offering circular supplement $839,713,456 freddie mac · carefully considered and are able to bear...

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

$839,713,456

Freddie MacMulticlass Certificates, Series 4094

Offered Classes: REMIC Classes (other than Y) 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: August 30, 2012

REMICClasses

OriginalBalance

PrincipalType(1)

ClassCoupon

InterestType(1)

CUSIPNumber

Final PaymentDate

Group 1Y(2) . . . . . . . . . . . $ 24,475,901 SC/PT 4.0% FIX 3137AS T P 9 January 15, 2026Group 2ME . . . . . . . . . . . 2,849,000 PAC I 2.5 FIX 3137ASTQ7 August 15, 2042MF . . . . . . . . . . . 26,362,520 PT (3) FLT 3137AS T R 5 August 15, 2042MI . . . . . . . . . . . 3,317,333 NTL(PAC I) 4.5 FIX/IO 3137AS T S 3 March 15, 2041MJ . . . . . . . . . . . 1,000,000 PAC I 1.5 FIX 3137AS T T 1 March 15, 2041MK . . . . . . . . . . . 12,000,000 PAC I 1.75 FIX 3137ASTU8 March 15, 2041ML . . . . . . . . . . . 9,856,000 PAC I 2.0 FIX 3137ASTV6 March 15, 2041MS . . . . . . . . . . . 26,362,520 NTL(PT) (3) INV/IO 3137ASTW4 August 15, 2042UA . . . . . . . . . . . 2,000,000 SUP 2.5 FIX 3137ASTX2 April 15, 2042UB . . . . . . . . . . . 1,000,000 SUP 2.5 FIX 3137ASTY0 August 15, 2042UC . . . . . . . . . . . 1,565,000 PAC II 2.5 FIX 3137AS T Z 7 August 15, 2042UD . . . . . . . . . . . 1,706 SUP 2.5 FIX 3137AS U 2 8 August 15, 2042UT . . . . . . . . . . . 1,681,445 TAC 2.5 FIX 3137AS U 3 6 April 15, 2042UU . . . . . . . . . . . 1,000,000 TAC/RTL 2.5 FIX 3137AS U 4 4 April 15, 2042Group 3FP . . . . . . . . . . . 54,304,964 PT (3) FLT 3137AS U 5 1 August 15, 2042PZ . . . . . . . . . . . 18,459,413 SUP 3.0 FIX/Z 3137AS U 6 9 August 15, 2042QA . . . . . . . . . . . 107,303,000 PAC 3.0 FIX 3137AS U 7 7 November 15, 2039QZ . . . . . . . . . . . 10,000,000 PAC 3.0 FIX/Z 3137AS U F 9 August 15, 2042SP . . . . . . . . . . . 54,304,964 NTL(PT) (3) INV/IO 3137ASUG7 August 15, 2042Group 4DA . . . . . . . . . . . 7,098,987 PT 2.0 FIX 3137ASUH5 August 15, 2042DF . . . . . . . . . . . 21,296,957 PT (3) FLT 3137AS U J 1 August 15, 2042DS . . . . . . . . . . . 21,296,957 NTL(PT) (3) INV/IO 3137ASUK8 August 15, 2042Group 5GC . . . . . . . . . . . 20,491,806 PT 1.5 FIX 3137ASUL6 August 15, 2027GI . . . . . . . . . . . 10,245,903 NTL(PT) 3.0 FIX/IO 3137ASUM4 August 15, 2027Group 6NA . . . . . . . . . . . 29,000,000 SEQ 1.25 FIX 3137ASUN2 March 15, 2027NI . . . . . . . . . . . 14,500,000 NTL(SEQ) 2.5 FIX/IO 3137ASUT9 March 15, 2027NW . . . . . . . . . . . 1,300,000 SEQ 2.5 FIX 3137ASUU6 August 15, 2027Group 7CA . . . . . . . . . . . 35,000,000 SEQ 2.0 FIX 3137ASUV4 August 15, 2039CF . . . . . . . . . . . 21,929,824 PT (3) FLT 3137ASUW2 August 15, 2042

REMICClasses

OriginalBalance

PrincipalType(1)

ClassCoupon

InterestType(1)

CUSIPNumber

Final PaymentDate

CS . . . . . . . . . . . $ 21,929,824 NTL(PT) (3) INV/IO 3137ASUX0 August 15, 2042CW . . . . . . . . . . . 8,859,650 SEQ 2.0% FIX 3137ASUY8 August 15, 2042Group 8BA . . . . . . . . . . . 108,633,609 PAC 2.0 FIX 3137ASUZ5 August 15, 2032BF . . . . . . . . . . . 31,038,174 PAC (3) FLT 3137AS V 2 7 August 15, 2032BS . . . . . . . . . . . 31,038,174 NTL(PAC) (3) INV/IO 3137AS V 3 5 August 15, 2032BT . . . . . . . . . . . 10,368,557 TAC 3.0 FIX 3137AS V 4 3 August 15, 2032BZ . . . . . . . . . . . 11,959,660 SUP 3.0 FIX/Z 3137AS V 5 0 August 15, 2032Group 9ED . . . . . . . . . . . 2,256,000 PAC II 3.0 FIX 3137AS V 6 8 July 15, 2042EF . . . . . . . . . . . 9,385,324 SUP (3) FLT 3137AS V 7 6 August 15, 2042EG . . . . . . . . . . . 866,000 PAC II 3.0 FIX 3137AS V 8 4 August 15, 2042EH . . . . . . . . . . . 2,000,000 PAC II 2.5 FIX 3137AS V 9 2 July 15, 2042EJ . . . . . . . . . . . 1,000,000 PAC II 4.0 FIX 3137ASVA9 July 15, 2042ES . . . . . . . . . . . 7,821,105 SUP (3) INV/S 3137ASVB7 August 15, 2042FK . . . . . . . . . . . 15,661,571 PT (3) FLT 3137ASVC5 August 15, 2042KA . . . . . . . . . . . 50,000,000 PAC I 1.75 FIX 3137ASVD3 August 15, 2041KF . . . . . . . . . . . 15,625,000 PAC I (3) FLT 3137AS V J 0 August 15, 2041KS . . . . . . . . . . . 15,625,000 NTL(PAC I) (3) INV/IO 3137ASVQ4 August 15, 2041KY . . . . . . . . . . . 5,016,000 PAC I 3.0 FIX 3137ASVR2 August 15, 2042SK . . . . . . . . . . . 15,661,571 NTL(PT) (3) INV/IO 3137AS V S 0 August 15, 2042Group 10FY . . . . . . . . . . . 42,641,795 PT (3) FLT 3137ASVT8 August 15, 2042SY . . . . . . . . . . . 42,641,795 NTL(PT) (3) INV/IO 3137ASVU5 August 15, 2042YA . . . . . . . . . . . 7,000,000 SUP 3.0 FIX 3137ASVV3 March 15, 2042YB . . . . . . . . . . . 1,500,000 SUP 3.0 FIX 3137ASVW1 May 15, 2042YC . . . . . . . . . . . 2,028,488 SUP 3.0 FIX 3137ASVX9 August 15, 2042YF . . . . . . . . . . . 17,685,000 PAC (3) FLT 3137ASVY7 April 15, 2040YM . . . . . . . . . . . 56,592,000 PAC 1.75 FIX 3137ASVZ4 April 15, 2040YN . . . . . . . . . . . 14,799,000 PAC 3.0 FIX 3137ASW26 August 15, 2042YS . . . . . . . . . . . 17,685,000 NTL(PAC) (3) INV/IO 3137ASW34 April 15, 2040YY . . . . . . . . . . . 7,000,000 SUP/RTL 3.0 FIX 3137ASW42 March 15, 2042ResidualR . . . . . . . . . . . 0 NPR 0.0 NPR 3137ASTM6 August 15, 2042RA . . . . . . . . . . . 0 NPR 0.0 NPR 3137A T 5X 6 January 15, 2026RS . . . . . . . . . . . 0 NPR 0.0 NPR 3137ASTN4 August 15, 2042

(1) See Appendix II to the Offering Circular.(2) This Class will back Giant PCs and will not be offered. See Plan of Distribution.(3) See Terms Sheet — Interest.

The Certificates may not be suitable investments for you. You should not purchase Certificates unless you havecarefully considered and are able to bear the associated prepayment, interest rate, yield and market risks of investing inthem. 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 notdebts or obligations of, the United States or any federal agency or instrumentality other than Freddie Mac. TheCertificates are not tax-exempt. Because of applicable securities law exemptions, we have not registered theCertificates with any federal or state securities commission. No securities commission has reviewed this Supplement.

Wells Fargo Securities

July 23, 2012

CERTAIN RISK CONSIDERATIONS

Although we guarantee the payments on the Certificates, and so bear the associated credit risk, asan investor you will bear the other risks of owning mortgage securities. This section highlights some ofthese risks. You should also read Risk Factors and Prepayment, Yield and Suitability Considerations inthe Offering 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 theassociated prepayment, interest rate, yield and market risks.

In particular, the Interest Only, Inverse Floating Rate, Support, Accrual, Retail and ResidualClasses have special 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 principalpayments are faster than you expect.

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

If you buy an Interest Only Class or any other Class at a significant premium 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.

Retail Classes Have Special Payment Rules. If you invest in a Retail Class, you will receiveprincipal payments in $1,000 increments called “Retail Class Units,” subject to the priorities andlimitations described in Appendix IV to the Offering Circular. The weighted average lives and yields ofindividual Retail Class Units will vary among different investors.

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 changesin prevailing interest rates. If you sell your Certificates when their market value is low, you mayexperience significant losses. The underwriter named on the front cover (the “Underwriter”) intendsto make a market for the purchase and sale of the Certificates (other than Y) after they are issued, buthas no obligation to do so. A secondary market may not develop. Even if one does develop, it may notbe liquid enough to allow you to sell 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.

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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” refersto the R Class of this Series.

Payment Dates

We make payments of principal and interest on the Certificates on each monthly Payment Datebeginning in September 2012.

Form of Classes

Regular (non-Retail) and MACR Classes: Book-entry on Fed System

Retail Classes: Book-entry on DTC System; issued and paid in $1,000 Retail Class Units

Residual Classes: Certificated

Interest

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

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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 FormulaClass Coupon Subject to

Minimum Rate Maximum Rate

Group 2MF . . . . . . . . . . . . . . . . . . . . . 0.64% LIBOR + 0.4% 0.4% 7.0%MS . . . . . . . . . . . . . . . . . . . . . 6.36 6.6% � LIBOR 0 6.6Group 3FP . . . . . . . . . . . . . . . . . . . . . 0.69 LIBOR + 0.45% 0.45 6.5SP . . . . . . . . . . . . . . . . . . . . . 5.81 6.05% � LIBOR 0 6.05Group 4DF . . . . . . . . . . . . . . . . . . . . . 0.79 LIBOR + 0.55% 0.55 6.0DS . . . . . . . . . . . . . . . . . . . . . 5.21 5.45% � LIBOR 0 5.45Group 7CF . . . . . . . . . . . . . . . . . . . . . 0.74 LIBOR + 0.5% 0.5 6.5CS . . . . . . . . . . . . . . . . . . . . . 5.76 6.0% � LIBOR 0 6.0Group 8BF . . . . . . . . . . . . . . . . . . . . . 0.64 LIBOR + 0.4% 0.4 6.5BS . . . . . . . . . . . . . . . . . . . . . 5.86 6.1% � LIBOR 0 6.1Group 9EF . . . . . . . . . . . . . . . . . . . . . 1.29 LIBOR + 1.05% 1.05 5.5ES . . . . . . . . . . . . . . . . . . . . . 5.052 5.34% � (LIBOR × 1.2) 0 5.34FK . . . . . . . . . . . . . . . . . . . . . 0.69 LIBOR + 0.45% 0.45 6.5KF . . . . . . . . . . . . . . . . . . . . . 0.54 LIBOR + 0.3% 0.3 7.0KS . . . . . . . . . . . . . . . . . . . . . 6.46 6.7% � LIBOR 0 6.7SK . . . . . . . . . . . . . . . . . . . . . 5.81 6.05% � LIBOR 0 6.05Group 10FY . . . . . . . . . . . . . . . . . . . . . 0.66 LIBOR + 0.42% 0.42 6.5SY . . . . . . . . . . . . . . . . . . . . . 5.84 6.08% � LIBOR 0 6.08YF . . . . . . . . . . . . . . . . . . . . . 0.54 LIBOR + 0.3% 0.3 7.0YS . . . . . . . . . . . . . . . . . . . . . 6.46 6.7% � LIBOR 0 6.7

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

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Notional Classes

ClassOriginal NotionalPrincipal Amount Reduces Proportionately With

Group 2MI $ 3,317,333 MJ, MK and ML (PAC I)MS 26,362,520 MF (PT)

Group 3QI* $40,238,625 QA (PAC)SP 54,304,964 FP (PT)

Group 4DS $21,296,957 DF (PT)

Group 5GI $10,245,903 GC (PT)

Group 6NI $14,500,000 NA (SEQ)

Group 7CS $21,929,824 CF (PT)

Group 8BS $31,038,174 BF (PAC)

Group 9KS $15,625,000 KF (PAC I)SK 15,661,571 FK (PT)

Group 10SY $42,641,795 FY (PT)YS 17,685,000 YF (PAC)

* MACR Class.

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.

Principal

REMIC Classes

On each Payment Date, we pay:

Group 1

SC/Pass-Through ⎧⎨⎩• The Group 1 Asset Principal Amount to Y, until retired

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Group 2

Pass-Through ⎧⎨⎩• 44.4444436952% of the Group 2 Asset Principal Amount to MF, until retired

• 55.5555563048% of the Group 2 Asset Principal Amount in the following order ofpriority:

Type I PAC

⎧⎪⎪⎨⎪⎪⎩

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

a. To MJ, MK and ML, pro rata, while outstanding

b. To ME, while outstanding

2. Concurrently:

a. 99.9764629628% as follows:

Type II PAC ⎧⎨⎩ i. To UC, until reduced to its Targeted Balance

TAC ⎧⎨⎩ii. To UT and UU, pro rata, until reduced to their Aggregate Targeted

Balance

Support ⎧⎨⎩ iii. To UA, until retired

TAC ⎧⎨⎩ iv. To UT and UU, pro rata, until retired

Support ⎧⎨⎩ v. To UB, until retired

Type II PAC ⎧⎨⎩ vi. To UC, until retired

Support ⎧⎨⎩ b. 0.0235370372% to UD, until retired

Type I PAC ⎧⎨⎩3. To the Type I PAC Classes, as described in step 1 above, but without regard to their

Aggregate Targeted Balance, until retired

Group 3

PAC andAccrual ⎧⎨⎩• The QZ Accrual Amount to QA, until retired, and then to QZ

• The PZ Accrual Amount and 71.4285718795% of the Group 3 Asset Principal Amountin the following order of priority:

PAC ⎧⎨⎩ 1. To QA and QZ, in that order, until reduced to their Aggregate Targeted Balance

Support ⎧⎨⎩ 2. To PZ, until retired

PAC ⎧⎨⎩ 3. To QA and QZ, in that order, until retired

Pass-Through ⎧⎨⎩• 28.5714281205% of the Group 3 Asset Principal Amount to FP, until retired

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Group 4

Pass-Through ⎧⎨⎩• The Group 4 Asset Principal Amount to DA and DF, pro rata, until retired

Group 5

Pass-Through ⎧⎨⎩• The Group 5 Asset Principal Amount to GC, until retired

Group 6

SequentialPay ⎧⎨⎩• The Group 6 Asset Principal Amount to NA and NW, in that order, until retired

Group 7

SequentialPay ⎧⎨⎩

• 66.66666768% of the Group 7 Asset Principal Amount to CA and CW, in that order,until retired

Pass-Through ⎧⎨⎩• 33.33333232% of the Group 7 Asset Principal Amount to CF, until retired

Group 8

TAC andAccrual ⎧⎨⎩• The BZ Accrual Amount to BT, until reduced to its Targeted Balance, and then to BZ

• The Group 8 Asset Principal Amount in the following order of priority:

PAC ⎧⎨⎩ 1. To BA and BF, pro rata, until reduced to their Aggregate Targeted Balance

TAC ⎧⎨⎩ 2. To BT, until reduced to its Targeted Balance

Support ⎧⎨⎩ 3. To BZ, until retired

TAC ⎧⎨⎩ 4. To BT, until retired

PAC ⎧⎨⎩ 5. To BA and BF, pro rata, until retired

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Group 9

Pass-Through ⎧⎨⎩• 14.2857138948% of the Group 9 Asset Principal Amount to FK, until retired


Type I PAC

⎧⎪⎪⎨⎪⎪⎩

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

a. To KA and KF, pro rata, while outstanding

b. To KY, while outstanding

Type II PAC

⎧⎪⎪⎨⎪⎪⎩

2. To the Type II PAC Classes, until reduced to their Aggregate Targeted Balance,allocated as follows:

a. To ED, EH and EJ, pro rata, while outstanding

b. To EG, while outstanding

Support ⎧⎨⎩ 3. To EF and ES, pro rata, until retired

Type II PAC ⎧⎨⎩4. To the Type II PAC Classes, as described in step 2 above, but without regard to

their Aggregate Targeted Balance, until retired

Type I PAC ⎧⎨⎩5. To the Type I PAC Classes, as described in step 1 above, but without regard to their


Group 10

Pass-Through ⎧⎨⎩• 28.5714284757% of the Group 10 Asset Principal Amount to FY, until retired


PAC

⎧⎪⎪⎨⎪⎪⎩

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

a. To YF and YM, pro rata, while outstanding

b. To YN, while outstanding

Support⎧⎪⎨⎪⎩

2. To YA and YY, pro rata, until retired

3. To YB and YC, in that order, until retired

PAC ⎧⎨⎩4. To the PAC Classes, as described in step 1 above, but without regard to their


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

Structuring Range or Rate

Group 2Type I PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125% PSA - 250% PSAType II PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150% PSA - 250% PSATAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195% PSA

Group 3PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165% PSA - 250% PSA

Group 8PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150% PSA - 250% PSATAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200% PSA

Group 9Type I PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109% PSA - 250% PSAType II PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135% PSA - 225% PSA

Group 10PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150% PSA - 250% PSA

See Payments — Principal and Prepayment and Yield Analysis.

