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) Security Groups 4 and 5 Combination 20(6) F $  50,000,000 FE $100,000,000 PT (5) FLT 38375L SD3 October 2037 FH 50,000,000 Security Group 6 Combination 21 FJ $101,091,795 FT $101,091,795 SC/PT (5) FLT 38375L SE1 July 2037 JI 101,091,795 (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)  Combinations 1, 2, 3 and 20 are derived from REMIC classes of separate Security Groups. (7)  Classes SF, SX and SY have the SP ("Special") designation in their Interest Type because their interest rate will change significantly at a specified level of LIBOR. See "Terms Sheet – Interest Rates" in this Supplement. S-I-4