Fannie Mae 2013-130 › syndicated › documents › mbs › remicsupp › 2… · 2019-07-13 ·...

Prospectus Supplement(To REMIC Prospectus dated August 1, 2012)

$2,478,103,662

Guaranteed REMIC Pass-Through CertificatesFannie Mae REMIC Trust 2013-130

The CertificatesWe, the Federal National MortgageAssociation (Fannie Mae), will issuethe classes of certificates listed in thechart on this cover.

Payments to CertificateholdersWe will make monthly payments onthe certificates. You, the investor, willreceive• interest accrued on the balance of

your certificate (except in the caseof the accrual classes), and

• principal to the extent available forpayment on your class.

We will pay principal at rates thatmay vary from time to time. We maynot pay principal to certain classes forlong periods of time.

The Fannie Mae GuarantyWe will guarantee that requiredpayments of principal and interest onthe certificates are available for dis-tribution to investors on time.

The Trust and its AssetsThe trust will own• Fannie Mae MBS and• underlying REMIC and RCR certifi-

cates backed by Fannie Mae MBS.The mortgage loans underlying theFannie Mae MBS are first lien, single-family, fixed-rate loans.

Class Group

OriginalClass

BalancePrincipalType(1)

InterestRate

InterestType(1)

CUSIPNumber

FinalDistribution

Date

DA(2) . . 1 $146,799,612 PAC 2.50% FIX 3136AHYZ7 November 2042DF(2) . . . 1 56,461,388 PAC (3) FLT 3136AHZA1 November 2042DS(2) . . 1 56,461,388(4) NTL (3) INV/IO 3136AHZB9 November 2042VD(2) . . 1 6,137,000 PAC/AD 3.75 FIX 3136AHZC7 December 2026DV(2) . . 1 3,980,000 PAC/AD 3.75 FIX 3136AHZD5 November 2032ZD(2) . . 1 9,893,000 PAC 3.75 FIX/Z 3136AHZE3 January 2044FX(2) . . . 1 29,653,379 SUP (3) FLT 3136AHZF0 January 2044SX(2) . . 1 29,653,379 SUP (3) INV 3136AHZG8 January 2044FD(2) . . . 1 84,773,327 PT (3) FLT 3136AHZH6 January 2044SD(2) . . 1 84,773,327(4) NTL (3) INV/IO 3136AHZJ2 January 2044

PA(2) . . 2 129,945,112 PAC 2.50 FIX 3136AHZK9 May 2043PF(2) . . . 2 49,978,888 PAC (3) FLT 3136AHZL7 May 2043PS(2) . . . 2 49,978,888(4) NTL (3) INV/IO 3136AHZM5 May 2043VP(2) . . . 2 3,349,000 PAC/AD 3.75 FIX 3136AHZN3 December 2026PV(2) . . . 2 2,172,000 PAC/AD 3.75 FIX 3136AHZP8 November 2032ZP(2) . . . 2 5,397,000 PAC 3.75 FIX/Z 3136AHZQ6 January 2044XF(2) . . . 2 25,346,621 SUP (3) FLT 3136AHZR4 January 2044XS(2) . . 2 25,346,621 SUP (3) INV 3136AHZS2 January 2044FM(2) . . 2 72,460,572 PT (3) FLT 3136AHZT0 January 2044SM(2) . . 2 72,460,572(4) NTL (3) INV/IO 3136AHZU7 January 2044

(Table continued on next page)

If you own certificates of certain classes, you can exchange them for certificates of thecorresponding RCR classes to be delivered at the time of exchange. The DB, DC, DE,DG, DJ, PB, PC, PD, PE, PG, CY, CB, CD, CE, CG, CJ, WA, AC, AD, AE, AG, WB, BC, BD,BE, BG, KW, KB, KC, KD, KE, KL, GB, GC, GD, QE, QW, WN, NY, FH, SH, GV, ZG, GL,QF, FP, PW, AY and FE Classes are the RCR classes. For a more detailed description ofthe RCR classes, see Schedule 1 attached to this prospectus supplement and“Description of the Certificates—Combination and Recombination—RCR Certificates”in the REMIC prospectus.

The dealer will offer the certificates from time to time in negotiated transactions atvarying prices. We expect the settlement date to be December 30, 2013.

Carefully consider the risk factors on page S-11 of this prospectus supplement and starting on page 13 ofthe REMIC prospectus. Unless you understand and are able to tolerate these risks, you should not invest inthe certificates.

You should read the REMIC prospectus as well as this prospectus supplement.

The certificates, together with interest thereon, are not guaranteed by the United States and do not constitute a debt orobligation of the United States or any agency or instrumentality thereof other than Fannie Mae.

The certificates are exempt from registration under the Securities Act of 1933 and are “exempted securities” under theSecurities Exchange Act of 1934.

Deutsche Bank Securities

The date of this Prospectus Supplement is December 23, 2013

Class Group

OriginalClass


InterestRate

InterestType(1)

CUSIPNumber

FinalDistribution

Date

CA(2) . . 3 $120,172,000 PAC/AD 2.50% FIX 3136AHZV5 June 2043CF(2) . . . 3 60,086,000 PAC/AD (3) FLT 3136AHZW3 June 2043CS(2) . . 3 60,086,000(4) NTL (3) INV/IO 3136AHZX1 June 2043VC(2) . . 3 2,807,000 PAC/AD 4.00 FIX 3136AHZY9 November 2026CV(2) . . 3 1,902,000 PAC/AD 4.00 FIX 3136AHZZ6 December 2032ZC(2) . . . 3 4,194,000 PAC/AD 4.00 FIX/Z 3136AHA26 January 2044HZ . . . . 3 30,000,000 SUP 4.00 FIX/Z 3136AHA34 January 2044FC(2) . . . 3 43,832,200 PT (3) FLT 3136AHA42 January 2044SC(2) . . 3 43,832,200(4) NTL (3) INV/IO 3136AHA59 January 2044

AB(2) . . 4 40,963,125 PAC/AD 2.50 FIX 3136AHA67 October 2043AF(2) . . . 4 24,577,875 PAC/AD (3) FLT 3136AHA75 October 2043AS(2) . . 4 24,577,875(4) NTL (3) INV/IO 3136AHA83 October 2043AL(2) . . . 4 1,715,000 PAC/AD 4.00 FIX 3136AHA91 January 2044ZA . . . . 4 10,568,000 SUP 4.00 FIX/Z 3136AH B25 January 2044FA(2) . . . 4 51,882,666 PT (3) FLT 3136AH B33 January 2044SA(2) . . 4 51,882,666(4) NTL (3) INV/IO 3136AH B41 January 2044

BA(2) . . 5 116,581,250 PAC/AD 2.50 FIX 3136AH B58 July 2043BF(2) . . . 5 69,948,750 PAC/AD (3) FLT 3136AH B66 July 2043BS(2) . . 5 69,948,750(4) NTL (3) INV/IO 3136AH B74 July 2043VB(2) . . 5 2,885,000 PAC/AD 4.00 FIX 3136AH B82 November 2026BV(2) . . 5 1,954,000 PAC/AD 4.00 FIX 3136AH B90 December 2032BZ(2) . . . 5 4,311,000 PAC/AD 4.00 FIX/Z 3136AH C24 January 2044ZB . . . . 5 28,000,000 SUP 4.00 FIX/Z 3136AH C32 January 2044FB(2) . . . 5 149,120,000 PT (3) FLT 3136AH C40 January 2044SB(2) . . 5 149,120,000(4) NTL (3) INV/IO 3136AH C57 January 2044

KA(2) . . 6 114,102,000 SEG(PAC)/PAC 2.50 FIX 3136AH C65 August 2042KF(2) . . . 6 38,034,000 SEG(PAC)/PAC (3) FLT 3136AH C73 August 2042KS(2) . . 6 38,034,000(4) NTL (3) INV/IO 3136AH C81 August 2042VK(2) . . 6 5,278,000 SEG(PAC)/PAC/AD 3.50 FIX 3136AH C99 January 2027KV(2) . . 6 3,274,000 SEG(PAC)/PAC/AD 3.50 FIX 3136AHD23 November 2032ZK(2) . . . 6 9,221,000 SEG(PAC)/PAC 3.50 FIX/Z 3136AHD31 January 2044KN . . . . 6 3,945,000 SEG(PAC)/SUP 3.50 FIX 3136AHD49 January 2044HK . . . . 6 30,980,000 SEG(TAC)/TAC/AD 3.50 FIX 3136AHD56 January 2044KH . . . . 6 10,268,000 SEG(TAC)/SUP/AD 3.50 FIX 3136AHD64 January 2044KZ . . . . 6 14,064,667 SUP 3.50 FIX/Z 3136AHD72 January 2044FK(2) . . . 6 45,833,333 PT (3) FLT 3136AHD80 January 2044SK(2) . . 6 45,833,333(4) NTL (3) INV/IO 3136AHD98 January 2044

GA(2) . . 7 93,834,750 PAC 2.50 FIX 3136AH E 2 2 September 2033GF(2) . . 7 31,278,250 PAC (3) FLT 3136AH E 3 0 September 2033GS(2) . . 7 31,278,250(4) NTL (3) INV/IO 3136AH E 4 8 September 2033GY . . . . 7 3,699,000 PAC 3.50 FIX 3136AH E 5 5 January 2034TG . . . . 7 37,013,000 TAC/AD 3.50 FIX 3136AH E 6 3 January 2034GZ . . . . 7 1,675,000 SUP 3.50 FIX/Z 3136AH E 7 1 January 2034

EA(2) . . 8 80,712,000 SEQ 3.00 FIX 3136AH E 8 9 June 2038VE . . . . 8 10,761,000 SEQ/AD 3.00 FIX 3136AH E 9 7 February 2027EV . . . . 8 6,090,000 SEQ/AD 3.00 FIX 3136AH F 2 1 October 2032ZE . . . . 8 22,442,000 SEQ 3.00 FIX/Z 3136AH F 3 9 January 2044QA(2) . . 8 35,421,000 SEQ 3.00 FIX 3136AH F 4 7 September 2039VQ . . . . 8 3,513,000 SEQ/AD 3.00 FIX 3136AH F 5 4 February 2027QV . . . . 8 1,988,000 SEQ/AD 3.00 FIX 3136AH F 6 2 October 2032QZ . . . . 8 7,327,475 SEQ 3.00 FIX/Z 3136AH F 7 0 January 2044

(Table continued on next page)

i

Class Group

OriginalClass


InterestRate

InterestType(1)

CUSIPNumber

FinalDistribution

Date

Q . . . . 9 $ 17,529,000 SC/PAC/AD 2.00% FIX 3136AHF88 June 2041FQ(2) . . 9 17,529,000 SC/PAC/AD (3) FLT 3136AHF96 June 2041SQ(2) . . 9 17,529,000(4) NTL (3) INV/IO 3136AHG20 June 2041QY . . . . 9 1,003,000 SC/PAC/AD 4.50 FIX 3136AHG38 June 2041ZQ . . . . 9 4,771,736 SC/SUP 4.50 FIX/Z 3136AHG46 June 2041

FN(2) . . 10 280,436,931 SC/PT (3) FLT 3136AHG53 October 2042SN(2) . . 10 280,436,931(4) NTL (3) INV/IO 3136AHG61 October 2042

VN(2) . . 11 9,581,000 SC/SEQ/AD 3.00 FIX 3136AHG79 October 2043NV(2) . . 11 5,422,000 SC/SEQ/AD 3.00 FIX 3136AHG87 October 2043ZN(2) . . 11 19,980,000 SC/SEQ 3.00 FIX/Z 3136AHG95 October 2043

SY . . . . 12 9,437,684 SC/SEQ (3) INV 3136AHH29 November 2043KX . . . . 12 3,500,000 SC/SEQ (3) INV 3136AHH37 November 2043KI . . . . 12 3,500,000(4) NTL (3) INV/IO 3136AHH45 November 2043YS . . . . 12 2,342,375 SC/SEQ (3) INV 3136AHH52 November 2043TY . . . . 12 3,595,308 SC/SEQ (3) INV 3136AHH60 November 2043

TS . . . . 13 3,749,188 SC/PT (3) INV 3136AHH78 May 2043ST . . . . 13 640,103 SC/PT (3) INV 3136AHH86 May 2043

A . . . . 14 40,775,000 SEQ 3.00 FIX 3136AHH94 January 2044B . . . . 14 210,097 SEQ 3.00 FIX 3136AHJ27 January 2044IO . . . . 14 40,985,097(4) NTL (5) WAC/IO 3136AHJ35 January 2044

R . . . . 0 NPR 0 NPR 3136AHJ43 January 2044RL . . . . 0 NPR 0 NPR 3136AHJ50 January 2044

(1) See “Description of theCertificates—ClassDefinitions andAbbreviations” in theREMIC prospectus.

(2) Exchangeable classes.

(3) Based on LIBOR.(4) Notional principal balances. These classes are interest

only classes. See page S-8 for a description of how theirnotional principal balances are calculated.

(5) The interest rate of the IO Class is calculated as describedon page S-15.

ii

TABLE OF CONTENTS

Page

AVAILABLE INFORMATION . . . . . . S- 3SUMMARY . . . . . . . . . . . . . . . . . . . . . . . . S- 4ADDITIONAL RISK FACTORS . . . . . S-11DESCRIPTION OF THE

CERTIFICATES . . . . . . . . . . . . . . . . . S-12GENERAL . . . . . . . . . . . . . . . . . . . . . . . . S-12

Structure . . . . . . . . . . . . . . . . . . . . . . S-12Fannie Mae Guaranty . . . . . . . . . . . S-13Characteristics of Certificates . . . . . S-13Authorized Denominations . . . . . . . S-13

THE TRUST MBS . . . . . . . . . . . . . . . . . S-13THE UNDERLYING REMIC AND RCR

CERTIFICATES . . . . . . . . . . . . . . . . . . . S-14DISTRIBUTIONS OF INTEREST . . . . . . . S-15

General . . . . . . . . . . . . . . . . . . . . . . . . S-15Delay Classes and No-Delay

Classes . . . . . . . . . . . . . . . . . . . . . . S-15Accrual Classes . . . . . . . . . . . . . . . . . S-15The IO Class . . . . . . . . . . . . . . . . . . . S-15

DISTRIBUTIONS OF PRINCIPAL . . . . . . S-15STRUCTURING ASSUMPTIONS . . . . . . . S-21

Pricing Assumptions . . . . . . . . . . . . . S-21Prepayment Assumptions . . . . . . . . . S-22Principal Balance Schedules . . . . . . S-22

YIELD TABLES AND ADDITIONAL

YIELD CONSIDERATIONS . . . . . . . . . . S-23General . . . . . . . . . . . . . . . . . . . . . . . . S-23

Page

The Inverse Floating RateClasses . . . . . . . . . . . . . . . . . . . . . . S-24

The IO Class . . . . . . . . . . . . . . . . . . . S-31WEIGHTED AVERAGE LIVES OF THE

CERTIFICATES . . . . . . . . . . . . . . . . . . S-31DECREMENT TABLES . . . . . . . . . . . . . . S-32CHARACTERISTICS OF THE RESIDUAL

CLASSES . . . . . . . . . . . . . . . . . . . . . . . S-53CERTAIN ADDITIONAL FEDERAL

INCOME TAX CONSEQUENCES . . S-53U.S. TREASURY CIRCULAR 230

NOTICE . . . . . . . . . . . . . . . . . . . . . . . S-54REMIC ELECTIONS AND SPECIAL TAX

ATTRIBUTES . . . . . . . . . . . . . . . . . . . . S-54TAXATION OF BENEFICIAL OWNERS OF

REGULAR CERTIFICATES . . . . . . . . . . S-54TAXATION OF BENEFICIAL OWNERS OF

RESIDUAL CERTIFICATES . . . . . . . . . S-55TAXATION OF BENEFICIAL OWNERS OF

RCR CERTIFICATES . . . . . . . . . . . . . . S-55PLAN OF DISTRIBUTION . . . . . . . . . S-55LEGAL MATTERS . . . . . . . . . . . . . . . . S-55EXHIBIT A . . . . . . . . . . . . . . . . . . . . . . . A- 1SCHEDULE 1 . . . . . . . . . . . . . . . . . . . . . A- 3PRINCIPAL BALANCE

SCHEDULES . . . . . . . . . . . . . . . . . . . B- 1

S-2

AVAILABLE INFORMATION

You should purchase the certificates only if you have read and understood this prospectussupplement and the following documents (the “Disclosure Documents”):

• our Prospectus for Fannie Mae Guaranteed REMIC Pass-Through Certificates datedAugust 1, 2012 (the “REMIC Prospectus”);

• our Prospectus for Fannie Mae Guaranteed Pass-Through Certificates (Single-FamilyResidential Mortgage Loans) dated

O March 1, 2013, for all MBS issued on or after March 1, 2013,

O February 1, 2012, for all MBS issued on or after February 1, 2012 and prior to March 1,2013,

O July 1, 2011, for all MBS issued on or after July 1, 2011 and prior to February 1, 2012,

O June 1, 2009, for all MBS issued on or after January 1, 2009 and prior to July 1, 2011,

O April 1, 2008, for all MBS issued on or after June 1, 2007 and prior to January 1,2009, or

O January 1, 2006, for all other MBS

(as applicable, the “MBS Prospectus”);

• if you are purchasing a Group 9, Group 10, Group 11, Group 12 or Group 13 Class or the Ror RL Class, the disclosure documents relating to the applicable underlying REMIC andRCR certificates (the “Underlying REMIC Disclosure Documents”); and

• any information incorporated by reference in this prospectus supplement as discussedbelow and under the heading “Incorporation by Reference” in the REMIC Prospectus.

For a description of current servicing policies generally applicable to existing Fannie MaeMBS pools, see “Yield, Maturity, and Prepayment Considerations” in the MBS Prospectus datedMarch 1, 2013.

The MBS Prospectus and the Underlying REMIC Disclosure Documents are incorporated byreference in this prospectus supplement. This means that we are disclosing information in thosedocuments by referring you to them. Those documents are considered part of this prospectussupplement, so you should read this prospectus supplement, and any applicable supplements oramendments, together with those documents.

You can obtain copies of the Disclosure Documents by writing or calling us at:

Fannie MaeMBS Helpline3900 Wisconsin Avenue, N.W., Area 2H-3SWashington, D.C. 20016(telephone 1-800-237-8627).

In addition, the Disclosure Documents, together with the class factors, are available on ourcorporate Web site at www.fanniemae.com.

You also can obtain copies of the REMIC Prospectus, the MBS Prospectus and the UnderlyingREMIC Disclosure Documents by writing or calling the dealer at:

Deutsche Bank Securities Inc.Syndication Operations60 Wall StreetNew York, New York 10005(telephone 212-469-5000).

S-3

SUMMARY

This summary contains only limited information about the certificates. Statisticalinformation in this summary is provided as of December 1, 2013. You should purchasethe certificates only after reading this prospectus supplement and each of the addi-tional disclosure documents listed on page S-3. In particular, please see the discussionof risk factors that appears in each of those additional disclosure documents.

Assets Underlying Each Group of Classes

Group Assets

1 Group 1 MBS

2 Group 2 MBS

3 Group 3 MBS

4 Group 4 MBS

5 Group 5 MBS

6 Group 6 MBS

7 Group 7 MBS

8 Group 8 MBS

9 Class 2011-53-DT RCR Certificate

10 Class 2012-56-B REMIC CertificateClass 2012-111-B REMIC CertificateClass 2012-153-B REMIC Certificate

11 Class 2013-52-LM REMIC CertificateClass 2013-64-PY REMIC CertificateClass 2013-75-CY REMIC CertificateClass 2013-81-QX REMIC CertificateClass 2013-109-PY RCR Certificate

12 Class 2013-115-SC REMIC Certificate

13 Class 2013-40-US REMIC Certificate

14 Group 14 MBS

Group 1, Group 2, Group 3, Group 4, Group 5, Group 6, Group 7, Group 8 and Group 14

Characteristics of the Trust MBS

ApproximatePrincipalBalance

Pass-Through

Rate

Range of WeightedAverage Coupons

or WACs(annual percentages)

Range of WeightedAverage RemainingTerms to Maturity

or WAMs(in months)

Group 1 MBS $367,351,085 4.50% 4.75% to 7.00% 241 to 360Group 2 MBS $313,995,814 4.50% 4.75% to 7.00% 241 to 360Group 3 MBS $262,993,200 4.50% 4.75% to 7.00% 241 to 360Group 4 MBS $129,706,666 5.00% 5.25% to 7.50% 241 to 360Group 5 MBS $372,800,000 5.00% 5.25% to 7.50% 241 to 360Group 6 MBS $275,000,000 4.00% 4.25% to 6.50% 241 to 360Group 7 MBS $167,500,000 3.50% 3.75% to 6.00% 181 to 240Group 8 MBS $168,254,475 3.00% 3.25% to 5.50% 241 to 360Group 14 MBS $ 20,703,812 3.00% 3.25% to 5.50% 241 to 360

$ 20,281,285 3.50% 3.75% to 6.00% 241 to 360

S-4

Assumed Characteristics of the Underlying Mortgage Loans

PrincipalBalance

OriginalTerm toMaturity

(in months)

RemainingTerm toMaturity

(in months)Loan Age

(in months)Interest

Rate

Group 1 MBS $367,351,085 360 326 29 4.93%Group 2 MBS $313,995,814 360 326 29 4.93%Group 3 MBS $262,993,200 360 326 29 4.93%Group 4 MBS $129,706,666 360 304 49 5.37%Group 5 MBS $372,800,000 360 312 42 5.34%Group 6 MBS $275,000,000 360 357 3 4.65%Group 7 MBS $167,500,000 240 213 25 4.12%Group 8 MBS $168,254,475 360 353 6 3.59%Group 14 MBS $ 20,703,812 360 358 2 3.86%

$ 20,281,285 360 358 2 4.21%

The actual remaining terms to maturity, loan ages and interest rates of most of the mortgageloans underlying the Trust MBS will differ from those shown above, and may differ significantly.See “Risk Factors—Risks Relating to Yield and Prepayment—Yield—Yields on and weightedaverage lives of the certificates are affected by actual characteristics of the mortgage loans backingthe series trust assets” in the REMIC Prospectus.

Group 9, Group 10, Group 11, Group 12 and Group 13

Exhibit A describes the underlying REMIC and RCR certificates in Group 9, Group 10,Group 11, Group 12 and Group 13, including certain information about the related mortgageloans. To learn more about the underlying REMIC and RCR certificates, you should obtain fromus the current class factors and the related disclosure documents as described on page S-3.

Settlement Date

We expect to issue the certificates on December 30, 2013.

Distribution Dates

We will make payments on the certificates on the 25th day of each calendar month, or on thenext business day if the 25th day is not a business day.

Record Date

On each distribution date, we will make each monthly payment on the certificates to holdersof record on the last day of the preceding month.

Book-Entry and Physical Certificates

We will issue the classes of certificates in the following forms:

Fed Book-Entry Physical

All classes of certificates other than the R and RL Classes R and RL Classes

S-5

Exchanging Certificates Through Combination and Recombination

If you own certificates of a class designated as “exchangeable” on the cover of this prospectussupplement, you will be able to exchange them for a proportionate interest in the related RCRcertificates. Schedule 1 lists the available combinations of the certificates eligible for exchangeand the related RCR certificates. You can exchange your certificates by notifying us and paying anexchange fee. We will deliver the RCR certificates upon such exchange.

We will apply principal and interest payments from exchanged REMIC certificates to thecorresponding RCR certificates, on a pro rata basis, following any exchange.

Interest Rates

During each interest accrual period, the fixed rate classes will bear interest at the applicableannual interest rates listed on the cover of this prospectus supplement or on Schedule 1.

S-6

During the initial interest accrual period, the floating rate and inverse floating rate classes (otherthan the SY, KX, KI, YS and TY Classes) will bear interest at the initial interest rates listed below.The initial interest rates listed below for the SY, KX, KI, YS and TY Classes are assumed rates.During each subsequent interest accrual period, the floating rate and inverse floating rate classes willbear interest based on the formulas indicated below, but always subject to the specified maximum andminimum interest rates:

Class

InitialInterest

Rate

MaximumInterest

Rate

MinimumInterest

Rate

Formula forCalculation of

Interest Rate(1)

DF . . . . . . . . . . . . . . . . . . 0.42000% 7.00000% 0.25% LIBOR + 25 basis pointsDS . . . . . . . . . . . . . . . . . . 6.58000% 6.75000% 0.00% 6.75% � LIBORFX . . . . . . . . . . . . . . . . . . 1.16800% 5.50000% 1.00% LIBOR + 100 basis pointsSX . . . . . . . . . . . . . . . . . . 6.33200% 6.50000% 2.00% 6.50% � LIBORFD . . . . . . . . . . . . . . . . . . 0.57000% 7.00000% 0.40% LIBOR + 40 basis pointsSD . . . . . . . . . . . . . . . . . . 6.43000% 6.60000% 0.00% 6.60% � LIBORPF . . . . . . . . . . . . . . . . . . 0.42000% 7.00000% 0.25% LIBOR + 25 basis pointsPS . . . . . . . . . . . . . . . . . . 6.58000% 6.75000% 0.00% 6.75% � LIBORXF . . . . . . . . . . . . . . . . . . 1.16800% 5.50000% 1.00% LIBOR + 100 basis pointsXS . . . . . . . . . . . . . . . . . . 6.33200% 6.50000% 2.00% 6.50% � LIBORFM . . . . . . . . . . . . . . . . . . 0.57000% 7.00000% 0.40% LIBOR + 40 basis pointsSM . . . . . . . . . . . . . . . . . . 6.43000% 6.60000% 0.00% 6.60% � LIBORCF . . . . . . . . . . . . . . . . . . 0.42000% 7.00000% 0.25% LIBOR + 25 basis pointsCS . . . . . . . . . . . . . . . . . . 6.58000% 6.75000% 0.00% 6.75% � LIBORFC . . . . . . . . . . . . . . . . . . 0.57000% 7.00000% 0.40% LIBOR + 40 basis pointsSC . . . . . . . . . . . . . . . . . . 6.43000% 6.60000% 0.00% 6.60% � LIBORAF . . . . . . . . . . . . . . . . . . 0.42000% 6.50000% 0.25% LIBOR + 25 basis pointsAS . . . . . . . . . . . . . . . . . . 6.08000% 6.25000% 0.00% 6.25% � LIBORFA . . . . . . . . . . . . . . . . . . 0.62000% 6.50000% 0.45% LIBOR + 45 basis pointsSA . . . . . . . . . . . . . . . . . . 5.88000% 6.05000% 0.00% 6.05% � LIBORBF . . . . . . . . . . . . . . . . . . 0.42000% 6.50000% 0.25% LIBOR + 25 basis pointsBS . . . . . . . . . . . . . . . . . . 6.08000% 6.25000% 0.00% 6.25% � LIBORFB . . . . . . . . . . . . . . . . . . 0.62000% 6.50000% 0.45% LIBOR + 45 basis pointsSB . . . . . . . . . . . . . . . . . . 5.88000% 6.05000% 0.00% 6.05% � LIBORKF . . . . . . . . . . . . . . . . . . 0.52000% 6.50000% 0.35% LIBOR + 35 basis pointsKS . . . . . . . . . . . . . . . . . . 5.98000% 6.15000% 0.00% 6.15% � LIBORFK . . . . . . . . . . . . . . . . . . 0.67000% 6.50000% 0.50% LIBOR + 50 basis pointsSK . . . . . . . . . . . . . . . . . . 5.83000% 6.00000% 0.00% 6.00% � LIBORGF . . . . . . . . . . . . . . . . . . 0.42000% 6.50000% 0.25% LIBOR + 25 basis pointsGS . . . . . . . . . . . . . . . . . . 6.08000% 6.25000% 0.00% 6.25% � LIBORFQ . . . . . . . . . . . . . . . . . . 0.37000% 7.00000% 0.20% LIBOR + 20 basis pointsSQ . . . . . . . . . . . . . . . . . . 6.63000% 6.80000% 0.00% 6.80% � LIBORFN . . . . . . . . . . . . . . . . . . 0.52000% 7.00000% 0.35% LIBOR + 35 basis pointsSN . . . . . . . . . . . . . . . . . . 6.48000% 6.65000% 0.00% 6.65% � LIBORSY . . . . . . . . . . . . . . . . . . 11.55733%(2) 12.00000% 0.00% 12% � (2.66666658 × LIBOR)KX . . . . . . . . . . . . . . . . . . 11.33560%(2) 11.90000% 0.00% 11.90% � (3.4 × LIBOR)KI . . . . . . . . . . . . . . . . . . 3.02624%(2) 3.17692% 0.00% 3.17692% � (0.90769247 × LIBOR)YS . . . . . . . . . . . . . . . . . . 14.36184%(2) 15.07692% 0.00% 15.07692% � (4.30769247 × LIBOR)TY . . . . . . . . . . . . . . . . . . 7.00000%(2) 7.00000% 0.00% 31.50% � (6.99999898 × LIBOR)TS . . . . . . . . . . . . . . . . . . 9.11024% 9.56097% 0.00% 9.56097% � (2.73170597 × LIBOR)ST . . . . . . . . . . . . . . . . . . 8.00000% 8.00000% 0.00% 64% � (16.00002743 × LIBOR)FH . . . . . . . . . . . . . . . . . . 1.16800% 5.50000% 1.00% LIBOR + 100 basis pointsSH . . . . . . . . . . . . . . . . . . 6.33200% 6.50000% 2.00% 6.50% � LIBORQF . . . . . . . . . . . . . . . . . . 0.42000% 7.00000% 0.25% LIBOR + 25 basis pointsFP . . . . . . . . . . . . . . . . . . 0.57000% 7.00000% 0.40% LIBOR + 40 basis pointsFE . . . . . . . . . . . . . . . . . . 0.62000% 6.50000% 0.45% LIBOR + 45 basis points

(1) We will establish LIBOR on the basis of the “BBA Method.”(2) Assumed initial interest rates. The actual initial interest rates for these classes will be calculated on December 23,

2013, using the applicable formulas.

S-7

During each interest accrual period, the IO Class will bear interest at the applicable annualrate described under “Description of the Certificates—Distributions of Interest—The IO Class” inthis prospectus supplement.

Notional Classes

The notional principal balances of the notional classes specified below will equal the percen-tages of the outstanding balances specified below immediately before the related distribution date:

Class

DS . . . . . . . . . . . . . . . . . . . . . . 100% of the DF ClassSD . . . . . . . . . . . . . . . . . . . . . . 100% of the FD ClassPS . . . . . . . . . . . . . . . . . . . . . . 100% of the PF ClassSM . . . . . . . . . . . . . . . . . . . . . . 100% of the FM ClassCS . . . . . . . . . . . . . . . . . . . . . . 100% of the CF ClassSC . . . . . . . . . . . . . . . . . . . . . . 100% of the FC ClassAS . . . . . . . . . . . . . . . . . . . . . . 100% of the AF ClassSA . . . . . . . . . . . . . . . . . . . . . . 100% of the FA ClassBS . . . . . . . . . . . . . . . . . . . . . . 100% of the BF ClassSB . . . . . . . . . . . . . . . . . . . . . . 100% of the FB ClassKS . . . . . . . . . . . . . . . . . . . . . . 100% of the KF ClassSK . . . . . . . . . . . . . . . . . . . . . . 100% of the FK ClassGS . . . . . . . . . . . . . . . . . . . . . . 100% of the GF ClassSQ . . . . . . . . . . . . . . . . . . . . . . 100% of the FQ ClassSN . . . . . . . . . . . . . . . . . . . . . . 100% of the FN ClassKI . . . . . . . . . . . . . . . . . . . . . . 100% of the KX ClassIO . . . . . . . . . . . . . . . . . . . . . . 100% of the Group 14 MBS

Distributions of Principal

For a description of the principal payment priorities, see “Description of the Certificates—Distributions of Principal” in this prospectus supplement.

Weighted Average Lives (years)*

PSA Prepayment Assumption

Group 1 Classes 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

DA, DF, DS, DB, DC, DE, DG and DJ . . . . . . . . . . . . 16.7 5.9 5.0 5.0 5.0 5.0 4.9 3.3 2.1 1.3VD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 7.0 7.0 7.0 7.0 7.0 6.3 4.8 3.1DV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.0 14.0 14.0 14.0 14.0 14.0 13.7 9.6 6.4 3.9ZD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26.6 18.3 18.3 18.3 18.3 18.3 17.9 13.0 8.7 5.3FX and SX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.6 20.0 17.0 12.9 6.9 2.0 1.7 0.7 0.4 0.2FD and SD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 9.7 8.4 7.6 6.3 5.3 5.1 3.4 2.2 1.3


Group 2 Classes 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

FM and SM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 9.7 8.4 7.6 6.3 5.3 5.1 3.4 2.2 1.3PA, PF, PS, PB, PC, PD, PE and PG . . . . . . . . . . . . . 17.0 6.2 5.3 5.3 5.3 5.3 5.2 3.5 2.3 1.4VP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 7.0 7.0 7.0 7.0 7.0 6.7 5.3 3.5PV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.0 15.2 15.2 15.2 15.2 15.2 15.0 10.9 7.3 4.4ZP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26.8 19.7 19.7 19.7 19.7 19.7 19.3 14.2 9.6 5.8XF and XS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.6 20.0 17.0 12.9 6.9 2.0 1.7 0.7 0.4 0.2

S-8


Group 3 Classes 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

CA, CF, CS, CB, CD, CE, CG and CJ . . . . . . . . . . . . 14.8 6.1 5.4 5.0 5.0 5.0 5.0 3.4 2.2 1.3VC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 7.0 7.0 7.0 7.0 7.0 6.8 5.4 3.7CV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.0 15.2 15.2 15.2 15.2 15.2 15.2 11.2 7.5 4.6ZC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.3 19.6 19.6 19.6 19.6 19.6 19.6 14.6 9.9 6.0HZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.4 19.6 17.7 16.2 10.4 2.8 1.5 0.5 0.2 0.1CY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.3 19.3 19.3 19.3 19.3 19.3 19.3 13.7 8.9 5.3FC and SC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 9.7 8.4 7.6 6.3 5.3 5.1 3.4 2.2 1.3


Group 4 Classes 0% 100% 155% 185% 250% 260% 400% 700% 1100%

AB, AF, AS, AC, AD, AE and AG . . . . . . . . . . . . . . . . . . . . 15.3 6.3 5.2 5.2 5.2 5.2 3.5 1.9 1.0AL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.6 20.5 20.5 20.5 20.5 20.5 15.3 8.5 4.4ZA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.6 18.7 15.6 12.5 2.8 1.5 0.5 0.2 0.1FA, SA and WA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.2 9.3 7.4 6.6 5.2 5.0 3.4 1.8 0.9


Group 5 Classes 0% 100% 155% 185% 250% 260% 400% 700% 1100%

BA, BF, BS, BC, BD, BE and BG . . . . . . . . . . . . . . . . . . . . 15.5 6.3 5.1 5.1 5.1 5.0 3.3 1.8 0.9VB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 7.0 7.0 7.0 7.0 6.8 4.8 2.8BV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.0 15.4 15.4 15.4 15.4 15.1 11.2 6.3 3.3BZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.9 19.7 19.7 19.7 19.7 19.3 14.5 8.3 4.4ZB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.7 19.4 16.0 12.4 1.6 1.3 0.4 0.2 0.1FB, SB and WB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.2 9.5 7.5 6.6 5.2 5.1 3.4 1.8 0.9


Group 6 Classes 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%

KA, KF, KS, KB, KC, KD andKE . . . . . . . . . . . . . . . . . . . . . . 15.6 6.2 6.0 6.0 6.0 6.0 6.0 6.0 6.0 5.4 3.2 2.2 1.7

VK . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 7.0 7.0 7.0 7.0 7.0 7.0 7.0 7.0 5.2 3.5 2.6KV . . . . . . . . . . . . . . . . . . . . . . . . 16.0 14.5 14.5 14.5 14.5 14.5 14.5 14.5 14.5 12.8 7.1 4.3 2.9ZK . . . . . . . . . . . . . . . . . . . . . . . . 25.6 19.1 19.1 19.1 19.1 19.1 19.1 19.1 19.1 17.0 9.5 5.5 3.6KN . . . . . . . . . . . . . . . . . . . . . . . 26.3 16.0 15.3 14.5 14.5 14.5 14.5 14.5 6.4 4.0 1.9 1.3 1.0HK . . . . . . . . . . . . . . . . . . . . . . . 18.8 13.0 12.1 12.0 5.4 5.4 4.8 3.9 3.5 2.7 1.5 1.0 0.8KH . . . . . . . . . . . . . . . . . . . . . . . 27.4 18.9 18.1 18.0 13.8 11.1 2.4 2.3 2.2 1.8 1.0 0.7 0.5KZ . . . . . . . . . . . . . . . . . . . . . . . . 28.9 24.6 24.1 24.0 21.5 21.0 18.6 1.9 1.7 1.2 0.5 0.3 0.3FK, SK and KW . . . . . . . . . . . . 19.6 10.8 10.4 10.4 8.9 8.7 7.9 6.4 6.2 5.4 3.1 2.0 1.6KL . . . . . . . . . . . . . . . . . . . . . . . . 25.6 18.6 18.6 18.6 18.6 18.6 18.6 18.6 18.6 16.3 8.6 5.0 3.3


Group 7 Classes 0% 100% 110% 200% 250% 400% 600% 800%

GA, GF, GS, GB, GC and GD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.8 5.0 5.0 5.0 5.0 3.6 2.4 1.7GY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.0 16.0 16.0 16.0 16.0 13.2 9.5 6.9TG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.1 12.2 11.2 4.9 1.8 0.7 0.4 0.3GZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 17.4 17.3 0.1 0.1 0.1 0.1 0.1


Group 8 Classes 0% 100% 179% 300% 400% 600%

EA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.9 5.8 4.0 2.8 2.2 1.7VE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 6.3 4.9 4.1 3.1EV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.0 13.5 9.9 6.9 5.5 3.9ZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.4 20.3 16.0 11.5 9.1 6.3QA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.7 6.5 4.5 3.1 2.5 1.8VQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 6.7 5.4 4.5 3.4QV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.0 14.8 11.0 7.7 6.1 4.4QZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.9 21.3 17.0 12.2 9.7 6.7QE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.1 6.0 4.1 2.9 2.3 1.7


Group 9 Classes 0% 100% 165% 200% 265% 400% 700% 1100% 1700%

Q, FQ, SQ and QW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.3 5.6 4.6 4.6 4.6 3.3 1.8 0.9 0.1QY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.9 16.8 16.8 16.8 16.8 13.7 8.0 4.3 0.1ZQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.4 15.4 12.9 9.6 1.4 0.4 0.2 0.1 0.1

S-9


Group 10 Classes 0% 100% 150% 225% 300% 500% 700% 1100% 1600%

FN, SN and WN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 9.2 7.5 5.7 4.5 2.7 1.8 0.9 0.3


Group 11 Classes 0% 100% 179% 300% 400% 600%

VN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 7.0 7.0 6.5 5.3NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.0 14.0 13.2 13.2 10.7 7.5ZN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.0 17.7 17.8 17.8 15.6 10.8NY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.0 17.3 17.1 17.1 14.5 9.8


Group 12 Classes 0% 100% 275% 451% 675% 1000% 1400%

SY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26.4 15.0 1.8 0.7 0.4 0.2 0.1KX, KI, YS and TY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.8 22.7 9.5 2.2 1.2 0.7 0.3


Group 13 Classes 0% 100% 200% 300% 400% 600% 800%

TS and ST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.3 19.8 9.1 2.4 1.5 1.0 0.7


Group 14 Classes 0% 100% 361% 575% 800% 1100%

A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.1 10.6 4.6 3.2 2.5 1.9B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30.0 29.6 22.4 14.9 10.4 7.0IO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.1 10.7 4.7 3.3 2.5 2.0


Group 1/Group 2 Classes† 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

FH and SH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.6 20.0 17.0 12.9 6.9 2.0 1.7 0.7 0.4 0.2GV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.0 14.4 14.4 14.4 14.4 14.4 14.1 10.0 6.7 4.0ZG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26.6 18.9 18.9 18.9 18.9 18.9 18.5 13.5 9.1 5.5GL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26.6 18.3 18.3 18.3 18.3 18.3 17.8 12.5 8.1 4.8


Group 1/Group 2/Group 3 Classes† 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

QF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.1 6.1 5.2 5.1 5.1 5.1 5.0 3.4 2.2 1.3FP and PW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 9.7 8.4 7.6 6.3 5.3 5.1 3.4 2.2 1.3


Group 4/Group 5 Classes† 0% 100% 155% 185% 250% 260% 400% 700% 1100%

AY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.8 19.5 19.5 19.5 19.5 19.2 13.9 7.6 3.9FE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.2 9.5 7.4 6.6 5.2 5.1 3.4 1.8 0.9

* Determined as specified under “Yield, Maturity and Prepayment Considerations—Weighted Average Livesand Final Distribution Dates” in the REMIC Prospectus.

† These classes are RCR classes formed by combinations of two or more REMIC classes in different groups. Foradditional information, see Schedule 1 attached to this prospectus supplement.

S-10

ADDITIONAL RISK FACTORS

In the future we may be unable to estab-lish LIBOR on the basis of the BBA Method.On September 28, 2012, Britain’s FinancialServices Authority recommended that theBBA be removed from its rate-settingresponsibility and proposed additional reformsin connection with the determination ofLIBOR. If in the future the BBA is no longercalculating the interest settlement rate forone-month U.S. dollar deposits, or if for anyother reason we are unable to establishLIBOR on the basis of the BBA Method on anyindex determination date, we will establishLIBOR based on the LIBO Method asdescribed under “Description of the Certifi-cates—Distributions on Certificates—InterestDistributions—Indices for Floating RateClasses and Inverse Floating Rate Classes” inthe REMIC Prospectus. We can provide noassurance as to which entity or entities willassume responsibility for setting the appli-cable rates in the future. In addition, we canprovide no assurance that LIBOR for anydistribution date accurately represents theoffered rate applicable to loans in U.S. dollarsfor a one-month period between leadingEuropean banks or that LIBOR’s prominenceas a benchmark interest rate will bepreserved. Finally, if we determine that theabove methods for establishing LIBOR are nolonger viable, we may in our discretiondesignate an alternative method or, if appro-priate, an alternative index for the determi-nation of monthly interest rates on thefloating rate and inverse floating rate classes.We will designate any such alternative takinginto account general comparability and otherfactors; however, in such case, we can provideno assurance that such alternative will yieldthe same or similar economic results over thelives of the related classes.

Payments on the Group 10, Group 11,Group 12 and Group 13 Classes will beaffected by the applicable payment prioritiesgoverning the related underlying REMIC andRCR certificates. If you invest in a Group 10,Group 11, Group 12 or Group 13 Class, therate at which you receive payments will beaffected by the applicable priority sequencesgoverning principal payments on the relatedunderlying REMIC and RCR certificates.

As described in the related UnderlyingREMIC Disclosure Documents, the applicableunderlying REMIC and RCR certificates maybe subsequent in payment priority to certainother classes issued from the related under-lying REMIC trusts. As a result, such otherclasses may receive principal before principalis paid on the related underlying REMIC andRCR certificates, possibly for long periods.

In particular, as described in the appli-cable Underlying REMIC Disclosure Docu-ments, principal payments on the Group 11Underlying REMIC and RCR Certificates aregoverned by principal balance schedules. As aresult, those underlying REMIC and RCRcertificates may experience principalpayments faster or slower than would other-wise have been the case. In some cases, theGroup 11 Underlying REMIC and RCRCertificates may receive no principalpayments for extended periods. Prepaymentson the related mortgage loans may haveoccurred at rates faster or slower than therates initially assumed. In certain highprepayment scenarios, it is possible that theeffect of a principal balance schedule onprincipal payments over time may be elimi-nated. In such a case, the applicable under-lying REMIC or RCR certificates wouldexperience principal payments at rates thatmay vary widely from period to period. Thisprospectus supplement contains noinformation as to whether

• the Group 11 Underlying REMIC andRCR Certificates have adhered to therelated principal balance schedules,

• any related support classes remainoutstanding, or

• the Group 11 Underlying REMIC andRCR Certificates otherwise haveperformed as originally anticipated.

In addition, as described in the relatedUnderlying REMIC Disclosure Documents,the Group 12 Underlying REMIC Certificateand the Group 13 Underlying REMIC Certifi-cate are support classes. A support class isentitled to receive payments on a distributiondate only if scheduled payments of principalhave been made on certain other classes in the

S-11

related underlying REMIC trust. Accordingly,a support class may receive no principalpayments for an extended period or mayreceive principal payments that may varywidely from period to period.

You may obtain additional informationabout the underlying REMIC and RCR certifi-cates by reviewing their current class factorsin light of other information available in therelated Underlying REMIC Disclosure Doc-uments. You may obtain those documentsfrom us as described on page S-3.

DESCRIPTION OF THE CERTIFICATES

The material under this heading describes the principal features of the Certificates. You willfind additional information about the Certificates in the other sections of this prospectus supple-ment, as well as in the additional Disclosure Documents and the Trust Agreement. If we use acapitalized term in this prospectus supplement without defining it, you will find the definition ofthat term in the applicable Disclosure Document or in the Trust Agreement.

General

Structure. We will create the Fannie Mae REMIC Trust specified on the cover of thisprospectus supplement (the “Trust”) pursuant to a trust agreement dated as of May 1, 2010 and asupplement thereto dated as of December 1, 2013 (the “Issue Date”). We will issue the GuaranteedREMIC Pass-Through Certificates (the “REMIC Certificates”) pursuant to that trust agreementand supplement. We will issue the Combinable and Recombinable REMIC Certificates (the “RCRCertificates” and, together with the REMIC Certificates, the “Certificates”) pursuant to a separatetrust agreement dated as of May 1, 2010 and a supplement thereto dated as of the Issue Date(together with the trust agreement and supplement relating to the REMIC Certificates, the“Trust Agreement”). We will execute the Trust Agreement in our corporate capacity and as trustee(the “Trustee”). In general, the term “Classes” includes the Classes of REMIC Certificates andRCR Certificates.

The assets of the Trust will include:

• nine groups of Fannie Mae Guaranteed Mortgage Pass-Through Certificates (the “Group 1MBS,” “Group 2 MBS,” “Group 3 MBS,” “Group 4 MBS,” “Group 5 MBS,” “Group 6 MBS,”“Group 7 MBS,” “Group 8 MBS” and “Group 14 MBS,” and together, the “Trust MBS”), and

• five groups of previously issued REMIC and RCR certificates (the “Group 9 UnderlyingRCR Certificate,” the “Group 10 Underlying REMIC Certificates,” the “Group 11 Under-lying REMIC and RCR Certificates,” the “Group 12 Underlying REMIC Certificate” and the“Group 13 Underlying REMIC Certificate,” and together, the “Underlying REMIC and RCRCertificates”) issued from the related Fannie Mae REMIC trusts (the “Underlying REMICTrusts”), as further described in Exhibit A.

The Underlying REMIC and RCR Certificates evidence direct or indirect beneficial ownershipinterests in certain Fannie Mae Guaranteed Mortgage Pass-Through Certificates (together withthe Trust MBS, the “MBS”).

Each MBS represents a beneficial ownership interest in a pool of first lien, one- to four-family(“single-family”), fixed-rate residential mortgage loans (the “Mortgage Loans”) having the charac-teristics described in this prospectus supplement.

The Trust will include the “Lower Tier REMIC” and “Upper Tier REMIC” as “real estatemortgage investment conduits” (each, a “REMIC”) under the Internal Revenue Code of 1986, asamended (the “Code”).

The following chart contains information about the assets, the “regular interests” and the“residual interests” of each REMIC. The REMIC Certificates other than the R and RL Classes are

S-12

collectively referred to as the “Regular Classes” or “Regular Certificates,” and the R andRL Classes are collectively referred to as the “Residual Classes” or “Residual Certificates.”

REMIC Designation AssetsRegularInterests

ResidualInterest

Lower Tier REMIC . . . . . . . Trust MBS and UnderlyingREMIC and RCR Certificates

Interests in the Lower TierREMIC other than theRL Class (the “Lower TierRegular Interests”)

RL

Upper Tier REMIC . . . . . . . Lower Tier Regular Interests All Classes of REMICCertificates other than theR and RL Classes

R

Fannie Mae Guaranty. For a description of our guaranties of the Certificates, the MBS andthe Underlying REMIC and RCR Certificates, see the applicable discussions appearing under theheading “Fannie Mae Guaranty” in the REMIC Prospectus, the MBS Prospectus and the Under-lying REMIC Disclosure Documents. Our guaranties are not backed by the full faith and credit ofthe United States.

Characteristics of Certificates. Except as specified below, we will issue the Certificates inbook-entry form on the book-entry system of the U.S. Federal Reserve Banks. Entities whosenames appear on the book-entry records of a Federal Reserve Bank as having had Certificatesdeposited in their accounts are “Holders” or “Certificateholders.”

We will issue the Residual Certificates in fully registered, certificated form. The “Holder” or“Certificateholder” of a Residual Certificate is its registered owner. A Residual Certificate can betransferred at the corporate trust office of the Transfer Agent, or at the office of the TransferAgent in New York, New York. U.S. Bank National Association in Boston, Massachusetts will bethe initial Transfer Agent. We may impose a service charge for any registration of transfer of aResidual Certificate and may require payment to cover any tax or other governmental charge. Seealso “—Characteristics of the Residual Classes” below.

Authorized Denominations. We will issue the Certificates in the following denominations:

Classes Denominations

Interest Only and Inverse FloatingRate Classes

$100,000 minimum plus whole dollar increments

All other Classes (except the R andRL Classes)

$1,000 minimum plus whole dollar increments

The Trust MBS

The Trust MBS provide that principal and interest on the related Mortgage Loans are passedthrough monthly. The Mortgage Loans underlying the Trust MBS are conventional, fixed-rate,fully-amortizing mortgage loans secured by first mortgages or deeds of trust on single-family resi-dential properties. These Mortgage Loans have original maturities of up to 30 years in the case ofthe Group 1 MBS, Group 2 MBS, Group 3 MBS, Group 4 MBS, Group 5 MBS, Group 6 MBS,Group 8 MBS and Group 14 MBS; and up to 20 years in the case of the Group 7 MBS.

