Offering Circular Supplement $1,408,882,904 … Circular Supplement (To Offering Circular Dated June 1, 2010) $1,408,882,904 Freddie Mac Multiclass Certificates, Series 3946 Offered

Offering Circular Supplement(To Offering CircularDated June 1, 2010)

$1,408,882,904

Freddie MacMulticlass Certificates, Series 3946

Offered Classes: REMIC Classes shown below and MACR Classes shown on Appendix A

Offering Terms: The underwriter named below is offering the Classes in negotiated transactions at varying prices

Closing Date: October 28, 2011

REMICClasses

OriginalBalance

PrincipalType(1)

ClassCoupon

InterestType(1)

CUSIPNumber

Final PaymentDate

Group 1CA . . . . . . . . $200,000,000 SEQ 3.5% FIX 3137AGHG8 July 15, 2030CY . . . . . . . . 23,370,000 SEQ 3.5 FIX 3137AGHP8 October 15, 2031FK . . . . . . . . 22,222,222 SEQ (2) FLT 3137AGJM3 November 15, 2029KA . . . . . . . . 20,000,000 SEQ 2.5 FIX 3137AG L 5 7 November 15, 2029KB . . . . . . . . 60,000,000 SEQ 3.0 FIX 3137AG L 6 5 November 15, 2029KC . . . . . . . . 11,111,111 SEQ 1.0 FIX 3137AG L 7 3 November 15, 2029SK . . . . . . . . 22,222,222 NTL(SEQ) (2) INV/IO 3137AGNR7 November 15, 2029YK . . . . . . . . 20,866,007 SEQ 3.5 FIX 3137AG P S 3 October 15, 2031

Group 2AH . . . . . . . . 3,090,000 SUP 3.0 FIX 3137AGGV6 October 15, 2026BF . . . . . . . . 4,834,666 PAC (2) FLT 3137AGH3 7 October 15, 2026BS . . . . . . . . 4,834,666 NTL(PAC) (2) INV/IO 3137AGHA1 October 15, 2026BX . . . . . . . . 9,669,334 PAC 1.0 FIX 3137AGHE3 October 15, 2026BY . . . . . . . . 252,000 PAC 3.0 FIX 3137AGHF0 October 15, 2026HA . . . . . . . . 25,000,000 TAC 3.0 FIX 3137AGKB5 October 15, 2026JA . . . . . . . . 57,020,667 PAC 1.0 FIX 3137AGKP4 April 15, 2025JF . . . . . . . . 28,510,333 PAC (2) FLT 3137AGKU3 April 15, 2025JS . . . . . . . . 28,510,333 NTL(PAC) (2) INV/IO 3137AG L 3 2 April 15, 2025

Group 3FL . . . . . . . . 64,948,916 PAC I (2) FLT 3137AG J N 1 April 15, 2041FW . . . . . . . . 5,000,000 SUP (2) FLT 3137AG J Q 4 October 15, 2041HS . . . . . . . . 1,000,000 SUP (2) INV/S 3137AG K J 8 October 15, 2041IA . . . . . . . . 920,444 NTL(PAC II) 4.5 FIX/IO 3137AGKK5 October 15, 2041LA . . . . . . . . 46,392,084 PAC I 1.0 FIX 3137AGLK4 April 15, 2041LY . . . . . . . . 5,113,000 PAC I 4.5 FIX 3137AGM64 October 15, 2041SL . . . . . . . . 64,948,916 NTL(PAC I) (2) INV/IO 3137AGNS5 April 15, 2041SW . . . . . . . . 5,000,000 SUP (2) INV 3137AGNX4 October 15, 2041TH . . . . . . . . 1,000,000 NTL(SUP) (2) INV/IO 3137AG P 2 0 October 15, 2041TW . . . . . . . . 9,439,673 NTL(SUP) (2) INV/IO 3137AG P 7 9 October 15, 2041UF . . . . . . . . 28,319,017 SUP (2) FLT 3137AG P 9 5 October 15, 2041WF . . . . . . . . 3,000,000 SUP (2) FLT 3137AG P E 4 October 15, 2041WI . . . . . . . . 1,111,111 NTL(SUP) 4.5 FIX/IO 3137AGPG9 October 15, 2041WS . . . . . . . . 9,439,673 SUP (2) INV/S 3137AG P J 3 October 15, 2041YA . . . . . . . . 8,284,000 PAC II 4.0 FIX 3137AG P L 8 October 15, 2041

REMICClasses

OriginalBalance

PrincipalType(1)

ClassCoupon

InterestType(1)

CUSIPNumber

Final PaymentDate

Group 4FG . . . . . . . . $171,476,666 PAC I (2) FLT 3137AG J L 5 October 15, 2039GA . . . . . . . . 122,483,334 PAC I 1.0% FIX 3137AG J S 0 October 15, 2039IB . . . . . . . . 2,746,111 NTL(PAC II) 4.5 FIX/IO 3137AGKL3 October 15, 2041ML . . . . . . . . 13,346,652 PAC I 4.5 FIX 3137AGMG2 October 15, 2041NF . . . . . . . . 23,394,000 PAC I (2) FLT 3137AGMX5 May 15, 2041NS . . . . . . . . 23,394,000 NTL(PAC I) (2) INV/IO 3137AGN7 1 May 15, 2041NX . . . . . . . . 16,710,000 PAC I 1.0 FIX 3137AGNB2 May 15, 2041SG . . . . . . . . 171,476,666 NTL(PAC I) (2) INV/IO 3137AGNQ9 October 15, 2039TY . . . . . . . . 38,619,496 NTL(SUP) (2) INV/IO 3137AG P 8 7 October 15, 2041YB . . . . . . . . 24,715,000 PAC II 4.0 FIX 3137AGPM6 October 15, 2041YF . . . . . . . . 115,395,054 TAC (2) FLT 3137AGPR 5 October 15, 2041YS . . . . . . . . 38,619,496 SUP (2) INV/S 3137AGPU8 October 15, 2041ZF . . . . . . . . 463,433 SUP (2) FLT/Z 3137AGPV6 October 15, 2041

Group 5EA . . . . . . . . 34,301,667 PAC I 1.0 FIX 3137AGHY9 February 15, 2041EY . . . . . . . . 4,815,000 PAC I 4.5 FIX 3137AG J G 6 October 15, 2041FE . . . . . . . . 48,022,333 PAC I (2) FLT 3137AG J K 7 February 15, 2041FY . . . . . . . . 28,944,555 SUP (2) FLT 3137AG J R 2 October 15, 2041IC . . . . . . . . 686,666 NTL(PAC II) 4.5 FIX/IO 3137AGKM1 October 15, 2041SE . . . . . . . . 48,022,333 NTL(PAC I) (2) INV/IO 3137AGNP1 February 15, 2041SY . . . . . . . . 9,648,185 SUP (2) INV/S 3137AGNY2 October 15, 2041TS . . . . . . . . 9,648,185 NTL(SUP) (2) INV/IO 3137AG P 5 3 October 15, 2041YC . . . . . . . . 6,180,000 PAC II 4.0 FIX 3137AGPN4 October 15, 2041

Group 6FD . . . . . . . . 32,348,750 PAC I (2) FLT 3137AG J J 0 April 15, 2041ID . . . . . . . . 458,777 NTL(PAC II) 4.5 FIX/IO 3137AGKN9 October 15, 2041LF . . . . . . . . 19,341,374 SUP (2) FLT 3137AGLQ1 October 15, 2041LS . . . . . . . . 6,447,125 SUP (2) INV/S 3137AGL Z 1 October 15, 2041MA . . . . . . . . 23,106,250 PAC I 1.0 FIX 3137AGM72 April 15, 2041MN . . . . . . . . 2,552,000 PAC I 4.5 FIX 3137AGMH0 October 15, 2041SD . . . . . . . . 32,348,750 NTL(PAC I) (2) INV/IO 3137AGNN6 April 15, 2041TL . . . . . . . . 6,447,125 NTL(SUP) (2) INV/IO 3137AG P 3 8 October 15, 2041YD . . . . . . . . 4,129,000 PAC II 4.0 FIX 3137AG P P 9 October 15, 2041

ResidualR . . . . . . . . 0 NPR 0.0 NPR 3137AGNK2 October 15, 2041RS . . . . . . . . 0 NPR 0.0 NPR 3137AGNL0 October 15, 2041

(1) See Appendix II to the Offering Circular.(2) See Terms Sheet — Interest.

The Certificates may not be suitable investments for you. You should not purchase Certificates unless you have carefullyconsidered and are able to bear the associated prepayment, interest rate, yield and market risks of investing in them.Certain Risk Considerations on page S-2 highlights some of these risks.

You should purchase Certificates only if you have read and understood this Supplement, the attached Offering Circularand the documents identified under Available Information.

We guarantee principal and interest payments on the Certificates. These payments are not guaranteed by, and are not debtsor obligations of, the United States or any federal agency or instrumentality other than Freddie Mac. The Certificates arenot tax-exempt. Because of applicable securities law exemptions, we have not registered the Certificates with any federalor state securities commission. No securities commission has reviewed this Supplement.

Deutsche Bank Securities

October 3, 2011

CERTAIN RISK CONSIDERATIONS

Although we guarantee the payments on the Certificates, and so bear the associated credit risk, as aninvestor you will bear the other risks of owning mortgage securities. This section highlights some of theserisks. You should also read Risk Factors and Prepayment, Yield and Suitability Considerations in theOffering Circular for further discussions of these risks.

The Certificates May Not be Suitable Investments for You. The Certificates are complexsecurities. You should not purchase Certificates unless you are able to understand and bear the associatedprepayment, interest rate, yield and market risks.

In particular, the Interest Only, Inverse Floating Rate, Support, Accrual and Residual Classes havespecial risks and are not suitable for all investors.

Prepayments Can Reduce Your Yield. The yield on your Certificates could be lower than youexpect if:

• You buy your Certificates at a premium over their principal amount and principal paymentsare faster than you expect.

• You buy your Certificates at a discount to their principal amount and principal payments areslower than you expect.

If you buy an Interest Only Class and prepayments are fast, you may not even recover your investment.

LIBOR Levels Can Reduce Your Yield if You Own a Floating Rate or Inverse Floating RateClass. The yield on your Certificates could be lower than you expect if:

• You buy a Floating Rate Class and LIBOR levels are lower than you expect.

• You buy an Inverse Floating Rate Class and LIBOR levels are higher than you expect.

If you buy an Interest Only Inverse Floating Rate Class, you may not even recover your investment ifLIBOR levels are high or prepayments are fast.

Under some prepayment scenarios, relatively low levels of LIBOR may slightly extend, andrelatively high levels of LIBOR may slightly reduce, the weighted average lives of HF, YF and ZF.

The Certificates are Subject to Market Risks. You will bear all of the market risks of yourinvestment. The market value of your Certificates will vary over time, primarily in response to changes inprevailing interest rates. If you sell your Certificates when their market value is low, you may experiencesignificant losses. The underwriter named on the front cover (the “Underwriter”) intends to make amarket for the purchase and sale of the Certificates after they are issued, but has no obligation to do so. Asecondary market may not develop. Even if one does develop, it may not be liquid enough to allow you tosell your Certificates easily or at your desired price.

Our Multiclass Certificates Offering Circular dated June 1, 2010 (the “Offering Circular”),attached to this Supplement, defines many of the terms we use in this Supplement.

S-2

TERMS SHEET

This Terms Sheet contains selected information about this Series. You should refer to theremainder of this Supplement for further information.

In this Supplement, we refer to Classes only by their letter designations. For example, “R” refers tothe R Class of this Series.

Payment Dates

We make payments of principal and interest on the Certificates on each monthly Payment Datebeginning in November 2011.

Form of Classes

Regular and MACR Classes: Book-entry on Fed System

Residual Classes: Certificated

Interest

The Fixed Rate Classes bear interest at the Class Coupons shown on the front cover and Appendix A.

S-3

The Floating Rate and Inverse Floating Rate Classes bear interest as shown in the following table.The initial Class Coupons apply only to the first Accrual Period. We determine LIBOR using the BBAMethod.

ClassInitial Class

Coupon Class Coupon Formula Minimum Rate Maximum RateClass Coupon Subject to

Group 1FK . . . . . . . . . . . . . . . . . . . . . . . . . . 0.52% LIBOR + 0.3% 0.3% 7.0%SK . . . . . . . . . . . . . . . . . . . . . . . . . . 6.48 6.7% � LIBOR 0 6.7Group 2BF . . . . . . . . . . . . . . . . . . . . . . . . . . 0.47 LIBOR + 0.25% 0.25 7.0BS . . . . . . . . . . . . . . . . . . . . . . . . . . 6.53 6.75% � LIBOR 0 6.75FB(1) . . . . . . . . . . . . . . . . . . . . . . . . 0.47 LIBOR + 0.25% 0.25 7.0JF . . . . . . . . . . . . . . . . . . . . . . . . . . 0.47 LIBOR + 0.25% 0.25 7.0JS . . . . . . . . . . . . . . . . . . . . . . . . . . 6.53 6.75% � LIBOR 0 6.75SB(1) . . . . . . . . . . . . . . . . . . . . . . . . 6.53 6.75% � LIBOR 0 6.75Group 3FL . . . . . . . . . . . . . . . . . . . . . . . . . . 0.57 LIBOR + 0.35% 0.35 7.0FW . . . . . . . . . . . . . . . . . . . . . . . . . 1.32 LIBOR + 1.1% 1.1 6.0HF(2) . . . . . . . . . . . . . . . . . . . . . . . . 1.32 LIBOR + 1.1% 1.1 6.0HS . . . . . . . . . . . . . . . . . . . . . . . . . . 9.36 9.8% � (LIBOR � 2.0) 0 9.8MS(2) . . . . . . . . . . . . . . . . . . . . . . . 11.7 12.25% � (LIBOR � 2.5) 0 12.25QS(2) . . . . . . . . . . . . . . . . . . . . . . . . 9.36 9.8% � (LIBOR � 2.0) 0 9.8SL . . . . . . . . . . . . . . . . . . . . . . . . . . 6.43 6.65% � LIBOR 0 6.65SM(2) . . . . . . . . . . . . . . . . . . . . . . . 14.04 14.7% � (LIBOR � 3.0) 0 14.7SU(3) . . . . . . . . . . . . . . . . . . . . . . . . 14.04 14.7% � (LIBOR � 3.0) 0 14.7SW . . . . . . . . . . . . . . . . . . . . . . . . . 6.68 6.9% � LIBOR 2.0 6.9TH . . . . . . . . . . . . . . . . . . . . . . . . . . 4.68 4.9% � LIBOR 0 4.9TU(3) . . . . . . . . . . . . . . . . . . . . . . . . 4.68 4.9% � LIBOR 0 4.9TW . . . . . . . . . . . . . . . . . . . . . . . . . 4.68 4.9% � LIBOR 0 4.9UF . . . . . . . . . . . . . . . . . . . . . . . . . . 1.32 LIBOR + 1.1% 1.1 6.0WF . . . . . . . . . . . . . . . . . . . . . . . . . 1.32 LIBOR + 1.1% 1.1 6.0WS . . . . . . . . . . . . . . . . . . . . . . . . . 9.36 9.8% � (LIBOR � 2.0) 0 9.8Group 4FG . . . . . . . . . . . . . . . . . . . . . . . . . . 0.57 LIBOR + 0.35% 0.35 7.0FN(1) . . . . . . . . . . . . . . . . . . . . . . . . 0.57 LIBOR + 0.35% 0.35 7.0NF . . . . . . . . . . . . . . . . . . . . . . . . . . 0.57 LIBOR + 0.35% 0.35 7.0NS . . . . . . . . . . . . . . . . . . . . . . . . . . 6.43 6.65% � LIBOR 0 6.65SG . . . . . . . . . . . . . . . . . . . . . . . . . . 6.43 6.65% � LIBOR 0 6.65SN(1) . . . . . . . . . . . . . . . . . . . . . . . . 6.43 6.65% � LIBOR 0 6.65SQ(4) . . . . . . . . . . . . . . . . . . . . . . . . 9.36 9.8% � (LIBOR � 2.0) 0 9.8TY . . . . . . . . . . . . . . . . . . . . . . . . . . 4.68 4.9% � LIBOR 0 4.9YF . . . . . . . . . . . . . . . . . . . . . . . . . . 1.32 LIBOR + 1.1% 1.1 6.0YS . . . . . . . . . . . . . . . . . . . . . . . . . . 9.36 9.8% � (LIBOR � 2.0) 0 9.8ZF . . . . . . . . . . . . . . . . . . . . . . . . . . 1.32 LIBOR + 1.1% 1.1 6.0Group 5FE . . . . . . . . . . . . . . . . . . . . . . . . . . 0.57 LIBOR + 0.35% 0.35 7.0FY . . . . . . . . . . . . . . . . . . . . . . . . . . 1.32 LIBOR + 1.1% 1.1 6.0SE . . . . . . . . . . . . . . . . . . . . . . . . . . 6.43 6.65% � LIBOR 0 6.65SY . . . . . . . . . . . . . . . . . . . . . . . . . . 9.36 9.8% � (LIBOR � 2.0) 0 9.8TQ(5) . . . . . . . . . . . . . . . . . . . . . . . . 4.68 4.9% � LIBOR 0 4.9TS . . . . . . . . . . . . . . . . . . . . . . . . . . 4.68 4.9% � LIBOR 0 4.9US(5) . . . . . . . . . . . . . . . . . . . . . . . . 14.04 14.7% � (LIBOR � 3.0) 0 14.7Group 6FD . . . . . . . . . . . . . . . . . . . . . . . . . . 0.57 LIBOR + 0.35% 0.35 7.0LF . . . . . . . . . . . . . . . . . . . . . . . . . . 1.32 LIBOR + 1.1% 1.1 6.0LS . . . . . . . . . . . . . . . . . . . . . . . . . . 9.36 9.8% � (LIBOR � 2.0) 0 9.8SD . . . . . . . . . . . . . . . . . . . . . . . . . . 6.43 6.65% � LIBOR 0 6.65TL . . . . . . . . . . . . . . . . . . . . . . . . . . 4.68 4.9% � LIBOR 0 4.9

(1) MACR Class.(2) MACR Class formed from Classes in Groups 3, 4, 5 and 6.(3) MACR Class formed from Classes in Groups 3 and 4.(4) MACR Class formed from Classes in Groups 4, 5 and 6.(5) MACR Class formed from Classes in Groups 5 and 6.

See Appendix V to the Offering Circular and Payments — Interest.

S-4

Notional Classes

ClassOriginal NotionalPrincipal Amount Reduces Proportionately With

Group 1SK $ 22,222,222 FK (SEQ)

Group 2BS $ 4,834,666 BF (PAC)JS 28,510,333 JF (PAC)SB(1) 33,344,999 BF and JF, as a whole (PAC)

Group 3IA $ 920,444 YA (PAC II)SL 64,948,916 FL (PAC I)TH 1,000,000 HS (SUP)TU(2) 48,059,169 WS and YS, as a whole (SUP)TW 9,439,673 WS (SUP)WI 1,111,111 FW and SW (SUP)

Group 4IB $ 2,746,111 YB (PAC II)NS 23,394,000 NF (PAC I)SG 171,476,666 FG (PAC I)SN(1) 194,870,666 FG and NF (PAC I)TY 38,619,496 YS (SUP)

Group 5IC $ 686,666 YC (PAC II)SE 48,022,333 FE (PAC I)TQ(3) 16,095,310 LS and SY, as a whole (SUP)TS 9,648,185 SY (SUP)

Group 6ID $ 458,777 YD (PAC II)SD 32,348,750 FD (PAC I)TL 6,447,125 LS (SUP)

(1) MACR Class.(2) MACR Class formed from Classes in Groups 3 and 4.(3) MACR Class formed from Classes in Groups 5 and 6.

See Payments — Interest — Notional Classes.

MACR Classes

This Series includes MACR Classes. Appendix A shows the characteristics of the MACR Classesand the Combinations of REMIC and MACR Classes.

See Appendix III to the Offering Circular for a description of MACR Certificates and exchangeprocedures and fees.

S-5

Principal

REMIC Classes

On each Payment Date, we pay:

Group 1

• 62.4690025157% of the Group 1 Asset Principal Amount to CA and CY, in that order, untilretired

• 37.5309974843% of the Group 1 Asset Principal Amount in the following order of priority:

1. To FK, KA, KB and KC, pro rata, until retired

2. To YK, until retired

SequentialPay

Group 2

• The Group 2 Asset Principal Amount in the following order of priority:

1. To the PAC Classes, until reduced to their Aggregate Targeted Balance, allocated asfollows:

a. To JA and JF, pro rata, while outstanding

b. To BF and BX, pro rata, while outstanding

c. To BY, while outstanding

PAC

2. To HA, until reduced to its Targeted BalanceTAC

3. To AH, until retiredSupport

4. To HA, until retiredTAC

5. To the PAC Classes, as described in step 1 above, but without regard to their AggregateTargeted Balance, until retired

PAC

Group 3


1. To the Type I PAC Classes, until reduced to their Aggregate Targeted Balance, allocatedas follows:

a. To FL and LA, pro rata, while outstanding

b. To LY, while outstanding

Type I PAC

2. To YA, until reduced to its Targeted BalanceType II PAC

3. To FW, HS, SW, UF, WF and WS, pro rata, until retiredSupport

4. To YA, until retiredType II PAC

5. To the Type I PAC Classes, as described in step 1 above, but without regard to theirAggregate Targeted Balance, until retired

Type I PAC

Principal

REMIC Classes

On each Payment Date, we pay:

Group 1

• 62.4690025157% of the Group 1 Asset Principal Amount to CA and CY, in that order, untilretired

• 37.5309974843% of the Group 1 Asset Principal Amount in the following order of priority:

1. To FK, KA, KB and KC, pro rata, until retired

2. To YK, until retired

��

SequentialPay

Group 2


1. To the PAC Classes, until reduced to their Aggregate Targeted Balance, allocated asfollows:

a. To JA and JF, pro rata, while outstanding

b. To BF and BX, pro rata, while outstanding

c. To BY, while outstanding

��

PAC

2. To HA, until reduced to its Targeted Balance��TAC

3. To AH, until retired��Support

4. To HA, until retired��TAC

5. To the PAC Classes, as described in step 1 above, but without regard to their AggregateTargeted Balance, until retired

��

PAC

Group 3



a. To FL and LA, pro rata, while outstanding

b. To LY, while outstanding

��

Type I PAC

2. To YA, until reduced to its Targeted Balance��Type II PAC

3. To FW, HS, SW, UF, WF and WS, pro rata, until retired��Support

4. To YA, until retired��Type II PAC


��

Type I PAC

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Group 4

• The Accrual Amount to YF, until reduced to its Targeted Balance, and then to ZFTAC andAccrual



a. To FG and GA, pro rata, while outstanding

b. To NF and NX, pro rata, while outstanding

c. To ML, while outstanding

Type I PAC

2. To YB, until reduced to its Targeted BalanceType II PAC

3. Concurrently:

a. 74.9999998382% as follows:

i. To YF, until reduced to its Targeted BalanceTAC

ii. To ZF, until retiredSupport

iii. To YF, until retiredTAC

b. 25.0000001618% to YS, until retiredSupport

4. To YB, until retiredType II PAC


Type I PAC

Group 5



a. To EA and FE, pro rata, while outstanding

b. To EY, while outstanding

Type I PAC

2. To YC, until reduced to its Targeted BalanceType II PAC

3. To FY and SY, pro rata, until retiredSupport

4. To YC, until retiredType II PAC


Type I PAC

Group 4

• The Accrual Amount to YF, until reduced to its Targeted Balance, and then to ZF��TAC and

Accrual



a. To FG and GA, pro rata, while outstanding

b. To NF and NX, pro rata, while outstanding

c. To ML, while outstanding

��

Type I PAC

2. To YB, until reduced to its Targeted Balance��Type II PAC

3. Concurrently:

a. 74.9999998382% as follows:

i. To YF, until reduced to its Targeted Balance��TAC

ii. To ZF, until retired��Support

iii. To YF, until retired��TAC

b. 25.0000001618% to YS, until retired��Support

4. To YB, until retired��Type II PAC


��

Type I PAC

Group 5



a. To EA and FE, pro rata, while outstanding

b. To EY, while outstanding

��

Type I PAC

2. To YC, until reduced to its Targeted Balance��Type II PAC

3. To FY and SY, pro rata, until retired��Support

4. To YC, until retired��Type II PAC


��

Type I PAC

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Group 6



a. To FD and MA, pro rata, while outstanding

b. To MN, while outstanding

Type I PAC

2. To YD, until reduced to its Targeted BalanceType II PAC

3. To LF and LS, pro rata, until retiredSupport

4. To YD, until retiredType II PAC


Type I PAC

The “Targeted Balances” and “Aggregate Targeted Balances” are in Appendix B. They werecalculated using the following Structuring Ranges and Rates.

