.48      | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471617                      | CUSIP: 36209G4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1314 | PA      | $1358.97       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792575                      | CUSIP: 36177L2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302644 | PA      | $286925.56     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763890                      | CUSIP: 36176ENF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168977 | PA      | $156119.53     | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711803                      | CUSIP: 36297GX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     336820 | PA      | $309870.53     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781881                      | CUSIP: 36241KCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31179 | PA      | $31757.82      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760485                      | CUSIP: 36176AUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46869 | PA      | $45458.90      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1612                      | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     616616 | PA      | $553418.47     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3567                        | CUSIP: 36202D6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1047 | PA      | $1051.42       | 0.00%             | 2034-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751903                      | CUSIP: 36230LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52296 | PA      | $52468.83      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1714                      | CUSIP: 36179A3X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     692685 | PA      | $642252.95     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460761                      | CUSIP: 36208TZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        974 | PA      | $1007.74       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570767                      | CUSIP: 36200SCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14063 | PA      | $14595.64      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491229                      | CUSIP: 36210FVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6600 | PA      | $6824.93       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717312                      | CUSIP: 3620A23V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5089 | PA      | $4956.28       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574454                      | CUSIP: 36200WE31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3869 | PA      | $4042.15       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK4661                      | CUSIP: 36183NFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170373 | PA      | $154852.19     | 0.00%             | 2045-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609089                      | CUSIP: 36202TUN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73211 | PA      | $74757.31      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593443                      | CUSIP: 36201UHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37809 | PA      | $38491.87      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561519                      | CUSIP: 36213QYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        687 | PA      | $714.66        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411833                      | CUSIP: 36206HPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2483 | PA      | $2568.09       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3952                        | CUSIP: 36202EL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83251 | PA      | $84817.53      | 0.00%             | 2037-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672712                      | CUSIP: 36295KKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60544 | PA      | $61812.82      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635330                      | CUSIP: 36291QY32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31954 | PA      | $33303.45      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618996                      | CUSIP: 36290VUV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19381 | PA      | $19709.85      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552847                      | CUSIP: 36213FEU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     345322 | PA      | $357742.14     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464752                      | CUSIP: 36208YH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5710 | PA      | $5904.93       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449295                      | CUSIP: 36208FC81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4658 | PA      | $4816.68       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96423                      | CUSIP: 312945D47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16025 | PA      | $16425.61      | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482491                      | CUSIP: 36209U7C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1584 | PA      | $1638.15       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2616                      | CUSIP: 36178M3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40489 | PA      | $37193.26      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730392                      | CUSIP: 3620AHNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41412 | PA      | $41498.87      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467783                      | CUSIP: 36209CUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3230 | PA      | $3340.04       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697824                      | CUSIP: 36296QG94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3497 | PA      | $3509.18       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599863                      | CUSIP: 36200FML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2403 | PA      | $2496.82       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7474                      | CUSIP: 36179WJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15766717 | PA      | $14666453.94   | 0.13%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594948                      | CUSIP: 36201V5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67390 | PA      | $69786.66      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23242637 | PA      | $22463918.47   | 0.20%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547575                      | CUSIP: 36212YJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1699 | PA      | $1752.22       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594900                      | CUSIP: 36201V3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64022 | PA      | $66424.37      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565163                      | CUSIP: 36213UZ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130935 | PA      | $133284.52     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717284                      | CUSIP: 3620A22R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35623 | PA      | $35687.98      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463732                      | CUSIP: 36208XED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8835 | PA      | $9039.29       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620539                      | CUSIP: 36290XLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7652 | PA      | $7692.83       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579139                      | CUSIP: 36201CLU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        852 | PA      | $881.35        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451253                      | CUSIP: 36208HH66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9714 | PA      | $9939.62       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620478                      | CUSIP: 36290XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10970 | PA      | $11152.74      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733401                      | CUSIP: 3620ALX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71590 | PA      | $65372.66      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737648                      | CUSIP: 3620ARP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133963 | PA      | $134236.80     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5647                      | CUSIP: 36178DHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     685316 | PA      | $629344.69     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506396                      | CUSIP: 36210YRR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        506 | PA      | $517.37        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474706                      | CUSIP: 36209LKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3548 | PA      | $3669.43       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 435036                      | CUSIP: 36207LHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3711 | PA      | $3865.18       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643398                      | CUSIP: 36292AX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3772 | PA      | $3790.63       | 0.00%             | 2035-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470121                      | CUSIP: 36209FG60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1460 | PA      | $1510.09       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD7118                      | CUSIP: 3617BN4B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205224 | PA      | $190351.46     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8417                      | CUSIP: 36179JK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1848937 | PA      | $1703612.64    | 0.02%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738005                      | CUSIP: 3620AR3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6462 | PA      | $6174.43       | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623827                      | CUSIP: 36291CA47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1476 | PA      | $1493.00       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701857                      | CUSIP: 36296UWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     542431 | PA      | $544040.28     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101262 | PA      | $98830.58      | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44397979 | PA      | $42253423.09   | 0.38%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502969                      | CUSIP: 36210UW66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16586 | PA      | $16970.40      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752474                      | CUSIP: 36230LXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122046 | PA      | $122346.48     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586967                      | CUSIP: 36201MCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10302 | PA      | $10680.45      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487696                      | CUSIP: 36210BXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61342 | PA      | $57749.20      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5987                      | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5122483 | PA      | $5095894.06    | 0.05%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615947                      | CUSIP: 36290SHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140932 | PA      | $143126.46     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741646                      | CUSIP: 3620AV5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3997 | PA      | $4017.42       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616015                      | CUSIP: 36290SK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244420 | PA      | $248718.94     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658755                      | CUSIP: 36294SZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3439 | PA      | $3543.38       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710505                      | CUSIP: 36297FKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27362 | PA      | $26669.62      | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3700                        | CUSIP: 36202EDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1595 | PA      | $1601.69       | 0.00%             | 2035-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445917                      | CUSIP: 36207YK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1241 | PA      | $1283.28       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723559                      | CUSIP: 3620A9ZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152704 | PA      | $153008.24     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726440                      | CUSIP: 3620ADBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1735401 | PA      | $1772084.73    | 0.02%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473539                      | CUSIP: 36209KBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4390 | PA      | $4539.33       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478615                      | CUSIP: 36209QVG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2025 | PA      | $2032.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454559                      | CUSIP: 36208L5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3668 | PA      | $3752.75       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9682                      | CUSIP: 36180NXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     998671 | PA      | $918766.82     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550694                      | CUSIP: 36213CXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31266 | PA      | $31877.49      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487428                      | CUSIP: 36210BPM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25935 | PA      | $26820.23      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733384                      | CUSIP: 3620ALXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2592165 | PA      | $2359361.74    | 0.02%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461592                      | CUSIP: 36208UXV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        135 | PA      | $139.64        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670026                      | CUSIP: 36295GLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101832 | PA      | $92392.96      | 0.00%             | 2045-07-15      | 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        |   11118036 | PA      | $10446407.38   | 0.09%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775544                      | CUSIP: 36176TLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151221 | PA      | $146821.92     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683024                      | CUSIP: 36295WYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25191 | PA      | $26512.74      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 519257                      | CUSIP: 36211PZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3120 | PA      | $3245.81       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3543                        | CUSIP: 36202D5C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3891 | PA      | $3955.22       | 0.00%             | 2034-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704185                      | CUSIP: 36296XJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41441 | PA      | $42737.40      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606895                      | CUSIP: 36201YGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9410 | PA      | $9558.05       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q52184                      | CUSIP: 3132XUNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30878 | PA      | $28871.34      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705732                      | CUSIP: 36297AA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1586 | PA      | $1619.79       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429760                      | CUSIP: 36207EMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21493 | PA      | $22309.48      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2491                      | CUSIP: 36178MXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17289 | PA      | $15881.87      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5228 DG                    | CUSIP: 3137H7U76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5339141 | PA      | $5186439.88    | 0.05%             | 2046-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2097                      | CUSIP: 36180UKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364018 | PA      | $343060.45     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647843                      | CUSIP: 36292FWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        518 | PA      | $528.27        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497582                      | CUSIP: 36210NXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        926 | PA      | $958.12        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719424                      | CUSIP: 3620A5G94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25162 | PA      | $25257.97      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU0797                      | CUSIP: 36194M3E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     970106 | PA      | $902529.72     | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7153                      | CUSIP: 36180J5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83241 | PA      | $76639.39      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603403                      | CUSIP: 36200KKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67802 | PA      | $70541.27      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2972                      | CUSIP: 36183YJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138665 | PA      | $133496.39     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730118                      | CUSIP: 3620AHDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35226 | PA      | $35964.66      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4442                      | CUSIP: 36180F5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134890 | PA      | $120022.35     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765884                      | CUSIP: 36176GUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41991 | PA      | $40721.15      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474111                      | CUSIP: 36209KVC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10575 | PA      | $10935.83      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468733                      | CUSIP: 36209DV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3464 | PA      | $3582.12       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3977                        | CUSIP: 36202EM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        290 | PA      | $306.52        | 0.00%             | 2037-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711966                      | CUSIP: 36297G6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33302 | PA      | $33405.65      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736154                      | CUSIP: 3620APZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50116 | PA      | $50208.18      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762854                      | CUSIP: 36176DH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55548 | PA      | $55623.48      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7534                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  144155780 | PA      | $124853537.29  | 1.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-68 PH                 | CUSIP: 31392AYW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137939 | PA      | $142711.48     | 0.00%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618224                      | CUSIP: 36290UYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25552 | PA      | $26285.55      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464323                      | CUSIP: 36208XYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1194 | PA      | $1234.93       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604900                      | CUSIP: 36200M7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44391 | PA      | $45187.48      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726334                      | CUSIP: 3620AC4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1425 | PA      | $1429.28       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08666                      | CUSIP: 3128MJW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19083 | PA      | $17426.74      | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662528                      | CUSIP: 36294XA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4242 | PA      | $4329.26       | 0.00%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591330                      | CUSIP: 36201R4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1649 | PA      | $1686.79       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598001                      | CUSIP: 36200DKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1310 | PA      | $1343.81       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630937                      | CUSIP: 36291K4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11153 | PA      | $11616.58      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5329                      | CUSIP: 36179T4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8732468 | PA      | $8169473.18    | 0.07%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711537                      | CUSIP: 36297GPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4578500 | PA      | $4452812.48    | 0.04%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471847                      | CUSIP: 36209HEU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6032 | PA      | $6237.73       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473048                      | CUSIP: 36209JP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6789 | PA      | $7020.33       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636236                      | CUSIP: 36291RY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223920 | PA      | $228115.10     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629369                      | CUSIP: 36291JFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        560 | PA      | $570.92        | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580684                      | CUSIP: 36201ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17312 | PA      | $17623.07      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747136                      | CUSIP: 3620C3BD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25244 | PA      | $24555.47      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727380                      | CUSIP: 3620AECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13308 | PA      | $13339.37      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797250                      | CUSIP: 36177SBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8323 | PA      | $7850.40       | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634394                      | CUSIP: 36291PXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        506 | PA      | $505.66        | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487475                      | CUSIP: 36210BQ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3450 | PA      | $3567.60       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 455029                      | CUSIP: 36208MPN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3811 | PA      | $3940.76       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723534                      | CUSIP: 3620A9Y70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180371 | PA      | $180860.77     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A72748                      | CUSIP: 3128L6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9964 | PA      | $10204.34      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793150                      | CUSIP: 36177MQC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     986234 | PA      | $929953.62     | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495840                      | CUSIP: 36210LZD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3452 | PA      | $3531.50       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461508                      | CUSIP: 36208UU96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3120 | PA      | $3226.35       