REMIC Securities MX Securities Maximum Original Class Original Class Principal Balance Principal Balance Final or Class Related or Class Notional Principal Interest Interest CUSIP Distribution Class Notional Balance MX Class Balance(2) Type(3) Rate Type(3) Number Date(4) Combination 23(5) XT(6) $189,300,000 XA $189,300,000 PAC I 2.00% FIX 38374BZ71 February 2028 XB 189,300,000 PAC I 2.50 FIX 38374BZ89 February 2028 XC 189,300,000 PAC I 3.00 FIX 38374BZ97 February 2028 XD 189,300,000 PAC I 3.50 FIX 38374B2A0 February 2028 XE 189,300,000 PAC I 4.00 FIX 38374B2B8 February 2028 XH 189,300,000 PAC I 4.50 FIX 38374B2C6 February 2028 XI 189,300,000 NTL(PAC I) 5.50 FIX/IO 38374B2D4 February 2028 XJ 189,300,000 PAC I 5.00 FIX 38374B2E2 February 2028 XK 173,525,000 PAC I 6.00 FIX 38374B2F9 February 2028 XL 148,735,714 PAC I 7.00 FIX 38374B2G7 February 2028 XP 189,300,000 PAC I 0.00 PO 38374B2H5 February 2028 Combination 24(5) TV $  72,450,000 VG $  72,450,000 PAC II/AD 4.00% FIX 38374B2J1 February 2018 VH 72,450,000 PAC II/AD 4.50 FIX 38374B2K8 February 2018 VI 72,450,000 NTL (PAC II/AD) 5.50 FIX/IO 38374B2L6 February 2018 VJ 72,450,000 PAC II/AD 5.00 FIX 38374B2M4 February 2018 VK 72,450,000 PAC II/AD 5.25 FIX 38374B2N2 February 2018 VL 56,925,000 PAC II/AD 7.00 FIX 38374B2P7 February 2018 VO 72,450,000 PAC II/AD 0.00 PO 38374B2Q5 February 2018 (1)  All exchanges must comply with minimum denominations restrictions. (2)  The amount shown for each MX Class represents the maximum Original Class Principal Balance (or original Class Notional Balance) of that Class, assuming it were to be issued on the Closing Date. (3)  As defined under "Class Types" in Appendix I to the Base Offering Circular. (4)  See "Yield, Maturity and Prepayment Considerations – Final Distribution Date" in this Supplement. (5)  In the case of Combinations 1 through 7, 10 through 13 and 18 through 24, various subcombinations are permitted.  See "Description of the Securities – Modification and Exchange" in the Base Offering Circular for a discussion of subcombinations. (6)  MX Class. B-14