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 23 AO $166,023,000 FN $263,516,964 PT (5) FLT 38374NG50 October 2036 BO 97,493,964 IE(6) 166,023,000 IK(6) 97,493,964 Combination 24 AO $178,794,000 PO $283,787,500 PT 0.0% PO 38374NG68 October 2036 BO 104,993,500 Combination 25 CT $166,023,000 SC $166,023,000 NTL(PAC) (5) INV/IO 38374NG76 October 2036 DT 166,023,000 SE 166,023,000 Combination 26 DT $166,023,000 SD $166,023,000 NTL(PAC) (5) INV/IO 38374NG84 October 2036 SE 166,023,000 Combination 27 GT $  97,493,964 SG $  97,493,964 NTL(SUP) (5) INV/IO 38374NG92 October 2036 HT 97,493,964 SK 97,493,964 Combination 28 HT $  97,493,964 SH $  97,493,964 NTL(SUP) (5) INV/IO 38374NH26 October 2036 SK 97,493,964 Combination 29 CT $166,023,000 SL $263,516,964 NTL(PT) (5) INV/IO 38374NH34 October 2036 DT 166,023,000 GT 97,493,964 HT 97,493,964 SE 166,023,000 SK 97,493,964 S-I-4