In addition, the pools of mortgage loans backing the Group 6 MBS and Group 8 MBS havebeen designated as pools that include “jumbo-conforming” or “high balance” mortgage loans asdescribed further under “The Mortgage Loans—Special Feature Mortgage Loans—Loans withOriginal Principal Balances Exceeding our Traditional Conforming Loan Limits” in the MBSProspectus dated March 1, 2013. For periodic updates to that description, please refer to the PoolPrefix Glossary available on our Web site at www.fanniemae.com. For additional informationabout the particular pools underlying the Group 6 MBS and Group 8 MBS, see the Final Data

S-13

Statement for the Trust and the related prospectus supplement for each MBS. See also “RiskFactors—Risks Relating to Yield and Prepayment—Refinancing of Loans; Sale of Property—“Jumbo-conforming” mortgage loans, which have original principal balances that exceed ourtraditional conforming loan limits, may prepay at different rates than conforming balance mort-gage loans generally” in the MBS Prospectus dated March 1, 2013.

Furthermore, the Mortgage Loans backing the Group 14 MBS are relocation Mortgage Loansmade under agreements between lenders and employers that frequently relocate their employees.For additional information, see “Risk Factors—Risks Relating to Yield and Prepayment—Yield—Prepayments—Pools Containing relocation mortgage loans have higher rates of prepayment thanotherwise comparable pools containing non-relocation mortgage loans” and “The Mortgage Loans—Special Feature Mortgage Loans—Relocation Loans” in the MBS Prospectus dated March 1, 2013.

For additional information, see “Summary—Group 1, Group 2, Group 3, Group 4, Group 5,Group 6, Group 7, Group 8 and Group 14—Characteristics of the Trust MBS” in this prospectussupplement and “The Mortgage Loan Pools” and “Yield, Maturity and Prepayment Consid-erations” in the MBS Prospectus.

The Underlying REMIC and RCR Certificates

The Underlying REMIC and RCR Certificates represent beneficial ownership interests in therelated Underlying REMIC Trusts. The assets of those trusts consist of MBS (or beneficial owner-ship interests in MBS) having the general characteristics set forth in the MBS Prospectus. EachMBS evidences beneficial ownership interests in a pool of conventional, fixed-rate, fully-amortizingmortgage loans secured by first mortgages or deeds of trust on single-family residential properties,as described under “The Mortgage Loan Pools” and “Yield, Maturity and Prepayment Consid-erations” in the MBS Prospectus.

In addition, the pools of mortgage loans backing the Group 11 Underlying REMIC and RCRCertificates, the Group 12 Underlying REMIC Certificate and the Group 13 Underlying REMICCertificate have been designated as pools that include “jumbo-conforming” or “high balance”mortgage loans as described further under “The Mortgage Loans—Special Feature MortgageLoans—Loans with Original Principal Balances Exceeding our Traditional Conforming LoanLimits” in the MBS Prospectus dated March 1, 2013. For periodic updates to that description,please refer to the Pool Prefix Glossary available on our Web site at www.fanniemae.com. Foradditional information about the particular pools backing those underlying REMIC and RCRcertificates, see the Final Data Statements for the related trusts and the related prospectussupplement for each MBS. See also “Risk Factors—Risks Relating to Yield and Prepayment—Refinancing of Loans; Sale of Property—“Jumbo-conforming” mortgage loans, which have originalprincipal balances that exceed our traditional conforming loan limits, may prepay at different ratesthan conforming balance mortgage loans generally” in the MBS Prospectus dated March 1, 2013.

Distributions on the Underlying REMIC and RCR Certificates will be passed through monthly,beginning in the month after we issue the Certificates. The general characteristics of the UnderlyingREMIC and RCR Certificates are described in the related Underlying REMIC Disclosure Docu-ments. See Exhibit A for certain additional information about the Underlying REMIC and RCRCertificates. Exhibit A is provided in lieu of a Final Data Statement with respect to the UnderlyingREMIC and RCR Certificates.

For further information about the Underlying REMIC and RCR Certificates, telephone us at1-800-237-8627. Additional information about the Underlying REMIC and RCR Certificates is alsoavailable at https://mbsdisclosure.fanniemae.com/PoolTalk2/index.html. There may have beenmaterial changes in facts and circumstances since the dates we prepared the Underlying REMICDisclosure Documents. These may include changes in prepayment speeds, prevailing interestrates and other economic factors. As a result, the usefulness of the information set forth in thosedocuments may be limited.

S-14

Distributions of Interest

General. The Certificates will bear interest at the rates specified in this prospectus supple-ment. Interest to be paid on each Certificate (or added to principal, in the case of the AccrualClasses) on a Distribution Date will consist of one month’s interest on the outstanding balance ofthat Certificate immediately prior to that Distribution Date. For a description of the AccrualClasses, see “—Accrual Classes” below.

The Floating Rate and Inverse Floating Rate Classes will bear interest at interest rates basedon LIBOR. We currently establish LIBOR on the basis of the “BBA Method.” See “Additional RiskFactors—In the future we may be unable to establish LIBOR on the basis of the BBA Method” inthis prospectus supplement.

Delay Classes and No-Delay Classes. The “Delay” Classes and “No-Delay” Classes are setforth in the following table:

Delay Classes No-Delay Classes

Fixed Rate Classes and theTS, ST and IO Classes

Floating Rate and Inverse Floating Rate Classesother than the TS and ST Classes

See “Description of the Certificates—Distributions on Certificates—Interest Distributions” in theREMIC Prospectus.

Accrual Classes. The ZD, ZP, ZC, HZ, ZA, BZ, ZB, ZK, KZ, GZ, ZE, QZ, ZQ, ZN, andZG Classes are Accrual Classes. Interest will accrue on each Accrual Class at the applicable annualrate specified on the cover of this prospectus supplement or on Schedule 1. However, we will not payany interest on the Accrual Classes. Instead, interest accrued on each Accrual Class will be added asprincipal to its principal balance on each Distribution Date. We will pay principal on the AccrualClasses as described under “—Distributions of Principal” below.

The IO Class.

On each Distribution Date, we will pay interest on the IO Class at an annual rate equal to theproduct of

• a fraction, expressed as a percentage, the numerator of which is the excess, if any, of

O the aggregate amount of interest then paid on the Group 14 MBS

over

O the aggregate amount of interest payable on the A and B Classes on that Distribution Date,

and the denominator of which is the notional principal balance of the IO Class immediatelypreceding that Distribution Date,

multiplied by

• 12.

During the initial interest accrual period, the IO Class is expected to bear interest at anannual rate of approximately 0.24742%. Our determination of the interest rate for the IO Classwill be final and binding in the absence of manifest error. You may obtain each such interest rateby telephoning us at 1-800-237-8627.

Distributions of Principal

On the Distribution Date in each month, we will make payments of principal on the Classes ofREMIC Certificates as described below. Following any exchange of REMIC Certificates for RCRCertificates, we will apply principal payments from the exchanged REMIC Certificates to thecorresponding RCR Certificates on a pro rata basis.

S-15

• Group 1

⎫⎬⎭The ZD Accrual Amount to VD and DV, in that order, until retired, and there-

after to ZD.

AccretionDirectedClasses andAccrual Class

The Group 1 Cash Flow Distribution Amount as follows:

— 76.9230770068% as follows:

⎫⎬⎭first, to Aggregate Group I to its Planned Balance; PAC Group

⎫⎬⎭second, to FX and SX, pro rata, until retired; and SupportClasses

⎫⎬⎭third, to Aggregate Group I to zero, and PAC Group

⎫⎬⎭— 23.0769229932% to FD until retired. Pass-ThroughClass

The “ZD Accrual Amount” is any interest then accrued and added to the principal balance ofthe ZD Class.

The “Group 1 Cash Flow Distribution Amount” is the principal then paid on the Group 1 MBS.

“Aggregate Group I” consists of the DA, DF, VD, DV and ZD Classes. On each DistributionDate, we will apply payments of principal of Aggregate Group I as follows:

first, to DA and DF, pro rata, until retired; and

second, to VD, DV and ZD, in that order, until retired.

Aggregate Group I has a principal balance equal to the aggregate principal balance of theClasses included in Aggregate Group I.

• Group 2

⎫⎬⎭The ZP Accrual Amount to VP and PV, in that order, until retired, and there-

after to ZP.



— 76.9230770701% as follows:

⎫⎬⎭first, to Aggregate Group II to its Planned Balance; PAC Group

⎫⎬⎭second, to XF and XS, pro rata, until retired; and SupportClasses

⎫⎬⎭third, to Aggregate Group II to zero, and PAC Group

⎫⎬⎭— 23.0769229299% to FM until retired. Pass-ThroughClass

The “ZP Accrual Amount” is any interest then accrued and added to the principal balance ofthe ZP Class.


“Aggregate Group II” consists of the PA, PF, VP, PV and ZP Classes. On each DistributionDate, we will apply payments of principal of Aggregate Group II as follows:

first, to PA and PF, pro rata, until retired; and

second, to VP, PV and ZP, in that order, until retired.

Aggregate Group II has a principal balance equal to the aggregate principal balance of theClasses included in Aggregate Group II.

S-16

• Group 3

⎫⎬⎭The ZC Accrual Amount to VC and CV, in that order, until retired, and there-

after to ZC.


⎫⎬⎭The HZ Accrual Amount to Aggregate Group III to its Planned Balance, and

thereafter to HZ.

AccretionDirected/PACGroup andAccrual Class


— 83.3333333333% as follows:

⎫⎬⎭first, to Aggregate Group III to its Planned Balance; PAC Group

⎫⎬⎭second, to HZ until retired; and Support Class

⎫⎬⎭third, to Aggregate Group III to zero, and PAC Group

⎫⎬⎭— 16.6666666667% to FC until retired. Pass-ThroughClass

The “ZC Accrual Amount” is any interest then accrued and added to the principal balance ofthe ZC Class.

The “HZ Accrual Amount” is any interest then accrued and added to the principal balance ofthe HZ Class.


“Aggregate Group III” consists of the CA, CF, VC, CV and ZC Classes. On each DistributionDate, we will apply payments of principal of Aggregate Group III as follows:

first, to CA and CF, pro rata, until retired; and

second, to VC, CV and ZC, in that order, until retired.

Aggregate Group III has a principal balance equal to the aggregate principal balance of theClasses included in Aggregate Group III.

• Group 4

⎫⎬⎭The ZA Accrual Amount to Aggregate Group IV to its Planned Balance, and

thereafter to ZA.



— 60.0000003084% as follows:

⎫⎬⎭first, to Aggregate Group IV to its Planned Balance; PAC Group

⎫⎬⎭second, to ZA until retired; and Support Class

⎫⎬⎭third, to Aggregate Group IV to zero, and PAC Group

⎫⎬⎭— 39.9999996916% to FA until retired. Pass-ThroughClass

The “ZA Accrual Amount” is any interest then accrued and added to the principal balance ofthe ZA Class.


“Aggregate Group IV” consists of the AB, AF and AL Classes. On each Distribution Date, wewill apply payments of principal of Aggregate Group IV as follows:

first, to AB and AF, pro rata, until retired; and

second, to AL until retired.

S-17

Aggregate Group IV has a principal balance equal to the aggregate principal balance of theClasses included in Aggregate Group IV.

• Group 5

⎫⎬⎭The BZ Accrual Amount to VB and BV, in that order, until retired, and there-

after to BZ.


⎫⎬⎭The ZB Accrual Amount to Aggregate Group V to its Planned Balance, and

thereafter to ZB.



— 60% as follows:

⎫⎬⎭first, to Aggregate Group V to its Planned Balance; PAC Group

⎫⎬⎭second, to ZB until retired; and Support Class

⎫⎬⎭third, to Aggregate Group V to zero, and PAC Group

⎫⎬⎭— 40% to FB until retired. Pass-ThroughClass

The “BZ Accrual Amount” is any interest then accrued and added to the principal balance ofthe BZ Class.

The “ZB Accrual Amount” is any interest then accrued and added to the principal balance ofthe ZB Class.


“Aggregate Group V” consists of the BA, BF, VB, BV and BZ Classes. On each DistributionDate, we will apply payments of principal of Aggregate Group V as follows:

first, to BA and BF, pro rata, until retired; and

second, to VB, BV and BZ, in that order, until retired.

Aggregate Group V has a principal balance equal to the aggregate principal balance of theClasses included in Aggregate Group V.

• Group 6

⎫⎬⎭The ZK Accrual Amount to VK and KV, in that order, until retired, and there-

after to ZK.


⎫⎬⎭The KZ Accrual Amount to Aggregate Group VIII to its Targeted Balance, and

thereafter to KZ.

AccretionDirected/TACGroup andAccrual Class


— 83.3333334545% as follows:

⎫⎬⎭first, to Aggregate Group VI to its Planned Balance; PAC Group

⎫⎬⎭second, to Aggregate Group VIII to its Targeted Balance; TAC Group

⎫⎬⎭third, to KZ until retired; Support Class

⎫⎬⎭fourth, to Aggregate Group VIII to zero; and TAC Group

⎫⎬⎭fifth, to Aggregate Group VI to zero, and PAC Group

⎫⎬⎭— 16.6666665455% to FK until retired. Pass-ThroughClass

S-18

The “ZK Accrual Amount” is any interest then accrued and added to the principal balance ofthe ZK Class.

The “KZ Accrual Amount” is any interest then accrued and added to the principal balance ofthe KZ Class.


“Aggregate Group VI” consists of Aggregate Group VII and the KN Class. On eachDistribution Date, we will apply payments of principal of Aggregate Group VI as follows:

first, to Aggregate Group VII to its Planned Balance;

second, to KN until retired; and

third, to Aggregate Group VII to zero.

Aggregate Group VI has a principal balance equal to the aggregate principal balance of theAggregate Group and Class included in Aggregate Group VI.

“Aggregate Group VII” consists of the KA, KF, VK, KV and ZK Classes. On each DistributionDate, we will apply payments of principal of Aggregate Group VII as follows:

first, to KA and KF, pro rata, until retired; and

second, to VK, KV and ZK, in that order, until retired.

Aggregate Group VII has a principal balance equal to the aggregate principal balance of theClasses included in Aggregate Group VII.

“Aggregate Group VIII” consists of the HK and KH Classes. On each Distribution Date, wewill apply payments of principal of Aggregate Group VIII as follows:

first, to HK to its Targeted Balance;

second, to KH until retired; and

third, to HK until retired.

Aggregate Group VIII has a principal balance equal to the aggregate principal balance of theClasses included in Aggregate Group VIII.

• Group 7

⎫⎬⎭The GZ Accrual Amount to TG to its Targeted Balance, and thereafter to GZ. Accretion

Directed/TACClass andAccrual Class

The Group 7 Cash Flow Distribution Amount in the following priority:

⎫⎬⎭1. To Aggregate Group IX to its Planned Balance. PAC Group

⎫⎬⎭2. To TG to its Targeted Balance. TAC Class

⎫⎬⎭3. To GZ until retired. Support Class

⎫⎬⎭4. To TG until retired. TAC Class

⎫⎬⎭5. To Aggregate Group IX to zero. PAC Group

The “GZ Accrual Amount” is any interest then accrued and added to the principal balance ofthe GZ Class.


S-19

“Aggregate Group IX” consists of the GA, GF and GY Classes. On each Distribution Date, wewill apply payments of principal of Aggregate Group IX as follows:

first, to GA and GF, pro rata, until retired; and

second, to GY until retired.

Aggregate Group IX has a principal balance equal to the aggregate principal balance of theClasses included in Aggregate Group IX.

• Group 8

⎫⎬⎭The ZE Accrual Amount to VE and EV, in that order, until retired, and there-

after to ZE.


⎫⎬⎭The QZ Accrual Amount to VQ and QV, in that order, until retired, and there-

after to QZ.



⎫⎬⎭

— 71.3235116035% to EA, VE, EV and ZE, in that order, until retired, and SequentialPay Classes

— 28.6764883965% to QA, VQ, QV and QZ, in that order, until retired.

The “ZE Accrual Amount” is any interest then accrued and added to the principal balance ofthe ZE Class.

The “QZ Accrual Amount” is any interest then accrued and added to the principal balance ofthe QZ Class.


• Group 9

⎫⎬⎭The ZQ Accrual Amount to Aggregate Group X to its Planned Balance, and

thereafter to ZQ.


The Group 9 Cash Flow Distribution Amount in the following priority:

⎫⎪⎪⎬⎪⎪⎭

⎫⎬⎭1. To Aggregate Group X to its Planned Balance. PAC Group

StructuredCollateral⎫⎬⎭2. To ZQ until retired. Support Class

⎫⎬⎭3. To Aggregate Group X to zero. PAC Group

The “ZQ Accrual Amount” is any interest then accrued and added to the principal balance ofthe ZQ Class.

The “Group 9 Cash Flow Distribution Amount” is the principal then paid on the Group 9Underlying RCR Certificate.

“Aggregate Group X” consists of the Q, FQ and QY Classes. On each Distribution Date, wewill apply payments of principal of Aggregate Group X as follows:

first, to Q and FQ, pro rata, until retired; and

second, to QY until retired.

Aggregate Group X has a principal balance equal to the aggregate principal balance of theClasses included in Aggregate Group X.

• Group 10

⎫⎬⎭The Group 10 Principal Distribution Amount to FN until retired. Structured

Collateral/Pass-ThroughClass

S-20

The “Group 10 Principal Distribution Amount” is the principal then paid on the Group 10Underlying REMIC Certificates.

• Group 11

⎫⎬⎭The ZN Accrual Amount to VN and NV, in that order, until retired, and there-

after to ZN.


⎫⎬⎭The Group 11 Cash Flow Distribution Amount to VN, NV and ZN, in that

order, until retired.

StructuredCollateral/SequentialPay Classes

The “ZN Accrual Amount” is any interest then accrued and added to the principal balance ofthe ZN Class.

The “Group 11 Cash Flow Distribution Amount” is the principal then paid on the Group 11Underlying REMIC and RCR Certificates.

• Group 12

The Group 12 Principal Distribution Amount in the following priority:

⎫⎬⎭

1. To SY until retired. StructuredCollateral/SequentialPay Classes2. To KX, YS and TY, pro rata, until retired.

The “Group 12 Principal Distribution Amount” is the principal then paid on the Group 12Underlying REMIC Certificate.

• Group 13

⎫⎬⎭The Group 13 Principal Distribution Amount to TS and ST, pro rata, until

retired.

StructuredCollateral/Pass-ThroughClasses

The “Group 13 Principal Distribution Amount” is the principal then paid on the Group 13Underlying REMIC Certificate.

• Group 14

⎫⎬⎭The Group 14 Principal Distribution Amount to A and B, in that order, until

retired.SequentialPay Classes

The “Group 14 Principal Distribution Amount” is the principal then paid on the Group 14 MBS.

Structuring Assumptions

Pricing Assumptions. Except where otherwise noted, the information in the tables in thisprospectus supplement has been prepared based on the actual characteristics of each pool of MortgageLoans backing the Underlying REMIC and RCR Certificates, any applicable priority sequencesgoverning principal payments on the Underlying REMIC and RCR Certificates, and the followingassumptions (such characteristics and assumptions, collectively, the “Pricing Assumptions”):

• the Mortgage Loans underlying the Trust MBS have the original terms to maturity,remaining terms to maturity, loan ages and interest rates specified under “Summary—Group 1, Group 2, Group 3, Group 4, Group 5, Group 6, Group 7, Group 8 and Group 14—Assumed Characteristics of the Underlying Mortgage Loans” in this prospectus supplement;

• the Mortgage Loans prepay at the constant percentages of PSA specified in the related tables;

• the settlement date for the Certificates is December 30, 2013; and

• each Distribution Date occurs on the 25th day of a month.

S-21

The actual remaining terms to maturity, loan ages and interest rates of most of the mortgageloans underlying the Trust MBS will differ from the assumed characteristics shown in theSummary, and may differ significantly. See “Risk Factors—Risks Relating to Yield and Prepay-ment—Yield—Yields on and weighted average lives of the certificates are affected by actual charac-teristics of the mortgage loans backing the series trust assets” in the REMIC Prospectus.

Prepayment Assumptions. The prepayment model used in this prospectus supplement isPSA. For a description of PSA, see “Yield, Maturity and Prepayment Considerations—PrepaymentModels” in the REMIC Prospectus. It is highly unlikely that prepayments will occur at anyconstant PSA rate or at any other constant rate.

Principal Balance Schedules. The Principal Balance Schedules are set forth beginning onpage B-1 of this prospectus supplement. The Principal Balance Schedules were prepared based onthe Pricing Assumptions and the assumption that the related Mortgage Loans prepay at a constantrate within the applicable “Structuring Ranges” or at the applicable “Structuring Speeds” specifiedin the chart below. The “Effective Range” for an Aggregate Group is the range of prepayment rates(measured by constant PSA rates) that would reduce that Aggregate Group to its scheduled balanceeach month based on the Pricing Assumptions. We have not provided separate schedules for theindividual Classes included in the Aggregate Groups (except in the case of the HK Class). However,those Classes are designed to receive principal distributions in the same fashion as if separateschedules had been provided (with schedules based on the same underlying assumptions that applyto the related Aggregate Group schedule). If such separate schedules had been provided for theindividual Classes included in the applicable Aggregate Groups we expect that the effective rangesfor those Classes would not be narrower than those shown below for the related Aggregate Groups.

Groups and Classes Structuring Ranges and Speeds Initial Effective Ranges

Aggregate Group I Planned Balances Between 130% and 250% PSA Between 130% and 250% PSAAggregate Group II Planned Balances Between 130% and 250% PSA Between 130% and 250% PSAAggregate Group III Planned Balances Between 155% and 260% PSA Between 155% and 260% PSAAggregate Group IV Planned Balances Between 155% and 260% PSA Between 155% and 260% PSAAggregate Group V Planned Balances Between 155% and 250% PSA Between 155% and 250% PSAAggregate Group VI Planned Balances Between 109% and 239% PSA Between 109% and 239% PSAAggregate Group VII Planned Balances Between 108% and 250% PSA Between 108% and 250% PSAAggregate Group VIII Targeted Balances 175% PSA N/AHK Class Targeted Balances 145% PSA N/AAggregate Group IX Planned Balances Between 100% and 250% PSA Between 100% and 250% PSATG Class Targeted Balances 110% PSA N/AAggregate Group X Planned Balances Between 165% and 265% PSA Between 165% and 265% PSA

The Aggregate Groups listed above consist of the following Classes and Aggregate Group:

Aggregate Group I . . . . . . . . DA, DF, VD, DV and ZDAggregate Group II . . . . . . . PA, PF, VP, PV and ZPAggregate Group III . . . . . . . CA, CF, VC, CV and ZCAggregate Group IV . . . . . . . AB, AF, and ALAggregate Group V . . . . . . . . BA, BF, VB, BV and BZAggregate Group VI . . . . . . . Aggregate Group VII and KNAggregate Group VII . . . . . . KA, KF, VK, KV and ZKAggregate Group VIII . . . . . HK and KHAggregate Group IX . . . . . . . GA, GF and GYAggregate Group X . . . . . . . . Q, FQ and QY

See “—Decrement Tables” below for the percentages of original principal balances of theindividual Classes included in the Aggregate Groups that would be outstanding at variousconstant PSA rates, including the upper and lower bands of the applicable Structuring Ranges,based on the Pricing Assumptions.

S-22

We cannot assure you that the balance of any Aggregate Group or Class willconform on any Distribution Date to the balance specified in the Principal BalanceSchedules or that distributions of principal of any Aggregate Group or Class will beginor end on the Distribution Dates specified in the Principal Balance Schedules.

If you are considering the purchase of a PAC or TAC Class, you should first take into accountthe considerations set forth below.

• We will distribute any excess of principal distributions over the amount necessary to reducean Aggregate Group or a Class to its scheduled balance in any month. As a result, the like-lihood of reducing an Aggregate Group or a Class to its scheduled balance each month will notbe improved by the averaging of high and low principal distributions from month to month.

• Even if the related Mortgage Loans prepay at rates falling within the applicableStructuring Range or Effective Range, principal distributions may be insufficient to reducethe applicable Aggregate Groups to their scheduled balances each month if prepayments donot occur at a constant PSA rate.

• The actual Effective Ranges at any time will be based upon the actual characteristics of therelated Mortgage Loans at that time, which are likely to vary (and may vary considerably)from the Pricing Assumptions. As a result, the actual Effective Ranges will likely differ fromthe Initial Effective Ranges specified above. For the same reason, the applicable AggregateGroups might not be reduced to their scheduled balances each month even if the relatedMortgage Loans prepay at a constant PSA rate within the applicable Initial Effective Ranges.This is so particularly if the rates fall at the lower or higher end of the applicable ranges.

• The actual Effective Ranges may narrow, widen or shift upward or downward to reflectactual prepayment experience over time.

• The principal payment stability of each Aggregate Group or Class having scheduledbalances will be supported by one or more other Classes. When the related supporting Classor Classes are retired, the Aggregate Group or Class receiving the benefit of that support, ifstill outstanding, may no longer have an Effective Range, and will be much more sensitiveto prepayments of the related Mortgage Loans.

Yield Tables and Additional Yield Considerations

General. The tables below illustrate the sensitivity of the pre-tax corporate bond equivalentyields to maturity of the applicable Classes to various constant percentages of PSA and, wherespecified, to changes in the Index. The tables below are provided for illustrative purposesonly and are not intended as a forecast or prediction of the actual yields on the appli-cable Classes. We calculated the yields set forth in the tables by

• determining the monthly discount rates that, when applied to the assumed streams ofcash flows to be paid on the applicable Classes, would cause the discounted presentvalues of the assumed streams of cash flows to equal the assumed aggregate purchaseprices of those Classes, and

• converting the monthly rates to corporate bond equivalent rates.

These calculations do not take into account variations in the interest rates at which you couldreinvest distributions on the Certificates. Accordingly, these calculations do not illustrate thereturn on any investment in the Certificates when reinvestment rates are taken into account.

We cannot assure you that

• the pre-tax yields on the applicable Certificates will correspond to any of the pre-taxyields shown here, or

• the aggregate purchase prices of the applicable Certificates will be as assumed.

S-23

In addition, it is unlikely that the Index will correspond to the levels shown here. Furthermore,because some of the Mortgage Loans are likely to have remaining terms to maturity shorter or longerthan those assumed and interest rates higher or lower than those assumed, the principal payments onthe Certificates are likely to differ from those assumed. This would be the case even if all MortgageLoans prepay at the indicated constant percentages of PSA. Moreover, it is unlikely that

• the Mortgage Loans will prepay at a constant PSA rate until maturity,

• all of the Mortgage Loans will prepay at the same rate, or

• the level of the Index will remain constant.

The Inverse Floating Rate Classes. The yields on the Inverse Floating Rate Classes willbe sensitive in varying degrees to the rate of principal payments, including prepayments,of the related Mortgage Loans and to the level of the Index. The Mortgage Loansgenerally can be prepaid at any time without penalty. In addition, the rate of principalpayments (including prepayments) of the Mortgage Loans is likely to vary, and may varyconsiderably, from pool to pool. As illustrated in the applicable tables below, it is possiblethat investors in the DS, SD, PS, SM, CS, SC, AS, SA, BS, SB, KS, SK, GS, SQ, SN, SY andKI Classes would lose money on their initial investments under certain Index andprepayment scenarios.

Changes in the Index may not correspond to changes in prevailing mortgage interest rates. Itis possible that lower prevailing mortgage interest rates, which might be expected to result infaster prepayments, could occur while the level of the Index increased.

S-24

The information shown in the following yield tables has been prepared on the basis of thePricing Assumptions and the assumptions that

• the interest rates for the Inverse Floating Rate Classes for the initial Interest AccrualPeriod are the rates listed in the table under “Summary—Interest Rates” in thisprospectus supplement and for each following Interest Accrual Period will be based onthe specified levels of the Index, and

• the aggregate purchase prices of those Classes (expressed in each case as a percentage oforiginal principal balance) are as follows:

Class Price*

DS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.531250%SX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97.500000%SD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.125000%PS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.312500%XS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97.500000%SM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.125000%CS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.500000%SC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.750000%AS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.000000%SA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.500000%BS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.296875%SB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.765625%KS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.828125%SK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.687500%GS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.000000%SQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.000000%SN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.093750%SY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101.375000%KX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91.500000%KI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.500000%YS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98.000000%TY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98.000000%TS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95.187500%ST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99.796875%SH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97.500000%

* The prices do not include accrued interest. Accrued interest has been addedto the prices in calculating the yields set forth in the tables below.

In the following yield tables, the symbol * is used to represent a yield of less than (99.9)%.

Sensitivity of the DS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)

PSA Prepayment AssumptionLIBOR 50% 100% 130% 155% 200% 250% 260% 400% 600% 900%

0.08% . . . . . . . . . . . . . 25.7% 19.5% 15.6% 15.6% 15.6% 15.6% 15.2% 3.4% (20.3)% (64.6)%0.17% . . . . . . . . . . . . . 25.2% 18.9% 15.1% 15.1% 15.1% 15.1% 14.7% 2.8% (20.9)% (65.2)%2.17% . . . . . . . . . . . . . 13.8% 7.2% 3.3% 3.3% 3.3% 3.3% 2.6% (10.9)% (36.0)% (80.6)%4.17% . . . . . . . . . . . . . 1.4% (6.2)% (10.2)% (10.2)% (10.2)% (10.2)% (11.1)% (27.0)% (54.1)% (99.2)%6.17% . . . . . . . . . . . . . (17.4)% (27.8)% (31.8)% (31.8)% (31.8)% (31.8)% (33.1)% (53.7)% (84.9)% *6.75% . . . . . . . . . . . . . * * * * * * * * * *

S-25

Sensitivity of the SX Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.080% . . . . . . . . . . . 6.7% 6.7% 6.8% 6.8% 7.1% 8.0% 8.2% 10.5% 14.1% 20.3%0.168% . . . . . . . . . . . 6.6% 6.6% 6.7% 6.7% 7.0% 7.9% 8.1% 10.5% 14.0% 20.3%2.168% . . . . . . . . . . . 4.6% 4.6% 4.6% 4.7% 4.9% 5.9% 6.1% 8.6% 12.3% 18.8%4.168% . . . . . . . . . . . 2.5% 2.5% 2.5% 2.6% 2.8% 3.9% 4.1% 6.7% 10.6% 17.4%4.500% . . . . . . . . . . . 2.2% 2.2% 2.2% 2.3% 2.5% 3.5% 3.7% 6.4% 10.3% 17.2%

Sensitivity of the SD Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 26.9% 23.4% 21.3% 19.6% 16.3% 12.7% 12.0% 1.4% (14.9)% (42.5)%0.17% . . . . . . . . . . . . . 26.4% 23.0% 20.9% 19.1% 15.9% 12.3% 11.5% 0.9% (15.3)% (42.8)%2.17% . . . . . . . . . . . . . 15.9% 12.6% 10.6% 8.9% 5.8% 2.3% 1.6% (8.5)% (24.1)% (50.5)%4.17% . . . . . . . . . . . . . 4.8% 1.7% (0.3)% (1.9)% (4.8)% (8.1)% (8.8)% (18.5)% (33.3)% (58.6)%6.17% . . . . . . . . . . . . . (11.5)% (14.5)% (16.2)% (17.7)% (20.4)% (23.5)% (24.1)% (33.1)% (46.8)% (71.8)%6.60% . . . . . . . . . . . . . * * * * * * * * * *

Sensitivity of the PS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 24.7% 18.9% 15.4% 15.4% 15.4% 15.4% 15.0% 4.2% (17.4)% (58.2)%0.17% . . . . . . . . . . . . . 24.2% 18.4% 14.9% 14.9% 14.9% 14.9% 14.5% 3.6% (18.0)% (58.8)%2.17% . . . . . . . . . . . . . 13.3% 7.1% 3.7% 3.7% 3.7% 3.7% 3.1% (9.1)% (31.9)% (73.3)%4.17% . . . . . . . . . . . . . 1.4% (5.6)% (8.9)% (8.9)% (8.9)% (8.9)% (9.7)% (24.0)% (48.6)% (90.9)%6.17% . . . . . . . . . . . . . (16.7)% (26.0)% (28.6)% (28.6)% (28.6)% (28.6)% (29.8)% (48.3)% (77.0)% *6.75% . . . . . . . . . . . . . * * * * * * * * * *

Sensitivity of the XS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.080% . . . . . . . . . . . 6.7% 6.7% 6.8% 6.8% 7.1% 8.0% 8.2% 10.5% 14.1% 20.3%0.168% . . . . . . . . . . . 6.6% 6.6% 6.7% 6.7% 7.0% 7.9% 8.1% 10.5% 14.0% 20.3%2.168% . . . . . . . . . . . 4.6% 4.6% 4.6% 4.7% 4.9% 5.9% 6.1% 8.6% 12.3% 18.8%4.168% . . . . . . . . . . . 2.5% 2.5% 2.5% 2.6% 2.8% 3.9% 4.1% 6.7% 10.6% 17.4%4.500% . . . . . . . . . . . 2.2% 2.2% 2.2% 2.3% 2.5% 3.5% 3.7% 6.4% 10.3% 17.2%

S-26

Sensitivity of the SM Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 26.9% 23.4% 21.3% 19.6% 16.3% 12.7% 12.0% 1.4% (14.9)% (42.5)%0.17% . . . . . . . . . . . . . 26.4% 23.0% 20.9% 19.1% 15.9% 12.3% 11.5% 0.9% (15.3)% (42.8)%2.17% . . . . . . . . . . . . . 15.9% 12.6% 10.6% 8.9% 5.8% 2.3% 1.6% (8.5)% (24.1)% (50.5)%4.17% . . . . . . . . . . . . . 4.8% 1.7% (0.3)% (1.9)% (4.8)% (8.1)% (8.8)% (18.5)% (33.3)% (58.6)%6.17% . . . . . . . . . . . . . (11.5)% (14.5)% (16.2)% (17.7)% (20.4)% (23.5)% (24.1)% (33.1)% (46.8)% (71.9)%6.60% . . . . . . . . . . . . . * * * * * * * * * *

Sensitivity of the CS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 27.7% 22.4% 19.2% 17.0% 17.0% 17.0% 17.0% 5.7% (15.9)% (56.3)%0.17% . . . . . . . . . . . . . 27.2% 21.9% 18.7% 16.5% 16.5% 16.5% 16.5% 5.1% (16.5)% (56.9)%2.17% . . . . . . . . . . . . . 15.2% 9.6% 6.4% 4.5% 4.5% 4.5% 4.5% (8.0)% (30.6)% (71.4)%4.17% . . . . . . . . . . . . . 2.1% (4.1)% (7.3)% (8.8)% (8.8)% (8.8)% (8.8)% (23.0)% (47.3)% (89.0)%6.17% . . . . . . . . . . . . . (17.8)% (25.6)% (28.3)% (29.0)% (29.0)% (29.0)% (29.0)% (47.1)% (75.4)% *6.75% . . . . . . . . . . . . . * * * * * * * * * *

Sensitivity of the SC Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 27.5% 24.1% 22.0% 20.2% 17.0% 13.3% 12.6% 1.9% (14.3)% (42.0)%0.17% . . . . . . . . . . . . . 27.1% 23.6% 21.5% 19.7% 16.5% 12.8% 12.1% 1.5% (14.7)% (42.4)%2.17% . . . . . . . . . . . . . 16.3% 13.0% 11.0% 9.3% 6.2% 2.7% 2.0% (8.2)% (23.7)% (50.2)%4.17% . . . . . . . . . . . . . 5.1% 1.9% 0.0% (1.6)% (4.6)% (7.9)% (8.6)% (18.2)% (33.1)% (58.5)%6.17% . . . . . . . . . . . . . (11.4)% (14.3)% (16.1)% (17.6)% (20.3)% (23.4)% (24.0)% (33.0)% (46.7)% (72.1)%6.60% . . . . . . . . . . . . . * * * * * * * * * *

Sensitivity of the AS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)

PSA Prepayment AssumptionLIBOR 50% 100% 155% 185% 250% 260% 400% 700% 1100%

0.08% . . . . . . . . . . . . . 27.8% 22.8% 17.7% 17.7% 17.7% 17.7% 7.2% (23.8)% (79.2)%0.17% . . . . . . . . . . . . . 27.2% 22.2% 17.1% 17.1% 17.1% 17.1% 6.6% (24.4)% (79.8)%2.17% . . . . . . . . . . . . . 14.2% 8.9% 4.3% 4.3% 4.3% 4.3% (7.1)% (39.2)% (94.3)%4.17% . . . . . . . . . . . . . (0.4)% (6.1)% (9.9)% (9.9)% (9.9)% (9.9)% (22.8)% (57.2)% *6.17% . . . . . . . . . . . . . (33.6)% (39.9)% (41.1)% (41.1)% (41.1)% (41.1)% (60.0)% * *6.25% . . . . . . . . . . . . . * * * * * * * * *

S-27

Sensitivity of the SA Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 30.4% 26.9% 23.0% 20.8% 16.0% 15.3% 4.5% (20.7)% (61.9)%0.17% . . . . . . . . . . . . . 29.8% 26.3% 22.4% 20.2% 15.5% 14.7% 4.0% (21.2)% (62.3)%2.17% . . . . . . . . . . . . . 17.0% 13.7% 10.0% 7.9% 3.4% 2.7% (7.5)% (31.5)% (70.6)%4.17% . . . . . . . . . . . . . 3.4% 0.3% (3.3)% (5.2)% (9.5)% (10.1)% (19.7)% (42.3)% (80.0)%6.05% . . . . . . . . . . . . . * * * * * * * * *

Sensitivity of the BS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 29.6% 24.5% 19.2% 19.2% 19.2% 18.6% 7.0% (27.1)% (87.0)%0.17% . . . . . . . . . . . . . 29.0% 23.9% 18.6% 18.6% 18.6% 18.0% 6.4% (27.8)% (87.6)%2.17% . . . . . . . . . . . . . 15.5% 10.2% 5.1% 5.1% 5.1% 4.5% (8.3)% (43.8)% *4.17% . . . . . . . . . . . . . 0.6% (5.5)% (9.9)% (9.9)% (9.9)% (10.8)% (25.4)% (63.5)% *6.17% . . . . . . . . . . . . . (32.7)% (41.4)% (43.7)% (43.7)% (43.7)% (45.1)% (66.7)% * *6.25% . . . . . . . . . . . . . * * * * * * * * *

Sensitivity of the SB Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 34.9% 31.3% 27.3% 25.1% 20.2% 19.5% 8.5% (17.2)% (59.0)%0.17% . . . . . . . . . . . . . 34.2% 30.6% 26.7% 24.5% 19.6% 18.9% 8.0% (17.7)% (59.4)%2.17% . . . . . . . . . . . . . 20.0% 16.6% 12.8% 10.8% 6.2% 5.4% (4.9)% (29.1)% (68.6)%4.17% . . . . . . . . . . . . . 5.2% 2.0% (1.5)% (3.5)% (7.8)% (8.5)% (18.1)% (40.9)% (78.6)%6.05% . . . . . . . . . . . . . * * * * * * * * *

Sensitivity of the KS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)

PSA Prepayment AssumptionLIBOR 50% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%

0.08% . . . . . . . . . . . . . 26.5% 21.4% 20.7% 20.7% 20.7% 20.7% 20.7% 20.7% 20.7% 19.0% 1.4% (24.5)% (48.2)%0.17% . . . . . . . . . . . . . 25.9% 20.9% 20.1% 20.1% 20.1% 20.1% 20.1% 20.1% 20.1% 18.4% 0.7% (25.4)% (49.1)%2.17% . . . . . . . . . . . . . 13.2% 7.2% 6.4% 6.4% 6.4% 6.4% 6.4% 6.4% 6.4% 3.9% (17.5)% (46.5)% (71.3)%4.17% . . . . . . . . . . . . . (1.2)% (8.7)% (9.5)% (9.5)% (9.5)% (9.5)% (9.5)% (9.5)% (9.5)% (13.3)% (40.2)% (73.2)% (99.1)%6.15% . . . . . . . . . . . . . * * * * * * * * * * * * *

S-28

Sensitivity of the SK Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)

PSA Prepayment AssumptionLIBOR 50% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%

0.08% . . . . . . . . . . . . . 31.1% 28.5% 28.1% 28.1% 26.2% 25.9% 24.6% 21.3% 20.7% 18.0% 1.5% (22.0)% (47.1)%0.17% . . . . . . . . . . . . . 30.5% 27.9% 27.5% 27.5% 25.6% 25.4% 24.0% 20.7% 20.1% 17.4% 0.9% (22.7)% (47.9)%2.17% . . . . . . . . . . . . . 17.7% 15.0% 14.6% 14.6% 12.6% 12.3% 11.0% 7.4% 6.8% 4.0% (13.5)% (38.9)% (66.6)%4.17% . . . . . . . . . . . . . 4.4% 1.6% 1.2% 1.1% (0.9)% (1.2)% (2.6)% (6.3)% (6.9)% (9.9)% (28.5)% (56.6)% (88.8)%6.00% . . . . . . . . . . . . . * * * * * * * * * * * * *

Sensitivity of the GS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)

PSA Prepayment AssumptionLIBOR 50% 100% 110% 200% 250% 400% 600% 800%

0.08% . . . . . . . . . . . . . 23.0% 17.7% 17.7% 17.7% 17.7% 8.1% (10.3)% (32.7)%0.17% . . . . . . . . . . . . . 22.4% 17.1% 17.1% 17.1% 17.1% 7.4% (11.0)% (33.4)%2.17% . . . . . . . . . . . . . 8.6% 3.6% 3.6% 3.6% 3.6% (7.2)% (26.6)% (49.6)%4.17% . . . . . . . . . . . . . (7.3)% (11.8)% (11.8)% (11.8)% (11.8)% (24.4)% (45.3)% (69.3)%6.17% . . . . . . . . . . . . . (45.4)% (47.6)% (47.6)% (47.6)% (47.6)% (65.0)% (91.6)% *6.25% . . . . . . . . . . . . . * * * * * * * *

Sensitivity of the SQ Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 35.2% 30.3% 24.3% 24.3% 24.3% 14.3% (16.9)% (73.2)% *0.17% . . . . . . . . . . . . . 34.5% 29.7% 23.7% 23.7% 23.7% 13.6% (17.6)% (73.8)% *2.17% . . . . . . . . . . . . . 19.7% 14.8% 9.2% 9.2% 9.2% (1.5)% (33.3)% (88.8)% *4.17% . . . . . . . . . . . . . 3.7% (1.4)% (6.2)% (6.2)% (6.2)% (18.0)% (51.4)% * *6.17% . . . . . . . . . . . . . (19.6)% (25.1)% (28.2)% (28.2)% (28.2)% (42.5)% (80.3)% * *6.80% . . . . . . . . . . . . . * * * * * * * * *

Sensitivity of the SN Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.08% . . . . . . . . . . . . . 49.6% 45.8% 42.0% 36.1% 30.1% 13.2% (5.3)% (49.5)% *0.17% . . . . . . . . . . . . . 48.8% 45.0% 41.2% 35.4% 29.4% 12.5% (5.9)% (50.0)% *2.17% . . . . . . . . . . . . . 31.2% 27.6% 24.1% 18.6% 13.0% (2.8)% (20.1)% (61.4)% *4.17% . . . . . . . . . . . . . 13.6% 10.3% 7.0% 1.9% (3.3)% (18.1)% (34.2)% (72.7)% *6.17% . . . . . . . . . . . . . (8.7)% (11.7)% (14.7)% (19.3)% (24.0)% (37.3)% (51.8)% (88.5)% *6.65% . . . . . . . . . . . . . * * * * * * * * *

S-29

Sensitivity of the SY Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)

PSA Prepayment AssumptionLIBOR 50% 100% 275% 451% 675% 1000% 1400%

0.080% . . . . . . . . . . . 11.9% 11.9% 11.2% 10.0% 8.2% 5.3% 0.1%0.166% . . . . . . . . . . . 11.7% 11.6% 10.9% 9.8% 8.0% 5.1% 0.0%2.166% . . . . . . . . . . . 6.2% 6.2% 5.7% 4.9% 3.6% 1.5% (2.2)%4.166% . . . . . . . . . . . 0.9% 0.8% 0.5% 0.0% (0.7)% (2.1)% (4.3)%4.500% . . . . . . . . . . . 0.0% 0.0% (0.3)% (0.8)% (1.5)% (2.7)% (4.7)%

Sensitivity of the KX Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.080% . . . . . . . . . . . 13.1% 13.1% 13.7% 16.9% 20.4% 27.3% 42.2%0.166% . . . . . . . . . . . 12.8% 12.8% 13.4% 16.6% 20.1% 26.9% 42.0%2.166% . . . . . . . . . . . 5.2% 5.3% 5.9% 9.3% 12.9% 20.0% 35.4%3.500% and above . . 0.4% 0.4% 1.1% 4.5% 8.2% 15.4% 31.1%

Sensitivity of the KI Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.080% . . . . . . . . . . . 52.7% 52.7% 49.0% 3.3% (62.6)% * *0.166% . . . . . . . . . . . 51.3% 51.3% 47.5% 1.2% (64.7)% * *2.166% . . . . . . . . . . . 19.6% 19.4% 11.7% (55.9)% * * *3.500% and above . . * * * * * * *

Sensitivity of the YS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.080% . . . . . . . . . . . 15.5% 15.5% 15.7% 16.3% 17.1% 18.6% 21.8%0.166% . . . . . . . . . . . 15.1% 15.1% 15.3% 16.0% 16.8% 18.3% 21.5%2.166% . . . . . . . . . . . 6.0% 6.0% 6.2% 7.1% 8.1% 10.0% 14.1%3.500% and above . . 0.1% 0.1% 0.3% 1.4% 2.5% 4.7% 9.2%

Sensitivity of the TY Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


3.5% and below . . . . 7.3% 7.3% 7.4% 8.1% 8.9% 10.4% 13.5%4.0% . . . . . . . . . . . . . . 3.7% 3.7% 3.8% 4.6% 5.5% 7.1% 10.5%4.5% . . . . . . . . . . . . . . 0.1% 0.1% 0.3% 1.2% 2.1% 3.9% 7.6%

S-30

Sensitivity of the TS Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.080% . . . . . . . . . . . 10.0% 10.0% 10.4% 11.7% 12.8% 14.5% 16.0%0.165% . . . . . . . . . . . 9.8% 9.8% 10.2% 11.4% 12.6% 14.3% 15.8%2.165% . . . . . . . . . . . 4.0% 4.0% 4.4% 5.8% 7.0% 8.8% 10.5%3.500% and above . . 0.2% 0.3% 0.6% 2.1% 3.3% 5.2% 6.9%

Sensitivity of the ST Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


3.50% and below . . . 8.1% 8.1% 8.1% 8.0% 7.9% 7.8% 7.6%3.75% . . . . . . . . . . . . . 4.0% 4.0% 4.0% 4.0% 4.0% 4.0% 4.0%4.00% . . . . . . . . . . . . . 0.0% 0.0% 0.0% 0.1% 0.1% 0.2% 0.3%

Sensitivity of the SH Class to Prepayments and LIBOR(Pre-Tax Yields to Maturity)


0.080% . . . . . . . . . . . 6.7% 6.7% 6.8% 6.8% 7.1% 8.0% 8.2% 10.5% 14.1% 20.3%0.168% . . . . . . . . . . . 6.6% 6.6% 6.7% 6.7% 7.0% 7.9% 8.1% 10.5% 14.0% 20.3%2.168% . . . . . . . . . . . 4.6% 4.6% 4.6% 4.7% 4.9% 5.9% 6.1% 8.6% 12.3% 18.8%4.168% . . . . . . . . . . . 2.5% 2.5% 2.5% 2.6% 2.8% 3.9% 4.1% 6.7% 10.6% 17.4%4.500% . . . . . . . . . . . 2.2% 2.2% 2.2% 2.3% 2.5% 3.5% 3.7% 6.4% 10.3% 17.2%

The IO Class. The yield to investors in the IO Class will be very sensitive to the rate ofprincipal payments (including prepayments) of the Mortgage Loans underlying theGroup 14 MBS. The Mortgage Loans can be prepaid at any time without penalty. In addi-tion, the rate of principal payments (including prepayments) of the Mortgage Loansunderlying the Group 14 MBS is likely to vary, and may vary considerably, from pool topool. Under certain high prepayment scenarios, in particular, it is possible that investorsin the IO Class would lose money on their initial investments.

Weighted Average Lives of the Certificates

For a description of how the weighted average life of a Certificate is determined, see “Yield,Maturity and Prepayment Considerations—Weighted Average Lives and Final DistributionDates” in the REMIC Prospectus.

In general, the weighted average lives of the Certificates will be shortened if the level ofprepayments of principal of the related Mortgage Loans increases. However, the weighted averagelives will depend upon a variety of other factors, including

• the timing of changes in the rate of principal distributions,

• the priority sequences of distributions of principal of the Classes (other than theGroup 10 and Group 13 Classes), and

• in the case of the Group 10, Group 11, Group 12 and Group 13 Classes, the applicablepriority sequences affecting principal payments on the related Underlying REMIC andRCR Certificates.

S-31

See “—Distributions of Principal” above and “Description of the Certificates—Distributions ofPrincipal” in the Underlying REMIC Disclosure Documents.

The effect of these factors may differ as to various Classes and the effects on any Class mayvary at different times during the life of that Class. Accordingly, we can give no assurance as tothe weighted average life of any Class. Further, to the extent the prices of the Certificates repre-sent discounts or premiums to their original principal balances, variability in the weightedaverage lives of those Classes of Certificates could result in variability in the related yields tomaturity. For an example of how the weighted average lives of the Classes may be affected atvarious constant prepayment rates, see the Decrement Tables below.

Decrement Tables

The following tables indicate the percentages of original principal balances of the specifiedClasses that would be outstanding after each date shown at various constant PSA rates, and thecorresponding weighted average lives of those Classes. The tables have been prepared on the basisof the Pricing Assumptions.

In the case of the information set forth for each Class under 0% PSA, however, we assumedthat the Mortgage Loans have the original and remaining terms to maturity and bear interest atthe annual rates specified in the table below.

Mortgage Loans BackingTrust Assets Specified Below

OriginalTerms toMaturity

RemainingTerms toMaturity

InterestRates

Group 1 MBS 360 months 360 months 7.00%Group 2 MBS 360 months 360 months 7.00%Group 3 MBS 360 months 360 months 7.00%Group 4 MBS 360 months 360 months 7.50%Group 5 MBS 360 months 360 months 7.50%Group 6 MBS 360 months 360 months 6.50%Group 7 MBS 240 months 240 months 6.00%Group 8 MBS 360 months 360 months 5.50%Group 9 Underlying RCR Certificate 360 months 329 months 8.00%Group 10 Underlying REMIC Certificates 360 months (1) 9.50%Group 11 Underlying REMIC and RCR Certificates 360 months (2) 5.50%Group 12 Underlying REMIC Certificate 360 months 358 months 6.50%Group 13 Underlying REMIC Certificate 360 months 352 months 6.00%Group 14 MBS 360 months 360 months (3)

(1) The Mortgage Loans backing the Group 10 Underlying REMIC Certificates listed below are assumed to havethe following remaining terms to maturity:

2012-56-B 341 months2012-111-B 345 months2012-153-B 342 months

(2) The Mortgage Loans backing the Group 11 Underlying REMIC and RCR Certificates listed below areassumed to have the following remaining terms to maturity:

2013-52-LM 353 months2013-64-PY 353 months2013-75-CY 354 months2013-81-QX 355 months2013-109-PY 357 months

(3) We have assumed that the Mortgage Loans backing the Group 14 MBS in the aggregate principal amountslisted below have the following interest rates:

$20,703,812 . . . . . . . 5.50%$20,281,285 . . . . . . . 6.00%

It is unlikely that all of the Mortgage Loans will have the loan ages, interest rates or remainingterms to maturity assumed, or that the Mortgage Loans will prepay at any constant PSA level.