Structuring Range or Rate

Group 2PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104% PSA - 288% PSATAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154% PSA

Group 3Type I PAC. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100% PSA - 300% PSAType II PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120% PSA - 300% PSA

Group 4Type I PAC. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100% PSA - 300% PSAType II PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120% PSA - 300% PSATAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 350% PSA*



* Assumes LIBOR equals 0.24333% at all times.

See Payments — Principal and Prepayment and Yield Analysis.

MACR Classes

On each Payment Date when any outstanding MACR Certificates are entitled to principal payments,we allocate such payments from the applicable REMIC Certificates to those MACR Certificates, asdescribed under MACR Certificates in the Offering Circular.

REMIC Status

We will form an Upper-Tier REMIC Pool and a Lower-Tier REMIC Pool for this Series. We willelect to treat each REMIC Pool as a REMIC under the Code. R and RS will be “Residual Classes” andthe other Classes shown on the front cover will be “Regular Classes.” The Residual Classes will besubject to transfer restrictions. See Certain Federal Income Tax Consequences in this Supplement and theOffering Circular.

Group 6



a. To FD and MA, pro rata, while outstanding

b. To MN, while outstanding

��

Type I PAC

2. To YD, until reduced to its Targeted Balance��Type II PAC

3. To LF and LS, pro rata, until retired��Support

4. To YD, until retired��Type II PAC


��

Type I PAC

The “Targeted Balances” and “Aggregate Targeted Balances” are in Appendix B. They werecalculated using the following Structuring Ranges and Rates.

Structuring Range or Rate

Group 2PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104% PSA - 288% PSATAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154% PSA


Group 4Type I PAC. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100% PSA - 300% PSAType II PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120% PSA - 300% PSATAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 350% PSA*



* Assumes LIBOR equals 0.24333% at all times.

See Payments — Principal and Prepayment and Yield Analysis.

MACR Classes

On each Payment Date when any outstanding MACR Certificates are entitled to principal payments,we allocate such payments from the applicable REMIC Certificates to those MACR Certificates, asdescribed under MACR Certificates in the Offering Circular.

REMIC Status

We will form an Upper-Tier REMIC Pool and a Lower-Tier REMIC Pool for this Series. We willelect to treat each REMIC Pool as a REMIC under the Code. R and RS will be “Residual Classes” andthe other Classes shown on the front cover will be “Regular Classes.” The Residual Classes will besubject to transfer restrictions. See Certain Federal Income Tax Consequences in this Supplement and theOffering Circular.

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Weighted Average Lives (in years)(1)

Group 1

0% 100% 150% 300% 400%PSA Prepayment Assumption

AY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.3 17.7 16.5 12.6 10.5CA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1 7.0 5.9 4.0 3.3CK, EK, FK, GK, JK, KA, KB, KC, KD, KE, KG,

KJ, KM, KN, KP, KQ, KT, KU, KW, LK,MK and SK. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.6 6.5 5.4 3.7 3.0

CY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.4 17.9 16.8 12.9 10.7YK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.1 17.0 15.7 11.7 9.7Group 1 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.0 8.1 7.0 4.9 4.1

Group 2


AH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.9 14.5 14.2 0.7 0.4AJ, CJ, DJ, EJ, GJ, JA, JB, JC, JD, JE, JF, JG, JH,

JM, JP, JS, JW, LJ and QJ . . . . . . . . . . . . . . . . . . 6.2 4.0 4.0 4.0 3.0BF, BS, BX and JL . . . . . . . . . . . . . . . . . . . . . . . . . . 12.1 10.9 10.9 10.9 8.0BG, BK, BL, BM, BN, BQ, BT, BU, BW, DB, DE,

DH, DK, DM, DT, DW, FB and SB . . . . . . . . . . . 7.0 5.0 5.0 5.0 3.8BY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.8 14.8 14.8 14.8 13.9HA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.6 10.8 7.7 2.6 1.5Group 2 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.5 6.4 5.8 4.5 3.3

Group 3


AL, CL, EL, FL, GL, HL, LA, LB, LC, LD, LE,LG, LH, LM, LN, LP, LQ, LT, LU, LW,LX and SL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.5 6.0 6.0 6.0 4.1

FW, HS, SW, TH, TW, UF, WF, WI and WS . . . . . . 28.0 19.9 12.9 2.6 1.4HF (LIBOR at 0.24333%)(2) . . . . . . . . . . . . . . . . . . 28.0 19.9 12.8 2.6 1.4HF (LIBOR at 1.24333%)(2) . . . . . . . . . . . . . . . . . . 27.9 19.9 12.8 2.6 1.4HF (LIBOR at 3.07167%)(2) . . . . . . . . . . . . . . . . . . 27.9 19.8 12.8 2.6 1.4HF (LIBOR at 4.90000% and Higher)(2) . . . . . . . . . 27.8 19.8 12.7 2.6 1.4IA and YA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.3 10.5 3.4 3.4 2.1LY. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.8 19.8 19.8 19.8 12.7MS(2), QS(2) and SM(2) . . . . . . . . . . . . . . . . . . . . . 28.0 19.9 12.9 2.6 1.4MY(2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.8 19.9 19.9 19.9 12.8PM(2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.3 10.5 3.3 3.3 2.1SU(3) and TU(3) . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.0 19.9 12.8 2.6 1.3Group 3 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 10.7 8.3 5.3 3.4

(1) We calculate weighted average lives based on the assumptions described in Prepayment and Yield Analysis. The actualweighted average lives are likely to differ from those shown, perhaps significantly.

(2) MACR Class formed from Classes in Groups 3, 4, 5 and 6.(3) MACR Class formed from Classes in Groups 3 and 4.

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Group 4


AG, CG, EG, FG, GA, GB, GC, GD, GE, GH, GM,GP, GQ, GT, GU, GW, GX, HG, QG, SG,UG and WG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.4 5.0 5.0 5.0 3.5

AN, EN, FN, GN, HN, NA, NB, NC, ND, NE, NG,NH, NJ, NK, NL, NM, NQ, NT, NU,NW and SN. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.6 6.0 6.0 6.0 4.1

IB and YB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.3 10.4 3.3 3.3 2.1ML . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.9 20.2 20.2 20.2 13.0NF, NS, NX and QL . . . . . . . . . . . . . . . . . . . . . . . . . 23.7 13.3 13.3 13.3 8.3SQ(4) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.0 19.9 12.9 2.6 1.4TY and YS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.0 19.8 12.8 2.6 1.3YF (LIBOR at 0.24333%) . . . . . . . . . . . . . . . . . . . . 27.9 19.8 12.7 2.6 1.3YF (LIBOR at 1.24333%) . . . . . . . . . . . . . . . . . . . . 27.9 19.8 12.7 2.6 1.3YF (LIBOR at 3.07167%) . . . . . . . . . . . . . . . . . . . . 27.8 19.7 12.6 2.6 1.3YF (LIBOR at 4.90000% and Higher) . . . . . . . . . . . 27.8 19.6 12.6 2.6 1.3ZF (LIBOR at 0.24333%) . . . . . . . . . . . . . . . . . . . . . 30.0 29.3 29.2 6.9 0.0ZF (LIBOR at 1.24333%) . . . . . . . . . . . . . . . . . . . . . 30.0 29.3 29.1 6.9 0.0ZF (LIBOR at 3.07167%) . . . . . . . . . . . . . . . . . . . . . 30.0 29.2 28.9 6.9 0.0ZF (LIBOR at 4.90000% and Higher) . . . . . . . . . . . 30.0 29.1 28.6 6.9 0.0Group 4 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 10.6 8.2 5.2 3.4

Group 5


AE, CE, EA, EB, EC, ED, EH, EM, EP, EQ, ET,EU, EX, FE, HE, ME, QE, SE, TE, WE,XE and YE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.4 6.0 6.0 6.0 4.1

EY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.7 19.1 19.1 19.1 12.3FY, SY and TS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.0 20.1 13.0 2.8 1.5IC and YC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.3 10.6 3.5 3.5 2.3TQ(5) and US(5) . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.0 20.0 13.0 2.7 1.5Group 5 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 10.8 8.4 5.4 3.6

Group 6


AM, CM, FD, HM, MA, MB, MC, MD, MG, MH,MJ, MP, MQ, MT, MU, MW, MX, QM, SD,UM, WM and YM . . . . . . . . . . . . . . . . . . . . . . . . 15.5 6.0 6.0 6.0 4.1

ID and YD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.3 10.5 3.4 3.4 2.1LF, LS and TL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.0 20.0 12.9 2.6 1.4MN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.8 19.8 19.8 19.8 12.7Group 6 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 10.7 8.3 5.3 3.4

(4) MACR Class formed from Classes in Groups 4, 5 and 6.(5) MACR Class formed from Classes in Groups 5 and 6.

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The Assets

The “Assets” consist of Freddie Mac PCs with the following characteristics:

Group Principal BalanceOriginal Term

(in years) Interest Rate

1 $357,569,340 20 3.5%2 128,377,000 15 3.03 176,496,690 30 4.54 526,603,635 30 4.55 131,911,740 30 4.56 87,924,499 30 4.5

See General Information — Structure of Transaction.

We will publish a Supplemental Statement applicable to this Series shortly after the Closing Date.The Supplemental Statement will contain a schedule of the Assets and other information. See AvailableInformation.

Assumed Mortgage Characteristics (as of October 1, 2011)

Group Principal Balance

Remaining Termto Maturity(in months)

Loan Age(in months)

Per AnnumInterest Rate

Per AnnumInterest Rate

of Related PCs

1 $357,569,340 239 1 4.05% 3.5%2 128,377,000 179 1 3.54 3.03 176,496,690 354 5 4.88 4.54 526,603,635 353 6 4.85 4.55 131,911,740 356 3 4.87 4.56 87,924,499 355 5 4.85 4.5

The actual characteristics of the Mortgages differ from those shown, in some cases significantly.

See General Information — The Mortgages.

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AVAILABLE INFORMATION

We incorporate by reference in this Supplement the Incorporated Documents listed under AdditionalInformation in the Offering Circular.

When we incorporate documents by reference, that means we are disclosing information to you byreferring to those documents rather than by providing you with separate copies. The IncorporatedDocuments are considered part of this Supplement. You should purchase Certificates only if you haveread and understood this Supplement, the Offering Circular and the Incorporated Documents. Infor-mation that we incorporate by reference will automatically update information in this Supplement. Wewill also publish a Supplemental Statement applicable to this Series shortly after the Closing Date. TheSupplemental Statement will contain a schedule of the Assets and other information. You should relyonly on the most current information provided or incorporated by reference in this Supplement and anyapplicable Supplemental Statement.

You may read and copy any document we file with the SEC at the SEC’s public reference room at100 F Street, N.E., Washington, D.C. 20549. Please call the SEC at 1-800-SEC-0330 for furtherinformation on the public reference room. The SEC also maintains a website at http://www.sec.gov thatcontains reports, proxy and information statements, and other information regarding companies that fileelectronically with the SEC.

You can obtain, without charge, copies of the Incorporated Documents, any documents wesubsequently file with the SEC, the Trust Agreement and current information concerning the Assetsand Certificates, as well as the disclosure documents and current information for any other securities weissue, from our Investor Inquiry Department or our internet website as described on page 7 of the OfferingCircular. You can also obtain the documents listed above from the Underwriter at:

Deutsche Bank Securities Inc.Attn: Syndication Operations

100 Plaza One, Floor 2Jersey City, New Jersey 07311-3901

(800) [email protected]

GENERAL INFORMATION

The Trust Agreement

We will form a trust fund to hold the Assets and to issue the Certificates, each pursuant to theMulticlass Certificates Master Trust Agreement dated June 1, 2010 and a Terms Supplement dated theClosing Date (together, the “Trust Agreement”). We will act as Trustee and Administrator under theTrust Agreement.

You should refer to the Trust Agreement for a complete description of your rights and obligationsand those of Freddie Mac. You will acquire your Certificates subject to the terms and conditions of theTrust Agreement, including the Terms Supplement.

Form of Certificates

The Regular and MACR Classes are issued, held and transferable on the Fed System. The ResidualClasses are issued and held in certificated form and are transferable at the office of the Registrar.

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Only a Fed Participant can be a Holder of a Regular or MACR Class. As an investor in Certificates,you are not necessarily the Holder.

See Description of Certificates — Form, Holders and Payment Procedures in the Offering Circular.

Denominations of Certificates

See Description of Certificates — Form, Holders and Payment Procedures in the Offering Circularfor the minimum denominations of the Classes.

Structure of Transaction

General

This Series is a Double-Tier Series, structured as follows:

REMIC Pool Classes Issued from REMIC Pool REMIC Pool Assets

Upper-Tier All Regular Classes and R All Lower-Tier regular interests

Lower-Tier RS The Assets

See Description of Certificates — REMIC Pool Structures in the Offering Circular.

The Assets

The Assets are Gold PCs and/or Gold Giant PCs.

The Mortgages

The Mortgages underlying the Assets (the “Mortgages”) are fixed-rate, first lien residentialmortgages and mortgage participations.

For purposes of this Supplement, we have made certain assumptions regarding the Mortgages, asshown under Terms Sheet — Assumed Mortgage Characteristics. However, the actual characteristics ofmost of the Mortgages differ from those assumed, perhaps significantly. This is the case even if theweighted average characteristics of the Mortgages are the same as those of mortgages having thecharacteristics assumed.

We may furnish some or all of the Assets from our own portfolio. Assets from our portfolio, or fromother sources, may emphasize specific Mortgage characteristics, such as loan purpose, source oforigination, geographic distribution or loan size, or specific borrower characteristics, such as creditscore or equity in the property. You can obtain information about the underlying Mortgage characteristicsfor the Assets from our internet website.

PAYMENTS

Payment Dates; Record Dates

We make payments of principal and interest on the Certificates on each Payment Date, beginning inthe month following the Closing Date. A “Payment Date” is the 15th of each month or, if the 15th is not aBusiness Day, the next Business Day.

On each Payment Date, any payment on a Certificate is made to the Holder of record as of the end ofthe preceding calendar month.

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Method of Payment

You will receive payments on your Certificates in the manner described under Description ofCertificates — Form, Holders and Payment Procedures in the Offering Circular.

Categories of Classes

For purposes of principal and interest payments, we have categorized the Classes as shown under“Principal Type” and “Interest Type” on the front cover and Appendix A. Appendix II to the OfferingCircular explains the abbreviations used for categories of Classes.

Interest

We pay 30 days’ interest on each Payment Date to the Holders of each Class on which interest hasaccrued, except that the Accrual Class receives payments as described below. We calculate each interestpayment on the outstanding balance of the Class immediately before the Payment Date and on the basisof a 360-day year of twelve 30-day months.

Accrual Period

The “Accrual Period” for each Payment Date is:

• For Fixed Rate Classes — the preceding calendar month.

• For Floating Rate and Inverse Floating Rate Classes — from the 15th of the preceding monthto the 15th of the month of that Payment Date.

Fixed Rate Classes

The Fixed Rate Classes bear interest at the Class Coupons shown on the front cover and Appendix A.

Notional Classes

The Notional Classes do not receive principal payments. For calculating interest payments, theNotional Classes have notional principal amounts that will reduce as shown under Terms Sheet —Notional Classes.

Floating Rate and Inverse Floating Rate Classes

The Floating Rate and Inverse Floating Rate Classes bear interest as shown under Terms Sheet —Interest. Their Class Coupons are based on one-month LIBOR.

We determine LIBOR and calculate the Class Coupons for the Floating Rate and Inverse FloatingRate Classes as described in Appendix V to the Offering Circular.

Accrual Class

ZF is an Accrual Class. The Accrual Class does not receive interest payments; rather, interestaccrued on the Accrual Class during each Accrual Period is added to its principal amount on the relatedPayment Date. We pay principal on the Accrual Class, including accrued interest that has been added toits principal amount, as described under Terms Sheet — Principal.

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Principal

We pay principal on each Payment Date to the Holders of the Classes on which principal is then due.Holders receive principal payments on a pro rata basis among the Certificates of their Class.

Amount of Payments

The principal payments on the Certificates on each Payment Date equal:

• The amount of interest accrued on the Accrual Class during the related Accrual Period andnot payable as interest on that Payment Date (the “Accrual Amount”).

• The amount of principal required to be paid in the same month on the Assets of each Group(the “Group 1 Asset Principal Amount,” the “Group 2 Asset Principal Amount” and soforth).

Allocation of Payments

On each Payment Date, we pay the Accrual Amount and the Asset Principal Amounts for thatPayment Date as described under Terms Sheet — Principal. Principal allocable to the REMIC Classesreceiving payments from a particular Asset Group will be allocated only to those REMIC Classes andwill not be available for REMIC Classes receiving payments from the other Asset Groups.

Class Factors

General

We make Class Factors available on or about the fifth business day of each month after the ClosingDate. See Description of Certificates — Payments — Class Factors in the Offering Circular.

Use of Factors

You can calculate principal and interest payments by using the Class Factors.

For example, the reduction (or for the Accrual Class, the increase) in the balance of a Certificate inFebruary will equal its original balance times the difference between its January and February ClassFactors. The amount of interest to be paid on (or for the Accrual Class, added to the principal balance of) aCertificate in February will equal 30 days’ interest at its Class Coupon, accrued during the relatedAccrual Period, on the balance of that Certificate determined by its January Class Factor.

Guarantees

We guarantee to each Holder of a Certificate the timely payment of interest at its Class Coupon andthe payment of its principal amount as described in this Supplement. See Description of Certificates —Payments — Guarantees in the Offering Circular.

1% Clean-up Call

We have a 1% Clean-up Call Right. If we exercise this right, all of the Classes then outstanding willbe paid in full and will retire. See Description of Certificates — Payments — 1% Clean-up Call in theOffering Circular.

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Residual Proceeds

Upon surrender of their Certificates to the Registrar, the Holders of each Residual Class will receivethe proceeds of any remaining assets of the related REMIC Pool after all required principal and interestpayments on the Classes have been made. Any remaining assets are likely to be insignificant. SeeDescription of Certificates — Payments — Residual Classes in the Offering Circular.

PREPAYMENT AND YIELD ANALYSIS

General

Mortgage Prepayments

The rates of principal payments on the Assets and the Certificates will depend on the rates ofprincipal payments, including prepayments, on the underlying Mortgages. The Mortgages are subject toprepayment at any time without penalty. Mortgage prepayment rates fluctuate continuously and, in somemarket conditions, substantially. See Prepayment, Yield and Suitability Considerations — Prepaymentsin the Offering Circular for a discussion of Mortgage prepayment considerations and risks.

Yield

As an investor in the Certificates, your yield will depend on:

• Your purchase price.

• The rate of principal payments on the underlying Mortgages.

• The actual characteristics of the underlying Mortgages.

• If you own a Floating Rate or Inverse Floating Rate Class, the level of LIBOR.

• If you own a Fixed Rate Class, the delay between its Accrual Period and the related PaymentDate.

See Prepayment, Yield and Suitability Considerations — Yields in the Offering Circular for adiscussion of yield considerations and risks.

Suitability

The Certificates may not be suitable investments for you. See Prepayment, Yield and SuitabilityConsiderations — Suitability in the Offering Circular for a discussion of suitability considerations andrisks.

Modeling Assumptions

To prepare the tables in this Supplement, we have made several assumptions. Unless otherwisenoted, each table employs the following assumptions (the “Modeling Assumptions”), among others:

• The Mortgages have the characteristics shown under Terms Sheet — Assumed MortgageCharacteristics.

• The Classes and Assets always receive payments on the 15th of the month, whether or not aBusiness Day.

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• We do not exercise our 1% Clean-up Call Right.

• Each Class is outstanding from the Closing Date to retirement and no exchanges occur.

The Modeling Assumptions, like any other stated assumptions, are likely to differ from actualexperience in many cases. For example, the Mortgages have characteristics more diverse than thoseassumed, many Payment Dates will occur on a Business Day after the dates assumed and we may exerciseour 1% Clean-up Call Right. Moreover, Mortgage prepayment rates will differ from the percentages ofPSA shown in the tables. These differences will affect the actual payment behavior, weighted averagelives and yields of the Classes, perhaps significantly.

