REMIC Securities MX Securities Class Original Class Principal 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 4 Combination 13(6) KA $196,200,000 KC $196,200,000 PAC/AD 2.00% FIX 38374BLW1 June 2033 KD 196,200,000 PAC/AD 2.50 FIX 38374BLX9 June 2033 KE 196,200,000 PAC/AD 3.00 FIX 38374BLY7 June 2033 KG 196,200,000 PAC/AD 3.25 FIX 38374BLZ4 June 2033 KH 196,200,000 PAC/AD 3.50 FIX 38374BMA8 June 2033 KI 196,200,000 NTL(PAC/AD)   5.50 FIX/IO 38374BMB6 June 2033 KJ 196,200,000 PAC/AD 3.75 FIX 38374BMC4 June 2033 KL 196,200,000 PAC/AD 4.25 FIX 38374BMD2 June 2033 KM 196,200,000 PAC/AD 4.00 FIX 38374BME0 June 2033 KN 196,200,000 PAC/AD 4.50 FIX 38374BMF7 June 2033 KO 196,200,000 PAC/AD 0.00 PO 38374BMG5 June 2033 KT 196,200,000 PAC/AD 5.00 FIX 38374BMH3 June 2033 KU 179,850,000 PAC/AD 6.00 FIX 38374BMJ9 June 2033 KV 154,157,142 PAC/AD 7.00 FIX 38374BMK6 June 2033 KW 143,880,000 PAC/AD 7.50 FIX 38374BML4 June 2033 Combination 14 ZJ $  25,200,000 ZL $  43,200,000 SUP 5.50% FIX/Z 38374BMM2 July 2033 ZK 18,000,000 (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)  MX Class. (6)  In the case of Combinations 2, 3, 4, 5, 6, 7, 9, 10, 11, 12 and 13, various subcombinations are permitted. See "Description of the Securities – Modification and Exchange" in the Base Offering Circular for a discussion of subcombinations. B-52