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667418                      | CUSIP: 36295DPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3761 | PA      | $3660.39       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606528                      | CUSIP: 36201XYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1925 | PA      | $1963.84       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770014                      | CUSIP: 36176MGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     861830 | PA      | $794397.33     | 0.01%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711551                      | CUSIP: 36297GQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12337497 | PA      | $11986854.54   | 0.11%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467993                      | CUSIP: 36209C3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        921 | PA      | $952.61        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646865                      | CUSIP: 36292ETW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3458 | PA      | $3526.11       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602109                      | CUSIP: 36200H3S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30157 | PA      | $30712.81      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758312                      | CUSIP: 36230TGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28059 | PA      | $27215.07      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00405                      | CUSIP: 3132GDNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1687 | PA      | $1702.94       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528141                      | CUSIP: 36212AWA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70128 | PA      | $72988.78      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V82341                      | CUSIP: 3132L7S67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23893 | PA      | $23303.16      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738255                      | CUSIP: 3620ASE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211633 | PA      | $212164.76     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647729                      | CUSIP: 36292FSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50814 | PA      | $51081.52      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  397489231 | PA      | $330808305.53  | 2.97%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743728                      | CUSIP: 3620AYHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25626 | PA      | $26168.37      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569452                      | CUSIP: 36200QTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1370 | PA      | $1401.58       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582354                      | CUSIP: 36201F5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110781 | PA      | $114894.75     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782604                      | CUSIP: 36241K3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7301 | PA      | $7529.27       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718150                      | CUSIP: 3620A3ZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342117 | PA      | $343029.38     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481895                      | CUSIP: 36209UKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1062 | PA      | $1098.41       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764403                      | CUSIP: 36176FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6822 | PA      | $6822.81       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 10YR NOTE (CBT)Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        428 | NC      | $-324623.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6018                      | CUSIP: 3617BMVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1084490 | PA      | $1005895.56    | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622532                      | CUSIP: 36291ASV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10919 | PA      | $11103.27      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622549                      | CUSIP: 36291ATE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58767 | PA      | $59771.65      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54421                      | CUSIP: 3132XW4F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143634 | PA      | $134971.13     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566478                      | CUSIP: 36213WJX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20766 | PA      | $21118.08      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470270                      | CUSIP: 36209FMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $173.68        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490926                      | CUSIP: 36210FLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6585 | PA      | $6737.30       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762832                      | CUSIP: 36176DHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100521 | PA      | $100732.28     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97294                      | CUSIP: 312946C79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4045 | PA      | $3970.65       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749266                      | CUSIP: 3620C5MP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     797252 | PA      | $773270.86     | 0.01%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9967                      | CUSIP: 36178XCC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79622 | PA      | $79822.00      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606886                      | CUSIP: 36201YF35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12709 | PA      | $13213.89      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466533                      | CUSIP: 36209BHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1304 | PA      | $1348.04       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520148                      | CUSIP: 36211QZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15225 | PA      | $15502.99      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783038                      | CUSIP: 36241LLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152684 | PA      | $158068.62     | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608589                      | CUSIP: 36202TC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60687 | PA      | $62324.92      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4324                      | CUSIP: 3138ELYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66213 | PA      | $70494.17      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597710                      | CUSIP: 36200DAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9924 | PA      | $10331.82      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434076                      | CUSIP: 36207KFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6707 | PA      | $6862.95       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756161                      | CUSIP: 36230QZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121385 | PA      | $121627.26     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720581                      | CUSIP: 3620A6RA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2454 | PA      | $2533.74       | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709558                      | CUSIP: 36297EJB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151782 | PA      | $147467.75     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738710                      | CUSIP: 3620ASVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254280 | PA      | $247217.24     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496500                      | CUSIP: 36210MRV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7306 | PA      | $7475.15       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3628                      | CUSIP: 36178QA51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38343 | PA      | $36174.60      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739091                      | CUSIP: 3620ATC47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75863 | PA      | $76083.89      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550873                      | CUSIP: 36213C6J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3971 | PA      | $4095.62       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO8646                      | CUSIP: 3617A9TB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100009 | PA      | $90770.38      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746391                      | CUSIP: 3620C2F82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76401 | PA      | $78020.76      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768141                      | CUSIP: 36176KEN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273638 | PA      | $265861.07     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510272                      | CUSIP: 36211D2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76876 | PA      | $78344.41      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456941                      | CUSIP: 36208PS66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3202 | PA      | $3311.58       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492703                      | CUSIP: 36210HKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         34 | PA      | $34.32         | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636835                      | CUSIP: 36291SPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44558 | PA      | $46276.66      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562356                      | CUSIP: 36213RWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125898 | PA      | $130753.27     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2009-42 TX                 | CUSIP: 38374UC74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     240159 | PA      | $243366.63     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772647                      | CUSIP: 36176QEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44543 | PA      | $43189.07      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641226                      | CUSIP: 36291XLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2393 | PA      | $2439.10       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556223                      | CUSIP: 36213J4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33694 | PA      | $35201.13      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730380                      | CUSIP: 3620AHM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56339 | PA      | $56444.99      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604290                      | CUSIP: 36200MKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24581 | PA      | $25004.26      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512823                      | CUSIP: 36211GVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11387 | PA      | $11775.16      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 391113                      | CUSIP: 36205HN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4837 | PA      | $5001.86       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462213                      | CUSIP: 36208VN68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3705 | PA      | $3831.31       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582145                      | CUSIP: 36201FWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13469 | PA      | $13994.61      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595663                      | CUSIP: 36200AWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33094 | PA      | $33650.97      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q33895                      | CUSIP: 3132QQKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98836 | PA      | $90887.89      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753597                      | CUSIP: 36230M7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340418 | PA      | $331294.80     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595829                      | CUSIP: 36200A4N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199650 | PA      | $203518.01     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586955                      | CUSIP: 36201MBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21845 | PA      | $22664.40      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698287                      | CUSIP: 36296QXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89594 | PA      | $89824.15      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6304                      | CUSIP: 36180JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     381951 | PA      | $350990.19     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AK0797                      | CUSIP: 3138E43F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17808 | PA      | $17699.35      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724205                      | CUSIP: 3620AAR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3322 | PA      | $3240.24       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473618                      | CUSIP: 36209KDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        724 | PA      | $749.05        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6822                      | CUSIP: 36178TSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302406 | PA      | $284768.18     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6714                      | CUSIP: 36184DN74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     307176 | PA      | $278995.37     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745106                      | CUSIP: 3620C0YB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26918 | PA      | $27484.35      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD6661                      | CUSIP: 3140B7MK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4446379 | PA      | $4511024.62    | 0.04%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6853                      | CUSIP: 36183QTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77982 | PA      | $71313.20      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3851                        | CUSIP: 36202EH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     420114 | PA      | $434150.49     | 0.00%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678604                      | CUSIP: 36295R3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21130 | PA      | $21578.34      | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640902                      | CUSIP: 36291XAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1038 | PA      | $1058.38       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796894                      | CUSIP: 36177RUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99947 | PA      | $95251.62      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652747                      | CUSIP: 36292MEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10617 | PA      | $11065.53      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7574                      | CUSIP: 36180KMX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103110 | PA      | $96695.01      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490097                      | CUSIP: 36210ENN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        955 | PA      | $987.41        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7312                      | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  187288431 | PA      | $162269318.76  | 1.46%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521278                      | CUSIP: 36211SCP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8335 | PA      | $8488.57       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723763                      | CUSIP: 3620AAB80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     370772 | PA      | $360353.82     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57242583 | PA      | $55100255.99   | 0.49%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737680                      | CUSIP: 3620ARQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85129 | PA      | $85386.01      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0490                      | CUSIP: 36181FRK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71930 | PA      | $66149.79      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460913                      | CUSIP: 36208UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4390 | PA      | $4539.86       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484424                      | CUSIP: 36209XD56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1145 | PA      | $1183.66       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469128                      | CUSIP: 36209ED90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        789 | PA      | $794.30        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784458                      | CUSIP: 3622A25T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39569 | PA      | $36471.12      | 0.00%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4218 | PA      | $4216.32       | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570565                      | CUSIP: 36200RZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4642 | PA      | $4817.71       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3596                      | CUSIP: 36179R7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238197 | PA      | $217654.12     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 271948                      | CUSIP: 36220ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8392 | PA      | $8435.60       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5334                        | CUSIP: 36202F4T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4487 | PA      | $4573.10       | 0.00%             | 2042-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1754                      | CUSIP: 3138LD5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1510995 | PA      | $1430943.47    | 0.01%             | 2031-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0670                      | CUSIP: 36178KW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192143 | PA      | $177177.95     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9017                      | CUSIP: 36180NAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43279 | PA      | $39877.66      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467994                      | CUSIP: 36209C3B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11397 | PA      | $11661.01      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594049                      | CUSIP: 36201U5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34478 | PA      | $35063.23      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8802                      | CUSIP: 36180MX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1363112 | PA      | $1284635.02    | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-101 PY                | CUSIP: 38380FF27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2269477 | PA      | $1693916.53    | 0.02%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783467                      | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217683 | PA      | $211496.63     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734444                      | CUSIP: 3620AM5D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122315 | PA      | $115554.95     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6834                      | CUSIP: 36198TSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45012 | PA      | $43556.73      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6331                      | CUSIP: 36178EA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139837 | PA      | $131636.61     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481260                      | CUSIP: 36209TTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4717 | PA      | $4825.86       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4202                      | CUSIP: 36184AU31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     346324 | PA      | $315220.33     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457825                      | CUSIP: 36208QSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2292 | PA      | $2370.07       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5077                      | CUSIP: 36181LUA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16079 | PA      | $15149.43      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494581                      | CUSIP: 36210KM69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1118 | PA      | $1155.94       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771561                      | CUSIP: 36176N5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26825 | PA      | $26105.64      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602795                      | CUSIP: 36200JUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6221 | PA      | $6470.50       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650168                      | CUSIP: 36292JJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88424 | PA      | $92214.94      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651683                      | CUSIP: 36292K6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40439 | PA      | $40628.30      | 0.00%             | 2036-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0092                      | CUSIP: 36178YC52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1782249 | PA      | $1679066.17    | 0.02%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08255                      | CUSIP: 3128MJH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33638 | PA      | $34453.58      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK1681                      | CUSIP: 36183J2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115506 | PA      | $105283.46     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614932                      | CUSIP: 36290RED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38893 | PA      | $39567.26      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8207                      | CUSIP: 36184FDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1227336 | PA      | $1127847.45    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407813                      | CUSIP: 36206DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3471 | PA      | $3551.93       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710482                      | CUSIP: 36297FJ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6616 | PA      | $6459.53       | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9459                      | CUSIP: 36178WQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248758 | PA      | $235533.81     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2181                      | CUSIP: 36180DM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64424 | PA      | $60559.08      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783535                      | CUSIP: 36241L4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2265302 | PA      | $2199405.75    | 0.02%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615654                      | CUSIP: 36290R5P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6462 | PA      | $6573.63       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487384                      | CUSIP: 36210BM93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18027 | PA      | $18445.13      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611893                      | CUSIP: 36202WXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177675 | PA      | $180689.01     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3312                      | CUSIP: 36179RVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2023371 | PA      | $2020343.19    | 0.02%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502953                      | CUSIP: 36210UWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13909 | PA      | $14230.91      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449560                      | CUSIP: 36208FMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1374 | PA      | $1421.08       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494300                      | CUSIP: 36210KDD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        894 | PA      | $914.84        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485312                      | CUSIP: 36209YDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1125 | PA      | $1160.89       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705324                      | CUSIP: 36296YSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43523 | PA      | $42406.67      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8307                      | CUSIP: 36180MGQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76526 | PA      | $71561.83      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622104                      | CUSIP: 36291ADH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $402.12        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2024-28 EZ                 | CUSIP: 3136BRSJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1546996 | PA      | $1501244.57    | 0.01%             | 2048-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764546                      | CUSIP: 36176FET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47883 | PA      | $48117.92      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603772                      | CUSIP: 36200KW94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3454 | PA      | $3592.05       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8913                      | CUSIP: 36183E3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1522415 | PA      | $1468316.24    | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476998                      | CUSIP: 36209N3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        281 | PA      | $290.13        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496798                      | CUSIP: 36210M3F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4642 | PA      | $4800.43       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748223                      | CUSIP: 3620C4G87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1075432 | PA      | $1044686.43    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659726                      | CUSIP: 36294T4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7194 | PA      | $7340.94       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ3860                      | CUSIP: 3140NYJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6620000 | PA      | $6838712.88    | 0.06%             | 2035-05-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6881                      | CUSIP: 36198TUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     426150 | PA      | $388854.70     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592878                      | CUSIP: 36201TUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10430 | PA      | $10733.37      | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489325                      | CUSIP: 36210DSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3564 | PA      | $3646.49       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445848                      | CUSIP: 36207YHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1759 | PA      | $1799.39       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760100                      | CUSIP: 36176AGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13734 | PA      | $13734.56      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4290                      | CUSIP: 36179DXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     665772 | PA      | $603255.39     | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605496                      | CUSIP: 36200NUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1322 | PA      | $1328.29       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696010                      | CUSIP: 36296NGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87359 | PA      | $89015.56      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592071                      | CUSIP: 36201SW88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146505 | PA      | $149149.61     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706702                      | CUSIP: 36297BDF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56898 | PA      | $57072.47      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783748                      | CUSIP: 3622A2EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1348116 | PA      | $1269823.91    | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530269                      | CUSIP: 36212DCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        325 | PA      | $337.98        | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478047                      | CUSIP: 36209QBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7225 | PA      | $7392.26       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763090                      | CUSIP: 36176DRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1789 | PA      | $1826.51       | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737433                      | CUSIP: 3620ARHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11169 | PA      | $10876.88      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688013                      | CUSIP: 36296DK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        179 | PA      | $183.03        | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4446                        | CUSIP: 36202E5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1712 | PA      | $1715.57       | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577534                      | CUSIP: 36201ASX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        141 | PA      | $145.95        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749840                      | CUSIP: 3620C6BH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13746 | PA      | $13744.93      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7260                      | CUSIP: 36180KB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56749 | PA      | $52309.02      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781340                      | CUSIP: 36225BPZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20251 | PA      | $21034.52      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775029                      | CUSIP: 36176SY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133452 | PA      | $133661.67     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427217                      | CUSIP: 36207BSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6987 | PA      | $7148.79       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705889                      | CUSIP: 36297AF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     518750 | PA      | $504006.59     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612813                      | CUSIP: 36202XYJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152938 | PA      | $155492.33     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1869                      | CUSIP: 36180UCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27527 | PA      | $25219.66      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712930                      | CUSIP: 36297JA79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39394 | PA      | $40191.83      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2447                      | CUSIP: 36178MWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20170 | PA      | $18492.81      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627114                      | CUSIP: 36291FVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106484 | PA      | $108430.48     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568283                      | CUSIP: 36213YJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8139 | PA      | $8330.87       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM5510                      | CUSIP: 3140X9DQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20594 | PA      | $16829.35      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781035                      | CUSIP: 36225BEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11769 | PA      | $12170.94      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487224                      | CUSIP: 36210BG90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $25.69         | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 700804                      | CUSIP: 36296TRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7088 | PA      | $7311.05       | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643424                      | CUSIP: 36292AYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        554 | PA      | $565.10        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769516                      | CUSIP: 36176LVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54138 | PA      | $54131.88      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT7665                      | CUSIP: 36194GQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1038111 | PA      | $965797.61     | 0.01%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491289                      | CUSIP: 36210FXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        258 | PA      | $263.57        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500235                      | CUSIP: 36210RV49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        940 | PA      | $961.95        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530717                      | CUSIP: 36212DSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2050 | PA      | $2108.29       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488750                      | CUSIP: 36210C5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7002 | PA      | $7241.06       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688706                      | CUSIP: 36296EDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122559 | PA      | $125153.96     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476985                      | CUSIP: 36209N2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1679 | PA      | $1717.42       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468588                      | CUSIP: 36209DRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2956 | PA      | $3057.20       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625149                      | CUSIP: 36291DQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15379 | PA      | $16021.68      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509875                      | CUSIP: 36211DMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        385 | PA      | $398.15        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564116                      | CUSIP: 36213TVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1623 | PA      | $1694.25       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639521                      | CUSIP: 36291VPE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11573 | PA      | $11800.57      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602480                      | CUSIP: 36200JJZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42961 | PA      | $43806.58      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434403                      | CUSIP: 36207KRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1068 | PA      | $1104.50       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614169                      | CUSIP: 36290QJN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150956 | PA      | $153536.47     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626967                      | CUSIP: 36291FQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20833 | PA      | $18955.64      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3096                      | CUSIP: 36178NNM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12486 | PA      | $11455.86      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753595                      | CUSIP: 36230M7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270323 | PA      | $263663.15     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473186                      | CUSIP: 36209JUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4847 | PA      | $5012.82       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607193                      | CUSIP: 36201YRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24632 | PA      | $25632.89      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486796                      | CUSIP: 36210AXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29425 | PA      | $30107.40      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4668                      | CUSIP: 36184BFH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1339923 | PA      | $1220894.14    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550534                      | CUSIP: 36213CSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165485 | PA      | $168740.49     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626958                      | CUSIP: 36291FQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     656255 | PA      | $599258.32     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3660                      | CUSIP: 3617BKB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     843737 | PA      | $782590.56     | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471671                      | CUSIP: 36209G6G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2238 | PA      | $2314.72       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506583                      | CUSIP: 36210YXL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2646 | PA      | $2706.90       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768358                      | CUSIP: 36176KMF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180221 | PA      | $175302.97     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495775                      | CUSIP: 36210LXC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        904 | PA      | $934.52        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745147                      | CUSIP: 3620C0ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     337587 | PA      | $338365.99     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676509                      | CUSIP: 36295PR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4266 | PA      | $4352.65       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615431                      | CUSIP: 36290RVY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73807 | PA      | $75009.24      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776399                      | CUSIP: 36176UKL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16696 | PA      | $16757.06      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723183                      | CUSIP: 3620A9M81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26608 | PA      | $27171.70      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667275                      | CUSIP: 36295DJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55971 | PA      | $57707.32      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498387                      | CUSIP: 36210PUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9820 | PA      | $10047.27      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730389                      | CUSIP: 3620AHNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24489 | PA      | $24540.21      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723073                      | CUSIP: 3620A9JS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194642 | PA      | $194915.93     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A82750                      | CUSIP: 312929BT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5622 | PA      | $5758.54       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493362                      | CUSIP: 36210JB72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2773 | PA      | $2867.54       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652223                      | CUSIP: 36292LSL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59749 | PA      | $62438.83      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767585                      | CUSIP: 36176JRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159723 | PA      | $154788.52     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772358                      | CUSIP: 36176PZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122690 | PA      | $119080.49     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709693                      | CUSIP: 36297ENJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        818 | PA      | $835.49        | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569379                      | CUSIP: 36200QQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114909 | PA      | $115483.07     | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457856                      | CUSIP: 36208QTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4513 | PA      | $4617.50       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603420                      | CUSIP: 36200KK97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1728 | PA      | $1791.13       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483649                      | CUSIP: 36209WH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1685 | PA      | $1724.06       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572400                      | CUSIP: 36200T3H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        861 | PA      | $891.18        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746350                      | CUSIP: 3620C2EX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365156 | PA      | $355309.90     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597767                      | CUSIP: 36200DCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6258 | PA      | $6367.01       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7791                      | CUSIP: 36179HUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23090 | PA      | $21757.49      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DA4283                      | CUSIP: 3140A4XM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     575001 | PA      | $584438.82     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777305                      | CUSIP: 36176VKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145196 | PA      | $136547.68     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87063                      | CUSIP: 312933Z49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12244 | PA      | $12543.24      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  165155663 | PA      | $137488638.09  | 1.23%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615539                      | CUSIP: 36290RZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48258 | PA      | $50209.18      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484824                      | CUSIP: 36209XSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        893 | PA      | $913.67        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592678                      | CUSIP: 36201TM38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1107 | PA      | $1145.94       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2024-41 DA                 | CUSIP: 3136BSPC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18145004 | PA      | $18336942.14   | 0.16%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730930                      | CUSIP: 3620AJA74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51790 | PA      | $51890.12      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3964                        | CUSIP: 36202EMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26876 | PA      | $27373.40      | 0.00%             | 2037-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620617                      | CUSIP: 36290XPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21315 | PA      | $22184.01      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480628                      | CUSIP: 36209S4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5400 | PA      | $5525.53       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485521                      | CUSIP: 36209YLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        972 | PA      | $1004.44       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433872                      | CUSIP: 36207J6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1771 | PA      | $1783.07       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762162                      | CUSIP: 36176CQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37393 | PA      | $37391.08      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598644                      | CUSIP: 36200EBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18071 | PA      | $18338.55      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493624                      | CUSIP: 36210JLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43359 | PA      | $44364.34      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723363                      | CUSIP: 3620A9TU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3106606 | PA      | $3172042.36    | 0.03%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 752765                      | CUSIP: 36230MCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7976 | PA      | $8111.44       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1483                      | CUSIP: 36178LUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9749 | PA      | $9438.19       | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781908                      | CUSIP: 36241KDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18778 | PA      | $19135.02      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723156                      | CUSIP: 3620A9MD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42937 | PA      | $43839.14      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779237                      | CUSIP: 36176XPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77197 | PA      | $71462.80      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530827                      | CUSIP: 36212DVU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31382 | PA      | $32177.81      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400142                      | CUSIP: 36205TP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        337 | PA      | $348.25        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7987                      | CUSIP: 3140QT2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1527161 | PA      | $1553182.32    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE4722                      | CUSIP: 3140BHG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3028785 | PA      | $3072820.46    | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9206                      | CUSIP: 36178WGP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15052 | PA      | $13896.26      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733536                      | CUSIP: 3620AL4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9682 | PA      | $9398.77       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467796                      | CUSIP: 36209CUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         87 | PA      | $90.39         | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501021                      | CUSIP: 36210SSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1067 | PA      | $1103.11       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505614                      | CUSIP: 36210XVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        546 | PA      | $558.34        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5786                      | CUSIP: 36178SNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6923 | PA      | $6393.63       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8494                      | CUSIP: 36179JNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35208 | PA      | $33244.72      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738015                      | CUSIP: 3620AR3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40316 | PA      | $40418.97      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7254                      | CUSIP: 36180KBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120641 | PA      | $110380.86     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AP0457                      | CUSIP: 3138M3QK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7499 | PA      | $7442.67       | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2582                      | CUSIP: 36177Y2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71405 | PA      | $65946.14      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-78 BA                 | CUSIP: 38381WWR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8836465 | PA      | $8076848.84    | 0.07%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499814                      | CUSIP: 36210RGX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10389 | PA      | $10826.11      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466069                      | CUSIP: 36209AW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2226 | PA      | $2302.09       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469921                      | CUSIP: 36209FAW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3247 | PA      | $3322.44       