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) Security Group 2 Combination 4(5) NA $  81,978,841 ND $  81,978,841 SC/SEQ 3.00% FIX 38374EK48 October 2032 NE 81,978,841 SC/SEQ 3.50 FIX 38374EK55 October 2032 NG 81,978,841 SC/SEQ 4.00 FIX 38374EK63 October 2032 NH 73,780,956 SC/SEQ 5.00 FIX 38374EK71 October 2032 NI 81,978,841 NTL(SC/SEQ) 4.50 FIX/IO 38374EK89 October 2032 NJ 67,073,597 SC/SEQ 5.50 FIX 38374EK97 October 2032 NK 61,484,130 SC/SEQ 6.00 FIX 38374EL21 October 2032 NL 49,187,304 SC/SEQ 7.50 FIX 38374EL39 October 2032 NO 81,978,841 SC/SEQ 0.00 PO 38374EL47 October 2032 Combination 5(5) NC $  12,222,223 CI $  12,222,223 NTL(SC/SEQ) 4.50% FIX/IO 38374EL54 October 2032 NM 12,222,223 SC/SEQ 3.00 FIX 38374EL62 October 2032 NP 12,222,223 SC/SEQ 0.00 PO 38374EL70 October 2032 NT 12,222,223 SC/SEQ 3.50 FIX 38374EL88 October 2032 NU 12,222,223 SC/SEQ 4.00 FIX 38374EL96 October 2032 NV 11,000,000 SC/SEQ 5.00 FIX 38374EM20 October 2032 NW 10,000,000 SC/SEQ 5.50 FIX 38374EM38 October 2032 NX 9,166,667 SC/SEQ 6.00 FIX 38374EM46 October 2032 NY 7,333,333 SC/SEQ 7.50 FIX 38374EM53 October 2032 Combination 6 NA $  81,978,841 NB $  94,201,064 SC/PT 4.50% FIX 38374EM61 October 2032 NC 12,222,223 B-27