MACR Classes

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

Retail Classes

UU and YY are Retail Classes. If you own a Retail Class, you will receive principal payments in$1,000 Retail Class Units, as described in Appendix IV to the Offering Circular.

See Prepayment and Yield Analysis — Prepayment and Weighted Average Life Considerations —Retail Classes.

REMIC Status

We will form an Upper-Tier REMIC Pool, a Lower-Tier REMIC Pool and a Single-Tier REMICPool for this Series. We will elect to treat each REMIC Pool as a REMIC under the Code. R, RA andRS will be “Residual Classes” and the other Classes shown on the front cover will be “RegularClasses.” The Residual Classes will be subject to transfer restrictions. See Certain Federal Income TaxConsequences in this Supplement and the Offering Circular.

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Weighted Average Lives (in years)(1)

Group 1PSA Prepayment Assumption

0% 100% 250% 424% 650% 900%

Y and Group 1 Assets . . . . . . . . . . . . . . . . . . . 6.1 4.9 3.5 2.5 1.7 1.2


0% 125% 200% 250% 400% 700%

ME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26.3 18.0 18.0 18.0 12.3 7.1MF, MS and Group 2 Assets . . . . . . . . . . . . . 19.9 9.6 7.2 6.1 4.2 2.6MI, MJ, MK and ML . . . . . . . . . . . . . . . . . . . 16.4 5.7 5.7 5.7 4.1 2.6UA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29.2 22.3 10.8 1.8 0.8 0.4UB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29.8 27.1 22.0 5.7 2.1 1.2UC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.3 11.5 2.8 2.8 2.0 1.3UD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.5 18.5 7.7 2.9 1.5 0.9UT and UU(2) . . . . . . . . . . . . . . . . . . . . . . . . 28.2 16.6 2.9 2.6 1.5 0.9


0% 165% 205% 250% 500% 700%

FP, SP and Group 3 Assets . . . . . . . . . . . . . . . 19.6 8.1 7.0 6.1 3.5 2.6PZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.9 17.3 9.5 2.7 0.9 0.7QA, QC, QD, QE, QG, QH, QI and QJ . . . . . . 14.0 5.2 5.2 5.2 3.2 2.5QZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.4 17.0 17.0 17.0 9.8 7.1


0% 100% 150% 300% 400% 600%

DA, DF, DS and Group 4 Assets . . . . . . . . . . 20.2 10.1 8.0 4.7 3.6 2.3


0% 100% 300% 469% 750% 1,000%

GC, GI and Group 5 Assets . . . . . . . . . . . . . . 8.5 6.3 4.2 3.3 2.4 1.9


0% 100% 393% 600% 800%

NA, NB, NC, ND, NE and NI . . . . . . . . . . . . . . . . . . 8.1 5.9 3.4 2.6 2.2NW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.8 14.2 11.3 8.7 6.8Group 6 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.4 6.3 3.7 2.9 2.4


0% 100% 204% 350% 500%

CA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.9 7.3 4.7 3.2 2.5CF, CS and Group 7 Assets . . . . . . . . . . . . . . . . . . . . 19.3 10.2 6.9 4.7 3.5CW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.5 21.7 15.9 10.7 7.8

(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) The weighted average lives for each Retail Class apply to that Class as a whole. The weighted average lives of Retail ClassUnits will vary among different investors.

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0% 150% 200% 250% 400% 600%

BA, BF and BS . . . . . . . . . . . . . . . . . . . . . . . 10.6 5.7 5.7 5.7 4.3 3.2BT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.3 7.7 2.2 2.2 1.6 1.1BZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.2 15.1 11.9 2.7 0.9 0.6Group 8 Assets . . . . . . . . . . . . . . . . . . . . . . . 11.8 6.8 6.0 5.3 3.9 2.9


0% 109% 180% 250% 400% 600%

ED, EH and EJ . . . . . . . . . . . . . . . . . . . . . . . 26.6 11.9 3.5 3.4 2.3 1.7EF and ES . . . . . . . . . . . . . . . . . . . . . . . . . . 28.6 21.1 10.9 2.8 1.5 1.1EG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.1 14.4 9.9 7.1 2.9 2.0FK, SK and Group 9 Assets . . . . . . . . . . . . . . 19.3 10.1 7.7 6.2 4.4 3.2KA, KB, KC, KD, KE, KF, KG, KH, KJ, KL,

KM and KS . . . . . . . . . . . . . . . . . . . . . . . . 15.6 6.3 6.3 6.3 4.6 3.4KY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.7 19.8 19.8 19.8 13.9 9.5


0% 150% 200% 250% 400% 600%

FY, SY and Group 10 Assets . . . . . . . . . . . . . 19.6 8.5 7.1 6.1 4.2 3.0YA and YY(2) . . . . . . . . . . . . . . . . . . . . . . . 28.6 15.5 5.9 2.1 1.1 0.7YB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29.6 23.7 18.2 4.4 1.9 1.3YC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29.9 26.6 23.6 5.6 2.1 1.4YF, YM and YS . . . . . . . . . . . . . . . . . . . . . . 16.0 4.9 4.9 4.9 3.6 2.6YN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26.5 15.7 15.7 15.7 10.8 7.3

(2) The weighted average lives for each Retail Class apply to that Class as a whole. The weighted average lives of Retail ClassUnits will vary among different investors.

The Assets

The Group 1 Assets (the “Multiclass Assets”) consist of:

Class

Percentage ofClass in

This SeriesBalance inThis Series

Class Factorfor Month ofClosing Date

ClassCoupon

Principal/Interest Type Final Payment Date

3784-PD 51.9658753709% $24,475,901 0.62393957 4.0% PAC/FIX* January 15, 2026* This Class currently behaves as a Pass-Through Class.

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The Group 2 through 10 Assets (the “PC Assets”) consist of Freddie Mac PCs with the followingcharacteristics:

Group Principal BalanceOriginal Term

(in years) Interest Rate

2 $ 59,315,671 30 4.5%3 190,067,377 30 4.04 28,395,944 30 5.05* 20,491,806 15 3.06 30,300,000 15 2.57* 65,789,474 30 3.58 162,000,000 20 3.09 109,631,000 30 3.5

10 149,246,283 30 4.0

* Backed by High LTV Mortgages. See General Information — The Mortgages.

The assets of this Series also include a $1,999.98 Retail Rounding Account, which we will use forprincipal payments on the Retail Classes as described in Appendix IV to the Offering Circular.

See General Information — Structure of Transaction and Exhibit I.

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.

Mortgage Characteristics (as of August 1, 2012)

Multiclass Assets — Mortgage Characteristics

Series

Weighted AverageRemaining Term

to Maturity(in months)

Weighted AverageLoan Age

(in months)

Weighted AveragePer Annum

Interest Rate

Per AnnumInterest Rate

of Related PCs

3784 135 37 4.491% 4.0%

PC Assets — Assumed Mortgage Characteristics

Group Principal Balance

Remaining Termto Maturity(in months)

Loan Age(in months)



of Related PCs

2 $ 59,315,671 350 4 5.000% 4.5%3 190,067,377 351 4 4.502 4.04 28,395,944 338 18 5.361 5.05 20,491,806 176 3 3.600 3.06 30,300,000 177 1 2.989 2.57 65,789,474 337 3 4.196 3.58 162,000,000 237 3 3.500 3.09 109,631,000 349 1 3.957 3.5

10 149,246,283 345 4 4.542 4.0

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 underAdditional Information in the Offering Circular. For purposes of this Supplement, the “IncorporatedDocuments” also include, if you are investing in the Group 1 Class, our Offering Circular Supplementfor the Multiclass Assets (the “Multiclass Asset Offering Circular”), the front cover and Terms Sheetfrom which are in Exhibit I.

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.Information that we incorporate by reference will automatically update information in this Supplement.We will also 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. You shouldrely only on the most current information provided or incorporated by reference in this Supplement andany applicable 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.govthat contains reports, proxy and information statements, and other information regarding companiesthat file electronically 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 securitieswe issue, from our Investor Inquiry Department or our internet website as described on page 7 of theOffering Circular. You can also obtain the documents listed above from the Underwriter at:

Wells Fargo Securities, LLCClient Services

550 South Tryon Street — 7th FloorMAC D1086-070

Charlotte, NC [email protected]

US Callers: 1-800-326-5897International: 1-877-856-8878

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.

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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 non-Retail Regular and MACR Classes are issued, held and transferable on the Fed System.The Retail Classes are issued, held and transferable on the DTC System in $1,000 Retail Class Units.The Residual Classes are issued and held in certificated form and are transferable at the office of theRegistrar.

Only a Fed Participant can be a Holder of a non-Retail Regular or MACR Class. DTC or itsnominee is the Holder of each Retail Class. As an investor in Certificates, you are not necessarily theHolder.

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

Denominations of Certificates

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

Structure of Transaction

General

This Series is a Single-Tier Series as to Group 1 and a Double-Tier Series as to the other Groups,structured as follows:

REMIC Pool Classes Issued from REMIC Pool REMIC Pool Assets

Upper-Tier All Regular Classes(other than Y) and R

All Lower-Tier regular interests andRetail Rounding Account

Lower-Tier RS The Assets (other than Group 1 Assets)Single-Tier Y and RA Group 1 Assets

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

The PC Assets

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

The Multiclass Assets

The Multiclass Assets consist of previously issued Freddie Mac REMIC Certificates, whichrepresent interests in their underlying PCs.

For additional information about the Multiclass Assets, see the Multiclass Asset Offering Circularand other related information on our internet website. We have attached the front cover and TermsSheet from the Multiclass Asset Offering Circular as an Exhibit to this Supplement.

There may have been material changes since we prepared the Multiclass Asset Offering Circular,including changes in prepayment rates, prevailing interest rates and other economic factors. These

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changes may limit the usefulness of, and be inconsistent with the assumptions used in preparing, theMulticlass Asset Offering Circular.

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 Mortgagesunderlying the PC Assets, as shown under Terms Sheet — Mortgage Characteristics. The weightedaverage remaining term to maturity, weighted average loan age and weighted average interest rate ofthe Mortgages underlying the Multiclass Assets, as of August 1, 2012, are shown under Terms Sheet —Mortgage Characteristics. However, the actual characteristics of most of the Mortgages differ fromthose assumed or shown, perhaps significantly. This is the case even if the weighted averagecharacteristics of the Mortgages are the same as those of mortgages having the characteristics assumedor shown.

The Group 5 and 7 Assets are backed by High LTV Mortgages. A “High LTV Mortgage” is aMortgage that has a loan-to-value ratio at origination of greater than 105% and equal to or lower than125% and may be a fixed-rate Relief Refinance Mortgage originated under our Home AffordableRefinance Program. We pool High LTV Mortgages separately from our other Mortgages.

We may furnish some or all of the Assets from our own portfolio. Assets from our portfolio, orfrom other 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 Mortgagecharacteristics for 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, beginningin the month following the Closing Date. A “Payment Date” is the 15th of each month or, if the 15this not a Business Day, the next Business Day.

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

On each Payment Date, DTC remits payments on the Retail Classes to those DTC participantsthat held Retail Class Units of record as of the end of the preceding month.

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.

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Interest

We pay 30 days’ interest on each Payment Date to the Holders of each Class on which interest hasaccrued, except that the Accrual Classes receive payments as described below. We calculate eachinterest payment on the outstanding balance of the Class immediately before the Payment Date and onthe basis of 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 precedingmonth to 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 andAppendix 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 Classes

BZ, PZ and QZ are Accrual Classes. The Accrual Classes do not receive interest payments; rather,interest accrued on an Accrual Class during each Accrual Period is added to its principal amount on therelated Payment Date. We pay principal on each Accrual Class, including accrued interest that hasbeen added to its principal amount, as described under Terms Sheet — Principal.

Principal

We pay principal on each Payment Date to the Holders of the Classes on which principal is thendue. Holders receive principal payments on a pro rata basis among the Certificates of their Class,subject to special allocation procedures for investors in a Retail Class.

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Amount of Payments

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

• The amount of interest accrued on each Accrual Class during the related Accrual Periodand not payable as interest on that Payment Date (the “BZ Accrual Amount,” the“PZ Accrual Amount” and the “QZ Accrual Amount”).

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

Allocation of Payments

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

Retail Classes

Appendix IV to the Offering Circular describes how we make principal payments on the RetailClasses.

Class Factors

General

We make Class Factors available on or about the fifth business day of each month after theClosing Date. 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 an 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 Class Factor for each Retail Class applies to that Class as a whole, not to individualRetail Class Units, and disregards any rounding of principal payments.) The amount of interest to bepaid on (or for an Accrual Class, added to the principal balance of) a Certificate in February will equal30 days’ interest at its Class Coupon, accrued during the related Accrual Period, on the balance of thatCertificate determined by its January Class Factor. (The interest payable on each outstanding RetailClass Unit in February will be based on its $1,000 balance, without regard to the January Class Factor.)

Guarantees

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

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1% Clean-up Call

We have a 1% Clean-up Call Right as to the Lower-Tier REMIC Pool. We do not have such aright as to the Single-Tier REMIC Pool. If we exercise this right, all of the related Classes thenoutstanding will be paid in full and will retire. The Multiclass Assets may become subject to thesimilar 1% Clean-up Call Right in their Series. However, while Y is outstanding, we will not exerciseour Clean-up Call Right as to Series 3784. See Description of Certificates — Payments — 1% Clean-up Call in the Offering Circular.

Residual Proceeds

Upon surrender of their Certificates to the Registrar, the Holders of each Residual Class willreceive the proceeds of any remaining assets of the related REMIC Pool after all required principal andinterest payments on the Classes have been made. Any remaining assets are likely to be insignificant.For R, they will include the Retail Rounding Account. See Description 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 subjectto prepayment at any time without penalty. Mortgage prepayment rates fluctuate continuously and, insome market conditions, substantially. See Prepayment, Yield and Suitability Considerations —Prepayments in the Offering Circular for a discussion of Mortgage prepayment considerations andrisks.

High LTV Mortgages may have different prepayment and default characteristics than othermortgages. High loan-to-value ratios are frequently associated with a lower likelihood of voluntaryprepayment and a greater risk of default. However, at this time, we do not have sufficient informationto determine whether or how the prepayment and default characteristics of High LTV Mortgages willcompare with those of other mortgages over an extended period of time.

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 relatedPayment Date.

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• If you own the Group 1 Class, the payment characteristics of the Multiclass Assets in theirown Series, as described in the Terms Sheet of the Multiclass Asset Offering Circular.

• If you own Retail Class Units, when they retire as a result of the special Retail Classprincipal payment rules described in Appendix IV to the Offering Circular.

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 underlying the PC Assets have the characteristics shown under TermsSheet — Mortgage Characteristics.

• As of August 1, 2012, each Mortgage underlying the Multiclass Assets has a remainingterm to maturity equal to the weighted average remaining term to maturity, a loan ageequal to the weighted average loan age, and an interest rate equal to the weighted averageinterest rate, of all the Mortgages underlying the same PC.

• As of the Closing Date, the Assets have the balances shown under Terms Sheet — TheAssets.

• The Multiclass Assets receive payments as described in the Multiclass Asset OfferingCircular.

• The Classes and Assets always receive payments on the 15th of the month, whether or nota Business Day.

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

• We do not round Retail Class principal payments to multiples of $1,000.

• 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 mayexercise our 1% Clean-up Call Right. Moreover, Mortgage prepayment rates will differ from thepercentages of PSA shown in the tables. These differences will affect the actual payment behavior,weighted average lives and yields of the Classes, perhaps significantly.

See Prepayment, Yield and Suitability Considerations — Tabular Information in Supplements inthe Offering Circular for descriptions of weighted average life and yield calculations and the PSAprepayment model.

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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 constantMortgage prepayment rates (an “Effective Range”) at which it would receive scheduled payments.The Effective Range at any time depends on the actual or assumed characteristics of the underlyingMortgages at that time. Based on the Modeling Assumptions, each PAC or TAC Class would receivescheduled payments until retirement if the underlying Mortgages were to prepay at any constantpercentage of PSA within its initial Effective Range shown in the following table.

Initial Effective RangesClass Range

Group 2Type I PAC

ME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104% PSA - 250% PSAMJ, MK and ML . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125% PSA - 250% PSA

Type II PACUC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150% PSA - 258% PSA

TACUT and UU . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195% PSA - 233% PSA

Group 3PAC

QA, QC, QD, QE, QG, QH and QJ . . . . . . . . . . . . . . . . . . . 165% PSA - 250% PSAQZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117% PSA - 250% PSA

Group 8PAC

BA and BF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150% PSA - 250% PSATAC

BT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200% PSA - 264% PSAGroup 9

Type I PACKA, KB, KC, KD, KE, KF, KG, KH, KJ, KL and KM . . . . . 109% PSA - 250% PSAKY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74% PSA - 250% PSA

Type II PACED, EH and EJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135% PSA - 243% PSAEG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135% PSA - 225% PSA

Group 10PAC

YF and YM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150% PSA - 250% PSAYN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139% PSA - 250% PSA

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,that Class might not receive scheduled payments.

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Non-constant prepayment rates can cause any Class not to receive scheduled payments, even ifsuch rates remain within its Effective Range 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 shownbelow. When its supporting Classes all retire, any outstanding PAC or TAC Class will become moresensitive to Mortgage prepayments and its Effective Range will no longer exist. If a Type II PAC orTAC Class supports any other Class at that time, its principal payment behavior will become similar tothat of a Support Class, as described below.

Supporting ClassesClasses Supported by

Group 2Type I PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Type II PAC, TAC and SupportType II PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TAC, UA and UBTAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UA

Group 3PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Support

Group 8PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TAC and SupportTAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Support

Group 9Type I PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Type II PAC and SupportType II PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Support

Group 10PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Support

If the underlying Mortgages prepay at rates that are generally below the Effective Range for anyClass, 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 ratesthat are generally above the Effective Range 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 atrates that, on average, are above (or below) its Effective Range.

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 Classeswill receive scheduled payments will not benefit from averaging high and low principal payments indifferent months.

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 rates may vary widely from month to month.Relatively fast Mortgage prepayments may significantly shorten, and relatively slow Mortgageprepayments 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 their related Assets in aprescribed sequence.

Pass-Through Classes

Each Pass-Through Class receives all or a specified portion of the principal payments made on itsrelated Assets. The sensitivity of each Pass-Through Class to prepayments on the underlyingMortgages is the same as that of its related Assets.

