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) Denomination(5) Security Group 3 Combination 24(7) KA $100,000,000 KB $100,000,000 SEQ 5.00% FIX 38373SGM3 July 2031 N/A KC 100,000,000 SEQ 4.50 FIX 38373SGN1 July 2031 N/A KD 100,000,000 SEQ 4.00 FIX 38373SGP6 July 2031 N/A KE 100,000,000 SEQ 3.50 FIX 38373SGQ4 July 2031 N/A KI 100,000,000 NTL(SEQ) 5.50 FIX/IO      38373SGR2 July 2031 $   607,000 KO 100,000,000 SEQ 0.00 PO 38373SGS0 July 2031 $   117,000 KP 68,750,000 SEQ 8.00 FIX 38373SGT8 July 2031 N/A (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)  Each Class will be issued in the denominations specified. If no denomination is indicated for a Class, that Class will be issued in the denomination specified under "Description of the Securities – Form of Securities" in this Supplement. (6)  MX Class. (7)  In the case of Combinations 1, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23 and 24 various subcombinations are permitted. See "Description of the Securities – Modification and Exchange" in the Base Offering Circular for a discussion of subcombinations. B-71