S-32

In addition, the diverse remaining terms to maturity of the Mortgage Loans could produceslower or faster principal distributions than indicated in the tables at the specified constant PSArates, even if the weighted average remaining term to maturity and the weighted average loanage of the Mortgage Loans are identical to the weighted averages specified in the Pricing Assump-tions. This is the case because pools of loans with identical weighted averages are nonethelesslikely to reflect differing dispersions of the related characteristics.

Percent of Original Principal Balances Outstanding

DA, DF, DS†, DB, DC, DE, DG and DJ Classes VD Class

PSA PrepaymentAssumption


Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 99 89 87 87 87 87 87 87 78 53 94 94 94 94 94 94 94 94 94 94December 2015 . . . . . . . 97 79 75 75 75 75 75 67 45 18 87 87 87 87 87 87 87 87 87 87December 2016 . . . . . . . 95 70 64 64 64 64 64 48 25 3 81 81 81 81 81 81 81 81 81 81December 2017 . . . . . . . 94 61 54 54 54 54 54 33 12 0 74 74 74 74 74 74 74 74 74 0December 2018 . . . . . . . 92 53 44 44 44 44 44 22 4 0 67 67 67 67 67 67 67 67 67 0December 2019 . . . . . . . 90 45 36 36 36 36 34 14 0 0 59 59 59 59 59 59 59 59 11 0December 2020 . . . . . . . 88 38 28 28 28 28 26 8 0 0 52 52 52 52 52 52 52 52 0 0December 2021 . . . . . . . 85 31 22 22 22 22 20 3 0 0 44 44 44 44 44 44 44 44 0 0December 2022 . . . . . . . 83 25 16 16 16 16 14 0 0 0 35 35 35 35 35 35 35 22 0 0December 2023 . . . . . . . 80 19 11 11 11 11 10 0 0 0 27 27 27 27 27 27 27 0 0 0December 2024 . . . . . . . 77 13 7 7 7 7 6 0 0 0 18 18 18 18 18 18 18 0 0 0December 2025 . . . . . . . 74 8 4 4 4 4 3 0 0 0 9 9 9 9 9 9 9 0 0 0December 2026 . . . . . . . 71 3 2 2 2 2 1 0 0 0 0 0 0 0 0 0 0 0 0 0December 2027 . . . . . . . 68 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2028 . . . . . . . 64 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2029 . . . . . . . 60 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2030 . . . . . . . 56 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2031 . . . . . . . 51 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2032 . . . . . . . 46 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 41 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 29 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 22 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 15 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 8 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 16.7 5.9 5.0 5.0 5.0 5.0 4.9 3.3 2.1 1.3 7.0 7.0 7.0 7.0 7.0 7.0 7.0 6.3 4.8 3.1

** Determined as specified under “Yield, Maturity and Prepayment Considerations—Weighted Average Lives and FinalDistribution Dates” in the REMIC Prospectus.

† In the case of a Notional Class, the Decrement Table indicates the percentage of the original notional principal balanceoutstanding.

S-33

DV Class ZD Class



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 100 100 100 100 100 100 100 100 104 104 104 104 104 104 104 104 104 104December 2015 . . . . . . . 100 100 100 100 100 100 100 100 100 100 108 108 108 108 108 108 108 108 108 108December 2016 . . . . . . . 100 100 100 100 100 100 100 100 100 100 112 112 112 112 112 112 112 112 112 112December 2017 . . . . . . . 100 100 100 100 100 100 100 100 100 5 116 116 116 116 116 116 116 116 116 116December 2018 . . . . . . . 100 100 100 100 100 100 100 100 100 0 121 121 121 121 121 121 121 121 121 53December 2019 . . . . . . . 100 100 100 100 100 100 100 100 100 0 125 125 125 125 125 125 125 125 125 24December 2020 . . . . . . . 100 100 100 100 100 100 100 100 0 0 130 130 130 130 130 130 130 130 107 11December 2021 . . . . . . . 100 100 100 100 100 100 100 100 0 0 135 135 135 135 135 135 135 135 67 5December 2022 . . . . . . . 100 100 100 100 100 100 100 100 0 0 140 140 140 140 140 140 140 140 41 2December 2023 . . . . . . . 100 100 100 100 100 100 100 0 0 0 145 145 145 145 145 145 145 142 25 1December 2024 . . . . . . . 100 100 100 100 100 100 100 0 0 0 151 151 151 151 151 151 151 104 16 *December 2025 . . . . . . . 100 100 100 100 100 100 100 0 0 0 157 157 157 157 157 157 157 76 10 *December 2026 . . . . . . . 98 98 98 98 98 98 98 0 0 0 163 163 163 163 163 163 163 55 6 *December 2027 . . . . . . . 83 52 52 52 52 52 7 0 0 0 169 169 169 169 169 169 169 40 4 *December 2028 . . . . . . . 67 0 0 0 0 0 0 0 0 0 175 152 152 152 152 152 137 28 2 *December 2029 . . . . . . . 50 0 0 0 0 0 0 0 0 0 182 122 122 122 122 122 109 20 1 *December 2030 . . . . . . . 33 0 0 0 0 0 0 0 0 0 189 96 96 96 96 96 85 14 1 *December 2031 . . . . . . . 15 0 0 0 0 0 0 0 0 0 196 75 75 75 75 75 66 10 * *December 2032 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 58 58 58 58 58 51 7 * *December 2033 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 45 45 45 45 45 39 5 * *December 2034 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 33 33 33 33 33 29 3 * *December 2035 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 24 24 24 24 24 21 2 * *December 2036 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 17 17 17 17 17 15 1 * *December 2037 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 11 11 11 11 11 10 1 * *December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 7 7 7 7 7 6 * * *December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 194 3 3 3 3 3 3 * * 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 16 * * * * * * * * 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 16.0 14.0 14.0 14.0 14.0 14.0 13.7 9.6 6.4 3.9 26.6 18.3 18.3 18.3 18.3 18.3 17.9 13.0 8.7 5.3

FX and SX Classes FD and SD† Classes



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 100 93 80 66 64 24 0 0 99 92 91 89 86 83 83 75 63 45December 2015 . . . . . . . 100 100 100 87 65 41 37 0 0 0 98 85 82 79 75 70 69 56 39 20December 2016 . . . . . . . 100 100 100 83 54 24 18 0 0 0 97 78 74 70 64 58 57 41 25 9December 2017 . . . . . . . 100 100 100 80 46 12 5 0 0 0 95 72 67 62 55 48 47 31 15 4December 2018 . . . . . . . 100 100 100 77 41 4 0 0 0 0 94 66 60 55 48 40 39 23 10 2December 2019 . . . . . . . 100 100 100 76 37 1 0 0 0 0 93 61 54 49 41 33 32 17 6 1December 2020 . . . . . . . 100 100 100 75 36 0 0 0 0 0 91 55 48 43 35 27 26 12 4 *December 2021 . . . . . . . 100 100 99 73 34 0 0 0 0 0 89 50 43 38 30 23 21 9 2 *December 2022 . . . . . . . 100 100 95 70 32 0 0 0 0 0 88 46 39 33 25 19 17 7 1 *December 2023 . . . . . . . 100 100 91 66 30 0 0 0 0 0 86 42 34 29 22 15 14 5 1 *December 2024 . . . . . . . 100 100 86 62 28 0 0 0 0 0 84 38 30 25 18 12 12 4 1 *December 2025 . . . . . . . 100 100 80 57 25 0 0 0 0 0 82 34 27 22 15 10 9 3 * *December 2026 . . . . . . . 100 100 74 52 22 0 0 0 0 0 79 30 24 19 13 8 8 2 * *December 2027 . . . . . . . 100 98 67 47 20 0 0 0 0 0 77 27 21 16 11 7 6 1 * *December 2028 . . . . . . . 100 90 61 42 17 0 0 0 0 0 74 24 18 14 9 5 5 1 * *December 2029 . . . . . . . 100 81 54 37 15 0 0 0 0 0 71 21 16 12 7 4 4 1 * *December 2030 . . . . . . . 100 73 48 32 13 0 0 0 0 0 68 19 13 10 6 3 3 1 * *December 2031 . . . . . . . 100 64 42 28 11 0 0 0 0 0 65 16 11 8 5 3 2 * * *December 2032 . . . . . . . 100 56 36 24 9 0 0 0 0 0 61 14 10 7 4 2 2 * * *December 2033 . . . . . . . 100 48 30 20 7 0 0 0 0 0 57 12 8 6 3 2 1 * * *December 2034 . . . . . . . 100 41 25 16 6 0 0 0 0 0 53 10 6 5 2 1 1 * * *December 2035 . . . . . . . 100 33 20 13 5 0 0 0 0 0 49 8 5 4 2 1 1 * * *December 2036 . . . . . . . 100 26 16 10 3 0 0 0 0 0 44 6 4 3 1 1 1 * * 0December 2037 . . . . . . . 100 19 11 7 2 0 0 0 0 0 39 4 3 2 1 * * * * 0December 2038 . . . . . . . 100 13 7 5 2 0 0 0 0 0 34 3 2 1 1 * * * * 0December 2039 . . . . . . . 100 7 4 2 1 0 0 0 0 0 28 2 1 1 * * * * * 0December 2040 . . . . . . . 100 1 1 * * 0 0 0 0 0 22 * * * * * * * * 0December 2041 . . . . . . . 71 0 0 0 0 0 0 0 0 0 15 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 37 0 0 0 0 0 0 0 0 0 8 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 28.6 20.0 17.0 12.9 6.9 2.0 1.7 0.7 0.4 0.2 19.9 9.7 8.4 7.6 6.3 5.3 5.1 3.4 2.2 1.3

* Indicates an outstanding balance greater than 0% and less than 0.5% of the original principal balance.** Determined as specified under “Yield, Maturity and Prepayment Considerations—Weighted Average Lives and Final

Distribution Dates” in the REMIC Prospectus.† In the case of a Notional Class, the Decrement Table indicates the percentage of the original notional principal balance

outstanding.

S-34

FM and SM† Classes PA, PF, PS†, PB, PC, PD, PE and PG Classes



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 99 92 91 89 86 83 83 75 63 45 99 90 87 87 87 87 87 87 78 55December 2015 . . . . . . . 98 85 82 79 75 70 69 56 39 20 97 80 76 76 76 76 76 69 47 21December 2016 . . . . . . . 97 78 74 70 64 58 57 41 25 9 96 71 65 65 65 65 65 50 27 6December 2017 . . . . . . . 95 72 67 62 55 48 47 31 15 4 94 62 55 55 55 55 55 35 15 0December 2018 . . . . . . . 94 66 60 55 48 40 39 23 10 2 92 54 46 46 46 46 46 25 7 0December 2019 . . . . . . . 93 61 54 49 41 33 32 17 6 1 90 47 38 38 38 38 37 17 2 0December 2020 . . . . . . . 91 55 48 43 35 27 26 12 4 * 88 40 31 31 31 31 29 11 0 0December 2021 . . . . . . . 89 50 43 38 30 23 21 9 2 * 86 34 24 24 24 24 23 6 0 0December 2022 . . . . . . . 88 46 39 33 25 19 17 7 1 * 84 27 19 19 19 19 17 3 0 0December 2023 . . . . . . . 86 42 34 29 22 15 14 5 1 * 81 22 14 14 14 14 13 1 0 0December 2024 . . . . . . . 84 38 30 25 18 12 12 4 1 * 78 16 11 11 11 11 9 0 0 0December 2025 . . . . . . . 82 34 27 22 15 10 9 3 * * 75 11 8 8 8 8 6 0 0 0December 2026 . . . . . . . 79 30 24 19 13 8 8 2 * * 72 7 5 5 5 5 4 0 0 0December 2027 . . . . . . . 77 27 21 16 11 7 6 1 * * 69 3 3 3 3 3 2 0 0 0December 2028 . . . . . . . 74 24 18 14 9 5 5 1 * * 65 1 1 1 1 1 * 0 0 0December 2029 . . . . . . . 71 21 16 12 7 4 4 1 * * 61 0 0 0 0 0 0 0 0 0December 2030 . . . . . . . 68 19 13 10 6 3 3 1 * * 57 0 0 0 0 0 0 0 0 0December 2031 . . . . . . . 65 16 11 8 5 3 2 * * * 53 0 0 0 0 0 0 0 0 0December 2032 . . . . . . . 61 14 10 7 4 2 2 * * * 48 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 57 12 8 6 3 2 1 * * * 43 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 53 10 6 5 2 1 1 * * * 37 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 49 8 5 4 2 1 1 * * * 31 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 44 6 4 3 1 1 1 * * 0 25 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 39 4 3 2 1 * * * * 0 18 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 34 3 2 1 1 * * * * 0 11 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 28 2 1 1 * * * * * 0 3 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 22 * * * * * * * * 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 15 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 8 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 19.9 9.7 8.4 7.6 6.3 5.3 5.1 3.4 2.2 1.3 17.0 6.2 5.3 5.3 5.3 5.3 5.2 3.5 2.3 1.4

VP Class PV Class



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 94 94 94 94 94 94 94 94 94 94 100 100 100 100 100 100 100 100 100 100December 2015 . . . . . . . 87 87 87 87 87 87 87 87 87 87 100 100 100 100 100 100 100 100 100 100December 2016 . . . . . . . 81 81 81 81 81 81 81 81 81 81 100 100 100 100 100 100 100 100 100 100December 2017 . . . . . . . 74 74 74 74 74 74 74 74 74 46 100 100 100 100 100 100 100 100 100 100December 2018 . . . . . . . 67 67 67 67 67 67 67 67 67 0 100 100 100 100 100 100 100 100 100 0December 2019 . . . . . . . 59 59 59 59 59 59 59 59 59 0 100 100 100 100 100 100 100 100 100 0December 2020 . . . . . . . 52 52 52 52 52 52 52 52 0 0 100 100 100 100 100 100 100 100 94 0December 2021 . . . . . . . 44 44 44 44 44 44 44 44 0 0 100 100 100 100 100 100 100 100 0 0December 2022 . . . . . . . 35 35 35 35 35 35 35 35 0 0 100 100 100 100 100 100 100 100 0 0December 2023 . . . . . . . 27 27 27 27 27 27 27 27 0 0 100 100 100 100 100 100 100 100 0 0December 2024 . . . . . . . 18 18 18 18 18 18 18 0 0 0 100 100 100 100 100 100 100 29 0 0December 2025 . . . . . . . 9 9 9 9 9 9 9 0 0 0 100 100 100 100 100 100 100 0 0 0December 2026 . . . . . . . 0 0 0 0 0 0 0 0 0 0 98 98 98 98 98 98 98 0 0 0December 2027 . . . . . . . 0 0 0 0 0 0 0 0 0 0 83 83 83 83 83 83 83 0 0 0December 2028 . . . . . . . 0 0 0 0 0 0 0 0 0 0 67 67 67 67 67 67 67 0 0 0December 2029 . . . . . . . 0 0 0 0 0 0 0 0 0 0 50 21 21 21 21 21 0 0 0 0December 2030 . . . . . . . 0 0 0 0 0 0 0 0 0 0 33 0 0 0 0 0 0 0 0 0December 2031 . . . . . . . 0 0 0 0 0 0 0 0 0 0 15 0 0 0 0 0 0 0 0 0December 2032 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 7.0 7.0 7.0 7.0 7.0 7.0 7.0 6.7 5.3 3.5 16.0 15.2 15.2 15.2 15.2 15.2 15.0 10.9 7.3 4.4



outstanding.

S-35

ZP Class XF and XS Classes



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 104 104 104 104 104 104 104 104 104 104 100 100 100 93 80 66 64 24 0 0December 2015 . . . . . . . 108 108 108 108 108 108 108 108 108 108 100 100 100 87 65 41 37 0 0 0December 2016 . . . . . . . 112 112 112 112 112 112 112 112 112 112 100 100 100 83 54 24 18 0 0 0December 2017 . . . . . . . 116 116 116 116 116 116 116 116 116 116 100 100 100 80 46 12 5 0 0 0December 2018 . . . . . . . 121 121 121 121 121 121 121 121 121 83 100 100 100 77 41 4 0 0 0 0December 2019 . . . . . . . 125 125 125 125 125 125 125 125 125 37 100 100 100 76 37 1 0 0 0 0December 2020 . . . . . . . 130 130 130 130 130 130 130 130 130 17 100 100 100 75 36 0 0 0 0 0December 2021 . . . . . . . 135 135 135 135 135 135 135 135 104 7 100 100 99 73 34 0 0 0 0 0December 2022 . . . . . . . 140 140 140 140 140 140 140 140 65 3 100 100 95 70 32 0 0 0 0 0December 2023 . . . . . . . 145 145 145 145 145 145 145 145 40 1 100 100 91 66 30 0 0 0 0 0December 2024 . . . . . . . 151 151 151 151 151 151 151 151 25 1 100 100 86 62 28 0 0 0 0 0December 2025 . . . . . . . 157 157 157 157 157 157 157 119 15 * 100 100 80 57 25 0 0 0 0 0December 2026 . . . . . . . 163 163 163 163 163 163 163 86 9 * 100 100 74 52 22 0 0 0 0 0December 2027 . . . . . . . 169 169 169 169 169 169 169 62 6 * 100 98 67 47 20 0 0 0 0 0December 2028 . . . . . . . 175 175 175 175 175 175 175 45 3 * 100 90 61 42 17 0 0 0 0 0December 2029 . . . . . . . 182 182 182 182 182 182 170 32 2 * 100 81 54 37 15 0 0 0 0 0December 2030 . . . . . . . 189 151 151 151 151 151 134 22 1 * 100 73 48 32 13 0 0 0 0 0December 2031 . . . . . . . 196 118 118 118 118 118 104 16 1 * 100 64 42 28 11 0 0 0 0 0December 2032 . . . . . . . 202 92 92 92 92 92 80 11 * * 100 56 36 24 9 0 0 0 0 0December 2033 . . . . . . . 202 70 70 70 70 70 61 7 * * 100 48 30 20 7 0 0 0 0 0December 2034 . . . . . . . 202 52 52 52 52 52 45 5 * * 100 41 25 16 6 0 0 0 0 0December 2035 . . . . . . . 202 38 38 38 38 38 33 3 * * 100 33 20 13 5 0 0 0 0 0December 2036 . . . . . . . 202 27 27 27 27 27 23 2 * * 100 26 16 10 3 0 0 0 0 0December 2037 . . . . . . . 202 18 18 18 18 18 15 1 * * 100 19 11 7 2 0 0 0 0 0December 2038 . . . . . . . 202 11 11 11 11 11 9 1 * * 100 13 7 5 2 0 0 0 0 0December 2039 . . . . . . . 202 5 5 5 5 5 4 * * 0 100 7 4 2 1 0 0 0 0 0December 2040 . . . . . . . 25 1 1 1 1 1 1 * * 0 100 1 1 * * 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 71 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 37 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 26.8 19.7 19.7 19.7 19.7 19.7 19.3 14.2 9.6 5.8 28.6 20.0 17.0 12.9 6.9 2.0 1.7 0.7 0.4 0.2

CA, CF, CS†, CB, CD, CE, CG and CJ Classes VC Class



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 98 90 88 86 86 86 86 86 71 50 94 94 94 94 94 94 94 94 94 94December 2015 . . . . . . . 96 81 77 73 73 73 73 63 43 20 88 88 88 88 88 88 88 88 88 88December 2016 . . . . . . . 94 72 66 62 62 62 62 45 25 6 81 81 81 81 81 81 81 81 81 81December 2017 . . . . . . . 92 63 57 51 51 51 51 32 14 * 74 74 74 74 74 74 74 74 74 74December 2018 . . . . . . . 89 55 48 42 42 42 42 23 7 0 67 67 67 67 67 67 67 67 67 0December 2019 . . . . . . . 87 48 39 34 34 34 34 16 2 0 60 60 60 60 60 60 60 60 60 0December 2020 . . . . . . . 84 40 32 27 27 27 27 10 0 0 52 52 52 52 52 52 52 52 28 0December 2021 . . . . . . . 81 34 25 21 21 21 21 6 0 0 44 44 44 44 44 44 44 44 0 0December 2022 . . . . . . . 78 27 18 16 16 16 16 3 0 0 35 35 35 35 35 35 35 35 0 0December 2023 . . . . . . . 75 21 12 12 12 12 12 1 0 0 27 27 27 27 27 27 27 27 0 0December 2024 . . . . . . . 71 15 9 9 9 9 9 0 0 0 18 18 18 18 18 18 18 0 0 0December 2025 . . . . . . . 67 9 6 6 6 6 6 0 0 0 8 8 8 8 8 8 8 0 0 0December 2026 . . . . . . . 63 4 4 4 4 4 4 0 0 0 0 0 0 0 0 0 0 0 0 0December 2027 . . . . . . . 59 2 2 2 2 2 2 0 0 0 0 0 0 0 0 0 0 0 0 0December 2028 . . . . . . . 55 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0December 2029 . . . . . . . 50 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2030 . . . . . . . 45 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2031 . . . . . . . 40 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2032 . . . . . . . 34 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 28 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 21 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 14 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 7 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 14.8 6.1 5.4 5.0 5.0 5.0 5.0 3.4 2.2 1.3 7.0 7.0 7.0 7.0 7.0 7.0 7.0 6.8 5.4 3.7



outstanding.

S-36

CV Class ZC Class



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 100 100 100 100 100 100 100 100 104 104 104 104 104 104 104 104 104 104December 2015 . . . . . . . 100 100 100 100 100 100 100 100 100 100 108 108 108 108 108 108 108 108 108 108December 2016 . . . . . . . 100 100 100 100 100 100 100 100 100 100 113 113 113 113 113 113 113 113 113 113December 2017 . . . . . . . 100 100 100 100 100 100 100 100 100 100 117 117 117 117 117 117 117 117 117 117December 2018 . . . . . . . 100 100 100 100 100 100 100 100 100 0 122 122 122 122 122 122 122 122 122 97December 2019 . . . . . . . 100 100 100 100 100 100 100 100 100 0 127 127 127 127 127 127 127 127 127 43December 2020 . . . . . . . 100 100 100 100 100 100 100 100 100 0 132 132 132 132 132 132 132 132 132 19December 2021 . . . . . . . 100 100 100 100 100 100 100 100 0 0 138 138 138 138 138 138 138 138 122 9December 2022 . . . . . . . 100 100 100 100 100 100 100 100 0 0 143 143 143 143 143 143 143 143 75 4December 2023 . . . . . . . 100 100 100 100 100 100 100 100 0 0 149 149 149 149 149 149 149 149 47 2December 2024 . . . . . . . 100 100 100 100 100 100 100 77 0 0 155 155 155 155 155 155 155 155 29 1December 2025 . . . . . . . 100 100 100 100 100 100 100 0 0 0 161 161 161 161 161 161 161 138 18 *December 2026 . . . . . . . 98 98 98 98 98 98 98 0 0 0 168 168 168 168 168 168 168 100 11 *December 2027 . . . . . . . 82 82 82 82 82 82 82 0 0 0 175 175 175 175 175 175 175 72 7 *December 2028 . . . . . . . 67 67 67 67 67 67 67 0 0 0 182 182 182 182 182 182 182 52 4 *December 2029 . . . . . . . 50 20 20 20 20 20 20 0 0 0 189 189 189 189 189 189 189 37 2 *December 2030 . . . . . . . 33 0 0 0 0 0 0 0 0 0 197 156 156 156 156 156 156 26 1 *December 2031 . . . . . . . 16 0 0 0 0 0 0 0 0 0 205 122 122 122 122 122 122 18 1 *December 2032 . . . . . . . 0 0 0 0 0 0 0 0 0 0 212 93 93 93 93 93 93 13 * *December 2033 . . . . . . . 0 0 0 0 0 0 0 0 0 0 212 71 71 71 71 71 71 9 * *December 2034 . . . . . . . 0 0 0 0 0 0 0 0 0 0 212 53 53 53 53 53 53 6 * *December 2035 . . . . . . . 0 0 0 0 0 0 0 0 0 0 212 38 38 38 38 38 38 4 * *December 2036 . . . . . . . 0 0 0 0 0 0 0 0 0 0 212 27 27 27 27 27 27 2 * *December 2037 . . . . . . . 0 0 0 0 0 0 0 0 0 0 174 17 17 17 17 17 17 1 * *December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 10 10 10 10 10 10 10 1 * *December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 5 5 5 5 5 5 5 * * 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 * * 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 16.0 15.2 15.2 15.2 15.2 15.2 15.2 11.2 7.5 4.6 24.3 19.6 19.6 19.6 19.6 19.6 19.6 14.6 9.9 6.0

HZ Class CY Class



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 104 104 104 104 85 63 59 0 0 0 100 100 100 100 100 100 100 100 100 100December 2015 . . . . . . . 108 108 108 108 74 38 31 0 0 0 100 100 100 100 100 100 100 100 100 100December 2016 . . . . . . . 113 113 113 113 68 22 13 0 0 0 100 100 100 100 100 100 100 100 100 100December 2017 . . . . . . . 117 117 117 117 65 13 3 0 0 0 100 100 100 100 100 100 100 100 100 100December 2018 . . . . . . . 122 122 122 122 65 10 * 0 0 0 100 100 100 100 100 100 100 100 100 46December 2019 . . . . . . . 127 127 127 125 66 10 0 0 0 0 100 100 100 100 100 100 100 100 100 20December 2020 . . . . . . . 132 132 132 125 65 10 0 0 0 0 100 100 100 100 100 100 100 100 92 9December 2021 . . . . . . . 138 138 138 121 62 9 0 0 0 0 100 100 100 100 100 100 100 100 57 4December 2022 . . . . . . . 143 143 143 116 58 8 0 0 0 0 100 100 100 100 100 100 100 100 36 2December 2023 . . . . . . . 149 149 147 109 54 8 0 0 0 0 100 100 100 100 100 100 100 100 22 1December 2024 . . . . . . . 155 155 138 102 49 7 0 0 0 0 100 100 100 100 100 100 100 89 14 *December 2025 . . . . . . . 161 161 129 93 44 6 0 0 0 0 100 100 100 100 100 100 100 65 8 *December 2026 . . . . . . . 168 168 118 85 40 5 0 0 0 0 100 100 100 100 100 100 100 47 5 *December 2027 . . . . . . . 175 155 108 76 35 5 0 0 0 0 100 100 100 100 100 100 100 34 3 *December 2028 . . . . . . . 182 141 97 68 31 4 0 0 0 0 100 100 100 100 100 100 100 25 2 *December 2029 . . . . . . . 189 128 86 60 26 3 0 0 0 0 100 94 94 94 94 94 94 17 1 *December 2030 . . . . . . . 197 114 76 52 23 3 0 0 0 0 100 74 74 74 74 74 74 12 1 *December 2031 . . . . . . . 205 101 66 45 19 2 0 0 0 0 100 57 57 57 57 57 57 9 * *December 2032 . . . . . . . 214 88 57 38 16 2 0 0 0 0 100 44 44 44 44 44 44 6 * *December 2033 . . . . . . . 222 76 48 32 13 2 0 0 0 0 100 33 33 33 33 33 33 4 * *December 2034 . . . . . . . 231 63 40 26 10 1 0 0 0 0 100 25 25 25 25 25 25 3 * *December 2035 . . . . . . . 241 52 32 21 8 1 0 0 0 0 100 18 18 18 18 18 18 2 * *December 2036 . . . . . . . 251 41 25 16 6 1 0 0 0 0 100 13 13 13 13 13 13 1 * *December 2037 . . . . . . . 261 30 18 11 4 * 0 0 0 0 82 8 8 8 8 8 8 1 * *December 2038 . . . . . . . 244 20 12 7 3 * 0 0 0 0 5 5 5 5 5 5 5 * * *December 2039 . . . . . . . 202 10 6 4 1 * 0 0 0 0 2 2 2 2 2 2 2 * * 0December 2040 . . . . . . . 157 1 1 * * * 0 0 0 0 * * * * * * * * * 0December 2041 . . . . . . . 109 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 56 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 27.4 19.6 17.7 16.2 10.4 2.8 1.5 0.5 0.2 0.1 24.3 19.3 19.3 19.3 19.3 19.3 19.3 13.7 8.9 5.3


Distribution Dates” in the REMIC Prospectus.

S-37

FC and SC† Classes AB, AF, AS†, AC, AD, AE and AG Classes



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 155% 185% 250% 260% 400% 700% 1100%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 99 92 91 89 86 83 83 75 63 45 98 90 86 86 86 86 86 65 37December 2015 . . . . . . . 98 85 82 79 75 70 69 56 39 20 96 81 74 74 74 74 63 36 11December 2016 . . . . . . . 97 78 74 70 64 58 57 41 25 9 94 72 62 62 62 62 46 19 2December 2017 . . . . . . . 95 72 67 62 55 48 47 31 15 4 92 63 52 52 52 52 34 10 0December 2018 . . . . . . . 94 66 60 55 48 40 39 23 10 2 90 56 43 43 43 43 24 4 0December 2019 . . . . . . . 93 61 54 49 41 33 32 17 6 1 88 48 35 35 35 35 17 1 0December 2020 . . . . . . . 91 55 48 43 35 27 26 12 4 * 85 41 28 28 28 28 12 0 0December 2021 . . . . . . . 89 50 43 38 30 23 21 9 2 * 82 34 22 22 22 22 8 0 0December 2022 . . . . . . . 88 46 39 33 25 19 17 7 1 * 79 28 18 18 18 18 5 0 0December 2023 . . . . . . . 86 42 34 29 22 15 14 5 1 * 76 22 14 14 14 14 3 0 0December 2024 . . . . . . . 84 38 30 25 18 12 12 4 1 * 73 16 11 11 11 11 2 0 0December 2025 . . . . . . . 82 34 27 22 15 10 9 3 * * 70 10 8 8 8 8 * 0 0December 2026 . . . . . . . 79 30 24 19 13 8 8 2 * * 66 6 6 6 6 6 0 0 0December 2027 . . . . . . . 77 27 21 16 11 7 6 1 * * 62 4 4 4 4 4 0 0 0December 2028 . . . . . . . 74 24 18 14 9 5 5 1 * * 58 3 3 3 3 3 0 0 0December 2029 . . . . . . . 71 21 16 12 7 4 4 1 * * 53 2 2 2 2 2 0 0 0December 2030 . . . . . . . 68 19 13 10 6 3 3 1 * * 48 1 1 1 1 1 0 0 0December 2031 . . . . . . . 65 16 11 8 5 3 2 * * * 43 0 0 0 0 0 0 0 0December 2032 . . . . . . . 61 14 10 7 4 2 2 * * * 37 0 0 0 0 0 0 0 0December 2033 . . . . . . . 57 12 8 6 3 2 1 * * * 31 0 0 0 0 0 0 0 0December 2034 . . . . . . . 53 10 6 5 2 1 1 * * * 25 0 0 0 0 0 0 0 0December 2035 . . . . . . . 49 8 5 4 2 1 1 * * * 18 0 0 0 0 0 0 0 0December 2036 . . . . . . . 44 6 4 3 1 1 1 * * 0 11 0 0 0 0 0 0 0 0December 2037 . . . . . . . 39 4 3 2 1 * * * * 0 3 0 0 0 0 0 0 0 0December 2038 . . . . . . . 34 3 2 1 1 * * * * 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 28 2 1 1 * * * * * 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 22 * * * * * * * * 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 15 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 8 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 19.9 9.7 8.4 7.6 6.3 5.3 5.1 3.4 2.2 1.3 15.3 6.3 5.2 5.2 5.2 5.2 3.5 1.9 1.0

AL Class ZA Class



Date 0% 100% 155% 185% 250% 260% 400% 700% 1100% 0% 100% 155% 185% 250% 260% 400% 700% 1100%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 100 100 100 100 100 100 100 104 104 104 91 63 59 0 0 0December 2015 . . . . . . . 100 100 100 100 100 100 100 100 100 108 108 108 85 37 30 0 0 0December 2016 . . . . . . . 100 100 100 100 100 100 100 100 100 113 113 113 83 21 12 0 0 0December 2017 . . . . . . . 100 100 100 100 100 100 100 100 56 117 117 117 82 13 3 0 0 0December 2018 . . . . . . . 100 100 100 100 100 100 100 100 18 122 122 122 84 10 0 0 0 0December 2019 . . . . . . . 100 100 100 100 100 100 100 100 6 127 127 125 85 10 0 0 0 0December 2020 . . . . . . . 100 100 100 100 100 100 100 84 2 132 132 124 83 10 0 0 0 0December 2021 . . . . . . . 100 100 100 100 100 100 100 47 1 138 138 120 80 9 0 0 0 0December 2022 . . . . . . . 100 100 100 100 100 100 100 26 * 143 143 115 75 8 0 0 0 0December 2023 . . . . . . . 100 100 100 100 100 100 100 15 * 149 149 107 69 7 0 0 0 0December 2024 . . . . . . . 100 100 100 100 100 100 100 8 * 155 155 99 63 7 0 0 0 0December 2025 . . . . . . . 100 100 100 100 100 100 100 5 * 161 161 91 57 6 0 0 0 0December 2026 . . . . . . . 100 100 100 100 100 100 83 2 * 168 162 82 51 5 0 0 0 0December 2027 . . . . . . . 100 100 100 100 100 100 60 1 * 175 148 73 45 4 0 0 0 0December 2028 . . . . . . . 100 100 100 100 100 100 42 1 * 182 134 64 39 4 0 0 0 0December 2029 . . . . . . . 100 100 100 100 100 100 30 * * 189 119 56 34 3 0 0 0 0December 2030 . . . . . . . 100 100 100 100 100 100 21 * * 197 105 48 28 3 0 0 0 0December 2031 . . . . . . . 100 94 94 94 94 94 14 * * 205 91 40 24 2 0 0 0 0December 2032 . . . . . . . 100 70 70 70 70 70 10 * * 214 77 33 19 2 0 0 0 0December 2033 . . . . . . . 100 51 51 51 51 51 6 * 0 222 63 27 15 1 0 0 0 0December 2034 . . . . . . . 100 36 36 36 36 36 4 * 0 231 50 21 12 1 0 0 0 0December 2035 . . . . . . . 100 24 24 24 24 24 2 * 0 241 38 15 8 1 0 0 0 0December 2036 . . . . . . . 100 15 15 15 15 15 1 * 0 251 26 10 5 * 0 0 0 0December 2037 . . . . . . . 100 7 7 7 7 7 1 * 0 261 14 5 3 * 0 0 0 0December 2038 . . . . . . . 2 2 2 2 2 2 * * 0 257 3 1 1 * 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 213 0 0 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 166 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 114 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 59 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 24.6 20.5 20.5 20.5 20.5 20.5 15.3 8.5 4.4 27.6 18.7 15.6 12.5 2.8 1.5 0.5 0.2 0.1



outstanding.

S-38

FA, SA† and WA Classes BA, BF, BS†, BC, BD, BE and BG Classes



Date 0% 100% 155% 185% 250% 260% 400% 700% 1100% 0% 100% 155% 185% 250% 260% 400% 700% 1100%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 99 92 89 87 83 83 75 57 33 98 90 86 86 86 86 85 63 35December 2015 . . . . . . . 98 85 79 76 69 68 55 32 11 96 81 74 74 74 74 62 34 8December 2016 . . . . . . . 97 78 70 66 58 56 41 18 4 95 72 62 62 62 62 45 17 0December 2017 . . . . . . . 96 72 62 57 48 47 31 10 1 92 64 52 52 52 51 32 8 0December 2018 . . . . . . . 95 66 55 50 40 38 23 6 * 90 56 43 43 43 41 22 2 0December 2019 . . . . . . . 93 60 48 43 33 31 17 3 * 88 48 35 35 35 33 15 0 0December 2020 . . . . . . . 92 55 43 37 27 26 12 2 * 85 41 28 28 28 26 10 0 0December 2021 . . . . . . . 90 50 37 32 22 21 9 1 * 83 35 22 22 22 20 6 0 0December 2022 . . . . . . . 89 45 33 27 18 17 7 1 * 80 28 17 17 17 16 3 0 0December 2023 . . . . . . . 87 41 28 23 15 14 5 * * 77 22 13 13 13 12 1 0 0December 2024 . . . . . . . 85 37 25 20 12 11 4 * * 74 16 10 10 10 9 0 0 0December 2025 . . . . . . . 83 33 21 17 10 9 3 * * 70 11 7 7 7 6 0 0 0December 2026 . . . . . . . 80 29 18 14 8 7 2 * * 66 6 5 5 5 4 0 0 0December 2027 . . . . . . . 78 26 16 12 6 6 1 * * 62 3 3 3 3 2 0 0 0December 2028 . . . . . . . 75 23 13 10 5 4 1 * * 58 1 1 1 1 1 0 0 0December 2029 . . . . . . . 73 20 11 8 4 4 1 * * 54 0 0 0 0 0 0 0 0December 2030 . . . . . . . 70 17 9 7 3 3 * * 0 49 0 0 0 0 0 0 0 0December 2031 . . . . . . . 66 14 8 5 2 2 * * 0 44 0 0 0 0 0 0 0 0December 2032 . . . . . . . 63 12 6 4 2 2 * * 0 38 0 0 0 0 0 0 0 0December 2033 . . . . . . . 59 10 5 3 1 1 * * 0 32 0 0 0 0 0 0 0 0December 2034 . . . . . . . 55 8 4 2 1 1 * * 0 26 0 0 0 0 0 0 0 0December 2035 . . . . . . . 50 6 3 2 1 1 * * 0 19 0 0 0 0 0 0 0 0December 2036 . . . . . . . 46 4 2 1 * * * * 0 12 0 0 0 0 0 0 0 0December 2037 . . . . . . . 40 2 1 1 * * * * 0 4 0 0 0 0 0 0 0 0December 2038 . . . . . . . 35 1 * * * * * * 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 29 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 22 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 16 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 8 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 20.2 9.3 7.4 6.6 5.2 5.0 3.4 1.8 0.9 15.5 6.3 5.1 5.1 5.1 5.0 3.3 1.8 0.9

VB Class BV Class



Date 0% 100% 155% 185% 250% 260% 400% 700% 1100% 0% 100% 155% 185% 250% 260% 400% 700% 1100%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 94 94 94 94 94 94 94 94 94 100 100 100 100 100 100 100 100 100December 2015 . . . . . . . 88 88 88 88 88 88 88 88 88 100 100 100 100 100 100 100 100 100December 2016 . . . . . . . 81 81 81 81 81 81 81 81 51 100 100 100 100 100 100 100 100 100December 2017 . . . . . . . 74 74 74 74 74 74 74 74 0 100 100 100 100 100 100 100 100 0December 2018 . . . . . . . 67 67 67 67 67 67 67 67 0 100 100 100 100 100 100 100 100 0December 2019 . . . . . . . 60 60 60 60 60 60 60 * 0 100 100 100 100 100 100 100 100 0December 2020 . . . . . . . 52 52 52 52 52 52 52 0 0 100 100 100 100 100 100 100 0 0December 2021 . . . . . . . 44 44 44 44 44 44 44 0 0 100 100 100 100 100 100 100 0 0December 2022 . . . . . . . 35 35 35 35 35 35 35 0 0 100 100 100 100 100 100 100 0 0December 2023 . . . . . . . 27 27 27 27 27 27 27 0 0 100 100 100 100 100 100 100 0 0December 2024 . . . . . . . 18 18 18 18 18 18 0 0 0 100 100 100 100 100 100 68 0 0December 2025 . . . . . . . 8 8 8 8 8 8 0 0 0 100 100 100 100 100 100 0 0 0December 2026 . . . . . . . 0 0 0 0 0 0 0 0 0 97 97 97 97 97 97 0 0 0December 2027 . . . . . . . 0 0 0 0 0 0 0 0 0 82 82 82 82 82 82 0 0 0December 2028 . . . . . . . 0 0 0 0 0 0 0 0 0 67 67 67 67 67 67 0 0 0December 2029 . . . . . . . 0 0 0 0 0 0 0 0 0 50 50 50 50 50 * 0 0 0December 2030 . . . . . . . 0 0 0 0 0 0 0 0 0 33 0 0 0 0 0 0 0 0December 2031 . . . . . . . 0 0 0 0 0 0 0 0 0 16 0 0 0 0 0 0 0 0December 2032 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 7.0 7.0 7.0 7.0 7.0 7.0 6.8 4.8 2.8 16.0 15.4 15.4 15.4 15.4 15.1 11.2 6.3 3.3



outstanding.

S-39

BZ Class ZB Class



Date 0% 100% 155% 185% 250% 260% 400% 700% 1100% 0% 100% 155% 185% 250% 260% 400% 700% 1100%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 104 104 104 104 104 104 104 104 104 104 104 104 90 59 55 0 0 0December 2015 . . . . . . . 108 108 108 108 108 108 108 108 108 108 108 108 83 31 23 0 0 0December 2016 . . . . . . . 113 113 113 113 113 113 113 113 113 113 113 113 80 13 4 0 0 0December 2017 . . . . . . . 117 117 117 117 117 117 117 117 64 117 117 117 79 3 0 0 0 0December 2018 . . . . . . . 122 122 122 122 122 122 122 122 21 122 122 122 80 * 0 0 0 0December 2019 . . . . . . . 127 127 127 127 127 127 127 127 7 127 127 125 81 0 0 0 0 0December 2020 . . . . . . . 132 132 132 132 132 132 132 97 2 132 132 125 80 0 0 0 0 0December 2021 . . . . . . . 138 138 138 138 138 138 138 55 1 138 138 122 77 0 0 0 0 0December 2022 . . . . . . . 143 143 143 143 143 143 143 31 * 143 143 117 73 0 0 0 0 0December 2023 . . . . . . . 149 149 149 149 149 149 149 17 * 149 149 110 68 0 0 0 0 0December 2024 . . . . . . . 155 155 155 155 155 155 155 10 * 155 155 102 63 0 0 0 0 0December 2025 . . . . . . . 161 161 161 161 161 161 135 5 * 161 161 94 57 0 0 0 0 0December 2026 . . . . . . . 168 168 168 168 168 168 98 3 * 168 168 85 51 0 0 0 0 0December 2027 . . . . . . . 175 175 175 175 175 175 70 2 * 175 160 77 45 0 0 0 0 0December 2028 . . . . . . . 182 182 182 182 182 182 50 1 * 182 146 68 40 0 0 0 0 0December 2029 . . . . . . . 189 189 189 189 189 189 35 * * 189 131 60 34 0 0 0 0 0December 2030 . . . . . . . 197 166 166 166 166 148 25 * * 197 116 52 29 0 0 0 0 0December 2031 . . . . . . . 205 129 129 129 129 113 17 * * 205 102 44 25 0 0 0 0 0December 2032 . . . . . . . 212 98 98 98 98 86 12 * * 214 87 37 20 0 0 0 0 0December 2033 . . . . . . . 212 73 73 73 73 64 8 * 0 222 73 30 16 0 0 0 0 0December 2034 . . . . . . . 212 53 53 53 53 46 5 * 0 231 60 24 13 0 0 0 0 0December 2035 . . . . . . . 212 37 37 37 37 32 3 * 0 241 47 18 10 0 0 0 0 0December 2036 . . . . . . . 212 24 24 24 24 21 2 * 0 251 34 13 7 0 0 0 0 0December 2037 . . . . . . . 212 14 14 14 14 12 1 * 0 261 22 8 4 0 0 0 0 0December 2038 . . . . . . . 48 6 6 6 6 5 * * 0 271 11 4 2 0 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 231 0 0 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 180 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 124 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 64 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 24.9 19.7 19.7 19.7 19.7 19.3 14.5 8.3 4.4 27.7 19.4 16.0 12.4 1.6 1.3 0.4 0.2 0.1

FB, SB† and WB Classes


Date 0% 100% 155% 185% 250% 260% 400% 700% 1100%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 99 92 89 87 83 83 75 57 33December 2015 . . . . . . . 98 85 79 76 70 69 56 32 11December 2016 . . . . . . . 97 78 70 66 58 57 41 18 4December 2017 . . . . . . . 96 72 62 58 48 47 31 10 1December 2018 . . . . . . . 95 66 55 50 40 38 23 6 *December 2019 . . . . . . . 93 60 49 43 33 32 17 3 *December 2020 . . . . . . . 92 55 43 37 27 26 12 2 *December 2021 . . . . . . . 90 50 38 32 22 21 9 1 *December 2022 . . . . . . . 89 46 33 28 18 17 7 1 *December 2023 . . . . . . . 87 41 29 24 15 14 5 * *December 2024 . . . . . . . 85 37 25 20 12 11 4 * *December 2025 . . . . . . . 83 33 22 17 10 9 3 * *December 2026 . . . . . . . 80 30 19 14 8 7 2 * *December 2027 . . . . . . . 78 26 16 12 6 6 1 * *December 2028 . . . . . . . 75 23 14 10 5 5 1 * *December 2029 . . . . . . . 73 20 12 8 4 4 1 * *December 2030 . . . . . . . 70 18 10 7 3 3 * * 0December 2031 . . . . . . . 66 15 8 6 2 2 * * 0December 2032 . . . . . . . 63 13 6 4 2 2 * * 0December 2033 . . . . . . . 59 11 5 3 1 1 * * 0December 2034 . . . . . . . 55 9 4 3 1 1 * * 0December 2035 . . . . . . . 50 7 3 2 1 1 * * 0December 2036 . . . . . . . 46 5 2 1 * * * * 0December 2037 . . . . . . . 40 3 1 1 * * * * 0December 2038 . . . . . . . 35 1 1 * * * * * 0December 2039 . . . . . . . 29 0 0 0 0 0 0 0 0December 2040 . . . . . . . 22 0 0 0 0 0 0 0 0December 2041 . . . . . . . 16 0 0 0 0 0 0 0 0December 2042 . . . . . . . 8 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 20.2 9.5 7.5 6.6 5.2 5.1 3.4 1.8 0.9



outstanding.

S-40

KA, KF, KS†, KB, KC, KD and KE Classes


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 98 95 95 95 95 95 95 95 95 95 95 95 95December 2015 . . . . . . . 97 86 85 85 85 85 85 85 85 85 84 55 29December 2016 . . . . . . . 95 76 74 74 74 74 74 74 74 74 49 15 0December 2017 . . . . . . . 93 66 64 64 64 64 64 64 64 64 26 0 0December 2018 . . . . . . . 90 57 54 54 54 54 54 54 54 51 12 0 0December 2019 . . . . . . . 88 48 45 45 45 45 45 45 45 38 3 0 0December 2020 . . . . . . . 86 40 37 37 37 37 37 37 37 28 0 0 0December 2021 . . . . . . . 83 32 29 29 29 29 29 29 29 20 0 0 0December 2022 . . . . . . . 80 25 22 22 22 22 22 22 22 14 0 0 0December 2023 . . . . . . . 77 19 16 16 16 16 16 16 16 9 0 0 0December 2024 . . . . . . . 74 12 11 11 11 11 11 11 11 4 0 0 0December 2025 . . . . . . . 70 7 7 7 7 7 7 7 7 1 0 0 0December 2026 . . . . . . . 67 4 4 4 4 4 4 4 4 0 0 0 0December 2027 . . . . . . . 63 1 1 1 1 1 1 1 1 0 0 0 0December 2028 . . . . . . . 59 0 0 0 0 0 0 0 0 0 0 0 0December 2029 . . . . . . . 54 0 0 0 0 0 0 0 0 0 0 0 0December 2030 . . . . . . . 49 0 0 0 0 0 0 0 0 0 0 0 0December 2031 . . . . . . . 44 0 0 0 0 0 0 0 0 0 0 0 0December 2032 . . . . . . . 39 0 0 0 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 33 0 0 0 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 27 0 0 0 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 20 0 0 0 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 13 0 0 0 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 6 0 0 0 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 15.6 6.2 6.0 6.0 6.0 6.0 6.0 6.0 6.0 5.4 3.2 2.2 1.7

VK Class


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%


Life (years)** . . . . . . . 7.0 7.0 7.0 7.0 7.0 7.0 7.0 7.0 7.0 7.0 5.2 3.5 2.6


† In the case of a Notional Class, the Decrement Table indicates the percentage of the original notional principal balanceoutstanding.