The Multiclass Assets

The Multiclass Assets consist of a PAC Class that now behaves as a Pass-Through Class thatreceives all of the principal payments made on its related Assets.

See Prepayment and Yield Analysis in the Multiclass Asset Offering Circular.

MACR Classes

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

Retail Classes

Principal payments on each Retail Class will depend on the prepayment rate on the underlyingMortgages. As a result, it is uncertain when principal payments on the Retail Classes will begin, howfast they will occur and when the Retail Classes will retire. Under some prepayment scenarios, yourRetail Class Units could retire on the first Payment Date. On the other hand, they could retire as late asthe Final Payment Date for your Retail Class.

The amount of principal available for payment on a Retail Class on any given Payment Date willbe limited. As a result, if you request a Retail Class principal payment, your request may not behonored until long after you submit it. The likelihood that your request will be honored at anyparticular time will depend in part on the number of Retail Class Units owned by Deceased Ownerswho have a prior right of payment and on the number of Retail Class Units owned by other LivingOwners who have submitted requests. On the other hand, the amount of principal available forpayment on your Retail Class on any given Payment Date could exceed the amount necessary to honorall requests. In that case, you may receive principal payments you did not request.

When prevailing interest rates are higher than the Class Coupon of a Retail Class, a greaternumber of investors in that Class are likely to request Retail Class principal payments. At the sametime, however, Mortgage prepayment rates are likely to decline, reducing the funds available for RetailClass principal payments. By contrast, Mortgage prepayment rates are likely to accelerate whenprevailing interest rates decline, while investors may be less likely to request Retail Class principalpayments. If your Retail Class Units are selected for payment under such conditions, you may not beable to reinvest your payments in comparable securities at as high a yield.

The following tables show the amounts that would be available for principal payments on theRetail Classes during the twelve-month periods indicated at various percentages of PSA. We haveprepared these tables using the Modeling Assumptions. Because you will receive principal paymentson your Retail Class in multiples of $1,000 and subject to special payment rules, you may not receive aprincipal payment on any particular date.

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Amounts Available for Principal Payments

Group 2

UU Class(Amounts in Thousands)

Twelve ConsecutiveMonths Through

PSA Prepayment Assumption

125%

195%through233% 250% 400% 700%

August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 0 $ 115 $ 115 $ 115 $ 667August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 222 222 885 333August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 239 239 0 0August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 177 287 0 0August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 125 137 0 0August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 85 0 0 0August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 36 0 0 0August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 0 0 0 0August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167 0 0 0 0August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169 0 0 0 0August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169 0 0 0 0August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166 0 0 0 0August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161 0 0 0 0August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 0 0 0 0August 15, 2033 and after . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0Total* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $1,000 $1,000 $1,000 $1,000 $1,000

* Totals may not equal sums of columns due to rounding.

S-23

Group 10

YY Class(Amounts in Thousands)

Twelve ConsecutiveMonths Through

PSA Prepayment Assumption150% 200% 250% 400% 600%

August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 0 $ 552 $1,105 $2,769 $4,999August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 1,064 2,104 4,231 2,001August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 1,140 2,190 0 0August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 835 1,528 0 0August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 581 73 0 0August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 373 0 0 0August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 204 0 0 0August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 100 0 0 0August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198 160 0 0 0August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339 217 0 0 0August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440 254 0 0 0August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 508 275 0 0 0August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 550 283 0 0 0August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 573 283 0 0 0August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 579 276 0 0 0August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 574 264 0 0 0August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 559 138 0 0 0August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 538 0 0 0 0August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 511 0 0 0 0August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 482 0 0 0 0August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451 0 0 0 0August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 418 0 0 0 0August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250 0 0 0 0August 15, 2036 and after . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0Total* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $7,000 $7,000 $7,000 $7,000 $7,000

* Totals may not equal sums of columns due to rounding.

The amounts available for principal payments on a Retail Class during any twelve-month periodare likely to differ in many cases from the amounts shown in its table.

The weighted average lives of each Retail Class shown in the declining balances table belowapply to that Class as a whole; the weighted average lives of your Retail Class Units will vary, andmay vary significantly, from the weighted average life of the related Retail Class. We cannot predictthe weighted average life of a Retail Class as a whole, much less the weighted average life of anyparticular Retail Class Unit.

S-24

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.

• Corresponding weighted average lives.

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

S-25

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

Group 1

Y and Group 1 AssetsPSA Prepayment Assumption

Date 0% 100% 250% 424% 650% 900%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 87 79 69 57 43August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86 76 62 48 32 18August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78 65 48 32 18 8August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 55 37 22 10 3August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62 45 27 14 5 1August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 37 20 9 3 1August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 28 14 6 1 0August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34 21 9 3 1 0August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 14 6 2 0 0August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 7 3 1 0 0August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2 1 0 0 0August 15, 2024 and after . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.1 4.9 3.5 2.5 1.7 1.2

Group 2

ME MF, MS and Group 2 Assets MI, MJ, MK and MLPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 125% 200% 250% 400% 700% 0% 125% 200% 250% 400% 700% 0% 125% 200% 250% 400% 700%

Closing Date . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 99 96 94 93 90 84 99 94 94 94 94 94August 15, 2014 . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 98 89 84 81 73 56 97 84 84 84 84 69August 15, 2015 . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 97 81 73 68 54 32 95 72 72 72 66 34August 15, 2016 . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 95 73 63 57 40 18 93 62 62 62 46 14August 15, 2017 . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 94 66 54 47 30 10 92 52 52 52 31 3August 15, 2018 . . . . . . . . . . . . . . . . . 100 100 100 100 100 68 93 60 47 39 22 6 89 43 43 43 20 0August 15, 2019 . . . . . . . . . . . . . . . . . 100 100 100 100 100 39 91 54 40 33 17 3 87 34 34 34 11 0August 15, 2020 . . . . . . . . . . . . . . . . . 100 100 100 100 100 22 89 49 34 27 12 2 85 26 26 26 5 0August 15, 2021 . . . . . . . . . . . . . . . . . 100 100 100 100 100 12 88 44 29 22 9 1 82 20 20 20 1 0August 15, 2022 . . . . . . . . . . . . . . . . . 100 100 100 100 78 7 86 40 25 18 7 1 80 14 14 14 0 0August 15, 2023 . . . . . . . . . . . . . . . . . 100 100 100 100 57 4 84 35 21 15 5 0 77 9 9 9 0 0August 15, 2024 . . . . . . . . . . . . . . . . . 100 100 100 100 42 2 82 32 18 12 4 0 73 5 5 5 0 0August 15, 2025 . . . . . . . . . . . . . . . . . 100 100 100 100 31 1 79 28 15 10 3 0 70 2 2 2 0 0August 15, 2026 . . . . . . . . . . . . . . . . . 100 96 96 96 22 1 77 25 13 8 2 0 66 0 0 0 0 0August 15, 2027 . . . . . . . . . . . . . . . . . 100 78 78 78 16 0 74 22 11 7 1 0 63 0 0 0 0 0August 15, 2028 . . . . . . . . . . . . . . . . . 100 63 63 63 12 0 71 19 9 5 1 0 58 0 0 0 0 0August 15, 2029 . . . . . . . . . . . . . . . . . 100 50 50 50 8 0 68 17 8 4 1 0 54 0 0 0 0 0August 15, 2030 . . . . . . . . . . . . . . . . . 100 40 40 40 6 0 65 15 6 3 1 0 49 0 0 0 0 0August 15, 2031 . . . . . . . . . . . . . . . . . 100 32 32 32 4 0 61 13 5 3 0 0 44 0 0 0 0 0August 15, 2032 . . . . . . . . . . . . . . . . . 100 25 25 25 3 0 57 11 4 2 0 0 38 0 0 0 0 0August 15, 2033 . . . . . . . . . . . . . . . . . 100 19 19 19 2 0 53 9 3 2 0 0 33 0 0 0 0 0August 15, 2034 . . . . . . . . . . . . . . . . . 100 15 15 15 1 0 49 8 3 1 0 0 26 0 0 0 0 0August 15, 2035 . . . . . . . . . . . . . . . . . 100 11 11 11 1 0 44 6 2 1 0 0 19 0 0 0 0 0August 15, 2036 . . . . . . . . . . . . . . . . . 100 8 8 8 1 0 39 5 2 1 0 0 12 0 0 0 0 0August 15, 2037 . . . . . . . . . . . . . . . . . 100 6 6 6 0 0 34 4 1 0 0 0 4 0 0 0 0 0August 15, 2038 . . . . . . . . . . . . . . . . . 67 4 4 4 0 0 28 3 1 0 0 0 0 0 0 0 0 0August 15, 2039 . . . . . . . . . . . . . . . . . 2 2 2 2 0 0 22 2 0 0 0 0 0 0 0 0 0 0August 15, 2040 . . . . . . . . . . . . . . . . . 1 1 1 1 0 0 15 1 0 0 0 0 0 0 0 0 0 0August 15, 2041 . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 8 0 0 0 0 0 0 0 0 0 0 0August 15, 2042 . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . 26.3 18.0 18.0 18.0 12.3 7.1 19.9 9.6 7.2 6.1 4.2 2.6 16.4 5.7 5.7 5.7 4.1 2.6

(1) Rounded to nearest whole percentage.

S-26

UA UB UCPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 125% 200% 250% 400% 700% 0% 125% 200% 250% 400% 700% 0% 125% 200% 250% 400% 700%



UD UT and UU(2)PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 125% 200% 250% 400% 700% 0% 125% 200% 250% 400% 700%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 93 88 74 45 100 100 89 89 89 33August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 79 66 26 0 100 100 66 66 0 0August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 64 42 0 0 100 100 42 42 0 0August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 53 24 0 0 100 100 25 14 0 0August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 45 12 0 0 100 100 12 0 0 0August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 39 5 0 0 100 100 4 0 0 0August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 36 1 0 0 100 100 0 0 0 0August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 34 0 0 0 100 100 0 0 0 0August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 99 33 0 0 0 100 100 0 0 0 0August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 96 31 0 0 0 100 100 0 0 0 0August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 92 29 0 0 0 100 100 0 0 0 0August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 87 26 0 0 0 100 100 0 0 0 0August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 82 24 0 0 0 100 100 0 0 0 0August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 76 22 0 0 0 100 93 0 0 0 0August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 70 19 0 0 0 100 76 0 0 0 0August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 63 17 0 0 0 100 60 0 0 0 0August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 57 15 0 0 0 100 43 0 0 0 0August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 51 13 0 0 0 100 26 0 0 0 0August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 45 11 0 0 0 100 10 0 0 0 0August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 39 9 0 0 0 100 0 0 0 0 0August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 34 8 0 0 0 100 0 0 0 0 0August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 29 6 0 0 0 100 0 0 0 0 0August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 24 5 0 0 0 100 0 0 0 0 0August 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 19 4 0 0 0 100 0 0 0 0 0August 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 15 3 0 0 0 100 0 0 0 0 0August 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 11 2 0 0 0 100 0 0 0 0 0August 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 7 1 0 0 0 100 0 0 0 0 0August 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 4 1 0 0 0 70 0 0 0 0 0August 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 1 0 0 0 0 0 0 0 0 0 0August 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.5 18.5 7.7 2.9 1.5 0.9 28.2 16.6 2.9 2.6 1.5 0.9

(2) The figures for each Retail Class apply to that Class as a whole. The prepayment behavior and weighted average lives of Retail Class Units will varyamong different investors.

S-27

Group 3

FP, SP and Group 3 Assets PZ QA, QC, QD, QE, QG, QH, QI and QJPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 165% 205% 250% 500% 700% 0% 165% 205% 250% 500% 700% 0% 165% 205% 250% 500% 700%



QZPSA Prepayment Assumption

Date 0% 165% 205% 250% 500% 700%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103 103 103 103 103 103August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106 106 106 106 106 106August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109 109 109 109 109 109August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 113 113 113 113 113August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116 116 116 116 116 116August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120 120 120 120 120 79August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123 123 123 123 123 45August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127 127 127 127 93 25August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131 131 131 131 63 14August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135 135 135 135 43 8August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139 139 139 139 29 4August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143 143 143 143 20 3August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148 135 135 135 13 1August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152 110 110 110 9 1August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157 89 89 89 6 0August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162 72 72 72 4 0August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166 58 58 58 3 0August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171 46 46 46 2 0August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177 36 36 36 1 0August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182 28 28 28 1 0August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188 22 22 22 0 0August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193 17 17 17 0 0August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199 13 13 13 0 0August 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132 9 9 9 0 0August 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 6 6 6 0 0August 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 4 4 4 0 0August 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 3 3 3 0 0August 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1 1 1 0 0August 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0August 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0


S-28

Group 4

DA, DF, DS and Group 4 AssetsPSA Prepayment Assumption

Date 0% 100% 150% 300% 400% 600%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99 94 91 84 79 69August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 87 82 68 59 44August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 80 73 54 44 27August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 74 65 44 33 17August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 68 58 35 24 11August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 62 52 28 18 7August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92 57 46 23 13 4August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90 52 41 18 10 3August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 48 36 14 7 2August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87 44 32 11 5 1August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 40 28 9 4 1August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 36 24 7 3 0August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 32 21 6 2 0August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78 29 19 4 2 0August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75 26 16 3 1 0August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 23 14 3 1 0August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 20 12 2 1 0August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66 18 10 2 0 0August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63 16 8 1 0 0August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59 13 7 1 0 0August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55 11 6 1 0 0August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 9 5 0 0 0August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46 8 4 0 0 0August 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 6 3 0 0 0August 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 4 2 0 0 0August 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 3 1 0 0 0August 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 1 1 0 0 0August 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 0 0 0 0 0August 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 0 0 0 0 0August 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0


Group 5

GC, GI and Group 5 AssetsPSA Prepayment Assumption

Date 0% 100% 300% 469% 750% 1,000%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 93 89 86 81 76August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91 84 73 65 52 41August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86 74 56 44 27 15August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81 65 43 29 14 6August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75 56 32 19 7 2August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69 48 24 13 3 1August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63 41 18 8 2 0August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 34 13 5 1 0August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 27 9 3 0 0August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 22 6 2 0 0August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 16 4 1 0 0August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 11 3 1 0 0August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 7 1 0 0 0August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3 0 0 0 0August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.5 6.3 4.2 3.3 2.4 1.9

S-29

Group 6

NA, NB, NC, ND, NE and NI NW Group 6 AssetsPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 100% 393% 600% 800% 0% 100% 393% 600% 800% 0% 100% 393% 600% 800%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 93 88 85 82 100 100 100 100 100 95 93 89 86 83August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . 90 83 69 60 51 100 100 100 100 100 91 84 71 62 54August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 73 49 35 23 100 100 100 100 100 86 74 51 38 27August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . 79 63 33 19 9 100 100 100 100 100 80 65 36 22 13August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 54 22 9 2 100 100 100 100 100 75 56 25 13 6August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 45 14 4 0 100 100 100 100 68 69 48 18 8 3August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 61 38 8 0 0 100 100 100 100 32 62 40 12 4 1August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 31 4 0 0 100 100 100 58 15 56 34 8 2 1August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . 47 24 1 0 0 100 100 100 32 7 49 27 5 1 0August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 18 0 0 0 100 100 81 17 3 42 21 3 1 0August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 12 0 0 0 100 100 49 9 1 34 16 2 0 0August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 7 0 0 0 100 100 28 4 0 26 11 1 0 0August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 3 0 0 0 100 100 14 2 0 18 7 1 0 0August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 0 0 0 0 100 65 5 0 0 9 3 0 0 0August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.1 5.9 3.4 2.6 2.2 14.8 14.2 11.3 8.7 6.8 8.4 6.3 3.7 2.9 2.4

Group 7

CA CF, CS and Group 7 Assets CWPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 100% 204% 350% 500% 0% 100% 204% 350% 500% 0% 100% 204% 350% 500%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . 98 95 93 89 86 99 96 94 92 89 100 100 100 100 100August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . 97 88 80 70 60 97 90 84 76 68 100 100 100 100 100August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . 95 79 65 49 33 96 83 72 59 47 100 100 100 100 100August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . 93 70 53 32 15 95 76 62 46 32 100 100 100 100 100August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . 91 62 41 19 2 93 70 53 35 22 100 100 100 100 100August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . 89 55 32 9 0 91 64 45 27 15 100 100 100 100 74August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . 87 48 23 1 0 90 58 39 21 10 100 100 100 100 50August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . 85 41 16 0 0 88 53 33 16 7 100 100 100 79 34August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . 82 35 10 0 0 86 48 28 12 5 100 100 100 60 23August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . 80 30 4 0 0 84 44 24 9 3 100 100 100 46 16August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . 77 25 0 0 0 81 40 20 7 2 100 100 99 35 11August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . 74 20 0 0 0 79 36 17 5 1 100 100 83 26 7August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . 71 15 0 0 0 77 32 14 4 1 100 100 70 20 5August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . 67 11 0 0 0 74 29 12 3 1 100 100 58 15 3August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . 64 7 0 0 0 71 26 10 2 0 100 100 49 11 2August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . 60 3 0 0 0 68 23 8 2 0 100 100 40 8 1August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . 56 0 0 0 0 65 20 7 1 0 100 99 33 6 1August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . 52 0 0 0 0 61 17 5 1 0 100 86 27 5 1August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . 47 0 0 0 0 58 15 4 1 0 100 74 22 3 0August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . 42 0 0 0 0 54 13 3 0 0 100 63 17 2 0August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . 37 0 0 0 0 50 11 3 0 0 100 53 13 2 0August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . 32 0 0 0 0 46 9 2 0 0 100 44 10 1 0August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . 26 0 0 0 0 41 7 2 0 0 100 35 8 1 0August 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . 20 0 0 0 0 36 5 1 0 0 100 27 6 1 0August 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . 14 0 0 0 0 31 4 1 0 0 100 20 4 0 0August 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . 7 0 0 0 0 26 3 0 0 0 100 13 2 0 0August 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 20 1 0 0 0 98 6 1 0 0August 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 14 0 0 0 0 67 0 0 0 0August 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 7 0 0 0 0 34 0 0 0 0August 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.9 7.3 4.7 3.2 2.5 19.3 10.2 6.9 4.7 3.5 28.5 21.7 15.9 10.7 7.8

S-30

Group 8

BA, BF and BS BT BZPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 150% 200% 250% 400% 600% 0% 150% 200% 250% 400% 600% 0% 150% 200% 250% 400% 600%