See Prepayment, Yield and Suitability Considerations — Tabular Information in Supplements in theOffering Circular for descriptions of weighted average life and yield calculations and the PSA prepay-ment model.

Prepayment and Weighted Average Life Considerations

PAC and TAC Classes

Principal payments on the PAC and TAC Classes should be more stable than would be the case ifthey did not receive such payments, to the extent of available principal, in accordance with theirschedules. Moreover, they will have cumulative priorities for future payments if they fall behind theirschedules. Based on the Modeling Assumptions, each of these Classes has a range of constant Mortgageprepayment rates (an “Effective Range”) or a single constant Mortgage prepayment rate (an “EffectiveRate”) at which it would receive scheduled payments. The Effective Range or Rate at any time dependson the characteristics of the underlying Mortgages at that time. Based on the Modeling Assumptions,each PAC or TAC Class would receive scheduled payments until retirement if the underlying Mortgageswere to prepay at any constant percentage of PSA within its initial Effective Range, or at its initialEffective Rate, shown in the following table.

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Initial Effective Ranges and RatesClass Range or Rate

Group 2PAC

AJ, BG, BK, BL, BM, BN, BQ, BT, BU, BW, CJ, DB, DE,DH, DJ, DK, DM, DT, DW, EJ, FB, GJ, JA, JB, JC, JD,JE, JF, JG, JH, JM, JP, JW, LJ and QJ . . . . . . . . . . . . . . . 104% PSA - 288% PSA

BF, BX and JL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78% PSA - 288% PSABY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0% PSA - 288% PSA

TACHA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154% PSA

Group 3Type I PAC

AL, CL, EL, FL, GL, HL, LA, LB, LC, LD, LE, LG, LH,LM, LN, LP, LQ, LT, LU, LW and LX. . . . . . . . . . . . . . . 100% PSA - 300% PSA

LY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56% PSA - 300% PSAMY(1). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62% PSA - 300% PSA

Type II PACPM(1) and YA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120% PSA - 300% PSA

Group 4Type I PAC

AG, AN, CG, EG, EN, FG, FN, GA, GB, GC, GD, GE,GH, GM, GN, GP, GQ, GT, GU, GW, GX, HG, HN,NA, NB, NC, ND, NE, NG, NH, NJ, NK, NL, NM, NQ,NT, NU, NW, QG, UG and WG . . . . . . . . . . . . . . . . . . . . 100% PSA - 300% PSA

NF, NX and QL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89% PSA - 300% PSAML . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51% PSA - 300% PSA

Type II PACYB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120% PSA - 300% PSA

TACYF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 350% PSA(2)

Group 5Type I PAC

AE, CE, EA, EB, EC, ED, EH, EM, EP, EQ, ET, EU, EX,FE, HE, ME, QE, TE, WE, XE and YE . . . . . . . . . . . . . . 100% PSA - 300% PSA

EY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62% PSA - 300% PSAType II PAC

YC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120% PSA - 300% PSAGroup 6

Type I PACFD, MA, AM, CM, HM, MB, MC, MD, MG, MH, MJ,

MP, MQ, MT, MU, MW, MX, QM, UM, WM and YM . . 100% PSA - 300% PSAMN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56% PSA - 300% PSA

Type II PACYD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120% PSA - 300% PSA

(1) MACR Class formed from Classes in Groups 3, 4, 5 and 6.(2) Assumes LIBOR equals 0.24333% at all times.

The initial Effective Ranges, if calculated using the actual characteristics of the Mortgages, coulddiffer from those shown in the table. Even if the Mortgages were to prepay at a constant rate within theinitial Effective Range shown for any Class, but near the upper or lower end of that Effective Range, thatClass might not receive scheduled payments. Moreover, there may not be any constant prepayment rate,based on the actual characteristics of the Mortgages, at which a TAC Class would receive scheduledpayments.

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Non-constant prepayment rates can cause any Class not to receive scheduled payments, even if suchrates remain within its Effective Range, if any, shown above. The Effective Ranges can narrow or “drift”upward or downward over time. Under many scenarios the Classes shown in the table, especially theType II PAC and TAC Classes, would not receive scheduled payments.

Other Classes support the principal payment stability of the PAC and TAC Classes, as shown below.When its supporting Classes all retire, any outstanding PAC or TAC Class will become more sensitive toMortgage prepayments and its Effective Range, if any, will no longer exist. If a Type II PAC or TAC Classsupports any other Class at that time, its principal payment behavior will become similar to that of aSupport Class, as described below.

Supporting ClassesClasses Supported by

Group 2PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TAC and SupportTAC. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Support

Group 3Type I PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Type II PAC and SupportType II PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Support

Group 4Type I PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Type II PAC, TAC and SupportType II PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TAC and SupportTAC. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ZF



If the underlying Mortgages prepay at rates that are generally below the Effective Range or Rate forany Class, the available principal may be insufficient to produce scheduled payments on that Class and itsweighted average life may extend, perhaps significantly. If the underlying Mortgages prepay at rates thatare generally above the Effective Range or Rate for any Class, its weighted average life may shorten,perhaps significantly. However, the weighted average life of any PAC or TAC Class could extend (orshorten) under some scenarios, including “whipsaw” scenarios, involving Mortgage prepayments at ratesthat, on average, are above (or below) its Effective Range or Rate.

We distribute all available principal monthly on each Payment Date and do not retain it fordistribution on subsequent Payment Dates. As a result, the likelihood that the PAC and TAC Classes willreceive scheduled payments will not benefit from averaging high and low principal payments in differentmonths.

Support Classes

The Support Classes support the principal payment stability of the PAC and TAC Classes asdescribed above. As a result, each Support Class is likely to be much more sensitive to Mortgageprepayments than is any Class it supports. The Support Classes may receive no principal payments forextended periods of time, and their principal payment rate may vary widely from month to month.Relatively fast Mortgage prepayments may significantly shorten, and relatively slow Mortgage prepay-ments may significantly extend, the weighted average lives of the Support Classes.

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Sequential Pay Classes

The Sequential Pay Classes receive principal payments from the Group 1 Assets in a prescribedsequence.

MACR Classes

The payment characteristics of the MACR Classes reflect the payment characteristics of theirrelated REMIC Classes.

Declining Balances Table

The following table shows:

• Percentages of original balances (as of the Closing Date) that would be outstanding aftereach of the Payment Dates shown at various percentages of PSA and levels of LIBOR, ifapplicable.

• Corresponding weighted average lives.

We have prepared this table using the Modeling Assumptions. However, for 0% PSA we haveassumed that each Mortgage has (a) an interest rate 2.5% higher than that of the related PCs and (b) aremaining term to maturity of 180, 240 or 360 months, as applicable, and a loan age of 0 months. We havecalculated weighted average lives for each Notional Class assuming that a reduction in its notionalprincipal amount is a reduction in principal balance.

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Percentages of Original Balances Outstanding(1) and Weighted Average Lives

Group 1

Date 0% 100% 150% 300% 400% 0% 100% 150% 300% 400% 0% 100% 150% 300% 400%

PSA Prepayment AssumptionPSA Prepayment AssumptionPSA Prepayment Assumption

CK, EK, FK, GK, JK, KA, KB, KC,KD, KE, KG, KJ, KM, KN, KP, KQ,

KT, KU, KW, LK, MK and SKCAAY

Closing Date . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . 100 100 100 100 100 97 95 94 91 90 97 94 93 91 89October 15, 2013 . . . . . . . . . . . . . . . . 100 100 100 100 100 94 87 84 76 71 93 86 83 75 69October 15, 2014 . . . . . . . . . . . . . . . . 100 100 100 100 100 90 77 72 58 49 90 76 71 55 46October 15, 2015 . . . . . . . . . . . . . . . . 100 100 100 100 100 87 69 62 43 33 86 67 59 40 29October 15, 2016 . . . . . . . . . . . . . . . . 100 100 100 100 100 83 60 52 31 20 82 58 49 27 16October 15, 2017 . . . . . . . . . . . . . . . . 100 100 100 100 100 79 53 43 22 11 78 50 40 17 6October 15, 2018 . . . . . . . . . . . . . . . . 100 100 100 100 99 75 45 36 14 5 73 42 32 9 0October 15, 2019 . . . . . . . . . . . . . . . . 100 100 100 100 92 70 39 29 8 0 69 35 24 3 0October 15, 2020 . . . . . . . . . . . . . . . . 100 100 100 97 66 65 33 23 4 0 63 29 18 0 0October 15, 2021 . . . . . . . . . . . . . . . . 100 100 100 91 47 60 27 17 0 0 58 22 12 0 0October 15, 2022 . . . . . . . . . . . . . . . . 100 100 100 68 33 55 22 12 0 0 52 17 7 0 0October 15, 2023 . . . . . . . . . . . . . . . . 100 100 100 51 22 49 17 8 0 0 46 12 3 0 0October 15, 2024 . . . . . . . . . . . . . . . . 100 100 98 37 15 43 12 4 0 0 40 7 0 0 0October 15, 2025 . . . . . . . . . . . . . . . . 100 100 93 26 10 37 8 1 0 0 33 2 0 0 0October 15, 2026 . . . . . . . . . . . . . . . . 100 97 78 18 6 30 4 0 0 0 25 0 0 0 0October 15, 2027 . . . . . . . . . . . . . . . . 100 92 57 12 4 22 0 0 0 0 18 0 0 0 0October 15, 2028 . . . . . . . . . . . . . . . . 100 66 40 8 2 15 0 0 0 0 9 0 0 0 0October 15, 2029 . . . . . . . . . . . . . . . . 100 42 24 4 1 6 0 0 0 0 1 0 0 0 0October 15, 2030 . . . . . . . . . . . . . . . . 73 19 11 2 0 0 0 0 0 0 0 0 0 0 0October 15, 2031 . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . 19.3 17.7 16.5 12.6 10.5 11.1 7.0 5.9 4.0 3.3 10.6 6.5 5.4 3.7 3.0

Date 0% 100% 150% 300% 400% 0% 100% 150% 300% 400% 0% 100% 150% 300% 400%


Group 1 AssetsYKCY

Closing Date . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 97 95 94 92 91October 15, 2013 . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 94 88 86 79 74October 15, 2014 . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 91 80 75 62 54October 15, 2015 . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 88 72 66 49 40October 15, 2016 . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 85 64 57 38 29October 15, 2017 . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 81 58 49 30 21October 15, 2018 . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 96 77 51 42 23 15October 15, 2019 . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 68 73 45 36 18 11October 15, 2020 . . . . . . . . . . . . . . . . 100 100 100 100 72 100 100 100 88 49 69 40 31 14 8October 15, 2021 . . . . . . . . . . . . . . . . 100 100 100 99 51 100 100 100 67 34 65 35 26 10 5October 15, 2022 . . . . . . . . . . . . . . . . 100 100 100 74 35 100 100 100 50 24 60 30 22 8 4October 15, 2023 . . . . . . . . . . . . . . . . 100 100 100 55 24 100 100 100 37 16 55 25 18 6 3October 15, 2024 . . . . . . . . . . . . . . . . 100 100 100 40 16 100 100 93 27 11 49 21 14 4 2October 15, 2025 . . . . . . . . . . . . . . . . 100 100 100 29 11 100 100 74 19 7 43 17 11 3 1October 15, 2026 . . . . . . . . . . . . . . . . 100 100 84 20 7 100 89 57 13 5 37 14 9 2 1October 15, 2027 . . . . . . . . . . . . . . . . 100 100 62 13 4 100 68 42 9 3 31 11 7 1 0October 15, 2028 . . . . . . . . . . . . . . . . 100 72 43 8 3 100 48 29 6 2 24 8 5 1 0October 15, 2029 . . . . . . . . . . . . . . . . 100 45 26 5 1 100 31 18 3 1 16 5 3 0 0October 15, 2030 . . . . . . . . . . . . . . . . 80 21 12 2 0 54 14 8 1 0 8 2 1 0 0October 15, 2031 . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


(1) Rounded to nearest whole percentage.

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Group 2

Date 0% 104% 150% 288% 500% 0% 104% 150% 288% 500% 0% 104% 150% 288% 500%


BF, BS, BX and JL

AJ, CJ, DJ, EJ, GJ, JA, JB, JC, JD,JE, JF, JG, JH, JM, JP, JS, JW,

LJ and QJAH

Closing Date . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . 100 100 100 20 0 93 90 90 90 90 100 100 100 100 100October 15, 2013 . . . . . . . . . . . . . . . . 100 100 100 0 0 86 77 77 77 77 100 100 100 100 100October 15, 2014 . . . . . . . . . . . . . . . . 100 100 100 0 0 79 62 62 62 49 100 100 100 100 100October 15, 2015 . . . . . . . . . . . . . . . . 100 100 100 0 0 71 47 47 47 26 100 100 100 100 100October 15, 2016 . . . . . . . . . . . . . . . . 100 100 100 0 0 63 34 34 34 11 100 100 100 100 100October 15, 2017 . . . . . . . . . . . . . . . . 100 100 100 0 0 54 22 22 22 1 100 100 100 100 100October 15, 2018 . . . . . . . . . . . . . . . . 100 100 100 0 0 45 12 12 12 0 100 100 100 100 65October 15, 2019 . . . . . . . . . . . . . . . . 100 100 100 0 0 35 4 4 4 0 100 100 100 100 40October 15, 2020 . . . . . . . . . . . . . . . . 100 100 100 0 0 25 0 0 0 0 100 90 90 90 24October 15, 2021 . . . . . . . . . . . . . . . . 100 100 100 0 0 14 0 0 0 0 100 63 63 63 13October 15, 2022 . . . . . . . . . . . . . . . . 100 100 100 0 0 3 0 0 0 0 100 42 42 42 7October 15, 2023 . . . . . . . . . . . . . . . . 100 100 100 0 0 0 0 0 0 0 44 25 25 25 3October 15, 2024 . . . . . . . . . . . . . . . . 100 100 100 0 0 0 0 0 0 0 13 13 13 13 0October 15, 2025 . . . . . . . . . . . . . . . . 100 100 68 0 0 0 0 0 0 0 4 4 4 4 0October 15, 2026 . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


Date 0% 104% 150% 288% 500% 0% 104% 150% 288% 500% 0% 104% 150% 288% 500%


HABY

BG, BK, BL, BM, BN, BQ, BT, BU,BW, DB, DE, DH, DK, DM, DT,

DW, FB and SB

Closing Date . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . 94 91 91 91 91 100 100 100 100 100 100 100 97 96 83October 15, 2013 . . . . . . . . . . . . . . . . 88 80 80 80 80 100 100 100 100 100 100 100 89 68 20October 15, 2014 . . . . . . . . . . . . . . . . 82 67 67 67 56 100 100 100 100 100 100 100 80 34 0October 15, 2015 . . . . . . . . . . . . . . . . 75 55 55 55 37 100 100 100 100 100 100 100 73 13 0October 15, 2016 . . . . . . . . . . . . . . . . 68 44 44 44 24 100 100 100 100 100 100 100 69 2 0October 15, 2017 . . . . . . . . . . . . . . . . 61 34 34 34 15 100 100 100 100 100 100 100 67 0 0October 15, 2018 . . . . . . . . . . . . . . . . 53 25 25 25 9 100 100 100 100 100 100 96 63 0 0October 15, 2019 . . . . . . . . . . . . . . . . 45 18 18 18 6 100 100 100 100 100 100 88 56 0 0October 15, 2020 . . . . . . . . . . . . . . . . 36 13 13 13 3 100 100 100 100 100 100 77 47 0 0October 15, 2021 . . . . . . . . . . . . . . . . 27 9 9 9 2 100 100 100 100 100 100 63 37 0 0October 15, 2022 . . . . . . . . . . . . . . . . 17 6 6 6 1 100 100 100 100 100 100 48 27 0 0October 15, 2023 . . . . . . . . . . . . . . . . 6 4 4 4 0 100 100 100 100 100 100 33 16 0 0October 15, 2024 . . . . . . . . . . . . . . . . 2 2 2 2 0 100 100 100 100 100 74 17 6 0 0October 15, 2025 . . . . . . . . . . . . . . . . 1 1 1 1 0 100 100 100 100 41 33 2 0 0 0October 15, 2026 . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


Date 0% 104% 150% 288% 500%

PSA Prepayment Assumption

Group 2 Assets

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 93 93 91 88October 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91 84 82 76 66October 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86 74 70 59 44October 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81 65 60 46 29October 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75 56 50 35 19October 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69 48 42 26 12October 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63 41 34 20 8October 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 34 28 14 5October 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 28 22 10 3October 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 22 17 7 2October 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 17 12 5 1October 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 12 9 3 1October 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 7 5 2 0October 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3 2 1 0October 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.5 6.4 5.8 4.5 3.3

S-22

Group 3

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%

PSA Prepayment AssumptionPSA Prepayment Assumption

FW, HS, SW, TH, TW, UF, WF, WI and WSAL, CL, EL, FL, GL, HL, LA, LB, LC, LD, LE, LG,

LH, LM, LN, LP, LQ, LT, LU, LW, LX and SL

Closing Date . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . 98 94 94 94 94 100 100 97 86 70October 15, 2013 . . . . . . . . . . . . . . . . 97 84 84 84 84 100 100 91 61 20October 15, 2014 . . . . . . . . . . . . . . . . 95 73 73 73 67 100 100 85 36 0October 15, 2015 . . . . . . . . . . . . . . . . 93 63 63 63 44 100 100 80 20 0October 15, 2016 . . . . . . . . . . . . . . . . 91 54 54 54 29 100 100 77 9 0October 15, 2017 . . . . . . . . . . . . . . . . 88 45 45 45 18 100 100 74 3 0October 15, 2018 . . . . . . . . . . . . . . . . 86 36 36 36 11 100 100 72 0 0October 15, 2019 . . . . . . . . . . . . . . . . 83 28 28 28 6 100 100 71 0 0October 15, 2020 . . . . . . . . . . . . . . . . 81 22 22 22 3 100 100 68 0 0October 15, 2021 . . . . . . . . . . . . . . . . 78 16 16 16 0 100 100 64 0 0October 15, 2022 . . . . . . . . . . . . . . . . 74 12 12 12 0 100 100 60 0 0October 15, 2023 . . . . . . . . . . . . . . . . 71 9 9 9 0 100 100 55 0 0October 15, 2024 . . . . . . . . . . . . . . . . 67 6 6 6 0 100 94 50 0 0October 15, 2025 . . . . . . . . . . . . . . . . 63 4 4 4 0 100 88 45 0 0October 15, 2026 . . . . . . . . . . . . . . . . 59 2 2 2 0 100 81 41 0 0October 15, 2027 . . . . . . . . . . . . . . . . 54 0 0 0 0 100 74 36 0 0October 15, 2028 . . . . . . . . . . . . . . . . 49 0 0 0 0 100 67 32 0 0October 15, 2029 . . . . . . . . . . . . . . . . 44 0 0 0 0 100 60 28 0 0October 15, 2030 . . . . . . . . . . . . . . . . 38 0 0 0 0 100 53 24 0 0October 15, 2031 . . . . . . . . . . . . . . . . 32 0 0 0 0 100 47 20 0 0October 15, 2032 . . . . . . . . . . . . . . . . 26 0 0 0 0 100 41 17 0 0October 15, 2033 . . . . . . . . . . . . . . . . 19 0 0 0 0 100 35 14 0 0October 15, 2034 . . . . . . . . . . . . . . . . 11 0 0 0 0 100 29 11 0 0October 15, 2035 . . . . . . . . . . . . . . . . 3 0 0 0 0 100 24 9 0 0October 15, 2036 . . . . . . . . . . . . . . . . 0 0 0 0 0 100 19 7 0 0October 15, 2037 . . . . . . . . . . . . . . . . 0 0 0 0 0 94 14 5 0 0October 15, 2038 . . . . . . . . . . . . . . . . 0 0 0 0 0 73 10 3 0 0October 15, 2039 . . . . . . . . . . . . . . . . 0 0 0 0 0 51 6 2 0 0October 15, 2040 . . . . . . . . . . . . . . . . 0 0 0 0 0 26 2 1 0 0October 15, 2041 . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . 15.5 6.0 6.0 6.0 4.1 28.0 19.9 12.9 2.6 1.4

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%

PSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

HF (LIBOR at 0.24333%)(2) HF (LIBOR at 1.24333%)(2) HF (LIBOR at 3.07167%)(2)HF (LIBOR at 4.90000%

and Higher)(2)

Closing Date . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . 100 100 97 86 70 100 100 97 86 70 100 100 97 86 70 100 100 97 86 70October 15, 2013 . . . . . . . . . . . . . . . . 100 100 91 60 19 100 100 91 60 19 100 100 91 60 19 100 100 91 60 19October 15, 2014 . . . . . . . . . . . . . . . . 100 100 85 36 0 100 100 85 36 0 100 100 85 36 0 100 100 85 36 0October 15, 2015 . . . . . . . . . . . . . . . . 100 100 80 19 0 100 100 80 19 0 100 100 80 19 0 100 100 80 19 0October 15, 2016 . . . . . . . . . . . . . . . . 100 100 76 8 0 100 100 76 8 0 100 100 76 8 0 100 100 76 8 0October 15, 2017 . . . . . . . . . . . . . . . . 100 100 74 2 0 100 100 74 2 0 100 100 74 2 0 100 100 74 2 0October 15, 2018 . . . . . . . . . . . . . . . . 100 100 72 0 0 100 100 72 0 0 100 100 72 0 0 100 100 72 0 0October 15, 2019 . . . . . . . . . . . . . . . . 100 100 70 0 0 100 100 70 0 0 100 100 70 0 0 100 100 70 0 0October 15, 2020 . . . . . . . . . . . . . . . . 100 100 68 0 0 100 100 68 0 0 100 100 68 0 0 100 100 68 0 0October 15, 2021 . . . . . . . . . . . . . . . . 100 100 64 0 0 100 100 64 0 0 100 100 64 0 0 100 100 64 0 0October 15, 2022 . . . . . . . . . . . . . . . . 100 100 60 0 0 100 100 60 0 0 100 100 59 0 0 100 100 59 0 0October 15, 2023 . . . . . . . . . . . . . . . . 100 100 55 0 0 100 100 55 0 0 100 100 55 0 0 100 100 55 0 0October 15, 2024 . . . . . . . . . . . . . . . . 100 94 50 0 0 100 94 50 0 0 100 94 50 0 0 100 94 50 0 0October 15, 2025 . . . . . . . . . . . . . . . . 100 87 45 0 0 100 87 45 0 0 100 87 45 0 0 100 87 45 0 0October 15, 2026 . . . . . . . . . . . . . . . . 100 80 40 0 0 100 80 40 0 0 100 80 40 0 0 100 80 40 0 0October 15, 2027 . . . . . . . . . . . . . . . . 100 73 36 0 0 100 73 36 0 0 100 73 36 0 0 100 73 35 0 0October 15, 2028 . . . . . . . . . . . . . . . . 100 66 31 0 0 100 66 31 0 0 100 66 31 0 0 100 66 31 0 0October 15, 2029 . . . . . . . . . . . . . . . . 100 60 27 0 0 100 60 27 0 0 100 59 27 0 0 100 59 27 0 0October 15, 2030 . . . . . . . . . . . . . . . . 100 53 23 0 0 100 53 23 0 0 100 53 23 0 0 100 53 23 0 0October 15, 2031 . . . . . . . . . . . . . . . . 100 47 20 0 0 100 47 20 0 0 100 46 20 0 0 99 46 19 0 0October 15, 2032 . . . . . . . . . . . . . . . . 100 40 17 0 0 100 40 17 0 0 100 40 16 0 0 99 40 16 0 0October 15, 2033 . . . . . . . . . . . . . . . . 100 35 14 0 0 100 34 14 0 0 100 34 14 0 0 99 34 13 0 0October 15, 2034 . . . . . . . . . . . . . . . . 100 29 11 0 0 100 29 11 0 0 100 29 11 0 0 99 28 11 0 0October 15, 2035 . . . . . . . . . . . . . . . . 100 24 9 0 0 100 24 9 0 0 100 23 8 0 0 99 23 8 0 0October 15, 2036 . . . . . . . . . . . . . . . . 100 19 7 0 0 100 19 7 0 0 100 18 6 0 0 99 18 6 0 0October 15, 2037 . . . . . . . . . . . . . . . . 94 14 5 0 0 94 14 5 0 0 94 14 4 0 0 93 13 4 0 0October 15, 2038 . . . . . . . . . . . . . . . . 73 9 3 0 0 73 9 3 0 0 73 9 3 0 0 72 9 2 0 0October 15, 2039 . . . . . . . . . . . . . . . . 50 5 2 0 0 50 5 1 0 0 50 5 1 0 0 49 4 1 0 0October 15, 2040 . . . . . . . . . . . . . . . . 26 1 0 0 0 26 1 0 0 0 25 1 0 0 0 25 1 0 0 0October 15, 2041 . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . 28.0 19.9 12.8 2.6 1.4 27.9 19.9 12.8 2.6 1.4 27.9 19.8 12.8 2.6 1.4 27.8 19.8 12.7 2.6 1.4

(2) MACR Class formed from Classes in Groups 3, 4, 5 and 6.

