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 7(5) NB(6) $  94,201,064 BA $  94,201,064 SC/PT 3.00% FIX 38374EM79 October 2032 BC 94,201,064 SC/PT 3.50 FIX 38374EM87 October 2032 BD 94,201,064 SC/PT 4.00 FIX 38374EM95 October 2032 BE 84,780,957 SC/PT 5.00 FIX 38374EN29 October 2032 BG 77,073,597 SC/PT 5.50 FIX 38374EN37 October 2032 BH 70,650,798 SC/PT 6.00 FIX 38374EN45 October 2032 BI 94,201,064 NTL(SC/PT) 4.50 FIX/IO 38374EN52 October 2032 BJ 56,520,638 SC/PT 7.50 FIX 38374EN60 October 2032 BO 94,201,064 SC/PT 0.00 PO 38374EN78 October 2032 (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 2, 3, 4, 5 and 7 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-28