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 11(5) MT $  18,300,000 IN $  18,300,000 NTL(SC/PAC I) 5.50%    FIX/IO 38374BP72 July 2033 OG 18,300,000 SC/PAC I 3.50 FIX 38374BP80 July 2033 OH 18,300,000 SC/PAC I 4.00 FIX 38374BP98 July 2033 OJ 18,300,000 SC/PAC I 4.50 FIX 38374BQ22 July 2033 OK 18,300,000 SC/PAC I 5.00 FIX 38374BQ30 July 2033 OL 14,378,571 SC/PAC I 7.00 FIX 38374BQ48 July 2033 OM 18,300,000 SC/PAC I 0.00 PO 38374BQ55 July 2033 Combination 12(5) MA(6) $  94,300,000 IM $  94,300,000 NTL(SC/PAC I) 5.50%    FIX/IO 38374BQ63 July 2033 MO 94,300,000 SC/PAC I 0.00 PO 38374BQ71 July 2033 MP 74,092,857 SC/PAC I 7.00 FIX 38374BQ89 July 2033 MU 94,300,000 SC/PAC I 3.50 FIX 38374BQ97 July 2033 MW 94,300,000 SC/PAC I 4.00 FIX 38374BR21 July 2033 MX 94,300,000 SC/PAC I 4.50 FIX 38374BR39 July 2033 MY 94,300,000 SC/PAC I 5.00 FIX 38374BR47 July 2033 Combination 13(5) NT(6) $  23,179,692 IT $  23,179,692 NTL(SC/PAC I) 5.50%    FIX/IO 38374BR54 July 2033 NL 23,179,692 SC/PAC I 3.50 FIX 38374BR62 July 2033 NM 23,179,692 SC/PAC I 4.00 FIX 38374BR70 July 2033 NO 23,179,692 SC/PAC I 0.00 PO 38374BR88 July 2033 NU 23,179,692 SC/PAC I 4.50 FIX 38374BR96 July 2033 NV 23,179,692 SC/PAC I 5.00 FIX 38374BS20 July 2033 NW 18,212,615 SC/PAC I 7.00 FIX 38374BS38 July 2033 Security Group 4 Combination 14 EG $  30,000,000 TG $  30,000,000 PAC I 5.50% FIX 38374BS46 August 2033 IG 30,000,000 Combination 15 TA $  82,200,000 XT $189,300,000 PAC I 5.50% FIX 38374BS53 February 2028 TB 107,100,000 Combination 16 TA $  82,200,000 CT $255,600,000 PAC I 5.50% FIX 38374BS61 August 2029 TB 107,100,000 TC 66,300,000 B-11