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AV9316                      | CUSIP: 3138XMK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43056 | PA      | $43229.31      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3908                        | CUSIP: 36202EKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15885 | PA      | $16169.09      | 0.00%             | 2036-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580354                      | CUSIP: 36201DWP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282512 | PA      | $268041.90     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457914                      | CUSIP: 36208QVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         81 | PA      | $83.43         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD0015                      | CUSIP: 3617BFAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     288338 | PA      | $267802.23     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7419                      | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23837163 | PA      | $21531858.73   | 0.19%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491187                      | CUSIP: 36210FUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11125 | PA      | $11504.21      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520484                      | CUSIP: 36211RFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25877 | PA      | $26397.06      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476317                      | CUSIP: 36209NDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         32 | PA      | $32.08         | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768767                      | CUSIP: 36176KZ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43441 | PA      | $44361.56      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4499 CZ                    | CUSIP: 3137BKYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8146690 | PA      | $7202175.08    | 0.06%             | 2045-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539811                      | CUSIP: 36212PVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7455 | PA      | $7698.36       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722080                      | CUSIP: 3620A8FV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64506 | PA      | $64675.04      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782537                      | CUSIP: 36241KZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39237 | PA      | $40457.11      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604728                      | CUSIP: 36200MYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7693 | PA      | $8009.44       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723562                      | CUSIP: 3620A9Z38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150037 | PA      | $150360.36     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737201                      | CUSIP: 3620ARAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26216 | PA      | $26290.74      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762833                      | CUSIP: 36176DHJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72162 | PA      | $73691.86      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780994                      | CUSIP: 36225BC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1426 | PA      | $1459.36       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605632                      | CUSIP: 36200NY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1585 | PA      | $1615.50       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3983                      | CUSIP: 3131X7M88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2851 | PA      | $2832.70       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759528                      | CUSIP: 36230USR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3344 | PA      | $3349.56       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464834                      | CUSIP: 36208YLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2240 | PA      | $2316.52       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610891                      | CUSIP: 36202VUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1091 | PA      | $1132.82       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591687                      | CUSIP: 36201SJ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2376 | PA      | $2471.90       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606698                      | CUSIP: 36201X7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16738 | PA      | $17414.69      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734611                      | CUSIP: 3620ANDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103486 | PA      | $103735.56     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7750                      | CUSIP: 36179HTF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5521 | PA      | $5213.07       | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721266                      | CUSIP: 3620A7JK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192357 | PA      | $196434.59     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429706                      | CUSIP: 36207EKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        519 | PA      | $521.61        | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630923                      | CUSIP: 36291K4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45929 | PA      | $46829.64      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746373                      | CUSIP: 3620C2FN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83610 | PA      | $83750.24      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DA9466                      | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1370347 | PA      | $1392839.58    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605809                      | CUSIP: 36201XAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163160 | PA      | $166228.85     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753375                      | CUSIP: 36230MXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340564 | PA      | $341540.50     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736728                      | CUSIP: 3620AQPM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2453 | PA      | $2504.80       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7036                      | CUSIP: 36180JY99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167065 | PA      | $153233.04     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482879                      | CUSIP: 36209VM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         70 | PA      | $72.56         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621639                      | CUSIP: 36290YS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3518 | PA      | $3536.37       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651785                      | CUSIP: 36292LCW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36438 | PA      | $37992.00      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733033                      | CUSIP: 3620ALLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47856 | PA      | $47213.48      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506398                      | CUSIP: 36210YRT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        651 | PA      | $665.82        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 674114                      | CUSIP: 36295L3X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4443 | PA      | $4533.70       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737576                      | CUSIP: 3620ARMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91862 | PA      | $89770.48      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425824                      | CUSIP: 36207AAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        380 | PA      | $393.38        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7512                      | CUSIP: 36181BKZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     261053 | PA      | $240627.68     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774500                      | CUSIP: 36176SGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120927 | PA      | $121097.59     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550987                      | CUSIP: 36213DCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        124 | PA      | $129.46        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449536                      | CUSIP: 36208FLR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         28 | PA      | $27.73         | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733474                      | CUSIP: 3620AL2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5820 | PA      | $5795.81       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658418                      | CUSIP: 36294SPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         96 | PA      | $98.40         | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619475                      | CUSIP: 36290WFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26718 | PA      | $27171.15      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759208                      | CUSIP: 36230UGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121694 | PA      | $118392.76     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678605                      | CUSIP: 36295R3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71875 | PA      | $72029.30      | 0.00%             | 2038-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491086                      | CUSIP: 36210FRF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1806 | PA      | $1848.23       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563475                      | CUSIP: 36213S6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27106 | PA      | $27547.59      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9421                      | CUSIP: 36180NPE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143063 | PA      | $131818.41     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793193                      | CUSIP: 36177MRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97555 | PA      | $94509.46      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708005                      | CUSIP: 36297CR27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1488 | PA      | $1518.86       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482725                      | CUSIP: 36209VHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5003 | PA      | $5173.44       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481663                      | CUSIP: 36209UB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8609 | PA      | $8902.53       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747979                      | CUSIP: 3620C36Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     632712 | PA      | $615036.12     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653572                      | CUSIP: 36292NCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2047 | PA      | $2111.21       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738316                      | CUSIP: 3620ASGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        173 | PA      | $173.54        | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604327                      | CUSIP: 36200MLG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14691 | PA      | $14903.37      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7134                      | CUSIP: 36179V4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19852332 | PA      | $15838563.48   | 0.14%             | 2051-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8272                      | CUSIP: 36179JFM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28958 | PA      | $27240.17      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528439                      | CUSIP: 36212BBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5379 | PA      | $5562.54       | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6286                      | CUSIP: 36178D6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     974722 | PA      | $898109.94     | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549326                      | CUSIP: 36213BHB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        641 | PA      | $662.61        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574766                      | CUSIP: 36200WQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12035 | PA      | $12263.54      | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646475                      | CUSIP: 36292EFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39551 | PA      | $40343.72      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6867                      | CUSIP: 36198TTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92305 | PA      | $84855.33      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615305                      | CUSIP: 36290RR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93095 | PA      | $94624.71      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615509                      | CUSIP: 36290RYE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14395 | PA      | $14470.07      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553602                      | CUSIP: 36213GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53510 | PA      | $55497.68      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725839                      | CUSIP: 3620ACLU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50245 | PA      | $48890.37      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1965                      | CUSIP: 36180UFE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123645 | PA      | $117363.79     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757476                      | CUSIP: 36230SJV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     637735 | PA      | $601019.66     | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619368                      | CUSIP: 36290WCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5101 | PA      | $5159.79       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2114 ZM                    | CUSIP: 3133THQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24052 | PA      | $24473.57      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708121                      | CUSIP: 36297CVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4158 | PA      | $4245.11       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643362                      | CUSIP: 36292AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        619 | PA      | $631.01        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596807                      | CUSIP: 36200CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        269 | PA      | $279.92        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425338                      | CUSIP: 36206YPX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3693 | PA      | $3778.74       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555660                      | CUSIP: 36213JJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8551 | PA      | $8834.25       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457862                      | CUSIP: 36208QTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4354 | PA      | $4454.71       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     773315 | PA      | $747314.90     | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682529                      | CUSIP: 36295WHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11042 | PA      | $11057.56      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4103                      | CUSIP: 36178QRY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252335 | PA      | $239389.67     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644962                      | CUSIP: 36292CQP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6737 | PA      | $6863.60       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574931                      | CUSIP: 36200WVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15757 | PA      | $16336.51      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7471                      | CUSIP: 36195JJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493730 | PA      | $459337.79     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738851                      | CUSIP: 3620ASZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162601 | PA      | $158163.48     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799193                      | CUSIP: 36177UGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93694 | PA      | $88090.32      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6842                      | CUSIP: 36181NS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59677 | PA      | $54986.04      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469443                      | CUSIP: 36209EP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1493 | PA      | $1495.76       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 448367                      | CUSIP: 36208ECC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        636 | PA      | $660.87        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4140                      | CUSIP: 36178QS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49395 | PA      | $46002.00      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422687                      | CUSIP: 36206VRG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $73.02         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610849                      | CUSIP: 36202VTE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5221 | PA      | $5306.53       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480331                      | CUSIP: 36209SSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10102 | PA      | $10336.49      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9480                      | CUSIP: 36183FQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114411 | PA      | $104247.87     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615875                      | CUSIP: 36290SFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11636 | PA      | $12119.03      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582973                      | CUSIP: 36201GT62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3522 | PA      | $3627.95       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658723                      | CUSIP: 36294SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3577 | PA      | $3649.05       | 0.00%             | 2037-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3523                      | CUSIP: 36180E4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     352582 | PA      | $331929.89     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34565 | PA      | $34633.67      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477562                      | CUSIP: 36209PQP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3883 | PA      | $3973.26       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1888                      | CUSIP: 36180UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68906 | PA      | $63296.04      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5850                      | CUSIP: 3617BMQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     837114 | PA      | $776446.93     | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3427                        | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35852 | PA      | $36006.37      | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474766                      | CUSIP: 36209LMP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4506 | PA      | $4700.02       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598172                      | CUSIP: 36200DQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5421 | PA      | $5629.91       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5893                      | CUSIP: 36178DRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2835 | PA      | $2527.96       | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473459                      | CUSIP: 36209J5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3792 | PA      | $3921.52       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740669                      | CUSIP: 3620AU2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58915 | PA      | $58998.04      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765131                      | CUSIP: 36176FY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     742554 | PA      | $743759.16     | 0.01%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7350                      | CUSIP: 36180KEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148963 | PA      | $139837.05     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781577                      | CUSIP: 36225BXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12610 | PA      | $13167.09      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557441                      | CUSIP: 36213LHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31008 | PA      | $32328.79      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433750                      | CUSIP: 36207JZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3499 | PA      | $3618.81       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456822                      | CUSIP: 36208PPF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5254 | PA      | $5433.76       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735750                      | CUSIP: 3620APL78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120223 | PA      | $120543.22     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555684                      | CUSIP: 36213JJ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3856 | PA      | $4040.26       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5397                      | CUSIP: 36178R7J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53583 | PA      | $49448.30      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08323                      | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5477 | PA      | $5610.67       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483823                      | CUSIP: 36209WPG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2468 | PA      | $2551.96       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8324                      | CUSIP: 36179JG92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48956 | PA      | $46236.79      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543929                      | CUSIP: 36212UHE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3262 | PA      | $3397.80       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3401                        | CUSIP: 36202DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31228 | PA      | $31359.47      | 0.00%             | 2033-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7936                      | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1568420 | PA      | $1359023.33    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752079                      | CUSIP: 36230LJY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45382 | PA      | $44256.37      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614606                      | CUSIP: 36290QYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37074 | PA      | $38451.11      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466750                      | CUSIP: 36209BQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1895 | PA      | $1938.92       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705305                      | CUSIP: 36296YR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44471 | PA      | $44535.43      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758885                      | CUSIP: 36230T2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2599952 | PA      | $2384698.76    | 0.02%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658443                      | CUSIP: 36294SP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21443 | PA      | $21867.63      | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646882                      | CUSIP: 36292EUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61723 | PA      | $62830.55      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610279                      | CUSIP: 36202U6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77576 | PA      | $78949.25      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647804                      | CUSIP: 36292FU54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2227 | PA      | $2271.71       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5511 EZ                    | CUSIP: 3137HKKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3235801 | PA      | $3118100.83    | 0.03%             | 