S-23

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%


MS(2), QS(2) and SM(2)LYIA and YA

Closing Date . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . 100 100 90 90 90 100 100 100 100 100 100 100 97 86 70October 15, 2013 . . . . . . . . . . . . . . . . 100 100 72 72 72 100 100 100 100 100 100 100 91 60 19October 15, 2014 . . . . . . . . . . . . . . . . 100 100 52 52 0 100 100 100 100 100 100 100 85 36 0October 15, 2015 . . . . . . . . . . . . . . . . 100 100 35 35 0 100 100 100 100 100 100 100 80 19 0October 15, 2016 . . . . . . . . . . . . . . . . 100 100 22 22 0 100 100 100 100 100 100 100 76 9 0October 15, 2017 . . . . . . . . . . . . . . . . 100 100 12 12 0 100 100 100 100 100 100 100 74 3 0October 15, 2018 . . . . . . . . . . . . . . . . 100 100 4 4 0 100 100 100 100 100 100 100 72 0 0October 15, 2019 . . . . . . . . . . . . . . . . 100 100 0 0 0 100 100 100 100 100 100 100 71 0 0October 15, 2020 . . . . . . . . . . . . . . . . 100 89 0 0 0 100 100 100 100 100 100 100 68 0 0October 15, 2021 . . . . . . . . . . . . . . . . 100 68 0 0 0 100 100 100 100 100 100 100 64 0 0October 15, 2022 . . . . . . . . . . . . . . . . 100 38 0 0 0 100 100 100 100 73 100 100 60 0 0October 15, 2023 . . . . . . . . . . . . . . . . 100 3 0 0 0 100 100 100 100 50 100 100 55 0 0October 15, 2024 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 100 100 100 33 100 94 50 0 0October 15, 2025 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 100 100 100 22 100 87 45 0 0October 15, 2026 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 100 100 100 15 100 80 40 0 0October 15, 2027 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 100 100 100 10 100 74 36 0 0October 15, 2028 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 84 84 84 7 100 67 32 0 0October 15, 2029 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 65 65 65 4 100 60 27 0 0October 15, 2030 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 50 50 50 3 100 53 24 0 0October 15, 2031 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 38 38 38 2 100 47 20 0 0October 15, 2032 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 28 28 28 1 100 41 17 0 0October 15, 2033 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 21 21 21 1 100 35 14 0 0October 15, 2034 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 15 15 15 0 100 29 11 0 0October 15, 2035 . . . . . . . . . . . . . . . . 100 0 0 0 0 100 11 11 11 0 100 24 9 0 0October 15, 2036 . . . . . . . . . . . . . . . . 86 0 0 0 0 7 7 7 7 0 100 19 7 0 0October 15, 2037 . . . . . . . . . . . . . . . . 0 0 0 0 0 5 5 5 5 0 94 14 5 0 0October 15, 2038 . . . . . . . . . . . . . . . . 0 0 0 0 0 3 3 3 3 0 73 10 3 0 0October 15, 2039 . . . . . . . . . . . . . . . . 0 0 0 0 0 1 1 1 1 0 51 6 2 0 0October 15, 2040 . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 26 2 1 0 0October 15, 2041 . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%


SU(3) and TU(3)PM(2)MY(2)



(2) MACR Class formed from Classes in Groups 3, 4, 5 and 6.(3) MACR Class formed from Classes in Groups 3 and 4.

S-24

Date 0% 100% 160% 300% 500%


Group 3 Assets

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99 96 95 92 87October 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 90 86 77 65October 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 83 77 62 45October 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 77 68 50 31October 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 71 60 40 21October 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 65 53 32 15October 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91 60 47 26 10October 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 55 41 21 7October 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88 50 36 17 5October 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86 46 32 13 3October 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84 42 28 10 2October 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82 38 24 8 1October 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79 34 21 7 1October 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 31 18 5 1October 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74 28 16 4 0October 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71 25 14 3 0October 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 22 12 2 0October 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65 19 10 2 0October 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61 17 8 1 0October 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 15 7 1 0October 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 13 6 1 0October 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49 11 5 1 0October 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 9 4 0 0October 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 7 3 0 0October 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34 6 2 0 0October 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 4 2 0 0October 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 3 1 0 0October 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 2 1 0 0October 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 1 0 0 0October 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0


Group 4

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%


IB and YB

AN, EN, FN, GN, HN, NA, NB, NC,ND, NE, NG, NH, NJ, NK, NL, NM,

NQ, NT, NU, NW and SN

AG, CG, EG, FG, GA, GB, GC, GD,GE, GH, GM, GP, GQ, GT, GU,

GW, GX, HG, QG, SG, UG and WG



S-25

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%


SQ(4)NF, NS, NX and QLML



Date 0% 100% 160% 300% 500%


TY and YS



(4) MACR Class formed from Classes in Groups 4, 5 and 6.

S-26

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%


YF (LIBOR at 0.24333%) YF (LIBOR at 1.24333%) YF (LIBOR at 3.07167%)YF (LIBOR at 4.90000%

and Higher)



Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%


ZF (LIBOR at 0.24333%) ZF (LIBOR at 1.24333%) ZF (LIBOR at 3.07167%)ZF (LIBOR at 4.90000%

and Higher)



S-27

Date 0% 100% 160% 300% 500%


Group 4 Assets



Group 5

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%


FY, SY and TSEY

AE, CE, EA, EB, EC, ED, EH, EM,EP, EQ, ET, EU, EX, FE, HE, ME,

QE, SE, TE, WE, XE and YE



S-28

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%


Group 5 AssetsTQ(5) and US(5)IC and YC



Group 6

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%


LF, LS and TLID and YD

AM, CM, FD, HM, MA, MB, MC,MD, MG, MH, MJ, MP, MQ, MT,

MU, MW, MX, QM, SD, UM,WM and YM



(5) MACR Class formed from Classes in Groups 5 and 6.

S-29

Date 0% 100% 160% 300% 500% 0% 100% 160% 300% 500%

PSA Prepayment AssumptionPSA Prepayment Assumption

Group 6 AssetsMN

Closing Date . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100October 15, 2012 . . . . . . . . . . . . . . . . 100 100 100 100 100 99 96 95 92 87October 15, 2013 . . . . . . . . . . . . . . . . 100 100 100 100 100 98 90 86 77 65October 15, 2014 . . . . . . . . . . . . . . . . 100 100 100 100 100 97 83 77 62 45October 15, 2015 . . . . . . . . . . . . . . . . 100 100 100 100 100 95 77 68 50 31October 15, 2016 . . . . . . . . . . . . . . . . 100 100 100 100 100 94 71 60 40 21October 15, 2017 . . . . . . . . . . . . . . . . 100 100 100 100 100 93 65 53 32 15October 15, 2018 . . . . . . . . . . . . . . . . 100 100 100 100 100 91 60 47 26 10October 15, 2019 . . . . . . . . . . . . . . . . 100 100 100 100 100 89 55 41 21 7October 15, 2020 . . . . . . . . . . . . . . . . 100 100 100 100 100 88 50 36 17 5October 15, 2021 . . . . . . . . . . . . . . . . 100 100 100 100 100 86 46 32 13 3October 15, 2022 . . . . . . . . . . . . . . . . 100 100 100 100 73 84 42 28 10 2October 15, 2023 . . . . . . . . . . . . . . . . 100 100 100 100 50 82 38 24 8 1October 15, 2024 . . . . . . . . . . . . . . . . 100 100 100 100 33 79 34 21 7 1October 15, 2025 . . . . . . . . . . . . . . . . 100 100 100 100 22 77 31 18 5 1October 15, 2026 . . . . . . . . . . . . . . . . 100 100 100 100 15 74 28 16 4 0October 15, 2027 . . . . . . . . . . . . . . . . 100 100 100 100 10 71 25 14 3 0October 15, 2028 . . . . . . . . . . . . . . . . 100 84 84 84 7 68 22 12 2 0October 15, 2029 . . . . . . . . . . . . . . . . 100 65 65 65 4 65 20 10 2 0October 15, 2030 . . . . . . . . . . . . . . . . 100 50 50 50 3 61 17 8 1 0October 15, 2031 . . . . . . . . . . . . . . . . 100 38 38 38 2 57 15 7 1 0October 15, 2032 . . . . . . . . . . . . . . . . 100 28 28 28 1 53 13 6 1 0October 15, 2033 . . . . . . . . . . . . . . . . 100 21 21 21 1 49 11 5 1 0October 15, 2034 . . . . . . . . . . . . . . . . 100 15 15 15 0 44 9 4 0 0October 15, 2035 . . . . . . . . . . . . . . . . 100 11 11 11 0 39 7 3 0 0October 15, 2036 . . . . . . . . . . . . . . . . 7 7 7 7 0 34 6 2 0 0October 15, 2037 . . . . . . . . . . . . . . . . 5 5 5 5 0 28 4 2 0 0October 15, 2038 . . . . . . . . . . . . . . . . 3 3 3 3 0 22 3 1 0 0October 15, 2039 . . . . . . . . . . . . . . . . 2 2 2 2 0 15 2 1 0 0October 15, 2040 . . . . . . . . . . . . . . . . 0 0 0 0 0 8 1 0 0 0October 15, 2041 . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . 24.8 19.8 19.8 19.8 12.7 19.9 10.7 8.3 5.3 3.4

S-30

Yield Tables

The following tables show pre-tax yields to maturity (corporate bond equivalent) of specifiedClasses at various percentages of PSA and levels of LIBOR, if applicable. We have prepared these tablesusing the Modeling Assumptions and the assumed prices in the table captions, plus accrued interest.Actual sales will not necessarily occur at the assumed prices.

Pre-Tax Yields

Group 1

SK Class(Assumed Price: 14.5%)

LIBOR 100% PSA 150% PSA 300% PSA 400% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . 37.2% 34.1% 24.1% 17.1%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 28.8 25.5 14.8 7.33.97167 . . . . . . . . . . . . . . . . . . . . . . . . 5.0 0.8 (12.8) (22.2)6.70000 and Higher . . . . . . . . . . . . . . * * * *

Group 2

BS Class(Assumed Price: 28.0%)

LIBOR 50% PSA

78% PSAthrough

288% PSA 500% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.7% 21.5% 17.6%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.9 16.7 12.33.99667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.6 1.4 (5.3)6.75000 and Higher. . . . . . . . . . . . . . . . . . . . . . . . . * * *

JS Class(Assumed Price: 16.0%)

LIBOR 50% PSA

104% PSAthrough

288% PSA 500% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26.7% 21.8% 12.0%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.6 13.4 2.53.99667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (5.9) (12.1) (27.3)6.75000 and Higher. . . . . . . . . . . . . . . . . . . . . . . . . * * *

SB Class(Assumed Price: 17.734375%)

LIBOR 50% PSA

104% PSAthrough

288% PSA 500% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.1% 21.7% 14.1%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.1 14.6 6.43.99667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (3.1) (6.2) (16.6)6.75000 and Higher. . . . . . . . . . . . . . . . . . . . . . . . . * * *

* Less than (99.9)%.

S-31

Group 3

HS Class(Assumed Price: 98.0%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 9.7% 9.8% 10.4% 11.2%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 7.6 7.7 8.4 9.13.07167 . . . . . . . . . . . . . . . . . . . . . . . . 3.9 3.9 4.6 5.44.90000 and Higher . . . . . . . . . . . . . . 0.1 0.2 0.9 1.8

IA Class(Assumed Price: 3.5%)

100% PSA

120% PSAthrough

300% PSA 500% PSA 1,816% PSA

158.0% 135.6% 127.3% 0.0%

MS Class(1)(Assumed Price: 99.953125%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 11.9% 11.9% 12.0% 12.0%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 9.3 9.3 9.4 9.53.07167 . . . . . . . . . . . . . . . . . . . . . . . . 4.6 4.7 4.8 4.94.90000 and Higher . . . . . . . . . . . . . . 0.0 0.0 0.2 0.4

QS Class(1)(Assumed Price: 98.203125%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 9.7% 9.8% 10.3% 11.0%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 7.6 7.7 8.3 9.03.07167 . . . . . . . . . . . . . . . . . . . . . . . . 3.8 3.9 4.5 5.34.90000 and Higher . . . . . . . . . . . . . . 0.1 0.2 0.9 1.7

SL Class(Assumed Price: 18.03125%)

LIBOR 50% PSA

100% PSAthrough

300% PSA 500% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29.7% 24.3% 16.3%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.1 17.5 8.43.94667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.3 (2.3) (15.5)6.65000 and Higher. . . . . . . . . . . . . . . . . . . . . . . . . * * *

* Less than (99.9)%.(1) MACR Class formed from Classes in Groups 3, 4, 5 and 6.

S-32

SM Class(1)(Assumed Price: 101.703125%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 14.1% 14.0% 13.5% 12.9%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 11.0 11.0 10.5 9.93.07167 . . . . . . . . . . . . . . . . . . . . . . . . 5.4 5.4 5.0 4.54.90000 and Higher . . . . . . . . . . . . . . (0.1) (0.1) (0.4) (0.8)

SU Class(2)(Assumed Price: 101.5%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 14.1% 14.1% 13.6% 13.1%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 11.0 11.0 10.6 10.13.07167 . . . . . . . . . . . . . . . . . . . . . . . . 5.5 5.4 5.1 4.74.90000 and Higher . . . . . . . . . . . . . . 0.0 (0.1) (0.3) (0.6)

SW Class(Assumed Price: 98.0%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 6.9% 7.0% 7.6% 8.4%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 5.9 6.0 6.6 7.33.07167 . . . . . . . . . . . . . . . . . . . . . . . . 4.0 4.1 4.8 5.54.90000 and Higher . . . . . . . . . . . . . . 2.1 2.2 2.9 3.7

TH Class(Assumed Price: 3.5%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 175.6% 169.1% 142.9% 98.7%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 131.9 125.6 99.0 53.43.07167 . . . . . . . . . . . . . . . . . . . . . . . . 60.7 54.9 23.7 (28.4)4.90000 and Higher . . . . . . . . . . . . . . * * * *

TU Class(2)(Assumed Price: 3.5%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 175.6% 168.7% 141.1% 93.9%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 131.9 125.3 97.4 49.03.07167 . . . . . . . . . . . . . . . . . . . . . . . . 60.7 54.7 22.4 (32.2)4.90000 and Higher . . . . . . . . . . . . . . * * * *

* Less than (99.9)%.(1) MACR Class formed from Classes in Groups 3, 4, 5 and 6.(2) MACR Class formed from Classes in Groups 3 and 4.

S-33

TW Class(Assumed Price: 3.5%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 175.6% 169.1% 142.9% 98.7%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 131.9 125.6 99.0 53.43.07167 . . . . . . . . . . . . . . . . . . . . . . . . 60.7 54.9 23.7 (28.4)4.90000 and Higher . . . . . . . . . . . . . . * * * *

WI Class(Assumed Price: 3.5%)

100% PSA 160% PSA 300% PSA 500% PSA 919% PSA

158.0% 151.6% 125.4% 80.7% 0.0%

WS Class(Assumed Price: 98.0%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 9.7% 9.8% 10.4% 11.2%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 7.6 7.7 8.4 9.13.07167 . . . . . . . . . . . . . . . . . . . . . . . . 3.9 3.9 4.6 5.44.90000 and Higher . . . . . . . . . . . . . . 0.1 0.2 0.9 1.8

Group 4

IB Class(Assumed Price: 3.5%)

100% PSA

120% PSAthrough

300% PSA 500% PSA 1,666% PSA

158.0% 134.1% 124.9% 0.0%

NS Class(Assumed Price: 22.125%)

LIBOR 50% PSA

89% PSAthrough

300% PSA 500% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30.4% 29.9% 26.5%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.1 24.4 20.23.94667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.8 8.2 0.56.65000 and Higher. . . . . . . . . . . . . . . . . . . . . . . . . * * *

* Less than (99.9)%.

S-34

SG Class(Assumed Price: 18.03125%)

LIBOR 50% PSA

100% PSAthrough

300% PSA 500% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.1% 21.1% 10.7%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.3 13.8 2.13.94667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.8 (7.7) (24.5)6.65000 and Higher. . . . . . . . . . . . . . . . . . . . . . . . . * * *

SN Class(Assumed Price: 18.515625%)

LIBOR 50% PSA

100% PSAthrough

300% PSA 500% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.5% 23.0% 14.6%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.1 16.4 6.93.94667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.7 (2.9) (16.3)6.65000 and Higher. . . . . . . . . . . . . . . . . . . . . . . . . * * *

SQ Class(3)(Assumed Price: 98.234375%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 9.7% 9.8% 10.3% 11.0%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 7.6 7.7 8.3 8.93.07167 . . . . . . . . . . . . . . . . . . . . . . . . 3.8 3.9 4.5 5.34.90000 and Higher . . . . . . . . . . . . . . 0.1 0.2 0.9 1.6

TY Class(Assumed Price: 3.5%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 175.6% 168.6% 140.7% 92.7%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 131.9 125.3 97.0 47.83.07167 . . . . . . . . . . . . . . . . . . . . . . . . 60.7 54.7 22.1 (33.1)4.90000 and Higher . . . . . . . . . . . . . . * * * *

YS Class(Assumed Price: 98.0%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 9.7% 9.8% 10.5% 11.2%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 7.6 7.7 8.4 9.23.07167 . . . . . . . . . . . . . . . . . . . . . . . . 3.9 3.9 4.7 5.54.90000 and Higher . . . . . . . . . . . . . . 0.1 0.2 1.0 1.9

* Less than (99.9)%.(3) MACR Class formed from Classes in Groups 4, 5 and 6.

S-35

Group 5

IC Class(Assumed Price: 3.5%)

100% PSA

120% PSAthrough

300% PSA 500% PSA 2,211% PSA

158.0% 138.5% 131.8% 0.0%

SE Class(Assumed Price: 18.03125%)

LIBOR 50% PSA

100% PSAthrough

300% PSA 500% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29.9% 24.7% 17.0%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.3 17.7 9.03.94667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.3 (2.3) (15.2)6.65000 and Higher. . . . . . . . . . . . . . . . . . . . . . . . . * * *

SY Class(Assumed Price: 98.0%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 9.7% 9.8% 10.4% 11.0%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 7.6 7.7 8.3 9.03.07167 . . . . . . . . . . . . . . . . . . . . . . . . 3.9 3.9 4.6 5.34.90000 and Higher . . . . . . . . . . . . . . 0.1 0.2 0.9 1.6

TQ Class(4)(Assumed Price: 3.5%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 175.6% 169.6% 145.7% 105.8%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 131.9 126.0 101.5 60.13.07167 . . . . . . . . . . . . . . . . . . . . . . . . 60.7 55.1 25.5 (22.6)4.90000 and Higher . . . . . . . . . . . . . . * * * *

TS Class(Assumed Price: 3.5%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 175.6% 169.9% 147.5% 110.4%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 131.9 126.3 103.0 64.33.07167 . . . . . . . . . . . . . . . . . . . . . . . . 60.7 55.3 26.7 (19.1)4.90000 and Higher . . . . . . . . . . . . . . * * * *

* Less than (99.9)%.(4) MACR Class formed from Classes in Groups 5 and 6.

S-36

US Class(4)(Assumed Price: 102.296875%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 14.0% 13.9% 13.3% 12.5%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 10.9 10.9 10.2 9.63.07167 . . . . . . . . . . . . . . . . . . . . . . . . 5.4 5.3 4.8 4.24.90000 and Higher . . . . . . . . . . . . . . (0.1) (0.1) (0.6) (1.1)

Group 6

ID Class(Assumed Price: 3.5%)

100% PSA

120% PSAthrough

300% PSA 500% PSA 1,816% PSA

158.0% 135.6% 127.2% 0.0%

LS Class(Assumed Price: 100.0%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 9.5% 9.5% 9.5% 9.5%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 7.4 7.4 7.5 7.53.07167 . . . . . . . . . . . . . . . . . . . . . . . . 3.7 3.7 3.8 3.94.90000 and Higher . . . . . . . . . . . . . . 0.0 0.0 0.2 0.3

SD Class(Assumed Price: 18.03125%)

LIBOR 50% PSA

100% PSAthrough

300% PSA 500% PSA

0.24333% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29.7% 24.3% 16.3%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.1 17.5 8.43.94667 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.3 (2.3) (15.5)6.65000 and Higher. . . . . . . . . . . . . . . . . . . . . . . . . * * *

TL Class(Assumed Price: 3.5%)


0.24333% . . . . . . . . . . . . . . . . . . . . . . 175.6% 169.1% 143.0% 98.7%1.24333 . . . . . . . . . . . . . . . . . . . . . . . . 131.9 125.6 99.0 53.43.07167 . . . . . . . . . . . . . . . . . . . . . . . . 60.7 54.9 23.7 (28.4)4.90000 and Higher . . . . . . . . . . . . . . * * * *

* Less than (99.9)%.(4) MACR Class formed from Classes in Groups 5 and 6.