Closing Date . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . 97 93 93 93 93 93 96 96 85 85 85 85 103 103 100 88 50 0August 15, 2014 . . . . . . . . . . . . . . . . . 93 82 82 82 82 71 93 93 57 57 6 0 106 106 100 63 0 0August 15, 2015 . . . . . . . . . . . . . . . . . 90 69 69 69 60 43 89 89 26 26 0 0 109 109 100 39 0 0August 15, 2016 . . . . . . . . . . . . . . . . . 86 58 58 58 44 27 85 85 5 5 0 0 113 113 100 24 0 0August 15, 2017 . . . . . . . . . . . . . . . . . 82 48 48 48 32 16 81 81 0 0 0 0 116 116 93 9 0 0August 15, 2018 . . . . . . . . . . . . . . . . . 77 39 39 39 23 10 77 77 0 0 0 0 120 120 87 1 0 0August 15, 2019 . . . . . . . . . . . . . . . . . 73 32 32 32 16 6 73 72 0 0 0 0 123 123 85 0 0 0August 15, 2020 . . . . . . . . . . . . . . . . . 68 25 25 25 12 4 69 60 0 0 0 0 127 127 80 0 0 0August 15, 2021 . . . . . . . . . . . . . . . . . 63 20 20 20 8 2 64 42 0 0 0 0 131 131 74 0 0 0August 15, 2022 . . . . . . . . . . . . . . . . . 58 16 16 16 6 1 60 22 0 0 0 0 135 135 66 0 0 0August 15, 2023 . . . . . . . . . . . . . . . . . 52 12 12 12 4 1 55 0 0 0 0 0 139 137 58 0 0 0August 15, 2024 . . . . . . . . . . . . . . . . . 46 9 9 9 3 0 50 0 0 0 0 0 143 120 50 0 0 0August 15, 2025 . . . . . . . . . . . . . . . . . 40 7 7 7 2 0 45 0 0 0 0 0 148 103 42 0 0 0August 15, 2026 . . . . . . . . . . . . . . . . . 33 5 5 5 1 0 40 0 0 0 0 0 152 85 34 0 0 0August 15, 2027 . . . . . . . . . . . . . . . . . 26 4 4 4 1 0 35 0 0 0 0 0 157 68 27 0 0 0August 15, 2028 . . . . . . . . . . . . . . . . . 18 2 2 2 0 0 29 0 0 0 0 0 162 52 20 0 0 0August 15, 2029 . . . . . . . . . . . . . . . . . 10 2 2 2 0 0 23 0 0 0 0 0 166 37 14 0 0 0August 15, 2030 . . . . . . . . . . . . . . . . . 2 1 1 1 0 0 18 0 0 0 0 0 171 22 8 0 0 0August 15, 2031 . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 105 9 3 0 0 0August 15, 2032 . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


Group 8 AssetsPSA Prepayment Assumption

Date 0% 150% 200% 250% 400% 600%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 94 93 92 89 85August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 84 82 79 71 61August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91 74 69 64 52 37August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88 64 58 52 38 23August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84 55 48 42 27 14August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 48 40 34 20 8August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 41 33 27 14 5August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72 35 28 22 10 3August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 30 23 17 7 2August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63 25 18 13 5 1August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58 21 15 10 3 1August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 17 12 8 2 0August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 14 9 6 2 0August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42 11 7 4 1 0August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 8 5 3 1 0August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 6 4 2 0 0August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 4 2 1 0 0August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 2 1 1 0 0August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 1 1 0 0 0August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0


S-31

Group 9

ED, EH and EJ EF and ES EGPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 109% 180% 250% 400% 600% 0% 109% 180% 250% 400% 600% 0% 109% 180% 250% 400% 600%



FK, SK and Group 9 AssetsKA, KB, KC, KD, KE, KF, KG, KH,

KJ, KL, KM and KS KYPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 109% 180% 250% 400% 600% 0% 109% 180% 250% 400% 600% 0% 109% 180% 250% 400% 600%



S-32

Group 10

FY, SY and Group 10 Assets YA and YY(2) YBPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 150% 200% 250% 400% 600% 0% 150% 200% 250% 400% 600% 0% 150% 200% 250% 400% 600%



YC YF, YM and YS YNPSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 150% 200% 250% 400% 600% 0% 150% 200% 250% 400% 600% 0% 150% 200% 250% 400% 600%



(2) The figures for each Retail Class apply to that Class as a whole. The prepayment behavior and weighted average lives of Retail Class Units will varyamong different investors.

S-33

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 thesetables using the Modeling Assumptions and the assumed prices in the table captions, plus accruedinterest. Actual sales will not necessarily occur at the assumed prices.

Pre-Tax Yields

Group 2

MI Class(Assumed Price: 19.0%)

50% PSA

125% PSAthrough

250% PSA 378% PSA 400% PSA 700% PSA

16.3% 8.1% 0.0% (1.6)% (25.3)%

MS Class(Assumed Price: 27.0%)

LIBOR 125% PSA 200% PSA 250% PSA 400% PSA 700% PSA

0.23950% . . . . . . . . . . . . . 15.5% 11.4% 8.5% (0.2)% (18.6)%1.23950 . . . . . . . . . . . . . . 11.3 7.1 4.2 (4.6) (23.3)3.91975 . . . . . . . . . . . . . . (0.6) (4.9) (7.9) (17.0) (36.6)6.60000 and Higher . . . . . . * * * * *

Group 3

QI Class(Assumed Price: 18.0%)

100% PSA

165% PSAthrough

250% PSA 312% PSA 500% PSA 700% PSA

8.8% 4.0% 0.0% (14.9)% (31.3)%

SP Class(Assumed Price: 25.5%)


0.23950% . . . . . . . . . . . . . 12.3% 10.0% 7.5% (7.2)% (19.7)%1.23950 . . . . . . . . . . . . . . 7.8 5.5 2.9 (12.0) (24.7)3.64475 . . . . . . . . . . . . . . (3.7) (6.0) (8.7) (24.1) (37.4)6.05000 and Higher . . . . . . * * * * *

Group 4

DS Class(Assumed Price: 17.75%)


0.23950% . . . . . . . . . . . . . 22.4% 19.0% 8.6% 1.4% (13.9)%1.23950 . . . . . . . . . . . . . . 16.1 12.8 2.6 (4.5) (19.5)3.34475 . . . . . . . . . . . . . . 2.6 (0.6) (10.4) (17.2) (31.6)5.45000 and Higher . . . . . . * * * * *

* Less than (99.9)%.

S-34

Group 5

GI Class(Assumed Price: 13.75%)

100% PSA 250% PSA 300% PSA 469% PSA 750% PSA 1,000% PSA

7.7% 0.0% (2.6)% (11.8)% (27.9)% (43.5)%

Group 6

NI Class(Assumed Price: 7.5%)

100% PSA 393% PSA 471% PSA 600% PSA 800% PSA

20.9% 4.7% 0.0% (7.9)% (20.1)%

Group 7

CS Class(Assumed Price: 27.5%)

LIBOR 100% PSA 204% PSA 350% PSA 500% PSA

0.23950% . . . . . . . . . . . . . . . . . . . . . 13.5% 7.8% (0.4)% (9.2)%1.23950 . . . . . . . . . . . . . . . . . . . . . . . 9.3 3.5 (4.8) (13.8)3.61975 . . . . . . . . . . . . . . . . . . . . . . . (1.4) (7.3) (15.9) (25.2)6.00000 and Higher . . . . . . . . . . . . . . * * * *

Group 8

BS Class(Assumed Price: 21.0%)

LIBOR 100% PSA

150% PSAthrough

250% PSA 400% PSA 600% PSA

0.23950% . . . . . . . . . . . . . . . . . . . . . 16.3% 13.2% 6.5% (4.2)%1.23950 . . . . . . . . . . . . . . . . . . . . . . . 10.4 7.3 0.2 (10.8)3.66975 . . . . . . . . . . . . . . . . . . . . . . . (5.3) (7.9) (16.0) (27.8)6.10000 and Higher . . . . . . . . . . . . . . * * * *


Group 9

ES Class(Assumed Price: 98.5%)


0.23950% . . . . . . . . . . . . . 5.2% 5.3% 5.7% 6.2% 6.6%1.23950 . . . . . . . . . . . . . . 4.0 4.1 4.5 5.0 5.42.84475 . . . . . . . . . . . . . . 2.0 2.1 2.5 3.0 3.54.45000 and Higher . . . . . . 0.1 0.2 0.6 1.1 1.6

S-35

KS Class(Assumed Price: 27.5%)

LIBOR 50% PSA

109% PSAthrough

250% PSA 400% PSA 600% PSA

0.23950% . . . . . . . . . . . . . . . . . . . . . . 16.0% 10.2% 2.5% (10.2)%1.23950 . . . . . . . . . . . . . . . . . . . . . . . . 11.5 5.4 (3.1) (16.6)3.96975 . . . . . . . . . . . . . . . . . . . . . . . . (2.1) (9.3) (20.9) (37.6)6.70000 and Higher . . . . . . . . . . . . . . . * * * *

SK Class(Assumed Price: 23.5%)


0.23950% . . . . . . . . . . . . . 17.7% 14.0% 10.4% 2.3% (8.8)%1.23950 . . . . . . . . . . . . . . 12.8 9.1 5.3 (3.0) (14.4)3.64475 . . . . . . . . . . . . . . 0.5 (3.4) (7.4) (16.1) (28.4)6.05000 and Higher . . . . . . * * * * *

Group 10

SY Class(Assumed Price: 26.75%)


0.23950% . . . . . . . . . . . . . 11.9% 9.1% 6.3% (2.4)% (14.6)%1.23950 . . . . . . . . . . . . . . 7.6 4.8 1.9 (6.9) (19.3)3.65975 . . . . . . . . . . . . . . (3.5) (6.4) (9.3) (18.4) (31.2)6.08000 and Higher . . . . . . * * * * *

YS Class(Assumed Price: 24.75%)

LIBOR 100% PSA

150% PSAthrough

250% PSA 400% PSA 600% PSA

0.23950% . . . . . . . . . . . . . . . . . . . . . 13.8% 8.1% (3.0)% (20.3)%1.23950 . . . . . . . . . . . . . . . . . . . . . . . 8.6 2.5 (9.6) (27.8)3.96975 . . . . . . . . . . . . . . . . . . . . . . . (7.5) (15.0) (30.9) (52.3)6.70000 and Higher . . . . . . . . . . . . . . * * * *


S-36

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 retirementof each 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 tobe used, and cannot be used, by any person for the purpose of avoiding tax penalties that may beimposed on such person. Such discussion was written to support the promotion and marketing of theCertificates. Investors should consult their own independent tax advisors regarding the Certificates andeach investor’s particular circumstances.

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

Regular Classes

The Regular Classes are “regular interests” in the Single-Tier REMIC Pool or the Upper-TierREMIC Pool, as applicable. See General Information — Structure of Transaction. They are treated asdebt instruments for federal income tax purposes and may be issued with original issue discount(“OID”) or at a premium. Based in part on (a) the level of LIBOR on the date of this Supplement and(b) information provided by the Underwriter regarding the initial prices at which it would haveexpected to sell or will sell substantial portions of the Regular Classes, we expect to report income tothe Internal Revenue Service and to Holders of the Regular Classes assuming they are issued asfollows:

• OID: BS, BZ, CS, CW, DS, GI, KS, MI, MS, NI, PZ, QZ, SK, SP, SY and YS.

• De Minimis OID: BF, CA, CF, DA, DF, EF, EG, EH, ES, FK, FP, FY, GC, KA, KF,KY, ME, MF, MJ, MK, NA, NW, UA, UB, UC, UD, UT, UU, YA, YB, YC, YF and YY.

• Premium: BA, BT, ED, EJ, ML, QA, Y, YM and YN.

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

• Group 1 — 424% PSA

• Groups 2, 8 and 10 — 200% PSA





S-37



See Certain Federal Income Tax Consequences — Taxation of Regular Classes — Original IssueDiscount and — Premium in the Offering Circular. Mortgage prepayment rates will differ, perhapssignificantly, from the Pricing Speeds shown above.

As set forth above, we intend to report income with respect to GI and NI assuming those Classesare issued with OID. You should be aware, however, that the yields to maturity of GI and NI, based ontheir Pricing Speeds, may be negative. See Certain Federal Income Tax Consequences — Taxation ofRegular Classes — Negative Yield in the Offering Circular.

The Group 5 and 7 Assets are backed by High LTV Mortgages and no separate REMIC electionhas been made for these Assets. Special tax considerations may apply to a real estate investment trust(“REIT”) that holds Regular Classes backed by High LTV Mortgages. Because the Assets backed byHigh LTV Mortgages are not in a separate REMIC Pool, these special tax considerations may apply toa REIT that holds any of the Group 2 through 10 Regular Classes. Accordingly, we may be obligatedto provide additional information, pursuant to regulations under Code Section 6049, on such RegularClasses. See Certain Federal Income Tax Consequences — Status of REMIC Certificates in theOffering Circular.

Residual Classes

Each Residual Class is the “residual interest” in its related REMIC Pool. See GeneralInformation — Structure of Transaction. Special tax considerations apply to the Residual Classes. Thetaxation of the Residual Classes can produce a significantly less favorable after-tax return than if(a) the Residual Classes were taxable as debt instruments or (b) no portion of the taxable income on theResidual Classes were treated as “excess inclusions.” In certain periods, taxable income and theresulting tax liability on a Residual Class may exceed any payments on that Class. See Certain FederalIncome Tax Consequences — 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 TaxConsequences — Transfers of Interests in a Residual Class — Disqualified Organizations in theOffering Circular. You should not purchase a Residual Class before consulting your tax advisor.

We intend to report accruals of OID and market discount and to amortize premium with respect tothe Multiclass Assets using the applicable Pricing Speed shown above, regardless of the Pricing Speedused in their Series.

Certain Transfers of Residual Classes

The REMIC Regulations disregard:

1. A transfer of a “noneconomic residual interest” unless no significant purpose of the transfer isto impede 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 withoutour written consent.

S-38

See Certain Federal Income Tax Consequences — Transfers of Interests in a Residual Class —Additional Transfer Restrictions in the Offering Circular. In the case of a transfer that is disregarded,the transferor would continue to be treated as the owner of the residual interest and thus wouldcontinue to be subject 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 beclassified as a grantor trust under subpart E, part I of subchapter J of the Code. The interests in theRegular Classes that have been exchanged for the MACR Classes, including any exchanges effectiveon the Closing Date, will be the assets of the MACR Pool and the MACR Classes will representbeneficial ownership of these assets.

The Group 5 and 7 Assets are backed by High LTV Mortgages and no separate REMIC electionhas been made for these Assets. Special tax considerations may apply to a REIT that holds MACRClasses where the related REMIC Pool is backed by High LTV Mortgages. Because the Assets backedby High LTV Mortgages are not in a separate REMIC Pool, these special tax considerations may applyto a REIT that holds any of the MACR Classes. See Certain Federal Income Tax Consequences —Taxation of MACR Classes — Tax Status in the Offering Circular.

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 OfferingCircular.

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.

PLAN OF DISTRIBUTION

Under an agreement with the Underwriter, we have agreed to sell all of the REMIC Certificates(other than Y) to the Underwriter in exchange for the Assets.

The Underwriter is offering the Certificates (other than Y) to the public in negotiated transactionsat varying prices to be determined at the time of sale, plus accrued interest on each interest-bearingClass from the first day of its initial Accrual Period. The Underwriter is offering the Certificates (otherthan Y) subject to their issuance by us and subject to the Underwriter’s right to reject any order. The

S-39

Underwriter may make sales to or through securities dealers. The dealers may receive compensation inthe form of discounts, concessions or commissions from the Underwriter and commissions from anypurchasers for which they act as agents.

The sales commission charged to a retail investor is likely to be a higher percentage of the salesprice than the commission charged to an institutional investor in any Class.

On the Closing Date, we expect to transfer Y to a newly formed Gold Giant PC Pool (PoolNumber Z50013) and to deliver the related Gold Giant PCs to the Underwriter.

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 thelegality of the Certificates. K&L Gates LLP is representing the Underwriter on legal mattersconcerning the Certificates.

