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 15 EN $182,400,000 NH $182,400,000 PAC/AD 3.500% FIX 38373Q6X4 December 2032 FN 85,120,000 SN 85,120,000 Combination 16 EN $182,400,000 NJ $182,400,000 PAC/AD 3.750% FIX 38373Q6Y2 December 2032 FN 91,200,000 SN 91,200,000 Combination 17 EN $182,400,000 NK $182,400,000 PAC/AD 4.000% FIX 38373Q6Z9 December 2032 FN 97,280,000 SN 97,280,000 Combination 18 EN $182,400,000 NL $182,400,000 PAC/AD 4.250% FIX 38373Q7A3 December 2032 FN 103,360,000 SN 103,360,000 Combination 19 EN $182,400,000 NM $182,400,000 PAC/AD 4.500% FIX 38373Q7B1 December 2032 FN 109,440,000 SN 109,440,000 Combination 20 EN $182,400,000 NT $182,400,000 PAC/AD 4.750% FIX 38373Q7C9 December 2032 FN 115,520,000 SN 115,520,000 Combination 21 EN $152,000,000 NU $152,000,000 PAC/AD 6.000% FIX 38373Q7D7 December 2032 FN 121,600,000 SN 121,600,000 Combination 22 EN $130,285,714 NV $130,285,714 PAC/AD 7.000% FIX 38373Q7E5 December 2032 FN 121,600,000 SN 121,600,000 Combination 23 EN $114,000,000 NX $114,000,000 PAC/AD 8.000% FIX 38373Q7F2 December 2032 FN 121,600,000 SN 121,600,000 B-98