S-37

FINAL PAYMENT DATES

The Final Payment Date for each Class is the latest date by which it will be paid in full and willretire. We calculate Final Payment Dates using highly conservative assumptions. The actual retirement ofeach Class may occur earlier than its Final Payment Date.

CERTAIN FEDERAL INCOME TAX CONSEQUENCES

General

Any discussion of tax matters herein and in the Offering Circular was not intended or written to beused, and cannot be used, by any person for the purpose of avoiding tax penalties that may be imposed onsuch person. Such discussion was written to support the promotion and marketing of the Certificates.Investors should consult their own independent tax advisors regarding the Certificates and each investor’sparticular circumstances.

Subject to the assumptions described under Certain Federal Income Tax Consequences — REMICElection in the Offering Circular, the Upper-Tier REMIC Pool and the Lower-Tier REMIC Pool will eachqualify as a REMIC for federal income tax purposes.

Regular Classes

The Regular Classes are “regular interests” in the Upper-Tier REMIC Pool. See General Informa-tion — Structure of Transaction. They are treated as debt instruments for federal income tax purposes andmay be issued with original issue discount (“OID”) or at a premium. Based in part on (a) the level ofLIBOR on the date of this Supplement and (b) information provided by the Underwriter regarding theinitial prices at which it would have expected to sell or will sell substantial portions of the RegularClasses, we expect to report income to the Internal Revenue Service and to Holders of the RegularClasses assuming they are issued as follows:

• OID: BS, BX, BY, EA, GA, IA, IB, IC, ID, JA, JS, KC, LA, MA, NS, NX, SD, SE, SG, SK,SL, TH, TL, TS, TW, TY, WI and ZF.

• De Minimis OID: AH, HA, HS, SW, SY, WS and YS.

• Premium: CA, CY, EY, KA, KB, LY, ML, MN, YA, YB, YC, YD and YK.

OID generally results in recognition of taxable income in advance of the receipt of cash attributableto that income. The Pricing Speeds used for OID and premium calculations are:

• Groups 1 and 2 — 150% PSA

• Groups 3, 4, 5 and 6 — 160% PSA

See Certain Federal Income Tax Consequences — Taxation of Regular Classes — Original Issue Dis-count and — Premium in the Offering Circular. Mortgage prepayment rates will differ, perhaps signif-icantly, from the Pricing Speeds shown above.

Residual Classes

Each Residual Class is the “residual interest” in its related REMIC Pool. See General Informa-tion — Structure of Transaction. Special tax considerations apply to the Residual Classes. The taxation ofthe Residual Classes can produce a significantly less favorable after-tax return than if (a) the Residual

S-38

Classes were taxable as debt instruments or (b) no portion of the taxable income on the Residual Classeswere treated as “excess inclusions.” In certain periods, taxable income and the resulting tax liability on aResidual Class may exceed any payments on that Class. See Certain Federal Income Tax Consequen-ces — Taxation of Residual Classes in the Offering Circular.

A substantial tax may be imposed on certain transferors of a Residual Class and certain beneficialowners of a Residual Class that are “pass-through entities.” See Certain Federal Income Tax Con-sequences — Transfers of Interests in a Residual Class — Disqualified Organizations in the OfferingCircular. You should not purchase a Residual Class before consulting your tax advisor.

Certain Transfers of Residual Classes

The REMIC Regulations disregard:

1. A transfer of a “noneconomic residual interest” unless no significant purpose of the transfer is toimpede the assessment or collection of tax.

2. Except in certain cases, a transfer of a residual interest to a foreign investor or a transfer of aresidual interest from a foreign investor to a U.S. investor. Accordingly, the Trust Agreementprohibits the transfer of an interest in a Residual Class to or from a foreign investor without ourwritten consent.

See Certain Federal Income Tax Consequences — Transfers of Interests in a Residual Class — Addi-tional Transfer Restrictions in the Offering Circular. In the case of a transfer that is disregarded, thetransferor would continue to be treated as the owner of the residual interest and thus would continue to besubject to tax on its allocable portion of the net income of the REMIC.

MACR Classes

The arrangement under which the MACR Classes are created (the “MACR Pool”) will be classifiedas a grantor trust under subpart E, part I of subchapter J of the Code. The interests in the Regular Classesthat have been exchanged for the MACR Classes, including any exchanges effective on the Closing Date,will be the assets of the MACR Pool and the MACR Classes will represent beneficial ownership of theseassets.

For a discussion of certain federal income tax consequences applicable to the MACR Classes, seeCertain Federal Income Tax Consequences — Taxation of MACR Classes, — Exchanges of MACRClasses and Regular Classes and — Taxation of Certain Foreign Investors in the Offering Circular.

ERISA CONSIDERATIONS

Fiduciaries of employee benefit plans should review ERISA Considerations in the Offering Circular.

ACCOUNTING CONSIDERATIONS

You should consult your accountant for advice on the appropriate accounting treatment for yourCertificates. See Accounting Considerations in the Offering Circular.

LEGAL INVESTMENT CONSIDERATIONS

You should consult your legal advisor to determine whether the Certificates are a legal investmentfor you and whether you can use the Certificates as collateral for borrowings. See Legal InvestmentConsiderations in the Offering Circular.

S-39

PLAN OF DISTRIBUTION

Under an agreement with the Underwriter, we have agreed to sell all of the REMIC Certificates tothe Underwriter in exchange for the Assets.

The Underwriter is offering the Certificates to the public in negotiated transactions at varying pricesto be determined at the time of sale, plus accrued interest on each interest-bearing Class from the first dayof its initial Accrual Period. The Underwriter is offering the Certificates subject to their issuance by usand subject to the Underwriter’s right to reject any order. The Underwriter may make sales to or throughsecurities dealers. The dealers may receive compensation in the form of discounts, concessions orcommissions from the Underwriter and commissions from any purchasers for which they act as agents.

Our agreement with the Underwriter provides that we will indemnify it against certain liabilities.

LEGAL MATTERS

Our General Counsel or one of our Deputy General Counsels will render an opinion on the legalityof the Certificates. Bingham McCutchen LLP is representing the Underwriter on legal matters con-cerning the Certificates.

S-40

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A-16

Appendix B

Balances Schedules

Payment Date

Group 2PAC

(Aggregate)

Group 2HATAC

Group 3PAC I

(Aggregate)

Group 3YA

PAC II

Initial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $100,287,000.00 $25,000,000.00 $116,454,000.00 $8,284,000.00November 15, 2011 . . . . . . . . . . . . . . . . . . . . 99,697,948.79 24,977,790.03 116,052,932.65 8,249,241.41December 15, 2011 . . . . . . . . . . . . . . . . . . . . 99,084,719.80 24,945,860.65 115,621,908.38 8,207,712.60January 15, 2012 . . . . . . . . . . . . . . . . . . . . . . 98,448,388.08 24,903,533.49 115,161,094.84 8,160,384.45February 15, 2012 . . . . . . . . . . . . . . . . . . . . . 97,789,238.55 24,850,948.29 114,670,664.12 8,107,306.44March 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . 97,107,569.23 24,788,259.26 114,150,803.72 8,048,534.68April 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . 96,403,690.98 24,715,634.90 113,601,716.46 7,984,131.89May 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . 95,677,927.34 24,633,257.69 113,023,620.39 7,914,167.24June 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . 94,930,614.22 24,541,323.84 112,416,748.60 7,838,716.41July 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . 94,162,099.73 24,440,042.96 111,781,349.14 7,757,861.37August 15, 2012 . . . . . . . . . . . . . . . . . . . . . . 93,372,743.84 24,329,637.78 111,117,684.80 7,671,690.44September 15, 2012 . . . . . . . . . . . . . . . . . . . . 92,562,918.18 24,210,343.72 110,426,032.97 7,580,298.07October 15, 2012. . . . . . . . . . . . . . . . . . . . . . 91,733,005.68 24,082,408.59 109,706,685.49 7,483,784.77November 15, 2012 . . . . . . . . . . . . . . . . . . . . 90,883,400.33 23,946,092.12 108,959,948.37 7,382,257.02December 15, 2012 . . . . . . . . . . . . . . . . . . . . 90,014,506.87 23,801,665.58 108,186,141.65 7,275,827.14January 15, 2013 . . . . . . . . . . . . . . . . . . . . . . 89,126,740.44 23,649,411.30 107,385,599.15 7,164,613.11February 15, 2013 . . . . . . . . . . . . . . . . . . . . . 88,220,526.25 23,489,622.29 106,558,668.25 7,048,738.47March 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . 87,296,299.31 23,322,601.59 105,705,709.62 6,928,332.17April 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . 86,354,503.98 23,148,661.95 104,827,096.99 6,803,528.38May 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . 85,395,593.72 22,968,125.17 103,923,216.85 6,674,466.37June 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . 84,420,030.63 22,781,321.64 102,994,468.21 6,541,290.29July 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . 83,428,285.14 22,588,589.75 102,041,262.28 6,404,148.98August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . 82,420,835.61 22,390,275.31 101,064,022.15 6,263,195.86September 15, 2013 . . . . . . . . . . . . . . . . . . . . 81,398,167.94 22,186,730.98 100,063,182.53 6,118,588.64October 15, 2013. . . . . . . . . . . . . . . . . . . . . . 80,360,775.17 21,978,315.71 99,039,189.39 5,970,489.19November 15, 2013 . . . . . . . . . . . . . . . . . . . . 79,309,157.09 21,765,394.06 97,992,499.62 5,819,063.27December 15, 2013 . . . . . . . . . . . . . . . . . . . . 78,243,819.81 21,548,335.64 96,951,443.75 5,669,928.21January 15, 2014 . . . . . . . . . . . . . . . . . . . . . . 77,165,275.38 21,327,514.45 95,915,992.53 5,523,063.01February 15, 2014 . . . . . . . . . . . . . . . . . . . . . 76,074,041.34 21,103,308.26 94,886,116.85 5,378,446.83March 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . 74,970,640.32 20,876,097.97 93,861,787.77 5,236,059.01April 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . 73,874,468.71 20,655,047.39 92,842,976.48 5,095,879.03May 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . 72,785,484.63 20,440,076.93 91,829,654.34 4,957,886.53June 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . 71,703,646.37 20,231,107.88 90,821,792.84 4,822,061.32July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . 70,628,912.50 20,028,062.28 89,819,363.61 4,688,383.39August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . 69,561,241.80 19,830,863.00 88,822,338.46 4,556,832.82September 15, 2014 . . . . . . . . . . . . . . . . . . . . 68,500,593.28 19,639,433.69 87,830,689.31 4,427,389.92October 15, 2014. . . . . . . . . . . . . . . . . . . . . . 67,446,926.17 19,453,698.80 86,844,388.25 4,300,035.09November 15, 2014 . . . . . . . . . . . . . . . . . . . . 66,400,199.95 19,273,583.54 85,863,407.49 4,174,748.94December 15, 2014 . . . . . . . . . . . . . . . . . . . . 65,360,374.30 19,099,013.91 84,887,719.40 4,051,512.19January 15, 2015 . . . . . . . . . . . . . . . . . . . . . . 64,327,409.12 18,929,916.67 83,917,296.50 3,930,305.73February 15, 2015 . . . . . . . . . . . . . . . . . . . . . 63,301,264.57 18,766,219.31 82,952,111.42 3,811,110.60March 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . 62,281,900.98 18,607,850.12 81,992,136.96 3,693,907.99April 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . 61,269,278.95 18,454,738.09 81,037,346.05 3,578,679.22May 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . 60,263,359.25 18,306,812.97 80,087,711.77 3,465,405.77June 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . 59,264,102.90 18,164,005.24 79,143,207.32 3,354,069.28July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . 58,271,471.14 18,026,246.07 78,203,806.04 3,244,651.51August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . 57,285,425.40 17,893,467.39 77,269,481.43 3,137,134.36September 15, 2015 . . . . . . . . . . . . . . . . . . . . 56,305,927.33 17,765,601.83 76,340,207.10 3,031,499.91October 15, 2015. . . . . . . . . . . . . . . . . . . . . . 55,332,938.81 17,642,582.69 75,415,956.82 2,927,730.34November 15, 2015 . . . . . . . . . . . . . . . . . . . . 54,366,421.93 17,524,343.99 74,496,704.47 2,825,807.99December 15, 2015 . . . . . . . . . . . . . . . . . . . . 53,406,338.96 17,410,820.46 73,582,424.09 2,725,715.34January 15, 2016 . . . . . . . . . . . . . . . . . . . . . . 52,452,652.42 17,301,947.47 72,673,089.83 2,627,435.00February 15, 2016 . . . . . . . . . . . . . . . . . . . . . 51,505,325.00 17,197,661.11 71,768,675.98 2,530,949.73March 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . 50,564,319.64 17,097,898.10 70,869,156.98 2,436,242.41April 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . 49,629,599.44 17,002,595.85 69,974,507.39 2,343,296.07May 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . 48,701,127.73 16,911,692.44 69,084,701.89 2,252,093.86June 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . 47,778,868.06 16,825,126.55 68,199,715.30 2,162,619.07July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . 46,862,784.14 16,742,837.57 67,319,522.57 2,074,855.15August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . 45,952,839.91 16,664,765.49 66,444,098.79 1,988,785.62September 15, 2016 . . . . . . . . . . . . . . . . . . . . 45,048,999.51 16,590,850.94 65,573,419.16 1,904,394.18October 15, 2016. . . . . . . . . . . . . . . . . . . . . . 44,151,227.28 16,521,035.18 64,707,459.01 1,821,664.65November 15, 2016 . . . . . . . . . . . . . . . . . . . . 43,259,487.74 16,455,260.10 63,846,193.81 1,740,580.97

B-1

Payment Date

Group 2PAC

(Aggregate)continued

Group 2HATAC

continued

Group 3PAC I


Group 3YA

PAC IIcontinued

December 15, 2016 . . . . . . . . . . . . . . . . . . . . $ 42,373,745.62 $16,393,468.20 $ 62,989,599.15 $1,661,127.20January 15, 2017 . . . . . . . . . . . . . . . . . . . . . . 41,493,965.86 16,335,602.58 62,137,650.74 1,583,287.56February 15, 2017 . . . . . . . . . . . . . . . . . . . . . 40,620,113.56 16,281,606.97 61,290,324.42 1,507,046.36March 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . 39,752,154.05 16,231,425.67 60,447,596.16 1,432,388.04April 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . 38,890,052.83 16,185,003.60 59,609,442.05 1,359,297.19May 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . 38,033,775.60 16,142,286.25 58,775,838.29 1,287,758.50June 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . 37,183,288.25 16,103,219.70 57,946,761.23 1,217,756.78July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . 36,338,556.87 16,067,750.59 57,122,187.31 1,149,276.99August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . 35,499,547.71 16,035,826.17 56,302,093.12 1,082,304.16September 15, 2017 . . . . . . . . . . . . . . . . . . . . 34,670,484.85 16,003,136.60 55,486,455.35 1,016,823.49October 15, 2017. . . . . . . . . . . . . . . . . . . . . . 33,857,905.42 15,963,059.74 54,675,250.82 952,820.27November 15, 2017 . . . . . . . . . . . . . . . . . . . . 33,061,506.40 15,915,814.36 53,868,456.48 890,279.92December 15, 2017 . . . . . . . . . . . . . . . . . . . . 32,280,990.10 15,861,614.62 53,066,049.38 829,187.95January 15, 2018 . . . . . . . . . . . . . . . . . . . . . . 31,516,064.06 15,800,670.17 52,268,006.68 769,530.05February 15, 2018 . . . . . . . . . . . . . . . . . . . . . 30,766,440.96 15,733,186.26 51,474,305.70 711,291.94March 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . 30,031,838.52 15,659,363.80 50,684,923.83 654,459.53April 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . 29,311,979.45 15,579,399.43 49,899,838.61 599,018.79May 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . 28,606,591.34 15,493,485.62 49,119,027.67 544,955.83June 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . 27,915,406.56 15,401,810.74 48,342,468.77 492,256.87July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . 27,238,162.20 15,304,559.15 47,570,139.79 440,908.24August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . 26,574,600.02 15,201,911.21 46,802,018.72 390,896.35September 15, 2018 . . . . . . . . . . . . . . . . . . . . 25,924,466.29 15,094,043.47 46,038,083.64 342,207.78October 15, 2018. . . . . . . . . . . . . . . . . . . . . . 25,287,511.78 14,981,128.65 45,278,312.78 294,829.17November 15, 2018 . . . . . . . . . . . . . . . . . . . . 24,663,491.68 14,863,335.70 44,522,684.46 248,747.28December 15, 2018 . . . . . . . . . . . . . . . . . . . . 24,052,165.49 14,740,829.95 43,771,177.12 203,948.98January 15, 2019 . . . . . . . . . . . . . . . . . . . . . . 23,453,296.94 14,613,773.13 43,023,769.30 160,421.25February 15, 2019 . . . . . . . . . . . . . . . . . . . . . 22,866,653.99 14,482,323.43 42,280,439.67 118,151.17March 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . 22,292,008.67 14,346,635.58 41,541,166.99 77,125.92April 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . 21,729,137.07 14,206,860.92 40,805,930.14 43,564.74May 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . 21,177,819.22 14,063,147.46 40,074,708.11 19,667.17June 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . 20,637,839.09 13,915,639.91 39,347,480.00 5,216.50July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . 20,108,984.46 13,764,479.82 38,624,225.00 0.01August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . 19,591,046.88 13,609,805.55 37,908,731.23 0.00September 15, 2019 . . . . . . . . . . . . . . . . . . . . 19,083,821.60 13,451,752.39 37,205,989.57 0.00October 15, 2019. . . . . . . . . . . . . . . . . . . . . . 18,587,107.53 13,290,452.60 36,515,778.24 0.00November 15, 2019 . . . . . . . . . . . . . . . . . . . . 18,100,707.12 13,126,035.48 35,837,879.29 0.00December 15, 2019 . . . . . . . . . . . . . . . . . . . . 17,624,426.38 12,958,627.38 35,172,078.46 0.00January 15, 2020 . . . . . . . . . . . . . . . . . . . . . . 17,158,074.75 12,788,351.80 34,518,165.17 0.00February 15, 2020 . . . . . . . . . . . . . . . . . . . . . 16,701,465.05 12,615,329.47 33,875,932.47 0.00March 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . 16,254,413.48 12,439,678.31 33,245,176.92 0.00April 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . 15,816,739.49 12,261,513.57 32,625,698.57 0.00May 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . 15,388,265.75 12,080,947.86 32,017,300.90 0.00June 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . 14,968,818.11 11,898,091.19 31,419,790.77 0.00July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . 14,558,225.53 11,713,050.99 30,832,978.33 0.00August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . 14,156,320.03 11,525,932.22 30,256,676.98 0.00September 15, 2020 . . . . . . . . . . . . . . . . . . . . 13,762,936.64 11,336,837.38 29,690,703.34 0.00October 15, 2020. . . . . . . . . . . . . . . . . . . . . . 13,377,913.34 11,145,866.56 29,134,877.16 0.00November 15, 2020 . . . . . . . . . . . . . . . . . . . . 13,001,091.01 10,953,117.51 28,589,021.28 0.00December 15, 2020 . . . . . . . . . . . . . . . . . . . . 12,632,313.39 10,758,685.64 28,052,961.58 0.00January 15, 2021 . . . . . . . . . . . . . . . . . . . . . . 12,271,427.02 10,562,664.13 27,526,526.93 0.00February 15, 2021 . . . . . . . . . . . . . . . . . . . . . 11,918,281.20 10,365,143.89 27,009,549.14 0.00March 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . 11,572,727.93 10,166,213.70 26,501,862.90 0.00April 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . 11,234,621.88 9,965,960.15 26,003,305.74 0.00May 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . 10,903,820.33 9,764,467.78 25,513,717.98 0.00June 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . 10,580,183.13 9,561,819.04 25,032,942.68 0.00July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . 10,263,572.65 9,358,094.38 24,560,825.60 0.00August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . 9,953,853.77 9,153,372.27 24,097,215.15 0.00September 15, 2021 . . . . . . . . . . . . . . . . . . . . 9,650,893.76 8,947,729.25 23,641,962.34 0.00October 15, 2021. . . . . . . . . . . . . . . . . . . . . . 9,354,562.33 8,741,239.94 23,194,920.75 0.00November 15, 2021 . . . . . . . . . . . . . . . . . . . . 9,064,731.51 8,533,977.14 22,755,946.46 0.00December 15, 2021 . . . . . . . . . . . . . . . . . . . . 8,781,275.67 8,326,011.78 22,324,898.05 0.00January 15, 2022 . . . . . . . . . . . . . . . . . . . . . . 8,504,071.44 8,117,413.03 21,901,636.52 0.00February 15, 2022 . . . . . . . . . . . . . . . . . . . . . 8,232,997.69 7,908,248.28 21,486,025.25 0.00March 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . 7,967,935.48 7,698,583.22 21,077,929.98 0.00April 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . 7,708,768.02 7,488,481.86 20,677,218.78 0.00May 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . 7,455,380.66 7,278,006.54 20,283,761.96 0.00June 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . 7,207,660.81 7,067,218.01 19,897,432.08 0.00

