REMIC Securities MX Securities Class Original Class Principal Balance or Class Notional Balance Related MX Class Maximum Original Class Principal Balance or Class Notional Balance(2) Principal Type(3) Interest Rate Interest Type(3) CUSIP Number Final Distribution Date(4) Combination 6(7) DE $  17,428,000 GA $  17,428,000 PAC I 4.500% FIX 38373Q4X6 August 2030 GB 17,428,000 PAC I 5.000 FIX 38373Q4Y4 August 2030 IG 3,168,727 NTL(PAC I) 5.500 FIX/IO 38373Q4Z1 August 2030 Combination 7(7) DG $  49,490,000 GC $  49,490,000 PAC I 4.500% FIX 38373Q5A5 December 2032 GD 49,490,000 PAC I 5.000 FIX 38373Q5B3 December 2032 GK 49,490,000 PAC I 4.000 FIX 38373Q5C1 December 2032 GL 45,365,833 PAC I 6.000 FIX 38373Q5D9 December 2032 GM 38,885,000 PAC I 7.000 FIX 38373Q5E7 December 2032 GN 34,024,375 PAC I 8.000 FIX 38373Q5F4 December 2032 GO 49,490,000 PAC I 0.000 PO 38373Q5G2 December 2032 IH 49,490,000 NTL(PAC I) 5.500 FIX/IO 38373Q5H0 December 2032 Combination 8(7) YA $  52,678,500 IY $  52,678,500 NTL(NSJ/PAC II/AD) 5.500% FIX/IO 38373Q5J6 April 2033 YC 52,678,500 NSJ/PAC II/AD 3.500 FIX 38373Q5K3 April 2033 YD 52,678,500 NSJ/PAC II/AD 3.750 FIX 38373Q5L1 April 2033 YE 52,678,500 NSJ/PAC II/AD 4.000 FIX 38373Q5M9 April 2033 YG 52,678,500 NSJ/PAC II/AD 4.250 FIX 38373Q5N7 April 2033 YH 52,678,500 NSJ/PAC II/AD 4.500 FIX 38373Q5P2 April 2033 YJ 52,678,500 NSJ/PAC II/AD 4.750 FIX 38373Q5Q0 April 2033 YK 52,678,500 NSJ/PAC II/AD 5.000 FIX 38373Q5R8 April 2033 YL 52,678,500 NSJ/PAC II/AD 5.250 FIX 38373Q5S6 April 2033 YM 48,288,625 NSJ/PAC II/AD 6.000 FIX 38373Q5T4 April 2033 YN 44,574,115 NSJ/PAC II/AD 6.500 FIX 38373Q5U1 April 2033 YO 41,390,250 NSJ/PAC II/AD 7.000 FIX 38373Q5V9 April 2033 YP 52,678,500 NSJ/PAC II/AD 0.000 PO 38373Q5W7 April 2033 YT 38,630,900 NSJ/PAC II/AD 7.500 FIX 38373Q5X5 April 2033 YU 36,216,468 NSJ/PAC II/AD 8.000 FIX 38373Q5Y3 April 2033 Security Group 7 Combination 9 EP $  15,790,000 PC $  15,790,000 PAC I 5.000% FIX 38373Q5Z0 June 2033 PI 15,790,000 B-96