S-41

KV Class


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%


Life (years)** . . . . . . . 16.0 14.5 14.5 14.5 14.5 14.5 14.5 14.5 14.5 12.8 7.1 4.3 2.9

ZK Class


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 104 104 104 104 104 104 104 104 104 104 104 104 104December 2015 . . . . . . . 107 107 107 107 107 107 107 107 107 107 107 107 107December 2016 . . . . . . . 111 111 111 111 111 111 111 111 111 111 111 111 110December 2017 . . . . . . . 115 115 115 115 115 115 115 115 115 115 115 115 17December 2018 . . . . . . . 119 119 119 119 119 119 119 119 119 119 119 67 3December 2019 . . . . . . . 123 123 123 123 123 123 123 123 123 123 123 26 *December 2020 . . . . . . . 128 128 128 128 128 128 128 128 128 128 128 10 *December 2021 . . . . . . . 132 132 132 132 132 132 132 132 132 132 96 4 *December 2022 . . . . . . . 137 137 137 137 137 137 137 137 137 137 59 2 *December 2023 . . . . . . . 142 142 142 142 142 142 142 142 142 142 37 1 *December 2024 . . . . . . . 147 147 147 147 147 147 147 147 147 147 23 * *December 2025 . . . . . . . 152 152 152 152 152 152 152 152 152 152 14 * *December 2026 . . . . . . . 158 158 158 158 158 158 158 158 158 158 9 * 0December 2027 . . . . . . . 163 163 163 163 163 163 163 163 163 131 5 * 0December 2028 . . . . . . . 169 169 169 169 169 169 169 169 169 103 3 * 0December 2029 . . . . . . . 175 137 137 137 137 137 137 137 137 80 2 * 0December 2030 . . . . . . . 181 110 110 110 110 110 110 110 110 62 1 * 0December 2031 . . . . . . . 188 88 88 88 88 88 88 88 88 48 1 * 0December 2032 . . . . . . . 193 70 70 70 70 70 70 70 70 37 * * 0December 2033 . . . . . . . 193 55 55 55 55 55 55 55 55 28 * * 0December 2034 . . . . . . . 193 43 43 43 43 43 43 43 43 21 * * 0December 2035 . . . . . . . 193 33 33 33 33 33 33 33 33 16 * * 0December 2036 . . . . . . . 193 25 25 25 25 25 25 25 25 11 * * 0December 2037 . . . . . . . 193 19 19 19 19 19 19 19 19 8 * 0 0December 2038 . . . . . . . 160 13 13 13 13 13 13 13 13 6 * 0 0December 2039 . . . . . . . 20 9 9 9 9 9 9 9 9 4 * 0 0December 2040 . . . . . . . 6 6 6 6 6 6 6 6 6 2 * 0 0December 2041 . . . . . . . 3 3 3 3 3 3 3 3 3 1 * 0 0December 2042 . . . . . . . 1 1 1 1 1 1 1 1 1 * * 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 25.6 19.1 19.1 19.1 19.1 19.1 19.1 19.1 19.1 17.0 9.5 5.5 3.6



S-42

KN Class


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%


Life (years)** . . . . . . . 26.3 16.0 15.3 14.5 14.5 14.5 14.5 14.5 6.4 4.0 1.9 1.3 1.0

HK Class


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 98 98 98 98 93 93 93 93 93 93 93 53 0December 2015 . . . . . . . 97 97 97 97 81 81 81 81 81 81 0 0 0December 2016 . . . . . . . 95 95 95 95 67 67 67 67 67 39 0 0 0December 2017 . . . . . . . 93 93 93 93 55 55 55 50 40 0 0 0 0December 2018 . . . . . . . 91 91 91 91 45 45 43 28 17 0 0 0 0December 2019 . . . . . . . 89 89 89 89 38 38 31 13 2 0 0 0 0December 2020 . . . . . . . 87 87 87 87 31 31 23 4 0 0 0 0 0December 2021 . . . . . . . 85 85 85 85 26 26 16 * 0 0 0 0 0December 2022 . . . . . . . 83 83 83 83 22 22 12 0 0 0 0 0 0December 2023 . . . . . . . 81 81 79 77 16 16 7 0 0 0 0 0 0December 2024 . . . . . . . 79 79 72 70 9 9 * 0 0 0 0 0 0December 2025 . . . . . . . 76 76 62 60 * 1 0 0 0 0 0 0 0December 2026 . . . . . . . 74 66 51 49 0 0 0 0 0 0 0 0 0December 2027 . . . . . . . 71 53 39 37 0 0 0 0 0 0 0 0 0December 2028 . . . . . . . 69 40 26 24 0 0 0 0 0 0 0 0 0December 2029 . . . . . . . 66 26 12 11 0 0 0 0 0 0 0 0 0December 2030 . . . . . . . 63 11 0 0 0 0 0 0 0 0 0 0 0December 2031 . . . . . . . 60 0 0 0 0 0 0 0 0 0 0 0 0December 2032 . . . . . . . 57 0 0 0 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 54 0 0 0 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 51 0 0 0 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 47 0 0 0 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 44 0 0 0 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 40 0 0 0 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 37 0 0 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 33 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 18.8 13.0 12.1 12.0 5.4 5.4 4.8 3.9 3.5 2.7 1.5 1.0 0.8



S-43

KH Class


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%


Life (years)** . . . . . . . 27.4 18.9 18.1 18.0 13.8 11.1 2.4 2.3 2.2 1.8 1.0 0.7 0.5

KZ Class


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%


Life (years)** . . . . . . . 28.9 24.6 24.1 24.0 21.5 21.0 18.6 1.9 1.7 1.2 0.5 0.3 0.3


S-44

FK, SK† and KW Classes


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 99 97 96 96 96 96 95 94 94 93 87 79 72December 2015 . . . . . . . 98 91 90 90 88 88 86 83 82 79 63 44 27December 2016 . . . . . . . 96 84 83 83 79 79 76 70 69 64 40 18 4December 2017 . . . . . . . 95 77 76 76 71 70 67 59 57 52 25 7 1December 2018 . . . . . . . 94 71 70 70 63 63 59 49 48 41 16 3 *December 2019 . . . . . . . 92 65 64 64 57 56 51 41 40 33 10 1 *December 2020 . . . . . . . 90 60 58 58 50 49 45 34 33 27 6 * *December 2021 . . . . . . . 89 55 53 53 45 44 39 29 27 21 4 * *December 2022 . . . . . . . 87 50 48 48 40 39 34 24 23 17 2 * *December 2023 . . . . . . . 85 46 44 44 35 34 30 20 19 13 1 * *December 2024 . . . . . . . 83 42 40 39 31 30 26 17 15 11 1 * *December 2025 . . . . . . . 80 38 36 36 28 27 22 14 13 8 1 * 0December 2026 . . . . . . . 78 34 32 32 24 23 19 11 10 7 * * 0December 2027 . . . . . . . 75 31 29 29 21 20 16 9 8 5 * * 0December 2028 . . . . . . . 73 28 26 26 19 18 14 8 7 4 * * 0December 2029 . . . . . . . 70 25 23 23 16 15 12 6 6 3 * * 0December 2030 . . . . . . . 66 22 20 20 14 13 10 5 4 3 * * 0December 2031 . . . . . . . 63 20 18 18 12 11 9 4 4 2 * * 0December 2032 . . . . . . . 59 17 16 16 10 10 7 3 3 1 * * 0December 2033 . . . . . . . 56 15 14 13 9 8 6 3 2 1 * * 0December 2034 . . . . . . . 52 13 12 12 7 7 5 2 2 1 * 0 0December 2035 . . . . . . . 47 11 10 10 6 6 4 2 1 1 * 0 0December 2036 . . . . . . . 43 9 8 8 5 5 3 1 1 * * 0 0December 2037 . . . . . . . 38 8 7 7 4 4 2 1 1 * * 0 0December 2038 . . . . . . . 32 6 5 5 3 3 2 1 1 * * 0 0December 2039 . . . . . . . 27 5 4 4 2 2 1 * * * * 0 0December 2040 . . . . . . . 21 3 3 3 2 1 1 * * * * 0 0December 2041 . . . . . . . 14 2 2 2 1 1 1 * * * * 0 0December 2042 . . . . . . . 7 1 1 1 * * * * * * * 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 19.6 10.8 10.4 10.4 8.9 8.7 7.9 6.4 6.2 5.4 3.1 2.0 1.6

KL Class


Date 0% 100% 108% 109% 145% 150% 175% 239% 250% 300% 600% 1000% 1400%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100December 2015 . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100December 2016 . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 57December 2017 . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 89 9December 2018 . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 35 1December 2019 . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 14 *December 2020 . . . . . . . 100 100 100 100 100 100 100 100 100 100 79 5 *December 2021 . . . . . . . 100 100 100 100 100 100 100 100 100 100 50 2 *December 2022 . . . . . . . 100 100 100 100 100 100 100 100 100 100 31 1 *December 2023 . . . . . . . 100 100 100 100 100 100 100 100 100 100 19 * *December 2024 . . . . . . . 100 100 100 100 100 100 100 100 100 100 12 * *December 2025 . . . . . . . 100 100 100 100 100 100 100 100 100 100 7 * *December 2026 . . . . . . . 100 100 100 100 100 100 100 100 100 86 5 * 0December 2027 . . . . . . . 100 100 100 100 100 100 100 100 100 68 3 * 0December 2028 . . . . . . . 100 88 88 88 88 88 88 88 88 53 2 * 0December 2029 . . . . . . . 100 71 71 71 71 71 71 71 71 42 1 * 0December 2030 . . . . . . . 100 57 57 57 57 57 57 57 57 32 1 * 0December 2031 . . . . . . . 100 46 46 46 46 46 46 46 46 25 * * 0December 2032 . . . . . . . 100 36 36 36 36 36 36 36 36 19 * * 0December 2033 . . . . . . . 100 29 29 29 29 29 29 29 29 14 * * 0December 2034 . . . . . . . 100 22 22 22 22 22 22 22 22 11 * * 0December 2035 . . . . . . . 100 17 17 17 17 17 17 17 17 8 * * 0December 2036 . . . . . . . 100 13 13 13 13 13 13 13 13 6 * 0 0December 2037 . . . . . . . 100 10 10 10 10 10 10 10 10 4 * 0 0December 2038 . . . . . . . 83 7 7 7 7 7 7 7 7 3 * 0 0December 2039 . . . . . . . 10 5 5 5 5 5 5 5 5 2 * 0 0December 2040 . . . . . . . 3 3 3 3 3 3 3 3 3 1 * 0 0December 2041 . . . . . . . 2 2 2 2 2 2 2 2 2 1 * 0 0December 2042 . . . . . . . 1 1 1 1 1 1 1 1 1 * * 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 25.6 18.6 18.6 18.6 18.6 18.6 18.6 18.6 18.6 16.3 8.6 5.0 3.3



outstanding.

S-45

GA, GF, GS†, GB, GC and GD Classes GY Class



Date 0% 100% 110% 200% 250% 400% 600% 800% 0% 100% 110% 200% 250% 400% 600% 800%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 96 87 87 87 87 87 81 66 100 100 100 100 100 100 100 100December 2015 . . . . . . . 93 75 75 75 75 69 48 31 100 100 100 100 100 100 100 100December 2016 . . . . . . . 89 64 64 64 64 49 28 14 100 100 100 100 100 100 100 100December 2017 . . . . . . . 84 53 53 53 53 35 16 5 100 100 100 100 100 100 100 100December 2018 . . . . . . . 80 44 44 44 44 24 9 1 100 100 100 100 100 100 100 100December 2019 . . . . . . . 75 35 35 35 35 16 4 0 100 100 100 100 100 100 100 68December 2020 . . . . . . . 70 27 27 27 27 11 1 0 100 100 100 100 100 100 100 33December 2021 . . . . . . . 64 20 20 20 20 7 0 0 100 100 100 100 100 100 83 16December 2022 . . . . . . . 59 15 15 15 15 4 0 0 100 100 100 100 100 100 48 8December 2023 . . . . . . . 53 11 11 11 11 2 0 0 100 100 100 100 100 100 28 4December 2024 . . . . . . . 46 8 8 8 8 * 0 0 100 100 100 100 100 100 16 2December 2025 . . . . . . . 39 5 5 5 5 0 0 0 100 100 100 100 100 69 9 1December 2026 . . . . . . . 32 3 3 3 3 0 0 0 100 100 100 100 100 44 5 *December 2027 . . . . . . . 24 1 1 1 1 0 0 0 100 100 100 100 100 27 2 *December 2028 . . . . . . . 16 0 0 0 0 0 0 0 100 82 82 82 82 15 1 *December 2029 . . . . . . . 7 0 0 0 0 0 0 0 100 45 45 45 45 8 * *December 2030 . . . . . . . 0 0 0 0 0 0 0 0 20 17 17 17 17 3 * *December 2031 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2032 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 9.8 5.0 5.0 5.0 5.0 3.6 2.4 1.7 17.0 16.0 16.0 16.0 16.0 13.2 9.5 6.9

TG Class GZ Class



Date 0% 100% 110% 200% 250% 400% 600% 800% 0% 100% 110% 200% 250% 400% 600% 800%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 97 79 66 28 0 0 104 104 104 0 0 0 0 0December 2015 . . . . . . . 100 100 95 60 38 0 0 0 107 107 107 0 0 0 0 0December 2016 . . . . . . . 99 99 93 46 19 0 0 0 111 111 111 0 0 0 0 0December 2017 . . . . . . . 99 99 92 37 7 0 0 0 115 115 115 0 0 0 0 0December 2018 . . . . . . . 99 99 91 31 1 0 0 0 119 119 119 0 0 0 0 0December 2019 . . . . . . . 99 99 90 29 0 0 0 0 123 123 123 0 0 0 0 0December 2020 . . . . . . . 99 96 88 27 0 0 0 0 128 128 128 0 0 0 0 0December 2021 . . . . . . . 99 91 82 25 0 0 0 0 132 132 132 0 0 0 0 0December 2022 . . . . . . . 98 84 75 22 0 0 0 0 137 137 137 0 0 0 0 0December 2023 . . . . . . . 98 75 67 19 0 0 0 0 142 142 142 0 0 0 0 0December 2024 . . . . . . . 98 65 58 16 0 0 0 0 147 147 147 0 0 0 0 0December 2025 . . . . . . . 98 55 48 14 0 0 0 0 152 152 152 0 0 0 0 0December 2026 . . . . . . . 97 44 38 11 0 0 0 0 158 158 158 0 0 0 0 0December 2027 . . . . . . . 97 32 28 8 0 0 0 0 163 163 163 0 0 0 0 0December 2028 . . . . . . . 97 21 18 6 0 0 0 0 169 169 169 0 0 0 0 0December 2029 . . . . . . . 97 10 8 3 0 0 0 0 175 175 175 0 0 0 0 0December 2030 . . . . . . . 96 0 0 1 0 0 0 0 181 168 147 0 0 0 0 0December 2031 . . . . . . . 65 0 0 0 0 0 0 0 188 0 0 0 0 0 0 0December 2032 . . . . . . . 29 0 0 0 0 0 0 0 194 0 0 0 0 0 0 0December 2033 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 18.1 12.2 11.2 4.9 1.8 0.7 0.4 0.3 19.9 17.4 17.3 0.1 0.1 0.1 0.1 0.1



outstanding.

S-46

EA Class VE Class EV Class




Date 0% 100% 179% 300% 400% 600% 0% 100% 179% 300% 400% 600% 0% 100% 179% 300% 400% 600%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 98 93 91 86 82 75 94 94 94 94 94 94 100 100 100 100 100 100December 2015 . . . . . . . 96 84 76 64 55 37 87 87 87 87 87 87 100 100 100 100 100 100December 2016 . . . . . . . 94 73 60 42 28 5 80 80 80 80 80 80 100 100 100 100 100 100December 2017 . . . . . . . 91 63 46 24 8 0 73 73 73 73 73 0 100 100 100 100 100 28December 2018 . . . . . . . 89 54 34 9 0 0 66 66 66 66 18 0 100 100 100 100 100 0December 2019 . . . . . . . 86 45 23 0 0 0 59 59 59 40 0 0 100 100 100 100 0 0December 2020 . . . . . . . 83 37 14 0 0 0 51 51 51 0 0 0 100 100 100 34 0 0December 2021 . . . . . . . 80 30 5 0 0 0 44 44 44 0 0 0 100 100 100 0 0 0December 2022 . . . . . . . 77 23 0 0 0 0 35 35 20 0 0 0 100 100 100 0 0 0December 2023 . . . . . . . 74 16 0 0 0 0 27 27 0 0 0 0 100 100 35 0 0 0December 2024 . . . . . . . 71 10 0 0 0 0 19 19 0 0 0 0 100 100 0 0 0 0December 2025 . . . . . . . 67 4 0 0 0 0 10 10 0 0 0 0 100 100 0 0 0 0December 2026 . . . . . . . 63 0 0 0 0 0 1 0 0 0 0 0 100 87 0 0 0 0December 2027 . . . . . . . 59 0 0 0 0 0 0 0 0 0 0 0 85 6 0 0 0 0December 2028 . . . . . . . 55 0 0 0 0 0 0 0 0 0 0 0 68 0 0 0 0 0December 2029 . . . . . . . 50 0 0 0 0 0 0 0 0 0 0 0 50 0 0 0 0 0December 2030 . . . . . . . 45 0 0 0 0 0 0 0 0 0 0 0 32 0 0 0 0 0December 2031 . . . . . . . 40 0 0 0 0 0 0 0 0 0 0 0 13 0 0 0 0 0December 2032 . . . . . . . 35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 29 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 23 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 17 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 14.9 5.8 4.0 2.8 2.2 1.7 7.0 7.0 6.3 4.9 4.1 3.1 16.0 13.5 9.9 6.9 5.5 3.9

ZE Class QA Class VQ Class




Date 0% 100% 179% 300% 400% 600% 0% 100% 179% 300% 400% 600% 0% 100% 179% 300% 400% 600%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 103 103 103 103 103 103 98 94 91 87 84 77 94 94 94 94 94 94December 2015 . . . . . . . 106 106 106 106 106 106 96 85 78 67 58 42 87 87 87 87 87 87December 2016 . . . . . . . 109 109 109 109 109 109 94 75 63 47 34 13 80 80 80 80 80 80December 2017 . . . . . . . 113 113 113 113 113 113 92 66 51 30 16 0 73 73 73 73 73 17December 2018 . . . . . . . 116 116 116 116 116 75 90 58 39 17 2 0 66 66 66 66 66 0December 2019 . . . . . . . 120 120 120 120 112 47 87 50 29 6 0 0 59 59 59 59 0 0December 2020 . . . . . . . 123 123 123 123 83 29 85 42 21 0 0 0 51 51 51 26 0 0December 2021 . . . . . . . 127 127 127 105 61 18 82 35 13 0 0 0 44 44 44 0 0 0December 2022 . . . . . . . 131 131 131 84 45 11 79 29 6 0 0 0 35 35 35 0 0 0December 2023 . . . . . . . 135 135 135 66 33 7 76 23 1 0 0 0 27 27 27 0 0 0December 2024 . . . . . . . 139 139 124 52 24 4 73 17 0 0 0 0 19 19 0 0 0 0December 2025 . . . . . . . 143 143 107 41 18 3 70 12 0 0 0 0 10 10 0 0 0 0December 2026 . . . . . . . 148 148 91 32 13 2 66 7 0 0 0 0 1 1 0 0 0 0December 2027 . . . . . . . 152 152 78 25 9 1 62 3 0 0 0 0 0 0 0 0 0 0December 2028 . . . . . . . 157 137 66 20 7 1 58 0 0 0 0 0 0 0 0 0 0 0December 2029 . . . . . . . 162 122 56 15 5 * 54 0 0 0 0 0 0 0 0 0 0 0December 2030 . . . . . . . 166 108 47 12 3 * 50 0 0 0 0 0 0 0 0 0 0 0December 2031 . . . . . . . 171 95 39 9 2 * 45 0 0 0 0 0 0 0 0 0 0 0December 2032 . . . . . . . 175 83 32 7 2 * 40 0 0 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 175 72 26 5 1 * 35 0 0 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 175 61 22 4 1 * 30 0 0 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 175 52 17 3 1 * 24 0 0 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 175 43 14 2 * * 18 0 0 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 175 34 10 1 * * 11 0 0 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 159 27 8 1 * * 4 0 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 131 20 5 1 * * 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 101 13 3 * * * 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 69 8 2 * * * 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 35 2 * * * * 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 27.4 20.3 16.0 11.5 9.1 6.3 15.7 6.5 4.5 3.1 2.5 1.8 7.0 7.0 6.7 5.4 4.5 3.4



S-47

QV Class QZ Class QE Class




Date 0% 100% 179% 300% 400% 600% 0% 100% 179% 300% 400% 600% 0% 100% 179% 300% 400% 600%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 100 100 100 100 103 103 103 103 103 103 98 94 91 86 83 76December 2015 . . . . . . . 100 100 100 100 100 100 106 106 106 106 106 106 96 84 76 65 56 38December 2016 . . . . . . . 100 100 100 100 100 100 109 109 109 109 109 109 94 74 61 43 30 7December 2017 . . . . . . . 100 100 100 100 100 100 113 113 113 113 113 113 92 64 47 26 11 0December 2018 . . . . . . . 100 100 100 100 100 0 116 116 116 116 116 92 89 55 35 12 1 0December 2019 . . . . . . . 100 100 100 100 69 0 120 120 120 120 120 58 87 47 25 2 0 0December 2020 . . . . . . . 100 100 100 100 0 0 123 123 123 123 102 36 84 39 16 0 0 0December 2021 . . . . . . . 100 100 100 10 0 0 127 127 127 127 75 22 81 31 8 0 0 0December 2022 . . . . . . . 100 100 100 0 0 0 131 131 131 103 56 14 78 24 2 0 0 0December 2023 . . . . . . . 100 100 100 0 0 0 135 135 135 82 41 9 75 18 * 0 0 0December 2024 . . . . . . . 100 100 52 0 0 0 139 139 139 65 30 5 71 12 0 0 0 0December 2025 . . . . . . . 100 100 0 0 0 0 143 143 131 51 22 3 68 7 0 0 0 0December 2026 . . . . . . . 100 100 0 0 0 0 148 148 112 40 16 2 64 2 0 0 0 0December 2027 . . . . . . . 85 85 0 0 0 0 152 152 96 31 12 1 60 1 0 0 0 0December 2028 . . . . . . . 68 46 0 0 0 0 157 157 81 24 8 1 56 0 0 0 0 0December 2029 . . . . . . . 50 0 0 0 0 0 162 150 69 19 6 * 51 0 0 0 0 0December 2030 . . . . . . . 32 0 0 0 0 0 166 133 58 15 4 * 47 0 0 0 0 0December 2031 . . . . . . . 13 0 0 0 0 0 171 117 48 11 3 * 42 0 0 0 0 0December 2032 . . . . . . . 0 0 0 0 0 0 175 102 40 9 2 * 36 0 0 0 0 0December 2033 . . . . . . . 0 0 0 0 0 0 175 88 33 6 1 * 31 0 0 0 0 0December 2034 . . . . . . . 0 0 0 0 0 0 175 75 26 5 1 * 25 0 0 0 0 0December 2035 . . . . . . . 0 0 0 0 0 0 175 63 21 4 1 * 19 0 0 0 0 0December 2036 . . . . . . . 0 0 0 0 0 0 175 52 17 3 * * 12 0 0 0 0 0December 2037 . . . . . . . 0 0 0 0 0 0 175 42 13 2 * * 5 0 0 0 0 0December 2038 . . . . . . . 0 0 0 0 0 0 175 33 9 1 * * 1 0 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 161 24 7 1 * * 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 124 17 4 * * * 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 85 9 2 * * * 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 44 3 1 * * * 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 16.0 14.8 11.0 7.7 6.1 4.4 27.9 21.3 17.0 12.2 9.7 6.7 15.1 6.0 4.1 2.9 2.3 1.7

Q, FQ, SQ† and QW Classes QY Class



Date 0% 100% 165% 200% 265% 400% 700% 1100% 1700% 0% 100% 165% 200% 265% 400% 700% 1100% 1700%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 98 89 85 85 85 83 63 36 0 100 100 100 100 100 100 100 100 0December 2015 . . . . . . . 96 79 71 71 71 60 34 10 0 100 100 100 100 100 100 100 100 0December 2016 . . . . . . . 94 70 59 59 59 44 18 1 0 100 100 100 100 100 100 100 100 0December 2017 . . . . . . . 92 60 48 48 48 31 9 0 0 100 100 100 100 100 100 100 48 0December 2018 . . . . . . . 89 52 38 38 38 22 4 0 0 100 100 100 100 100 100 100 16 0December 2019 . . . . . . . 87 44 30 30 30 15 1 0 0 100 100 100 100 100 100 100 5 0December 2020 . . . . . . . 84 36 23 23 23 10 0 0 0 100 100 100 100 100 100 68 2 0December 2021 . . . . . . . 81 29 18 18 18 6 0 0 0 100 100 100 100 100 100 37 1 0December 2022 . . . . . . . 78 22 14 14 14 4 0 0 0 100 100 100 100 100 100 20 * 0December 2023 . . . . . . . 74 15 10 10 10 2 0 0 0 100 100 100 100 100 100 11 * 0December 2024 . . . . . . . 71 9 7 7 7 * 0 0 0 100 100 100 100 100 100 6 * 0December 2025 . . . . . . . 67 5 5 5 5 0 0 0 0 100 100 100 100 100 78 3 * 0December 2026 . . . . . . . 62 3 3 3 3 0 0 0 0 100 100 100 100 100 53 2 * 0December 2027 . . . . . . . 58 1 1 1 1 0 0 0 0 100 100 100 100 100 35 1 * 0December 2028 . . . . . . . 53 * * * * 0 0 0 0 100 100 100 100 100 22 * * 0December 2029 . . . . . . . 48 0 0 0 0 0 0 0 0 100 67 67 67 67 13 * 0 0December 2030 . . . . . . . 42 0 0 0 0 0 0 0 0 100 41 41 41 41 7 * 0 0December 2031 . . . . . . . 36 0 0 0 0 0 0 0 0 100 20 20 20 20 3 * 0 0December 2032 . . . . . . . 29 0 0 0 0 0 0 0 0 100 4 4 4 4 1 * 0 0December 2033 . . . . . . . 22 0 0 0 0 0 0 0 0 100 0 0 0 0 0 0 0 0December 2034 . . . . . . . 15 0 0 0 0 0 0 0 0 100 0 0 0 0 0 0 0 0December 2035 . . . . . . . 7 0 0 0 0 0 0 0 0 100 0 0 0 0 0 0 0 0December 2036 . . . . . . . 0 0 0 0 0 0 0 0 0 25 0 0 0 0 0 0 0 0December 2037 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 14.3 5.6 4.6 4.6 4.6 3.3 1.8 0.9 0.1 22.9 16.8 16.8 16.8 16.8 13.7 8.0 4.3 0.1



outstanding.

S-48

ZQ Class FN, SN† and WN Classes



Date 0% 100% 165% 200% 265% 400% 700% 1100% 1700% 0% 100% 150% 225% 300% 500% 700% 1100% 1600%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 105 105 105 87 55 0 0 0 0 99 92 90 85 81 69 57 33 4December 2015 . . . . . . . 109 109 109 79 25 0 0 0 0 98 85 80 72 65 47 32 11 *December 2016 . . . . . . . 114 114 114 76 8 0 0 0 0 98 79 71 61 52 32 18 4 *December 2017 . . . . . . . 120 120 120 75 1 0 0 0 0 97 72 64 52 42 22 10 1 *December 2018 . . . . . . . 125 125 124 77 0 0 0 0 0 96 66 56 44 34 15 6 * *December 2019 . . . . . . . 131 131 124 76 0 0 0 0 0 94 61 50 37 27 10 3 * 0December 2020 . . . . . . . 137 137 120 72 0 0 0 0 0 93 55 44 31 21 7 2 * 0December 2021 . . . . . . . 143 143 113 67 0 0 0 0 0 92 50 39 26 17 5 1 * 0December 2022 . . . . . . . 150 150 104 61 0 0 0 0 0 90 46 34 22 13 3 1 * 0December 2023 . . . . . . . 157 157 94 54 0 0 0 0 0 89 41 30 18 10 2 * * 0December 2024 . . . . . . . 164 164 83 47 0 0 0 0 0 87 37 26 15 8 1 * * 0December 2025 . . . . . . . 171 155 71 40 0 0 0 0 0 85 33 22 12 6 1 * * 0December 2026 . . . . . . . 179 134 60 33 0 0 0 0 0 82 29 19 10 5 1 * * 0December 2027 . . . . . . . 188 113 49 27 0 0 0 0 0 80 25 16 8 4 * * * 0December 2028 . . . . . . . 196 91 38 21 0 0 0 0 0 77 22 14 6 3 * * * 0December 2029 . . . . . . . 205 69 28 15 0 0 0 0 0 74 19 11 5 2 * * * 0December 2030 . . . . . . . 215 48 19 10 0 0 0 0 0 71 16 9 4 2 * * 0 0December 2031 . . . . . . . 224 27 10 5 0 0 0 0 0 67 13 7 3 1 * * 0 0December 2032 . . . . . . . 235 7 2 1 0 0 0 0 0 63 10 5 2 1 * * 0 0December 2033 . . . . . . . 246 0 0 0 0 0 0 0 0 59 7 4 1 * * * 0 0December 2034 . . . . . . . 257 0 0 0 0 0 0 0 0 54 5 3 1 * * * 0 0December 2035 . . . . . . . 269 0 0 0 0 0 0 0 0 49 3 1 * * * * 0 0December 2036 . . . . . . . 281 0 0 0 0 0 0 0 0 43 * * * * * * 0 0December 2037 . . . . . . . 230 0 0 0 0 0 0 0 0 37 0 0 0 0 0 0 0 0December 2038 . . . . . . . 169 0 0 0 0 0 0 0 0 30 0 0 0 0 0 0 0 0December 2039 . . . . . . . 103 0 0 0 0 0 0 0 0 22 0 0 0 0 0 0 0 0December 2040 . . . . . . . 32 0 0 0 0 0 0 0 0 13 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 4 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 25.4 15.4 12.9 9.6 1.4 0.4 0.2 0.1 0.1 19.9 9.2 7.5 5.7 4.5 2.7 1.8 0.9 0.3

VN Class NV Class ZN Class




Date 0% 100% 179% 300% 400% 600% 0% 100% 179% 300% 400% 600% 0% 100% 179% 300% 400% 600%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 94 94 94 94 94 94 100 100 100 100 100 100 103 103 103 103 103 103December 2015 . . . . . . . 87 87 87 87 87 87 100 100 100 100 100 100 106 106 106 106 106 106December 2016 . . . . . . . 80 80 80 80 80 80 100 100 100 100 100 100 109 109 109 109 109 109December 2017 . . . . . . . 73 73 73 73 73 73 100 100 100 100 100 100 113 113 113 113 113 113December 2018 . . . . . . . 66 66 66 66 66 66 100 100 100 100 100 100 116 116 116 116 116 116December 2019 . . . . . . . 59 59 59 59 59 59 100 100 100 100 100 100 120 120 120 120 120 120December 2020 . . . . . . . 51 51 51 51 51 12 100 100 100 100 100 100 123 123 123 123 123 123December 2021 . . . . . . . 44 44 44 44 44 0 100 100 100 100 100 0 127 127 127 127 127 120December 2022 . . . . . . . 35 35 35 35 35 0 100 100 100 100 100 0 131 131 131 131 131 93December 2023 . . . . . . . 27 27 27 27 6 0 100 100 100 100 100 0 135 135 135 135 135 74December 2024 . . . . . . . 19 19 19 19 0 0 100 100 100 100 20 0 139 139 139 139 139 50December 2025 . . . . . . . 10 10 10 10 0 0 100 100 100 100 0 0 143 143 143 143 119 31December 2026 . . . . . . . 1 1 0 0 0 0 100 100 59 59 0 0 148 148 148 148 100 19December 2027 . . . . . . . 0 0 0 0 0 0 85 53 0 0 0 0 152 152 148 148 87 11December 2028 . . . . . . . 0 0 0 0 0 0 68 0 0 0 0 0 157 122 122 122 71 7December 2029 . . . . . . . 0 0 0 0 0 0 50 0 0 0 0 0 162 96 96 96 55 4December 2030 . . . . . . . 0 0 0 0 0 0 32 0 0 0 0 0 166 76 76 76 40 3December 2031 . . . . . . . 0 0 0 0 0 0 13 0 0 0 0 0 171 57 57 57 29 2December 2032 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 175 42 42 42 20 1December 2033 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 175 31 31 31 14 1December 2034 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 175 23 23 23 10 *December 2035 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 174 16 16 16 7 *December 2036 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 100 11 11 11 4 *December 2037 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 87 8 8 8 3 *December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 73 5 5 5 2 *December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 9 3 3 3 1 *December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 2 2 2 2 1 *December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 * *December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 * * * * * *December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 7.0 7.0 7.0 7.0 6.5 5.3 16.0 14.0 13.2 13.2 10.7 7.5 24.0 17.7 17.8 17.8 15.6 10.8



outstanding.

S-49

NY Class SY Class KX, KI†, YS and TY Classes




Date 0% 100% 179% 300% 400% 600% 0% 100% 275% 451% 675% 1000% 1400% 0% 100% 275% 451% 675% 1000% 1400%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 100 100 100 100 100 100 76 29 0 0 0 100 100 100 100 70 0 0December 2015 . . . . . . . 100 100 100 100 100 100 100 100 43 0 0 0 0 100 100 100 59 0 0 0December 2016 . . . . . . . 100 100 100 100 100 100 100 100 10 0 0 0 0 100 100 100 1 0 0 0December 2017 . . . . . . . 100 100 100 100 100 100 100 100 0 0 0 0 0 100 100 87 0 0 0 0December 2018 . . . . . . . 100 100 100 100 100 100 100 100 0 0 0 0 0 100 100 72 0 0 0 0December 2019 . . . . . . . 100 100 100 100 100 100 100 100 0 0 0 0 0 100 100 64 0 0 0 0December 2020 . . . . . . . 100 100 100 100 100 89 100 100 0 0 0 0 0 100 100 58 0 0 0 0December 2021 . . . . . . . 100 100 100 100 100 68 100 100 0 0 0 0 0 100 100 51 0 0 0 0December 2022 . . . . . . . 100 100 100 100 100 53 100 100 0 0 0 0 0 100 100 45 0 0 0 0December 2023 . . . . . . . 100 100 100 100 94 42 100 100 0 0 0 0 0 100 100 39 0 0 0 0December 2024 . . . . . . . 100 100 100 100 83 29 100 100 0 0 0 0 0 100 100 33 0 0 0 0December 2025 . . . . . . . 100 100 100 100 68 18 100 96 0 0 0 0 0 100 100 28 0 0 0 0December 2026 . . . . . . . 100 100 93 93 57 11 100 81 0 0 0 0 0 100 100 23 0 0 0 0December 2027 . . . . . . . 100 95 85 85 49 7 100 65 0 0 0 0 0 100 100 19 0 0 0 0December 2028 . . . . . . . 100 70 70 70 41 4 100 49 0 0 0 0 0 100 100 16 0 0 0 0December 2029 . . . . . . . 100 55 55 55 31 2 100 34 0 0 0 0 0 100 100 13 0 0 0 0December 2030 . . . . . . . 100 43 43 43 23 1 100 19 0 0 0 0 0 100 100 11 0 0 0 0December 2031 . . . . . . . 100 33 33 33 16 1 100 5 0 0 0 0 0 100 100 8 0 0 0 0December 2032 . . . . . . . 100 24 24 24 12 1 100 0 0 0 0 0 0 100 91 7 0 0 0 0December 2033 . . . . . . . 100 18 18 18 8 * 100 0 0 0 0 0 0 100 78 5 0 0 0 0December 2034 . . . . . . . 100 13 13 13 6 * 100 0 0 0 0 0 0 100 66 4 0 0 0 0December 2035 . . . . . . . 99 9 9 9 4 * 100 0 0 0 0 0 0 100 54 3 0 0 0 0December 2036 . . . . . . . 57 6 6 6 2 * 100 0 0 0 0 0 0 100 44 2 0 0 0 0December 2037 . . . . . . . 49 4 4 4 2 * 100 0 0 0 0 0 0 100 33 2 0 0 0 0December 2038 . . . . . . . 42 3 3 3 1 * 100 0 0 0 0 0 0 100 24 1 0 0 0 0December 2039 . . . . . . . 5 2 2 2 1 * 66 0 0 0 0 0 0 100 15 1 0 0 0 0December 2040 . . . . . . . 1 1 1 1 * * 27 0 0 0 0 0 0 100 9 * 0 0 0 0December 2041 . . . . . . . * * * * * * 0 0 0 0 0 0 0 85 5 * 0 0 0 0December 2042 . . . . . . . * * * * * * 0 0 0 0 0 0 0 40 2 * 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 24.0 17.3 17.1 17.1 14.5 9.8 26.4 15.0 1.8 0.7 0.4 0.2 0.1 28.8 22.7 9.5 2.2 1.2 0.7 0.3

TS and ST Classes A Class B Class




Date 0% 100% 200% 300% 400% 600% 800% 0% 100% 361% 575% 800% 1100% 0% 100% 361% 575% 800% 1100%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 93 82 71 48 26 99 97 92 88 85 79 100 100 100 100 100 100December 2015 . . . . . . . 100 100 81 54 28 0 0 97 91 77 66 55 42 100 100 100 100 100 100December 2016 . . . . . . . 100 100 70 31 0 0 0 96 84 59 43 28 14 100 100 100 100 100 100December 2017 . . . . . . . 100 100 61 15 0 0 0 94 77 45 27 14 4 100 100 100 100 100 100December 2018 . . . . . . . 100 100 56 6 0 0 0 93 71 35 17 7 1 100 100 100 100 100 100December 2019 . . . . . . . 100 100 52 2 0 0 0 91 65 26 11 3 * 100 100 100 100 100 100December 2020 . . . . . . . 100 100 50 * 0 0 0 89 59 20 7 1 0 100 100 100 100 100 35December 2021 . . . . . . . 100 100 48 * 0 0 0 87 54 15 4 * 0 100 100 100 100 100 11December 2022 . . . . . . . 100 100 45 * 0 0 0 85 49 11 2 0 0 100 100 100 100 95 4December 2023 . . . . . . . 100 100 42 * 0 0 0 83 45 8 1 0 0 100 100 100 100 48 1December 2024 . . . . . . . 100 100 38 * 0 0 0 81 41 6 1 0 0 100 100 100 100 24 *December 2025 . . . . . . . 100 100 34 * 0 0 0 78 37 5 * 0 0 100 100 100 100 12 *December 2026 . . . . . . . 100 96 30 * 0 0 0 76 33 3 0 0 0 100 100 100 91 6 *December 2027 . . . . . . . 100 89 27 * 0 0 0 73 30 2 0 0 0 100 100 100 57 3 *December 2028 . . . . . . . 100 81 23 * 0 0 0 70 27 2 0 0 0 100 100 100 36 1 *December 2029 . . . . . . . 100 74 20 * 0 0 0 67 24 1 0 0 0 100 100 100 22 1 *December 2030 . . . . . . . 100 66 17 * 0 0 0 64 21 1 0 0 0 100 100 100 14 * *December 2031 . . . . . . . 100 59 15 * 0 0 0 60 19 * 0 0 0 100 100 100 8 * *December 2032 . . . . . . . 100 52 12 * 0 0 0 57 16 * 0 0 0 100 100 100 5 * *December 2033 . . . . . . . 100 46 10 * 0 0 0 53 14 0 0 0 0 100 100 90 3 * *December 2034 . . . . . . . 100 39 8 * 0 0 0 49 12 0 0 0 0 100 100 65 2 * *December 2035 . . . . . . . 100 33 7 * 0 0 0 45 10 0 0 0 0 100 100 46 1 * *December 2036 . . . . . . . 100 28 5 * 0 0 0 40 8 0 0 0 0 100 100 32 1 * 0December 2037 . . . . . . . 100 22 4 * 0 0 0 35 7 0 0 0 0 100 100 22 * * 0December 2038 . . . . . . . 100 17 3 * 0 0 0 30 5 0 0 0 0 100 100 14 * * 0December 2039 . . . . . . . 79 13 2 * 0 0 0 25 4 0 0 0 0 100 100 9 * * 0December 2040 . . . . . . . 57 8 1 * 0 0 0 19 3 0 0 0 0 100 100 5 * * 0December 2041 . . . . . . . 34 4 1 0 0 0 0 13 1 0 0 0 0 100 100 3 * * 0December 2042 . . . . . . . 9 1 * 0 0 0 0 6 * 0 0 0 0 100 100 1 * * 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 27.3 19.8 9.1 2.4 1.5 1.0 0.7 19.1 10.6 4.6 3.2 2.5 1.9 30.0 29.6 22.4 14.9 10.4 7.0



outstanding.

S-50

IO† Class FH and SH Classes



Date 0% 100% 361% 575% 800% 1100% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 99 97 92 89 85 80 100 100 100 93 80 66 64 24 0 0December 2015 . . . . . . . 97 91 77 66 56 42 100 100 100 87 65 41 37 0 0 0December 2016 . . . . . . . 96 84 59 43 29 15 100 100 100 83 54 24 18 0 0 0December 2017 . . . . . . . 94 77 46 28 15 5 100 100 100 80 46 12 5 0 0 0December 2018 . . . . . . . 93 71 35 18 7 2 100 100 100 77 41 4 0 0 0 0December 2019 . . . . . . . 91 65 27 11 4 1 100 100 100 76 37 1 0 0 0 0December 2020 . . . . . . . 89 60 20 7 2 * 100 100 100 75 36 0 0 0 0 0December 2021 . . . . . . . 87 54 16 5 1 * 100 100 99 73 34 0 0 0 0 0December 2022 . . . . . . . 85 50 12 3 * * 100 100 95 70 32 0 0 0 0 0December 2023 . . . . . . . 83 45 9 2 * * 100 100 91 66 30 0 0 0 0 0December 2024 . . . . . . . 81 41 7 1 * * 100 100 86 62 28 0 0 0 0 0December 2025 . . . . . . . 78 37 5 1 * * 100 100 80 57 25 0 0 0 0 0December 2026 . . . . . . . 76 34 4 * * * 100 100 74 52 22 0 0 0 0 0December 2027 . . . . . . . 73 30 3 * * * 100 98 67 47 20 0 0 0 0 0December 2028 . . . . . . . 70 27 2 * * * 100 90 61 42 17 0 0 0 0 0December 2029 . . . . . . . 67 24 2 * * * 100 81 54 37 15 0 0 0 0 0December 2030 . . . . . . . 64 22 1 * * * 100 73 48 32 13 0 0 0 0 0December 2031 . . . . . . . 61 19 1 * * 0 100 64 42 28 11 0 0 0 0 0December 2032 . . . . . . . 57 17 1 * * 0 100 56 36 24 9 0 0 0 0 0December 2033 . . . . . . . 53 14 * * * 0 100 48 30 20 7 0 0 0 0 0December 2034 . . . . . . . 49 12 * * * 0 100 41 25 16 6 0 0 0 0 0December 2035 . . . . . . . 45 11 * * * 0 100 33 20 13 5 0 0 0 0 0December 2036 . . . . . . . 40 9 * * * 0 100 26 16 10 3 0 0 0 0 0December 2037 . . . . . . . 35 7 * * * 0 100 19 11 7 2 0 0 0 0 0December 2038 . . . . . . . 30 6 * * * 0 100 13 7 5 2 0 0 0 0 0December 2039 . . . . . . . 25 4 * * * 0 100 7 4 2 1 0 0 0 0 0December 2040 . . . . . . . 19 3 * * 0 0 100 1 1 * * 0 0 0 0 0December 2041 . . . . . . . 13 2 * * 0 0 71 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 7 1 * * 0 0 37 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 19.1 10.7 4.7 3.3 2.5 2.0 28.6 20.0 17.0 12.9 6.9 2.0 1.7 0.7 0.4 0.2

GV Class ZG Class



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 100 100 100 100 100 100 100 100 104 104 104 104 104 104 104 104 104 104December 2015 . . . . . . . 100 100 100 100 100 100 100 100 100 100 108 108 108 108 108 108 108 108 108 108December 2016 . . . . . . . 100 100 100 100 100 100 100 100 100 100 112 112 112 112 112 112 112 112 112 112December 2017 . . . . . . . 100 100 100 100 100 100 100 100 100 38 116 116 116 116 116 116 116 116 116 116December 2018 . . . . . . . 100 100 100 100 100 100 100 100 100 0 121 121 121 121 121 121 121 121 121 64December 2019 . . . . . . . 100 100 100 100 100 100 100 100 100 0 125 125 125 125 125 125 125 125 125 29December 2020 . . . . . . . 100 100 100 100 100 100 100 100 33 0 130 130 130 130 130 130 130 130 115 13December 2021 . . . . . . . 100 100 100 100 100 100 100 100 0 0 135 135 135 135 135 135 135 135 80 6December 2022 . . . . . . . 100 100 100 100 100 100 100 100 0 0 140 140 140 140 140 140 140 140 49 3December 2023 . . . . . . . 100 100 100 100 100 100 100 35 0 0 145 145 145 145 145 145 145 143 31 1December 2024 . . . . . . . 100 100 100 100 100 100 100 10 0 0 151 151 151 151 151 151 151 120 19 *December 2025 . . . . . . . 100 100 100 100 100 100 100 0 0 0 157 157 157 157 157 157 157 91 12 *December 2026 . . . . . . . 98 98 98 98 98 98 98 0 0 0 163 163 163 163 163 163 163 66 7 *December 2027 . . . . . . . 83 63 63 63 63 63 34 0 0 0 169 169 169 169 169 169 169 48 4 *December 2028 . . . . . . . 67 24 24 24 24 24 24 0 0 0 175 161 161 161 161 161 151 34 3 *December 2029 . . . . . . . 50 7 7 7 7 7 0 0 0 0 182 143 143 143 143 143 130 24 2 *December 2030 . . . . . . . 33 0 0 0 0 0 0 0 0 0 189 115 115 115 115 115 102 17 1 *December 2031 . . . . . . . 15 0 0 0 0 0 0 0 0 0 196 91 91 91 91 91 80 12 1 *December 2032 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 70 70 70 70 70 61 8 * *December 2033 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 54 54 54 54 54 46 6 * *December 2034 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 40 40 40 40 40 35 4 * *December 2035 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 29 29 29 29 29 25 2 * *December 2036 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 21 21 21 21 21 17 2 * *December 2037 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 14 14 14 14 14 11 1 * *December 2038 . . . . . . . 0 0 0 0 0 0 0 0 0 0 202 8 8 8 8 8 7 * * *December 2039 . . . . . . . 0 0 0 0 0 0 0 0 0 0 197 4 4 4 4 4 3 * * 0December 2040 . . . . . . . 0 0 0 0 0 0 0 0 0 0 19 * * * * * * * * 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 16.0 14.4 14.4 14.4 14.4 14.4 14.1 10.0 6.7 4.0 26.6 18.9 18.9 18.9 18.9 18.9 18.5 13.5 9.1 5.5



outstanding.

S-51

GL Class QF Class



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 130% 155% 200% 250% 260% 400% 600% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 100 100 100 100 100 100 100 100 100 100 98 90 87 87 87 87 87 87 76 52December 2015 . . . . . . . 100 100 100 100 100 100 100 100 100 100 97 80 76 75 75 75 75 66 45 20December 2016 . . . . . . . 100 100 100 100 100 100 100 100 100 100 95 71 65 63 63 63 63 47 26 5December 2017 . . . . . . . 100 100 100 100 100 100 100 100 100 70 93 62 55 53 53 53 53 33 13 *December 2018 . . . . . . . 100 100 100 100 100 100 100 100 100 31 91 54 46 44 44 44 44 23 6 0December 2019 . . . . . . . 100 100 100 100 100 100 100 100 90 14 89 47 38 36 36 36 35 15 1 0December 2020 . . . . . . . 100 100 100 100 100 100 100 100 64 6 86 39 30 28 28 28 27 9 0 0December 2021 . . . . . . . 100 100 100 100 100 100 100 100 40 3 84 33 23 22 22 22 21 5 0 0December 2022 . . . . . . . 100 100 100 100 100 100 100 97 24 1 81 26 18 17 17 17 16 2 0 0December 2023 . . . . . . . 100 100 100 100 100 100 100 81 15 1 78 20 13 13 13 13 12 1 0 0December 2024 . . . . . . . 100 100 100 100 100 100 100 62 9 * 75 15 9 9 9 9 8 0 0 0December 2025 . . . . . . . 100 100 100 100 100 100 100 45 6 * 72 10 6 6 6 6 5 0 0 0December 2026 . . . . . . . 100 100 100 100 100 100 100 33 3 * 69 5 4 4 4 4 3 0 0 0December 2027 . . . . . . . 100 96 96 96 96 96 90 24 2 * 65 2 2 2 2 2 1 0 0 0December 2028 . . . . . . . 100 84 84 84 84 84 79 17 1 * 61 1 1 1 1 1 * 0 0 0December 2029 . . . . . . . 100 72 72 72 72 72 64 12 1 * 57 0 0 0 0 0 0 0 0 0December 2030 . . . . . . . 100 57 57 57 57 57 51 9 * * 52 0 0 0 0 0 0 0 0 0December 2031 . . . . . . . 100 45 45 45 45 45 39 6 * * 47 0 0 0 0 0 0 0 0 0December 2032 . . . . . . . 100 35 35 35 35 35 30 4 * * 42 0 0 0 0 0 0 0 0 0December 2033 . . . . . . . 100 26 26 26 26 26 23 3 * * 37 0 0 0 0 0 0 0 0 0December 2034 . . . . . . . 100 20 20 20 20 20 17 2 * * 31 0 0 0 0 0 0 0 0 0December 2035 . . . . . . . 100 14 14 14 14 14 12 1 * * 24 0 0 0 0 0 0 0 0 0December 2036 . . . . . . . 100 10 10 10 10 10 9 1 * * 18 0 0 0 0 0 0 0 0 0December 2037 . . . . . . . 100 7 7 7 7 7 6 * * * 11 0 0 0 0 0 0 0 0 0December 2038 . . . . . . . 100 4 4 4 4 4 3 * * 0 6 0 0 0 0 0 0 0 0 0December 2039 . . . . . . . 97 2 2 2 2 2 2 * * 0 1 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 9 * * * * * * * * 0 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 26.6 18.3 18.3 18.3 18.3 18.3 17.8 12.5 8.1 4.8 16.1 6.1 5.2 5.1 5.1 5.1 5.0 3.4 2.2 1.3

FP and PW Classes AY Class



Date 0% 100% 130% 155% 200% 250% 260% 400% 600% 900% 0% 100% 155% 185% 250% 260% 400% 700% 1100%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 99 92 91 89 86 83 83 75 63 45 100 100 100 100 100 100 100 100 100December 2015 . . . . . . . 98 85 82 79 75 70 69 56 39 20 100 100 100 100 100 100 100 100 100December 2016 . . . . . . . 97 78 74 70 64 58 57 41 25 9 100 100 100 100 100 100 100 100 92December 2017 . . . . . . . 95 72 67 62 55 48 47 31 15 4 100 100 100 100 100 100 100 100 34December 2018 . . . . . . . 94 66 60 55 48 40 39 23 10 2 100 100 100 100 100 100 100 100 11December 2019 . . . . . . . 93 61 54 49 41 33 32 17 6 1 100 100 100 100 100 100 100 84 4December 2020 . . . . . . . 91 55 48 43 35 27 26 12 4 * 100 100 100 100 100 100 100 52 1December 2021 . . . . . . . 89 50 43 38 30 23 21 9 2 * 100 100 100 100 100 100 100 29 *December 2022 . . . . . . . 88 46 39 33 25 19 17 7 1 * 100 100 100 100 100 100 100 16 *December 2023 . . . . . . . 86 42 34 29 22 15 14 5 1 * 100 100 100 100 100 100 100 9 *December 2024 . . . . . . . 84 38 30 25 18 12 12 4 1 * 100 100 100 100 100 100 90 5 *December 2025 . . . . . . . 82 34 27 22 15 10 9 3 * * 100 100 100 100 100 100 69 3 *December 2026 . . . . . . . 79 30 24 19 13 8 8 2 * * 100 100 100 100 100 100 52 2 *December 2027 . . . . . . . 77 27 21 16 11 7 6 1 * * 100 100 100 100 100 100 37 1 *December 2028 . . . . . . . 74 24 18 14 9 5 5 1 * * 100 100 100 100 100 100 27 * *December 2029 . . . . . . . 71 21 16 12 7 4 4 1 * * 100 100 100 100 100 91 19 * *December 2030 . . . . . . . 68 19 13 10 6 3 3 1 * * 100 82 82 82 82 74 13 * *December 2031 . . . . . . . 65 16 11 8 5 3 2 * * * 100 66 66 66 66 60 9 * *December 2032 . . . . . . . 61 14 10 7 4 2 2 * * * 100 50 50 50 50 45 6 * *December 2033 . . . . . . . 57 12 8 6 3 2 1 * * * 100 37 37 37 37 33 4 * 0December 2034 . . . . . . . 53 10 6 5 2 1 1 * * * 100 27 27 27 27 24 3 * 0December 2035 . . . . . . . 49 8 5 4 2 1 1 * * * 100 19 19 19 19 16 2 * 0December 2036 . . . . . . . 44 6 4 3 1 1 1 * * 0 100 12 12 12 12 10 1 * 0December 2037 . . . . . . . 39 4 3 2 1 * * * * 0 100 7 7 7 7 6 * * 0December 2038 . . . . . . . 34 3 2 1 1 * * * * 0 19 3 3 3 3 2 * * 0December 2039 . . . . . . . 28 2 1 1 * * * * * 0 0 0 0 0 0 0 0 0 0December 2040 . . . . . . . 22 * * * * * * * * 0 0 0 0 0 0 0 0 0 0December 2041 . . . . . . . 15 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2042 . . . . . . . 8 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 19.9 9.7 8.4 7.6 6.3 5.3 5.1 3.4 2.2 1.3 24.8 19.5 19.5 19.5 19.5 19.2 13.9 7.6 3.9



S-52

FE Class


Date 0% 100% 155% 185% 250% 260% 400% 700% 1100%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100December 2014 . . . . . . . 99 92 89 87 83 83 75 57 33December 2015 . . . . . . . 98 85 79 76 70 69 56 32 11December 2016 . . . . . . . 97 78 70 66 58 57 41 18 4December 2017 . . . . . . . 96 72 62 57 48 47 31 10 1December 2018 . . . . . . . 95 66 55 50 40 38 23 6 *December 2019 . . . . . . . 93 60 49 43 33 32 17 3 *December 2020 . . . . . . . 92 55 43 37 27 26 12 2 *December 2021 . . . . . . . 90 50 38 32 22 21 9 1 *December 2022 . . . . . . . 89 45 33 27 18 17 7 1 *December 2023 . . . . . . . 87 41 29 24 15 14 5 * *December 2024 . . . . . . . 85 37 25 20 12 11 4 * *December 2025 . . . . . . . 83 33 22 17 10 9 3 * *December 2026 . . . . . . . 80 30 19 14 8 7 2 * *December 2027 . . . . . . . 78 26 16 12 6 6 1 * *December 2028 . . . . . . . 75 23 14 10 5 5 1 * *December 2029 . . . . . . . 73 20 11 8 4 4 1 * *December 2030 . . . . . . . 70 18 10 7 3 3 * * 0December 2031 . . . . . . . 66 15 8 5 2 2 * * 0December 2032 . . . . . . . 63 13 6 4 2 2 * * 0December 2033 . . . . . . . 59 10 5 3 1 1 * * 0December 2034 . . . . . . . 55 8 4 3 1 1 * * 0December 2035 . . . . . . . 50 6 3 2 1 1 * * 0December 2036 . . . . . . . 46 5 2 1 * * * * 0December 2037 . . . . . . . 40 3 1 1 * * * * 0December 2038 . . . . . . . 35 1 1 * * * * * 0December 2039 . . . . . . . 29 0 0 0 0 0 0 0 0December 2040 . . . . . . . 22 0 0 0 0 0 0 0 0December 2041 . . . . . . . 16 0 0 0 0 0 0 0 0December 2042 . . . . . . . 8 0 0 0 0 0 0 0 0December 2043 . . . . . . . 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 20.2 9.5 7.4 6.6 5.2 5.1 3.4 1.8 0.9



Characteristics of the Residual Classes

A Residual Certificate will be subject to certain transfer restrictions. See “Description of theCertificates—Special Characteristics of the Residual Certificates” and “Material Federal Income TaxConsequences—Taxation of Beneficial Owners of Residual Certificates” in the REMIC Prospectus.

