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 20 HF $156,071,429 HJ $230,000,000 PAC/AD 4.75% FIX 38374FH56     December 2033 HP 230,000,000 HS 156,071,429 Combination 21 HF $164,285,715 HK $230,000,000 PAC/AD 5.00% FIX 38374FH64     December 2033 HP 230,000,000 HS 164,285,715 Combination 22 HF $180,714,286 HL $230,000,000 PAC/AD 5.50% FIX 38374FH72     December 2033 HP 230,000,000 HS 180,714,286 Combination 23 HF $197,142,857 HM $230,000,000 PAC/AD 6.00% FIX 38374FH80     December 2033 HP 230,000,000 HS 197,142,857 Combination 24 HF $197,142,857 HN $197,142,857 PAC/AD 7.00% FIX 38374FH98     December 2033 HP 197,142,857 HS 197,142,857 Combination 25 HF $197,142,857 HI $230,000,000 NTL (PAC/AD) 6.00%    FIX/IO     38374FJ21       December 2033 HS 197,142,857 Combination 26 HF $197,142,857 FH $197,142,857 PAC/AD (7) FLT 38374FJ39       December 2033 HP 197,142,857 Security Group 3 Combination 27 EA $ 3,333,333 SB $ 3,333,333 PAC/AD (7) INV 38374FJ47 March 2034 QA 5,000,000 Combination 28 EA $ 3,333,333 SA $ 3,333,333 PAC/AD (7) INV 38374FJ54 March 2034 QA 6,666,666 Combination 29 EA $ 3,333,333 SF $ 3,333,333 PAC/AD (7) INV 38374FJ62 March 2034 QA 8,333,333 B-163