B-2

Payment Date

Group 2PAC


Group 2HATAC

continued

Group 3PAC I


Group 3YA

PAC IIcontinued

July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . $ 6,965,497.94 $ 6,856,175.39 $ 19,518,103.90 $ 0.00August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . 6,728,783.53 6,644,936.29 19,145,654.32 0.00September 15, 2022 . . . . . . . . . . . . . . . . . . . . 6,497,411.02 6,433,556.78 18,779,962.38 0.00October 15, 2022. . . . . . . . . . . . . . . . . . . . . . 6,271,275.82 6,222,091.41 18,420,909.19 0.00November 15, 2022 . . . . . . . . . . . . . . . . . . . . 6,050,275.21 6,010,593.33 18,068,377.92 0.00December 15, 2022 . . . . . . . . . . . . . . . . . . . . 5,834,308.37 5,799,114.19 17,722,253.76 0.00January 15, 2023 . . . . . . . . . . . . . . . . . . . . . . 5,623,276.31 5,587,704.30 17,382,423.86 0.00February 15, 2023 . . . . . . . . . . . . . . . . . . . . . 5,417,081.86 5,376,412.53 17,048,777.34 0.00March 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . 5,215,629.61 5,165,286.44 16,721,205.21 0.00April 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . 5,018,825.92 4,954,372.27 16,399,600.38 0.00May 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . 4,826,578.83 4,743,714.96 16,083,857.60 0.00June 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . 4,638,798.09 4,533,358.19 15,773,873.44 0.00July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . 4,455,395.11 4,323,344.39 15,469,546.27 0.00August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . 4,276,282.91 4,113,714.77 15,170,776.18 0.00September 15, 2023 . . . . . . . . . . . . . . . . . . . . 4,101,376.12 3,904,509.36 14,877,465.04 0.00October 15, 2023. . . . . . . . . . . . . . . . . . . . . . 3,930,590.93 3,695,767.03 14,589,516.36 0.00November 15, 2023 . . . . . . . . . . . . . . . . . . . . 3,763,845.08 3,487,525.50 14,306,835.35 0.00December 15, 2023 . . . . . . . . . . . . . . . . . . . . 3,601,057.83 3,279,821.36 14,029,328.87 0.00January 15, 2024 . . . . . . . . . . . . . . . . . . . . . . 3,442,149.92 3,072,690.13 13,756,905.37 0.00February 15, 2024 . . . . . . . . . . . . . . . . . . . . . 3,287,043.56 2,866,166.24 13,489,474.88 0.00March 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . 3,135,662.38 2,660,283.09 13,226,949.00 0.00April 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . 2,987,931.44 2,455,073.03 12,969,240.87 0.00May 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . 2,843,777.18 2,250,567.41 12,716,265.12 0.00June 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . 2,703,127.40 2,046,796.60 12,467,937.85 0.00July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . 2,565,911.24 1,843,790.02 12,224,176.63 0.00August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . 2,432,059.16 1,641,576.12 11,984,900.47 0.00September 15, 2024 . . . . . . . . . . . . . . . . . . . . 2,301,502.90 1,440,182.45 11,750,029.75 0.00October 15, 2024. . . . . . . . . . . . . . . . . . . . . . 2,174,175.48 1,239,635.63 11,519,486.25 0.00November 15, 2024 . . . . . . . . . . . . . . . . . . . . 2,050,011.16 1,039,961.41 11,293,193.12 0.00December 15, 2024 . . . . . . . . . . . . . . . . . . . . 1,928,945.42 841,184.70 11,071,074.82 0.00January 15, 2025 . . . . . . . . . . . . . . . . . . . . . . 1,810,914.96 643,329.50 10,853,057.14 0.00February 15, 2025 . . . . . . . . . . . . . . . . . . . . . 1,695,857.63 446,419.06 10,639,067.13 0.00March 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . 1,583,712.47 250,475.76 10,429,033.15 0.00April 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . 1,474,419.65 55,521.20 10,222,884.76 0.00May 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . 1,367,920.45 0.00 10,020,552.77 0.00June 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . 1,264,157.26 0.00 9,821,969.20 0.00July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . 1,163,073.55 0.00 9,627,067.23 0.00August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . 1,064,613.84 0.00 9,435,781.21 0.00September 15, 2025 . . . . . . . . . . . . . . . . . . . . 968,723.71 0.00 9,248,046.63 0.00October 15, 2025. . . . . . . . . . . . . . . . . . . . . . 875,349.74 0.00 9,063,800.12 0.00November 15, 2025 . . . . . . . . . . . . . . . . . . . . 784,439.54 0.00 8,882,979.38 0.00December 15, 2025 . . . . . . . . . . . . . . . . . . . . 695,941.69 0.00 8,705,523.23 0.00January 15, 2026 . . . . . . . . . . . . . . . . . . . . . . 609,805.75 0.00 8,531,371.53 0.00February 15, 2026 . . . . . . . . . . . . . . . . . . . . . 525,982.22 0.00 8,360,465.20 0.00March 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . 444,422.55 0.00 8,192,746.18 0.00April 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . 365,079.10 0.00 8,028,157.44 0.00May 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . 287,905.12 0.00 7,866,642.93 0.00June 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . 212,854.78 0.00 7,708,147.58 0.00July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . 139,883.09 0.00 7,552,617.27 0.00August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . 68,945.93 0.00 7,399,998.85 0.00September 15, 2026 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 7,250,240.08 0.00October 15, 2026. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 7,103,289.64 0.00November 15, 2026 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 6,959,097.10 0.00December 15, 2026 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 6,817,612.91 0.00January 15, 2027 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 6,678,788.39 0.00February 15, 2027 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 6,542,575.72 0.00March 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 6,408,927.91 0.00April 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 6,277,798.78 0.00May 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 6,149,142.97 0.00June 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 6,022,915.92 0.00July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 5,899,073.84 0.00August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 5,777,573.70 0.00September 15, 2027 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 5,658,373.26 0.00October 15, 2027. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 5,541,430.97 0.00November 15, 2027 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 5,426,706.05 0.00December 15, 2027 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 5,314,158.41 0.00January 15, 2028 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 5,203,748.68 0.00

B-3

Payment Date

Group 2PAC


Group 2HATAC

continued

Group 3PAC I


Group 3YA

PAC IIcontinued

February 15, 2028 . . . . . . . . . . . . . . . . . . . . . $ 0.00 $ 0.00 $ 5,095,438.16 $ 0.00March 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,989,188.87 0.00April 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,884,963.45 0.00May 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,782,725.22 0.00June 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,682,438.15 0.00July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,584,066.84 0.00August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,487,576.49 0.00September 15, 2028 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,392,932.95 0.00October 15, 2028. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,300,102.64 0.00November 15, 2028 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,209,052.60 0.00December 15, 2028 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,119,750.42 0.00January 15, 2029 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 4,032,164.28 0.00February 15, 2029 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,946,262.92 0.00March 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,862,015.63 0.00April 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,779,392.23 0.00May 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,698,363.10 0.00June 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,618,899.11 0.00July 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,540,971.67 0.00August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,464,552.68 0.00September 15, 2029 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,389,614.55 0.00October 15, 2029. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,316,130.17 0.00November 15, 2029 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,244,072.90 0.00December 15, 2029 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,173,416.59 0.00January 15, 2030 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,104,135.54 0.00February 15, 2030 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,036,204.52 0.00March 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,969,598.73 0.00April 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,904,293.81 0.00May 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,840,265.85 0.00June 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,777,491.35 0.00July 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,715,947.23 0.00August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,655,610.82 0.00September 15, 2030 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,596,459.85 0.00October 15, 2030. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,538,472.45 0.00November 15, 2030 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,481,627.13 0.00December 15, 2030 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,425,902.81 0.00January 15, 2031 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,371,278.74 0.00February 15, 2031 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,317,734.58 0.00March 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,265,250.32 0.00April 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,213,806.34 0.00May 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,163,383.35 0.00June 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,113,962.40 0.00July 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,065,524.88 0.00August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 2,018,052.53 0.00September 15, 2031 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,971,527.39 0.00October 15, 2031. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,925,931.84 0.00November 15, 2031 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,881,248.56 0.00December 15, 2031 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,837,460.56 0.00January 15, 2032 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,794,551.14 0.00February 15, 2032 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,752,503.90 0.00March 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,711,302.73 0.00April 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,670,931.81 0.00May 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,631,375.62 0.00June 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,592,618.89 0.00July 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,554,646.65 0.00August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,517,444.19 0.00September 15, 2032 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,480,997.04 0.00October 15, 2032. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,445,291.04 0.00November 15, 2032 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,410,312.24 0.00December 15, 2032 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,376,046.96 0.00January 15, 2033 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,342,481.76 0.00February 15, 2033 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,309,603.45 0.00March 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,277,399.07 0.00April 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,245,855.90 0.00May 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,214,961.45 0.00June 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,184,703.44 0.00July 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,155,069.82 0.00August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,126,048.77 0.00

B-4

Payment Date

Group 2PAC


Group 2HATAC

continued

Group 3PAC I


Group 3YA

PAC IIcontinued

September 15, 2033 . . . . . . . . . . . . . . . . . . . . $ 0.00 $ 0.00 $ 1,097,628.68 $ 0.00October 15, 2033. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,069,798.12 0.00November 15, 2033 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,042,545.91 0.00December 15, 2033 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 1,015,861.05 0.00January 15, 2034 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 989,732.74 0.00February 15, 2034 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 964,150.38 0.00March 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 939,103.55 0.00April 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 914,582.03 0.00May 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 890,575.80 0.00June 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 867,074.99 0.00July 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 844,069.93 0.00August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 821,551.12 0.00September 15, 2034 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 799,509.23 0.00October 15, 2034. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 777,935.11 0.00November 15, 2034 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 756,819.78 0.00December 15, 2034 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 736,154.39 0.00January 15, 2035 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 715,930.29 0.00February 15, 2035 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 696,138.97 0.00March 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 676,772.08 0.00April 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 657,821.43 0.00May 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 639,278.95 0.00June 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 621,136.74 0.00July 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 603,387.06 0.00August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 586,022.28 0.00September 15, 2035 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 569,034.94 0.00October 15, 2035. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 552,417.68 0.00November 15, 2035 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 536,163.30 0.00December 15, 2035 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 520,264.74 0.00January 15, 2036 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 504,715.05 0.00February 15, 2036 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 489,507.42 0.00March 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 474,635.15 0.00April 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 460,091.68 0.00May 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 445,870.56 0.00June 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 431,965.48 0.00July 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 418,370.21 0.00August 15, 2036 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 405,078.67 0.00September 15, 2036 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 392,084.86 0.00October 15, 2036. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 379,382.92 0.00November 15, 2036 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 366,967.09 0.00December 15, 2036 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 354,831.70 0.00January 15, 2037 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 342,971.21 0.00February 15, 2037 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 331,380.17 0.00March 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 320,053.22 0.00April 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 308,985.11 0.00May 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 298,170.71 0.00June 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 287,604.94 0.00July 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 277,282.85 0.00August 15, 2037 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 267,199.58 0.00September 15, 2037 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 257,350.33 0.00October 15, 2037. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 247,730.42 0.00November 15, 2037 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 238,335.24 0.00December 15, 2037 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 229,160.29 0.00January 15, 2038 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 220,201.13 0.00February 15, 2038 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 211,453.41 0.00March 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 202,912.86 0.00April 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 194,575.29 0.00May 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 186,436.60 0.00June 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 178,492.75 0.00July 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 170,739.79 0.00August 15, 2038 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 163,173.83 0.00September 15, 2038 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 155,791.07 0.00October 15, 2038. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 148,587.76 0.00November 15, 2038 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 141,560.24 0.00December 15, 2038 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 134,704.91 0.00January 15, 2039 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 128,018.25 0.00February 15, 2039 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 121,496.78 0.00March 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 115,137.11 0.00

B-5

Payment Date

Group 2PAC


Group 2HATAC

continued

Group 3PAC I


Group 3YA

PAC IIcontinued

April 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . $ 0.00 $ 0.00 $ 108,935.91 $ 0.00May 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 102,889.90 0.00June 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 96,995.88 0.00July 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 91,250.69 0.00August 15, 2039 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 85,651.26 0.00September 15, 2039 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 80,194.54 0.00October 15, 2039. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 74,877.58 0.00November 15, 2039 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 69,697.45 0.00December 15, 2039 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 64,651.29 0.00January 15, 2040 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 59,736.30 0.00February 15, 2040 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 54,949.73 0.00March 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 50,288.88 0.00April 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 45,751.09 0.00May 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 41,333.78 0.00June 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 37,034.40 0.00July 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 32,850.45 0.00August 15, 2040 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 28,779.47 0.00September 15, 2040 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 24,819.07 0.00October 15, 2040. . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 20,966.89 0.00November 15, 2040 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 17,220.61 0.00December 15, 2040 . . . . . . . . . . . . . . . . . . . . 0.00 0.00 13,577.97 0.00January 15, 2041 . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 10,036.75 0.00February 15, 2041 . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 6,594.77 0.00March 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 3,249.89 0.00April 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 0.01 0.00May 15, 2041

and after . . . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 0.00 0.00

B-6

Payment Date

Group 4PAC I

(Aggregate)

Group 4YB

PAC II

Group 4YF

TAC

Initial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $347,410,652.00 $24,715,000.00 $115,395,054.00November 15, 2011 . . . . . . . . . . . . . . . . . . . . . . . . . 346,118,403.54 24,590,643.25 114,302,726.59December 15, 2011 . . . . . . . . . . . . . . . . . . . . . . . . . 344,736,752.16 24,448,805.97 113,059,204.23January 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . 343,266,546.04 24,289,754.97 111,666,221.38February 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . 341,708,347.79 24,113,658.58 110,126,220.96March 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 340,062,765.83 23,920,704.78 108,442,013.45April 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 338,330,454.04 23,711,101.05 106,616,772.15May 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 336,512,111.34 23,485,074.15 104,654,027.32June 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334,608,481.30 23,242,869.85 102,557,659.00July 15, 2012. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332,620,351.63 22,984,752.70 100,331,888.74August 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . 330,548,553.66 22,711,005.73 97,981,270.03September 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . 328,393,961.83 22,421,930.10 95,510,677.61October 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . 326,157,493.05 22,117,844.80 92,925,295.62November 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . 323,840,106.10 21,799,086.22 90,230,604.69December 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . 321,442,800.97 21,466,007.77 87,432,367.85January 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . 318,966,618.13 21,118,979.48 84,536,615.48February 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . 316,412,637.83 20,758,387.49 81,549,629.25March 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313,781,979.29 20,384,633.63 78,477,925.12April 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311,075,799.92 19,998,134.89 75,328,235.45May 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308,295,294.47 19,599,322.91 72,107,490.29June 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305,441,694.15 19,188,643.43 68,822,797.95July 15, 2013. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302,516,265.75 18,766,555.70 65,481,424.80August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . 299,520,310.65 18,333,531.96 62,090,774.57September 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . 296,455,163.94 17,890,056.75 58,658,366.98October 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . 293,322,193.34 17,436,626.35 55,191,816.04November 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . 290,206,106.22 16,990,056.89 51,833,697.92December 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . 287,106,814.90 16,550,285.41 48,581,569.30January 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . 284,024,232.11 16,117,249.48 45,433,037.44February 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . 280,958,271.08 15,690,887.11 42,385,759.13March 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277,908,845.44 15,271,136.83 39,437,439.78April 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274,875,869.31 14,857,937.61 36,585,832.33May 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271,859,257.21 14,451,228.95 33,828,736.38June 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268,858,924.13 14,050,950.78 31,163,997.22July 15, 2014. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265,874,785.49 13,657,043.52 28,589,504.87August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . 262,906,757.15 13,269,448.03 26,103,193.28September 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . 259,954,755.38 12,888,105.67 23,703,039.33October 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . 257,018,696.92 12,512,958.24 21,387,062.04November 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . 254,098,498.91 12,143,947.98 19,153,321.70December 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . 251,194,078.92 11,781,017.62 16,999,919.02January 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . 248,305,354.97 11,424,110.30 14,924,994.35February 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . 245,432,245.46 11,073,169.65 12,926,726.84March 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242,574,669.26 10,728,139.69 11,003,333.69April 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239,732,545.61 10,388,964.92 9,153,069.38May 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236,905,794.20 10,055,590.27 7,374,224.87June 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234,094,335.12 9,727,961.08 5,665,126.95July 15, 2015. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231,298,088.88 9,406,023.15 4,024,137.42August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . 228,516,976.40 9,089,722.68 2,449,652.45September 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . 225,750,918.98 8,779,006.34 940,101.85October 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . 222,999,838.37 8,473,821.15 0.00November 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . 220,263,656.69 8,174,114.61 0.00December 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . 217,542,296.47 7,879,834.61 0.00January 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . 214,835,680.66 7,590,929.45 0.00February 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . 212,143,732.57 7,307,347.84 0.00March 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209,466,375.93 7,029,038.90 0.00April 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206,803,534.87 6,755,952.14 0.00May 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204,155,133.88 6,488,037.51 0.00June 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201,521,097.88 6,225,245.29 0.00July 15, 2016. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198,901,352.13 5,967,526.22 0.00August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . 196,295,822.33 5,714,831.38 0.00September 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . 193,704,434.51 5,467,112.28 0.00October 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . 191,127,115.11 5,224,320.80 0.00November 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . 188,563,790.95 4,986,409.19 0.00December 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . 186,014,389.23 4,753,330.07 0.00January 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . 183,478,837.50 4,525,036.49 0.00February 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . 180,957,063.71 4,301,481.82 0.00March 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178,448,996.17 4,082,619.84 0.00April 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175,954,563.56 3,868,404.66 0.00May 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173,473,694.94 3,658,790.79 0.00

B-7

Payment Date

Group 4PAC I


Group 4YB

PAC IIcontinued

Group 4YF

TACcontinued

June 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $171,006,319.71 $ 3,453,733.09 $ 0.00July 15, 2017. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168,552,367.66 3,253,186.78 0.00August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . 166,111,768.93 3,057,107.44 0.00September 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . 163,684,454.02 2,865,451.01 0.00October 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . 161,270,353.79 2,678,173.77 0.00November 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . 158,869,399.45 2,495,232.38 0.00December 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . 156,481,522.58 2,316,583.81 0.00January 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . 154,106,655.11 2,142,185.39 0.00February 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . 151,744,729.30 1,971,994.81 0.00March 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149,395,677.78 1,805,970.08 0.00April 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147,059,433.52 1,644,069.55 0.00May 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144,735,929.84 1,486,251.91 0.00June 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142,425,100.41 1,332,476.18 0.00July 15, 2018. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140,126,879.22 1,182,701.72 0.00August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . 137,841,200.62 1,036,888.20 0.00September 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . 135,567,999.28 894,995.64 0.00October 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . 133,307,210.24 756,984.35 0.00November 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . 131,058,768.84 622,815.00 0.00December 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . 128,822,610.77 492,448.55 0.00January 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 126,598,672.05 365,846.27 0.00February 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . 124,386,889.04 242,969.77 0.00March 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122,187,198.39 139,423.46 0.00April 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119,999,537.13 64,844.24 0.00May 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117,823,842.58 18,582.39 0.00June 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115,660,052.40 0.01 0.00July 15, 2019. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113,516,575.40 0.00 0.00August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 111,411,317.50 0.00 0.00September 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . 109,343,613.77 0.00 0.00October 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 107,312,810.70 0.00 0.00November 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . 105,318,265.92 0.00 0.00December 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . 103,359,348.10 0.00 0.00January 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . 101,435,436.69 0.00 0.00February 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . 99,545,921.77 0.00 0.00March 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97,690,203.90 0.00 0.00April 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95,867,693.87 0.00 0.00May 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94,077,812.59 0.00 0.00June 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92,319,990.88 0.00 0.00July 15, 2020. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90,593,669.35 0.00 0.00August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . 88,898,298.16 0.00 0.00September 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . 87,233,336.92 0.00 0.00October 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . 85,598,254.53 0.00 0.00November 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . 83,992,528.96 0.00 0.00December 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . 82,415,647.19 0.00 0.00January 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . 80,867,104.95 0.00 0.00February 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . 79,346,406.68 0.00 0.00March 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77,853,065.29 0.00 0.00April 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76,386,602.09 0.00 0.00May 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74,946,546.59 0.00 0.00June 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73,532,436.40 0.00 0.00July 15, 2021. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72,143,817.06 0.00 0.00August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . 70,780,241.94 0.00 0.00September 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . 69,441,272.09 0.00 0.00October 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . 68,126,476.09 0.00 0.00November 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . 66,835,429.97 0.00 0.00December 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . 65,567,717.04 0.00 0.00January 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . 64,322,927.77 0.00 0.00February 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . 63,100,659.71 0.00 0.00March 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61,900,517.31 0.00 0.00April 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60,722,111.85 0.00 0.00May 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59,565,061.30 0.00 0.00June 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58,428,990.23 0.00 0.00July 15, 2022. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57,313,529.65 0.00 0.00August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . 56,218,316.95 0.00 0.00September 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . 55,142,995.78 0.00 0.00October 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . 54,087,215.91 0.00 0.00November 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . 53,050,633.17 0.00 0.00December 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . 52,032,909.34 0.00 0.00

B-8

Payment Date

Group 4PAC I


Group 4YB

PAC IIcontinued

Group 4YF

TACcontinued

January 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 51,033,712.02 $ 0.00 $ 0.00February 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . 50,052,714.55 0.00 0.00March 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49,089,595.92 0.00 0.00April 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48,144,040.64 0.00 0.00May 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47,215,738.72 0.00 0.00June 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46,304,385.47 0.00 0.00July 15, 2023. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45,409,681.51 0.00 0.00August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . 44,531,332.62 0.00 0.00September 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . 43,669,049.66 0.00 0.00October 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . 42,822,548.51 0.00 0.00November 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . 41,991,549.95 0.00 0.00December 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . 41,175,779.59 0.00 0.00January 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . 40,374,967.82 0.00 0.00February 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . 39,588,849.67 0.00 0.00March 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38,817,164.77 0.00 0.00April 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38,059,657.26 0.00 0.00May 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37,316,075.71 0.00 0.00June 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36,586,173.05 0.00 0.00July 15, 2024. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35,869,706.50 0.00 0.00August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . 35,166,437.49 0.00 0.00September 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . 34,476,131.59 0.00 0.00October 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . 33,798,558.43 0.00 0.00November 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . 33,133,491.64 0.00 0.00December 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . 32,480,708.80 0.00 0.00January 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . 31,839,991.32 0.00 0.00February 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . 31,211,124.43 0.00 0.00March 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30,593,897.09 0.00 0.00April 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,988,101.94 0.00 0.00May 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,393,535.19 0.00 0.00June 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28,809,996.63 0.00 0.00July 15, 2025. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28,237,289.51 0.00 0.00August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . 27,675,220.52 0.00 0.00September 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . 27,123,599.72 0.00 0.00October 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . 26,582,240.45 0.00 0.00November 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . 26,050,959.33 0.00 0.00December 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . 25,529,576.15 0.00 0.00January 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . 25,017,913.87 0.00 0.00February 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . 24,515,798.51 0.00 0.00March 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,023,059.14 0.00 0.00April 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,539,527.80 0.00 0.00May 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,065,039.48 0.00 0.00June 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,599,432.03 0.00 0.00July 15, 2026. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,142,546.14 0.00 0.00August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . 21,694,225.28 0.00 0.00September 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . 21,254,315.66 0.00 0.00October 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,822,666.17 0.00 0.00November 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . 20,399,128.35 0.00 0.00December 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . 19,983,556.34 0.00 0.00January 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,575,806.81 0.00 0.00February 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . 19,175,738.97 0.00 0.00March 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,783,214.46 0.00 0.00April 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,398,097.37 0.00 0.00May 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,020,254.15 0.00 0.00June 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,649,553.62 0.00 0.00July 15, 2027. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,285,866.86 0.00 0.00August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,929,067.24 0.00 0.00September 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . 16,579,030.34 0.00 0.00October 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,235,633.93 0.00 0.00November 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . 15,898,757.92 0.00 0.00December 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . 15,568,284.32 0.00 0.00January 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,244,097.23 0.00 0.00February 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . 14,926,082.77 0.00 0.00March 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,614,129.07 0.00 0.00April 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,308,126.23 0.00 0.00May 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,007,966.28 0.00 0.00June 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,713,543.15 0.00 0.00July 15, 2028. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,424,752.62 0.00 0.00

B-9

Payment Date

Group 4PAC I


Group 4YB

PAC IIcontinued

Group 4YF

TACcontinued

August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 13,141,492.35 $ 0.00 $ 0.00September 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . 12,863,661.74 0.00 0.00October 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,591,162.02 0.00 0.00November 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . 12,323,896.13 0.00 0.00December 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . 12,061,768.72 0.00 0.00January 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,804,686.14 0.00 0.00February 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . 11,552,556.38 0.00 0.00March 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,305,289.06 0.00 0.00April 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,062,795.39 0.00 0.00May 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,824,988.15 0.00 0.00June 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,591,781.67 0.00 0.00July 15, 2029. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,363,091.77 0.00 0.00August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,138,835.80 0.00 0.00September 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . 9,918,932.53 0.00 0.00October 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,703,302.20 0.00 0.00November 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . 9,491,866.44 0.00 0.00December 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . 9,284,548.29 0.00 0.00January 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,081,272.12 0.00 0.00February 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . 8,881,963.68 0.00 0.00March 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,686,550.01 0.00 0.00April 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,494,959.46 0.00 0.00May 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,307,121.64 0.00 0.00June 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,122,967.41 0.00 0.00July 15, 2030. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,942,428.87 0.00 0.00August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,765,439.33 0.00 0.00September 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . 7,591,933.26 0.00 0.00October 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,421,846.31 0.00 0.00November 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . 7,255,115.29 0.00 0.00December 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . 7,091,678.11 0.00 0.00January 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,931,473.80 0.00 0.00February 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . 6,774,442.48 0.00 0.00March 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,620,525.33 0.00 0.00April 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,469,664.57 0.00 0.00May 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,321,803.46 0.00 0.00June 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,176,886.29 0.00 0.00July 15, 2031. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,034,858.32 0.00 0.00August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,895,665.79 0.00 0.00September 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . 5,759,255.91 0.00 0.00October 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,625,576.83 0.00 0.00November 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . 5,494,577.64 0.00 0.00December 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . 5,366,208.32 0.00 0.00January 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,240,419.75 0.00 0.00February 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . 5,117,163.71 0.00 0.00March 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,996,392.82 0.00 0.00April 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,878,060.56 0.00 0.00May 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,762,121.24 0.00 0.00June 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,648,530.01 0.00 0.00July 15, 2032. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,537,242.79 0.00 0.00August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,428,216.32 0.00 0.00September 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . 4,321,408.12 0.00 0.00October 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,216,776.44 0.00 0.00November 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . 4,114,280.32 0.00 0.00December 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . 4,013,879.52 0.00 0.00January 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,915,534.52 0.00 0.00February 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . 3,819,206.53 0.00 0.00March 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,724,857.43 0.00 0.00April 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,632,449.82 0.00 0.00May 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,541,946.96 0.00 0.00June 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,453,312.77 0.00 0.00July 15, 2033. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,366,511.82 0.00 0.00August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,281,509.33 0.00 0.00September 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . 3,198,271.15 0.00 0.00October 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,116,763.74 0.00 0.00November 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . 3,036,954.18 0.00 0.00December 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . 2,958,810.11 0.00 0.00January 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,882,299.81 0.00 0.00February 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . 2,807,392.10 0.00 0.00

B-10

Payment Date

Group 4PAC I


Group 4YB

PAC IIcontinued

Group 4YF

TACcontinued

March 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 2,734,056.37 $ 0.00 $ 0.00April 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,662,262.58 0.00 0.00May 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,591,981.22 0.00 0.00June 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,523,183.31 0.00 0.00July 15, 2034. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,455,840.43 0.00 0.00August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,389,924.65 0.00 0.00September 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . 2,325,408.55 0.00 0.00October 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,262,265.22 0.00 0.00November 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . 2,200,468.23 0.00 0.00December 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . 2,139,991.64 0.00 0.00January 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,080,809.98 0.00 0.00February 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . 2,022,898.24 0.00 0.00March 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,966,231.89 0.00 0.00April 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,910,786.81 0.00 0.00May 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,856,539.36 0.00 0.00June 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,803,466.30 0.00 0.00July 15, 2035. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,751,544.84 0.00 0.00August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,700,752.60 0.00 0.00September 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . 1,651,067.61 0.00 0.00October 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,602,468.29 0.00 0.00November 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . 1,554,933.49 0.00 0.00December 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . 1,508,442.41 0.00 0.00January 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,462,974.65 0.00 0.00February 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,418,510.19 0.00 0.00March 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,375,029.38 0.00 0.00April 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,332,512.92 0.00 0.00May 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,290,941.87 0.00 0.00June 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,250,297.64 0.00 0.00July 15, 2036. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,210,561.99 0.00 0.00August 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,171,717.00 0.00 0.00September 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . 1,133,745.11 0.00 0.00October 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,096,629.06 0.00 0.00November 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . 1,060,351.91 0.00 0.00December 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . 1,024,897.05 0.00 0.00January 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . 990,248.17 0.00 0.00February 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . 956,389.25 0.00 0.00March 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 923,304.59 0.00 0.00April 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 890,978.76 0.00 0.00May 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 859,396.64 0.00 0.00June 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 828,543.37 0.00 0.00July 15, 2037. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 798,404.38 0.00 0.00August 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . 768,965.36 0.00 0.00September 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . 740,212.29 0.00 0.00October 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . 712,131.38 0.00 0.00November 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . 684,709.12 0.00 0.00December 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . 657,932.24 0.00 0.00January 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . 631,787.73 0.00 0.00February 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . 606,262.81 0.00 0.00March 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 581,344.96 0.00 0.00April 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 557,021.87 0.00 0.00May 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 533,281.48 0.00 0.00June 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 510,111.95 0.00 0.00July 15, 2038. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487,501.65 0.00 0.00August 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . 465,439.20 0.00 0.00September 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . 443,913.40 0.00 0.00October 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . 422,913.28 0.00 0.00November 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . 402,428.07 0.00 0.00December 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . 382,447.21 0.00 0.00January 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . 362,960.34 0.00 0.00February 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . 343,957.28 0.00 0.00March 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325,428.07 0.00 0.00April 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307,362.91 0.00 0.00May 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289,752.20 0.00 0.00June 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272,586.53 0.00 0.00July 15, 2039. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255,856.65 0.00 0.00August 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . 239,553.50 0.00 0.00September 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . 223,668.19 0.00 0.00

B-11

Payment Date

Group 4PAC I


Group 4YB

PAC IIcontinued

Group 4YF

TACcontinued

October 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 208,192.00 $ 0.00 $ 0.00November 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . 193,116.36 0.00 0.00December 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . 178,432.89 0.00 0.00January 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . 164,133.35 0.00 0.00February 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . 150,209.67 0.00 0.00March 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136,653.93 0.00 0.00April 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123,458.35 0.00 0.00May 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110,615.33 0.00 0.00June 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98,117.37 0.00 0.00July 15, 2040. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85,957.16 0.00 0.00August 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . 74,127.51 0.00 0.00September 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . 62,621.36 0.00 0.00October 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . 51,431.80 0.00 0.00November 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . 40,552.04 0.00 0.00December 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . 29,975.45 0.00 0.00January 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,695.48 0.00 0.00February 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . 9,705.76 0.00 0.00March 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.01 0.00 0.00April 15, 2041

and after . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 0.00

B-12

Payment Date

Group 5PAC I

(Aggregate)

Group 5YC

PAC II

Group 6PAC I

(Aggregate)

Group 6YD

PAC II

Initial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $87,139,000.00 $6,180,000.00 $58,007,000.00 $4,129,000.00November 15, 2011 . . . . . . . . . . . . . . . . . . . . . . 86,885,695.61 6,161,853.73 57,807,986.97 4,110,755.38December 15, 2011 . . . . . . . . . . . . . . . . . . . . . . . 86,609,233.99 6,139,755.32 57,593,256.24 4,090,067.18January 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . 86,310,376.96 6,113,289.42 57,363,688.31 4,066,489.95February 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . 85,989,229.61 6,082,482.92 57,119,368.92 4,040,048.35March 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . 85,645,908.63 6,047,367.68 56,860,391.50 4,010,770.32April 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . 85,280,542.29 6,007,980.50 56,586,857.09 3,978,687.10May 15, 2012. . . . . . . . . . . . . . . . . . . . . . . . . . . 84,893,270.30 5,964,363.15 56,298,874.32 3,943,833.16June 15, 2012. . . . . . . . . . . . . . . . . . . . . . . . . . . 84,484,243.80 5,916,562.28 55,996,559.31 3,906,246.18July 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . . 84,053,625.26 5,864,629.33 55,680,035.64 3,865,966.99August 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . 83,601,588.34 5,808,620.60 55,349,434.21 3,823,039.60September 15, 2012 . . . . . . . . . . . . . . . . . . . . . . 83,128,317.82 5,748,597.07 55,004,893.21 3,777,511.03October 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . 82,634,009.49 5,684,624.42 54,646,558.00 3,729,431.38November 15, 2012 . . . . . . . . . . . . . . . . . . . . . . 82,118,869.98 5,616,772.89 54,274,581.03 3,678,853.66December 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . 81,583,116.65 5,545,117.27 53,889,121.71 3,625,833.81January 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . 81,026,977.47 5,469,736.72 53,490,346.33 3,570,430.62February 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . 80,450,690.79 5,390,714.80 53,078,427.91 3,512,705.61March 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . 79,854,505.25 5,308,139.24 52,653,546.10 3,452,723.02April 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . 79,238,679.58 5,222,101.92 52,215,887.06 3,390,549.67May 15, 2013. . . . . . . . . . . . . . . . . . . . . . . . . . . 78,603,482.39 5,132,698.74 51,765,643.31 3,326,254.92June 15, 2013. . . . . . . . . . . . . . . . . . . . . . . . . . . 77,949,192.00 5,040,029.50 51,303,013.57 3,259,910.59July 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . 77,276,096.25 4,944,197.74 50,828,202.66 3,191,590.81August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . 76,584,492.29 4,845,310.67 50,341,421.32 3,121,372.00September 15, 2013 . . . . . . . . . . . . . . . . . . . . . . 75,874,686.33 4,743,478.99 49,842,886.07 3,049,332.70October 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . 75,146,993.45 4,638,816.78 49,332,819.02 2,975,553.55November 15, 2013 . . . . . . . . . . . . . . . . . . . . . . 74,401,737.36 4,531,441.31 48,811,447.75 2,900,117.11December 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . 73,639,250.14 4,421,472.96 48,292,885.58 2,825,821.74January 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . 72,859,872.02 4,309,034.99 47,777,117.93 2,752,656.97February 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . 72,084,690.62 4,198,300.95 47,264,130.28 2,680,612.43March 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . 71,313,684.15 4,089,255.23 46,753,908.19 2,609,677.80April 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . 70,546,830.93 3,981,882.31 46,246,437.30 2,539,842.84May 15, 2014. . . . . . . . . . . . . . . . . . . . . . . . . . . 69,784,109.40 3,876,166.80 45,741,703.30 2,471,097.45June 15, 2014. . . . . . . . . . . . . . . . . . . . . . . . . . . 69,025,498.09 3,772,093.44 45,239,691.99 2,403,431.52July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . 68,270,975.66 3,669,647.08 44,740,389.22 2,336,835.07August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . 67,520,520.88 3,568,812.68 44,243,780.92 2,271,298.20September 15, 2014 . . . . . . . . . . . . . . . . . . . . . . 66,774,112.62 3,469,575.33 43,749,853.08 2,206,811.08October 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . 66,031,729.85 3,371,920.26 43,258,591.78 2,143,363.95November 15, 2014 . . . . . . . . . . . . . . . . . . . . . . 65,293,351.68 3,275,832.75 42,769,983.16 2,080,947.13December 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . 64,558,957.29 3,181,298.26 42,284,013.45 2,019,551.01January 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . 63,828,526.00 3,088,302.32 41,800,668.92 1,959,166.07February 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . 63,102,037.21 2,996,830.62 41,319,935.93 1,899,782.86March 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . 62,379,470.45 2,906,868.90 40,841,800.91 1,841,392.00April 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . 61,660,805.33 2,818,403.08 40,366,250.36 1,783,984.18May 15, 2015. . . . . . . . . . . . . . . . . . . . . . . . . . . 60,946,021.59 2,731,419.13 39,893,270.85 1,727,550.16June 15, 2015. . . . . . . . . . . . . . . . . . . . . . . . . . . 60,235,099.06 2,645,903.17 39,422,849.01 1,672,080.80July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . 59,528,017.67 2,561,841.42 38,954,971.55 1,617,566.99August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . 58,824,757.47 2,479,220.19 38,489,625.24 1,563,999.74September 15, 2015 . . . . . . . . . . . . . . . . . . . . . . 58,125,298.60 2,398,025.91 38,026,796.92 1,511,370.09October 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . 57,429,621.31 2,318,245.13 37,566,473.51 1,459,669.16November 15, 2015 . . . . . . . . . . . . . . . . . . . . . . 56,737,705.94 2,239,864.49 37,108,641.98 1,408,888.15December 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . 56,049,532.94 2,162,870.74 36,653,289.37 1,359,018.33January 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . 55,365,082.87 2,087,250.73 36,200,402.81 1,310,051.03February 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . 54,684,336.37 2,012,991.42 35,749,969.46 1,261,977.65March 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . 54,007,274.19 1,940,079.88 35,301,976.56 1,214,789.67April 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . 53,333,877.18 1,868,503.26 34,856,411.44 1,168,478.62May 15, 2016. . . . . . . . . . . . . . . . . . . . . . . . . . . 52,664,126.29 1,798,248.83 34,413,261.46 1,123,036.10June 15, 2016. . . . . . . . . . . . . . . . . . . . . . . . . . . 51,998,002.56 1,729,303.96 33,972,514.07 1,078,453.79July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . 51,335,487.15 1,661,656.10 33,534,156.76 1,034,723.43August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . 50,676,561.28 1,595,292.83 33,098,177.11 991,836.82September 15, 2016 . . . . . . . . . . . . . . . . . . . . . . 50,021,206.29 1,530,201.81 32,664,562.76 949,785.82October 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . 49,369,403.63 1,466,370.80 32,233,301.39 908,562.37November 15, 2016 . . . . . . . . . . . . . . . . . . . . . . 48,721,134.81 1,403,787.65 31,804,380.78 868,158.46December 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . 48,076,381.47 1,342,440.33 31,377,788.73 828,566.17January 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . 47,435,125.32 1,282,316.87 30,953,513.15 789,777.60February 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . 46,797,348.18 1,223,405.43 30,531,541.98 751,784.94March 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . 46,163,031.95 1,165,694.25 30,111,863.22 714,580.46April 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . 45,532,158.64 1,109,171.66 29,694,464.96 678,156.44May 15, 2017. . . . . . . . . . . . . . . . . . . . . . . . . . . 44,904,710.33 1,053,826.08 29,279,335.33 642,505.27

B-13

Payment Date

Group 5PAC I


Group 5YC

PAC IIcontinued

Group 6PAC I


Group 6YD

PAC IIcontinued

June 15, 2017. . . . . . . . . . . . . . . . . . . . . . . . . . . $44,280,669.22 $ 999,646.04 $28,866,462.52 $ 607,619.38July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . 43,660,017.58 946,620.14 28,455,834.79 573,491.26August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . 43,042,737.78 894,737.08 28,047,440.46 540,113.46September 15, 2017 . . . . . . . . . . . . . . . . . . . . . . 42,428,812.28 843,985.66 27,641,267.89 507,478.61October 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . 41,818,223.62 794,354.76 27,237,305.55 475,579.36November 15, 2017 . . . . . . . . . . . . . . . . . . . . . . 41,210,954.46 745,833.35 26,835,541.90 444,408.46December 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . 40,606,987.52 698,410.47 26,435,965.53 413,958.67January 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . 40,006,305.61 652,075.30 26,038,565.03 384,222.87February 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . 39,408,891.66 606,817.04 25,643,329.08 355,193.96March 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . 38,814,728.64 562,625.02 25,250,246.42 326,864.87April 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . 38,223,799.64 519,488.67 24,859,305.83 299,228.65May 15, 2018. . . . . . . . . . . . . . . . . . . . . . . . . . . 37,636,087.85 477,397.43 24,470,496.17 272,278.36June 15, 2018. . . . . . . . . . . . . . . . . . . . . . . . . . . 37,051,576.50 436,340.91 24,083,806.33 246,007.14July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . 36,470,248.95 396,308.76 23,699,225.29 220,408.16August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . 35,892,088.62 357,290.73 23,316,742.06 195,474.67September 15, 2018 . . . . . . . . . . . . . . . . . . . . . . 35,317,079.03 319,276.63 22,936,345.72 171,199.95October 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . 34,745,203.78 282,256.37 22,558,025.40 147,577.37November 15, 2018 . . . . . . . . . . . . . . . . . . . . . . 34,176,446.55 246,219.95 22,181,770.28 124,600.33December 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . 33,610,791.12 211,157.42 21,807,569.62 102,262.27January 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . 33,048,221.33 177,058.93 21,435,412.72 80,556.71February 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . 32,488,721.11 143,914.73 21,065,288.92 59,477.21March 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . 31,932,274.50 111,715.10 20,697,187.65 39,017.37April 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . 31,378,865.58 80,450.45 20,331,098.35 22,152.51May 15, 2019. . . . . . . . . . . . . . . . . . . . . . . . . . . 30,828,478.55 50,111.22 19,967,010.56 10,099.62June 15, 2019. . . . . . . . . . . . . . . . . . . . . . . . . . . 30,281,097.65 27,001.85 19,604,913.85 2,750.77July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,736,707.25 11,053.56 19,244,797.83 0.01August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . 29,195,291.77 2,105.55 18,888,395.47 0.00September 15, 2019 . . . . . . . . . . . . . . . . . . . . . . 28,656,835.70 0.01 18,538,345.13 0.00October 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . 28,125,905.56 0.00 18,194,536.33 0.00November 15, 2019 . . . . . . . . . . . . . . . . . . . . . . 27,604,439.43 0.00 17,856,860.48 0.00December 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . 27,092,272.71 0.00 17,525,210.87 0.00January 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . 26,589,243.60 0.00 17,199,482.58 0.00February 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . 26,095,193.08 0.00 16,879,572.52 0.00March 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . 25,609,964.86 0.00 16,565,379.34 0.00April 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . 25,133,405.31 0.00 16,256,803.44 0.00May 15, 2020. . . . . . . . . . . . . . . . . . . . . . . . . . . 24,665,363.44 0.00 15,953,746.92 0.00June 15, 2020. . . . . . . . . . . . . . . . . . . . . . . . . . . 24,205,690.84 0.00 15,656,113.56 0.00July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,754,241.64 0.00 15,363,808.79 0.00August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . 23,310,872.49 0.00 15,076,739.65 0.00September 15, 2020 . . . . . . . . . . . . . . . . . . . . . . 22,875,442.47 0.00 14,794,814.79 0.00October 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . 22,447,813.09 0.00 14,517,944.42 0.00November 15, 2020 . . . . . . . . . . . . . . . . . . . . . . 22,027,848.23 0.00 14,246,040.29 0.00December 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . 21,615,414.10 0.00 13,979,015.66 0.00January 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . 21,210,379.21 0.00 13,716,785.28 0.00February 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . 20,812,614.33 0.00 13,459,265.36 0.00March 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . 20,421,992.44 0.00 13,206,373.57 0.00April 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . 20,038,388.70 0.00 12,958,028.96 0.00May 15, 2021. . . . . . . . . . . . . . . . . . . . . . . . . . . 19,661,680.42 0.00 12,714,152.00 0.00June 15, 2021. . . . . . . . . . . . . . . . . . . . . . . . . . . 19,291,747.00 0.00 12,474,664.49 0.00July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,928,469.92 0.00 12,239,489.63 0.00August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . 18,571,732.72 0.00 12,008,551.87 0.00September 15, 2021 . . . . . . . . . . . . . . . . . . . . . . 18,221,420.90 0.00 11,781,777.02 0.00October 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . 17,877,421.95 0.00 11,559,092.13 0.00November 15, 2021 . . . . . . . . . . . . . . . . . . . . . . 17,539,625.29 0.00 11,340,425.52 0.00December 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . 17,207,922.25 0.00 11,125,706.72 0.00January 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . 16,882,206.01 0.00 10,914,866.51 0.00February 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . 16,562,371.59 0.00 10,707,836.84 0.00March 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . 16,248,315.84 0.00 10,504,550.82 0.00April 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . 15,939,937.36 0.00 10,304,942.72 0.00May 15, 2022. . . . . . . . . . . . . . . . . . . . . . . . . . . 15,637,136.51 0.00 10,108,947.96 0.00June 15, 2022. . . . . . . . . . . . . . . . . . . . . . . . . . . 15,339,815.34 0.00 9,916,503.05 0.00July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,047,877.62 0.00 9,727,545.60 0.00August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . 14,761,228.76 0.00 9,542,014.31 0.00September 15, 2022 . . . . . . . . . . . . . . . . . . . . . . 14,479,775.79 0.00 9,359,848.90 0.00October 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . 14,203,427.38 0.00 9,180,990.16 0.00November 15, 2022 . . . . . . . . . . . . . . . . . . . . . . 13,932,093.72 0.00 9,005,379.91 0.00December 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . 13,665,686.59 0.00 8,832,960.93 0.00