S-40

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Appendix B

Balances Schedules

Payment Date

Group 2PAC I

(Aggregate)

Group 2UC

PAC II

Group 2TAC

(Aggregate)

Group 3PAC

(Aggregate)

Initial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $25,705,000.00 $1,565,000.00 $2,681,445.00 $117,303,000.00September 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . 25,628,731.81 1,558,057.52 2,668,907.74 116,881,920.80October 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . . 25,545,485.51 1,549,743.93 2,653,893.31 116,469,258.79November 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . 25,455,295.98 1,540,068.40 2,636,420.04 116,019,083.92December 15, 2012 . . . . . . . . . . . . . . . . . . . . . . . . . 25,358,202.57 1,529,042.11 2,616,510.62 115,531,646.56January 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . 25,254,249.14 1,516,678.13 2,594,192.16 115,007,228.94February 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . 25,143,483.99 1,502,991.48 2,569,496.10 114,446,144.97March 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . 25,025,959.87 1,487,999.08 2,542,458.22 113,848,739.95April 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,901,733.90 1,471,719.75 2,513,118.58 113,215,390.28May 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,770,867.54 1,454,174.18 2,481,521.43 112,546,503.10June 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,633,426.57 1,435,384.89 2,447,715.20 111,842,515.89July 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,489,481.00 1,415,376.24 2,411,752.39 111,103,896.07August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,339,105.06 1,394,174.34 2,373,689.47 110,331,140.47September 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . 24,182,377.07 1,371,807.07 2,333,586.82 109,524,774.81October 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . 24,019,379.47 1,348,303.99 2,291,508.62 108,685,353.15November 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . 23,850,198.66 1,323,696.36 2,247,522.69 107,813,457.28December 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . 23,674,924.97 1,298,017.03 2,201,700.43 106,909,696.06January 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,493,652.59 1,271,300.42 2,154,116.66 105,974,704.72February 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . 23,306,479.47 1,243,582.48 2,104,849.47 105,009,144.14March 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,113,507.23 1,214,900.62 2,053,980.09 104,013,700.08April 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,914,841.08 1,185,293.63 2,001,592.75 102,989,082.39May 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,710,589.72 1,154,801.69 1,947,774.47 101,936,024.15June 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,500,865.24 1,123,466.22 1,892,614.94 100,855,280.81July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,285,783.02 1,091,329.90 1,836,206.30 99,747,629.25August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,065,461.64 1,058,436.51 1,778,643.02 98,613,866.90September 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . 21,840,022.73 1,024,830.95 1,720,021.63 97,454,810.75October 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . 21,609,590.90 990,559.11 1,660,440.61 96,271,296.32November 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . 21,380,749.54 956,921.23 1,602,226.16 95,098,908.99December 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . 21,153,488.14 923,909.86 1,545,357.68 93,937,548.11January 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,927,796.24 891,517.60 1,489,814.87 92,787,113.96February 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . 20,703,663.43 859,737.19 1,435,577.65 91,647,507.66March 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,481,079.39 828,561.40 1,382,626.20 90,518,631.24April 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,260,033.87 797,983.05 1,330,941.01 89,400,387.58May 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,040,516.68 767,995.07 1,280,502.75 88,292,680.43June 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,822,517.70 738,590.44 1,231,292.38 87,195,414.39July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,606,026.86 709,762.23 1,183,291.11 86,108,494.91August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,391,034.18 681,503.56 1,136,480.36 85,031,828.27September 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . 19,177,529.73 653,807.63 1,090,841.82 83,965,321.59October 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . 18,965,503.65 626,667.70 1,046,357.40 82,908,882.82November 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . 18,754,946.13 600,077.11 1,003,009.27 81,862,420.71December 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . 18,545,847.46 574,029.24 960,779.80 80,825,844.83January 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,338,197.95 548,517.57 919,651.62 79,799,065.55February 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . 18,131,988.00 523,535.63 879,607.56 78,781,994.03March 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,927,208.07 499,077.02 840,630.67 77,774,542.24April 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,723,848.67 475,135.39 802,704.25 76,776,622.91May 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,521,900.39 451,704.46 765,811.82 75,788,149.55June 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,321,353.87 428,778.03 729,937.06 74,809,036.44July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,122,199.80 406,349.95 695,063.94 73,839,198.62August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,924,428.97 384,414.12 661,176.57 72,878,551.89September 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . 16,728,032.18 362,964.52 628,259.34 71,927,012.79October 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . 16,533,000.32 341,995.19 596,296.77 70,984,498.60November 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . 16,339,324.34 321,500.22 565,273.63 70,050,927.35December 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . 16,146,995.24 301,473.76 535,174.89 69,126,217.78January 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,956,004.08 281,910.04 505,985.70 68,210,289.36February 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . 15,766,341.98 262,803.31 477,691.42 67,303,062.28March 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,578,000.11 244,147.93 450,277.60 66,404,457.43April 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,390,969.72 225,938.27 423,729.96 65,514,396.41May 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,205,242.10 208,168.78 398,034.45 64,632,801.52June 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,020,808.59 190,833.96 373,177.18 63,759,595.74July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,837,660.60 173,928.38 349,144.44 62,894,702.75August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,655,789.60 157,446.63 325,922.73 62,038,046.89

B-1

Payment Date

Group 2PAC I

(Aggregate)continued

Group 2UC

PAC IIcontinued

Group 2TAC


Group 3PAC


September 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . $14,475,187.10 $ 141,383.41 $ 303,498.68 $ 61,189,553.19October 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . 14,295,844.67 125,733.43 281,859.16 60,349,147.33November 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . 14,117,753.95 110,491.47 260,991.17 59,516,755.67December 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . 13,940,906.62 95,652.35 240,881.91 58,692,305.21January 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,765,294.41 81,210.98 221,518.71 57,875,723.61February 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . 13,590,909.12 67,162.27 202,889.14 57,066,939.17March 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,417,742.59 53,501.23 184,980.86 56,265,880.82April 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,245,786.72 40,222.88 167,781.77 55,472,478.14May 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,075,033.47 27,322.33 151,279.86 54,686,661.31June 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,905,474.83 14,794.72 135,463.32 53,908,361.17July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,737,102.86 2,635.24 120,320.52 53,137,509.14August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,569,909.68 0.00 96,679.06 52,374,037.27September 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . 12,403,887.43 0.00 71,411.92 51,617,878.20October 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . 12,239,028.34 0.00 47,138.48 50,868,965.20November 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . 12,075,324.66 0.00 23,843.09 50,127,232.10December 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . 11,912,768.71 0.00 1,510.31 49,392,613.33January 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,751,352.85 0.00 0.00 48,665,043.92February 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . 11,591,069.49 0.00 0.00 47,944,459.46March 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,431,911.09 0.00 0.00 47,230,796.12April 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,273,870.18 0.00 0.00 46,523,990.65May 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,116,939.30 0.00 0.00 45,823,980.35June 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,961,111.06 0.00 0.00 45,130,703.07July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,806,378.13 0.00 0.00 44,444,097.24August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,652,733.22 0.00 0.00 43,764,101.83September 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . 10,500,169.06 0.00 0.00 43,090,656.34October 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . 10,348,678.47 0.00 0.00 42,423,700.82November 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . 10,198,254.30 0.00 0.00 41,763,175.87December 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . 10,048,889.43 0.00 0.00 41,109,775.90January 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,900,576.81 0.00 0.00 40,466,058.63February 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . 9,753,309.42 0.00 0.00 39,831,885.10March 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,607,080.30 0.00 0.00 39,207,118.30April 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,461,882.54 0.00 0.00 38,591,623.16May 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,317,709.24 0.00 0.00 37,985,266.49June 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,174,553.58 0.00 0.00 37,387,917.00July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,032,408.78 0.00 0.00 36,799,445.21August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,891,268.09 0.00 0.00 36,219,723.51September 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . 8,752,164.74 0.00 0.00 35,648,626.04October 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . 8,615,114.68 0.00 0.00 35,086,028.76November 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . 8,480,088.58 0.00 0.00 34,531,809.33December 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . 8,347,057.53 0.00 0.00 33,985,847.16January 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,215,993.03 0.00 0.00 33,448,023.36February 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . 8,086,866.97 0.00 0.00 32,918,220.70March 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,959,651.63 0.00 0.00 32,396,323.63April 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,834,319.69 0.00 0.00 31,882,218.19May 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,710,844.21 0.00 0.00 31,375,792.07June 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,589,198.62 0.00 0.00 30,876,934.50July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,469,356.72 0.00 0.00 30,385,536.32August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,351,292.70 0.00 0.00 29,901,489.86September 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . 7,234,981.08 0.00 0.00 29,424,689.02October 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . 7,120,396.76 0.00 0.00 28,955,029.15November 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . 7,007,514.99 0.00 0.00 28,492,407.12December 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . 6,896,311.35 0.00 0.00 28,036,721.22January 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,786,761.79 0.00 0.00 27,587,871.21February 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . 6,678,842.56 0.00 0.00 27,145,758.24March 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,572,530.28 0.00 0.00 26,710,284.86April 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,467,801.89 0.00 0.00 26,281,355.02May 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,364,634.63 0.00 0.00 25,858,874.00June 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,263,006.08 0.00 0.00 25,442,748.44July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,162,894.15 0.00 0.00 25,032,886.28August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,064,277.02 0.00 0.00 24,629,196.78September 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . 5,967,133.21 0.00 0.00 24,231,590.48October 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . 5,871,441.52 0.00 0.00 23,839,979.19November 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . 5,777,181.07 0.00 0.00 23,454,275.95December 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . 5,684,331.26 0.00 0.00 23,074,395.04January 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,592,871.78 0.00 0.00 22,700,251.98February 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . 5,502,782.61 0.00 0.00 22,331,763.44March 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,414,044.00 0.00 0.00 21,968,847.31

B-2

Payment Date

Group 2PAC I


Group 2UC

PAC IIcontinued

Group 2TAC


Group 3PAC


April 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 5,326,636.49 $ 0.00 $ 0.00 $ 21,611,422.62May 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,240,540.89 0.00 0.00 21,259,409.56June 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,155,738.29 0.00 0.00 20,912,729.45July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,072,210.03 0.00 0.00 20,571,304.72August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,989,937.72 0.00 0.00 20,235,058.90September 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . 4,908,903.23 0.00 0.00 19,903,916.62October 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . 4,829,088.68 0.00 0.00 19,577,803.56November 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . 4,750,476.45 0.00 0.00 19,256,646.46December 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . 4,673,049.17 0.00 0.00 18,940,373.12January 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,596,789.70 0.00 0.00 18,628,912.33February 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . 4,521,681.15 0.00 0.00 18,322,193.92March 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,447,706.88 0.00 0.00 18,020,148.70April 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,374,850.47 0.00 0.00 17,722,708.48May 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,303,095.74 0.00 0.00 17,429,806.03June 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,232,426.72 0.00 0.00 17,141,375.06July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,162,827.69 0.00 0.00 16,857,350.26August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,094,283.14 0.00 0.00 16,577,667.21September 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . 4,026,777.78 0.00 0.00 16,302,262.43October 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . 3,960,296.54 0.00 0.00 16,031,073.35November 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . 3,894,824.56 0.00 0.00 15,764,038.26December 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . 3,830,347.18 0.00 0.00 15,501,096.35January 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,766,849.97 0.00 0.00 15,242,187.69February 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . 3,704,318.68 0.00 0.00 14,987,253.16March 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,642,739.28 0.00 0.00 14,736,234.54April 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,582,097.92 0.00 0.00 14,489,074.38May 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,522,380.97 0.00 0.00 14,245,716.10June 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,463,574.98 0.00 0.00 14,006,103.90July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,405,666.68 0.00 0.00 13,770,182.77August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,348,643.01 0.00 0.00 13,537,898.51September 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . 3,292,491.07 0.00 0.00 13,309,197.68October 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . 3,237,198.16 0.00 0.00 13,084,027.59November 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . 3,182,751.76 0.00 0.00 12,862,336.32December 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . 3,129,139.52 0.00 0.00 12,644,072.70January 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,076,349.28 0.00 0.00 12,429,186.26February 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . 3,024,369.02 0.00 0.00 12,217,627.28March 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,973,186.93 0.00 0.00 12,009,346.73April 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,922,791.33 0.00 0.00 11,804,296.31May 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,873,170.75 0.00 0.00 11,602,428.37June 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,824,313.83 0.00 0.00 11,403,695.97July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,776,209.42 0.00 0.00 11,208,052.84August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,728,846.50 0.00 0.00 11,015,453.37September 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . 2,682,214.21 0.00 0.00 10,825,852.60October 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . 2,636,301.85 0.00 0.00 10,639,206.20November 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . 2,591,098.88 0.00 0.00 10,455,470.51December 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . 2,546,594.88 0.00 0.00 10,274,602.46January 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,502,779.62 0.00 0.00 10,096,559.63February 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . 2,459,642.98 0.00 0.00 9,921,300.17March 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,417,175.00 0.00 0.00 9,748,782.87April 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,375,365.86 0.00 0.00 9,578,967.08May 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,334,205.88 0.00 0.00 9,411,812.75June 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,293,685.52 0.00 0.00 9,247,280.41July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,253,795.37 0.00 0.00 9,085,331.13August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,214,526.15 0.00 0.00 8,925,926.58September 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . 2,175,868.74 0.00 0.00 8,769,028.93October 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . 2,137,814.11 0.00 0.00 8,614,600.95November 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . 2,100,353.39 0.00 0.00 8,462,605.90December 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . 2,063,477.81 0.00 0.00 8,313,007.58January 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,027,178.76 0.00 0.00 8,165,770.33February 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,991,447.72 0.00 0.00 8,020,858.99March 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,956,276.30 0.00 0.00 7,878,238.89April 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,921,656.25 0.00 0.00 7,737,875.89May 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,887,579.41 0.00 0.00 7,599,736.32June 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,854,037.75 0.00 0.00 7,463,787.00July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,821,023.36 0.00 0.00 7,329,995.23August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,788,528.43 0.00 0.00 7,198,328.78September 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . 1,756,545.28 0.00 0.00 7,068,755.89October 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,725,066.31 0.00 0.00 6,941,245.25

B-3

Payment Date

Group 2PAC I


Group 2UC

PAC IIcontinued

Group 2TAC


Group 3PAC


November 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . $ 1,694,084.05 $ 0.00 $ 0.00 $ 6,815,766.01December 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . 1,663,591.15 0.00 0.00 6,692,287.75January 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,633,580.34 0.00 0.00 6,570,780.52February 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,604,044.45 0.00 0.00 6,451,214.77March 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,574,976.45 0.00 0.00 6,333,561.39April 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,546,369.37 0.00 0.00 6,217,791.70May 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,518,216.37 0.00 0.00 6,103,877.41June 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,490,510.68 0.00 0.00 5,991,790.67July 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,463,245.65 0.00 0.00 5,881,504.00August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,436,414.71 0.00 0.00 5,772,990.36September 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . 1,410,011.41 0.00 0.00 5,666,223.06October 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,384,029.35 0.00 0.00 5,561,175.81November 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . 1,358,462.26 0.00 0.00 5,457,822.72December 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . 1,333,303.95 0.00 0.00 5,356,138.25January 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,308,548.31 0.00 0.00 5,256,097.24February 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,284,189.33 0.00 0.00 5,157,674.90March 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,260,221.06 0.00 0.00 5,060,846.79April 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,236,637.67 0.00 0.00 4,965,588.83May 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,213,433.41 0.00 0.00 4,871,877.28June 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,190,602.58 0.00 0.00 4,779,688.77July 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,168,139.59 0.00 0.00 4,689,000.25August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,146,038.93 0.00 0.00 4,599,789.00September 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . 1,124,295.17 0.00 0.00 4,512,032.64October 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,102,902.94 0.00 0.00 4,425,709.12November 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . 1,081,856.96 0.00 0.00 4,340,796.70December 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . 1,061,152.03 0.00 0.00 4,257,273.96January 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,040,783.02 0.00 0.00 4,175,119.81February 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . 1,020,744.88 0.00 0.00 4,094,313.42March 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,001,032.63 0.00 0.00 4,014,834.32April 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 981,641.35 0.00 0.00 3,936,662.31May 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 962,566.20 0.00 0.00 3,859,777.47June 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 943,802.42 0.00 0.00 3,784,160.21July 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 925,345.30 0.00 0.00 3,709,791.18August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . 907,190.22 0.00 0.00 3,636,651.35September 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . 889,332.61 0.00 0.00 3,564,721.96October 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . 871,767.96 0.00 0.00 3,493,984.50November 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . 854,491.86 0.00 0.00 3,424,420.77December 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . 837,499.92 0.00 0.00 3,356,012.79January 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . 820,787.84 0.00 0.00 3,288,742.89February 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . 804,351.37 0.00 0.00 3,222,593.63March 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . 788,186.34 0.00 0.00 3,157,547.83April 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 772,288.63 0.00 0.00 3,093,588.55May 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 756,654.16 0.00 0.00 3,030,699.14June 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 741,278.95 0.00 0.00 2,968,863.14July 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 726,159.03 0.00 0.00 2,908,064.37August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . 711,290.54 0.00 0.00 2,848,286.87September 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . 696,669.63 0.00 0.00 2,789,514.92October 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . 682,292.53 0.00 0.00 2,731,733.03November 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . 668,155.52 0.00 0.00 2,674,925.94December 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . 654,254.94 0.00 0.00 2,619,078.60January 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . 640,587.17 0.00 0.00 2,564,176.20February 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . 627,148.66 0.00 0.00 2,510,204.14March 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . 613,935.89 0.00 0.00 2,457,148.04April 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 600,945.41 0.00 0.00 2,404,993.72May 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 588,173.81 0.00 0.00 2,353,727.21June 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 575,617.73 0.00 0.00 2,303,334.76July 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 563,273.87 0.00 0.00 2,253,802.81August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . 551,138.98 0.00 0.00 2,205,118.01September 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . 539,209.82 0.00 0.00 2,157,267.20October 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . 527,483.25 0.00 0.00 2,110,237.41November 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . 515,956.15 0.00 0.00 2,064,015.86December 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . 504,625.43 0.00 0.00 2,018,589.98January 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . 493,488.08 0.00 0.00 1,973,947.36February 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . 482,541.10 0.00 0.00 1,930,075.79March 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . 471,781.57 0.00 0.00 1,886,963.24April 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 461,206.57 0.00 0.00 1,844,597.84May 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 450,813.27 0.00 0.00 1,802,967.92

B-4

Payment Date

Group 2PAC I


Group 2UC

PAC IIcontinued

Group 2TAC


Group 3PAC


June 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 440,598.84 $ 0.00 $ 0.00 $ 1,762,061.97July 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430,560.51 0.00 0.00 1,721,868.65August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . 420,695.56 0.00 0.00 1,682,376.78September 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . 411,001.30 0.00 0.00 1,643,575.38October 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . 401,475.06 0.00 0.00 1,605,453.59November 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . 392,114.25 0.00 0.00 1,568,000.75December 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . 382,916.28 0.00 0.00 1,531,206.31January 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . 373,878.63 0.00 0.00 1,495,059.93February 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . 364,998.79 0.00 0.00 1,459,551.40March 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . 356,274.30 0.00 0.00 1,424,670.64April 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347,702.74 0.00 0.00 1,390,407.76May 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339,281.72 0.00 0.00 1,356,752.99June 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331,008.88 0.00 0.00 1,323,696.72July 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 322,881.90 0.00 0.00 1,291,229.48August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . 314,898.51 0.00 0.00 1,259,341.93September 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . 307,056.44 0.00 0.00 1,228,024.88October 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . 299,353.48 0.00 0.00 1,197,269.28November 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . 291,787.45 0.00 0.00 1,167,066.21December 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . 284,356.18 0.00 0.00 1,137,406.88January 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . 277,057.57 0.00 0.00 1,108,282.64February 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . 269,889.52 0.00 0.00 1,079,684.96March 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . 262,849.97 0.00 0.00 1,051,605.45April 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255,936.89 0.00 0.00 1,024,035.83May 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249,148.29 0.00 0.00 996,967.95June 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242,482.19 0.00 0.00 970,393.80July 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235,936.66 0.00 0.00 944,305.46August 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . 229,509.79 0.00 0.00 918,695.14September 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . 223,199.70 0.00 0.00 893,555.19October 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . 217,004.52 0.00 0.00 868,878.04November 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . 210,922.44 0.00 0.00 844,656.25December 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . 204,951.65 0.00 0.00 820,882.50January 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . 199,090.39 0.00 0.00 797,549.56February 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . 193,336.90 0.00 0.00 774,650.33March 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . 187,689.47 0.00 0.00 752,177.80April 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182,146.40 0.00 0.00 730,125.08May 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176,706.02 0.00 0.00 708,485.37June 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171,366.69 0.00 0.00 687,251.99July 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166,126.79 0.00 0.00 666,418.34August 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . 160,984.73 0.00 0.00 645,977.93September 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . 155,938.92 0.00 0.00 625,924.37October 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . 150,987.83 0.00 0.00 606,251.38November 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . 146,129.93 0.00 0.00 586,952.74December 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . 141,363.72 0.00 0.00 568,022.35January 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . 136,687.72 0.00 0.00 549,454.20February 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . 132,100.46 0.00 0.00 531,242.36March 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . 127,600.53 0.00 0.00 513,381.02April 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123,186.49 0.00 0.00 495,864.41May 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118,856.96 0.00 0.00 478,686.89June 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114,610.57 0.00 0.00 461,842.88July 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110,445.97 0.00 0.00 445,326.91August 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . 106,361.82 0.00 0.00 429,133.56September 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . 102,356.82 0.00 0.00 413,257.52October 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . 98,429.67 0.00 0.00 397,693.55November 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . 94,579.11 0.00 0.00 382,436.50December 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . 90,803.88 0.00 0.00 367,481.27January 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . 87,102.74 0.00 0.00 352,822.88February 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . 83,474.49 0.00 0.00 338,456.39March 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . 79,917.93 0.00 0.00 324,376.95April 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76,431.88 0.00 0.00 310,579.79May 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73,015.17 0.00 0.00 297,060.21June 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69,666.68 0.00 0.00 283,813.57July 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66,385.26 0.00 0.00 270,835.32August 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . 63,169.81 0.00 0.00 258,120.96September 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . 60,019.25 0.00 0.00 245,666.08October 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . 56,932.50 0.00 0.00 233,466.31November 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . 53,908.49 0.00 0.00 221,517.39December 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . 50,946.19 0.00 0.00 209,815.08