2055-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501884                      | CUSIP: 36210TRD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        676 | PA      | $691.46        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684183                      | CUSIP: 36295YCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6875 | PA      | $7017.19       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648540                      | CUSIP: 36292GPZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5050 | PA      | $5254.92       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551062                      | CUSIP: 36213DFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4279 | PA      | $4463.24       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713733                      | CUSIP: 36297J4S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13285 | PA      | $12930.98      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794602                      | CUSIP: 36177PDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181325 | PA      | $171116.45     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592754                      | CUSIP: 36201TQF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5224 | PA      | $5306.56       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760443                      | CUSIP: 36176AS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36457 | PA      | $36522.16      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9110                      | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3009483 | PA      | $2770811.28    | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588357                      | CUSIP: 36201NTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122844 | PA      | $124975.09     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6636                      | CUSIP: 36178ELR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85839 | PA      | $79122.32      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326515 | PA      | $295600.40     | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600248                      | CUSIP: 36200FZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18797 | PA      | $19138.48      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2837437 | PA      | $2726810.92    | 0.02%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756884                      | CUSIP: 36230RUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25697 | PA      | $26238.65      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733276                      | CUSIP: 3620ALT95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1498 | PA      | $1529.57       | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776217                      | CUSIP: 36176UDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65947 | PA      | $62100.78      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741645                      | CUSIP: 3620AV5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76121 | PA      | $76042.30      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502999                      | CUSIP: 36210UX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3081 | PA      | $3152.45       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626512                      | CUSIP: 36291FAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87413 | PA      | $89070.31      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0796                      | CUSIP: 36180B3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128954 | PA      | $117792.40     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480569                      | CUSIP: 36209S2A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $483.33        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484431                      | CUSIP: 36209XEC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2993 | PA      | $3095.56       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596680                      | CUSIP: 36200B2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26124 | PA      | $27133.16      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599631                      | CUSIP: 36200FEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21059 | PA      | $21469.57      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8463                      | CUSIP: 3132A9ML8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11130 | PA      | $11049.48      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497394                      | CUSIP: 36210NRP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1057 | PA      | $1081.13       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783483                      | CUSIP: 36241L2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224057 | PA      | $230609.22     | 0.00%             | 2041-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498653                      | CUSIP: 36210P5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        675 | PA      | $698.33        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6893                      | CUSIP: 36178EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7263 | PA      | $7282.95       | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481347                      | CUSIP: 36209TWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3663 | PA      | $3788.18       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628035                      | CUSIP: 36291GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180484 | PA      | $183743.07     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598750                      | CUSIP: 36200EEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10092 | PA      | $10547.81      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451437                      | CUSIP: 36208HPW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        873 | PA      | $902.87        | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0395                      | CUSIP: 36179MNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3757 | PA      | $3828.30       | 0.00%             | 2042-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482712                      | CUSIP: 36209VGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17529 | PA      | $18126.91      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559841                      | CUSIP: 36213N5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9078 | PA      | $9479.43       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635849                      | CUSIP: 36291RL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4453 | PA      | $4504.74       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2018-83 CZ                 | CUSIP: 38380XAX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9131566 | PA      | $8282630.13    | 0.07%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605773                      | CUSIP: 36200N6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4722 | PA      | $4809.98       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760464                      | CUSIP: 36176ATV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176853 | PA      | $171912.41     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605768                      | CUSIP: 36200N6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44263 | PA      | $45088.23      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486788                      | CUSIP: 36210AXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2794 | PA      | $2889.48       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8390                      | CUSIP: 36179JKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36888 | PA      | $34823.73      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469865                      | CUSIP: 36209E6A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1248 | PA      | $1277.25       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685472                      | CUSIP: 36296AQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1884 | PA      | $1942.71       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755654                      | CUSIP: 36230QH76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     384355 | PA      | $374117.23     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626820                      | CUSIP: 36291FK98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12596 | PA      | $12834.25      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590370                      | CUSIP: 36201Q2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1534 | PA      | $1586.02       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533787                      | CUSIP: 36212G6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        611 | PA      | $633.15        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682570                      | CUSIP: 36295WJP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78833 | PA      | $76837.97      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3067                        | CUSIP: 36202DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46998 | PA      | $48316.99      | 0.00%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN9874                      | CUSIP: 36187S6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     289438 | PA      | $278898.39     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4978                        | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2326504 | PA      | $2329691.35    | 0.02%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781976                      | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11427 | PA      | $11816.86      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594728                      | CUSIP: 36201VVV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18217 | PA      | $18508.51      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735216                      | CUSIP: 3620ANYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24583 | PA      | $23872.23      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434326                      | CUSIP: 36207KPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19340 | PA      | $20000.38      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457822                      | CUSIP: 36208QSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6484 | PA      | $6704.80       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589420                      | CUSIP: 36201PYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1560 | PA      | $1616.99       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781703                      | CUSIP: 36225B3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     421984 | PA      | $429303.07     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1741                      | CUSIP: 36179A5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64387 | PA      | $59488.03      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2655                      | CUSIP: 36177Y5Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131654 | PA      | $121827.11     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468971                      | CUSIP: 36209D6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5836 | PA      | $6035.37       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2631                      | CUSIP: 36180U4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     527149 | PA      | $496140.42     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7510                      | CUSIP: 36181BKX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2543615 | PA      | $2336543.79    | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555836                      | CUSIP: 36213JPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        196 | PA      | $204.40        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783324                      | CUSIP: 36241LVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335774 | PA      | $327480.07     | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603911                      | CUSIP: 36200K3U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1070 | PA      | $1090.04       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550609                      | CUSIP: 36213CVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68877 | PA      | $70211.38      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471343                      | CUSIP: 36209GS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36935 | PA      | $38248.87      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717801                      | CUSIP: 3620A3NS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318044 | PA      | $318656.19     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604385                      | CUSIP: 36200MNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58705 | PA      | $59685.45      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765043                      | CUSIP: 36176FWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175526 | PA      | $166101.81     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724248                      | CUSIP: 3620AATD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266123 | PA      | $271728.96     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610935                      | CUSIP: 36202VV40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35715 | PA      | $36347.30      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08330                      | CUSIP: 3128MJLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5329 | PA      | $5383.26       | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4900                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329705 | PA      | $308861.01     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6013                      | CUSIP: 36180HVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78351 | PA      | $73513.47      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456182                      | CUSIP: 36208NXK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7447 | PA      | $7700.84       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496213                      | CUSIP: 36210MGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        415 | PA      | $429.42        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 660420                      | CUSIP: 36294UVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33020 | PA      | $31143.81      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 4.5 3/26                  | CUSIP: 01F042632<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -129030000 | PA      | $-126227636.14 | -1.13%            | 2026-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487234                      | CUSIP: 36210BHK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1778 | PA      | $1819.35       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0258                      | CUSIP: 3617A0JB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     267186 | PA      | $242673.79     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705470                      | CUSIP: 36296YW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     339705 | PA      | $340796.11     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457858                      | CUSIP: 36208QTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8564 | PA      | $8762.34       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550965                      | CUSIP: 36213DCA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        915 | PA      | $956.78        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478024                      | CUSIP: 36209QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3059 | PA      | $3163.37       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702851                      | CUSIP: 36296VZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80193 | PA      | $80332.12      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6875                      | CUSIP: 36178TT89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238418 | PA      | $224041.66     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703035                      | CUSIP: 36296WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     301747 | PA      | $294109.97     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539056                      | CUSIP: 36212NZV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26023 | PA      | $26911.01      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645009                      | CUSIP: 36292CR63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48287 | PA      | $49228.94      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520211                      | CUSIP: 36211Q3U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2631 | PA      | $2679.47       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO9652                      | CUSIP: 3617AAWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     435345 | PA      | $394991.02     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740040                      | CUSIP: 3620AUEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40233 | PA      | $40300.04      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721241                      | CUSIP: 3620A7HS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13040 | PA      | $13315.78      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746107                      | CUSIP: 3620C13Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75082 | PA      | $76644.52      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483821                      | CUSIP: 36209WPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        125 | PA      | $128.94        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2154 PT                    | CUSIP: 3133TKW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15007 | PA      | $15284.33      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615314                      | CUSIP: 36290RSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33803 | PA      | $34380.97      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1699                      | CUSIP: 36180C3G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118582 | PA      | $109388.61     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648253                      | CUSIP: 36292GE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12940 | PA      | $13191.61      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466440                      | CUSIP: 36209BEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2897 | PA      | $2996.21       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772106                      | CUSIP: 36176PR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10740 | PA      | $10179.72      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551807                      | CUSIP: 36213EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21817 | PA      | $22668.06      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780689                      | CUSIP: 36225AXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5417 | PA      | $5601.45       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612749                      | CUSIP: 36202XWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4605 | PA      | $4782.23       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748823                      | CUSIP: 3620C44G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8074 | PA      | $8092.57       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583126                      | CUSIP: 36201GYX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60414 | PA      | $61605.59      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542826                      | CUSIP: 36212TA38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28567 | PA      | $29836.50      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723069                      | CUSIP: 3620A9JN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24930 | PA      | $24974.10      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704169                      | CUSIP: 36296XJN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24819 | PA      | $25338.88      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97620                      | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5321 | PA      | $5366.48       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q52131                      | CUSIP: 3132XULM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84777 | PA      | $79266.62      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770387                      | CUSIP: 36176MUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13109 | PA      | $13133.46      | 0.00%             | 2041-06-15      | 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        |      21789 | PA      | $22324.52      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3391                      | CUSIP: 36178AXU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20024 | PA      | $18457.42      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470769                      | CUSIP: 36209F6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1415 | PA      | $1463.43       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714590                      | CUSIP: 36297K2X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     520545 | PA      | $522089.49     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582188                      | CUSIP: 36201FXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         75 | PA      | $75.18         | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464196                      | CUSIP: 36208XUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1896 | PA      | $1960.33       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682499                      | CUSIP: 36295WGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24966 | PA      | $24351.31      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799180                      | CUSIP: 36177UFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133598 | PA      | $125413.44     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796292                      | CUSIP: 36177Q7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234035 | PA      | $219866.08     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575424                      | CUSIP: 36200XG94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        405 | PA      | $411.68        | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478208                      | CUSIP: 36209QGR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        574 | PA      | $574.64        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782818                      | CUSIP: 36241LDX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170519 | PA      | $171016.55     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2590                      | CUSIP: 36183X2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     568432 | PA      | $516830.08     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764906                      | CUSIP: 36176FR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22577 | PA      | $21935.21      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4531                      | CUSIP: 36184BA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16981 | PA      | $15494.96      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573054                      | CUSIP: 36200UTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     751849 | PA      | $708374.44     | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A73370                      | CUSIP: 3128L6W70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66594 | PA      | $68208.39      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592353                      | CUSIP: 36201TBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15786 | PA      | $16081.71      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551482                      | CUSIP: 36213DUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1415 | PA      | $1469.65       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM9511                      | CUSIP: 3140XDR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186706 | PA      | $153917.23     | 0.00%             | 2046-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505306                      | CUSIP: 36210XKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7609 | PA      | $7868.63       | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772049                      | CUSIP: 36176PQA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33142 | PA      | $32161.65      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694354                      | CUSIP: 36296LMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5919 | PA      | $5931.25       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444352                      | CUSIP: 36207WTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4191 | PA      | $4334.05       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458173                      | CUSIP: 36208Q6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        443 | PA      | $457.66        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612787                      | CUSIP: 36202XXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86486 | PA      | $87985.61      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433804                      | CUSIP: 36207J3M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2917 | PA      | $3016.44       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593430                      | CUSIP: 36201UHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8310 | PA      | $8442.14       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611264                      | CUSIP: 36202WB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12861 | PA      | $13051.16      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678658                      | CUSIP: 36295R5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141664 | PA      | $137775.32     | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759412                      | CUSIP: 36230UN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66320 | PA      | $66523.53      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BY7306                      | CUSIP: 3140NQDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     797136 | PA      | $810718.36     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483660                      | CUSIP: 36209WJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10494 | PA      | $10736.85      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411078                      | CUSIP: 36206GUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1933 | PA      | $1972.95       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471377                      | CUSIP: 36209GUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3260 | PA      | $3316.26       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8422                      | CUSIP: 36179JLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160455 | PA      | $154648.79     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742418                      | CUSIP: 3620AWYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39997 | PA      | $40193.97      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716802                      | CUSIP: 3620A2KP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4938 | PA      | $4951.94       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD4757                      | CUSIP: 3140FCJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1460576 | PA      | $1275848.09    | 0.01%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682479                      | CUSIP: 36295WFU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413568 | PA      | $414713.39     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5715                      | CUSIP: 36186NK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     521231 | PA      | $474250.38     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583673                      | CUSIP: 36201HMW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        532 | PA      | $532.71        | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506837                      | CUSIP: 36211ABE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $626.26        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748410                      | CUSIP: 3620C4N30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25027 | PA      | $23033.22      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738019                      | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16389 | PA      | $16423.93      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616033                      | CUSIP: 36290SLN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130490 | PA      | $132737.17     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746140                      | CUSIP: 3620C14Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15676 | PA      | $15292.70      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462683                      | CUSIP: 36208V6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3800 | PA      | $3930.18       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484125                      | CUSIP: 36209WYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         70 | PA      | $72.84         | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60466                      | CUSIP: 31335AQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50617 | PA      | $50897.48      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612773                      | CUSIP: 36202XXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21230 | PA      | $21581.38      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9306                      | CUSIP: 36180NKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93254 | PA      | $85759.70      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433684                      | CUSIP: 36207JXM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2759 | PA      | $2853.12       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5750                      | CUSIP: 36186NL72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186603 | PA      | $169965.66     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0288                      | CUSIP: 3617A0J98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114679 | PA      | $104085.06     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743799                      | CUSIP: 3620AYKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91696 | PA      | $91867.49      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621406                      | CUSIP: 36290YKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46039 | PA      | $46904.66      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600199                      | CUSIP: 36200FX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8006 | PA      | $8152.29       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398412                      | CUSIP: 36205RR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1800 | PA      | $1861.66       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763854                      | CUSIP: 36176EMB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     590670 | PA      | $542789.87     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703525                      | CUSIP: 36296WSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1183 | PA      | $1170.25       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0385                      | CUSIP: 36177WNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282033 | PA      | $270458.92     | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7879                      | CUSIP: 36179WXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     417929 | PA      | $333170.44     | 0.00%             | 2052-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G61372                      | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120777 | PA      | $112850.98     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794811                      | CUSIP: 36177PKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34666 | PA      | $35398.69      | 0.00%             | 2042-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503761                      | CUSIP: 36210VTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3268 | PA      | $3379.77       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637819                      | CUSIP: 36291TSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        812 | PA      | $826.41        | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736558                      | CUSIP: 3620AQJB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26216 | PA      | $26767.63      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723002                      | CUSIP: 3620A9GK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29233 | PA      | $29298.72      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607728                      | CUSIP: 36202SD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1243 | PA      | $1290.17       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547031                      | CUSIP: 36212XVY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4915 | PA      | $5099.61       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666391                      | CUSIP: 36295CKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155882 | PA      | $143409.79     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437088                      | CUSIP: 36207NRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3710 | PA      | $3862.41       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 700226                      | CUSIP: 36296S4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5467 | PA      | $5582.69       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500599                      | CUSIP: 36210SDC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3752 | PA      | $3838.58       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486792                      | CUSIP: 36210AXV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3776 | PA      | $3819.92       | 0.00%             | 2028-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637369                      | CUSIP: 36291TCE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8702 | PA      | $9055.35       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8233                      | CUSIP: 36178GEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41609 | PA      | $39428.37      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2671                        | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9747 | PA      | $9973.91       | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580797                      | CUSIP: 36201EGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35740 | PA      | $35929.08      | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9222                      | CUSIP: 36178HG71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68192 | PA      | $64248.79      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552159                      | CUSIP: 36213EMG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9501 | PA      | $9935.98       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472490                      | CUSIP: 36209H2X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2582 | PA      | $2642.19       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570671                      | CUSIP: 36200R6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1351 | PA      | $1406.66       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698117                      | CUSIP: 36296QSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13511 | PA      | $13545.26      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571956                      | CUSIP: 36200TMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        473 | PA      | $490.89        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1025852 | PA      | $944133.13     | 0.01%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2157                      | CUSIP: 36177YME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21922 | PA      | $20222.43      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5202                        | CUSIP: 36202FX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60442 | PA      | $57512.92      | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607262                      | CUSIP: 36201YTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4705 | PA      | $4786.81       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604422                      | CUSIP: 36200MPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161795 | PA      | $164539.48     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5682                      | CUSIP: 36184CJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374692 | PA      | $341162.78     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618451                      | CUSIP: 36290VBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160373 | PA      | $160701.79     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713866                      | CUSIP: 36297KCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15155 | PA      | $15473.56      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458082                      | CUSIP: 36208Q2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2329 | PA      | $2383.38       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772152                      | CUSIP: 36176PTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74977 | PA      | $72882.25      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598709                      | CUSIP: 36200EDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1974 | PA      | $2007.49       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8392                      | CUSIP: 36178VKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165949 | PA      | $149406.42     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603093                      | CUSIP: 36200J7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1537 | PA      | $1564.10       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469614                      | CUSIP: 36209EVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6681 | PA      | $6909.07       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433647                      | CUSIP: 36207JWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        296 | PA      | $297.50        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737657                      | CUSIP: 3620ARQJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34562 | PA      | $34638.64      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485158                      | CUSIP: 36209X5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4514 | PA      | $4619.10       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501493                      | CUSIP: 36210TC61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $193.11        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749258                      | CUSIP: 3620C5MF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     233400 | PA      | $232651.85     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643347                      | CUSIP: 36292AWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3117 | PA      | $3177.92       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482837                      | CUSIP: 36209VLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         41 | PA      | $42.63         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9515                      | CUSIP: 36179KSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211056 | PA      | $200826.46     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465311                      | CUSIP: 36208Y3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2485 | PA      | $2569.66       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512967                      | CUSIP: 36211GZ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        895 | PA      | $925.64        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569058                      | CUSIP: 36200QE75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87798 | PA      | $89392.66      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548266                      | CUSIP: 36213ACB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5351 | PA      | $5493.89       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5657                      | CUSIP: 36178DJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1456169 | PA      | $1377214.84    | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4540                        | CUSIP: 36202FBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164018 | PA      | $164364.82     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3464                      | CUSIP: 3617A3Z52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53750 | PA      | $48767.21      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757045                      | CUSIP: 36230RZJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66832 | PA      | $64964.89      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610377                      | CUSIP: 36202VCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4156 | PA      | $4317.74       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21699                      | CUSIP: 3132JN3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241576 | PA      | $242971.50     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553943                      | CUSIP: 36213GLY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14954 | PA      | $15582.87      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737710                      | CUSIP: 3620ARR78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154023 | PA      | $149719.74     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574100                      | CUSIP: 36200VX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        766 | PA      | $793.67        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703173                      | CUSIP: 36296WFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100179 | PA      | $98247.61      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592058                      | CUSIP: 36201SWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58270 | PA      | $59250.58      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646898                      | CUSIP: 36292EUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18981 | PA      | $19355.01      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3402                        | CUSIP: 36202DX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        846 | PA      | $859.34        | 0.00%             | 2033-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616866                      | CUSIP: 36290TJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44346 | PA      | $44094.20      | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559442                      | CUSIP: 36213NP34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        306 | PA      | $318.19        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462928                      | CUSIP: 36208WHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1007 | PA      | $1041.33       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476725                      | CUSIP: 36209NSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7203 | PA      | $7370.06       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610504                      | CUSIP: 36202VGM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11495 | PA      | $11967.31      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485138                      | CUSIP: 36209X4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2494 | PA      | $2551.98       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3703                        | CUSIP: 36202EDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        477 | PA      | $497.66        | 0.00%             | 2035-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1224                      | CUSIP: 36179NLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2755076 | PA      | $2609245.40    | 0.02%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A88454                      | CUSIP: 312935MB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6655 | PA      | $6716.15       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482088                      | CUSIP: 36209URH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        730 | PA      | $747.16        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727851                      | CUSIP: 3620AETG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35274 | PA      | $34328.86      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491254                      | CUSIP: 36210FWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1349 | PA      | $1395.44       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01857                      | CUSIP: 3132GFB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65627 | PA      | $67265.21      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506471                      | CUSIP: 36210YT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2394 | PA      | $2475.93       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793457                      | CUSIP: 36177MZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45059 | PA      | $42032.49      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-141 AB                | CUSIP: 38379GAX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7709125 | PA      | $7061131.83    | 0.06%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469613                      | CUSIP: 36209EVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5050 | PA      | $5222.38       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618959                      | CUSIP: 36290VTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7099 | PA      | $7232.05       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625140                      | CUSIP: 36291DPZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10670 | PA      | $10875.58      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714183                      | CUSIP: 36297KM81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3224 | PA      | $3233.21       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8389                      | CUSIP: 36179JKA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210059 | PA      | $193251.54     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476343                      | CUSIP: 36209NEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2422 | PA      | $2505.16       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618847                      | CUSIP: 36290VP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24218 | PA      | $24335.63      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644523                      | CUSIP: 36292CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77945 | PA      | $80972.89      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739373                      | CUSIP: 3620ATMW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59172 | PA      | $59277.33      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2757                      | CUSIP: 36184NB26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104449 | PA      | $100615.27     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737999                      | CUSIP: 3620AR3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     435059 | PA      | $424560.89     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0582                      | CUSIP: 36177WUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46137 | PA      | $42709.78      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552321                      | CUSIP: 36213ESJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5764 | PA      | $6033.04       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698223                      | CUSIP: 36296QVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71883 | PA      | $70185.10      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3465                      | CUSIP: 3617A3Z60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     752658 | PA      | $688295.62     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635987                      | CUSIP: 36291RRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10230 | PA      | $10426.36      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AT4121                      | CUSIP: 36194CSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8999698 | PA      | $8396975.59    | 0.08%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4037                        | CUSIP: 36202EPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1024 | PA      | $1043.28       | 0.00%             | 2037-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492744                      | CUSIP: 36210HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1124 | PA      | $1161.99       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458023                      | CUSIP: 36208QYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3835 | PA      | $3923.64       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7137                      | CUSIP: 36179V4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15938904 | PA      | $14409896.51   | 0.13%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473107                      | CUSIP: 36209JR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3334 | PA      | $3447.92       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471627                      | CUSIP: 36209G4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        862 | PA      | $890.94        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734672                      | CUSIP: 3620ANFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249466 | PA      | $250081.02     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615872                      | CUSIP: 36290SFM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        579 | PA      | $582.28        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646754                      | CUSIP: 36292EQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4211 | PA      | $4231.20       