Treasury Department regulations (the “Regulations”) provide that a transfer of a “noneconomicresidual interest” will be disregarded for all federal tax purposes unless no significant purpose of thetransfer is to impede the assessment or collection of tax. A Residual Certificate will constitute anoneconomic residual interest under the Regulations. Having a significant purpose to impede theassessment or collection of tax means that the transferor of a Residual Certificate had “improperknowledge” at the time of the transfer. See “Description of the Certificates—Special Characteristicsof the Residual Certificates” in the REMIC Prospectus. You should consult your own tax advisorregarding the application of the Regulations to a transfer of a Residual Certificate.

CERTAIN ADDITIONAL FEDERAL INCOME TAX CONSEQUENCES

The Certificates and payments on the Certificates are not generally exempt from taxation.Therefore, you should consider the tax consequences of holding a Certificate before you acquireone. The following tax discussion supplements the discussion under the caption “Material FederalIncome Tax Consequences” in the REMIC Prospectus. When read together, the two discussionsdescribe the current federal income tax treatment of beneficial owners of Certificates. These twotax discussions do not purport to deal with all federal tax consequences applicable to all categoriesof beneficial owners, some of which may be subject to special rules. In addition, these discussionsmay not apply to your particular circumstances for one of the reasons explained in the REMICProspectus. You should consult your own tax advisors regarding the federal income taxconsequences of holding and disposing of Certificates as well as any tax consequences arisingunder the laws of any state, local or foreign taxing jurisdiction.

S-53

U.S. Treasury Circular 230 Notice

The tax discussions contained in the REMIC Prospectus (including the sections entitled“Material Federal Income Tax Consequences” and “ERISA Considerations”) and this prospectussupplement were not intended or written to be used, and cannot be used, for the purpose ofavoiding United States federal tax penalties. These discussions were written to support thepromotion or marketing of the transactions or matters addressed in this prospectus supplement.You should seek advice based on your particular circumstances from an independent tax advisor.

REMIC Elections and Special Tax Attributes

We will make a REMIC election with respect to each REMIC set forth in the table under“Description of the Certificates—General—Structure.” The Regular Classes will be designated as“regular interests” and the Residual Classes will be designated as the “residual interests” in theREMICs as set forth in that table. Thus, the REMIC Certificates and any related RCR Certificatesgenerally will be treated as “regular or residual interests in a REMIC” for domestic building andloan associations, as “real estate assets” for real estate investment trusts, and, except for theResidual Classes, as “qualified mortgages” for other REMICs. See “Material Federal Income TaxConsequences—REMIC Election and Special Tax Attributes” in the REMIC Prospectus.

Taxation of Beneficial Owners of Regular Certificates

The Accrual Classes, the Notional Classes and the EV, QV, NV and B Classes will be issuedwith original issue discount (“OID”), and certain other Classes of REMIC Certificates may beissued with OID. If a Class is issued with OID, a beneficial owner of a Certificate of that Classgenerally must recognize some taxable income in advance of the receipt of the cash attributable tothat income. See “Material Federal Income Tax Consequences—Taxation of Beneficial Owners ofRegular Certificates—Treatment of Original Issue Discount” in the REMIC Prospectus. In addi-tion, certain Classes of REMIC Certificates may be treated as having been issued at a premium.See “Material Federal Income Tax Consequences—Taxation of Beneficial Owners of RegularCertificates—Regular Certificates Purchased at a Premium” in the REMIC Prospectus.

The Prepayment Assumptions that will be used in determining the rate of accrual of OID willbe as follows:

Group Prepayment Assumption

1 200% PSA2 200% PSA3 200% PSA4 185% PSA5 185% PSA6 150% PSA7 200% PSA8 179% PSA9 200% PSA

10 150% PSA11 179% PSA12 451% PSA13 200% PSA14 361% PSA

See “Material Federal Income Tax Consequences—Taxation of Beneficial Owners of RegularCertificates—Treatment of Original Issue Discount” in the REMIC Prospectus. No representationis made as to whether the Mortgage Loans underlying the MBS will prepay at any of those rates

S-54

or at any other rate. See “Description of the Certificates—Weighted Average Lives of the Certifi-cates” in this prospectus supplement and “Yield, Maturity and Prepayment Considerations—Weighted Average Lives and Final Distribution Dates” in the REMIC Prospectus.

Taxation of Beneficial Owners of Residual Certificates

The Holder of a Residual Certificate will be considered to be the holder of the “residualinterest” in the related REMIC. Such Holder generally will be required to report its daily portionof the taxable income or net loss of the REMIC to which that Certificate relates. In certain peri-ods, a Holder of a Residual Certificate may be required to recognize taxable income without beingentitled to receive a corresponding amount of cash. Pursuant to the Trust Agreement, we will beobligated to provide to the Holder of a Residual Certificate (i) information necessary to enable it toprepare its federal income tax returns and (ii) any reports regarding the Residual Class that maybe required under the Code. See “Material Federal Income Tax Consequences—Taxation ofBeneficial Owners of Residual Certificates” in the REMIC Prospectus.

Taxation of Beneficial Owners of RCR Certificates

The RCR Classes will be created, sold and administered pursuant to an arrangement that willbe classified as a grantor trust under subpart E, part I of subchapter J of the Code. The RegularCertificates that are exchanged for RCR Certificates set forth in Schedule 1 (including anyexchanges effective on the Settlement Date) will be the assets of the trust, and the RCR Certifi-cates will represent an ownership interest of the underlying Regular Certificates. For a generaldiscussion of the federal income tax treatment of beneficial owners of Regular Certificates, see“Material Federal Income Tax Consequences” in the REMIC Prospectus.

Generally, the ownership interest represented by an RCR certificate will be one of two types.A certificate of a Combination RCR Class (a “Combination RCR Certificate”) will represent benefi-cial ownership of undivided interests in one or more underlying Regular Certificates. A certificateof a Strip RCR Class (a “Strip RCR Certificate”) will represent the right to receive a dispropor-tionate part of the principal or interest payments on one or more underlying Regular Certificates.All of the RCR Certificates are Combination RCR Certificates. See “Material Federal Income TaxConsequences—Taxation of Beneficial Owners of RCR Certificates” in the REMIC Prospectus for ageneral discussion of the federal income tax treatment of beneficial owners of RCR Certificates.

PLAN OF DISTRIBUTION

We are obligated to deliver the Certificates to Deutsche Bank Securities Inc. (the “Dealer”) inexchange for the Trust MBS and the Underlying REMIC and RCR Certificates. The Dealerproposes to offer the Certificates directly to the public from time to time in negotiated trans-actions at varying prices to be determined at the time of sale. The Dealer may effect these trans-actions to or through other dealers.

LEGAL MATTERS

Katten Muchin Rosenman LLP will provide legal representation for Fannie Mae. Dentons USLLP will provide legal representation for the Dealer.

S-55

Exh

ibit

A

Gro

up

9U

nd

erly

ing

RC

RC

erti

fica

te

Un

der

lyin

gR

EM

ICT

rust

Cla

ss

Dat

eof

Issu

eC

US

IPN

um

ber

Inte

rest

Rat

eIn

tere

stT

ype(

1)

Fin

alD

istr

ibu

tion

Dat

eP

rin

cip

alT

ype(

1)

Ori

gin

alP

rin

cip

alB

alan

ceof

Cla

ss

Dec

emb

er20

13C

lass

Fac

tor

Pri

nci

pal

Bal

ance

inth

eL

ower

Tie

rR

EM

IC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AM

(in

mon

ths)

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AL

A(i

nm

onth

s)

2011

-53

DT

May

2011

3139

7UM

X4

4.5%

FIX

Jun

e20

41P

T$3

21,1

76,1

350.

3584

2986

$40,

832,

736.

475.

934%

232

117

(1)

See

“Des

crip

tion

ofth

eC

erti

fica

tes—

Cla

ssD

efin

itio

ns

and

Abb

revi

atio

ns”

inth

eR

EM

ICP

rosp

ectu

s.

Gro

up

10U

nd

erly

ing

RE

MIC

Cer

tifi

cate

s

Un

der

lyin

gR

EM

ICT

rust

Cla

ss

Dat

eof

Issu

eC

US

IPN

um

ber

Inte

rest

Rat

eIn

tere

stT

ype(

1)

Fin

alD

istr

ibu

tion

Dat

eP

rin

cip

alT

ype(

1)

Ori

gin

alP

rin

cip

alB

alan

ceof

Cla

ss

Dec

emb

er20

13C

lass

Fac

tor

Pri

nci

pal

Bal

ance

inth

eL

ower

Tie

rR

EM

IC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AM

(in

mon

ths)

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AL

A(i

nm

onth

s)

2012

-56

BM

ay20

1231

36A

6VW

17.

0%F

IXJu

ne

2042

SE

Q$4

82,1

93,9

960.

5919

7959

$279

,529

,208

.15

7.62

4%27

874

2012

-111

BS

epte

mbe

r20

1231

36A

9EA

27.

0F

IXO

ctob

er20

42S

EQ

116,

777,

947

0.70

0588

6670

,058

.87

7.48

028

864

2012

-153

B(2

)D

ecem

ber

2012

3136

AB

DT

77.

0F

IXJu

ly20

42S

C/S

EQ

255,

076,

992

0.76

1513

0083

7,66

4.30

7.70

227

676

(1)

See

“Des

crip

tion

ofth

eC

erti

fica

tes—

Cla

ssD

efin

itio

ns

and

Abb

revi

atio

ns”

inth

eR

EM

ICP

rosp

ectu

s.(2

)T

he

Cla

ss20

12-1

53-B

RE

MIC

Cer

tifi

cate

isba

cked

byth

eF

ann

ieM

aeR

EM

ICC

erti

fica

teli

sted

belo

wh

avin

gth

efo

llow

ing

char

acte

rist

ics:

Cla

ssIn

tere

stT

ype

Pri

nci

pal

Typ

e

2012

-68-

DF

IXS

EQ

Not

e:F

oran

ypo

olof

Mor

tgag

eL

oan

sba

ckin

gan

un

derl

yin

gR

EM

ICor

RC

Rce

rtif

icat

e,if

apr

elim

inar

yca

lcu

lati

onin

dica

ted

that

the

sum

ofth

eW

AM

and

WA

LA

for

that

pool

exce

eded

the

lon

gest

orig

inal

term

tom

atu

rity

ofan

yM

ortg

age

Loa

nin

the

pool

,th

eW

AL

Au

sed

inde

term

inin

gth

ein

form

atio

nsh

own

inth

ere

late

dta

ble

was

redu

ced

asn

eces

sary

toin

sure

that

the

sum

ofth

eW

AM

and

WA

LA

does

not

exce

edsu

chor

igin

alte

rmto

mat

uri

ty.

A-1

Gro

up

11U

nd

erly

ing

RE

MIC

and

RC

RC

erti

fica

tes

Un

der

lyin

gR

EM

ICT

rust

Cla

ss

Dat

eof

Issu

eC

US

IPN

um

ber

Inte

rest

Rat

eIn

tere

stT

ype(

1)

Fin

alD

istr

ibu

tion

Dat

eP

rin

cip

alT

ype(

1)

Ori

gin

alP

rin

cip

alB

alan

ceof

Cla

ss

Dec

emb

er20

13C

lass

Fac

tor

Pri

nci

pal

Bal

ance

inth

eL

ower

Tie

rR

EM

IC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AM

(in

mon

ths)

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AL

A(i

nm

onth

s)

2013

-52

LM

May

2013

3136

AE

M79

3.0%

FIX

Jun

e20

43S

EG

(PA

C)/

PA

C/A

D$

8,34

8,00

01.

0000

0000

$8,

348,

000.

003.

699%

349

920

13-6

4P

YM

ay20

1331

36A

EX

H5

3.0

FIX

Jun

e20

43P

AC

2,64

4,00

01.

0000

0000

2,64

4,00

0.00

3.69

935

09

2013

-75

CY

Jun

e20

1331

36A

FP

C2

3.0

FIX

July

2043

PA

C7,

342,

000

1.00

0000

007,

342,

000.

003.

650

350

920

13-8

1Q

XJu

ly20

1331

36A

FJ8

83.

0F

IXA

ugu

st20

43P

AC

/AD

273,

000

1.00

0000

0027

3,00

0.00

3.69

135

36

2013

-109

PY

Sep

tem

ber

2013

3136

AG

RS

33.

0F

IXO

ctob

er20

43P

AC

16,3

76,0

001.

0000

0000

16,3

76,0

00.0

03.

692

352

6

(1)

See

“Des

crip

tion

ofth

eC

erti

fica

tes—

Cla

ssD

efin

itio

ns

and

Abb

revi

atio

ns”

inth

eR

EM

ICP

rosp

ectu

s.

Gro

up

12U

nd

erly

ing

RE

MIC

Cer

tifi

cate

Un

der

lyin

gR

EM

ICT

rust

Cla

ss

Dat

eof

Issu

eC

US

IPN

um

ber

Inte

rest

Rat

eIn

tere

stT

ype(

1)

Fin

alD

istr

ibu

tion

Dat

eP

rin

cip

alT

ype(

1)

Ori

gin

alP

rin

cip

alB

alan

ceof

Cla

ss

Dec

emb

er20

13C

lass

Fac

tor

Pri

nci

pal

Bal

ance

inth

eL

ower

Tie

rR

EM

IC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AM

(in

mon

ths)

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AL

A(i

nm

onth

s)

2013

-115

SC

Oct

ober

2013

3136

AG

6C1

(2)

INV

Nov

embe

r20

43S

UP

$19,

796,

455

0.95

3472

11$1

8,87

5,36

7.72

4.61

9%33

522

(1)

See

“Des

crip

tion

ofth

eC

erti

fica

tes—

Cla

ssD

efin

itio

ns

and

Abb

revi

atio

ns”

inth

eR

EM

ICP

rosp

ectu

s.(2

)T

his

clas

sbe

ars

inte

rest

asde

scri

bed

inth

ere

late

dU

nde

rlyi

ng

RE

MIC

Dis

clos

ure

Doc

um

ent.

Gro

up

13U

nd

erly

ing

RE

MIC

Cer

tifi

cate

Un

der

lyin

gR

EM

ICT

rust

Cla

ss

Dat

eof

Issu

eC

US

IPN

um

ber

Inte

rest

Rat

eIn

tere

stT

ype(

1)

Fin

alD

istr

ibu

tion

Dat

eP

rin

cip

alT

ype(

1)

Ori

gin

alP

rin

cip

alB

alan

ceof

Cla

ss

Dec

emb

er20

13C

lass

Fac

tor

Pri

nci

pal

Bal

ance

inth

eL

ower

Tie

rR

EM

IC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AC

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AM

(in

mon

ths)

Ap

pro

xim

ate

Wei

ghte

dA

vera

geW

AL

A(i

nm

onth

s)

2013

-40

US

Apr

il20

1331

36A

DJ3

4(2

)IN

VM

ay20

43S

UP

$23,

571,

429

0.91

1884

51$4

,389

,291

.34

4.07

6%35

09

(1)

See

“Des

crip

tion

ofth

eC

erti

fica

tes—

Cla

ssD

efin

itio

ns

and

Abb

revi

atio

ns”

inth

eR

EM

ICP

rosp

ectu

s.(2

)T

his

clas

sbe

ars

inte

rest

asde

scri

bed

inth

ere

late

dU

nde

rlyi

ng

RE

MIC

Dis

clos

ure

Doc

um

ent.

Not

e:F

oran

ypo

olof

Mor

tgag

eL

oan

sba

ckin

gan

un

derl

yin

gR

EM

ICor

RC

Rce

rtif

icat

e,if

apr

elim

inar

yca

lcu

lati

onin

dica

ted

that

the

sum

ofth

eW

AM

and

WA

LA

for

that

pool

exce

eded

the

lon

gest

orig

inal

term

tom

atu

rity

ofan

yM

ortg

age

Loa

nin

the

pool

,th

eW

AL

Au

sed

inde

term

inin

gth

ein

form

atio

nsh

own

inth

ere

late

dta

ble

was

redu

ced

asn

eces

sary

toin

sure

that

the

sum

ofth

eW

AM

and

WA

LA

does

not

exce

edsu

chor

igin

alte

rmto

mat

uri

ty.

A-2

Sch

edu

le1

Ava

ilab

leR

ecom

bin

atio

ns(

1)

RE

MIC

Cer

tifi

cate

sR

CR

Cer

tifi

cate

s

Cla

sses

Ori

gin

alB

alan

ces

RC

RC

lass

esO

rigi

nal

Bal

ance

sP

rin

cip

alT

ype(

2)In

tere

stR

ate

Inte

rest

Typ

e(2)

CU

SIP

Nu

mb

er

Fin

alD

istr

ibu

tion

Dat

e

Rec

omb

inat

ion

1D

A$1

46,7

99,6

12D

B$1

55,4

34,8

84P

AC

2.75

%F

IX31

36A

HJ6

8N

ovem

ber

2042

DF

8,63

5,27

2D

S8,

635,

272(

3)R

ecom

bin

atio

n2

DA

146,

799,

612

DC

165,

149,

564

PA

C3.

00F

IX31

36A

HJ7

6N

ovem

ber

2042

DF

18,3

49,9

52D

S18

,349

,952

(3)

Rec

omb

inat

ion

3D

A14

6,79

9,61

2D

E18

8,74

2,35

9P

AC

3.50

FIX

3136

AH

J84

Nov

embe

r20

42D

F41

,942

,747

DS

41,9

42,7

47(3

)R

ecom

bin

atio

n4

DA

112,

922,

776

DG

169,

384,

164

PA

C4.

00F

IX31

36A

HJ9

2N

ovem

ber

2042

DF

56,4

61,3

88D

S56

,461

,388

(3)

Rec

omb

inat

ion

5D

A70

,576

,735

DJ

127,

038,

123

PA

C4.

50F

IX31

36A

HK

25N

ovem

ber

2042

DF

56,4

61,3

88D

S56

,461

,388

(3)

Rec

omb

inat

ion

6P

A12

9,94

5,11

2P

B13

7,58

8,94

3P

AC

2.75

FIX

3136

AH

K33

May

2043

PF

7,64

3,83

1P

S7,

643,

831(

3)R

ecom

bin

atio

n7

PA

129,

945,

112

PC

146,

188,

251

PA

C3.

00F

IX31

36A

HK

41M

ay20

43P

F16

,243

,139

PS

16,2

43,1

39(3

)

A-3

RE

MIC

Cer

tifi

cate

sR

CR

Cer

tifi

cate

s

Cla

sses

Ori

gin

alB

alan

ces

RC

RC

lass

esO

rigi

nal

Bal

ance

sP

rin

cip

alT

ype(

2)In

tere

stR

ate

Inte

rest

Typ

e(2)

CU

SIP

Nu

mb

er

Fin

alD

istr

ibu

tion

Dat

e

Rec

omb

inat

ion

8P

A$1

29,9

45,1

12P

D$1

67,0

72,2

87P

AC

3.50

%F

IX31

36A

HK

58M

ay20

43P

F37

,127

,175

PS

37,1

27,1

75(3

)R

ecom

bin

atio

n9

PA

99,9

57,7

76P

E14

9,93

6,66

4P

AC

4.00

FIX

3136

AH

K66

May

2043

PF

49,9

78,8

88P

S49

,978

,888

(3)

Rec

omb

inat

ion

10P

A62

,473

,610

PG

112,

452,

498

PA

C4.

50F

IX31

36A

HK

74M

ay20

43P

F49

,978

,888

PS

49,9

78,8

88(3

)R

ecom

bin

atio

n11

VC

2,80

7,00

0C

Y(4

)8,

903,

000

PA

C/A

D4.

00F

IX31

36A

HK

82Ja

nu

ary

2044

CV

1,90

2,00

0Z

C4,

194,

000

Rec

omb

inat

ion

12C

A12

0,17

2,00

0C

B12

7,24

0,94

2P

AC

/AD

2.75

FIX

3136

AH

K90

Jun

e20

43C

F7,

068,

942

CS

7,06

8,94

2(3)

Rec

omb

inat

ion

13C

A12

0,17

2,00

0C

D13

5,19

3,50

0P

AC

/AD

3.00

FIX

3136

AH

L24

Jun

e20

43C

F15

,021

,500

CS

15,0

21,5

00(3

)R

ecom

bin

atio

n14

CA

120,

172,

000

CE

154,

506,

858

PA

C/A

D3.

50F

IX31

36A

HL

32Ju

ne

2043

CF

34,3

34,8

58C

S34

,334

,858

(3)

Rec

omb

inat

ion

15C

A12

0,17

2,00

0C

G18

0,25

8,00

0P

AC

/AD

4.00

FIX

3136

AH

L40

Jun

e20

43C

F60

,086

,000

CS

60,0

86,0

00(3

)

A-4

RE

MIC

Cer

tifi

cate

sR

CR

Cer

tifi

cate

s

Cla

sses

Ori

gin

alB

alan

ces

RC

RC

lass

esO

rigi

nal

Bal

ance

sP

rin

cip

alT

ype(

2)In

tere

stR

ate

Inte

rest

Typ

e(2)

CU

SIP

Nu

mb

er

Fin

alD

istr

ibu

tion

Dat

e

Rec

omb

inat

ion

16C

A$

75,1

07,5

00C

J$1

35,1

93,5

00P

AC

/AD

4.50

%F

IX31

36A

HL

57Ju

ne

2043

CF

60,0

86,0

00C

S60

,086

,000

(3)

Rec

omb

inat

ion

17F

A51

,882

,666

WA

51,8

82,6

66P

T6.

50F

IX31

36A

HL

65Ja

nu

ary

2044

SA

51,8

82,6

66(3

)R

ecom

bin

atio

n18

AB

40,9

63,1

25A

C43

,694

,000

PA

C/A

D2.

75F

IX31

36A

HL

73O

ctob

er20

43A

F2,

730,

875

AS

2,73

0,87

5(3)

Rec

omb

inat

ion

19A

B40

,963

,125

AD

46,8

15,0

00P

AC

/AD

3.00

FIX

3136

AH

L81

Oct

ober

2043

AF

5,85

1,87

5A

S5,

851,

875(

3)R

ecom

bin

atio

n20

AB

40,9

63,1

25A

E54

,617

,500

PA

C/A

D3.

50F

IX31

36A

HL

99O

ctob

er20

43A

F13

,654

,375

AS

13,6

54,3

75(3

)R

ecom

bin

atio

n21

AB

40,9

63,1

25A

G65

,541

,000

PA

C/A

D4.

00F

IX31

36A

HM

23O

ctob

er20

43A

F24

,577

,875

AS

24,5

77,8

75(3

)R

ecom

bin

atio

n22

FB

149,

120,

000

WB

149,

120,

000

PT

6.50

FIX

3136

AH

M31

Jan

uar

y20

44S

B14

9,12

0,00

0(3)

Rec

omb

inat

ion

23B

A11

6,58

1,25

0B

C12

4,35

3,33

4P

AC

/AD

2.75

FIX

3136

AH

M49

July

2043

BF

7,77

2,08

4B

S7,

772,

084(

3)R

ecom

bin

atio

n24

BA

116,

581,

250

BD

133,

235,

715

PA

C/A

D3.

00F

IX31

36A

HM

56Ju

ly20

43B

F16

,654

,465

BS

16,6

54,4

65(3

)

A-5

RE

MIC

Cer

tifi

cate

sR

CR

Cer

tifi

cate

s

Cla

sses

Ori

gin

alB

alan

ces

RC

RC

lass

esO

rigi

nal

Bal

ance

sP

rin

cip

alT

ype(

2)In

tere

stR

ate

Inte

rest

Typ

e(2)

CU

SIP

Nu

mb

er

Fin

alD

istr

ibu

tion

Dat

e

Rec

omb

inat

ion

25B

A$1

16,5

81,2

50B

E$1

55,4

41,6

67P

AC

/AD

3.50

%F

IX31

36A

HM

64Ju

ly20

43B

F38

,860

,417

BS

38,8

60,4

17(3

)R

ecom

bin

atio

n26

BA

116,

581,

250

BG

186,

530,

000

PA

C/A

D4.

00F

IX31

36A

HM

72Ju

ly20

43B

F69

,948

,750

BS

69,9

48,7

50(3

)R

ecom

bin

atio

n27

FK

45,8

33,3

33K

W45

,833

,333

PT

6.50

FIX

3136

AH

M80

Jan

uar

y20

44S

K45

,833

,333

(3)

Rec

omb

inat

ion

28K

A11

4,10

2,00

0K

B12

1,70

8,80

0S

EG

(PA

C)/

PA

C2.

75F

IX31

36A

HM

98A

ugu

st20

42K

F7,

606,

800

KS

7,60

6,80

0(3)

Rec

omb

inat

ion

29K

A11

4,10

2,00

0K

C13

0,40

2,28

6S

EG

(PA

C)/

PA

C3.

00F

IX31

36A

HN

22A

ugu

st20

42K

F16

,300

,286

KS

16,3

00,2

86(3

)R

ecom

bin

atio

n30

KA

114,

102,

000

KD

152,

136,

000

SE

G(P

AC

)/P

AC

3.50

FIX

3136

AH

N30

Au

gust

2042

KF

38,0

34,0

00K

S38

,034

,000

(3)

Rec

omb

inat

ion

31K

A63

,390

,000

KE

101,

424,

000

SE

G(P

AC

)/P

AC

4.00

FIX

3136

AH

N48

Au

gust

2042

KF

38,0

34,0

00K

S38

,034

,000

(3)

Rec

omb

inat

ion

32V

K5,

278,

000

KL

(5)

17,7

73,0

00S

EG

(PA

C)/

PA

C3.

50F

IX31

36A

HN

55Ja

nu

ary

2044

KV

3,27

4,00

0Z

K9,

221,

000

A-6

RE

MIC

Cer

tifi

cate

sR

CR

Cer

tifi

cate

s

Cla

sses

Ori

gin

alB

alan

ces

RC

RC

lass

esO

rigi

nal

Bal

ance

sP

rin

cip

alT

ype(

2)In

tere

stR

ate

Inte

rest

Typ

e(2)

CU

SIP

Nu

mb

er

Fin

alD

istr

ibu

tion

Dat

e

Rec

omb

inat

ion

33G

A$

93,8

34,7

50G

B$1

00,0

90,4

00P

AC

2.75

%F

IX31

36A

HN

63S

epte

mbe

r20

33G

F6,

255,

650

GS

6,25

5,65

0(3)

Rec

omb

inat

ion

34G

A93

,834

,750

GC

107,

239,

715

PA

C3.

00F

IX31

36A

HN

71S

epte

mbe

r20

33G

F13

,404

,965

GS

13,4

04,9

65(3

)R

ecom

bin

atio

n35

GA

93,8

34,7

50G

D12

5,11

3,00

0P

AC

3.50

FIX

3136

AH

N89

Sep

tem

ber

2033

GF

31,2

78,2

50G

S31

,278

,250

(3)

Rec

omb

inat

ion

36E

A80

,712

,000

QE

116,

133,

000

SE

Q3.

00F

IX31

36A

HN

97S

epte

mbe

r20

39Q

A35

,421

,000

Rec

omb

inat

ion

37F

Q17

,529

,000

QW

17,5

29,0

00S

C/P

AC

/AD

7.00

FIX

3136

AH

P20

Jun

e20

41S

Q17

,529

,000

(3)

Rec

omb

inat

ion

38F

N28

0,43

6,93

1W

N28

0,43

6,93

1S

C/P

T7.

00F

IX31

36A

HP

38O

ctob

er20

42S

N28

0,43

6,93

1(3)

Rec

omb

inat

ion

39V

N9,

581,

000

NY

(6)

34,9

83,0

00S

C/P

T3.

00F

IX31

36A

HP

46O

ctob

er20

43N

V5,

422,

000

ZN

19,9

80,0

00R

ecom

bin

atio

n40

FX

29,6

53,3

79F

H(7

)55

,000

,000

SU

P(8

)F

LT

3136

AH

P53

Jan

uar

y20

44X

F25

,346

,621

Rec

omb

inat

ion

41S

X29

,653

,379

SH

(7)

55,0

00,0

00S

UP

(8)

INV

3136

AH

P61

Jan

uar

y20

44X

S25

,346

,621

Rec

omb

inat

ion

42D

V3,

980,

000

GV

(7)

6,15

2,00

0P

AC

/AD

3.75

FIX

3136

AH

P79

Nov

embe

r20

32P

V2,

172,

000

A-7

RE

MIC

Cer

tifi

cate

sR

CR

Cer

tifi

cate

s

Cla

sses

Ori

gin

alB

alan

ces

RC

RC

lass

esO

rigi

nal

Bal

ance

sP

rin

cip

alT

ype(

2)In

tere

stR

ate

Inte

rest

Typ

e(2)

CU

SIP

Nu

mb

er

Fin

alD

istr

ibu

tion

Dat

e

Rec

omb

inat

ion

43Z

D$

9,89

3,00

0Z

G(7

)$

15,2

90,0

00P

AC

3.75

%F

IX/Z

3136

AH

P87

Jan

uar

y20

44Z

P5,

397,

000

Rec

omb

inat

ion

44V

D6,

137,

000

GL

(7)(

9)30

,928

,000

PA

C3.

75F

IX31

36A

HP

95Ja

nu

ary

2044

DV

3,98

0,00

0Z

D9,

893,

000

VP

3,34

9,00

0P

V2,

172,

000

ZP

5,39

7,00

0R

ecom

bin

atio

n45

DF

56,4

61,3

88Q

F(7

)16

6,52

6,27

6P

AC

/AD

(8)

FL

T31

36A

HQ

29Ju

ne

2043

PF

49,9

78,8

88C

F60

,086

,000

Rec

omb

inat

ion

46F

D84

,773

,327

FP

(7)

201,

066,

099

PT

(8)

FL

T31

36A

HQ

37Ja

nu

ary

2044

FM

72,4

60,5

72F

C43

,832

,200

Rec

omb

inat

ion

47F

D84

,773

,327

PW

(7)

201,

066,

099

PT

7.00

FIX

3136

AH

Q45

Jan

uar

y20

44S

D84

,773

,327

(3)

FM

72,4

60,5

72S

M72

,460

,572

(3)

FC

43,8

32,2

00S

C43

,832

,200

(3)

Rec

omb

inat

ion

48A

L1,

715,

000

AY

(7)(

10)

10,8

65,0

00P

AC

/AD

4.00

FIX

3136

AH

Q52

Jan

uar

y20

44V

B2,

885,

000

BV

1,95

4,00

0B

Z4,

311,

000

A-8

RE

MIC

Cer

tifi

cate

sR

CR

Cer

tifi

cate

s

Cla

sses

Ori

gin

alB

alan

ces

RC

RC

lass

esO

rigi

nal

Bal

ance

sP

rin

cip

alT

ype(

2)In

tere

stR

ate

Inte

rest

Typ

e(2)

CU

SIP

Nu

mb

er

Fin

alD

istr

ibu

tion

Dat

e

Rec

omb

inat

ion

49F

A$

51,8

82,6

66F

E(7

)$2

01,0

02,6

66P

T(8

)F

LT

3136

AH

Q60

Jan

uar

y20

44F

B14

9,12

0,00

0

(1)

RE

MIC

Cer

tifi

cate

san

dR

CR

Cer

tifi

cate

sin

each

Rec

ombi

nat

ion

may

beex

chan

ged

only

inth

epr

opor

tion

sof

orig

inal

prin

cipa

lor

not

ion

alpr

inci

pal

bala

nce

sfo

rth

ere

late

dC

lass

essh

own

inth

isS

ched

ule

1(d

isre

gard

ing

any

reti

red

Cla

sses

).F

orex

ampl

e,if

apa

rtic

ula

rR

ecom

bin

atio

nin

clu

des

two

RE

MIC

Cla

sses

and

one

RC

RC

lass

wh

ose

orig

inal

prin

cipa

lba

lan

ces

show

nin

the

sch

edu

lere

flec

ta

1:1:

2re

lati

onsh

ip,t

he

sam

e1:

1:2

rela

tion

ship

amon

gth

eor

igin

alpr

inci

pal

bala

nce

sof

thos

eR

EM

ICan

dR

CR

Cla

sses

mu

stbe

mai

nta

ined

inan

yex

chan

ge.T

his

istr

ue

even

if,a

sa

resu

ltof

the

appl

icab

lepa

ymen

tpr

iori

tyse

quen

ce,t

he

rela

tion

ship

betw

een

thei

rcu

rren

tpr

inci

pal

bala

nce

sh

asch

ange

dov

erti

me.

Mor

eove

r,if

asa

resu

ltof

apr

opos

edex

chan

ge,

aC

erti

fica

teh

olde

rw

ould

hol

da

RE

MIC

Cer

tifi

cate

orR

CR

Cer

tifi

cate

ofa

Cla

ssin

anam

oun

tle

ssth

anth

eap

plic

able

min

imu

mde

nom

inat

ion

for

that

Cla

ss,

the

Cer

tifi

cate

hol

der

wil

lbe

un

able

toef

fect

the

prop

osed

exch

ange

.See

“Des

crip

tion

ofth

eC

erti

fica

tes—

Gen

eral

—A

uth

oriz

edD

enom

inat

ion

s”in

this

pros

pect

us

supp

lem

ent.

(2)

See

“Des

crip

tion

ofth

eC

erti

fica

tes—

Cla

ssD

efin

itio

ns

and

Abb

revi

atio

ns”

inth

eR

EM

ICP

rosp

ectu

s.(3

)N

otio

nal

prin

cipa

lbal

ance

s.T

hes

eC

lass

esar

eIn

tere

stO

nly

Cla

sses

.See

page

S-8

for

ade

scri

ptio

nof

how

thei

rn

otio

nal

prin

cipa

lbal

ance

sar

eca

lcu

late

d.(4

)P

rin

cipa

lpa

ymen

tson

the

RE

MIC

Cer

tifi

cate

sin

Rec

ombi

nat

ion

11fr

omth

eZ

CA

ccru

alA

mou

nt

wil

lbe

paid

asin

tere

ston

the

rela

ted

RC

RC

erti

fica

tes,

and

thu

sw

illn

otre

duce

the

prin

cipa

lbal

ance

sof

thos

eR

CR

Cer

tifi

cate

s.(5

)P

rin

cipa

lpa

ymen

tson

the

RE

MIC

Cer

tifi

cate

sin

Rec

ombi

nat

ion

32fr

omth

eZ

KA

ccru

alA

mou

nt

wil

lbe

paid

asin

tere

ston

the

rela

ted

RC

RC

erti

fica

tes,

and

thu

sw

illn

otre

duce

the

prin

cipa

lbal

ance

sof

thos

eR

CR

Cer

tifi

cate

s.(6

)P

rin

cipa

lpa

ymen

tson

the

RE

MIC

Cer

tifi

cate

sin

Rec

ombi

nat

ion

39fr

omth

eZ

NA

ccru

alA

mou

nt

wil

lbe

paid

asin

tere

ston

the

rela

ted

RC

RC

erti

fica

tes,

and

thu

sw

illn

otre

duce

the

prin

cipa

lbal

ance

sof

thos

eR

CR

Cer

tifi

cate

s.(7

)T

hes

eC

lass

esar

eR

CR

Cla

sses

form

edby

com

bin

atio

ns

ofR

EM

ICC

lass

esin

diff

eren

tG

rou

ps.

(8)

For

ade

scri

ptio

nof

thes

ein

tere

stra

tes,

see

“Su

mm

ary—

Inte

rest

Rat

es”

inth

ispr

ospe

ctu

ssu

pple

men

t.(9

)P

rin

cipa

lpa

ymen

tson

the

RE

MIC

Cer

tifi

cate

sin

Rec

ombi

nat

ion

44fr

omth

eZ

Dan

dZ

PA

ccru

alA

mou

nts

wil

lbe

paid

asin

tere

ston

the

rela

ted

RC

RC

erti

fica

tes,

and

thu

sw

illn

otre

duce

the

prin

cipa

lbal

ance

sof

thos

eR

CR

Cer

tifi

cate

s.(1

0)P

rin

cipa

lpa

ymen

tson

the

RE

MIC

Cer

tifi

cate

sin

Rec

ombi

nat

ion

48fr

omth

eB

ZA

ccru

alA

mou

nt

wil

lbe

paid

asin

tere

ston

the

rela

ted

RC

RC

erti

fica

tes,

and

thu

sw

illn

otre

duce

the

prin

cipa

lbal

ance

sof

thos

eR

CR

Cer

tifi

cate

s.

A-9

Principal Balance Schedules

Aggregate Group I Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . $223,271,000.00January 2014 . . . . . . 220,954,248.46February 2014 . . . . . 218,654,137.74March 2014 . . . . . . . . 216,370,632.32April 2014 . . . . . . . . . 214,103,617.29May 2014 . . . . . . . . . 211,852,978.54June 2014 . . . . . . . . . 209,618,602.72July 2014 . . . . . . . . . 207,400,377.25August 2014 . . . . . . . 205,198,190.33September 2014 . . . . 203,011,930.91October 2014 . . . . . . 200,841,488.72November 2014 . . . . 198,686,754.19December 2014 . . . . . 196,547,618.56January 2015 . . . . . . 194,423,973.77February 2015 . . . . . 192,315,712.51March 2015 . . . . . . . . 190,222,728.19April 2015 . . . . . . . . . 188,144,914.97May 2015 . . . . . . . . . 186,082,167.70June 2015 . . . . . . . . . 184,034,381.98July 2015 . . . . . . . . . 182,001,454.09August 2015 . . . . . . . 179,983,281.04September 2015 . . . . 177,979,760.53October 2015 . . . . . . 175,990,790.96November 2015 . . . . 174,016,271.43December 2015 . . . . . 172,056,101.72January 2016 . . . . . . 170,110,182.30February 2016 . . . . . 168,178,414.30March 2016 . . . . . . . . 166,260,699.55April 2016 . . . . . . . . . 164,356,940.54May 2016 . . . . . . . . . 162,467,040.41June 2016 . . . . . . . . . 160,590,902.97July 2016 . . . . . . . . . 158,728,432.71August 2016 . . . . . . . 156,879,534.73September 2016 . . . . 155,044,114.81October 2016 . . . . . . 153,222,079.35November 2016 . . . . 151,413,335.40December 2016 . . . . . 149,617,790.65January 2017 . . . . . . 147,835,353.41February 2017 . . . . . 146,065,932.62March 2017 . . . . . . . . 144,309,437.83April 2017 . . . . . . . . . 142,565,779.22May 2017 . . . . . . . . . 140,834,867.59June 2017 . . . . . . . . . 139,116,614.32July 2017 . . . . . . . . . 137,410,931.42August 2017 . . . . . . . 135,717,731.50September 2017 . . . . 134,036,927.75October 2017 . . . . . . 132,368,433.96November 2017 . . . . 130,712,164.52December 2017 . . . . . 129,068,034.39January 2018 . . . . . . 127,435,959.11February 2018 . . . . . 125,815,854.80March 2018 . . . . . . . . 124,207,638.17April 2018 . . . . . . . . . 122,611,226.47May 2018 . . . . . . . . . 121,026,537.52June 2018 . . . . . . . . . 119,453,489.72July 2018 . . . . . . . . . 117,892,002.02

DistributionDate

PlannedBalance

August 2018 . . . . . . . $116,341,993.91September 2018 . . . . 114,803,385.44October 2018 . . . . . . 113,276,097.21November 2018 . . . . 111,760,050.35December 2018 . . . . . 110,255,166.53January 2019 . . . . . . 108,761,367.98February 2019 . . . . . 107,278,577.43March 2019 . . . . . . . . 105,806,718.15April 2019 . . . . . . . . . 104,345,713.94May 2019 . . . . . . . . . 102,895,489.11June 2019 . . . . . . . . . 101,455,968.49July 2019 . . . . . . . . . 100,027,077.42August 2019 . . . . . . . 98,608,741.76September 2019 . . . . 97,200,887.88October 2019 . . . . . . 95,803,442.64November 2019 . . . . 94,416,333.39December 2019 . . . . . 93,039,488.01January 2020 . . . . . . 91,672,834.85February 2020 . . . . . 90,316,302.75March 2020 . . . . . . . . 88,969,821.04April 2020 . . . . . . . . . 87,633,319.54May 2020 . . . . . . . . . 86,306,728.53June 2020 . . . . . . . . . 84,989,978.79July 2020 . . . . . . . . . 83,683,001.56August 2020 . . . . . . . 82,385,728.55September 2020 . . . . 81,098,091.95October 2020 . . . . . . 79,820,024.38November 2020 . . . . 78,558,123.94December 2020 . . . . . 77,314,967.06January 2021 . . . . . . 76,090,284.99February 2021 . . . . . 74,883,812.73March 2021 . . . . . . . . 73,695,289.02April 2021 . . . . . . . . . 72,524,456.26May 2021 . . . . . . . . . 71,371,060.46June 2021 . . . . . . . . . 70,234,851.20July 2021 . . . . . . . . . 69,115,581.60August 2021 . . . . . . . 68,013,008.20September 2021 . . . . 66,926,891.02October 2021 . . . . . . 65,856,993.41November 2021 . . . . 64,803,082.06December 2021 . . . . . 63,764,926.94January 2022 . . . . . . 62,742,301.26February 2022 . . . . . 61,734,981.42March 2022 . . . . . . . . 60,742,746.95April 2022 . . . . . . . . . 59,765,380.51May 2022 . . . . . . . . . 58,802,667.80June 2022 . . . . . . . . . 57,854,397.54July 2022 . . . . . . . . . 56,920,361.43August 2022 . . . . . . . 56,000,354.10September 2022 . . . . 55,094,173.07October 2022 . . . . . . 54,201,618.72November 2022 . . . . 53,322,494.24December 2022 . . . . . 52,456,605.60January 2023 . . . . . . 51,603,761.49February 2023 . . . . . 50,763,773.32March 2023 . . . . . . . . 49,936,455.14

DistributionDate

PlannedBalance

April 2023 . . . . . . . . . $ 49,121,623.63May 2023 . . . . . . . . . 48,319,098.07June 2023 . . . . . . . . . 47,528,700.28July 2023 . . . . . . . . . 46,750,254.59August 2023 . . . . . . . 45,983,587.83September 2023 . . . . 45,228,529.24October 2023 . . . . . . 44,484,910.52November 2023 . . . . 43,752,565.71December 2023 . . . . . 43,031,331.21January 2024 . . . . . . 42,321,045.74February 2024 . . . . . 41,621,550.28March 2024 . . . . . . . . 40,932,688.09April 2024 . . . . . . . . . 40,254,304.63May 2024 . . . . . . . . . 39,586,247.53June 2024 . . . . . . . . . 38,928,366.61July 2024 . . . . . . . . . 38,280,513.80August 2024 . . . . . . . 37,642,543.11September 2024 . . . . 37,014,310.66October 2024 . . . . . . 36,395,674.57November 2024 . . . . 35,786,494.98December 2024 . . . . . 35,186,634.03January 2025 . . . . . . 34,595,955.80February 2025 . . . . . 34,014,326.29March 2025 . . . . . . . . 33,441,613.42April 2025 . . . . . . . . . 32,877,686.97May 2025 . . . . . . . . . 32,322,418.58June 2025 . . . . . . . . . 31,775,681.69July 2025 . . . . . . . . . 31,237,351.57August 2025 . . . . . . . 30,707,305.23September 2025 . . . . 30,185,421.45October 2025 . . . . . . 29,671,580.72November 2025 . . . . 29,165,665.24December 2025 . . . . . 28,667,558.87January 2026 . . . . . . 28,177,147.13February 2026 . . . . . 27,694,317.17March 2026 . . . . . . . . 27,218,957.75April 2026 . . . . . . . . . 26,750,959.21May 2026 . . . . . . . . . 26,290,213.43June 2026 . . . . . . . . . 25,836,613.87July 2026 . . . . . . . . . 25,390,055.48August 2026 . . . . . . . 24,950,434.70September 2026 . . . . 24,517,649.48October 2026 . . . . . . 24,091,599.20November 2026 . . . . 23,672,184.67December 2026 . . . . . 23,259,308.13January 2027 . . . . . . 22,852,873.21February 2027 . . . . . 22,452,784.91March 2027 . . . . . . . . 22,058,949.60April 2027 . . . . . . . . . 21,671,274.98May 2027 . . . . . . . . . 21,289,670.05June 2027 . . . . . . . . . 20,914,045.14July 2027 . . . . . . . . . 20,544,311.86August 2027 . . . . . . . 20,180,383.05September 2027 . . . . 19,822,172.83October 2027 . . . . . . 19,469,596.54November 2027 . . . . 19,122,570.73

B-1

Aggregate Group I (Continued)

DistributionDate

PlannedBalance

December 2027 . . . . . $ 18,781,013.14January 2028 . . . . . . 18,444,842.70February 2028 . . . . . 18,113,979.48March 2028 . . . . . . . . 17,788,344.73April 2028 . . . . . . . . . 17,467,860.78May 2028 . . . . . . . . . 17,152,451.12June 2028 . . . . . . . . . 16,842,040.32July 2028 . . . . . . . . . 16,536,554.02August 2028 . . . . . . . 16,235,918.94September 2028 . . . . 15,940,062.85October 2028 . . . . . . 15,648,914.55November 2028 . . . . 15,362,403.88December 2028 . . . . . 15,080,461.68January 2029 . . . . . . 14,803,019.76February 2029 . . . . . 14,530,010.96March 2029 . . . . . . . . 14,261,369.03April 2029 . . . . . . . . . 13,997,028.72May 2029 . . . . . . . . . 13,736,925.70June 2029 . . . . . . . . . 13,480,996.55July 2029 . . . . . . . . . 13,229,178.79August 2029 . . . . . . . 12,981,410.83September 2029 . . . . 12,737,631.97October 2029 . . . . . . 12,497,782.37November 2029 . . . . 12,261,803.07December 2029 . . . . . 12,029,635.96January 2030 . . . . . . 11,801,223.77February 2030 . . . . . 11,576,510.03March 2030 . . . . . . . . 11,355,439.12April 2030 . . . . . . . . . 11,137,956.21May 2030 . . . . . . . . . 10,924,007.25June 2030 . . . . . . . . . 10,713,539.00July 2030 . . . . . . . . . 10,506,498.97August 2030 . . . . . . . 10,302,835.43September 2030 . . . . 10,102,497.39October 2030 . . . . . . 9,905,434.62November 2030 . . . . 9,711,597.61December 2030 . . . . . 9,520,937.56January 2031 . . . . . . 9,333,406.38February 2031 . . . . . 9,148,956.68March 2031 . . . . . . . . 8,967,541.75April 2031 . . . . . . . . . 8,789,115.58May 2031 . . . . . . . . . 8,613,632.79June 2031 . . . . . . . . . 8,441,048.69July 2031 . . . . . . . . . 8,271,319.24August 2031 . . . . . . . 8,104,401.01September 2031 . . . . 7,940,251.23October 2031 . . . . . . 7,778,827.75November 2031 . . . . 7,620,089.01December 2031 . . . . . 7,463,994.09January 2032 . . . . . . 7,310,502.62February 2032 . . . . . 7,159,574.87March 2032 . . . . . . . . 7,011,171.65April 2032 . . . . . . . . . 6,865,254.36