B-5

Payment Date

Group 2PAC I


Group 2UC

PAC IIcontinued

Group 2TAC


Group 3PAC


January 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 48,044.57 $ 0.00 $ 0.00 $ 198,355.23February 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . 45,202.61 0.00 0.00 187,133.74March 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . 42,419.33 0.00 0.00 176,146.61April 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39,693.75 0.00 0.00 165,389.85May 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37,024.89 0.00 0.00 154,859.56June 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34,411.80 0.00 0.00 144,551.90July 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31,853.56 0.00 0.00 134,463.08August 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,349.24 0.00 0.00 124,589.39September 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . 26,897.93 0.00 0.00 114,927.14October 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . 24,498.74 0.00 0.00 105,472.73November 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . 22,150.79 0.00 0.00 96,222.61December 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . 19,853.21 0.00 0.00 87,173.27January 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,605.14 0.00 0.00 78,321.28February 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . 15,405.76 0.00 0.00 69,663.23March 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,254.23 0.00 0.00 61,195.78April 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,149.74 0.00 0.00 52,915.66May 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,091.48 0.00 0.00 44,819.63June 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,078.67 0.00 0.00 36,904.49July 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,110.52 0.00 0.00 29,167.12August 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,186.29 0.00 0.00 21,604.43September 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . 1,305.20 0.00 0.00 14,213.38October 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . 0.00 0.00 0.00 6,990.98November 15, 2041

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

B-6

Payment Date

Group 8PAC

(Aggregate)

Group 8BT

TAC

Group 9PAC I

(Aggregate)

Group 9PAC II

(Aggregate)

Group 10PAC

(Aggregate)

Initial . . . . . . . . . . . . . . . . . . . . $139,671,783.00 $10,368,557.00 $70,641,000.00 $6,122,000.00 $89,076,000.00September 15, 2012 . . . . . . . . . . 139,034,107.38 10,284,115.84 70,463,041.80 6,113,831.90 88,791,542.23October 15, 2012 . . . . . . . . . . . . 138,355,441.18 10,216,238.51 70,267,628.85 6,101,593.57 88,480,113.36November 15, 2012 . . . . . . . . . . 137,636,175.23 10,135,171.49 70,054,829.84 6,085,298.99 88,141,867.68December 15, 2012 . . . . . . . . . . 136,876,732.60 10,041,084.66 69,824,723.27 6,064,967.23 87,776,980.36January 15, 2013 . . . . . . . . . . . . 136,077,568.11 9,934,172.10 69,577,397.50 6,040,622.46 87,385,647.29February 15, 2013 . . . . . . . . . . . 135,239,168.02 9,814,651.60 69,312,950.61 6,012,293.98 86,968,084.99March 15, 2013 . . . . . . . . . . . . . 134,362,049.49 9,682,764.44 69,031,490.41 5,980,016.14 86,524,530.38April 15, 2013 . . . . . . . . . . . . . . 133,446,760.15 9,538,774.87 68,733,134.39 5,943,828.30 86,055,240.62May 15, 2013 . . . . . . . . . . . . . . . 132,493,877.52 9,382,969.71 68,418,009.57 5,903,774.86 85,560,492.89June 15, 2013 . . . . . . . . . . . . . . . 131,504,008.42 9,215,657.82 68,086,252.50 5,859,905.16 85,040,584.13July 15, 2013 . . . . . . . . . . . . . . . 130,477,788.42 9,037,169.43 67,738,009.13 5,812,273.42 84,495,830.75August 15, 2013 . . . . . . . . . . . . . 129,415,881.07 8,847,855.68 67,373,434.72 5,760,938.71 83,926,568.36September 15, 2013 . . . . . . . . . . 128,318,977.32 8,648,087.75 66,992,693.73 5,705,964.85 83,333,151.43October 15, 2013 . . . . . . . . . . . . 127,187,794.70 8,438,256.25 66,595,959.70 5,647,420.35 82,715,952.92November 15, 2013 . . . . . . . . . . 126,023,076.58 8,218,770.45 66,183,415.12 5,585,378.32 82,075,363.93December 15, 2013 . . . . . . . . . . 124,825,591.37 7,990,057.35 65,755,251.31 5,519,916.36 81,411,793.29January 15, 2014 . . . . . . . . . . . . 123,596,131.67 7,752,560.92 65,311,668.28 5,451,116.48 80,725,667.12February 15, 2014 . . . . . . . . . . . 122,335,513.40 7,506,741.13 64,852,874.55 5,379,064.97 80,017,428.42March 15, 2014 . . . . . . . . . . . . . 121,044,574.91 7,253,073.02 64,379,087.02 5,303,852.31 79,287,536.54April 15, 2014 . . . . . . . . . . . . . . 119,724,176.01 6,992,045.70 63,890,530.77 5,225,573.03 78,536,466.76May 15, 2014 . . . . . . . . . . . . . . . 118,375,197.06 6,724,161.35 63,387,438.94 5,144,325.57 77,764,709.71June 15, 2014 . . . . . . . . . . . . . . . 116,998,537.93 6,449,934.12 62,870,052.48 5,060,212.16 76,972,770.88July 15, 2014 . . . . . . . . . . . . . . . 115,595,117.02 6,169,889.09 62,338,620.01 4,973,338.67 76,161,170.06August 15, 2014 . . . . . . . . . . . . . 114,165,870.18 5,884,561.17 61,793,397.58 4,883,814.50 75,330,440.75September 15, 2014 . . . . . . . . . . 112,711,749.73 5,594,493.86 61,234,648.51 4,791,752.34 74,481,129.59October 15, 2014 . . . . . . . . . . . . 111,233,723.27 5,300,238.23 60,662,643.15 4,697,268.07 73,613,795.73November 15, 2014 . . . . . . . . . . 109,732,772.68 5,002,351.64 60,077,658.66 4,600,480.62 72,753,850.65December 15, 2014 . . . . . . . . . . 108,245,819.23 4,712,898.08 59,479,978.79 4,501,511.72 71,901,234.06January 15, 2015 . . . . . . . . . . . . 106,772,742.25 4,431,734.56 58,869,893.65 4,400,485.81 71,055,886.15February 15, 2015 . . . . . . . . . . . 105,313,422.09 4,158,720.07 58,263,576.24 4,301,209.86 70,217,747.62March 15, 2015 . . . . . . . . . . . . . 103,867,740.07 3,893,715.60 57,661,004.60 4,203,665.14 69,386,759.60April 15, 2015 . . . . . . . . . . . . . . 102,435,578.51 3,636,584.05 57,062,156.86 4,107,833.15 68,562,863.73May 15, 2015 . . . . . . . . . . . . . . . 101,016,820.67 3,387,190.29 56,467,011.32 4,013,695.47 67,746,002.08June 15, 2015 . . . . . . . . . . . . . . . 99,611,350.83 3,145,401.03 55,875,546.39 3,921,233.89 66,936,117.23July 15, 2015 . . . . . . . . . . . . . . . 98,219,054.19 2,911,084.88 55,287,740.57 3,830,430.38 66,133,152.17August 15, 2015 . . . . . . . . . . . . . 96,839,816.91 2,684,112.30 54,703,572.54 3,741,267.01 65,337,050.37September 15, 2015 . . . . . . . . . . 95,473,526.10 2,464,355.57 54,123,021.05 3,653,726.09 64,547,755.76October 15, 2015 . . . . . . . . . . . . 94,120,069.81 2,251,688.76 53,546,065.01 3,567,790.02 63,765,212.71November 15, 2015 . . . . . . . . . . 92,779,337.00 2,045,987.75 52,972,683.41 3,483,441.41 62,989,366.02December 15, 2015 . . . . . . . . . . 91,451,217.58 1,847,130.13 52,402,855.41 3,400,662.98 62,220,160.95January 15, 2016 . . . . . . . . . . . . 90,135,602.35 1,654,995.26 51,836,560.25 3,319,437.65 61,457,543.20February 15, 2016 . . . . . . . . . . . 88,832,383.03 1,469,464.21 51,273,777.29 3,239,748.46 60,701,458.89March 15, 2016 . . . . . . . . . . . . . 87,541,452.22 1,290,419.72 50,714,486.03 3,161,578.63 59,951,854.58April 15, 2016 . . . . . . . . . . . . . . 86,262,703.44 1,117,746.20 50,158,666.08 3,084,911.51 59,208,677.27May 15, 2016 . . . . . . . . . . . . . . . 84,996,031.06 951,329.75 49,606,297.16 3,009,730.60 58,471,874.35June 15, 2016 . . . . . . . . . . . . . . . 83,741,330.37 791,058.03 49,057,359.09 2,936,019.58 57,741,393.66July 15, 2016 . . . . . . . . . . . . . . . 82,498,497.49 636,820.34 48,511,831.85 2,863,762.23 57,017,183.46August 15, 2016 . . . . . . . . . . . . . 81,267,429.43 488,507.58 47,969,695.48 2,792,942.53 56,299,192.40September 15, 2016 . . . . . . . . . . 80,048,024.04 346,012.18 47,430,930.18 2,723,544.55 55,587,369.56October 15, 2016 . . . . . . . . . . . . 78,840,180.03 209,228.13 46,895,516.24 2,655,552.55 54,881,664.42November 15, 2016 . . . . . . . . . . 77,643,796.94 78,050.96 46,363,434.07 2,588,950.91 54,182,026.88December 15, 2016 . . . . . . . . . . 76,458,775.17 0.00 45,834,664.18 2,523,724.16 53,488,407.21January 15, 2017 . . . . . . . . . . . . 75,285,015.91 0.00 45,309,187.20 2,459,856.97 52,800,756.10February 15, 2017 . . . . . . . . . . . 74,122,421.21 0.00 44,786,983.88 2,397,334.14 52,119,024.65March 15, 2017 . . . . . . . . . . . . . 72,970,893.91 0.00 44,268,035.07 2,336,140.62 51,443,164.31April 15, 2017 . . . . . . . . . . . . . . 71,830,337.67 0.00 43,752,321.71 2,276,261.50 50,773,126.95May 15, 2017 . . . . . . . . . . . . . . . 70,700,656.95 0.00 43,239,824.90 2,217,681.99 50,108,864.83June 15, 2017 . . . . . . . . . . . . . . . 69,581,757.01 0.00 42,730,525.79 2,160,387.45 49,450,330.57July 15, 2017 . . . . . . . . . . . . . . . 68,473,543.89 0.00 42,224,405.68 2,104,363.37 48,797,477.18August 15, 2017 . . . . . . . . . . . . . 67,375,924.42 0.00 41,721,445.96 2,049,595.36 48,150,258.05September 15, 2017 . . . . . . . . . . 66,288,806.20 0.00 41,221,628.11 1,996,069.20 47,508,626.94October 15, 2017 . . . . . . . . . . . . 65,212,097.60 0.00 40,724,933.76 1,943,770.74 46,872,537.98November 15, 2017 . . . . . . . . . . 64,145,707.76 0.00 40,231,344.60 1,892,686.02 46,241,945.67December 15, 2017 . . . . . . . . . . 63,089,546.59 0.00 39,740,842.46 1,842,801.16 45,616,804.87January 15, 2018 . . . . . . . . . . . . 62,043,524.71 0.00 39,253,409.23 1,794,102.45 44,997,070.82February 15, 2018 . . . . . . . . . . . 61,007,553.53 0.00 38,769,026.96 1,746,576.26 44,382,699.09March 15, 2018 . . . . . . . . . . . . . 59,981,545.18 0.00 38,287,677.75 1,700,209.14 43,773,645.62

B-7

Payment Date

Group 8PAC


Group 8BT

TACcontinued

Group 9PAC I


Group 9PAC II


Group 10PAC


April 15, 2018 . . . . . . . . . . . . . . $ 58,965,412.51 $ 0.00 $37,809,343.84 $1,654,987.72 $43,169,866.71May 15, 2018 . . . . . . . . . . . . . . . 57,959,069.13 0.00 37,334,007.55 1,610,898.77 42,571,319.01June 15, 2018 . . . . . . . . . . . . . . . 56,962,429.34 0.00 36,861,651.31 1,567,929.18 41,977,959.51July 15, 2018 . . . . . . . . . . . . . . . 55,975,408.17 0.00 36,392,257.65 1,526,065.95 41,389,745.54August 15, 2018 . . . . . . . . . . . . . 54,997,921.35 0.00 35,925,809.19 1,485,296.24 40,806,634.78September 15, 2018 . . . . . . . . . . 54,029,885.34 0.00 35,462,288.67 1,445,607.27 40,228,585.27October 15, 2018 . . . . . . . . . . . . 53,071,217.27 0.00 35,001,678.91 1,406,986.43 39,655,555.34November 15, 2018 . . . . . . . . . . 52,121,834.98 0.00 34,543,962.83 1,369,421.19 39,087,503.70December 15, 2018 . . . . . . . . . . 51,181,656.97 0.00 34,089,123.46 1,332,899.17 38,524,389.36January 15, 2019 . . . . . . . . . . . . 50,250,602.45 0.00 33,637,143.92 1,297,408.07 37,966,171.68February 15, 2019 . . . . . . . . . . . 49,331,042.59 0.00 33,188,007.42 1,262,935.74 37,412,810.33March 15, 2019 . . . . . . . . . . . . . 48,426,428.47 0.00 32,741,697.27 1,229,470.11 36,864,265.32April 15, 2019 . . . . . . . . . . . . . . 47,536,531.78 0.00 32,298,196.88 1,196,999.25 36,320,496.97May 15, 2019 . . . . . . . . . . . . . . . 46,661,127.61 0.00 31,857,489.76 1,165,511.31 35,781,465.92June 15, 2019 . . . . . . . . . . . . . . . 45,799,994.34 0.00 31,419,559.50 1,134,994.58 35,247,133.12July 15, 2019 . . . . . . . . . . . . . . . 44,952,913.61 0.00 30,984,389.79 1,105,437.46 34,717,459.86August 15, 2019 . . . . . . . . . . . . . 44,119,670.29 0.00 30,551,964.41 1,076,828.43 34,192,407.71September 15, 2019 . . . . . . . . . . 43,300,052.40 0.00 30,122,267.24 1,049,156.11 33,671,938.56October 15, 2019 . . . . . . . . . . . . 42,493,851.10 0.00 29,695,282.25 1,022,409.20 33,156,014.60November 15, 2019 . . . . . . . . . . 41,700,860.62 0.00 29,270,993.51 996,576.52 32,644,598.35December 15, 2019 . . . . . . . . . . 40,920,878.25 0.00 28,849,385.15 971,647.00 32,137,652.60January 15, 2020 . . . . . . . . . . . . 40,153,704.24 0.00 28,430,441.43 947,609.65 31,635,140.46February 15, 2020 . . . . . . . . . . . 39,399,141.79 0.00 28,014,146.68 924,453.62 31,137,122.01March 15, 2020 . . . . . . . . . . . . . 38,656,997.04 0.00 27,600,485.31 902,168.14 30,646,506.99April 15, 2020 . . . . . . . . . . . . . . 37,927,078.96 0.00 27,189,441.85 880,742.54 30,163,188.97May 15, 2020 . . . . . . . . . . . . . . . 37,209,199.35 0.00 26,781,000.89 860,166.25 29,687,063.02June 15, 2020 . . . . . . . . . . . . . . . 36,503,172.81 0.00 26,375,147.11 840,428.81 29,218,025.67July 15, 2020 . . . . . . . . . . . . . . . 35,808,816.66 0.00 25,971,865.30 821,519.86 28,755,974.93August 15, 2020 . . . . . . . . . . . . . 35,125,950.93 0.00 25,571,140.32 803,429.12 28,300,810.23September 15, 2020 . . . . . . . . . . 34,454,398.32 0.00 25,172,957.12 786,146.42 27,852,432.42October 15, 2020 . . . . . . . . . . . . 33,793,984.16 0.00 24,777,300.74 769,661.69 27,410,743.76November 15, 2020 . . . . . . . . . . 33,144,536.35 0.00 24,384,156.28 755,508.01 26,975,647.88December 15, 2020 . . . . . . . . . . 32,505,885.36 0.00 23,994,039.99 743,840.40 26,547,049.75January 15, 2021 . . . . . . . . . . . . 31,877,864.15 0.00 23,609,804.87 731,734.18 26,124,855.70February 15, 2021 . . . . . . . . . . . 31,260,308.17 0.00 23,231,365.35 719,204.15 25,708,973.39March 15, 2021 . . . . . . . . . . . . . 30,653,055.33 0.00 22,858,637.08 706,264.79 25,299,311.75April 15, 2021 . . . . . . . . . . . . . . 30,055,945.91 0.00 22,491,536.91 692,930.25 24,895,781.03May 15, 2021 . . . . . . . . . . . . . . . 29,468,822.59 0.00 22,129,982.86 679,214.39 24,498,292.73June 15, 2021 . . . . . . . . . . . . . . . 28,891,530.37 0.00 21,773,894.13 665,130.78 24,106,759.59July 15, 2021 . . . . . . . . . . . . . . . 28,323,916.57 0.00 21,423,191.05 650,692.68 23,721,095.59August 15, 2021 . . . . . . . . . . . . . 27,765,830.75 0.00 21,077,795.11 635,913.04 23,341,215.94September 15, 2021 . . . . . . . . . . 27,217,124.76 0.00 20,737,628.90 620,804.56 22,967,037.02October 15, 2021 . . . . . . . . . . . . 26,677,652.59 0.00 20,402,616.13 605,379.63 22,598,476.41November 15, 2021 . . . . . . . . . . 26,147,270.46 0.00 20,072,681.58 589,650.37 22,235,452.85December 15, 2021 . . . . . . . . . . 25,625,836.70 0.00 19,747,751.10 573,628.65 21,877,886.23January 15, 2022 . . . . . . . . . . . . 25,113,211.75 0.00 19,427,751.62 557,326.05 21,525,697.56February 15, 2022 . . . . . . . . . . . 24,609,258.15 0.00 19,112,611.08 540,753.90 21,178,808.98March 15, 2022 . . . . . . . . . . . . . 24,113,840.46 0.00 18,802,258.48 523,923.28 20,837,143.74April 15, 2022 . . . . . . . . . . . . . . 23,626,825.30 0.00 18,496,623.81 506,845.00 20,500,626.14May 15, 2022 . . . . . . . . . . . . . . . 23,148,081.25 0.00 18,195,638.06 489,529.66 20,169,181.60June 15, 2022 . . . . . . . . . . . . . . . 22,677,478.87 0.00 17,899,233.22 471,987.57 19,842,736.55July 15, 2022 . . . . . . . . . . . . . . . 22,214,890.62 0.00 17,607,342.24 454,228.85 19,521,218.48August 15, 2022 . . . . . . . . . . . . . 21,760,190.92 0.00 17,319,899.02 436,263.35 19,204,555.92September 15, 2022 . . . . . . . . . . 21,313,256.02 0.00 17,036,838.42 418,100.72 18,892,678.40October 15, 2022 . . . . . . . . . . . . 20,873,964.04 0.00 16,758,096.23 399,750.36 18,585,516.43November 15, 2022 . . . . . . . . . . 20,442,194.94 0.00 16,483,609.14 381,221.47 18,283,001.53December 15, 2022 . . . . . . . . . . 20,017,830.44 0.00 16,213,314.75 362,523.04 17,985,066.19January 15, 2023 . . . . . . . . . . . . 19,600,754.06 0.00 15,947,151.58 343,663.82 17,691,643.83February 15, 2023 . . . . . . . . . . . 19,190,851.05 0.00 15,685,058.98 324,652.40 17,402,668.85March 15, 2023 . . . . . . . . . . . . . 18,788,008.41 0.00 15,426,977.21 305,497.10 17,118,076.56April 15, 2023 . . . . . . . . . . . . . . 18,392,114.79 0.00 15,172,847.37 286,206.10 16,837,803.18May 15, 2023 . . . . . . . . . . . . . . . 18,003,060.53 0.00 14,922,611.39 266,787.36 16,561,785.86June 15, 2023 . . . . . . . . . . . . . . . 17,620,737.64 0.00 14,676,212.04 247,248.65 16,289,962.61July 15, 2023 . . . . . . . . . . . . . . . 17,245,039.72 0.00 14,433,592.93 227,597.54 16,022,272.34August 15, 2023 . . . . . . . . . . . . . 16,875,861.98 0.00 14,194,698.45 207,841.44 15,758,654.83September 15, 2023 . . . . . . . . . . 16,513,101.20 0.00 13,959,473.78 187,987.57 15,499,050.71October 15, 2023 . . . . . . . . . . . . 16,156,655.73 0.00 13,727,864.93 168,042.95 15,243,401.45

