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 6 CF $ 7,889,333 AF $187,781,333 PT (5) FLT 38375KFX5 June 2037 FC 25,681,000 PF 154,211,000 PS 30,842,200 ST 30,842,200 Combination 7 BA $ 2,194,827 DB $ 2,889,568 SUP 5.5% FIX 38375KFY3 June 2037 BC 694,741 Combination 8 PF $154,211,000 FL $154,211,000 PAC (5) FLT 38375KFZ0 June 2037 ST 30,842,200 Combination 9 CF $ 7,889,333 FH $  33,570,333 SUP (5) FLT 38375KGA4 June 2037 FC 25,681,000 Combination 10 PS $  30,842,200 SP $  30,842,200 NTL (PAC) (5) INV/IO 38375KGB2 June 2037 ST 30,842,200 (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)  The Interest Rate will be calculated as described under "Terms Sheet – Interest Rates" in this Supplement. (6)  This Class has the SP ("Special") designation in its Interest Type because its Interest Rate may change significantly based on very small changes in the level of LIBOR. See "Terms Sheet – Interest Rates" in this Supplement. B-9