DistributionDate

PlannedBalance

May 2032 . . . . . . . . . $ 6,721,784.96June 2032 . . . . . . . . . 6,580,725.95July 2032 . . . . . . . . . 6,442,040.40August 2032 . . . . . . . 6,305,691.91September 2032 . . . . 6,171,644.61October 2032 . . . . . . 6,039,863.15November 2032 . . . . 5,910,312.70December 2032 . . . . . 5,782,958.95January 2033 . . . . . . 5,657,768.07February 2033 . . . . . 5,534,706.76March 2033 . . . . . . . . 5,413,742.16April 2033 . . . . . . . . . 5,294,841.94May 2033 . . . . . . . . . 5,177,974.21June 2033 . . . . . . . . . 5,063,107.56July 2033 . . . . . . . . . 4,950,211.03August 2033 . . . . . . . 4,839,254.15September 2033 . . . . 4,730,206.84October 2033 . . . . . . 4,623,039.52November 2033 . . . . 4,517,723.00December 2033 . . . . . 4,414,228.55January 2034 . . . . . . 4,312,527.84February 2034 . . . . . 4,212,592.97March 2034 . . . . . . . . 4,114,396.44April 2034 . . . . . . . . . 4,017,911.18May 2034 . . . . . . . . . 3,923,110.49June 2034 . . . . . . . . . 3,829,968.07July 2034 . . . . . . . . . 3,738,458.03August 2034 . . . . . . . 3,648,554.83September 2034 . . . . 3,560,233.32October 2034 . . . . . . 3,473,468.74November 2034 . . . . 3,388,236.67December 2034 . . . . . 3,304,513.06January 2035 . . . . . . 3,222,274.22February 2035 . . . . . 3,141,496.80March 2035 . . . . . . . . 3,062,157.81April 2035 . . . . . . . . . 2,984,234.59May 2035 . . . . . . . . . 2,907,704.83June 2035 . . . . . . . . . 2,832,546.52July 2035 . . . . . . . . . 2,758,738.02August 2035 . . . . . . . 2,686,257.97September 2035 . . . . 2,615,085.36October 2035 . . . . . . 2,545,199.46November 2035 . . . . 2,476,579.88December 2035 . . . . . 2,409,206.52January 2036 . . . . . . 2,343,059.58February 2036 . . . . . 2,278,119.54March 2036 . . . . . . . . 2,214,367.19April 2036 . . . . . . . . . 2,151,783.61May 2036 . . . . . . . . . 2,090,350.15June 2036 . . . . . . . . . 2,030,048.43July 2036 . . . . . . . . . 1,970,860.37August 2036 . . . . . . . 1,912,768.14September 2036 . . . . 1,855,754.18

DistributionDate

PlannedBalance

October 2036 . . . . . . $ 1,799,801.20November 2036 . . . . 1,744,892.17December 2036 . . . . . 1,691,010.29January 2037 . . . . . . 1,638,139.05February 2037 . . . . . 1,586,262.16March 2037 . . . . . . . . 1,535,363.59April 2037 . . . . . . . . . 1,485,427.53May 2037 . . . . . . . . . 1,436,438.44June 2037 . . . . . . . . . 1,388,380.97July 2037 . . . . . . . . . 1,341,240.05August 2037 . . . . . . . 1,295,000.79September 2037 . . . . 1,249,648.57October 2037 . . . . . . 1,205,168.95November 2037 . . . . 1,161,547.73December 2037 . . . . . 1,118,770.91January 2038 . . . . . . 1,076,824.73February 2038 . . . . . 1,035,695.60March 2038 . . . . . . . . 995,370.15April 2038 . . . . . . . . . 955,835.23May 2038 . . . . . . . . . 917,077.87June 2038 . . . . . . . . . 879,085.30July 2038 . . . . . . . . . 841,844.94August 2038 . . . . . . . 805,344.40September 2038 . . . . 769,571.50October 2038 . . . . . . 734,514.22November 2038 . . . . 700,160.72December 2038 . . . . . 666,499.36January 2039 . . . . . . 633,518.67February 2039 . . . . . 601,207.35March 2039 . . . . . . . . 569,554.26April 2039 . . . . . . . . . 538,548.47May 2039 . . . . . . . . . 508,179.17June 2039 . . . . . . . . . 478,435.75July 2039 . . . . . . . . . 449,307.74August 2039 . . . . . . . 420,784.83September 2039 . . . . 392,856.89October 2039 . . . . . . 365,513.93November 2039 . . . . 338,746.11December 2039 . . . . . 312,543.73January 2040 . . . . . . 286,897.28February 2040 . . . . . 261,797.35March 2040 . . . . . . . . 237,234.71April 2040 . . . . . . . . . 213,200.24May 2040 . . . . . . . . . 189,684.98June 2040 . . . . . . . . . 166,680.11July 2040 . . . . . . . . . 144,176.94August 2040 . . . . . . . 122,166.91September 2040 . . . . 100,641.60October 2040 . . . . . . 79,592.71November 2040 . . . . 59,012.09December 2040 . . . . . 38,891.69January 2041 . . . . . . 19,223.59February 2041 and

thereafter . . . . . . . 0.00

B-2

Aggregate Group II Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . $190,842,000.00January 2014 . . . . . . 188,862,132.15February 2014 . . . . . 186,896,097.01March 2014 . . . . . . . . 184,944,255.37April 2014 . . . . . . . . . 183,006,509.01May 2014 . . . . . . . . . 181,082,760.38June 2014 . . . . . . . . . 179,172,912.59July 2014 . . . . . . . . . 177,276,869.43August 2014 . . . . . . . 175,394,535.33September 2014 . . . . 173,525,815.37October 2014 . . . . . . 171,670,615.28November 2014 . . . . 169,828,841.44December 2014 . . . . . 168,000,400.85January 2015 . . . . . . 166,185,201.16February 2015 . . . . . 164,383,150.64March 2015 . . . . . . . . 162,594,158.20April 2015 . . . . . . . . . 160,818,133.35May 2015 . . . . . . . . . 159,054,986.23June 2015 . . . . . . . . . 157,304,627.59July 2015 . . . . . . . . . 155,566,968.78August 2015 . . . . . . . 153,841,921.77September 2015 . . . . 152,129,399.12October 2015 . . . . . . 150,429,313.99November 2015 . . . . 148,741,580.12December 2015 . . . . . 147,066,111.86January 2016 . . . . . . 145,402,824.13February 2016 . . . . . 143,751,632.42March 2016 . . . . . . . . 142,112,452.82April 2016 . . . . . . . . . 140,485,201.98May 2016 . . . . . . . . . 138,869,797.11June 2016 . . . . . . . . . 137,266,156.00July 2016 . . . . . . . . . 135,674,197.00August 2016 . . . . . . . 134,093,839.00September 2016 . . . . 132,525,001.46October 2016 . . . . . . 130,967,604.38November 2016 . . . . 129,421,568.31December 2016 . . . . . 127,886,814.34January 2017 . . . . . . 126,363,264.10February 2017 . . . . . 124,850,839.76March 2017 . . . . . . . . 123,349,464.01April 2017 . . . . . . . . . 121,859,060.07May 2017 . . . . . . . . . 120,379,551.69June 2017 . . . . . . . . . 118,910,863.13July 2017 . . . . . . . . . 117,452,919.19August 2017 . . . . . . . 116,005,645.15September 2017 . . . . 114,568,966.82October 2017 . . . . . . 113,142,810.52November 2017 . . . . 111,727,103.06December 2017 . . . . . 110,321,771.75January 2018 . . . . . . 108,926,744.41February 2018 . . . . . 107,541,949.35March 2018 . . . . . . . . 106,167,315.35April 2018 . . . . . . . . . 104,802,771.69May 2018 . . . . . . . . . 103,448,248.14June 2018 . . . . . . . . . 102,103,674.94July 2018 . . . . . . . . . 100,768,982.81August 2018 . . . . . . . 99,444,102.94September 2018 . . . . 98,128,966.98October 2018 . . . . . . 96,823,507.08

DistributionDate

PlannedBalance

November 2018 . . . . $ 95,527,655.81December 2018 . . . . . 94,241,346.24January 2019 . . . . . . 92,964,511.86February 2019 . . . . . 91,697,086.65March 2019 . . . . . . . . 90,439,005.02April 2019 . . . . . . . . . 89,190,201.83May 2019 . . . . . . . . . 87,950,612.39June 2019 . . . . . . . . . 86,720,172.44July 2019 . . . . . . . . . 85,498,818.17August 2019 . . . . . . . 84,286,486.22September 2019 . . . . 83,083,113.63October 2019 . . . . . . 81,888,637.89November 2019 . . . . 80,702,996.93December 2019 . . . . . 79,526,129.06January 2020 . . . . . . 78,357,973.07February 2020 . . . . . 77,198,468.12March 2020 . . . . . . . . 76,047,553.81April 2020 . . . . . . . . . 74,905,170.14May 2020 . . . . . . . . . 73,771,257.55June 2020 . . . . . . . . . 72,645,756.84July 2020 . . . . . . . . . 71,528,609.24August 2020 . . . . . . . 70,419,756.40September 2020 . . . . 69,319,140.34October 2020 . . . . . . 68,226,703.48November 2020 . . . . 67,148,085.58December 2020 . . . . . 66,085,488.87January 2021 . . . . . . 65,038,683.61February 2021 . . . . . 64,007,443.32March 2021 . . . . . . . . 62,991,544.68April 2021 . . . . . . . . . 61,990,767.49May 2021 . . . . . . . . . 61,004,894.66June 2021 . . . . . . . . . 60,033,712.15July 2021 . . . . . . . . . 59,077,008.91August 2021 . . . . . . . 58,134,576.88September 2021 . . . . 57,206,210.90October 2021 . . . . . . 56,291,708.71November 2021 . . . . 55,390,870.88December 2021 . . . . . 54,503,500.80January 2022 . . . . . . 53,629,404.61February 2022 . . . . . 52,768,391.19March 2022 . . . . . . . . 51,920,272.10April 2022 . . . . . . . . . 51,084,861.55May 2022 . . . . . . . . . 50,261,976.38June 2022 . . . . . . . . . 49,451,435.99July 2022 . . . . . . . . . 48,653,062.33August 2022 . . . . . . . 47,866,679.87September 2022 . . . . 47,092,115.53October 2022 . . . . . . 46,329,198.69November 2022 . . . . 45,577,761.12December 2022 . . . . . 44,837,636.97January 2023 . . . . . . 44,108,662.72February 2023 . . . . . 43,390,677.17March 2023 . . . . . . . . 42,683,521.38April 2023 . . . . . . . . . 41,987,038.67May 2023 . . . . . . . . . 41,301,074.54June 2023 . . . . . . . . . 40,625,476.71July 2023 . . . . . . . . . 39,960,095.01August 2023 . . . . . . . 39,304,781.43September 2023 . . . . 38,659,390.02

DistributionDate

PlannedBalance

October 2023 . . . . . . $ 38,023,776.90November 2023 . . . . 37,397,800.24December 2023 . . . . . 36,781,320.20January 2024 . . . . . . 36,174,198.90February 2024 . . . . . 35,576,300.45March 2024 . . . . . . . . 34,987,490.86April 2024 . . . . . . . . . 34,407,638.02May 2024 . . . . . . . . . 33,836,611.72June 2024 . . . . . . . . . 33,274,283.57July 2024 . . . . . . . . . 32,720,527.01August 2024 . . . . . . . 32,175,217.27September 2024 . . . . 31,638,231.35October 2024 . . . . . . 31,109,447.99November 2024 . . . . 30,588,747.63December 2024 . . . . . 30,076,012.45January 2025 . . . . . . 29,571,126.25February 2025 . . . . . 29,073,974.51March 2025 . . . . . . . . 28,584,444.33April 2025 . . . . . . . . . 28,102,424.39May 2025 . . . . . . . . . 27,627,804.99June 2025 . . . . . . . . . 27,160,477.96July 2025 . . . . . . . . . 26,700,336.66August 2025 . . . . . . . 26,247,275.98September 2025 . . . . 25,801,192.30October 2025 . . . . . . 25,361,983.48November 2025 . . . . 24,929,548.81December 2025 . . . . . 24,503,789.04January 2026 . . . . . . 24,084,606.30February 2026 . . . . . 23,671,904.14March 2026 . . . . . . . . 23,265,587.48April 2026 . . . . . . . . . 22,865,562.57May 2026 . . . . . . . . . 22,471,737.01June 2026 . . . . . . . . . 22,084,019.73July 2026 . . . . . . . . . 21,702,320.94August 2026 . . . . . . . 21,326,552.12September 2026 . . . . 20,956,626.04October 2026 . . . . . . 20,592,456.69November 2026 . . . . 20,233,959.29December 2026 . . . . . 19,881,050.29January 2027 . . . . . . 19,533,647.30February 2027 . . . . . 19,191,669.14March 2027 . . . . . . . . 18,855,035.75April 2027 . . . . . . . . . 18,523,668.26May 2027 . . . . . . . . . 18,197,488.88June 2027 . . . . . . . . . 17,876,420.96July 2027 . . . . . . . . . 17,560,388.94August 2027 . . . . . . . 17,249,318.34September 2027 . . . . 16,943,135.74October 2027 . . . . . . 16,641,768.79November 2027 . . . . 16,345,146.14December 2027 . . . . . 16,053,197.49January 2028 . . . . . . 15,765,853.54February 2028 . . . . . 15,483,045.98March 2028 . . . . . . . . 15,204,707.47April 2028 . . . . . . . . . 14,930,771.66May 2028 . . . . . . . . . 14,661,173.13June 2028 . . . . . . . . . 14,395,847.41July 2028 . . . . . . . . . 14,134,730.93August 2028 . . . . . . . 13,877,761.07

B-3

Aggregate Group II (Continued)

DistributionDate

PlannedBalance

September 2028 . . . . $ 13,624,876.08October 2028 . . . . . . 13,376,015.12November 2028 . . . . 13,131,118.20December 2028 . . . . . 12,890,126.20January 2029 . . . . . . 12,652,980.85February 2029 . . . . . 12,419,624.74March 2029 . . . . . . . . 12,190,001.24April 2029 . . . . . . . . . 11,964,054.58May 2029 . . . . . . . . . 11,741,729.77June 2029 . . . . . . . . . 11,522,972.61July 2029 . . . . . . . . . 11,307,729.68August 2029 . . . . . . . 11,095,948.35September 2029 . . . . 10,887,576.72October 2029 . . . . . . 10,682,563.66November 2029 . . . . 10,480,858.77December 2029 . . . . . 10,282,412.37January 2030 . . . . . . 10,087,175.50February 2030 . . . . . 9,895,099.92March 2030 . . . . . . . . 9,706,138.07April 2030 . . . . . . . . . 9,520,243.09May 2030 . . . . . . . . . 9,337,368.78June 2030 . . . . . . . . . 9,157,469.63July 2030 . . . . . . . . . 8,980,500.76August 2030 . . . . . . . 8,806,417.98September 2030 . . . . 8,635,177.69October 2030 . . . . . . 8,466,736.96November 2030 . . . . 8,301,053.47December 2030 . . . . . 8,138,085.51January 2031 . . . . . . 7,977,791.97February 2031 . . . . . 7,820,132.35March 2031 . . . . . . . . 7,665,066.72April 2031 . . . . . . . . . 7,512,555.74May 2031 . . . . . . . . . 7,362,560.65June 2031 . . . . . . . . . 7,215,043.23July 2031 . . . . . . . . . 7,069,965.83August 2031 . . . . . . . 6,927,291.35September 2031 . . . . 6,786,983.23October 2031 . . . . . . 6,649,005.42November 2031 . . . . 6,513,322.41December 2031 . . . . . 6,379,899.22January 2032 . . . . . . 6,248,701.36February 2032 . . . . . 6,119,694.85March 2032 . . . . . . . . 5,992,846.20April 2032 . . . . . . . . . 5,868,122.41May 2032 . . . . . . . . . 5,745,490.97June 2032 . . . . . . . . . 5,624,919.83July 2032 . . . . . . . . . 5,506,377.43August 2032 . . . . . . . 5,389,832.64September 2032 . . . . 5,275,254.80October 2032 . . . . . . 5,162,613.71

DistributionDate

PlannedBalance

November 2032 . . . . $ 5,051,879.59December 2032 . . . . . 4,943,023.11January 2033 . . . . . . 4,836,015.37February 2033 . . . . . 4,730,827.88March 2033 . . . . . . . . 4,627,432.58April 2033 . . . . . . . . . 4,525,801.81May 2033 . . . . . . . . . 4,425,908.33June 2033 . . . . . . . . . 4,327,725.29July 2033 . . . . . . . . . 4,231,226.23August 2033 . . . . . . . 4,136,385.08September 2033 . . . . 4,043,176.16October 2033 . . . . . . 3,951,574.17November 2033 . . . . 3,861,554.17December 2033 . . . . . 3,773,091.58January 2034 . . . . . . 3,686,162.22February 2034 . . . . . 3,600,742.21March 2034 . . . . . . . . 3,516,808.07April 2034 . . . . . . . . . 3,434,336.64May 2034 . . . . . . . . . 3,353,305.12June 2034 . . . . . . . . . 3,273,691.01July 2034 . . . . . . . . . 3,195,472.18August 2034 . . . . . . . 3,118,626.81September 2034 . . . . 3,043,133.42October 2034 . . . . . . 2,968,970.80November 2034 . . . . 2,896,118.12December 2034 . . . . . 2,824,554.80January 2035 . . . . . . 2,754,260.59February 2035 . . . . . 2,685,215.55March 2035 . . . . . . . . 2,617,400.01April 2035 . . . . . . . . . 2,550,794.62May 2035 . . . . . . . . . 2,485,380.29June 2035 . . . . . . . . . 2,421,138.22July 2035 . . . . . . . . . 2,358,049.90August 2035 . . . . . . . 2,296,097.09September 2035 . . . . 2,235,261.82October 2035 . . . . . . 2,175,526.38November 2035 . . . . 2,116,873.34December 2035 . . . . . 2,059,285.50January 2036 . . . . . . 2,002,745.96February 2036 . . . . . 1,947,238.02March 2036 . . . . . . . . 1,892,745.27April 2036 . . . . . . . . . 1,839,251.54May 2036 . . . . . . . . . 1,786,740.87June 2036 . . . . . . . . . 1,735,197.57July 2036 . . . . . . . . . 1,684,606.18August 2036 . . . . . . . 1,634,951.45September 2036 . . . . 1,586,218.39October 2036 . . . . . . 1,538,392.20November 2036 . . . . 1,491,458.33December 2036 . . . . . 1,445,402.44

DistributionDate

PlannedBalance

January 2037 . . . . . . $ 1,400,210.39February 2037 . . . . . 1,355,868.27March 2037 . . . . . . . . 1,312,362.37April 2037 . . . . . . . . . 1,269,679.19May 2037 . . . . . . . . . 1,227,805.43June 2037 . . . . . . . . . 1,186,727.99July 2037 . . . . . . . . . 1,146,433.97August 2037 . . . . . . . 1,106,910.65September 2037 . . . . 1,068,145.53October 2037 . . . . . . 1,030,126.28November 2037 . . . . 992,840.75December 2037 . . . . . 956,276.98January 2038 . . . . . . 920,423.19February 2038 . . . . . 885,267.79March 2038 . . . . . . . . 850,799.34April 2038 . . . . . . . . . 817,006.61May 2038 . . . . . . . . . 783,878.49June 2038 . . . . . . . . . 751,404.08July 2038 . . . . . . . . . 719,572.63August 2038 . . . . . . . 688,373.55September 2038 . . . . 657,796.42October 2038 . . . . . . 627,830.97November 2038 . . . . 598,467.09December 2038 . . . . . 569,694.82January 2039 . . . . . . 541,504.35February 2039 . . . . . 513,886.03March 2039 . . . . . . . . 486,830.34April 2039 . . . . . . . . . 460,327.93May 2039 . . . . . . . . . 434,369.57June 2039 . . . . . . . . . 408,946.18July 2039 . . . . . . . . . 384,048.82August 2039 . . . . . . . 359,668.67September 2039 . . . . 335,797.08October 2039 . . . . . . 312,425.49November 2039 . . . . 289,545.52December 2039 . . . . . 267,148.86January 2040 . . . . . . 245,227.38February 2040 . . . . . 223,773.05March 2040 . . . . . . . . 202,777.96April 2040 . . . . . . . . . 182,234.34May 2040 . . . . . . . . . 162,134.52June 2040 . . . . . . . . . 142,470.95July 2040 . . . . . . . . . 123,236.21August 2040 . . . . . . . 104,422.99September 2040 . . . . 86,024.09October 2040 . . . . . . 68,032.41November 2040 . . . . 50,440.98December 2040 . . . . . 33,242.93January 2041 . . . . . . 16,431.49February 2041 and

thereafter . . . . . . . 0.00

B-4

Aggregate Group III Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . $189,161,000.00January 2014 . . . . . . 186,967,619.56February 2014 . . . . . 184,791,737.29March 2014 . . . . . . . . 182,633,611.81April 2014 . . . . . . . . . 180,493,090.32May 2014 . . . . . . . . . 178,370,021.23June 2014 . . . . . . . . . 176,264,254.21July 2014 . . . . . . . . . 174,175,640.15August 2014 . . . . . . . 172,104,031.15September 2014 . . . . 170,049,280.52October 2014 . . . . . . 168,011,242.77November 2014 . . . . 165,989,773.60December 2014 . . . . . 163,984,729.86January 2015 . . . . . . 161,995,969.59February 2015 . . . . . 160,023,351.99March 2015 . . . . . . . . 158,066,737.39April 2015 . . . . . . . . . 156,125,987.28May 2015 . . . . . . . . . 154,200,964.25June 2015 . . . . . . . . . 152,291,532.03July 2015 . . . . . . . . . 150,397,555.45August 2015 . . . . . . . 148,518,900.46September 2015 . . . . 146,655,434.08October 2015 . . . . . . 144,807,024.43November 2015 . . . . 142,973,540.68December 2015 . . . . . 141,154,853.09January 2016 . . . . . . 139,350,832.96February 2016 . . . . . 137,561,352.66March 2016 . . . . . . . . 135,786,285.58April 2016 . . . . . . . . . 134,025,506.14May 2016 . . . . . . . . . 132,278,889.79June 2016 . . . . . . . . . 130,546,312.99July 2016 . . . . . . . . . 128,827,653.21August 2016 . . . . . . . 127,122,788.92September 2016 . . . . 125,431,599.57October 2016 . . . . . . 123,753,965.59November 2016 . . . . 122,089,768.39December 2016 . . . . . 120,438,890.34January 2017 . . . . . . 118,801,214.78February 2017 . . . . . 117,176,625.98March 2017 . . . . . . . . 115,565,009.16April 2017 . . . . . . . . . 113,966,250.48May 2017 . . . . . . . . . 112,380,237.01June 2017 . . . . . . . . . 110,806,856.75July 2017 . . . . . . . . . 109,245,998.62August 2017 . . . . . . . 107,697,552.41September 2017 . . . . 106,161,408.84October 2017 . . . . . . 104,637,459.51November 2017 . . . . 103,125,596.88December 2017 . . . . . 101,625,714.32January 2018 . . . . . . 100,137,706.03February 2018 . . . . . 98,661,467.10March 2018 . . . . . . . . 97,196,893.45April 2018 . . . . . . . . . 95,743,881.85May 2018 . . . . . . . . . 94,302,329.93June 2018 . . . . . . . . . 92,872,136.11July 2018 . . . . . . . . . 91,453,199.68August 2018 . . . . . . . 90,045,420.71September 2018 . . . . 88,648,700.10October 2018 . . . . . . 87,262,939.56

DistributionDate

PlannedBalance

November 2018 . . . . $ 85,888,041.58December 2018 . . . . . 84,523,909.46January 2019 . . . . . . 83,170,447.27February 2019 . . . . . 81,831,668.40March 2019 . . . . . . . . 80,513,390.84April 2019 . . . . . . . . . 79,215,309.78May 2019 . . . . . . . . . 77,937,124.85June 2019 . . . . . . . . . 76,678,540.06July 2019 . . . . . . . . . 75,439,263.76August 2019 . . . . . . . 74,219,008.53September 2019 . . . . 73,017,491.18October 2019 . . . . . . 71,834,432.63November 2019 . . . . 70,669,557.89December 2019 . . . . . 69,522,595.98January 2020 . . . . . . 68,393,279.90February 2020 . . . . . 67,281,346.52March 2020 . . . . . . . . 66,186,536.60April 2020 . . . . . . . . . 65,108,594.65May 2020 . . . . . . . . . 64,047,268.94June 2020 . . . . . . . . . 63,002,311.41July 2020 . . . . . . . . . 61,973,477.65August 2020 . . . . . . . 60,960,526.81September 2020 . . . . 59,963,221.57October 2020 . . . . . . 58,981,328.08November 2020 . . . . 58,014,615.92December 2020 . . . . . 57,062,858.04January 2021 . . . . . . 56,125,830.73February 2021 . . . . . 55,203,313.54March 2021 . . . . . . . . 54,295,089.25April 2021 . . . . . . . . . 53,400,943.84May 2021 . . . . . . . . . 52,520,666.42June 2021 . . . . . . . . . 51,654,049.20July 2021 . . . . . . . . . 50,800,887.41August 2021 . . . . . . . 49,960,979.32September 2021 . . . . 49,134,126.14October 2021 . . . . . . 48,320,131.99November 2021 . . . . 47,518,803.90December 2021 . . . . . 46,729,951.69January 2022 . . . . . . 45,953,387.99February 2022 . . . . . 45,188,928.21March 2022 . . . . . . . . 44,436,390.42April 2022 . . . . . . . . . 43,695,595.40May 2022 . . . . . . . . . 42,966,366.56June 2022 . . . . . . . . . 42,248,529.89July 2022 . . . . . . . . . 41,541,913.96August 2022 . . . . . . . 40,846,349.84September 2022 . . . . 40,161,671.10October 2022 . . . . . . 39,487,713.76November 2022 . . . . 38,824,316.24December 2022 . . . . . 38,171,319.34January 2023 . . . . . . 37,528,566.22February 2023 . . . . . 36,895,902.34March 2023 . . . . . . . . 36,273,175.44April 2023 . . . . . . . . . 35,660,235.48May 2023 . . . . . . . . . 35,056,934.67June 2023 . . . . . . . . . 34,463,127.38July 2023 . . . . . . . . . 33,878,670.11August 2023 . . . . . . . 33,303,421.51September 2023 . . . . 32,737,242.29

DistributionDate

PlannedBalance

October 2023 . . . . . . $ 32,179,995.22November 2023 . . . . 31,631,545.10December 2023 . . . . . 31,091,758.73January 2024 . . . . . . 30,560,504.86February 2024 . . . . . 30,037,654.20March 2024 . . . . . . . . 29,523,079.35April 2024 . . . . . . . . . 29,016,654.81May 2024 . . . . . . . . . 28,518,256.91June 2024 . . . . . . . . . 28,027,763.84July 2024 . . . . . . . . . 27,545,055.57August 2024 . . . . . . . 27,070,013.84September 2024 . . . . 26,602,522.17October 2024 . . . . . . 26,142,465.77November 2024 . . . . 25,689,731.56December 2024 . . . . . 25,244,208.15January 2025 . . . . . . 24,805,785.77February 2025 . . . . . 24,374,356.30March 2025 . . . . . . . . 23,949,813.22April 2025 . . . . . . . . . 23,532,051.57May 2025 . . . . . . . . . 23,120,967.97June 2025 . . . . . . . . . 22,716,460.56July 2025 . . . . . . . . . 22,318,428.99August 2025 . . . . . . . 21,926,774.39September 2025 . . . . 21,541,399.39October 2025 . . . . . . 21,162,208.03November 2025 . . . . 20,789,105.78December 2025 . . . . . 20,421,999.55January 2026 . . . . . . 20,060,797.57February 2026 . . . . . 19,705,409.50March 2026 . . . . . . . . 19,355,746.29April 2026 . . . . . . . . . 19,011,720.25May 2026 . . . . . . . . . 18,673,244.98June 2026 . . . . . . . . . 18,340,235.35July 2026 . . . . . . . . . 18,012,607.52August 2026 . . . . . . . 17,690,278.89September 2026 . . . . 17,373,168.10October 2026 . . . . . . 17,061,194.97November 2026 . . . . 16,754,280.55December 2026 . . . . . 16,452,347.05January 2027 . . . . . . 16,155,317.85February 2027 . . . . . 15,863,117.45March 2027 . . . . . . . . 15,575,671.49April 2027 . . . . . . . . . 15,292,906.73May 2027 . . . . . . . . . 15,014,751.01June 2027 . . . . . . . . . 14,741,133.24July 2027 . . . . . . . . . 14,471,983.42August 2027 . . . . . . . 14,207,232.56September 2027 . . . . 13,946,812.72October 2027 . . . . . . 13,690,656.99November 2027 . . . . 13,438,699.42December 2027 . . . . . 13,190,875.08January 2028 . . . . . . 12,947,120.01February 2028 . . . . . 12,707,371.19March 2028 . . . . . . . . 12,471,566.55April 2028 . . . . . . . . . 12,239,644.95May 2028 . . . . . . . . . 12,011,546.18June 2028 . . . . . . . . . 11,787,210.90July 2028 . . . . . . . . . 11,566,580.69August 2028 . . . . . . . 11,349,598.00

B-5

Aggregate Group III (Continued)

DistributionDate

PlannedBalance

September 2028 . . . . $ 11,136,206.13October 2028 . . . . . . 10,926,349.23November 2028 . . . . 10,719,972.32December 2028 . . . . . 10,517,021.20January 2029 . . . . . . 10,317,442.51February 2029 . . . . . 10,121,183.70March 2029 . . . . . . . . 9,928,192.98April 2029 . . . . . . . . . 9,738,419.37May 2029 . . . . . . . . . 9,551,812.63June 2029 . . . . . . . . . 9,368,323.30July 2029 . . . . . . . . . 9,187,902.65August 2029 . . . . . . . 9,010,502.69September 2029 . . . . 8,836,076.13October 2029 . . . . . . 8,664,576.43November 2029 . . . . 8,495,957.73December 2029 . . . . . 8,330,174.86January 2030 . . . . . . 8,167,183.34February 2030 . . . . . 8,006,939.35March 2030 . . . . . . . . 7,849,399.73April 2030 . . . . . . . . . 7,694,522.00May 2030 . . . . . . . . . 7,542,264.29June 2030 . . . . . . . . . 7,392,585.37July 2030 . . . . . . . . . 7,245,444.64August 2030 . . . . . . . 7,100,802.11September 2030 . . . . 6,958,618.39October 2030 . . . . . . 6,818,854.70November 2030 . . . . 6,681,472.83December 2030 . . . . . 6,546,435.16January 2031 . . . . . . 6,413,704.64February 2031 . . . . . 6,283,244.77March 2031 . . . . . . . . 6,155,019.62April 2031 . . . . . . . . . 6,028,993.78May 2031 . . . . . . . . . 5,905,132.42June 2031 . . . . . . . . . 5,783,401.19July 2031 . . . . . . . . . 5,663,766.29August 2031 . . . . . . . 5,546,194.42September 2031 . . . . 5,430,652.81October 2031 . . . . . . 5,317,109.15November 2031 . . . . 5,205,531.66December 2031 . . . . . 5,095,889.02January 2032 . . . . . . 4,988,150.39February 2032 . . . . . 4,882,285.40March 2032 . . . . . . . . 4,778,264.15April 2032 . . . . . . . . . 4,676,057.19May 2032 . . . . . . . . . 4,575,635.52June 2032 . . . . . . . . . 4,476,970.58July 2032 . . . . . . . . . 4,380,034.25August 2032 . . . . . . . 4,284,798.83September 2032 . . . . 4,191,237.05October 2032 . . . . . . 4,099,322.07

DistributionDate

PlannedBalance

November 2032 . . . . $ 4,009,027.43December 2032 . . . . . 3,920,327.10January 2033 . . . . . . 3,833,195.44February 2033 . . . . . 3,747,607.20March 2033 . . . . . . . . 3,663,537.52April 2033 . . . . . . . . . 3,580,961.92May 2033 . . . . . . . . . 3,499,856.29June 2033 . . . . . . . . . 3,420,196.90July 2033 . . . . . . . . . 3,341,960.38August 2033 . . . . . . . 3,265,123.71September 2033 . . . . 3,189,664.23October 2033 . . . . . . 3,115,559.64November 2033 . . . . 3,042,787.96December 2033 . . . . . 2,971,327.56January 2034 . . . . . . 2,901,157.15February 2034 . . . . . 2,832,255.75March 2034 . . . . . . . . 2,764,602.73April 2034 . . . . . . . . . 2,698,177.74May 2034 . . . . . . . . . 2,632,960.78June 2034 . . . . . . . . . 2,568,932.13July 2034 . . . . . . . . . 2,506,072.39August 2034 . . . . . . . 2,444,362.47September 2034 . . . . 2,383,783.55October 2034 . . . . . . 2,324,317.11November 2034 . . . . 2,265,944.92December 2034 . . . . . 2,208,649.03January 2035 . . . . . . 2,152,411.78February 2035 . . . . . 2,097,215.76March 2035 . . . . . . . . 2,043,043.84April 2035 . . . . . . . . . 1,989,879.16May 2035 . . . . . . . . . 1,937,705.13June 2035 . . . . . . . . . 1,886,505.38July 2035 . . . . . . . . . 1,836,263.85August 2035 . . . . . . . 1,786,964.68September 2035 . . . . 1,738,592.28October 2035 . . . . . . 1,691,131.30November 2035 . . . . 1,644,566.62December 2035 . . . . . 1,598,883.38January 2036 . . . . . . 1,554,066.92February 2036 . . . . . 1,510,102.82March 2036 . . . . . . . . 1,466,976.90April 2036 . . . . . . . . . 1,424,675.19May 2036 . . . . . . . . . 1,383,183.92June 2036 . . . . . . . . . 1,342,489.56July 2036 . . . . . . . . . 1,302,578.79August 2036 . . . . . . . 1,263,438.48September 2036 . . . . 1,225,055.73October 2036 . . . . . . 1,187,417.82November 2036 . . . . 1,150,512.24December 2036 . . . . . 1,114,326.68

DistributionDate

PlannedBalance

January 2037 . . . . . . $ 1,078,849.01February 2037 . . . . . 1,044,067.31March 2037 . . . . . . . . 1,009,969.82April 2037 . . . . . . . . . 976,544.99May 2037 . . . . . . . . . 943,781.43June 2037 . . . . . . . . . 911,667.96July 2037 . . . . . . . . . 880,193.54August 2037 . . . . . . . 849,347.33September 2037 . . . . 819,118.65October 2037 . . . . . . 789,496.99November 2037 . . . . 760,472.01December 2037 . . . . . 732,033.52January 2038 . . . . . . 704,171.50February 2038 . . . . . 676,876.10March 2038 . . . . . . . . 650,137.61April 2038 . . . . . . . . . 623,946.48May 2038 . . . . . . . . . 598,293.31June 2038 . . . . . . . . . 573,168.84July 2038 . . . . . . . . . 548,563.98August 2038 . . . . . . . 524,469.77September 2038 . . . . 500,877.38October 2038 . . . . . . 477,778.13November 2038 . . . . 455,163.51December 2038 . . . . . 433,025.08January 2039 . . . . . . 411,354.60February 2039 . . . . . 390,143.93March 2039 . . . . . . . . 369,385.04April 2039 . . . . . . . . . 349,070.08May 2039 . . . . . . . . . 329,191.27June 2039 . . . . . . . . . 309,741.00July 2039 . . . . . . . . . 290,711.76August 2039 . . . . . . . 272,096.16September 2039 . . . . 253,886.92October 2039 . . . . . . 236,076.91November 2039 . . . . 218,659.08December 2039 . . . . . 201,626.51January 2040 . . . . . . 184,972.38February 2040 . . . . . 168,690.00March 2040 . . . . . . . . 152,772.76April 2040 . . . . . . . . . 137,214.19May 2040 . . . . . . . . . 122,007.89June 2040 . . . . . . . . . 107,147.58July 2040 . . . . . . . . . 92,627.09August 2040 . . . . . . . 78,440.33September 2040 . . . . 64,581.33October 2040 . . . . . . 51,044.20November 2040 . . . . 37,823.15December 2040 . . . . . 24,912.49January 2041 . . . . . . 12,306.61February 2041 and

thereafter . . . . . . . 0.00

B-6

Aggregate Group IV Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . . $67,256,000.00January 2014 . . . . . . . 66,471,035.04February 2014 . . . . . . 65,692,026.55March 2014 . . . . . . . . . 64,919,361.80April 2014 . . . . . . . . . . 64,152,986.44May 2014 . . . . . . . . . . 63,392,846.59June 2014 . . . . . . . . . . 62,638,888.78July 2014 . . . . . . . . . . . 61,891,059.98August 2014 . . . . . . . . 61,149,307.59September 2014 . . . . . 60,413,579.46October 2014 . . . . . . . . 59,683,823.83November 2014 . . . . . 58,959,989.39December 2014 . . . . . . 58,242,025.22January 2015 . . . . . . . 57,529,880.83February 2015 . . . . . . 56,823,506.14March 2015 . . . . . . . . . 56,122,851.47April 2015 . . . . . . . . . . 55,427,867.55May 2015 . . . . . . . . . . 54,738,505.50June 2015 . . . . . . . . . . 54,054,716.85July 2015 . . . . . . . . . . . 53,376,453.52August 2015 . . . . . . . . 52,703,667.81September 2015 . . . . . 52,036,312.42October 2015 . . . . . . . . 51,374,340.43November 2015 . . . . . 50,717,705.29December 2015 . . . . . . 50,066,360.86January 2016 . . . . . . . 49,420,261.32February 2016 . . . . . . 48,779,361.28March 2016 . . . . . . . . . 48,143,615.68April 2016 . . . . . . . . . . 47,512,979.84May 2016 . . . . . . . . . . 46,887,409.45June 2016 . . . . . . . . . . 46,266,860.53July 2016 . . . . . . . . . . . 45,651,289.49August 2016 . . . . . . . . 45,040,653.07September 2016 . . . . . 44,434,908.38October 2016 . . . . . . . . 43,834,012.87November 2016 . . . . . 43,237,924.32December 2016 . . . . . . 42,646,600.88January 2017 . . . . . . . 42,060,001.02February 2017 . . . . . . 41,478,083.55March 2017 . . . . . . . . . 40,900,807.62April 2017 . . . . . . . . . . 40,328,132.70May 2017 . . . . . . . . . . 39,760,018.60June 2017 . . . . . . . . . . 39,196,425.45July 2017 . . . . . . . . . . . 38,637,313.70August 2017 . . . . . . . . 38,082,644.12September 2017 . . . . . 37,532,377.82October 2017 . . . . . . . . 36,986,476.19November 2017 . . . . . 36,444,900.95December 2017 . . . . . . 35,907,614.14January 2018 . . . . . . . 35,374,578.08February 2018 . . . . . . 34,845,755.43March 2018 . . . . . . . . . 34,321,109.12April 2018 . . . . . . . . . . 33,800,602.40May 2018 . . . . . . . . . . 33,284,198.82June 2018 . . . . . . . . . . 32,771,862.19July 2018 . . . . . . . . . . . 32,263,556.67August 2018 . . . . . . . . 31,759,246.66September 2018 . . . . . 31,258,896.87October 2018 . . . . . . . . 30,762,472.29

DistributionDate

PlannedBalance

November 2018 . . . . . $30,269,938.20December 2018 . . . . . . 29,781,260.15January 2019 . . . . . . . 29,296,695.05February 2019 . . . . . . 28,819,571.33March 2019 . . . . . . . . . 28,349,778.39April 2019 . . . . . . . . . . 27,887,207.25May 2019 . . . . . . . . . . 27,431,750.50June 2019 . . . . . . . . . . 26,983,302.31July 2019 . . . . . . . . . . . 26,541,758.38August 2019 . . . . . . . . 26,107,015.95September 2019 . . . . . 25,678,973.74October 2019 . . . . . . . . 25,257,531.96November 2019 . . . . . 24,842,592.27December 2019 . . . . . . 24,434,057.76January 2020 . . . . . . . 24,031,832.94February 2020 . . . . . . 23,635,823.72March 2020 . . . . . . . . . 23,245,937.37April 2020 . . . . . . . . . . 22,862,082.53May 2020 . . . . . . . . . . 22,484,169.17June 2020 . . . . . . . . . . 22,112,108.56July 2020 . . . . . . . . . . . 21,745,813.28August 2020 . . . . . . . . 21,385,197.20September 2020 . . . . . 21,030,175.42October 2020 . . . . . . . . 20,680,664.31November 2020 . . . . . 20,336,581.44December 2020 . . . . . . 19,997,845.59January 2021 . . . . . . . 19,664,376.75February 2021 . . . . . . 19,336,096.05March 2021 . . . . . . . . . 19,012,925.80April 2021 . . . . . . . . . . 18,694,789.44May 2021 . . . . . . . . . . 18,381,611.51June 2021 . . . . . . . . . . 18,073,317.68July 2021 . . . . . . . . . . . 17,769,834.71August 2021 . . . . . . . . 17,471,090.41September 2021 . . . . . 17,177,013.68October 2021 . . . . . . . . 16,887,534.43November 2021 . . . . . 16,602,583.62December 2021 . . . . . . 16,322,093.21January 2022 . . . . . . . 16,045,996.17February 2022 . . . . . . 15,774,226.44March 2022 . . . . . . . . . 15,506,718.93April 2022 . . . . . . . . . . 15,243,409.53May 2022 . . . . . . . . . . 14,984,235.04June 2022 . . . . . . . . . . 14,729,133.19July 2022 . . . . . . . . . . . 14,478,042.66August 2022 . . . . . . . . 14,230,902.98September 2022 . . . . . 13,987,654.62October 2022 . . . . . . . . 13,748,238.88November 2022 . . . . . 13,512,597.94December 2022 . . . . . . 13,280,674.85January 2023 . . . . . . . 13,052,413.47February 2023 . . . . . . 12,827,758.49March 2023 . . . . . . . . . 12,606,655.44April 2023 . . . . . . . . . . 12,389,050.61May 2023 . . . . . . . . . . 12,174,891.11June 2023 . . . . . . . . . . 11,964,124.83July 2023 . . . . . . . . . . . 11,756,700.41August 2023 . . . . . . . . 11,552,567.25September 2023 . . . . . 11,351,675.52

DistributionDate

PlannedBalance

October 2023 . . . . . . . . $11,153,976.09November 2023 . . . . . 10,959,420.57December 2023 . . . . . . 10,767,961.29January 2024 . . . . . . . 10,579,551.28February 2024 . . . . . . 10,394,144.25March 2024 . . . . . . . . . 10,211,694.62April 2024 . . . . . . . . . . 10,032,157.44May 2024 . . . . . . . . . . 9,855,488.47June 2024 . . . . . . . . . . 9,681,644.10July 2024 . . . . . . . . . . . 9,510,581.37August 2024 . . . . . . . . 9,342,257.95September 2024 . . . . . 9,176,632.13October 2024 . . . . . . . . 9,013,662.83November 2024 . . . . . 8,853,309.58December 2024 . . . . . . 8,695,532.49January 2025 . . . . . . . 8,540,292.28February 2025 . . . . . . 8,387,550.23March 2025 . . . . . . . . . 8,237,268.23April 2025 . . . . . . . . . . 8,089,408.69May 2025 . . . . . . . . . . 7,943,934.60June 2025 . . . . . . . . . . 7,800,809.51July 2025 . . . . . . . . . . . 7,659,997.48August 2025 . . . . . . . . 7,521,463.12September 2025 . . . . . 7,385,171.58October 2025 . . . . . . . . 7,251,088.49November 2025 . . . . . 7,119,180.02December 2025 . . . . . . 6,989,412.84January 2026 . . . . . . . 6,861,754.10February 2026 . . . . . . 6,736,171.44March 2026 . . . . . . . . . 6,612,633.00April 2026 . . . . . . . . . . 6,491,107.37May 2026 . . . . . . . . . . 6,371,563.62June 2026 . . . . . . . . . . 6,253,971.28July 2026 . . . . . . . . . . . 6,138,300.33August 2026 . . . . . . . . 6,024,521.19September 2026 . . . . . 5,912,604.72October 2026 . . . . . . . . 5,802,522.25November 2026 . . . . . 5,694,245.47December 2026 . . . . . . 5,587,746.56January 2027 . . . . . . . 5,482,998.07February 2027 . . . . . . 5,379,972.98March 2027 . . . . . . . . . 5,278,644.65April 2027 . . . . . . . . . . 5,178,986.87May 2027 . . . . . . . . . . 5,080,973.80June 2027 . . . . . . . . . . 4,984,579.98July 2027 . . . . . . . . . . . 4,889,780.36August 2027 . . . . . . . . 4,796,550.22September 2027 . . . . . 4,704,865.26October 2027 . . . . . . . . 4,614,701.49November 2027 . . . . . 4,526,035.33December 2027 . . . . . . 4,438,843.51January 2028 . . . . . . . 4,353,103.13February 2028 . . . . . . 4,268,791.63March 2028 . . . . . . . . . 4,185,886.79April 2028 . . . . . . . . . . 4,104,366.71May 2028 . . . . . . . . . . 4,024,209.83June 2028 . . . . . . . . . . 3,945,394.92July 2028 . . . . . . . . . . . 3,867,901.05August 2028 . . . . . . . . 3,791,707.62

B-7

Aggregate Group IV (Continued)

DistributionDate

PlannedBalance

September 2028 . . . . . $ 3,716,794.31October 2028 . . . . . . . . 3,643,141.15November 2028 . . . . . 3,570,728.43December 2028 . . . . . . 3,499,536.77January 2029 . . . . . . . 3,429,547.04February 2029 . . . . . . 3,360,740.43March 2029 . . . . . . . . . 3,293,098.41April 2029 . . . . . . . . . . 3,226,602.72May 2029 . . . . . . . . . . 3,161,235.36June 2029 . . . . . . . . . . 3,096,978.64July 2029 . . . . . . . . . . . 3,033,815.10August 2029 . . . . . . . . 2,971,727.56September 2029 . . . . . 2,910,699.10October 2029 . . . . . . . . 2,850,713.04November 2029 . . . . . 2,791,752.97December 2029 . . . . . . 2,733,802.72January 2030 . . . . . . . 2,676,846.36February 2030 . . . . . . 2,620,868.20March 2030 . . . . . . . . . 2,565,852.80April 2030 . . . . . . . . . . 2,511,784.93May 2030 . . . . . . . . . . 2,458,649.62June 2030 . . . . . . . . . . 2,406,432.10July 2030 . . . . . . . . . . . 2,355,117.84August 2030 . . . . . . . . 2,304,692.52September 2030 . . . . . 2,255,142.04October 2030 . . . . . . . . 2,206,452.52November 2030 . . . . . 2,158,610.28December 2030 . . . . . . 2,111,601.84January 2031 . . . . . . . 2,065,413.96February 2031 . . . . . . 2,020,033.55March 2031 . . . . . . . . . 1,975,447.77April 2031 . . . . . . . . . . 1,931,643.93May 2031 . . . . . . . . . . 1,888,609.57June 2031 . . . . . . . . . . 1,846,332.39July 2031 . . . . . . . . . . . 1,804,800.29August 2031 . . . . . . . . 1,764,001.37September 2031 . . . . . 1,723,923.87October 2031 . . . . . . . . 1,684,556.24November 2031 . . . . . 1,645,887.11December 2031 . . . . . . 1,607,905.27January 2032 . . . . . . . 1,570,599.67February 2032 . . . . . . 1,533,959.45March 2032 . . . . . . . . . 1,497,973.91

DistributionDate

PlannedBalance

April 2032 . . . . . . . . . . $ 1,462,632.51May 2032 . . . . . . . . . . 1,427,924.87June 2032 . . . . . . . . . . 1,393,840.77July 2032 . . . . . . . . . . . 1,360,370.14August 2032 . . . . . . . . 1,327,503.08September 2032 . . . . . 1,295,229.83October 2032 . . . . . . . . 1,263,540.78November 2032 . . . . . 1,232,426.46December 2032 . . . . . . 1,201,877.57January 2033 . . . . . . . 1,171,884.92February 2033 . . . . . . 1,142,439.48March 2033 . . . . . . . . . 1,113,532.37April 2033 . . . . . . . . . . 1,085,154.81May 2033 . . . . . . . . . . 1,057,298.18June 2033 . . . . . . . . . . 1,029,954.00July 2033 . . . . . . . . . . . 1,003,113.91August 2033 . . . . . . . . 976,769.67September 2033 . . . . . 950,913.17October 2033 . . . . . . . . 925,536.43November 2033 . . . . . 900,631.61December 2033 . . . . . . 876,190.95January 2034 . . . . . . . 852,206.85February 2034 . . . . . . 828,671.80March 2034 . . . . . . . . . 805,578.43April 2034 . . . . . . . . . . 782,919.44May 2034 . . . . . . . . . . 760,687.71June 2034 . . . . . . . . . . 738,876.16July 2034 . . . . . . . . . . . 717,477.87August 2034 . . . . . . . . 696,486.01September 2034 . . . . . 675,893.85October 2034 . . . . . . . . 655,694.76November 2034 . . . . . 635,882.24December 2034 . . . . . . 616,449.87January 2035 . . . . . . . 597,391.32February 2035 . . . . . . 578,700.38March 2035 . . . . . . . . . 560,370.92April 2035 . . . . . . . . . . 542,396.92May 2035 . . . . . . . . . . 524,772.45June 2035 . . . . . . . . . . 507,491.66July 2035 . . . . . . . . . . . 490,548.81August 2035 . . . . . . . . 473,938.23September 2035 . . . . . 457,654.34October 2035 . . . . . . . . 441,691.67