B-14

Payment Date

Group 5PAC I


Group 5YC

PAC IIcontinued

Group 6PAC I


Group 6YD

PAC IIcontinued

January 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . $13,404,119.28 $ 0.00 $ 8,663,677.03 $ 0.00February 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . 13,147,306.56 0.00 8,497,472.97 0.00March 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . 12,895,164.69 0.00 8,334,294.47 0.00April 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . 12,647,611.38 0.00 8,174,088.18 0.00May 15, 2023. . . . . . . . . . . . . . . . . . . . . . . . . . . 12,404,565.73 0.00 8,016,801.67 0.00June 15, 2023. . . . . . . . . . . . . . . . . . . . . . . . . . . 12,165,948.26 0.00 7,862,383.43 0.00July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,931,680.86 0.00 7,710,782.83 0.00August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . 11,701,686.77 0.00 7,561,950.10 0.00September 15, 2023 . . . . . . . . . . . . . . . . . . . . . . 11,475,890.55 0.00 7,415,836.37 0.00October 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . 11,254,218.07 0.00 7,272,393.57 0.00November 15, 2023 . . . . . . . . . . . . . . . . . . . . . . 11,036,596.47 0.00 7,131,574.50 0.00December 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . 10,822,954.16 0.00 6,993,332.74 0.00January 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . 10,613,220.79 0.00 6,857,622.71 0.00February 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . 10,407,327.22 0.00 6,724,399.59 0.00March 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . 10,205,205.51 0.00 6,593,619.35 0.00April 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . 10,006,788.90 0.00 6,465,238.72 0.00May 15, 2024. . . . . . . . . . . . . . . . . . . . . . . . . . . 9,812,011.77 0.00 6,339,215.18 0.00June 15, 2024. . . . . . . . . . . . . . . . . . . . . . . . . . . 9,620,809.65 0.00 6,215,506.94 0.00July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,433,119.20 0.00 6,094,072.94 0.00August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . 9,248,878.14 0.00 5,974,872.84 0.00September 15, 2024 . . . . . . . . . . . . . . . . . . . . . . 9,068,025.30 0.00 5,857,866.98 0.00October 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . 8,890,500.56 0.00 5,743,016.41 0.00November 15, 2024 . . . . . . . . . . . . . . . . . . . . . . 8,716,244.85 0.00 5,630,282.84 0.00December 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . 8,545,200.11 0.00 5,519,628.65 0.00January 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . 8,377,309.30 0.00 5,411,016.86 0.00February 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . 8,212,516.36 0.00 5,304,411.16 0.00March 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . 8,050,766.21 0.00 5,199,775.86 0.00April 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . 7,892,004.73 0.00 5,097,075.87 0.00May 15, 2025. . . . . . . . . . . . . . . . . . . . . . . . . . . 7,736,178.73 0.00 4,996,276.72 0.00June 15, 2025. . . . . . . . . . . . . . . . . . . . . . . . . . . 7,583,235.96 0.00 4,897,344.57 0.00July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,433,125.05 0.00 4,800,246.12 0.00August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . 7,285,795.55 0.00 4,704,948.67 0.00September 15, 2025 . . . . . . . . . . . . . . . . . . . . . . 7,141,197.88 0.00 4,611,420.11 0.00October 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . 6,999,283.31 0.00 4,519,628.86 0.00November 15, 2025 . . . . . . . . . . . . . . . . . . . . . . 6,860,003.98 0.00 4,429,543.89 0.00December 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . 6,723,312.84 0.00 4,341,134.73 0.00January 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . 6,589,163.67 0.00 4,254,371.43 0.00February 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . 6,457,511.06 0.00 4,169,224.56 0.00March 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . 6,328,310.39 0.00 4,085,665.20 0.00April 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . 6,201,517.80 0.00 4,003,664.95 0.00May 15, 2026. . . . . . . . . . . . . . . . . . . . . . . . . . . 6,077,090.22 0.00 3,923,195.89 0.00June 15, 2026. . . . . . . . . . . . . . . . . . . . . . . . . . . 5,954,985.30 0.00 3,844,230.58 0.00July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,835,161.47 0.00 3,766,742.09 0.00August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . 5,717,577.84 0.00 3,690,703.93 0.00September 15, 2026 . . . . . . . . . . . . . . . . . . . . . . 5,602,194.27 0.00 3,616,090.08 0.00October 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . 5,488,971.31 0.00 3,542,874.99 0.00November 15, 2026 . . . . . . . . . . . . . . . . . . . . . . 5,377,870.18 0.00 3,471,033.53 0.00December 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . 5,268,852.80 0.00 3,400,541.03 0.00January 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . 5,161,881.76 0.00 3,331,373.24 0.00February 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . 5,056,920.27 0.00 3,263,506.35 0.00March 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . 4,953,932.21 0.00 3,196,916.94 0.00April 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . 4,852,882.10 0.00 3,131,582.03 0.00May 15, 2027. . . . . . . . . . . . . . . . . . . . . . . . . . . 4,753,735.05 0.00 3,067,479.01 0.00June 15, 2027. . . . . . . . . . . . . . . . . . . . . . . . . . . 4,656,456.81 0.00 3,004,585.70 0.00July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,561,013.72 0.00 2,942,880.28 0.00August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . 4,467,372.70 0.00 2,882,341.33 0.00September 15, 2027 . . . . . . . . . . . . . . . . . . . . . . 4,375,501.25 0.00 2,822,947.79 0.00October 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . 4,285,367.46 0.00 2,764,678.99 0.00November 15, 2027 . . . . . . . . . . . . . . . . . . . . . . 4,196,939.95 0.00 2,707,514.61 0.00December 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . 4,110,187.92 0.00 2,651,434.69 0.00January 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . 4,025,081.09 0.00 2,596,419.60 0.00February 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . 3,941,589.71 0.00 2,542,450.10 0.00March 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . 3,859,684.57 0.00 2,489,507.24 0.00April 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . 3,779,336.96 0.00 2,437,572.43 0.00May 15, 2028. . . . . . . . . . . . . . . . . . . . . . . . . . . 3,700,518.67 0.00 2,386,627.40 0.00June 15, 2028. . . . . . . . . . . . . . . . . . . . . . . . . . . 3,623,202.00 0.00 2,336,654.20 0.00July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,547,359.73 0.00 2,287,635.20 0.00

B-15

Payment Date

Group 5PAC I


Group 5YC

PAC IIcontinued

Group 6PAC I


Group 6YD

PAC IIcontinued

August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . $ 3,472,965.11 $ 0.00 $ 2,239,553.08 $ 0.00September 15, 2028 . . . . . . . . . . . . . . . . . . . . . . 3,399,991.87 0.00 2,192,390.82 0.00October 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . 3,328,414.20 0.00 2,146,131.70 0.00November 15, 2028 . . . . . . . . . . . . . . . . . . . . . . 3,258,206.74 0.00 2,100,759.30 0.00December 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . 3,189,344.60 0.00 2,056,257.48 0.00January 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . 3,121,803.29 0.00 2,012,610.40 0.00February 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . 3,055,558.78 0.00 1,969,802.48 0.00March 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . 2,990,587.45 0.00 1,927,818.43 0.00April 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . 2,926,866.11 0.00 1,886,643.22 0.00May 15, 2029. . . . . . . . . . . . . . . . . . . . . . . . . . . 2,864,371.96 0.00 1,846,262.10 0.00June 15, 2029. . . . . . . . . . . . . . . . . . . . . . . . . . . 2,803,082.62 0.00 1,806,660.56 0.00July 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,742,976.10 0.00 1,767,824.36 0.00August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . 2,684,030.79 0.00 1,729,739.50 0.00September 15, 2029 . . . . . . . . . . . . . . . . . . . . . . 2,626,225.47 0.00 1,692,392.25 0.00October 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . 2,569,539.29 0.00 1,655,769.10 0.00November 15, 2029 . . . . . . . . . . . . . . . . . . . . . . 2,513,951.77 0.00 1,619,856.79 0.00December 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . 2,459,442.80 0.00 1,584,642.29 0.00January 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . 2,405,992.63 0.00 1,550,112.80 0.00February 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . 2,353,581.83 0.00 1,516,255.76 0.00March 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . 2,302,191.34 0.00 1,483,058.81 0.00April 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . 2,251,802.43 0.00 1,450,509.83 0.00May 15, 2030. . . . . . . . . . . . . . . . . . . . . . . . . . . 2,202,396.71 0.00 1,418,596.90 0.00June 15, 2030. . . . . . . . . . . . . . . . . . . . . . . . . . . 2,153,956.10 0.00 1,387,308.33 0.00July 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,106,462.86 0.00 1,356,632.61 0.00August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . 2,059,899.54 0.00 1,326,558.46 0.00September 15, 2030 . . . . . . . . . . . . . . . . . . . . . . 2,014,249.03 0.00 1,297,074.79 0.00October 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . 1,969,494.51 0.00 1,268,170.70 0.00November 15, 2030 . . . . . . . . . . . . . . . . . . . . . . 1,925,619.44 0.00 1,239,835.49 0.00December 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . 1,882,607.60 0.00 1,212,058.66 0.00January 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . 1,840,443.05 0.00 1,184,829.89 0.00February 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . 1,799,110.13 0.00 1,158,139.03 0.00March 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . 1,758,593.47 0.00 1,131,976.13 0.00April 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,718,877.95 0.00 1,106,331.41 0.00May 15, 2031. . . . . . . . . . . . . . . . . . . . . . . . . . . 1,679,948.75 0.00 1,081,195.27 0.00June 15, 2031. . . . . . . . . . . . . . . . . . . . . . . . . . . 1,641,791.30 0.00 1,056,558.26 0.00July 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,604,391.27 0.00 1,032,411.12 0.00August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . 1,567,734.63 0.00 1,008,744.76 0.00September 15, 2031 . . . . . . . . . . . . . . . . . . . . . . 1,531,807.55 0.00 985,550.23 0.00October 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . 1,496,596.48 0.00 962,818.75 0.00November 15, 2031 . . . . . . . . . . . . . . . . . . . . . . 1,462,088.11 0.00 940,541.71 0.00December 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . 1,428,269.35 0.00 918,710.64 0.00January 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . 1,395,127.37 0.00 897,317.21 0.00February 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . 1,362,649.54 0.00 876,353.27 0.00March 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . 1,330,823.48 0.00 855,810.79 0.00April 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,299,637.02 0.00 835,681.90 0.00May 15, 2032. . . . . . . . . . . . . . . . . . . . . . . . . . . 1,269,078.21 0.00 815,958.85 0.00June 15, 2032. . . . . . . . . . . . . . . . . . . . . . . . . . . 1,239,135.31 0.00 796,634.06 0.00July 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,209,796.79 0.00 777,700.06 0.00August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . 1,181,051.35 0.00 759,149.52 0.00September 15, 2032 . . . . . . . . . . . . . . . . . . . . . . 1,152,887.86 0.00 740,975.25 0.00October 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . 1,125,295.41 0.00 723,170.19 0.00November 15, 2032 . . . . . . . . . . . . . . . . . . . . . . 1,098,263.27 0.00 705,727.38 0.00December 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . 1,071,780.93 0.00 688,640.03 0.00January 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . 1,045,838.04 0.00 671,901.43 0.00February 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . 1,020,424.45 0.00 655,505.01 0.00March 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . 995,530.18 0.00 639,444.33 0.00April 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . 971,145.46 0.00 623,713.05 0.00May 15, 2033. . . . . . . . . . . . . . . . . . . . . . . . . . . 947,260.67 0.00 608,304.94 0.00June 15, 2033. . . . . . . . . . . . . . . . . . . . . . . . . . . 923,866.36 0.00 593,213.89 0.00July 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . 900,953.27 0.00 578,433.90 0.00August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . 878,512.30 0.00 563,959.09 0.00September 15, 2033 . . . . . . . . . . . . . . . . . . . . . . 856,534.50 0.00 549,783.66 0.00October 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . 835,011.09 0.00 535,901.94 0.00November 15, 2033 . . . . . . . . . . . . . . . . . . . . . . 813,933.47 0.00 522,308.35 0.00December 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . 793,293.16 0.00 508,997.41 0.00January 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . 773,081.87 0.00 495,963.74 0.00February 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . 753,291.42 0.00 483,202.06 0.00

B-16

Payment Date

Group 5PAC I


Group 5YC

PAC IIcontinued

Group 6PAC I


Group 6YD

PAC IIcontinued

March 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . $ 733,913.80 $ 0.00 $ 470,707.20 $ 0.00April 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . 714,941.16 0.00 458,474.05 0.00May 15, 2034. . . . . . . . . . . . . . . . . . . . . . . . . . . 696,365.76 0.00 446,497.62 0.00June 15, 2034. . . . . . . . . . . . . . . . . . . . . . . . . . . 678,180.03 0.00 434,773.01 0.00July 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . 660,376.52 0.00 423,295.39 0.00August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . 642,947.91 0.00 412,060.03 0.00September 15, 2034 . . . . . . . . . . . . . . . . . . . . . . 625,887.03 0.00 401,062.29 0.00October 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . 609,186.84 0.00 390,297.61 0.00November 15, 2034 . . . . . . . . . . . . . . . . . . . . . . 592,840.40 0.00 379,761.52 0.00December 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . 576,840.94 0.00 369,449.60 0.00January 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . 561,181.77 0.00 359,357.56 0.00February 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . 545,856.36 0.00 349,481.16 0.00March 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . 530,858.27 0.00 339,816.22 0.00April 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . 516,181.19 0.00 330,358.68 0.00May 15, 2035. . . . . . . . . . . . . . . . . . . . . . . . . . . 501,818.93 0.00 321,104.52 0.00June 15, 2035. . . . . . . . . . . . . . . . . . . . . . . . . . . 487,765.40 0.00 312,049.81 0.00July 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . 474,014.64 0.00 303,190.68 0.00August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . 460,560.77 0.00 294,523.34 0.00September 15, 2035 . . . . . . . . . . . . . . . . . . . . . . 447,398.04 0.00 286,044.07 0.00October 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . 434,520.81 0.00 277,749.21 0.00November 15, 2035 . . . . . . . . . . . . . . . . . . . . . . 421,923.53 0.00 269,635.17 0.00December 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . 409,600.75 0.00 261,698.44 0.00January 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . 397,547.12 0.00 253,935.55 0.00February 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . 385,757.41 0.00 246,343.11 0.00March 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . 374,226.46 0.00 238,917.79 0.00April 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . 362,949.21 0.00 231,656.32 0.00May 15, 2036. . . . . . . . . . . . . . . . . . . . . . . . . . . 351,920.71 0.00 224,555.49 0.00June 15, 2036. . . . . . . . . . . . . . . . . . . . . . . . . . . 341,136.08 0.00 217,612.14 0.00July 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . 330,590.54 0.00 210,823.19 0.00August 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . 320,279.40 0.00 204,185.60 0.00September 15, 2036 . . . . . . . . . . . . . . . . . . . . . . 310,198.04 0.00 197,696.38 0.00October 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . 300,341.96 0.00 191,352.62 0.00November 15, 2036 . . . . . . . . . . . . . . . . . . . . . . 290,706.70 0.00 185,151.45 0.00December 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . 281,287.92 0.00 179,090.04 0.00January 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . 272,081.33 0.00 173,165.64 0.00February 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . 263,082.75 0.00 167,375.52 0.00March 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . 254,288.04 0.00 161,717.02 0.00April 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . 245,693.18 0.00 156,187.54 0.00May 15, 2037. . . . . . . . . . . . . . . . . . . . . . . . . . . 237,294.19 0.00 150,784.50 0.00June 15, 2037. . . . . . . . . . . . . . . . . . . . . . . . . . . 229,087.18 0.00 145,505.38 0.00July 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . 221,068.32 0.00 140,347.71 0.00August 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . 213,233.87 0.00 135,309.08 0.00September 15, 2037 . . . . . . . . . . . . . . . . . . . . . . 205,580.15 0.00 130,387.09 0.00October 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . 198,103.54 0.00 125,579.42 0.00November 15, 2037 . . . . . . . . . . . . . . . . . . . . . . 190,800.49 0.00 120,883.77 0.00December 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . 183,667.54 0.00 116,297.89 0.00January 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . 176,701.26 0.00 111,819.57 0.00February 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . 169,898.30 0.00 107,446.65 0.00March 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . 163,255.38 0.00 103,177.00 0.00April 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . 156,769.27 0.00 99,008.53 0.00May 15, 2038. . . . . . . . . . . . . . . . . . . . . . . . . . . 150,436.81 0.00 94,939.21 0.00June 15, 2038. . . . . . . . . . . . . . . . . . . . . . . . . . . 144,254.88 0.00 90,967.02 0.00July 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . 138,220.45 0.00 87,089.98 0.00August 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . 132,330.51 0.00 83,306.18 0.00September 15, 2038 . . . . . . . . . . . . . . . . . . . . . . 126,582.13 0.00 79,613.70 0.00October 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . 120,972.45 0.00 76,010.69 0.00November 15, 2038 . . . . . . . . . . . . . . . . . . . . . . 115,498.61 0.00 72,495.32 0.00December 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . 110,157.87 0.00 69,065.80 0.00January 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . 104,947.49 0.00 65,720.37 0.00February 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . 99,864.81 0.00 62,457.30 0.00March 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . 94,907.20 0.00 59,274.91 0.00April 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . 90,072.11 0.00 56,171.53 0.00May 15, 2039. . . . . . . . . . . . . . . . . . . . . . . . . . . 85,357.00 0.00 53,145.53 0.00June 15, 2039. . . . . . . . . . . . . . . . . . . . . . . . . . . 80,759.41 0.00 50,195.31 0.00July 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . 76,276.91 0.00 47,319.32 0.00August 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . 71,907.11 0.00 44,516.00 0.00September 15, 2039 . . . . . . . . . . . . . . . . . . . . . . 67,647.69 0.00 41,783.85 0.00

B-17

Payment Date

Group 5PAC I


Group 5YC

PAC IIcontinued

Group 6PAC I


Group 6YD

PAC IIcontinued

October 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . $ 63,496.36 $ 0.00 $ 39,121.39 $ 0.00November 15, 2039 . . . . . . . . . . . . . . . . . . . . . . 59,450.86 0.00 36,527.16 0.00December 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . 55,509.00 0.00 33,999.75 0.00January 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . 51,668.60 0.00 31,537.76 0.00February 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . 47,927.55 0.00 29,139.81 0.00March 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . 44,283.77 0.00 26,804.55 0.00April 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . 40,735.22 0.00 24,530.68 0.00May 15, 2040. . . . . . . . . . . . . . . . . . . . . . . . . . . 37,279.90 0.00 22,316.90 0.00June 15, 2040. . . . . . . . . . . . . . . . . . . . . . . . . . . 33,915.83 0.00 20,161.94 0.00July 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . 30,641.10 0.00 18,064.55 0.00August 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . 27,453.82 0.00 16,023.51 0.00September 15, 2040 . . . . . . . . . . . . . . . . . . . . . . 24,352.13 0.00 14,037.63 0.00October 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . 21,334.22 0.00 12,105.74 0.00November 15, 2040 . . . . . . . . . . . . . . . . . . . . . . 18,398.30 0.00 10,226.67 0.00December 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . 15,542.62 0.00 8,399.31 0.00January 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . 12,765.48 0.00 6,622.54 0.00February 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . 10,065.18 0.00 4,895.28 0.00March 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . 7,440.09 0.00 3,216.47 0.00April 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . 4,888.58 0.00 1,585.05 0.00May 15, 2041. . . . . . . . . . . . . . . . . . . . . . . . . . . 2,409.07 0.00 0.01 0.00June 15, 2041

and after . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 0.00 0.00

B-18

If you intend to purchase Certificates, you shouldrely only on the information in this Supplementand the Offering Circular, including the informa-tion in the Incorporated Documents. We have notauthorized anyone to provide you with differentinformation.

This Supplement, the Offering Circular and theIncorporated Documents may not be correct aftertheir dates.

We are not offering the Certificates in any juris-diction that prohibits their offer.

TABLE OF CONTENTSDescription Page

Offering Circular Supplement

Certain Risk Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-2Terms Sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-3Available Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-12General Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-12

The Trust Agreement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-12Form of Certificates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-12Denominations of Certificates . . . . . . . . . . . . . . . . . . . . . . . . S-13Structure of Transaction . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-13The Mortgages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-13

Payments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-13Payment Dates; Record Dates . . . . . . . . . . . . . . . . . . . . . . . . S-13Method of Payment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-14Categories of Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-14Interest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-14Principal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-15Class Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-15Guarantees . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-151% Clean-up Call . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-15Residual Proceeds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-16

Prepayment and Yield Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . S-16General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-16Prepayment and Weighted Average Life Considerations . . . . . . . . . . S-17Declining Balances Table . . . . . . . . . . . . . . . . . . . . . . . . . . . S-20Yield Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-31

Final Payment Dates. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-38Certain Federal Income Tax Consequences . . . . . . . . . . . . . . . . . . . S-38

General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-38Regular Classes. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-38Residual Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-38MACR Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-39

ERISA Considerations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-39Accounting Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-39Legal Investment Considerations . . . . . . . . . . . . . . . . . . . . . . . . . S-39Plan of Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-40Legal Matters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-40Appendix A — Available Combinations — Series 3946 . . . . . . . . . . . . A-1Appendix B — Balances Schedules . . . . . . . . . . . . . . . . . . . . . . . . B-1

Offering CircularFreddie Mac . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3Additional Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8Risk Factors. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13Application of Proceeds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20Description of Certificates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20MACR Certificates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33Prepayment, Yield and Suitability Considerations . . . . . . . . . . . . . . . 33The Trust Agreement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40Certain Federal Income Tax Consequences . . . . . . . . . . . . . . . . . . . 44ERISA Considerations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60Accounting Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61Legal Investment Considerations . . . . . . . . . . . . . . . . . . . . . . . . . 61Plan of Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61Increase in Size . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62Appendix I — Index of Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . I-1Appendix II — Standard Definitions and Abbreviations for Classes . . . . . II-1Appendix III — MACR Certificate Exchanges . . . . . . . . . . . . . . . . . III-1Appendix IV — Retail Class Principal Payments . . . . . . . . . . . . . . . . IV-1Appendix V — Interest Rate Indices . . . . . . . . . . . . . . . . . . . . . . . V-1

$1,408,882,904

Freddie Mac

Multiclass Certificates,Series 3946

Deutsche Bank Securities

October 3, 2011