REMIC Securities MX Securities Class Original Class Principal 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 5(6) DB $  87,000,000 BA $  87,000,000 PAC I 3.50% FIX 38373QYY1 February 2027 BC 87,000,000 PAC I 4.00 FIX 38373QYZ8 February 2027 BD 87,000,000 PAC I 4.25 FIX 38373QZA2 February 2027 BE 87,000,000 PAC I 4.50 FIX 38373QZB0 February 2027 BG 87,000,000 PAC I 5.00 FIX 38373QZC8 February 2027 BH 68,357,142 PAC I 7.00 FIX 38373QZD6 February 2027 BI 87,000,000 NTL (PAC I) 5.50 FIX/IO     38373QZE4 February 2027 BJ 63,800,000 PAC I 7.50 FIX 38373QZF1 February 2027 BK 59,812,500 PAC I 8.00 FIX 38373QZG9 February 2027 BP 87,000,000 PAC I 0.00 PO 38373QZH7 February 2027 Combination 6(6) DC $  69,600,000 BL $  69,600,000 PAC I 3.50% FIX 38373QZJ3 July 2029 BM 69,600,000 PAC I 4.00 FIX 38373QZK0 July 2029 BN 69,600,000 PAC I 4.25 FIX 38373QZL8 July 2029 BO 69,600,000 PAC I 0.00 PO 38373QZM6 July 2029 BT 69,600,000 PAC I 5.00 FIX 38373QZN4 July 2029 BU 54,685,714 PAC I 7.00 FIX 38373QZP9 July 2029 BV 51,040,000 PAC I 7.50 FIX 38373QZQ7 July 2029 BW 47,850,000 PAC I 8.00 FIX 38373QZR5 July 2029 BY 69,600,000 PAC I 4.50 FIX 38373QZS3 July 2029 IW 69,600,000 NTL (PAC I) 5.50 FIX/IO     38373QZT1 July 2029 Combination 7(6) CB $  30,300,000 CH $  30,300,000 PAC I 4.50% FIX 38373QZU8 July 2030 CL 30,300,000 PAC I 5.00 FIX 38373QZV6 July 2030 IH 5,509,090 NTL (PAC I) 5.50 FIX/IO     38373QZW4 July 2030 Combination 8(6) CD $  82,750,000 CN $  82,750,000 PAC I 4.50% FIX 38373QZX2 November 2032 CY 82,750,000 PAC I 5.00 FIX 38373QZY0 November 2032 IN 15,045,454 NTL (PAC I) 5.50 FIX/IO     38373QZZ7 November 2032 B-148