DistributionDate

PlannedBalance

November 2035 . . . . . $ 426,044.82December 2035 . . . . . . 410,708.47January 2036 . . . . . . . 395,677.38February 2036 . . . . . . 380,946.41March 2036 . . . . . . . . . 366,510.48April 2036 . . . . . . . . . . 352,364.62May 2036 . . . . . . . . . . 338,503.89June 2036 . . . . . . . . . . 324,923.48July 2036 . . . . . . . . . . . 311,618.62August 2036 . . . . . . . . 298,584.62September 2036 . . . . . 285,816.87October 2036 . . . . . . . . 273,310.84November 2036 . . . . . 261,062.06December 2036 . . . . . . 249,066.13January 2037 . . . . . . . 237,318.72February 2037 . . . . . . 225,815.58March 2037 . . . . . . . . . 214,552.52April 2037 . . . . . . . . . . 203,525.40May 2037 . . . . . . . . . . 192,730.16June 2037 . . . . . . . . . . 182,162.82July 2037 . . . . . . . . . . . 171,819.43August 2037 . . . . . . . . 161,696.13September 2037 . . . . . 151,789.10October 2037 . . . . . . . . 142,094.61November 2037 . . . . . 132,608.94December 2037 . . . . . . 123,328.49January 2038 . . . . . . . 114,249.67February 2038 . . . . . . 105,368.96March 2038 . . . . . . . . . 96,682.91April 2038 . . . . . . . . . . 88,188.11May 2038 . . . . . . . . . . 79,881.20June 2038 . . . . . . . . . . 71,758.90July 2038 . . . . . . . . . . . 63,817.95August 2038 . . . . . . . . 56,055.17September 2038 . . . . . 48,467.40October 2038 . . . . . . . . 41,051.56November 2038 . . . . . 33,804.61December 2038 . . . . . . 26,723.55January 2039 . . . . . . . 19,805.43February 2039 . . . . . . 13,047.36March 2039 . . . . . . . . . 6,446.49April 2039 and

thereafter . . . . . . . . 0.00

Aggregate Group V Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . $195,680,000.00January 2014 . . . . . . 193,445,554.45February 2014 . . . . . 191,228,822.55March 2014 . . . . . . . . 189,030,189.18April 2014 . . . . . . . . . 186,849,499.68May 2014 . . . . . . . . . 184,686,600.64June 2014 . . . . . . . . . 182,541,339.92July 2014 . . . . . . . . . 180,413,566.60August 2014 . . . . . . . 178,303,130.99September 2014 . . . . 176,209,884.62

DistributionDate

PlannedBalance

October 2014 . . . . . . $174,133,680.22November 2014 . . . . 172,074,371.74December 2014 . . . . . 170,031,814.28January 2015 . . . . . . 168,005,864.15February 2015 . . . . . 165,996,378.80March 2015 . . . . . . . . 164,003,216.87April 2015 . . . . . . . . . 162,026,238.12May 2015 . . . . . . . . . 160,065,303.47June 2015 . . . . . . . . . 158,120,274.96July 2015 . . . . . . . . . 156,191,015.74

DistributionDate

PlannedBalance

August 2015 . . . . . . . $154,277,390.10September 2015 . . . . 152,379,263.42October 2015 . . . . . . 150,496,502.15November 2015 . . . . 148,628,973.85December 2015 . . . . . 146,776,547.17January 2016 . . . . . . 144,939,091.78February 2016 . . . . . 143,116,478.45March 2016 . . . . . . . . 141,308,578.99April 2016 . . . . . . . . . 139,515,266.23May 2016 . . . . . . . . . 137,736,414.06

B-8

Aggregate Group V (Continued)

DistributionDate

PlannedBalance

June 2016 . . . . . . . . . $135,971,897.38July 2016 . . . . . . . . . 134,221,592.10August 2016 . . . . . . . 132,485,375.15September 2016 . . . . 130,763,124.45October 2016 . . . . . . 129,054,718.92November 2016 . . . . 127,360,038.45December 2016 . . . . . 125,678,963.91January 2017 . . . . . . 124,011,377.14February 2017 . . . . . 122,357,160.94March 2017 . . . . . . . . 120,716,199.05April 2017 . . . . . . . . . 119,088,376.17May 2017 . . . . . . . . . 117,473,577.91June 2017 . . . . . . . . . 115,871,690.83July 2017 . . . . . . . . . 114,282,602.40August 2017 . . . . . . . 112,706,201.01September 2017 . . . . 111,142,375.95October 2017 . . . . . . 109,591,017.39November 2017 . . . . 108,052,016.43December 2017 . . . . . 106,525,265.01January 2018 . . . . . . 105,010,655.98February 2018 . . . . . 103,508,083.03March 2018 . . . . . . . . 102,017,440.74April 2018 . . . . . . . . . 100,538,624.52May 2018 . . . . . . . . . 99,071,530.63June 2018 . . . . . . . . . 97,616,056.18July 2018 . . . . . . . . . 96,172,099.12August 2018 . . . . . . . 94,739,558.20September 2018 . . . . 93,318,333.01October 2018 . . . . . . 91,908,323.95November 2018 . . . . 90,509,432.22December 2018 . . . . . 89,121,559.84January 2019 . . . . . . 87,744,609.58February 2019 . . . . . 86,378,485.04March 2019 . . . . . . . . 85,030,130.64April 2019 . . . . . . . . . 83,701,603.32May 2019 . . . . . . . . . 82,392,621.05June 2019 . . . . . . . . . 81,102,905.75July 2019 . . . . . . . . . 79,832,183.21August 2019 . . . . . . . 78,580,183.04September 2019 . . . . 77,346,638.64October 2019 . . . . . . 76,131,287.11November 2019 . . . . 74,933,869.24December 2019 . . . . . 73,754,129.41January 2020 . . . . . . 72,591,815.59February 2020 . . . . . 71,446,679.27March 2020 . . . . . . . . 70,318,475.41April 2020 . . . . . . . . . 69,206,962.37May 2020 . . . . . . . . . 68,111,901.92June 2020 . . . . . . . . . 67,033,059.13July 2020 . . . . . . . . . 65,970,202.37August 2020 . . . . . . . 64,923,103.25September 2020 . . . . 63,891,536.57October 2020 . . . . . . 62,875,280.26November 2020 . . . . 61,874,115.39December 2020 . . . . . 60,887,826.07January 2021 . . . . . . 59,916,199.43February 2021 . . . . . 58,959,025.60March 2021 . . . . . . . . 58,016,097.62April 2021 . . . . . . . . . 57,087,211.44

DistributionDate

PlannedBalance

May 2021 . . . . . . . . . $ 56,172,165.88June 2021 . . . . . . . . . 55,270,762.56July 2021 . . . . . . . . . 54,382,805.89August 2021 . . . . . . . 53,508,103.00September 2021 . . . . 52,646,463.76October 2021 . . . . . . 51,797,700.66November 2021 . . . . 50,961,628.86December 2021 . . . . . 50,138,066.10January 2022 . . . . . . 49,326,832.65February 2022 . . . . . 48,527,751.33March 2022 . . . . . . . . 47,740,647.45April 2022 . . . . . . . . . 46,965,348.75May 2022 . . . . . . . . . 46,201,685.40June 2022 . . . . . . . . . 45,449,489.95July 2022 . . . . . . . . . 44,708,597.30August 2022 . . . . . . . 43,978,844.69September 2022 . . . . 43,260,071.62October 2022 . . . . . . 42,552,119.85November 2022 . . . . 41,854,833.37December 2022 . . . . . 41,168,058.38January 2023 . . . . . . 40,491,643.21February 2023 . . . . . 39,825,438.34March 2023 . . . . . . . . 39,169,296.35April 2023 . . . . . . . . . 38,523,071.91May 2023 . . . . . . . . . 37,886,621.70June 2023 . . . . . . . . . 37,259,804.46July 2023 . . . . . . . . . 36,642,480.89August 2023 . . . . . . . 36,034,513.66September 2023 . . . . 35,435,767.37October 2023 . . . . . . 34,846,108.54November 2023 . . . . 34,265,405.56December 2023 . . . . . 33,693,528.69January 2024 . . . . . . 33,130,349.99February 2024 . . . . . 32,575,743.35March 2024 . . . . . . . . 32,029,584.43April 2024 . . . . . . . . . 31,491,750.66May 2024 . . . . . . . . . 30,962,121.17June 2024 . . . . . . . . . 30,440,576.81July 2024 . . . . . . . . . 29,927,000.13August 2024 . . . . . . . 29,421,275.31September 2024 . . . . 28,923,288.19October 2024 . . . . . . 28,432,926.20November 2024 . . . . 27,950,078.38December 2024 . . . . . 27,474,635.34January 2025 . . . . . . 27,006,489.22February 2025 . . . . . 26,545,533.70March 2025 . . . . . . . . 26,091,663.95April 2025 . . . . . . . . . 25,644,776.65May 2025 . . . . . . . . . 25,204,769.91June 2025 . . . . . . . . . 24,771,543.30July 2025 . . . . . . . . . 24,344,997.81August 2025 . . . . . . . 23,925,035.84September 2025 . . . . 23,511,561.16October 2025 . . . . . . 23,104,478.91November 2025 . . . . 22,703,695.57December 2025 . . . . . 22,309,118.97January 2026 . . . . . . 21,920,658.20February 2026 . . . . . 21,538,223.69March 2026 . . . . . . . . 21,161,727.11

DistributionDate

PlannedBalance

April 2026 . . . . . . . . . $ 20,791,081.39May 2026 . . . . . . . . . 20,426,200.71June 2026 . . . . . . . . . 20,067,000.45July 2026 . . . . . . . . . 19,713,397.21August 2026 . . . . . . . 19,365,308.75September 2026 . . . . 19,022,654.03October 2026 . . . . . . 18,685,353.15November 2026 . . . . 18,353,327.33December 2026 . . . . . 18,026,498.93January 2027 . . . . . . 17,704,791.42February 2027 . . . . . 17,388,129.34March 2027 . . . . . . . . 17,076,438.32April 2027 . . . . . . . . . 16,769,645.04May 2027 . . . . . . . . . 16,467,677.22June 2027 . . . . . . . . . 16,170,463.64July 2027 . . . . . . . . . 15,877,934.05August 2027 . . . . . . . 15,590,019.24September 2027 . . . . 15,306,650.98October 2027 . . . . . . 15,027,761.98November 2027 . . . . 14,753,285.96December 2027 . . . . . 14,483,157.56January 2028 . . . . . . 14,217,312.36February 2028 . . . . . 13,955,686.84March 2028 . . . . . . . . 13,698,218.42April 2028 . . . . . . . . . 13,444,845.40May 2028 . . . . . . . . . 13,195,506.96June 2028 . . . . . . . . . 12,950,143.15July 2028 . . . . . . . . . 12,708,694.89August 2028 . . . . . . . 12,471,103.92September 2028 . . . . 12,237,312.84October 2028 . . . . . . 12,007,265.06November 2028 . . . . 11,780,904.80December 2028 . . . . . 11,558,177.09January 2029 . . . . . . 11,339,027.74February 2029 . . . . . 11,123,403.33March 2029 . . . . . . . . 10,911,251.22April 2029 . . . . . . . . . 10,702,519.52May 2029 . . . . . . . . . 10,497,157.09June 2029 . . . . . . . . . 10,295,113.50July 2029 . . . . . . . . . 10,096,339.09August 2029 . . . . . . . 9,900,784.87September 2029 . . . . 9,708,402.58October 2029 . . . . . . 9,519,144.64November 2029 . . . . 9,332,964.16December 2029 . . . . . 9,149,814.93January 2030 . . . . . . 8,969,651.40February 2030 . . . . . 8,792,428.67March 2030 . . . . . . . . 8,618,102.50April 2030 . . . . . . . . . 8,446,629.28May 2030 . . . . . . . . . 8,277,966.03June 2030 . . . . . . . . . 8,112,070.38July 2030 . . . . . . . . . 7,948,900.60August 2030 . . . . . . . 7,788,415.52September 2030 . . . . 7,630,574.61October 2030 . . . . . . 7,475,337.88November 2030 . . . . 7,322,665.96December 2030 . . . . . 7,172,520.03January 2031 . . . . . . 7,024,861.81February 2031 . . . . . 6,879,653.61

B-9

Aggregate Group V (Continued)

DistributionDate

PlannedBalance

March 2031 . . . . . . . . $ 6,736,858.27April 2031 . . . . . . . . . 6,596,439.17May 2031 . . . . . . . . . 6,458,360.22June 2031 . . . . . . . . . 6,322,585.84July 2031 . . . . . . . . . 6,189,080.98August 2031 . . . . . . . 6,057,811.10September 2031 . . . . 5,928,742.16October 2031 . . . . . . 5,801,840.60November 2031 . . . . 5,677,073.37December 2031 . . . . . 5,554,407.88January 2032 . . . . . . 5,433,812.02February 2032 . . . . . 5,315,254.15March 2032 . . . . . . . . 5,198,703.08April 2032 . . . . . . . . . 5,084,128.09May 2032 . . . . . . . . . 4,971,498.90June 2032 . . . . . . . . . 4,860,785.67July 2032 . . . . . . . . . 4,751,958.99August 2032 . . . . . . . 4,644,989.87September 2032 . . . . 4,539,849.78October 2032 . . . . . . 4,436,510.57November 2032 . . . . 4,334,944.50December 2032 . . . . . 4,235,124.26January 2033 . . . . . . 4,137,022.93February 2033 . . . . . 4,040,613.97March 2033 . . . . . . . . 3,945,871.24April 2033 . . . . . . . . . 3,852,768.97May 2033 . . . . . . . . . 3,761,281.79June 2033 . . . . . . . . . 3,671,384.68July 2033 . . . . . . . . . 3,583,053.00August 2033 . . . . . . . 3,496,262.45September 2033 . . . . 3,410,989.12October 2033 . . . . . . 3,327,209.42November 2033 . . . . 3,244,900.12December 2033 . . . . . 3,164,038.33January 2034 . . . . . . 3,084,601.48February 2034 . . . . . 3,006,567.37

DistributionDate

PlannedBalance

March 2034 . . . . . . . . $ 2,929,914.09April 2034 . . . . . . . . . 2,854,620.07May 2034 . . . . . . . . . 2,780,664.04June 2034 . . . . . . . . . 2,708,025.06July 2034 . . . . . . . . . 2,636,682.50August 2034 . . . . . . . 2,566,616.03September 2034 . . . . 2,497,805.60October 2034 . . . . . . 2,430,231.49November 2034 . . . . 2,363,874.25December 2034 . . . . . 2,298,714.71January 2035 . . . . . . 2,234,734.01February 2035 . . . . . 2,171,913.54March 2035 . . . . . . . . 2,110,234.98April 2035 . . . . . . . . . 2,049,680.29May 2035 . . . . . . . . . 1,990,231.67June 2035 . . . . . . . . . 1,931,871.61July 2035 . . . . . . . . . 1,874,582.85August 2035 . . . . . . . 1,818,348.38September 2035 . . . . 1,763,151.45October 2035 . . . . . . 1,708,975.55November 2035 . . . . 1,655,804.44December 2035 . . . . . 1,603,622.08January 2036 . . . . . . 1,552,412.70February 2036 . . . . . 1,502,160.75March 2036 . . . . . . . . 1,452,850.93April 2036 . . . . . . . . . 1,404,468.15May 2036 . . . . . . . . . 1,356,997.54June 2036 . . . . . . . . . 1,310,424.47July 2036 . . . . . . . . . 1,264,734.52August 2036 . . . . . . . 1,219,913.49September 2036 . . . . 1,175,947.37October 2036 . . . . . . 1,132,822.39November 2036 . . . . 1,090,524.96December 2036 . . . . . 1,049,041.73January 2037 . . . . . . 1,008,359.50February 2037 . . . . . 968,465.30

DistributionDate

PlannedBalance

March 2037 . . . . . . . . $ 929,346.35April 2037 . . . . . . . . . 890,990.07May 2037 . . . . . . . . . 853,384.04June 2037 . . . . . . . . . 816,516.05July 2037 . . . . . . . . . 780,374.07August 2037 . . . . . . . 744,946.26September 2037 . . . . 710,220.93October 2037 . . . . . . 676,186.58November 2037 . . . . 642,831.91December 2037 . . . . . 610,145.74January 2038 . . . . . . 578,117.11February 2038 . . . . . 546,735.18March 2038 . . . . . . . . 515,989.31April 2038 . . . . . . . . . 485,868.99May 2038 . . . . . . . . . 456,363.90June 2038 . . . . . . . . . 427,463.85July 2038 . . . . . . . . . 399,158.82August 2038 . . . . . . . 371,438.94September 2038 . . . . 344,294.47October 2038 . . . . . . 317,715.85November 2038 . . . . 291,693.65December 2038 . . . . . 266,218.58January 2039 . . . . . . 241,281.49February 2039 . . . . . 216,873.37March 2039 . . . . . . . . 192,985.36April 2039 . . . . . . . . . 169,608.72May 2039 . . . . . . . . . 146,734.86June 2039 . . . . . . . . . 124,355.29July 2039 . . . . . . . . . 102,461.69August 2039 . . . . . . . 81,045.83September 2039 . . . . 60,099.64October 2039 . . . . . . 39,615.14November 2039 . . . . 19,584.50December 2039 and

thereafter . . . . . . . 0.00

Aggregate Group VI Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . $173,854,000.00January 2014 . . . . . . 173,389,203.32February 2014 . . . . . 172,881,532.37March 2014 . . . . . . . . 172,331,579.55April 2014 . . . . . . . . . 171,739,553.85May 2014 . . . . . . . . . 171,105,688.06June 2014 . . . . . . . . . 170,430,238.70July 2014 . . . . . . . . . 169,713,485.88August 2014 . . . . . . . 168,955,733.08September 2014 . . . . 168,157,307.02October 2014 . . . . . . 167,318,557.40November 2014 . . . . 166,439,856.67December 2014 . . . . . 165,521,599.81January 2015 . . . . . . 164,564,203.99February 2015 . . . . . 163,568,108.32March 2015 . . . . . . . . 162,533,773.51April 2015 . . . . . . . . . 161,461,681.52

DistributionDate

PlannedBalance

May 2015 . . . . . . . . . $160,352,335.18June 2015 . . . . . . . . . 159,206,257.87July 2015 . . . . . . . . . 158,023,993.03August 2015 . . . . . . . 156,806,103.81September 2015 . . . . 155,553,172.60October 2015 . . . . . . 154,265,800.55November 2015 . . . . 152,944,607.13December 2015 . . . . . 151,590,229.59January 2016 . . . . . . 150,203,322.51February 2016 . . . . . 148,784,557.21March 2016 . . . . . . . . 147,334,621.22April 2016 . . . . . . . . . 145,893,369.79May 2016 . . . . . . . . . 144,460,753.17June 2016 . . . . . . . . . 143,036,721.87July 2016 . . . . . . . . . 141,621,226.70August 2016 . . . . . . . 140,214,218.75September 2016 . . . . 138,815,649.36

DistributionDate

PlannedBalance

October 2016 . . . . . . $137,425,470.18November 2016 . . . . 136,043,633.11December 2016 . . . . . 134,670,090.32January 2017 . . . . . . 133,304,794.28February 2017 . . . . . 131,947,697.69March 2017 . . . . . . . . 130,598,753.54April 2017 . . . . . . . . . 129,257,915.08May 2017 . . . . . . . . . 127,925,135.84June 2017 . . . . . . . . . 126,600,369.58July 2017 . . . . . . . . . 125,283,570.34August 2017 . . . . . . . 123,974,692.44September 2017 . . . . 122,673,690.42October 2017 . . . . . . 121,380,519.10November 2017 . . . . 120,095,133.56December 2017 . . . . . 118,817,489.11January 2018 . . . . . . 117,547,541.34February 2018 . . . . . 116,285,246.08

B-10

Aggregate Group VI (Continued)

DistributionDate

PlannedBalance

March 2018 . . . . . . . . $115,030,559.40April 2018 . . . . . . . . . 113,783,437.63May 2018 . . . . . . . . . 112,543,837.35June 2018 . . . . . . . . . 111,311,715.38July 2018 . . . . . . . . . 110,087,028.78August 2018 . . . . . . . 108,869,734.85September 2018 . . . . 107,659,791.16October 2018 . . . . . . 106,457,155.48November 2018 . . . . 105,261,785.85December 2018 . . . . . 104,073,640.54January 2019 . . . . . . 102,892,678.03February 2019 . . . . . 101,718,857.08March 2019 . . . . . . . . 100,552,136.64April 2019 . . . . . . . . . 99,392,475.93May 2019 . . . . . . . . . 98,239,834.38June 2019 . . . . . . . . . 97,094,171.64July 2019 . . . . . . . . . 95,955,447.61August 2019 . . . . . . . 94,823,622.41September 2019 . . . . 93,698,656.38October 2019 . . . . . . 92,580,510.09November 2019 . . . . 91,469,144.33December 2019 . . . . . 90,364,520.12January 2020 . . . . . . 89,266,598.68February 2020 . . . . . 88,175,341.48March 2020 . . . . . . . . 87,090,710.18April 2020 . . . . . . . . . 86,012,666.67May 2020 . . . . . . . . . 84,941,173.05June 2020 . . . . . . . . . 83,876,191.65July 2020 . . . . . . . . . 82,817,685.00August 2020 . . . . . . . 81,765,615.84September 2020 . . . . 80,719,947.13October 2020 . . . . . . 79,680,642.02November 2020 . . . . 78,647,663.91December 2020 . . . . . 77,620,976.35January 2021 . . . . . . 76,600,543.15February 2021 . . . . . 75,586,328.30March 2021 . . . . . . . . 74,578,295.99April 2021 . . . . . . . . . 73,576,410.62May 2021 . . . . . . . . . 72,580,636.78June 2021 . . . . . . . . . 71,590,939.29July 2021 . . . . . . . . . 70,607,283.14August 2021 . . . . . . . 69,629,633.53September 2021 . . . . 68,657,955.86October 2021 . . . . . . 67,692,215.71November 2021 . . . . 66,732,378.87December 2021 . . . . . 65,778,411.33January 2022 . . . . . . 64,830,279.25February 2022 . . . . . 63,887,949.01March 2022 . . . . . . . . 62,951,387.15April 2022 . . . . . . . . . 62,020,560.42May 2022 . . . . . . . . . 61,095,435.75June 2022 . . . . . . . . . 60,175,980.27July 2022 . . . . . . . . . 59,267,840.91August 2022 . . . . . . . 58,372,571.23September 2022 . . . . 57,489,995.22October 2022 . . . . . . 56,619,939.24November 2022 . . . . 55,762,231.96December 2022 . . . . . 54,916,704.34January 2023 . . . . . . 54,083,189.62

DistributionDate

PlannedBalance

February 2023 . . . . . $ 53,261,523.27March 2023 . . . . . . . . 52,451,542.95April 2023 . . . . . . . . . 51,653,088.51May 2023 . . . . . . . . . 50,866,001.93June 2023 . . . . . . . . . 50,090,127.33July 2023 . . . . . . . . . 49,325,310.90August 2023 . . . . . . . 48,571,400.89September 2023 . . . . 47,828,247.60October 2023 . . . . . . 47,095,703.34November 2023 . . . . 46,373,622.39December 2023 . . . . . 45,661,860.97January 2024 . . . . . . 44,960,277.27February 2024 . . . . . 44,268,731.35March 2024 . . . . . . . . 43,587,085.16April 2024 . . . . . . . . . 42,915,202.50May 2024 . . . . . . . . . 42,252,949.02June 2024 . . . . . . . . . 41,600,192.14July 2024 . . . . . . . . . 40,956,801.08August 2024 . . . . . . . 40,322,646.82September 2024 . . . . 39,697,602.08October 2024 . . . . . . 39,081,541.27November 2024 . . . . 38,474,340.51December 2024 . . . . . 37,875,877.57January 2025 . . . . . . 37,286,031.88February 2025 . . . . . 36,704,684.48March 2025 . . . . . . . . 36,131,718.02April 2025 . . . . . . . . . 35,567,016.72May 2025 . . . . . . . . . 35,010,466.37June 2025 . . . . . . . . . 34,461,954.29July 2025 . . . . . . . . . 33,921,369.31August 2025 . . . . . . . 33,388,601.79September 2025 . . . . 32,863,543.54October 2025 . . . . . . 32,346,087.83November 2025 . . . . 31,836,129.37December 2025 . . . . . 31,333,564.30January 2026 . . . . . . 30,838,290.15February 2026 . . . . . 30,350,205.85March 2026 . . . . . . . . 29,869,211.67April 2026 . . . . . . . . . 29,395,209.24May 2026 . . . . . . . . . 28,928,101.52June 2026 . . . . . . . . . 28,467,792.78July 2026 . . . . . . . . . 28,014,188.57August 2026 . . . . . . . 27,567,195.72September 2026 . . . . 27,126,722.34October 2026 . . . . . . 26,692,677.76November 2026 . . . . 26,264,972.55December 2026 . . . . . 25,843,518.48January 2027 . . . . . . 25,428,228.50February 2027 . . . . . 25,019,016.78March 2027 . . . . . . . . 24,615,798.60April 2027 . . . . . . . . . 24,218,490.43May 2027 . . . . . . . . . 23,827,009.85June 2027 . . . . . . . . . 23,441,275.56July 2027 . . . . . . . . . 23,061,207.36August 2027 . . . . . . . 22,686,726.13September 2027 . . . . 22,317,753.84October 2027 . . . . . . 21,954,213.51November 2027 . . . . 21,596,029.19December 2027 . . . . . 21,243,125.98

DistributionDate

PlannedBalance

January 2028 . . . . . . $ 20,895,430.00February 2028 . . . . . 20,552,868.34March 2028 . . . . . . . . 20,215,369.11April 2028 . . . . . . . . . 19,882,861.39May 2028 . . . . . . . . . 19,555,275.22June 2028 . . . . . . . . . 19,232,541.59July 2028 . . . . . . . . . 18,914,592.42August 2028 . . . . . . . 18,601,360.58September 2028 . . . . 18,292,779.83October 2028 . . . . . . 17,988,784.83November 2028 . . . . 17,689,311.14December 2028 . . . . . 17,394,295.20January 2029 . . . . . . 17,103,674.30February 2029 . . . . . 16,817,386.60March 2029 . . . . . . . . 16,535,371.09April 2029 . . . . . . . . . 16,257,567.60May 2029 . . . . . . . . . 15,983,916.76June 2029 . . . . . . . . . 15,714,360.04July 2029 . . . . . . . . . 15,448,839.69August 2029 . . . . . . . 15,187,298.75September 2029 . . . . 14,929,681.04October 2029 . . . . . . 14,675,931.13November 2029 . . . . 14,425,994.37December 2029 . . . . . 14,179,816.85January 2030 . . . . . . 13,937,345.38February 2030 . . . . . 13,698,527.53March 2030 . . . . . . . . 13,463,311.55April 2030 . . . . . . . . . 13,231,646.41May 2030 . . . . . . . . . 13,003,481.79June 2030 . . . . . . . . . 12,778,768.05July 2030 . . . . . . . . . 12,557,456.22August 2030 . . . . . . . 12,339,498.02September 2030 . . . . 12,124,845.81October 2030 . . . . . . 11,913,452.61November 2030 . . . . 11,705,272.09December 2030 . . . . . 11,500,258.55January 2031 . . . . . . 11,298,366.92February 2031 . . . . . 11,099,552.74March 2031 . . . . . . . . 10,903,772.16April 2031 . . . . . . . . . 10,710,981.95May 2031 . . . . . . . . . 10,521,139.44June 2031 . . . . . . . . . 10,334,202.58July 2031 . . . . . . . . . 10,150,129.87August 2031 . . . . . . . 9,968,880.40September 2031 . . . . 9,790,413.82October 2031 . . . . . . 9,614,690.32November 2031 . . . . 9,441,670.64December 2031 . . . . . 9,271,316.09January 2032 . . . . . . 9,103,588.46February 2032 . . . . . 8,938,450.12March 2032 . . . . . . . . 8,775,863.91April 2032 . . . . . . . . . 8,615,793.23May 2032 . . . . . . . . . 8,458,201.94June 2032 . . . . . . . . . 8,303,054.42July 2032 . . . . . . . . . 8,150,315.54August 2032 . . . . . . . 7,999,950.66September 2032 . . . . 7,851,925.59October 2032 . . . . . . 7,706,206.66November 2032 . . . . 7,562,760.61

B-11

Aggregate Group VI (Continued)

DistributionDate

PlannedBalance

December 2032 . . . . . $ 7,421,554.69January 2033 . . . . . . 7,282,556.57February 2033 . . . . . 7,145,734.36March 2033 . . . . . . . . 7,011,056.66April 2033 . . . . . . . . . 6,878,492.44May 2033 . . . . . . . . . 6,748,011.14June 2033 . . . . . . . . . 6,619,582.62July 2033 . . . . . . . . . 6,493,177.15August 2033 . . . . . . . 6,368,765.40September 2033 . . . . 6,246,318.48October 2033 . . . . . . 6,125,807.85November 2033 . . . . 6,007,205.42December 2033 . . . . . 5,890,483.46January 2034 . . . . . . 5,775,614.62February 2034 . . . . . 5,662,571.94March 2034 . . . . . . . . 5,551,328.85April 2034 . . . . . . . . . 5,441,859.11May 2034 . . . . . . . . . 5,334,136.88June 2034 . . . . . . . . . 5,228,136.66July 2034 . . . . . . . . . 5,123,833.32August 2034 . . . . . . . 5,021,202.06September 2034 . . . . 4,920,218.44October 2034 . . . . . . 4,820,858.36November 2034 . . . . 4,723,098.05December 2034 . . . . . 4,626,914.08January 2035 . . . . . . 4,532,283.32February 2035 . . . . . 4,439,183.00March 2035 . . . . . . . . 4,347,590.65April 2035 . . . . . . . . . 4,257,484.10May 2035 . . . . . . . . . 4,168,841.52June 2035 . . . . . . . . . 4,081,641.36July 2035 . . . . . . . . . 3,995,862.37August 2035 . . . . . . . 3,911,483.63September 2035 . . . . 3,828,484.47October 2035 . . . . . . 3,746,844.53November 2035 . . . . 3,666,543.75December 2035 . . . . . 3,587,562.31January 2036 . . . . . . 3,509,880.71February 2036 . . . . . 3,433,479.71March 2036 . . . . . . . . 3,358,340.31April 2036 . . . . . . . . . 3,284,443.83May 2036 . . . . . . . . . 3,211,771.81June 2036 . . . . . . . . . 3,140,306.06July 2036 . . . . . . . . . 3,070,028.66

DistributionDate

PlannedBalance

August 2036 . . . . . . . $ 3,000,921.92September 2036 . . . . 2,932,968.42October 2036 . . . . . . 2,866,150.97November 2036 . . . . 2,800,452.62December 2036 . . . . . 2,735,856.67January 2037 . . . . . . 2,672,346.66February 2037 . . . . . 2,609,906.34March 2037 . . . . . . . . 2,548,519.71April 2037 . . . . . . . . . 2,488,170.97May 2037 . . . . . . . . . 2,428,844.59June 2037 . . . . . . . . . 2,370,525.20July 2037 . . . . . . . . . 2,313,197.70August 2037 . . . . . . . 2,256,847.16September 2037 . . . . 2,201,458.90October 2037 . . . . . . 2,147,018.42November 2037 . . . . 2,093,511.43December 2037 . . . . . 2,040,923.85January 2038 . . . . . . 1,989,241.80February 2038 . . . . . 1,938,451.60March 2038 . . . . . . . . 1,888,539.73April 2038 . . . . . . . . . 1,839,492.92May 2038 . . . . . . . . . 1,791,298.03June 2038 . . . . . . . . . 1,743,942.16July 2038 . . . . . . . . . 1,697,412.55August 2038 . . . . . . . 1,651,696.64September 2038 . . . . 1,606,782.05October 2038 . . . . . . 1,562,656.57November 2038 . . . . 1,519,308.18December 2038 . . . . . 1,476,725.01January 2039 . . . . . . 1,434,895.36February 2039 . . . . . 1,393,807.72March 2039 . . . . . . . . 1,353,450.72April 2039 . . . . . . . . . 1,313,813.16May 2039 . . . . . . . . . 1,274,884.01June 2039 . . . . . . . . . 1,236,652.38July 2039 . . . . . . . . . 1,199,107.55August 2039 . . . . . . . 1,162,238.95September 2039 . . . . 1,126,036.15October 2039 . . . . . . 1,090,488.90November 2039 . . . . 1,055,587.05December 2039 . . . . . 1,021,320.65January 2040 . . . . . . 987,679.84February 2040 . . . . . 954,654.94March 2040 . . . . . . . . 922,236.39

DistributionDate

PlannedBalance

April 2040 . . . . . . . . . $ 890,414.77May 2040 . . . . . . . . . 859,180.81June 2040 . . . . . . . . . 828,525.35July 2040 . . . . . . . . . 798,439.38August 2040 . . . . . . . 768,914.01September 2040 . . . . 739,940.49October 2040 . . . . . . 711,510.18November 2040 . . . . 683,614.57December 2040 . . . . . 656,245.28January 2041 . . . . . . 629,394.06February 2041 . . . . . 603,052.74March 2041 . . . . . . . . 577,213.32April 2041 . . . . . . . . . 551,867.87May 2041 . . . . . . . . . 527,008.61June 2041 . . . . . . . . . 502,627.86July 2041 . . . . . . . . . 478,718.03August 2041 . . . . . . . 455,271.68September 2041 . . . . 432,281.45October 2041 . . . . . . 409,740.10November 2041 . . . . 387,640.49December 2041 . . . . . 365,975.57January 2042 . . . . . . 344,738.43February 2042 . . . . . 323,922.22March 2042 . . . . . . . . 303,520.21April 2042 . . . . . . . . . 283,525.78May 2042 . . . . . . . . . 263,932.38June 2042 . . . . . . . . . 244,733.58July 2042 . . . . . . . . . 225,923.02August 2042 . . . . . . . 207,494.45September 2042 . . . . 189,441.71October 2042 . . . . . . 171,758.72November 2042 . . . . 154,439.52December 2042 . . . . . 137,478.19January 2043 . . . . . . 120,868.93February 2043 . . . . . 104,606.01March 2043 . . . . . . . . 88,683.81April 2043 . . . . . . . . . 73,096.76May 2043 . . . . . . . . . 57,839.38June 2043 . . . . . . . . . 42,906.30July 2043 . . . . . . . . . 28,292.18August 2043 . . . . . . . 13,991.80September 2043 . . . . 0.01October 2043 and

thereafter . . . . . . . 0.00

Aggregate Group VII Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . $169,909,000.00January 2014 . . . . . . 169,445,364.29February 2014 . . . . . 168,939,612.41March 2014 . . . . . . . . 168,391,957.79April 2014 . . . . . . . . . 167,802,606.99May 2014 . . . . . . . . . 167,171,790.04June 2014 . . . . . . . . . 166,499,760.23July 2014 . . . . . . . . . 165,786,794.00August 2014 . . . . . . . 165,033,190.80

DistributionDate

PlannedBalance

September 2014 . . . . $164,239,272.84October 2014 . . . . . . 163,405,384.95November 2014 . . . . 162,531,894.29December 2014 . . . . . 161,619,190.12January 2015 . . . . . . 160,667,683.56February 2015 . . . . . 159,677,807.24March 2015 . . . . . . . . 158,650,015.01April 2015 . . . . . . . . . 157,584,781.62May 2015 . . . . . . . . . 156,482,602.32

DistributionDate

PlannedBalance

June 2015 . . . . . . . . . $155,343,992.56July 2015 . . . . . . . . . 154,169,487.50August 2015 . . . . . . . 152,959,641.69September 2015 . . . . 151,715,028.57October 2015 . . . . . . 150,436,240.07November 2015 . . . . 149,123,886.11December 2015 . . . . . 147,778,594.11January 2016 . . . . . . 146,401,008.55February 2016 . . . . . 144,991,790.37

B-12

Aggregate Group VII (Continued)

DistributionDate

PlannedBalance

March 2016 . . . . . . . . $143,551,616.50April 2016 . . . . . . . . . 142,119,979.98May 2016 . . . . . . . . . 140,696,832.39June 2016 . . . . . . . . . 139,282,125.58July 2016 . . . . . . . . . 137,875,811.67August 2016 . . . . . . . 136,477,843.04September 2016 . . . . 135,088,172.36October 2016 . . . . . . 133,706,752.54November 2016 . . . . 132,333,536.77December 2016 . . . . . 130,968,478.49January 2017 . . . . . . 129,611,531.41February 2017 . . . . . 128,262,649.49March 2017 . . . . . . . . 126,921,786.95April 2017 . . . . . . . . . 125,588,898.29May 2017 . . . . . . . . . 124,263,938.22June 2017 . . . . . . . . . 122,946,861.75July 2017 . . . . . . . . . 121,637,624.10August 2017 . . . . . . . 120,336,180.77September 2017 . . . . 119,042,487.50October 2017 . . . . . . 117,756,500.29November 2017 . . . . 116,478,175.35December 2017 . . . . . 115,207,469.18January 2018 . . . . . . 113,944,338.49February 2018 . . . . . 112,688,740.26March 2018 . . . . . . . . 111,440,631.68April 2018 . . . . . . . . . 110,199,970.21May 2018 . . . . . . . . . 108,966,713.54June 2018 . . . . . . . . . 107,740,819.57July 2018 . . . . . . . . . 106,522,246.48August 2018 . . . . . . . 105,310,952.65September 2018 . . . . 104,106,896.70October 2018 . . . . . . 102,910,037.51November 2018 . . . . 101,720,334.14December 2018 . . . . . 100,537,745.93January 2019 . . . . . . 99,362,232.41February 2019 . . . . . 98,193,753.36March 2019 . . . . . . . . 97,032,268.77April 2019 . . . . . . . . . 95,877,738.86May 2019 . . . . . . . . . 94,730,124.08June 2019 . . . . . . . . . 93,589,385.10July 2019 . . . . . . . . . 92,455,482.80August 2019 . . . . . . . 91,328,378.28September 2019 . . . . 90,208,032.87October 2019 . . . . . . 89,094,408.10November 2019 . . . . 87,987,465.75December 2019 . . . . . 86,887,167.76January 2020 . . . . . . 85,793,476.33February 2020 . . . . . 84,706,353.85March 2020 . . . . . . . . 83,625,762.93April 2020 . . . . . . . . . 82,551,666.38May 2020 . . . . . . . . . 81,484,027.23June 2020 . . . . . . . . . 80,422,808.70July 2020 . . . . . . . . . 79,367,974.24August 2020 . . . . . . . 78,319,487.49September 2020 . . . . 77,277,312.28October 2020 . . . . . . 76,241,412.68November 2020 . . . . 75,211,752.93December 2020 . . . . . 74,188,297.47January 2021 . . . . . . 73,171,010.97

DistributionDate

PlannedBalance

February 2021 . . . . . $ 72,159,858.27March 2021 . . . . . . . . 71,154,804.41April 2021 . . . . . . . . . 70,155,814.64May 2021 . . . . . . . . . 69,162,854.38June 2021 . . . . . . . . . 68,175,889.28July 2021 . . . . . . . . . 67,194,885.15August 2021 . . . . . . . 66,219,808.01September 2021 . . . . 65,250,624.06October 2021 . . . . . . 64,287,299.70November 2021 . . . . 63,329,801.51December 2021 . . . . . 62,378,096.25January 2022 . . . . . . 61,432,150.90February 2022 . . . . . 60,491,932.57March 2022 . . . . . . . . 59,557,408.62April 2022 . . . . . . . . . 58,628,546.53May 2022 . . . . . . . . . 57,708,183.72June 2022 . . . . . . . . . 56,801,469.68July 2022 . . . . . . . . . 55,908,208.60August 2022 . . . . . . . 55,028,207.41September 2022 . . . . 54,161,275.77October 2022 . . . . . . 53,307,226.00November 2022 . . . . 52,465,873.08December 2022 . . . . . 51,637,034.56January 2023 . . . . . . 50,820,530.59February 2023 . . . . . 50,016,183.84March 2023 . . . . . . . . 49,223,819.45April 2023 . . . . . . . . . 48,443,265.06May 2023 . . . . . . . . . 47,674,350.70June 2023 . . . . . . . . . 46,916,908.83July 2023 . . . . . . . . . 46,170,774.24August 2023 . . . . . . . 45,435,784.07September 2023 . . . . 44,711,777.72October 2023 . . . . . . 43,998,596.90November 2023 . . . . 43,296,085.50December 2023 . . . . . 42,604,089.66January 2024 . . . . . . 41,922,457.66February 2024 . . . . . 41,251,039.92March 2024 . . . . . . . . 40,589,688.98April 2024 . . . . . . . . . 39,938,259.46May 2024 . . . . . . . . . 39,296,608.02June 2024 . . . . . . . . . 38,664,593.35July 2024 . . . . . . . . . 38,042,076.15August 2024 . . . . . . . 37,428,919.06September 2024 . . . . 36,824,986.69October 2024 . . . . . . 36,230,145.53November 2024 . . . . 35,644,263.97December 2024 . . . . . 35,067,212.28January 2025 . . . . . . 34,498,862.54February 2025 . . . . . 33,939,088.64March 2025 . . . . . . . . 33,387,766.26April 2025 . . . . . . . . . 32,844,772.84May 2025 . . . . . . . . . 32,309,987.56June 2025 . . . . . . . . . 31,783,291.29July 2025 . . . . . . . . . 31,264,566.60August 2025 . . . . . . . 30,753,697.72September 2025 . . . . 30,250,570.52October 2025 . . . . . . 29,755,072.50November 2025 . . . . 29,267,092.72December 2025 . . . . . 28,786,521.85

DistributionDate

PlannedBalance

January 2026 . . . . . . $ 28,313,252.08February 2026 . . . . . 27,847,177.15March 2026 . . . . . . . . 27,388,192.29April 2026 . . . . . . . . . 26,936,194.24May 2026 . . . . . . . . . 26,491,081.18June 2026 . . . . . . . . . 26,052,752.73July 2026 . . . . . . . . . 25,621,109.98August 2026 . . . . . . . 25,196,055.37September 2026 . . . . 24,777,492.76October 2026 . . . . . . 24,365,327.36November 2026 . . . . 23,959,465.73December 2026 . . . . . 23,559,815.77January 2027 . . . . . . 23,166,286.68February 2027 . . . . . 22,778,788.94March 2027 . . . . . . . . 22,397,234.32April 2027 . . . . . . . . . 22,021,535.83May 2027 . . . . . . . . . 21,651,607.75June 2027 . . . . . . . . . 21,287,365.53July 2027 . . . . . . . . . 20,928,725.87August 2027 . . . . . . . 20,575,606.63September 2027 . . . . 20,227,926.85October 2027 . . . . . . 19,885,606.72November 2027 . . . . 19,548,567.57December 2027 . . . . . 19,216,731.85January 2028 . . . . . . 18,890,023.11February 2028 . . . . . 18,568,366.01March 2028 . . . . . . . . 18,251,686.25April 2028 . . . . . . . . . 17,939,910.64May 2028 . . . . . . . . . 17,632,966.99June 2028 . . . . . . . . . 17,330,784.15July 2028 . . . . . . . . . 17,033,292.01August 2028 . . . . . . . 16,740,421.44September 2028 . . . . 16,452,104.30October 2028 . . . . . . 16,168,273.44November 2028 . . . . 15,888,862.64December 2028 . . . . . 15,613,806.65January 2029 . . . . . . 15,343,041.16February 2029 . . . . . 15,076,502.76March 2029 . . . . . . . . 14,814,128.95April 2029 . . . . . . . . . 14,555,858.15May 2029 . . . . . . . . . 14,301,629.62June 2029 . . . . . . . . . 14,051,383.54July 2029 . . . . . . . . . 13,805,060.90August 2029 . . . . . . . 13,562,603.56September 2029 . . . . 13,323,954.23October 2029 . . . . . . 13,089,056.40November 2029 . . . . 12,857,854.40December 2029 . . . . . 12,630,293.36January 2030 . . . . . . 12,406,319.19February 2030 . . . . . 12,185,878.57March 2030 . . . . . . . . 11,968,918.95April 2030 . . . . . . . . . 11,755,388.55May 2030 . . . . . . . . . 11,545,236.32June 2030 . . . . . . . . . 11,338,411.95July 2030 . . . . . . . . . 11,134,865.83August 2030 . . . . . . . 10,934,549.11September 2030 . . . . 10,737,413.61October 2030 . . . . . . 10,543,411.85November 2030 . . . . 10,352,497.03

B-13

Aggregate Group VII (Continued)

DistributionDate

PlannedBalance

December 2030 . . . . . $ 10,164,623.03January 2031 . . . . . . 9,979,744.40February 2031 . . . . . 9,797,816.33March 2031 . . . . . . . . 9,618,794.68April 2031 . . . . . . . . . 9,442,635.92May 2031 . . . . . . . . . 9,269,297.16June 2031 . . . . . . . . . 9,098,736.14July 2031 . . . . . . . . . 8,930,911.18August 2031 . . . . . . . 8,765,781.25September 2031 . . . . 8,603,305.86October 2031 . . . . . . 8,443,445.14November 2031 . . . . 8,286,159.78December 2031 . . . . . 8,131,411.05January 2032 . . . . . . 7,979,160.78February 2032 . . . . . 7,829,371.33March 2032 . . . . . . . . 7,682,005.65April 2032 . . . . . . . . . 7,537,027.17May 2032 . . . . . . . . . 7,394,399.90June 2032 . . . . . . . . . 7,254,088.34July 2032 . . . . . . . . . 7,116,057.52August 2032 . . . . . . . 6,980,272.97September 2032 . . . . 6,846,700.73October 2032 . . . . . . 6,715,307.32November 2032 . . . . 6,586,059.75December 2032 . . . . . 6,458,925.51January 2033 . . . . . . 6,333,872.57February 2033 . . . . . 6,210,869.36March 2033 . . . . . . . . 6,089,884.76April 2033 . . . . . . . . . 5,970,888.11May 2033 . . . . . . . . . 5,853,849.21June 2033 . . . . . . . . . 5,738,738.28July 2033 . . . . . . . . . 5,625,525.98August 2033 . . . . . . . 5,514,183.39September 2033 . . . . 5,404,682.04October 2033 . . . . . . 5,296,993.83November 2033 . . . . 5,191,091.11December 2033 . . . . . 5,086,946.62January 2034 . . . . . . 4,984,533.48February 2034 . . . . . 4,883,825.24March 2034 . . . . . . . . 4,784,795.80April 2034 . . . . . . . . . 4,687,419.46May 2034 . . . . . . . . . 4,591,670.88June 2034 . . . . . . . . . 4,497,525.13July 2034 . . . . . . . . . 4,404,957.59August 2034 . . . . . . . 4,313,944.05September 2034 . . . . 4,224,460.62October 2034 . . . . . . 4,136,483.77November 2034 . . . . 4,049,990.33December 2034 . . . . . 3,964,957.44January 2035 . . . . . . 3,881,362.60February 2035 . . . . . 3,799,183.64March 2035 . . . . . . . . 3,718,398.70

DistributionDate

PlannedBalance

April 2035 . . . . . . . . . $ 3,638,986.26May 2035 . . . . . . . . . 3,560,925.09June 2035 . . . . . . . . . 3,484,194.29July 2035 . . . . . . . . . 3,408,773.27August 2035 . . . . . . . 3,334,641.74September 2035 . . . . 3,261,779.71October 2035 . . . . . . 3,190,167.47November 2035 . . . . 3,119,785.61December 2035 . . . . . 3,050,615.02January 2036 . . . . . . 2,982,636.85February 2036 . . . . . 2,915,832.54March 2036 . . . . . . . . 2,850,183.80April 2036 . . . . . . . . . 2,785,672.62May 2036 . . . . . . . . . 2,722,281.23June 2036 . . . . . . . . . 2,659,992.16July 2036 . . . . . . . . . 2,598,788.16August 2036 . . . . . . . 2,538,652.27September 2036 . . . . 2,479,567.75October 2036 . . . . . . 2,421,518.13November 2036 . . . . 2,364,487.18December 2036 . . . . . 2,308,458.91January 2037 . . . . . . 2,253,417.55February 2037 . . . . . 2,199,347.59March 2037 . . . . . . . . 2,146,233.73April 2037 . . . . . . . . . 2,094,060.92May 2037 . . . . . . . . . 2,042,814.30June 2037 . . . . . . . . . 1,992,479.27July 2037 . . . . . . . . . 1,943,041.42August 2037 . . . . . . . 1,894,486.55September 2037 . . . . 1,846,800.70October 2037 . . . . . . 1,799,970.10November 2037 . . . . 1,753,981.17December 2037 . . . . . 1,708,820.57January 2038 . . . . . . 1,664,475.13February 2038 . . . . . 1,620,931.89March 2038 . . . . . . . . 1,578,178.06April 2038 . . . . . . . . . 1,536,201.09May 2038 . . . . . . . . . 1,494,988.56June 2038 . . . . . . . . . 1,454,528.27July 2038 . . . . . . . . . 1,414,808.20August 2038 . . . . . . . 1,375,816.51September 2038 . . . . 1,337,541.53October 2038 . . . . . . 1,299,971.76November 2038 . . . . 1,263,095.89December 2038 . . . . . 1,226,902.77January 2039 . . . . . . 1,191,381.41February 2039 . . . . . 1,156,521.01March 2039 . . . . . . . . 1,122,310.89April 2039 . . . . . . . . . 1,088,740.58May 2039 . . . . . . . . . 1,055,799.73June 2039 . . . . . . . . . 1,023,478.17July 2039 . . . . . . . . . 991,765.86