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605802                      | CUSIP: 36201XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        732 | PA      | $745.96        | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736118                      | CUSIP: 3620APYP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2658 | PA      | $2714.62       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4318                      | CUSIP: 36179SYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82016 | PA      | $68316.64      | 0.00%             | 2047-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96389                      | CUSIP: 312945C22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     154338 | PA      | $155651.97     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750239                      | CUSIP: 3620C6PY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18993 | PA      | $19044.69      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776967                      | CUSIP: 36176U6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253044 | PA      | $232007.52     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766918                      | CUSIP: 36176HYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121794 | PA      | $114629.65     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553936                      | CUSIP: 36213GLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6324 | PA      | $6613.38       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8705                      | CUSIP: 36178VU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83659 | PA      | $76935.58      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759184                      | CUSIP: 36230UFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     856015 | PA      | $832238.68     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2760                      | CUSIP: 36178NB57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11006129 | PA      | $10383669.91   | 0.09%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646693                      | CUSIP: 36292ENJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29920 | PA      | $30014.57      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465528                      | CUSIP: 36209AD98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2620 | PA      | $2680.89       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644683                      | CUSIP: 36292CFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     367889 | PA      | $383503.91     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708465                      | CUSIP: 36297DCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13240 | PA      | $13511.55      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738432                      | CUSIP: 3620ASLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1183 | PA      | $1151.75       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575390                      | CUSIP: 36200XF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13183 | PA      | $13806.22      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740141                      | CUSIP: 3620AUHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30563 | PA      | $29668.45      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AE5433                      | CUSIP: 36180YBA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2234588 | PA      | $2101377.77    | 0.02%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472038                      | CUSIP: 36209HLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5680 | PA      | $5873.68       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT8084                      | CUSIP: 36194G6V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449250 | PA      | $417956.01     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638703                      | CUSIP: 36291URY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12994 | PA      | $13253.96      | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486760                      | CUSIP: 36210AWV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        244 | PA      | $252.51        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY5658                      | CUSIP: 31426QJC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118434 | PA      | $120156.21     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620926                      | CUSIP: 36290XYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2017 | PA      | $2027.16       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541586                      | CUSIP: 36212RUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39538 | PA      | $39741.01      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0159                      | CUSIP: 36177WE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     393510 | PA      | $375151.48     | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563510                      | CUSIP: 36213TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3861 | PA      | $3930.45       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474638                      | CUSIP: 36209LHP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7251 | PA      | $7498.89       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554790                      | CUSIP: 36213HKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9420 | PA      | $9805.20       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627354                      | CUSIP: 36291F5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31822 | PA      | $32422.87      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694343                      | CUSIP: 36296LLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168368 | PA      | $168742.20     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553353                      | CUSIP: 36213FWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187381 | PA      | $190584.34     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614310                      | CUSIP: 36290QN35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     875798 | PA      | $824936.25     | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506486                      | CUSIP: 36210YUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1176 | PA      | $1203.71       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565983                      | CUSIP: 36213VXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3585 | PA      | $3728.82       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54702                      | CUSIP: 3132XXGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102917 | PA      | $96163.34      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476364                      | CUSIP: 36209NFD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6367 | PA      | $6514.23       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794143                      | CUSIP: 36177NS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18492 | PA      | $17449.00      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757614                      | CUSIP: 36230SN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12745 | PA      | $12361.85      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-108 AZ                | CUSIP: 3136B0SG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1705064 | PA      | $1358760.44    | 0.01%             | 2058-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745164                      | CUSIP: 3620C0Z50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21252 | PA      | $21700.25      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726017                      | CUSIP: 3620ACSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155988 | PA      | $156372.49     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3413                        | CUSIP: 36202DYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5588 | PA      | $5612.09       | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 714583                      | CUSIP: 36297K2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47672 | PA      | $48507.11      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588363                      | CUSIP: 36201NTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4177 | PA      | $4249.28       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493034                      | CUSIP: 36210HV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2292 | PA      | $2344.76       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608259                      | CUSIP: 36202SWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34976 | PA      | $35159.36      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495899                      | CUSIP: 36210L3G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1634 | PA      | $1671.54       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783406                      | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354982 | PA      | $362449.33     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796306                      | CUSIP: 36177RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8465 | PA      | $8406.84       | 0.00%             | 2027-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445958                      | CUSIP: 36207YMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5113 | PA      | $5231.24       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615620                      | CUSIP: 36290R4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229921 | PA      | $231110.82     | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8562                      | CUSIP: 36178GQP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183036 | PA      | $173549.69     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585133                      | CUSIP: 36201KBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1109 | PA      | $1127.83       | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592509                      | CUSIP: 36201TGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4685 | PA      | $4856.87       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770470                      | CUSIP: 36176MW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18229 | PA      | $18258.92      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550760                      | CUSIP: 36213CZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27794 | PA      | $28997.17      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 671480                      | CUSIP: 36295H6R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3986 | PA      | $4136.78       | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565367                      | CUSIP: 36213VCC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5388 | PA      | $5571.44       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608147                      | CUSIP: 36202STC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25800 | PA      | $26226.97      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   61200896 | PA      | $57331689.53   | 0.51%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486544                      | CUSIP: 36210AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1551 | PA      | $1586.91       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560055                      | CUSIP: 36213PE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2245 | PA      | $2335.15       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553471                      | CUSIP: 36213F2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17963 | PA      | $16906.57      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767047                      | CUSIP: 36176H5G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430160 | PA      | $394251.84     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608223                      | CUSIP: 36202SVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31823 | PA      | $32362.97      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480074                      | CUSIP: 36209SJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3055 | PA      | $3159.22       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2144                      | CUSIP: 36179QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42689 | PA      | $34563.64      | 0.00%             | 2044-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8195                      | CUSIP: 36179XC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     348287 | PA      | $277652.31     | 0.00%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367098                      | CUSIP: 36204DX38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59293 | PA      | $57617.44      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703201                      | CUSIP: 36296WGJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31860 | PA      | $31001.15      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483661                      | CUSIP: 36209WJE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1148 | PA      | $1187.12       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698373                      | CUSIP: 36296Q2E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98601 | PA      | $93969.31      | 0.00%             | 2039-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704993                      | CUSIP: 36296YGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3247 | PA      | $3253.19       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782749                      | CUSIP: 36241LBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8903 | PA      | $9090.50       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572096                      | CUSIP: 36200TRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33484 | PA      | $34064.64      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727357                      | CUSIP: 3620AEB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221566 | PA      | $226241.11     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4437                      | CUSIP: 36178B4W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21460 | PA      | $19795.99      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697076                      | CUSIP: 36296PMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13293 | PA      | $13326.88      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706729                      | CUSIP: 36297BEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78732 | PA      | $78835.06      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476625                      | CUSIP: 36209NPJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3708 | PA      | $3834.17       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457062                      | CUSIP: 36208PWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6682 | PA      | $6836.83       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694358                      | CUSIP: 36296LMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37579 | PA      | $37654.60      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783471                      | CUSIP: 36241L2C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17177 | PA      | $16719.72      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456921                      | CUSIP: 36208PSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4183 | PA      | $4326.21       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490070                      | CUSIP: 36210EMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6262 | PA      | $6407.07       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631188                      | CUSIP: 36291LF59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         98 | PA      | $98.07         | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507152                      | CUSIP: 36211AL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        359 | PA      | $371.03        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494709                      | CUSIP: 36210KR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3728 | PA      | $3855.70       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769697                      | CUSIP: 36176L3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231309 | PA      | $219749.60     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697957                      | CUSIP: 36296QME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2048 | PA      | $2053.86       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631336                      | CUSIP: 36291LLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10724 | PA      | $11176.77      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6601                      | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5570368 | PA      | $5347968.64    | 0.05%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640205                      | CUSIP: 36291WGN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2243 | PA      | $2284.43       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706808                      | CUSIP: 36297BGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318227 | PA      | $318642.10     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652205                      | CUSIP: 36292LR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154768 | PA      | $161528.96     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-46 JE                 | CUSIP: 38379WAW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1007335 | PA      | $940146.70     | 0.01%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434239                      | CUSIP: 36207KLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        675 | PA      | $697.83        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726268                      | CUSIP: 3620ACZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6735 | PA      | $6754.94       | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615829                      | CUSIP: 36290SEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96367 | PA      | $98038.02      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450465                      | CUSIP: 36208GMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        581 | PA      | $600.48        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611184                      | CUSIP: 36202V6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3904 | PA      | $3994.83       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645854                      | CUSIP: 36292DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15458 | PA      | $16090.40      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567878                      | CUSIP: 36213X2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3110 | PA      | $3238.16       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735222                      | CUSIP: 3620ANYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52783 | PA      | $51264.75      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487067                      | CUSIP: 36210BCC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        576 | PA      | $577.63        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492194                      | CUSIP: 36210GXX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3177 | PA      | $3250.30       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781274                      | CUSIP: 36225BMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1941 | PA      | $2009.51       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602388                      | CUSIP: 36200JF54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3726 | PA      | $3794.23       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742988                      | CUSIP: 3620AXND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275659 | PA      | $267594.99     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594139                      | CUSIP: 36201VBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8129 | PA      | $8272.53       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594107                      | CUSIP: 36201VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33110 | PA      | $33679.83      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18133258 | PA      | $17215859.78   | 0.15%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493840                      | CUSIP: 36210JS58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4634 | PA      | $4741.27       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723234                      | CUSIP: 3620A9PT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50040 | PA      | $50173.59      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5332                        | CUSIP: 36202F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3289427 | PA      | $3203589.28    | 0.03%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25472                      | CUSIP: 3132M5W99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10667 | PA      | $10722.82      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570125                      | CUSIP: 36200RLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1472 | PA      | $1495.81       | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4718                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22016650 | PA      | $20104133.91   | 0.18%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626016                      | CUSIP: 36291EN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21397 | PA      | $22240.49      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759238                      | CUSIP: 36230UHP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58455 | PA      | $58549.82      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464332                      | CUSIP: 36208XY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2211 | PA      | $2286.20       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3319                        | CUSIP: 36202DVL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        546 | PA      | $554.59        | 0.00%             | 2032-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737673                      | CUSIP: 3620ARQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23473 | PA      | $23518.11      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594145                      | CUSIP: 36201VBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49810 | PA      | $50667.83      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498372                      | CUSIP: 36210PT53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        304 | PA      | $314.69        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3359                        | CUSIP: 36202DWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3996 | PA      | $4057.87       | 0.00%             | 2033-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619663                      | CUSIP: 36290WML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55139 | PA      | $56140.78      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705906                      | CUSIP: 36297AGP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1336613 | PA      | $1297509.90    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783165                      | CUSIP: 36241LQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148854 | PA      | $144889.65     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550886                      | CUSIP: 36213C6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        391 | PA      | $393.00        | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93473                      | CUSIP: 3129412E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23359 | PA      | $23939.23      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM5010                      | CUSIP: 3140J9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56074668 | PA      | $53051127.84   | 0.48%             | 2048-02-01      | 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        |   55130165 | PA      | $53187493.49   | 0.48%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4449                      | CUSIP: 36179S5J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1978581 | PA      | $1733734.97    | 0.02%             | 2047-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3246                      | CUSIP: 36179RTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50309 | PA      | $50223.98      | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626871                      | CUSIP: 36291FMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42927 | PA      | $43741.16      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499379                      | CUSIP: 36210QXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1436 | PA      | $1484.66       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0223                      | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68166 | PA      | $69475.91      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433994                      | CUSIP: 36207KC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2118 | PA      | $2167.20       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502974                      | CUSIP: 36210UXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6557 | PA      | $6708.99       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4813                      | CUSIP: 3617BLK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24512 | PA      | $22735.35      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741579                      | CUSIP: 3620AV2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50505 | PA      | $50677.06      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572470                      | CUSIP: 36200T6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8931 | PA      | $9137.49       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726439                      | CUSIP: 3620ADBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92864 | PA      | $94824.19      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781660                      | CUSIP: 36225BZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19967 | PA      | $20849.20      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6412                      | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38462 | PA      | $38262.13      | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573430                      | CUSIP: 36200VA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3606 | PA      | $3717.59       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760345                      | CUSIP: 36176AP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     563693 | PA      | $531813.13     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749207                      | CUSIP: 3620C5KU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     585467 | PA      | $568241.67     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743012                      | CUSIP: 3620AXN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     464342 | PA      | $450680.66     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738629                      | CUSIP: 3620ASSS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90018 | PA      | $87429.33      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706891                      | CUSIP: 36297BKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56647 | PA      | $56656.76      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757570                      | CUSIP: 36230SMT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11170 | PA      | $10547.08      | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711043                      | CUSIP: 36297F5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37634 | PA      | $37726.95      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464127                      | CUSIP: 36208XSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        459 | PA      | $474.41        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q55617                      | CUSIP: 3132XYG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57822 | PA      | $54027.79      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537464                      | CUSIP: 36212MB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        270 | PA      | $280.66        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5181                        | CUSIP: 36202FXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     471494 | PA      | $448979.59     | 0.00%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603497                      | CUSIP: 36200KNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12311 | PA      | $12790.85      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722035                      | CUSIP: 3620A8EG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     659734 | PA      | $604887.12     | 0.01%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434228                      | CUSIP: 36207KLH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        774 | PA      | $800.59        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737454                      | CUSIP: 3620ARH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8004 | PA      | $8173.59       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628120                      | CUSIP: 36291GYR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15109 | PA      | $15388.25      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60321                      | CUSIP: 31335ALA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1195786 | PA      | $1204525.04    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615607                      | CUSIP: 36290R3Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52285 | PA      | $53144.64      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621774                      | CUSIP: 36290YXB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        264 | PA      | $268.85        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL3635                      | CUSIP: 3140HVBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1634875 | PA      | $1475387.06    | 0.01%             | 2034-08-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631612                      | CUSIP: 36291LVD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34363 | PA      | $35735.15      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554815                      | CUSIP: 36213HK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4085 | PA      | $4227.39       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475217                      | CUSIP: 36209L4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1809 | PA      | $1871.08       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462362                      | CUSIP: 36208VTT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2645 | PA      | $2734.87       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6031                      | CUSIP: 36178DVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20319 | PA      | $19368.72      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737837                      | CUSIP: 3620ARV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21720 | PA      | $21095.09      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704260                      | CUSIP: 36296XMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     418619 | PA      | $420080.90     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512235                      | CUSIP: 36211GBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        201 | PA      | $207.37        | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752093                      | CUSIP: 36230LKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25631 | PA      | $23607.36      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496251                      | CUSIP: 36210MH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1345 | PA      | $1391.11       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2753                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3805142 | PA      | $3488017.85    | 0.03%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732893                      | CUSIP: 3620ALGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16358 | PA      | $16704.46      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580662                      | CUSIP: 36201EB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16403 | PA      | $17011.68      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474160                      | CUSIP: 36209KWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5672 | PA      | $5865.54       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728958                      | CUSIP: 3620AFZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294292 | PA      | $294878.72     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649524                      | CUSIP: 36292HSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43464 | PA      | $44311.92      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641807                      | CUSIP: 36291YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8719 | PA      | $8838.20       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4881                        | CUSIP: 36202FM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9318 | PA      | $8892.04       | 0.00%             | 2040-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486876                      | CUSIP: 36210A2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        680 | PA      | $695.89        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6688                      | CUSIP: 36178END7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59010 | PA      | $54413.63      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721249                      | CUSIP: 3620A7H24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248161 | PA      | $248629.82     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723132                      | CUSIP: 3620A9LM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23513 | PA      | $22813.79      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742474                      | CUSIP: 3620AW2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137675 | PA      | $137913.68     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59797 | PA      | $58209.19      | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642437                      | CUSIP: 36291YV61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17467 | PA      | $17805.55      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493532                      | CUSIP: 36210JHH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6956 | PA      | $7117.49       | 0.00%             | 2029-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698340                      | CUSIP: 36296QZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3599 | PA      | $3674.03       | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452792                      | CUSIP: 36208J7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2911 | PA      | $2931.35       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648269                      | CUSIP: 36292GFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18117 | PA      | $18479.97      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3690                        | CUSIP: 36202EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44040 | PA      | $44809.68      | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445915                      | CUSIP: 36207YK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8209 | PA      | $8399.68       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0784                      | CUSIP: 36179M2R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1478942 | PA      | $1439121.41    | 0.01%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449548                      | CUSIP: 36208FL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2904 | PA      | $2971.29       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783281                      | CUSIP: 36241LUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65724 | PA      | $65885.42      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449556                      | CUSIP: 36208FMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        124 | PA      | $127.86        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97666                      | CUSIP: 312946QT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10012 | PA      | $10098.46      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567307                      | CUSIP: 36213XGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7279 | PA      | $7619.54       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618883                      | CUSIP: 36290VRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10975 | PA      | $11172.25      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777607                      | CUSIP: 36176VU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213804 | PA      | $210279.79     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548265                      | CUSIP: 36213ACA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3678 | PA      | $3816.16       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434181                      | CUSIP: 36207KJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        157 | PA      | $161.86        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604712                      | CUSIP: 36200MYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15183 | PA      | $15442.68      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4771                        | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3144 | PA      | $3149.44       | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783268                      | CUSIP: 36241LTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32387 | PA      | $33358.18      | 0.00%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646713                      | CUSIP: 36292EN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19756 | PA      | $20167.71      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603397                      | CUSIP: 36200KKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21694 | PA      | $22491.28      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559987                      | CUSIP: 36213PCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14961 | PA      | $15565.23      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9109                      | CUSIP: 36180NDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4314533 | PA      | $3973886.73    | 0.04%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6633                      | CUSIP: 36181ALN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159293 | PA      | $146659.98     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449546                      | CUSIP: 36208FL32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        321 | PA      | $332.16        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631174                      | CUSIP: 36291LFP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79278 | PA      | $80781.25      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A78614                      | CUSIP: 3128LCSB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6956 | PA      | $7123.82       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749269                      | CUSIP: 3620C5MS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     636713 | PA      | $617353.62     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783016                      | CUSIP: 36241LK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2951404 | PA      | $2870862.85    | 0.03%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16579 | PA      | $16165.33      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08542                      | CUSIP: 3128MJS84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111430 | PA      | $108704.88     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464519                      | CUSIP: 36208YAU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3743 | PA      | $3829.96       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590122                      | CUSIP: 36201QSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4757 | PA      | $4929.70       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756321                      | CUSIP: 36230RAW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1486546 | PA      | $1489038.36    | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711064                      | CUSIP: 36297F5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81238 | PA      | $81463.23      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793119                      | CUSIP: 36177MPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90094 | PA      | $84929.96      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764905                      | CUSIP: 36176FR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19490 | PA      | $18407.80      | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434205                      | CUSIP: 36207KKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        636 | PA      | $657.32        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724702                      | CUSIP: 3620ABDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196454 | PA      | $196565.31     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621646                      | CUSIP: 36290YTB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1308 | PA      | $1327.78       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96312                      | CUSIP: 312945AM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2961 | PA      | $2903.36       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588323                      | CUSIP: 36201NSL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21968 | PA      | $22364.25      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732873                      | CUSIP: 3620ALFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60803 | PA      | $59014.10      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651777                      | CUSIP: 36292LCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13542 | PA      | $13808.75      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433705                      | CUSIP: 36207JYA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4198 | PA      | $4341.69       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4746                      | CUSIP: 36179EHX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     483254 | PA      | $454114.75     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458383                      | CUSIP: 36208RFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3442 | PA      | $3558.97       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4029                        | CUSIP: 36202EPN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2541 | PA      | $2685.57       | 0.00%             | 2037-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605098                      | CUSIP: 36200NGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271536 | PA      | $276407.34     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2498                      | CUSIP: 36180DX36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     404764 | PA      | $380259.80     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574672                      | CUSIP: 36200WMV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4737 | PA      | $4813.14       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744018                      | CUSIP: 3620AYSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3872 | PA      | $3953.87       | 0.00%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0257                      | CUSIP: 3617A0JA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2135502 | PA      | $1940270.05    | 0.02%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510333                      | CUSIP: 36211D4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90295 | PA      | $91979.76      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594669                      | CUSIP: 36201VT28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23245 | PA      | $24201.16      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567919                      | CUSIP: 36213X4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36320 | PA      | $37552.84      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5707                      | CUSIP: 36179FKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     361537 | PA      | $332483.32     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493670                      | CUSIP: 36210JMT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10752 | PA      | $11001.36      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613030                      | CUSIP: 36290NA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89223 | PA      | $90759.11      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464633                      | CUSIP: 36208YEE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        352 | PA      | $364.11        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641475                      | CUSIP: 36291XT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1247 | PA      | $1269.41       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2007-6 FB                  | CUSIP: 38375JHW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     852919 | PA      | $842179.58     | 0.01%             | 2037-02-20      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487130                      | CUSIP: 36210BEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10913 | PA      | $11166.27      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595800                      | CUSIP: 36200A3H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54740 | PA      | $55014.68      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478693                      | CUSIP: 36209QXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29722 | PA      | $28876.96      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758919                      | CUSIP: 36230T4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45314 | PA      | $44906.26      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782367                      | CUSIP: 36241KTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        290 | PA      | $299.37        | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9554                      | CUSIP: 36178HTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161004 | PA      | $151414.26     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477496                      | CUSIP: 36209PNM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9220 | PA      | $9433.83       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457076                      | CUSIP: 36208PXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5434 | PA      | $5619.87       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457957                      | CUSIP: 36208QWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3083 | PA      | $3154.68       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555690                      | CUSIP: 36213JKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        168 | PA      | $172.96        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775135                      | CUSIP: 36176S4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10414 | PA      | $9811.86       | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736082                      | CUSIP: 3620APXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102525 | PA      | $102740.50     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4266                        | CUSIP: 36202EW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        621 | PA      | $643.76        | 0.00%             | 2038-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555414                      | CUSIP: 36213JAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8072 | PA      | $8416.06       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720054                      | CUSIP: 3620A55P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126325 | PA      | $123276.23     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93459                      | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28813 | PA      | $29072.69      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573673                      | CUSIP: 36200VJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12284 | PA      | $12611.88      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494431                      | CUSIP: 36210KHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        246 | PA      | $247.43        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780860                      | CUSIP: 36225A5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        682 | PA      | $697.47        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466753                      | CUSIP: 36209BQE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16963 | PA      | $17542.22      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741337                      | CUSIP: 3620AVS29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19698 | PA      | $19741.48      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638134                      | CUSIP: 36291T4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6880 | PA      | $7006.28       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552851                      | CUSIP: 36213FEY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69237 | PA      | $71834.34      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469084                      | CUSIP: 36209ECV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        415 | PA      | $428.89        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD6110                      | CUSIP: 3140B6YG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     459874 | PA      | $466560.56     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB7246                      | CUSIP: 31417EBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8702 | PA      | $8601.81       | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624165                      | CUSIP: 36291CMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77325 | PA      | $78761.58      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer