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 33 EO $  14,171,918 LS $  18,333,334 PT (5) INV 38375KNS7 June 2037 SE 52,011,221 WO 4,161,416 WS 15,272,480 Combination 34 EO $  14,171,918 UY $  14,171,918 PAC (5) INV 38375KNY4 June 2037 SE 85,031,504 Combination 35 WO $ 4,161,416 WY $ 4,161,416 SUP (5) INV 38375KNZ1 June 2037 WS 24,968,495 Security Group 9 Combination 36 SA $ 9,811,425 SW $  15,094,500 SC/PT (5) INV 38375KPA4 March 2037 SB 5,283,075 Security Group 10 Combination 37 CO $ 6,952,599 CS $ 6,952,599 SC/PT (5) INV 38375KPB2 April 2037 SC 24,334,096 (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. B-22