DistributionDate

PlannedBalance

August 2039 . . . . . . . $ 960,652.93September 2039 . . . . 930,129.66October 2039 . . . . . . 900,186.47November 2039 . . . . 870,813.91December 2039 . . . . . 842,002.70January 2040 . . . . . . 813,743.69February 2040 . . . . . 786,027.86March 2040 . . . . . . . . 758,846.34April 2040 . . . . . . . . . 732,190.38May 2040 . . . . . . . . . 706,051.37June 2040 . . . . . . . . . 680,420.83July 2040 . . . . . . . . . 655,290.43August 2040 . . . . . . . 630,651.92September 2040 . . . . 606,497.21October 2040 . . . . . . 582,818.33November 2040 . . . . 559,607.43December 2040 . . . . . 536,856.76January 2041 . . . . . . 514,558.72February 2041 . . . . . 492,705.79March 2041 . . . . . . . . 471,290.61April 2041 . . . . . . . . . 450,305.89May 2041 . . . . . . . . . 429,744.47June 2041 . . . . . . . . . 409,599.31July 2041 . . . . . . . . . 389,863.45August 2041 . . . . . . . 370,530.05September 2041 . . . . 351,592.40October 2041 . . . . . . 333,043.85November 2041 . . . . 314,877.87December 2041 . . . . . 297,088.05January 2042 . . . . . . 279,668.05February 2042 . . . . . 262,611.64March 2042 . . . . . . . . 245,912.68April 2042 . . . . . . . . . 229,565.13May 2042 . . . . . . . . . 213,563.05June 2042 . . . . . . . . . 197,900.58July 2042 . . . . . . . . . 182,571.95August 2042 . . . . . . . 167,571.49September 2042 . . . . 152,893.61October 2042 . . . . . . 138,532.80November 2042 . . . . 124,483.65December 2042 . . . . . 110,740.82January 2043 . . . . . . 97,299.07February 2043 . . . . . 84,153.22March 2043 . . . . . . . . 71,298.19April 2043 . . . . . . . . . 58,728.96May 2043 . . . . . . . . . 46,440.62June 2043 . . . . . . . . . 34,428.29July 2043 . . . . . . . . . 22,687.20August 2043 . . . . . . . 11,212.65September 2043 . . . . 0.01October 2043 and

thereafter . . . . . . . 0.00

B-14

Aggregate Group VIII Targeted Balances

DistributionDate

TargetedBalance

Initial Balance . . . . . . $41,248,000.00January 2014 . . . . . . . 41,104,808.14February 2014 . . . . . . 40,936,669.65March 2014 . . . . . . . . . 40,743,313.55April 2014 . . . . . . . . . . 40,524,913.11May 2014 . . . . . . . . . . 40,281,678.46June 2014 . . . . . . . . . . 40,013,856.32July 2014 . . . . . . . . . . . 39,721,729.81August 2014 . . . . . . . . 39,405,618.15September 2014 . . . . . 39,065,876.25October 2014 . . . . . . . . 38,702,894.29November 2014 . . . . . 38,317,097.23December 2014 . . . . . . 37,908,944.16January 2015 . . . . . . . 37,478,927.74February 2015 . . . . . . 37,027,573.43March 2015 . . . . . . . . . 36,555,438.72April 2015 . . . . . . . . . . 36,063,112.35May 2015 . . . . . . . . . . 35,551,213.35June 2015 . . . . . . . . . . 35,020,390.07July 2015 . . . . . . . . . . . 34,471,319.25August 2015 . . . . . . . . 33,904,704.84September 2015 . . . . . 33,321,276.92October 2015 . . . . . . . . 32,721,790.56November 2015 . . . . . 32,107,024.48December 2015 . . . . . . 31,477,779.92January 2016 . . . . . . . 30,834,879.17February 2016 . . . . . . 30,179,164.28March 2016 . . . . . . . . . 29,511,495.67April 2016 . . . . . . . . . . 28,855,630.77May 2016 . . . . . . . . . . 28,211,420.96June 2016 . . . . . . . . . . 27,578,719.28July 2016 . . . . . . . . . . . 26,957,380.27August 2016 . . . . . . . . 26,347,260.04September 2016 . . . . . 25,748,216.28October 2016 . . . . . . . . 25,160,108.12November 2016 . . . . . 24,582,796.28December 2016 . . . . . . 24,016,142.91January 2017 . . . . . . . 23,460,011.66February 2017 . . . . . . 22,914,267.64March 2017 . . . . . . . . . 22,378,777.41April 2017 . . . . . . . . . . 21,853,408.96May 2017 . . . . . . . . . . 21,338,031.67June 2017 . . . . . . . . . . 20,832,516.37July 2017 . . . . . . . . . . . 20,336,735.27August 2017 . . . . . . . . 19,850,561.90

DistributionDate

TargetedBalance

September 2017 . . . . . $19,373,871.23October 2017 . . . . . . . . 18,906,539.53November 2017 . . . . . 18,448,444.40December 2017 . . . . . . 17,999,464.81January 2018 . . . . . . . 17,559,480.97February 2018 . . . . . . 17,128,374.43March 2018 . . . . . . . . . 16,706,028.02April 2018 . . . . . . . . . . 16,292,325.82May 2018 . . . . . . . . . . 15,887,153.17June 2018 . . . . . . . . . . 15,490,396.65July 2018 . . . . . . . . . . . 15,101,944.10August 2018 . . . . . . . . 14,721,684.54September 2018 . . . . . 14,349,508.20October 2018 . . . . . . . . 13,985,306.54November 2018 . . . . . 13,628,972.16December 2018 . . . . . . 13,280,398.83January 2019 . . . . . . . 12,939,481.52February 2019 . . . . . . 12,606,116.30March 2019 . . . . . . . . . 12,280,200.42April 2019 . . . . . . . . . . 11,961,632.19May 2019 . . . . . . . . . . 11,650,311.08June 2019 . . . . . . . . . . 11,346,137.66July 2019 . . . . . . . . . . . 11,049,013.56August 2019 . . . . . . . . 10,758,841.52September 2019 . . . . . 10,475,525.33October 2019 . . . . . . . . 10,198,969.83November 2019 . . . . . 9,929,080.92December 2019 . . . . . . 9,665,765.51January 2020 . . . . . . . 9,408,931.59February 2020 . . . . . . 9,158,488.10March 2020 . . . . . . . . . 8,914,345.01April 2020 . . . . . . . . . . 8,676,413.30May 2020 . . . . . . . . . . 8,444,604.92June 2020 . . . . . . . . . . 8,218,832.78July 2020 . . . . . . . . . . . 7,999,010.76August 2020 . . . . . . . . 7,785,053.70September 2020 . . . . . 7,576,877.39October 2020 . . . . . . . . 7,374,398.55November 2020 . . . . . 7,177,534.81December 2020 . . . . . . 6,986,204.74January 2021 . . . . . . . 6,800,327.78February 2021 . . . . . . 6,619,824.30March 2021 . . . . . . . . . 6,444,615.55April 2021 . . . . . . . . . . 6,274,623.66May 2021 . . . . . . . . . . 6,109,771.62

DistributionDate

TargetedBalance

June 2021 . . . . . . . . . . $ 5,949,983.27July 2021 . . . . . . . . . . . 5,795,183.33August 2021 . . . . . . . . 5,645,297.35September 2021 . . . . . 5,500,251.70October 2021 . . . . . . . . 5,359,973.61November 2021 . . . . . 5,224,391.10December 2021 . . . . . . 5,093,432.99January 2022 . . . . . . . 4,967,028.93February 2022 . . . . . . 4,845,109.33March 2022 . . . . . . . . . 4,727,605.43April 2022 . . . . . . . . . . 4,614,449.20May 2022 . . . . . . . . . . 4,505,573.40June 2022 . . . . . . . . . . 4,400,911.55July 2022 . . . . . . . . . . . 4,294,718.27August 2022 . . . . . . . . 4,185,342.53September 2022 . . . . . 4,072,863.75October 2022 . . . . . . . . 3,957,359.91November 2022 . . . . . 3,838,907.58December 2022 . . . . . . 3,717,581.95January 2023 . . . . . . . 3,593,456.79February 2023 . . . . . . 3,466,604.54March 2023 . . . . . . . . . 3,337,096.31April 2023 . . . . . . . . . . 3,205,001.88May 2023 . . . . . . . . . . 3,070,389.77June 2023 . . . . . . . . . . 2,933,327.19July 2023 . . . . . . . . . . . 2,793,880.12August 2023 . . . . . . . . 2,652,113.32September 2023 . . . . . 2,508,090.31October 2023 . . . . . . . . 2,361,873.42November 2023 . . . . . 2,213,523.82December 2023 . . . . . . 2,063,101.54January 2024 . . . . . . . 1,910,665.42February 2024 . . . . . . 1,756,273.23March 2024 . . . . . . . . . 1,599,981.61April 2024 . . . . . . . . . . 1,441,846.14May 2024 . . . . . . . . . . 1,281,921.30June 2024 . . . . . . . . . . 1,120,260.56July 2024 . . . . . . . . . . . 956,916.32August 2024 . . . . . . . . 791,940.00September 2024 . . . . . 625,381.97October 2024 . . . . . . . . 457,291.67November 2024 . . . . . 287,717.54December 2024 . . . . . . 116,707.07January 2025 and

thereafter . . . . . . . . 0.00

HK Class Targeted Balances

DistributionDate

TargetedBalance

Initial Balance . . . . . . $30,980,000.00January 2014 . . . . . . . 30,883,125.59February 2014 . . . . . . 30,772,795.60March 2014 . . . . . . . . . 30,648,674.85April 2014 . . . . . . . . . . 30,510,853.56May 2014 . . . . . . . . . . 30,359,439.93June 2014 . . . . . . . . . . 30,194,559.99July 2014 . . . . . . . . . . . 30,016,357.54

DistributionDate

TargetedBalance

August 2014 . . . . . . . . $29,824,993.98September 2014 . . . . . 29,620,648.11October 2014 . . . . . . . . 29,403,515.98November 2014 . . . . . 29,173,810.62December 2014 . . . . . . 28,931,761.77January 2015 . . . . . . . 28,677,615.61February 2015 . . . . . . 28,411,634.42March 2015 . . . . . . . . . 28,134,096.25

DistributionDate

TargetedBalance

April 2015 . . . . . . . . . . $27,845,294.54May 2015 . . . . . . . . . . 27,545,537.71June 2015 . . . . . . . . . . 27,235,148.74July 2015 . . . . . . . . . . . 26,914,464.71August 2015 . . . . . . . . 26,583,836.33September 2015 . . . . . 26,243,627.41October 2015 . . . . . . . . 25,894,214.40November 2015 . . . . . 25,535,985.74

B-15

HK Class (Continued)

DistributionDate

TargetedBalance

December 2015 . . . . . . $25,169,341.43January 2016 . . . . . . . 24,794,692.29February 2016 . . . . . . 24,412,459.46March 2016 . . . . . . . . . 24,023,073.74April 2016 . . . . . . . . . . 23,639,529.80May 2016 . . . . . . . . . . 23,261,762.23June 2016 . . . . . . . . . . 22,889,706.24July 2016 . . . . . . . . . . . 22,523,297.60August 2016 . . . . . . . . 22,162,472.68September 2016 . . . . . 21,807,168.45October 2016 . . . . . . . . 21,457,322.46November 2016 . . . . . 21,112,872.81December 2016 . . . . . . 20,773,758.19January 2017 . . . . . . . 20,439,917.85February 2017 . . . . . . 20,111,291.60March 2017 . . . . . . . . . 19,787,819.81April 2017 . . . . . . . . . . 19,469,443.39May 2017 . . . . . . . . . . 19,156,103.80June 2017 . . . . . . . . . . 18,847,743.04July 2017 . . . . . . . . . . . 18,544,303.66August 2017 . . . . . . . . 18,245,728.71September 2017 . . . . . 17,951,961.81October 2017 . . . . . . . . 17,662,947.07November 2017 . . . . . 17,378,629.11December 2017 . . . . . . 17,098,953.11January 2018 . . . . . . . 16,823,864.72February 2018 . . . . . . 16,553,310.09March 2018 . . . . . . . . . 16,287,235.90April 2018 . . . . . . . . . . 16,025,589.32May 2018 . . . . . . . . . . 15,768,317.99June 2018 . . . . . . . . . . 15,515,370.05July 2018 . . . . . . . . . . . 15,266,694.13August 2018 . . . . . . . . 15,022,239.34September 2018 . . . . . 14,781,955.24October 2018 . . . . . . . . 14,545,791.90November 2018 . . . . . 14,313,699.82December 2018 . . . . . . 14,085,629.97January 2019 . . . . . . . 13,861,533.82February 2019 . . . . . . 13,641,363.23March 2019 . . . . . . . . . 13,425,070.57April 2019 . . . . . . . . . . 13,212,608.61

DistributionDate

TargetedBalance

May 2019 . . . . . . . . . . $13,003,930.58June 2019 . . . . . . . . . . 12,798,990.17July 2019 . . . . . . . . . . . 12,597,741.47August 2019 . . . . . . . . 12,400,139.03September 2019 . . . . . 12,206,137.81October 2019 . . . . . . . . 12,015,693.20November 2019 . . . . . 11,828,761.01December 2019 . . . . . . 11,645,297.47January 2020 . . . . . . . 11,465,259.23February 2020 . . . . . . 11,288,603.31March 2020 . . . . . . . . . 11,115,287.20April 2020 . . . . . . . . . . 10,945,268.74May 2020 . . . . . . . . . . 10,778,506.19June 2020 . . . . . . . . . . 10,614,958.20July 2020 . . . . . . . . . . . 10,454,583.81August 2020 . . . . . . . . 10,297,342.46September 2020 . . . . . 10,143,193.96October 2020 . . . . . . . . 9,992,098.52November 2020 . . . . . 9,844,016.70December 2020 . . . . . . 9,698,909.47January 2021 . . . . . . . 9,556,738.14February 2021 . . . . . . 9,417,464.41March 2021 . . . . . . . . . 9,281,050.32April 2021 . . . . . . . . . . 9,147,458.31May 2021 . . . . . . . . . . 9,016,651.16June 2021 . . . . . . . . . . 8,888,591.99July 2021 . . . . . . . . . . . 8,763,244.28August 2021 . . . . . . . . 8,640,571.88September 2021 . . . . . 8,520,538.96October 2021 . . . . . . . . 8,403,110.06November 2021 . . . . . 8,288,250.03December 2021 . . . . . . 8,175,924.08January 2022 . . . . . . . 8,066,097.75February 2022 . . . . . . 7,958,736.89March 2022 . . . . . . . . . 7,853,807.72April 2022 . . . . . . . . . . 7,751,276.74May 2022 . . . . . . . . . . 7,651,110.82June 2022 . . . . . . . . . . 7,553,277.09July 2022 . . . . . . . . . . . 7,452,063.42August 2022 . . . . . . . . 7,345,851.53September 2022 . . . . . 7,234,753.22

DistributionDate

TargetedBalance

October 2022 . . . . . . . . $ 7,118,878.40November 2022 . . . . . 6,998,335.16December 2022 . . . . . . 6,873,229.78January 2023 . . . . . . . 6,743,666.76February 2023 . . . . . . 6,609,748.82March 2023 . . . . . . . . . 6,471,576.99April 2023 . . . . . . . . . . 6,329,250.55May 2023 . . . . . . . . . . 6,182,867.13June 2023 . . . . . . . . . . 6,032,522.70July 2023 . . . . . . . . . . . 5,878,311.58August 2023 . . . . . . . . 5,720,326.53September 2023 . . . . . 5,558,658.68October 2023 . . . . . . . . 5,393,397.60November 2023 . . . . . 5,224,631.34December 2023 . . . . . . 5,052,446.47January 2024 . . . . . . . 4,876,928.01February 2024 . . . . . . 4,698,159.53March 2024 . . . . . . . . . 4,516,223.16April 2024 . . . . . . . . . . 4,331,199.62May 2024 . . . . . . . . . . 4,143,168.18June 2024 . . . . . . . . . . 3,952,206.77July 2024 . . . . . . . . . . . 3,758,391.94August 2024 . . . . . . . . 3,561,798.91September 2024 . . . . . 3,362,501.53October 2024 . . . . . . . . 3,160,572.41November 2024 . . . . . 2,956,082.84December 2024 . . . . . . 2,749,102.86January 2025 . . . . . . . 2,539,701.25February 2025 . . . . . . 2,327,945.59March 2025 . . . . . . . . . 2,113,902.22April 2025 . . . . . . . . . . 1,897,636.31May 2025 . . . . . . . . . . 1,679,211.86June 2025 . . . . . . . . . . 1,458,691.70July 2025 . . . . . . . . . . . 1,236,137.56August 2025 . . . . . . . . 1,011,609.98September 2025 . . . . . 785,168.47October 2025 . . . . . . . . 556,871.41November 2025 . . . . . 326,776.15December 2025 . . . . . . 94,938.94January 2026 and

thereafter . . . . . . . . 0.00

Aggregate Group IX Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . $128,812,000.00January 2014 . . . . . . 127,536,344.44February 2014 . . . . . 126,237,300.00March 2014 . . . . . . . . 124,916,031.46April 2014 . . . . . . . . . 123,573,142.17May 2014 . . . . . . . . . 122,209,244.98June 2014 . . . . . . . . . 120,853,276.75July 2014 . . . . . . . . . 119,505,195.15August 2014 . . . . . . . 118,164,958.02September 2014 . . . . 116,832,523.45October 2014 . . . . . . 115,507,849.74November 2014 . . . . 114,190,895.41

DistributionDate

PlannedBalance

December 2014 . . . . . $112,881,619.19January 2015 . . . . . . 111,579,980.03February 2015 . . . . . 110,285,937.08March 2015 . . . . . . . . 108,999,449.73April 2015 . . . . . . . . . 107,720,477.57May 2015 . . . . . . . . . 106,448,980.38June 2015 . . . . . . . . . 105,184,918.17July 2015 . . . . . . . . . 103,928,251.16August 2015 . . . . . . . 102,678,939.78September 2015 . . . . 101,436,944.64October 2015 . . . . . . 100,202,226.59November 2015 . . . . 98,974,746.65

DistributionDate

PlannedBalance

December 2015 . . . . . $ 97,754,466.08January 2016 . . . . . . 96,541,346.31February 2016 . . . . . 95,335,348.98March 2016 . . . . . . . . 94,136,435.95April 2016 . . . . . . . . . 92,944,569.25May 2016 . . . . . . . . . 91,759,711.11June 2016 . . . . . . . . . 90,581,823.99July 2016 . . . . . . . . . 89,410,870.51August 2016 . . . . . . . 88,246,813.50September 2016 . . . . 87,089,615.97October 2016 . . . . . . 85,939,241.15November 2016 . . . . 84,795,652.44

B-16

Aggregate Group IX (Continued)

DistributionDate

PlannedBalance

December 2016 . . . . . $ 83,658,813.44January 2017 . . . . . . 82,528,687.93February 2017 . . . . . 81,405,239.89March 2017 . . . . . . . . 80,288,433.48April 2017 . . . . . . . . . 79,178,233.05May 2017 . . . . . . . . . 78,074,603.14June 2017 . . . . . . . . . 76,977,508.47July 2017 . . . . . . . . . 75,886,913.94August 2017 . . . . . . . 74,802,784.65September 2017 . . . . 73,725,085.85October 2017 . . . . . . 72,653,783.01November 2017 . . . . 71,588,841.75December 2017 . . . . . 70,530,227.89January 2018 . . . . . . 69,477,907.41February 2018 . . . . . 68,431,846.49March 2018 . . . . . . . . 67,392,011.46April 2018 . . . . . . . . . 66,358,368.84May 2018 . . . . . . . . . 65,330,885.32June 2018 . . . . . . . . . 64,309,527.79July 2018 . . . . . . . . . 63,294,263.26August 2018 . . . . . . . 62,285,058.97September 2018 . . . . 61,281,882.28October 2018 . . . . . . 60,284,700.76November 2018 . . . . 59,293,482.12December 2018 . . . . . 58,308,194.27January 2019 . . . . . . 57,328,805.25February 2019 . . . . . 56,355,283.29March 2019 . . . . . . . . 55,387,596.79April 2019 . . . . . . . . . 54,425,714.30May 2019 . . . . . . . . . 53,469,604.55June 2019 . . . . . . . . . 52,519,236.41July 2019 . . . . . . . . . 51,574,578.94August 2019 . . . . . . . 50,635,601.34September 2019 . . . . 49,702,272.99October 2019 . . . . . . 48,774,563.41November 2019 . . . . 47,857,263.12December 2019 . . . . . 46,954,931.10January 2020 . . . . . . 46,067,339.55February 2020 . . . . . 45,194,263.98March 2020 . . . . . . . . 44,335,483.20April 2020 . . . . . . . . . 43,490,779.25May 2020 . . . . . . . . . 42,659,937.35June 2020 . . . . . . . . . 41,842,745.88July 2020 . . . . . . . . . 41,038,996.32August 2020 . . . . . . . 40,248,483.20September 2020 . . . . 39,471,004.06October 2020 . . . . . . 38,706,359.40November 2020 . . . . 37,954,352.68December 2020 . . . . . 37,214,790.21January 2021 . . . . . . 36,487,481.16February 2021 . . . . . 35,772,237.50March 2021 . . . . . . . . 35,068,873.96April 2021 . . . . . . . . . 34,377,208.00May 2021 . . . . . . . . . 33,697,059.76June 2021 . . . . . . . . . 33,028,252.02July 2021 . . . . . . . . . 32,370,610.17August 2021 . . . . . . . 31,723,962.19September 2021 . . . . 31,088,138.58October 2021 . . . . . . 30,462,972.32November 2021 . . . . 29,848,298.88

DistributionDate

PlannedBalance

December 2021 . . . . . $ 29,243,956.14January 2022 . . . . . . 28,649,784.39February 2022 . . . . . 28,065,626.24March 2022 . . . . . . . . 27,491,326.67April 2022 . . . . . . . . . 26,926,732.91May 2022 . . . . . . . . . 26,371,694.49June 2022 . . . . . . . . . 25,826,063.12July 2022 . . . . . . . . . 25,289,692.73August 2022 . . . . . . . 24,762,439.40September 2022 . . . . 24,244,161.36October 2022 . . . . . . 23,734,718.92November 2022 . . . . 23,233,974.45December 2022 . . . . . 22,741,792.40January 2023 . . . . . . 22,258,039.20February 2023 . . . . . 21,782,583.26March 2023 . . . . . . . . 21,315,294.95April 2023 . . . . . . . . . 20,856,046.58May 2023 . . . . . . . . . 20,404,712.33June 2023 . . . . . . . . . 19,961,168.27July 2023 . . . . . . . . . 19,525,292.30August 2023 . . . . . . . 19,096,964.16September 2023 . . . . 18,676,065.34October 2023 . . . . . . 18,262,479.14November 2023 . . . . 17,856,090.57December 2023 . . . . . 17,456,786.35January 2024 . . . . . . 17,064,454.91February 2024 . . . . . 16,678,986.34March 2024 . . . . . . . . 16,300,272.36April 2024 . . . . . . . . . 15,928,206.31May 2024 . . . . . . . . . 15,562,683.13June 2024 . . . . . . . . . 15,203,599.33July 2024 . . . . . . . . . 14,850,852.97August 2024 . . . . . . . 14,504,343.61September 2024 . . . . 14,163,972.36October 2024 . . . . . . 13,829,641.77November 2024 . . . . 13,501,255.87December 2024 . . . . . 13,178,720.13January 2025 . . . . . . 12,861,941.42February 2025 . . . . . 12,550,828.04March 2025 . . . . . . . . 12,245,289.65April 2025 . . . . . . . . . 11,945,237.25May 2025 . . . . . . . . . 11,650,583.20June 2025 . . . . . . . . . 11,361,241.17July 2025 . . . . . . . . . 11,077,126.15August 2025 . . . . . . . 10,798,154.37September 2025 . . . . 10,524,243.36October 2025 . . . . . . 10,255,311.87November 2025 . . . . 9,991,279.88December 2025 . . . . . 9,732,068.59January 2026 . . . . . . 9,477,600.37February 2026 . . . . . 9,227,798.78March 2026 . . . . . . . . 8,982,588.53April 2026 . . . . . . . . . 8,741,895.46May 2026 . . . . . . . . . 8,505,646.55June 2026 . . . . . . . . . 8,273,769.87July 2026 . . . . . . . . . 8,046,194.58August 2026 . . . . . . . 7,822,850.93September 2026 . . . . 7,603,670.21October 2026 . . . . . . 7,388,584.77November 2026 . . . . 7,177,527.96

DistributionDate

PlannedBalance

December 2026 . . . . . $ 6,970,434.18January 2027 . . . . . . 6,767,238.79February 2027 . . . . . 6,567,878.16March 2027 . . . . . . . . 6,372,289.62April 2027 . . . . . . . . . 6,180,411.46May 2027 . . . . . . . . . 5,992,182.89June 2027 . . . . . . . . . 5,807,544.07July 2027 . . . . . . . . . 5,626,436.07August 2027 . . . . . . . 5,448,800.85September 2027 . . . . 5,274,581.27October 2027 . . . . . . 5,103,721.04November 2027 . . . . 4,936,164.75December 2027 . . . . . 4,771,857.85January 2028 . . . . . . 4,610,746.60February 2028 . . . . . 4,452,778.09March 2028 . . . . . . . . 4,297,900.23April 2028 . . . . . . . . . 4,146,061.73May 2028 . . . . . . . . . 3,997,212.08June 2028 . . . . . . . . . 3,851,301.55July 2028 . . . . . . . . . 3,708,281.17August 2028 . . . . . . . 3,568,102.73September 2028 . . . . 3,430,718.77October 2028 . . . . . . 3,296,082.54November 2028 . . . . 3,164,148.03December 2028 . . . . . 3,034,869.92January 2029 . . . . . . 2,908,203.62February 2029 . . . . . 2,784,105.21March 2029 . . . . . . . . 2,662,531.44April 2029 . . . . . . . . . 2,543,439.75May 2029 . . . . . . . . . 2,426,788.22June 2029 . . . . . . . . . 2,312,535.60July 2029 . . . . . . . . . 2,200,641.26August 2029 . . . . . . . 2,091,065.22September 2029 . . . . 1,983,768.10October 2029 . . . . . . 1,878,711.15November 2029 . . . . 1,775,856.21December 2029 . . . . . 1,675,165.72January 2030 . . . . . . 1,576,602.71February 2030 . . . . . 1,480,130.78March 2030 . . . . . . . . 1,385,714.10April 2030 . . . . . . . . . 1,293,317.39May 2030 . . . . . . . . . 1,202,905.94June 2030 . . . . . . . . . 1,114,445.57July 2030 . . . . . . . . . 1,027,902.64August 2030 . . . . . . . 943,244.03September 2030 . . . . 860,437.14October 2030 . . . . . . 779,449.90November 2030 . . . . 700,250.72December 2030 . . . . . 622,808.51January 2031 . . . . . . 547,092.69February 2031 . . . . . 473,073.13March 2031 . . . . . . . . 400,720.20April 2031 . . . . . . . . . 330,004.72May 2031 . . . . . . . . . 260,897.99June 2031 . . . . . . . . . 193,371.75July 2031 . . . . . . . . . 127,398.18August 2031 . . . . . . . 62,949.91September 2031 and

thereafter . . . . . . . 0.00

B-17

TG Class Targeted Balances

DistributionDate

TargetedBalance

Initial Balance . . . . . . $37,013,000.00January 2014 . . . . . . . 36,931,370.13February 2014 . . . . . . 36,848,443.23March 2014 . . . . . . . . . 36,763,742.30April 2014 . . . . . . . . . . 36,677,363.44May 2014 . . . . . . . . . . 36,589,404.34June 2014 . . . . . . . . . . 36,502,904.68July 2014 . . . . . . . . . . . 36,417,850.72August 2014 . . . . . . . . 36,334,228.83September 2014 . . . . . 36,252,025.49October 2014 . . . . . . . . 36,171,227.29November 2014 . . . . . 36,091,820.88December 2014 . . . . . . 36,013,793.07January 2015 . . . . . . . 35,937,130.72February 2015 . . . . . . 35,861,820.83March 2015 . . . . . . . . . 35,787,850.46April 2015 . . . . . . . . . . 35,715,206.78May 2015 . . . . . . . . . . 35,643,877.07June 2015 . . . . . . . . . . 35,573,848.72July 2015 . . . . . . . . . . . 35,505,109.17August 2015 . . . . . . . . 35,437,645.97September 2015 . . . . . 35,371,446.81October 2015 . . . . . . . . 35,306,499.40November 2015 . . . . . 35,242,791.62December 2015 . . . . . . 35,180,311.36January 2016 . . . . . . . 35,119,046.68February 2016 . . . . . . 35,058,985.69March 2016 . . . . . . . . . 35,000,116.58April 2016 . . . . . . . . . . 34,942,427.66May 2016 . . . . . . . . . . 34,885,907.33June 2016 . . . . . . . . . . 34,830,544.04July 2016 . . . . . . . . . . . 34,776,326.37August 2016 . . . . . . . . 34,723,242.97September 2016 . . . . . 34,671,282.58October 2016 . . . . . . . . 34,620,434.01November 2016 . . . . . 34,570,686.18December 2016 . . . . . . 34,522,028.08January 2017 . . . . . . . 34,474,448.80February 2017 . . . . . . 34,427,937.49March 2017 . . . . . . . . . 34,382,483.40April 2017 . . . . . . . . . . 34,338,075.87May 2017 . . . . . . . . . . 34,294,704.30June 2017 . . . . . . . . . . 34,252,358.19July 2017 . . . . . . . . . . . 34,211,027.11August 2017 . . . . . . . . 34,170,700.71September 2017 . . . . . 34,131,368.73October 2017 . . . . . . . . 34,093,020.99November 2017 . . . . . 34,055,647.37December 2017 . . . . . . 34,019,237.85January 2018 . . . . . . . 33,983,782.47February 2018 . . . . . . 33,949,271.36March 2018 . . . . . . . . . 33,915,694.72April 2018 . . . . . . . . . . 33,883,042.84May 2018 . . . . . . . . . . 33,851,306.06June 2018 . . . . . . . . . . 33,820,474.80July 2018 . . . . . . . . . . . 33,790,539.59August 2018 . . . . . . . . 33,761,490.98September 2018 . . . . . 33,733,319.64October 2018 . . . . . . . . 33,706,016.28

DistributionDate

TargetedBalance

November 2018 . . . . . $33,679,571.71December 2018 . . . . . . 33,653,976.77January 2019 . . . . . . . 33,629,222.43February 2019 . . . . . . 33,605,299.69March 2019 . . . . . . . . . 33,582,199.61April 2019 . . . . . . . . . . 33,559,913.37May 2019 . . . . . . . . . . 33,538,432.16June 2019 . . . . . . . . . . 33,517,747.30July 2019 . . . . . . . . . . . 33,497,850.11August 2019 . . . . . . . . 33,478,732.05September 2019 . . . . . 33,460,384.58October 2019 . . . . . . . . 33,442,799.27November 2019 . . . . . 33,421,146.93December 2019 . . . . . . 33,390,830.10January 2020 . . . . . . . 33,352,038.34February 2020 . . . . . . 33,304,958.14March 2020 . . . . . . . . . 33,249,772.89April 2020 . . . . . . . . . . 33,186,662.95May 2020 . . . . . . . . . . 33,115,805.77June 2020 . . . . . . . . . . 33,037,375.81July 2020 . . . . . . . . . . . 32,951,544.66August 2020 . . . . . . . . 32,858,481.09September 2020 . . . . . 32,758,351.05October 2020 . . . . . . . . 32,651,317.76November 2020 . . . . . 32,537,541.67December 2020 . . . . . . 32,417,180.61January 2021 . . . . . . . 32,290,389.76February 2021 . . . . . . 32,157,321.67March 2021 . . . . . . . . . 32,018,126.39April 2021 . . . . . . . . . . 31,872,951.40May 2021 . . . . . . . . . . 31,721,941.72June 2021 . . . . . . . . . . 31,565,239.95July 2021 . . . . . . . . . . . 31,402,986.25August 2021 . . . . . . . . 31,235,318.40September 2021 . . . . . 31,062,371.88October 2021 . . . . . . . . 30,884,279.86November 2021 . . . . . 30,701,173.22December 2021 . . . . . . 30,513,180.64January 2022 . . . . . . . 30,320,428.59February 2022 . . . . . . 30,123,041.37March 2022 . . . . . . . . . 29,921,141.16April 2022 . . . . . . . . . . 29,714,848.04May 2022 . . . . . . . . . . 29,504,279.99June 2022 . . . . . . . . . . 29,289,553.01July 2022 . . . . . . . . . . . 29,070,781.06August 2022 . . . . . . . . 28,848,076.12September 2022 . . . . . 28,621,548.24October 2022 . . . . . . . . 28,391,305.55November 2022 . . . . . 28,157,454.31December 2022 . . . . . . 27,920,098.87January 2023 . . . . . . . 27,679,341.81February 2023 . . . . . . 27,435,283.89March 2023 . . . . . . . . . 27,188,024.08April 2023 . . . . . . . . . . 26,937,659.62May 2023 . . . . . . . . . . 26,684,286.02June 2023 . . . . . . . . . . 26,427,997.10July 2023 . . . . . . . . . . . 26,168,885.02August 2023 . . . . . . . . 25,907,040.28September 2023 . . . . . 25,642,551.79

DistributionDate

TargetedBalance

October 2023 . . . . . . . . $25,375,506.83November 2023 . . . . . 25,105,991.14December 2023 . . . . . . 24,834,088.92January 2024 . . . . . . . 24,559,882.82February 2024 . . . . . . 24,283,454.03March 2024 . . . . . . . . . 24,004,882.23April 2024 . . . . . . . . . . 23,724,245.69May 2024 . . . . . . . . . . 23,441,621.22June 2024 . . . . . . . . . . 23,157,084.23July 2024 . . . . . . . . . . . 22,870,708.74August 2024 . . . . . . . . 22,582,567.44September 2024 . . . . . 22,292,731.63October 2024 . . . . . . . . 22,001,271.34November 2024 . . . . . 21,708,255.25December 2024 . . . . . . 21,413,750.78January 2025 . . . . . . . 21,117,824.12February 2025 . . . . . . 20,820,540.16March 2025 . . . . . . . . . 20,521,962.60April 2025 . . . . . . . . . . 20,222,153.96May 2025 . . . . . . . . . . 19,921,175.54June 2025 . . . . . . . . . . 19,619,087.50July 2025 . . . . . . . . . . . 19,315,948.82August 2025 . . . . . . . . 19,011,817.40September 2025 . . . . . 18,706,749.97October 2025 . . . . . . . . 18,400,802.23November 2025 . . . . . 18,094,028.76December 2025 . . . . . . 17,786,483.09January 2026 . . . . . . . 17,478,217.72February 2026 . . . . . . 17,169,284.10March 2026 . . . . . . . . . 16,859,732.69April 2026 . . . . . . . . . . 16,549,612.97May 2026 . . . . . . . . . . 16,238,973.39June 2026 . . . . . . . . . . 15,927,861.48July 2026 . . . . . . . . . . . 15,616,323.83August 2026 . . . . . . . . 15,304,406.06September 2026 . . . . . 14,992,152.90October 2026 . . . . . . . . 14,679,608.17November 2026 . . . . . 14,366,814.80December 2026 . . . . . . 14,053,814.84January 2027 . . . . . . . 13,740,649.50February 2027 . . . . . . 13,427,359.12March 2027 . . . . . . . . . 13,113,983.22April 2027 . . . . . . . . . . 12,800,560.49May 2027 . . . . . . . . . . 12,487,128.84June 2027 . . . . . . . . . . 12,173,725.35July 2027 . . . . . . . . . . . 11,860,386.35August 2027 . . . . . . . . 11,547,147.38September 2027 . . . . . 11,234,043.23October 2027 . . . . . . . . 10,921,107.98November 2027 . . . . . 10,608,374.92December 2027 . . . . . . 10,295,876.66January 2028 . . . . . . . 9,983,645.09February 2028 . . . . . . 9,671,711.41March 2028 . . . . . . . . . 9,360,106.14April 2028 . . . . . . . . . . 9,048,859.11May 2028 . . . . . . . . . . 8,737,999.49June 2028 . . . . . . . . . . 8,427,555.81July 2028 . . . . . . . . . . . 8,117,555.97August 2028 . . . . . . . . 7,808,027.20

B-18

TG Class (Continued)

DistributionDate

TargetedBalance

September 2028 . . . . . $ 7,498,996.14October 2028 . . . . . . . . 7,190,488.82November 2028 . . . . . 6,882,530.65December 2028 . . . . . . 6,575,146.49January 2029 . . . . . . . 6,268,360.57February 2029 . . . . . . 5,962,196.57March 2029 . . . . . . . . . 5,656,677.63April 2029 . . . . . . . . . . 5,351,826.32May 2029 . . . . . . . . . . 5,047,664.66

DistributionDate

TargetedBalance

June 2029 . . . . . . . . . . $ 4,744,214.14July 2029 . . . . . . . . . . . 4,441,495.76August 2029 . . . . . . . . 4,139,529.94September 2029 . . . . . 3,838,336.65October 2029 . . . . . . . . 3,537,935.33November 2029 . . . . . 3,238,344.96December 2029 . . . . . . 2,939,584.00January 2030 . . . . . . . 2,641,670.45February 2030 . . . . . . 2,344,621.87

DistributionDate

TargetedBalance

March 2030 . . . . . . . . . $ 2,048,455.32April 2030 . . . . . . . . . . 1,753,187.46May 2030 . . . . . . . . . . 1,458,834.46June 2030 . . . . . . . . . . 1,165,412.08July 2030 . . . . . . . . . . . 872,935.65August 2030 . . . . . . . . 581,420.07September 2030 . . . . . 290,879.86October 2030 . . . . . . . . 1,329.08November 2030 and

thereafter . . . . . . . . 0.00

Aggregate Group X Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . . $36,061,000.00January 2014 . . . . . . . 35,597,275.60February 2014 . . . . . . 35,136,822.25March 2014 . . . . . . . . . 34,680,478.22April 2014 . . . . . . . . . . 34,228,205.84May 2014 . . . . . . . . . . 33,779,967.73June 2014 . . . . . . . . . . 33,335,726.85July 2014 . . . . . . . . . . . 32,895,446.51August 2014 . . . . . . . . 32,459,090.30September 2014 . . . . . 32,026,622.14October 2014 . . . . . . . . 31,598,006.27November 2014 . . . . . 31,173,207.23December 2014 . . . . . . 30,752,189.89January 2015 . . . . . . . 30,334,919.39February 2015 . . . . . . 29,921,361.21March 2015 . . . . . . . . . 29,511,481.11April 2015 . . . . . . . . . . 29,105,245.14May 2015 . . . . . . . . . . 28,702,619.67June 2015 . . . . . . . . . . 28,303,571.34July 2015 . . . . . . . . . . . 27,908,067.09August 2015 . . . . . . . . 27,516,074.14September 2015 . . . . . 27,127,560.01October 2015 . . . . . . . . 26,742,492.49November 2015 . . . . . 26,360,839.65December 2015 . . . . . . 25,982,569.84January 2016 . . . . . . . 25,607,651.69February 2016 . . . . . . 25,236,054.09March 2016 . . . . . . . . . 24,867,746.20April 2016 . . . . . . . . . . 24,502,697.47May 2016 . . . . . . . . . . 24,140,877.60June 2016 . . . . . . . . . . 23,782,256.55July 2016 . . . . . . . . . . . 23,426,804.54August 2016 . . . . . . . . 23,074,492.05September 2016 . . . . . 22,725,289.83October 2016 . . . . . . . . 22,379,168.87November 2016 . . . . . 22,036,100.42December 2016 . . . . . . 21,696,055.96January 2017 . . . . . . . 21,359,007.24February 2017 . . . . . . 21,024,926.26March 2017 . . . . . . . . . 20,693,785.22April 2017 . . . . . . . . . . 20,365,556.62May 2017 . . . . . . . . . . 20,040,213.16June 2017 . . . . . . . . . . 19,717,727.79

DistributionDate

PlannedBalance

July 2017 . . . . . . . . . . . $19,398,073.68August 2017 . . . . . . . . 19,081,224.26September 2017 . . . . . 18,767,153.16October 2017 . . . . . . . . 18,455,834.26November 2017 . . . . . 18,147,241.66December 2017 . . . . . . 17,841,349.68January 2018 . . . . . . . 17,538,132.87February 2018 . . . . . . 17,237,566.00March 2018 . . . . . . . . . 16,939,624.05April 2018 . . . . . . . . . . 16,644,282.23May 2018 . . . . . . . . . . 16,351,515.96June 2018 . . . . . . . . . . 16,061,300.85July 2018 . . . . . . . . . . . 15,775,523.42August 2018 . . . . . . . . 15,494,366.47September 2018 . . . . . 15,217,758.85October 2018 . . . . . . . . 14,945,630.43November 2018 . . . . . 14,677,912.17December 2018 . . . . . . 14,414,536.05January 2019 . . . . . . . 14,155,435.08February 2019 . . . . . . 13,900,543.26March 2019 . . . . . . . . . 13,649,795.59April 2019 . . . . . . . . . . 13,403,128.04May 2019 . . . . . . . . . . 13,160,477.55June 2019 . . . . . . . . . . 12,921,782.00July 2019 . . . . . . . . . . . 12,686,980.21August 2019 . . . . . . . . 12,456,011.91September 2019 . . . . . 12,228,817.73October 2019 . . . . . . . . 12,005,339.23November 2019 . . . . . 11,785,518.79December 2019 . . . . . . 11,569,299.71January 2020 . . . . . . . 11,356,626.11February 2020 . . . . . . 11,147,442.97March 2020 . . . . . . . . . 10,941,696.09April 2020 . . . . . . . . . . 10,739,332.09May 2020 . . . . . . . . . . 10,540,298.37June 2020 . . . . . . . . . . 10,344,543.17July 2020 . . . . . . . . . . . 10,152,015.47August 2020 . . . . . . . . 9,962,665.03September 2020 . . . . . 9,776,442.37October 2020 . . . . . . . . 9,593,298.77November 2020 . . . . . 9,413,186.22December 2020 . . . . . . 9,236,057.44January 2021 . . . . . . . 9,061,865.88

DistributionDate

PlannedBalance

February 2021 . . . . . . $ 8,890,565.69March 2021 . . . . . . . . . 8,722,111.68April 2021 . . . . . . . . . . 8,556,459.39May 2021 . . . . . . . . . . 8,393,565.01June 2021 . . . . . . . . . . 8,233,385.38July 2021 . . . . . . . . . . . 8,075,878.01August 2021 . . . . . . . . 7,921,001.05September 2021 . . . . . 7,768,713.27October 2021 . . . . . . . . 7,618,974.09November 2021 . . . . . 7,471,743.53December 2021 . . . . . . 7,326,982.21January 2022 . . . . . . . 7,184,651.34February 2022 . . . . . . 7,044,712.75March 2022 . . . . . . . . . 6,907,128.82April 2022 . . . . . . . . . . 6,771,862.51May 2022 . . . . . . . . . . 6,638,877.33June 2022 . . . . . . . . . . 6,508,137.37July 2022 . . . . . . . . . . . 6,379,607.25August 2022 . . . . . . . . 6,253,252.11September 2022 . . . . . 6,129,037.66October 2022 . . . . . . . . 6,006,930.08November 2022 . . . . . 5,886,896.12December 2022 . . . . . . 5,768,902.99January 2023 . . . . . . . 5,652,918.42February 2023 . . . . . . 5,538,910.63March 2023 . . . . . . . . . 5,426,848.31April 2023 . . . . . . . . . . 5,316,700.65May 2023 . . . . . . . . . . 5,208,437.30June 2023 . . . . . . . . . . 5,102,028.35July 2023 . . . . . . . . . . . 4,997,444.38August 2023 . . . . . . . . 4,894,656.41September 2023 . . . . . 4,793,635.88October 2023 . . . . . . . . 4,694,354.68November 2023 . . . . . 4,596,785.15December 2023 . . . . . . 4,500,900.01January 2024 . . . . . . . 4,406,672.44February 2024 . . . . . . 4,314,076.00March 2024 . . . . . . . . . 4,223,084.66April 2024 . . . . . . . . . . 4,133,672.79May 2024 . . . . . . . . . . 4,045,815.17June 2024 . . . . . . . . . . 3,959,486.94July 2024 . . . . . . . . . . . 3,874,663.62August 2024 . . . . . . . . 3,791,321.13

B-19

Aggregate Group X (Continued)

DistributionDate

PlannedBalance

September 2024 . . . . . $ 3,709,435.74October 2024 . . . . . . . . 3,628,984.08November 2024 . . . . . 3,549,943.16December 2024 . . . . . . 3,472,290.32January 2025 . . . . . . . 3,396,003.25February 2025 . . . . . . 3,321,060.01March 2025 . . . . . . . . . 3,247,438.96April 2025 . . . . . . . . . . 3,175,118.80May 2025 . . . . . . . . . . 3,104,078.59June 2025 . . . . . . . . . . 3,034,297.67July 2025 . . . . . . . . . . . 2,965,755.72August 2025 . . . . . . . . 2,898,432.73September 2025 . . . . . 2,832,308.99October 2025 . . . . . . . . 2,767,365.11November 2025 . . . . . 2,703,581.99December 2025 . . . . . . 2,640,940.81January 2026 . . . . . . . 2,579,423.06February 2026 . . . . . . 2,519,010.50March 2026 . . . . . . . . . 2,459,685.20April 2026 . . . . . . . . . . 2,401,429.47May 2026 . . . . . . . . . . 2,344,225.92June 2026 . . . . . . . . . . 2,288,057.42July 2026 . . . . . . . . . . . 2,232,907.09August 2026 . . . . . . . . 2,178,758.34September 2026 . . . . . 2,125,594.82October 2026 . . . . . . . . 2,073,400.42November 2026 . . . . . 2,022,159.32December 2026 . . . . . . 1,971,855.90January 2027 . . . . . . . 1,922,474.81February 2027 . . . . . . 1,874,000.92March 2027 . . . . . . . . . 1,826,419.36April 2027 . . . . . . . . . . 1,779,715.47May 2027 . . . . . . . . . . 1,733,874.82June 2027 . . . . . . . . . . 1,688,883.21July 2027 . . . . . . . . . . . 1,644,726.66

DistributionDate

PlannedBalance

August 2027 . . . . . . . . $ 1,601,391.40September 2027 . . . . . 1,558,863.88October 2027 . . . . . . . . 1,517,130.77November 2027 . . . . . 1,476,178.94December 2027 . . . . . . 1,435,995.45January 2028 . . . . . . . 1,396,567.58February 2028 . . . . . . 1,357,882.81March 2028 . . . . . . . . . 1,319,928.81April 2028 . . . . . . . . . . 1,282,693.43May 2028 . . . . . . . . . . 1,246,164.73June 2028 . . . . . . . . . . 1,210,330.95July 2028 . . . . . . . . . . . 1,175,180.51August 2028 . . . . . . . . 1,140,702.01September 2028 . . . . . 1,106,884.23October 2028 . . . . . . . . 1,073,716.14November 2028 . . . . . 1,041,186.86December 2028 . . . . . . 1,009,285.69January 2029 . . . . . . . 978,002.11February 2029 . . . . . . 947,325.75March 2029 . . . . . . . . . 917,246.40April 2029 . . . . . . . . . . 887,754.02May 2029 . . . . . . . . . . 858,838.74June 2029 . . . . . . . . . . 830,490.81July 2029 . . . . . . . . . . . 802,700.67August 2029 . . . . . . . . 775,458.89September 2029 . . . . . 748,756.19October 2029 . . . . . . . . 722,583.45November 2029 . . . . . 696,931.67December 2029 . . . . . . 671,792.02January 2030 . . . . . . . 647,155.79February 2030 . . . . . . 623,014.41March 2030 . . . . . . . . . 599,359.46April 2030 . . . . . . . . . . 576,182.63May 2030 . . . . . . . . . . 553,475.76June 2030 . . . . . . . . . . 531,230.81

DistributionDate

PlannedBalance

July 2030 . . . . . . . . . . . $ 509,439.88August 2030 . . . . . . . . 488,095.17September 2030 . . . . . 467,189.04October 2030 . . . . . . . . 446,713.94November 2030 . . . . . 426,662.45December 2030 . . . . . . 407,027.28January 2031 . . . . . . . 387,801.23February 2031 . . . . . . 368,977.25March 2031 . . . . . . . . . 350,548.36April 2031 . . . . . . . . . . 332,507.73May 2031 . . . . . . . . . . 314,848.63June 2031 . . . . . . . . . . 297,564.41July 2031 . . . . . . . . . . . 280,648.56August 2031 . . . . . . . . 264,094.66September 2031 . . . . . 247,896.39October 2031 . . . . . . . . 232,047.53November 2031 . . . . . 216,541.98December 2031 . . . . . . 201,373.72January 2032 . . . . . . . 186,536.82February 2032 . . . . . . 172,025.46March 2032 . . . . . . . . . 157,833.90April 2032 . . . . . . . . . . 143,956.52May 2032 . . . . . . . . . . 130,387.75June 2032 . . . . . . . . . . 117,122.14July 2032 . . . . . . . . . . . 104,154.32August 2032 . . . . . . . . 91,479.00September 2032 . . . . . 79,090.99October 2032 . . . . . . . . 66,985.17November 2032 . . . . . 55,156.50December 2032 . . . . . . 43,600.04January 2033 . . . . . . . 32,310.91February 2033 . . . . . . 21,284.33March 2033 . . . . . . . . . 10,515.57April 2033 and

thereafter . . . . . . . . 0.00

B-20

No one is authorized to give informationor to make representations in connectionwith the Certificates other than theinformation and representations containedin or incorporated into this ProspectusSupplement and the additional DisclosureDocuments. We take no responsibility forany unauthorized information or representa-tion. This Prospectus Supplement and theadditional Disclosure Documents do notconstitute an offer or solicitation withregard to the Certificates if it is illegal tomake such an offer or solicitation to youunder state law. By delivering this Pro-spectus Supplement and the additional Dis-closure Documents at any time, no oneimplies that the information containedherein or therein is correct after the datehereof or thereof.

Neither the Securities and ExchangeCommission nor any state securitiescommission has approved or disapprovedthe Certificates or determined if this Pro-spectus Supplement is truthful and com-plete. Any representation to the contrary isa criminal offense.

TABLE OF CONTENTS

Page

Table of Contents . . . . . . . . . . . . . . . . . . . . . . . S- 2

Available Information . . . . . . . . . . . . . . . . . . . . S- 3

Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S- 4

Additional Risk Factors . . . . . . . . . . . . . . . . . . S-11

Description of the Certificates . . . . . . . . . . . . S-12

Certain Additional Federal Income TaxConsequences . . . . . . . . . . . . . . . . . . . . . . . . S-53

Plan of Distribution . . . . . . . . . . . . . . . . . . . . . . S-55

Legal Matters . . . . . . . . . . . . . . . . . . . . . . . . . . . S-55

Exhibit A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 1

Schedule 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 3

Principal Balance Schedules . . . . . . . . . . . . . . B- 1

$2,478,103,662

Guaranteed REMICPass-Through Certificates

Fannie Mae REMIC Trust 2013-130

PROSPECTUS SUPPLEMENT

Deutsche Bank Securities

December 23, 2013

Fannie Mae 2013-130 › syndicated › documents › mbs › remicsupp › 2… · 2019-07-13 ·...

Documents

Transcript of Fannie Mae 2013-130 › syndicated › documents › mbs › remicsupp › 2… · 2019-07-13 ·...