B-8

Payment Date

Group 8PAC


Group 8BT

TACcontinued

Group 9PAC I


Group 9PAC II


Group 10PAC


November 15, 2023 . . . . . . . . . . $ 15,806,425.43 $ 0.00 $13,499,818.63 $ 148,014.46 $14,991,649.34December 15, 2023 . . . . . . . . . . 15,462,311.67 0.00 13,275,282.41 127,908.79 14,743,737.52January 15, 2024 . . . . . . . . . . . . 15,124,217.32 0.00 13,054,204.54 107,732.47 14,499,609.92February 15, 2024 . . . . . . . . . . . 14,792,046.70 0.00 12,836,534.03 87,491.85 14,259,211.25March 15, 2024 . . . . . . . . . . . . . 14,465,705.58 0.00 12,622,220.62 67,193.15 14,022,487.05April 15, 2024 . . . . . . . . . . . . . . 14,145,101.15 0.00 12,411,214.79 46,842.39 13,789,383.59May 15, 2024 . . . . . . . . . . . . . . . 13,830,141.99 0.00 12,203,467.70 26,445.48 13,559,847.94June 15, 2024 . . . . . . . . . . . . . . . 13,520,738.07 0.00 11,998,931.23 6,008.15 13,333,827.89July 15, 2024 . . . . . . . . . . . . . . . 13,216,800.73 0.00 11,797,557.95 0.00 13,111,272.00August 15, 2024 . . . . . . . . . . . . . 12,918,242.63 0.00 11,599,301.11 0.00 12,892,129.55September 15, 2024 . . . . . . . . . . 12,624,977.77 0.00 11,404,114.63 0.00 12,676,350.55October 15, 2024 . . . . . . . . . . . . 12,336,921.43 0.00 11,211,953.10 0.00 12,463,885.71November 15, 2024 . . . . . . . . . . 12,053,990.19 0.00 11,022,771.74 0.00 12,254,686.45December 15, 2024 . . . . . . . . . . 11,776,101.89 0.00 10,836,526.45 0.00 12,048,704.88January 15, 2025 . . . . . . . . . . . . 11,503,175.60 0.00 10,653,173.73 0.00 11,845,893.80February 15, 2025 . . . . . . . . . . . 11,235,131.65 0.00 10,472,670.72 0.00 11,646,206.67March 15, 2025 . . . . . . . . . . . . . 10,971,891.54 0.00 10,294,975.19 0.00 11,449,597.63April 15, 2025 . . . . . . . . . . . . . . 10,713,377.98 0.00 10,120,045.49 0.00 11,256,021.45May 15, 2025 . . . . . . . . . . . . . . . 10,459,514.87 0.00 9,947,840.59 0.00 11,065,433.58June 15, 2025 . . . . . . . . . . . . . . . 10,210,227.23 0.00 9,778,320.05 0.00 10,877,790.07July 15, 2025 . . . . . . . . . . . . . . . 9,965,441.25 0.00 9,611,444.01 0.00 10,693,047.63August 15, 2025 . . . . . . . . . . . . . 9,725,084.22 0.00 9,447,173.17 0.00 10,511,163.56September 15, 2025 . . . . . . . . . . 9,489,084.57 0.00 9,285,468.83 0.00 10,332,095.78October 15, 2025 . . . . . . . . . . . . 9,257,371.78 0.00 9,126,292.80 0.00 10,155,802.82November 15, 2025 . . . . . . . . . . 9,029,876.42 0.00 8,969,607.49 0.00 9,982,243.80December 15, 2025 . . . . . . . . . . 8,806,530.13 0.00 8,815,375.82 0.00 9,811,378.42January 15, 2026 . . . . . . . . . . . . 8,587,265.59 0.00 8,663,561.27 0.00 9,643,166.95February 15, 2026 . . . . . . . . . . . 8,372,016.48 0.00 8,514,127.81 0.00 9,477,570.24March 15, 2026 . . . . . . . . . . . . . 8,160,717.53 0.00 8,367,039.97 0.00 9,314,549.70April 15, 2026 . . . . . . . . . . . . . . 7,953,304.44 0.00 8,222,262.77 0.00 9,154,067.28May 15, 2026 . . . . . . . . . . . . . . . 7,749,713.92 0.00 8,079,761.75 0.00 8,996,085.49June 15, 2026 . . . . . . . . . . . . . . . 7,549,883.61 0.00 7,939,502.92 0.00 8,840,567.36July 15, 2026 . . . . . . . . . . . . . . . 7,353,752.14 0.00 7,801,452.82 0.00 8,687,476.47August 15, 2026 . . . . . . . . . . . . . 7,161,259.06 0.00 7,665,578.45 0.00 8,536,776.91September 15, 2026 . . . . . . . . . . 6,972,344.85 0.00 7,531,847.28 0.00 8,388,433.28October 15, 2026 . . . . . . . . . . . . 6,786,950.91 0.00 7,400,227.28 0.00 8,242,410.69November 15, 2026 . . . . . . . . . . 6,605,019.52 0.00 7,270,686.86 0.00 8,098,674.77December 15, 2026 . . . . . . . . . . 6,426,493.88 0.00 7,143,194.89 0.00 7,957,191.62January 15, 2027 . . . . . . . . . . . . 6,251,318.02 0.00 7,017,720.69 0.00 7,817,927.83February 15, 2027 . . . . . . . . . . . 6,079,436.87 0.00 6,894,234.04 0.00 7,680,850.47March 15, 2027 . . . . . . . . . . . . . 5,910,796.18 0.00 6,772,705.14 0.00 7,545,927.09April 15, 2027 . . . . . . . . . . . . . . 5,745,342.54 0.00 6,653,104.64 0.00 7,413,125.71May 15, 2027 . . . . . . . . . . . . . . . 5,583,023.36 0.00 6,535,403.60 0.00 7,282,414.79June 15, 2027 . . . . . . . . . . . . . . . 5,423,786.88 0.00 6,419,573.49 0.00 7,153,763.26July 15, 2027 . . . . . . . . . . . . . . . 5,267,582.12 0.00 6,305,586.23 0.00 7,027,140.49August 15, 2027 . . . . . . . . . . . . . 5,114,358.88 0.00 6,193,414.12 0.00 6,902,516.29September 15, 2027 . . . . . . . . . . 4,964,067.75 0.00 6,083,029.86 0.00 6,779,860.91October 15, 2027 . . . . . . . . . . . . 4,816,660.08 0.00 5,974,406.56 0.00 6,659,145.02November 15, 2027 . . . . . . . . . . 4,672,087.97 0.00 5,867,517.72 0.00 6,540,339.72December 15, 2027 . . . . . . . . . . 4,530,304.25 0.00 5,762,337.23 0.00 6,423,416.52January 15, 2028 . . . . . . . . . . . . 4,391,262.50 0.00 5,658,839.33 0.00 6,308,347.35February 15, 2028 . . . . . . . . . . . 4,254,917.00 0.00 5,556,998.66 0.00 6,195,104.53March 15, 2028 . . . . . . . . . . . . . 4,121,222.76 0.00 5,456,790.24 0.00 6,083,660.78April 15, 2028 . . . . . . . . . . . . . . 3,990,135.46 0.00 5,358,189.42 0.00 5,973,989.24May 15, 2028 . . . . . . . . . . . . . . . 3,861,611.50 0.00 5,261,171.94 0.00 5,866,063.39June 15, 2028 . . . . . . . . . . . . . . . 3,735,607.92 0.00 5,165,713.87 0.00 5,759,857.14July 15, 2028 . . . . . . . . . . . . . . . 3,612,082.45 0.00 5,071,791.65 0.00 5,655,344.75August 15, 2028 . . . . . . . . . . . . . 3,490,993.49 0.00 4,979,382.04 0.00 5,552,500.85September 15, 2028 . . . . . . . . . . 3,372,300.05 0.00 4,888,462.16 0.00 5,451,300.46October 15, 2028 . . . . . . . . . . . . 3,255,961.81 0.00 4,799,009.45 0.00 5,351,718.93November 15, 2028 . . . . . . . . . . 3,141,939.06 0.00 4,711,001.69 0.00 5,253,731.98December 15, 2028 . . . . . . . . . . 3,030,192.72 0.00 4,624,416.97 0.00 5,157,315.69January 15, 2029 . . . . . . . . . . . . 2,920,684.32 0.00 4,539,233.72 0.00 5,062,446.47February 15, 2029 . . . . . . . . . . . 2,813,375.98 0.00 4,455,430.66 0.00 4,969,101.09March 15, 2029 . . . . . . . . . . . . . 2,708,230.42 0.00 4,372,986.84 0.00 4,877,256.63April 15, 2029 . . . . . . . . . . . . . . 2,605,210.93 0.00 4,291,881.61 0.00 4,786,890.52May 15, 2029 . . . . . . . . . . . . . . . 2,504,281.40 0.00 4,212,094.62 0.00 4,697,980.53

B-9

Payment Date

Group 8PAC


Group 8BT

TACcontinued

Group 9PAC I


Group 9PAC II


Group 10PAC


June 15, 2029 . . . . . . . . . . . . . . . $ 2,405,406.27 $ 0.00 $ 4,133,605.83 $ 0.00 $ 4,610,504.71July 15, 2029 . . . . . . . . . . . . . . . 2,308,550.52 0.00 4,056,395.47 0.00 4,524,441.47August 15, 2029 . . . . . . . . . . . . . 2,213,679.71 0.00 3,980,444.07 0.00 4,439,769.51September 15, 2029 . . . . . . . . . . 2,120,759.93 0.00 3,905,732.46 0.00 4,356,467.85October 15, 2029 . . . . . . . . . . . . 2,029,757.79 0.00 3,832,241.74 0.00 4,274,515.80November 15, 2029 . . . . . . . . . . 1,940,640.43 0.00 3,759,953.27 0.00 4,193,892.98December 15, 2029 . . . . . . . . . . 1,853,375.52 0.00 3,688,848.70 0.00 4,114,579.32January 15, 2030 . . . . . . . . . . . . 1,767,931.23 0.00 3,618,909.96 0.00 4,036,555.00February 15, 2030 . . . . . . . . . . . 1,684,276.22 0.00 3,550,119.23 0.00 3,959,800.54March 15, 2030 . . . . . . . . . . . . . 1,602,379.66 0.00 3,482,458.94 0.00 3,884,296.71April 15, 2030 . . . . . . . . . . . . . . 1,522,211.20 0.00 3,415,911.81 0.00 3,810,024.56May 15, 2030 . . . . . . . . . . . . . . . 1,443,740.97 0.00 3,350,460.78 0.00 3,736,965.43June 15, 2030 . . . . . . . . . . . . . . . 1,366,939.56 0.00 3,286,089.06 0.00 3,665,100.92July 15, 2030 . . . . . . . . . . . . . . . 1,291,778.06 0.00 3,222,780.12 0.00 3,594,412.90August 15, 2030 . . . . . . . . . . . . . 1,218,227.98 0.00 3,160,517.63 0.00 3,524,883.51September 15, 2030 . . . . . . . . . . 1,146,261.29 0.00 3,099,285.54 0.00 3,456,495.14October 15, 2030 . . . . . . . . . . . . 1,075,850.42 0.00 3,039,068.02 0.00 3,389,230.44November 15, 2030 . . . . . . . . . . 1,006,968.22 0.00 2,979,849.48 0.00 3,323,072.32December 15, 2030 . . . . . . . . . . 939,587.97 0.00 2,921,614.55 0.00 3,258,003.94January 15, 2031 . . . . . . . . . . . . 873,683.40 0.00 2,864,348.09 0.00 3,194,008.69February 15, 2031 . . . . . . . . . . . 809,228.62 0.00 2,808,035.19 0.00 3,131,070.21March 15, 2031 . . . . . . . . . . . . . 746,198.19 0.00 2,752,661.15 0.00 3,069,172.39April 15, 2031 . . . . . . . . . . . . . . 684,567.04 0.00 2,698,211.49 0.00 3,008,299.34May 15, 2031 . . . . . . . . . . . . . . . 624,310.53 0.00 2,644,671.94 0.00 2,948,435.40June 15, 2031 . . . . . . . . . . . . . . . 565,404.39 0.00 2,592,028.46 0.00 2,889,565.17July 15, 2031 . . . . . . . . . . . . . . . 507,824.75 0.00 2,540,267.19 0.00 2,831,673.43August 15, 2031 . . . . . . . . . . . . . 451,548.11 0.00 2,489,374.49 0.00 2,774,745.21September 15, 2031 . . . . . . . . . . 396,551.37 0.00 2,439,336.93 0.00 2,718,765.75October 15, 2031 . . . . . . . . . . . . 342,811.77 0.00 2,390,141.25 0.00 2,663,720.52November 15, 2031 . . . . . . . . . . 290,306.94 0.00 2,341,774.41 0.00 2,609,595.18December 15, 2031 . . . . . . . . . . 239,014.84 0.00 2,294,223.57 0.00 2,556,375.62January 15, 2032 . . . . . . . . . . . . 188,913.82 0.00 2,247,476.04 0.00 2,504,047.93February 15, 2032 . . . . . . . . . . . 139,982.55 0.00 2,201,519.37 0.00 2,452,598.40March 15, 2032 . . . . . . . . . . . . . 92,200.06 0.00 2,156,341.26 0.00 2,402,013.51April 15, 2032 . . . . . . . . . . . . . . 45,545.69 0.00 2,111,929.60 0.00 2,352,279.98May 15, 2032 . . . . . . . . . . . . . . . 0.00 0.00 2,068,272.45 0.00 2,303,384.67June 15, 2032 . . . . . . . . . . . . . . . 0.00 0.00 2,025,358.08 0.00 2,255,314.68July 15, 2032 . . . . . . . . . . . . . . . 0.00 0.00 1,983,174.90 0.00 2,208,057.27August 15, 2032 . . . . . . . . . . . . . 0.00 0.00 1,941,711.51 0.00 2,161,599.89September 15, 2032 . . . . . . . . . . 0.00 0.00 1,900,956.67 0.00 2,115,930.20October 15, 2032 . . . . . . . . . . . . 0.00 0.00 1,860,899.30 0.00 2,071,036.00November 15, 2032 . . . . . . . . . . 0.00 0.00 1,821,528.52 0.00 2,026,905.31December 15, 2032 . . . . . . . . . . 0.00 0.00 1,782,833.56 0.00 1,983,526.30January 15, 2033 . . . . . . . . . . . . 0.00 0.00 1,744,803.86 0.00 1,940,887.33February 15, 2033 . . . . . . . . . . . 0.00 0.00 1,707,428.99 0.00 1,898,976.91March 15, 2033 . . . . . . . . . . . . . 0.00 0.00 1,670,698.67 0.00 1,857,783.74April 15, 2033 . . . . . . . . . . . . . . 0.00 0.00 1,634,602.79 0.00 1,817,296.69May 15, 2033 . . . . . . . . . . . . . . . 0.00 0.00 1,599,131.38 0.00 1,777,504.77June 15, 2033 . . . . . . . . . . . . . . . 0.00 0.00 1,564,274.64 0.00 1,738,397.18July 15, 2033 . . . . . . . . . . . . . . . 0.00 0.00 1,530,022.88 0.00 1,699,963.26August 15, 2033 . . . . . . . . . . . . . 0.00 0.00 1,496,366.57 0.00 1,662,192.50September 15, 2033 . . . . . . . . . . 0.00 0.00 1,463,296.35 0.00 1,625,074.58October 15, 2033 . . . . . . . . . . . . 0.00 0.00 1,430,802.96 0.00 1,588,599.31November 15, 2033 . . . . . . . . . . 0.00 0.00 1,398,877.29 0.00 1,552,756.63December 15, 2033 . . . . . . . . . . 0.00 0.00 1,367,510.38 0.00 1,517,536.68January 15, 2034 . . . . . . . . . . . . 0.00 0.00 1,336,693.40 0.00 1,482,929.69February 15, 2034 . . . . . . . . . . . 0.00 0.00 1,306,417.63 0.00 1,448,926.08March 15, 2034 . . . . . . . . . . . . . 0.00 0.00 1,276,674.51 0.00 1,415,516.40April 15, 2034 . . . . . . . . . . . . . . 0.00 0.00 1,247,455.60 0.00 1,382,691.31May 15, 2034 . . . . . . . . . . . . . . . 0.00 0.00 1,218,752.57 0.00 1,350,441.65June 15, 2034 . . . . . . . . . . . . . . . 0.00 0.00 1,190,557.24 0.00 1,318,758.37July 15, 2034 . . . . . . . . . . . . . . . 0.00 0.00 1,162,861.53 0.00 1,287,632.57August 15, 2034 . . . . . . . . . . . . . 0.00 0.00 1,135,657.49 0.00 1,257,055.47September 15, 2034 . . . . . . . . . . 0.00 0.00 1,108,937.31 0.00 1,227,018.43October 15, 2034 . . . . . . . . . . . . 0.00 0.00 1,082,693.26 0.00 1,197,512.93November 15, 2034 . . . . . . . . . . 0.00 0.00 1,056,917.75 0.00 1,168,530.58December 15, 2034 . . . . . . . . . . 0.00 0.00 1,031,603.30 0.00 1,140,063.12

B-10

Payment Date

Group 8PAC


Group 8BT

TACcontinued

Group 9PAC I


Group 9PAC II


Group 10PAC


January 15, 2035 . . . . . . . . . . . . $ 0.00 $ 0.00 $ 1,006,742.54 $ 0.00 $ 1,112,102.40February 15, 2035 . . . . . . . . . . . 0.00 0.00 982,328.22 0.00 1,084,640.42March 15, 2035 . . . . . . . . . . . . . 0.00 0.00 958,353.19 0.00 1,057,669.26April 15, 2035 . . . . . . . . . . . . . . 0.00 0.00 934,810.40 0.00 1,031,181.14May 15, 2035 . . . . . . . . . . . . . . . 0.00 0.00 911,692.93 0.00 1,005,168.41June 15, 2035 . . . . . . . . . . . . . . . 0.00 0.00 888,993.94 0.00 979,623.50July 15, 2035 . . . . . . . . . . . . . . . 0.00 0.00 866,706.71 0.00 954,538.97August 15, 2035 . . . . . . . . . . . . . 0.00 0.00 844,824.61 0.00 929,907.51September 15, 2035 . . . . . . . . . . 0.00 0.00 823,341.12 0.00 905,721.89October 15, 2035 . . . . . . . . . . . . 0.00 0.00 802,249.82 0.00 881,975.00November 15, 2035 . . . . . . . . . . 0.00 0.00 781,544.38 0.00 858,659.83December 15, 2035 . . . . . . . . . . 0.00 0.00 761,218.56 0.00 835,769.50January 15, 2036 . . . . . . . . . . . . 0.00 0.00 741,266.22 0.00 813,297.20February 15, 2036 . . . . . . . . . . . 0.00 0.00 721,681.33 0.00 791,236.24March 15, 2036 . . . . . . . . . . . . . 0.00 0.00 702,457.93 0.00 769,580.02April 15, 2036 . . . . . . . . . . . . . . 0.00 0.00 683,590.15 0.00 748,322.06May 15, 2036 . . . . . . . . . . . . . . . 0.00 0.00 665,072.23 0.00 727,455.96June 15, 2036 . . . . . . . . . . . . . . . 0.00 0.00 646,898.48 0.00 706,975.41July 15, 2036 . . . . . . . . . . . . . . . 0.00 0.00 629,063.29 0.00 686,874.21August 15, 2036 . . . . . . . . . . . . . 0.00 0.00 611,561.16 0.00 667,146.25September 15, 2036 . . . . . . . . . . 0.00 0.00 594,386.65 0.00 647,785.51October 15, 2036 . . . . . . . . . . . . 0.00 0.00 577,534.42 0.00 628,786.06November 15, 2036 . . . . . . . . . . 0.00 0.00 560,999.19 0.00 610,142.06December 15, 2036 . . . . . . . . . . 0.00 0.00 544,775.80 0.00 591,847.76January 15, 2037 . . . . . . . . . . . . 0.00 0.00 528,859.12 0.00 573,897.48February 15, 2037 . . . . . . . . . . . 0.00 0.00 513,244.13 0.00 556,285.66March 15, 2037 . . . . . . . . . . . . . 0.00 0.00 497,925.89 0.00 539,006.80April 15, 2037 . . . . . . . . . . . . . . 0.00 0.00 482,899.50 0.00 522,055.48May 15, 2037 . . . . . . . . . . . . . . . 0.00 0.00 468,160.18 0.00 505,426.37June 15, 2037 . . . . . . . . . . . . . . . 0.00 0.00 453,703.19 0.00 489,114.23July 15, 2037 . . . . . . . . . . . . . . . 0.00 0.00 439,523.88 0.00 473,113.88August 15, 2037 . . . . . . . . . . . . . 0.00 0.00 425,617.66 0.00 457,420.24September 15, 2037 . . . . . . . . . . 0.00 0.00 411,980.03 0.00 442,028.28October 15, 2037 . . . . . . . . . . . . 0.00 0.00 398,606.53 0.00 426,933.07November 15, 2037 . . . . . . . . . . 0.00 0.00 385,492.80 0.00 412,129.75December 15, 2037 . . . . . . . . . . 0.00 0.00 372,634.51 0.00 397,613.52January 15, 2038 . . . . . . . . . . . . 0.00 0.00 360,027.44 0.00 383,379.67February 15, 2038 . . . . . . . . . . . 0.00 0.00 347,667.40 0.00 369,423.56March 15, 2038 . . . . . . . . . . . . . 0.00 0.00 335,550.28 0.00 355,740.61April 15, 2038 . . . . . . . . . . . . . . 0.00 0.00 323,672.03 0.00 342,326.31May 15, 2038 . . . . . . . . . . . . . . . 0.00 0.00 312,028.66 0.00 329,176.23June 15, 2038 . . . . . . . . . . . . . . . 0.00 0.00 300,616.25 0.00 316,286.01July 15, 2038 . . . . . . . . . . . . . . . 0.00 0.00 289,430.93 0.00 303,651.33August 15, 2038 . . . . . . . . . . . . . 0.00 0.00 278,468.90 0.00 291,267.96September 15, 2038 . . . . . . . . . . 0.00 0.00 267,726.41 0.00 279,131.74October 15, 2038 . . . . . . . . . . . . 0.00 0.00 257,199.77 0.00 267,238.55November 15, 2038 . . . . . . . . . . 0.00 0.00 246,885.36 0.00 255,584.35December 15, 2038 . . . . . . . . . . 0.00 0.00 236,779.59 0.00 244,165.16January 15, 2039 . . . . . . . . . . . . 0.00 0.00 226,878.95 0.00 232,977.06February 15, 2039 . . . . . . . . . . . 0.00 0.00 217,179.97 0.00 222,016.18March 15, 2039 . . . . . . . . . . . . . 0.00 0.00 207,679.24 0.00 211,278.72April 15, 2039 . . . . . . . . . . . . . . 0.00 0.00 198,373.40 0.00 200,760.94May 15, 2039 . . . . . . . . . . . . . . . 0.00 0.00 189,259.15 0.00 190,459.15June 15, 2039 . . . . . . . . . . . . . . . 0.00 0.00 180,333.23 0.00 180,369.73July 15, 2039 . . . . . . . . . . . . . . . 0.00 0.00 171,592.44 0.00 170,489.09August 15, 2039 . . . . . . . . . . . . . 0.00 0.00 163,033.62 0.00 160,813.73September 15, 2039 . . . . . . . . . . 0.00 0.00 154,653.68 0.00 151,340.17October 15, 2039 . . . . . . . . . . . . 0.00 0.00 146,449.55 0.00 142,065.00November 15, 2039 . . . . . . . . . . 0.00 0.00 138,418.22 0.00 132,984.87December 15, 2039 . . . . . . . . . . 0.00 0.00 130,556.74 0.00 124,096.48January 15, 2040 . . . . . . . . . . . . 0.00 0.00 122,862.18 0.00 115,396.55February 15, 2040 . . . . . . . . . . . 0.00 0.00 115,331.69 0.00 106,881.90March 15, 2040 . . . . . . . . . . . . . 0.00 0.00 107,962.43 0.00 98,549.36April 15, 2040 . . . . . . . . . . . . . . 0.00 0.00 100,751.63 0.00 90,395.82May 15, 2040 . . . . . . . . . . . . . . . 0.00 0.00 93,696.54 0.00 82,418.24June 15, 2040 . . . . . . . . . . . . . . . 0.00 0.00 86,794.48 0.00 74,613.60July 15, 2040 . . . . . . . . . . . . . . . 0.00 0.00 80,042.79 0.00 66,978.93

B-11

Payment Date

Group 8PAC


Group 8BT

TACcontinued

Group 9PAC I


Group 9PAC II


Group 10PAC


August 15, 2040 . . . . . . . . . . . . . $ 0.00 $ 0.00 $ 73,438.86 $ 0.00 $ 59,511.31September 15, 2040 . . . . . . . . . . 0.00 0.00 66,980.13 0.00 52,207.88October 15, 2040 . . . . . . . . . . . . 0.00 0.00 60,664.07 0.00 45,065.81November 15, 2040 . . . . . . . . . . 0.00 0.00 54,488.19 0.00 38,082.31December 15, 2040 . . . . . . . . . . 0.00 0.00 48,450.03 0.00 31,254.64January 15, 2041 . . . . . . . . . . . . 0.00 0.00 42,547.20 0.00 24,580.10February 15, 2041 . . . . . . . . . . . 0.00 0.00 36,777.32 0.00 18,056.04March 15, 2041 . . . . . . . . . . . . . 0.00 0.00 31,138.05 0.00 11,679.85April 15, 2041 . . . . . . . . . . . . . . 0.00 0.00 25,627.09 0.00 5,448.95May 15, 2041 . . . . . . . . . . . . . . . 0.00 0.00 20,242.19 0.00 0.00June 15, 2041 . . . . . . . . . . . . . . . 0.00 0.00 14,981.12 0.00 0.00July 15, 2041 . . . . . . . . . . . . . . . 0.00 0.00 9,841.69 0.00 0.00August 15, 2041 . . . . . . . . . . . . . 0.00 0.00 4,821.75 0.00 0.00September 15, 2041

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

B-12

Offering Circular Supplement(To Offering Circular

Dated June 1, 2010)

$687,234,576

Freddie MacMulticlass Certificates, Series 3784

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 varyingprices

Closing Date: January 28, 2011

REMICClasses

OriginalBalance

PrincipalType(1)

ClassCoupon

InterestType(1)

CUSIPNumber

Final PaymentDate

Group 1CA . . . . . . . . . . . . . . . . . . . . . . . $123,654,795 SEQ 4.0% FIX 3137A52U7 May 15, 2025CW. . . . . . . . . . . . . . . . . . . . . . . 10,149,272 SEQ 4.0 FIX 3137A53M4 January 15, 2026Group 2HE . . . . . . . . . . . . . . . . . . . . . . . 106,645,000 SEQ 4.0 FIX 3137A54P6 June 15, 2034JE . . . . . . . . . . . . . . . . . . . . . . . 17,565,000 SEQ 4.0 FIX 3137A55D2 May 15, 2036KZ . . . . . . . . . . . . . . . . . . . . . . . 25,000,000 SEQ 4.0 FIX/Z 3137A56D1 January 15, 2041VA . . . . . . . . . . . . . . . . . . . . . . . 14,014,000 AD/SEQ 4.0 FIX 3137A57B4 March 15, 2022VB . . . . . . . . . . . . . . . . . . . . . . . 16,543,000 SEQ 4.0 FIX 3137A57C2 January 15, 2031Group 3F . . . . . . . . . . . . . . . . . . . . . . . 51,354,485 PT (2) FLT 3137A53Q5 July 15, 2023PO . . . . . . . . . . . . . . . . . . . . . . . 20,541,794 PT 0.0 PO 3137A56T6 July 15, 2023S . . . . . . . . . . . . . . . . . . . . . . . 51,354,485 NTL(PT) (2) INV/IO 3137A56Z2 July 15, 2023Group 4BH . . . . . . . . . . . . . . . . . . . . . . . 72,000,000 PT 3.5 FIX 3137A52H6 January 15, 2021Group 5CT . . . . . . . . . . . . . . . . . . . . . . . 6,000,000 SEQ 7.0 FIX 3137A53K8 July 15, 2025CU . . . . . . . . . . . . . . . . . . . . . . . 18,000,000 SEQ 3.0 FIX 3137A53L6 July 15, 2025DA . . . . . . . . . . . . . . . . . . . . . . . 4,000,000 SEQ 4.0 FIX 3137A53N2 July 15, 2025DW. . . . . . . . . . . . . . . . . . . . . . . 1,767,230 SEQ 4.0 FIX 3137A53P7 January 15, 2026Group 6FL . . . . . . . . . . . . . . . . . . . . . . . 12,256,000 SUP (2) FLT/DLY 3137A53R3 January 15, 2026PD . . . . . . . . . . . . . . . . . . . . . . . 75,488,000 PAC 4.0 FIX 3137A56H2 January 15, 2026SL . . . . . . . . . . . . . . . . . . . . . . . 12,256,000 SUP (2) INV/DLY 3137A57A6 January 15, 2026Group 7GJ . . . . . . . . . . . . . . . . . . . . . . . 80,283,000 SEQ 3.5 FIX 3137A53Z5 January 15, 2024GW. . . . . . . . . . . . . . . . . . . . . . . 19,717,000 SEQ 3.5 FIX 3137A54H4 January 15, 2026ResidualR . . . . . . . . . . . . . . . . . . . . . . . 0 NPR 0.0 NPR 3137A56X7 January 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 havecarefully considered and are able to bear the associated prepayment, interest rate, yield and market risks ofinvesting 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 OfferingCircular and the documents identified under Available Information.

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

Wells Fargo SecuritiesDecember 16, 2010

Exhibit I — Series 3784 Front Cover and Terms Sheet

I-1

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 February 2011.

Form of Classes

Regular and MACR Classes: Book-entry on Fed System

Residual Class: Certificated

Interest

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

PO is a Principal Only Class and does not bear interest.

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 3F . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.66% LIBOR + 0.4% 0.4% 7.0%S . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.34 6.6% � LIBOR 0 6.6Group 6FL* . . . . . . . . . . . . . . . . . . . . . . . . . . 1.06 LIBOR + 0.8% 0.8 6.0SL* . . . . . . . . . . . . . . . . . . . . . . . . . . 6.94 7.2% � LIBOR 2.0 7.2

* Delay Class.

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

I-2

Notional Classes


Group 1CI* $61,827,397 CA (SEQ)

Group 2HI* $53,322,500 HE (SEQ)JI* 8,782,500 JE (SEQ)KI* 62,105,000 HE and JE, as a whole (SEQ)

Group 3S $51,354,485 F (PT)

Group 4BI* $41,142,857 BH (PT)

Group 6PI* $37,744,000 PD (PAC)

Group 7GI* $34,407,000 GJ (SEQ)

* MACR Class.


MACR Classes



Principal

REMIC Classes


Group 1

• The Group 1 Asset Principal Amount to CA and CW, in that order, until retiredSequentialPay

Group 2

• The Accrual Amount to VA and VB, in that order, until retired, and then to KZSequentialPay andAccrual

• The Group 2 Asset Principal Amount to HE, JE, VA, VB and KZ, in that order, until retiredSequentialPay

Group 3

• The Group 3 Asset Principal Amount to F and PO, pro rata, until retiredPass-Through

Group 4

• The Group 4 Asset Principal Amount to BH, until retiredPass-Through

Notional Classes


Group 1CI* $61,827,397 CA (SEQ)

Group 2HI* $53,322,500 HE (SEQ)JI* 8,782,500 JE (SEQ)KI* 62,105,000 HE and JE, as a whole (SEQ)

Group 3S $51,354,485 F (PT)

Group 4BI* $41,142,857 BH (PT)

Group 6PI* $37,744,000 PD (PAC)

Group 7GI* $34,407,000 GJ (SEQ)

* MACR Class.


MACR Classes



Principal

REMIC Classes


Group 1

• The Group 1 Asset Principal Amount to CA and CW, in that order, until retired��

SequentialPay

Group 2

• The Accrual Amount to VA and VB, in that order, until retired, and then to KZ��

SequentialPay andAccrual

• The Group 2 Asset Principal Amount to HE, JE, VA, VB and KZ, in that order, until retired��

SequentialPay

Group 3

• The Group 3 Asset Principal Amount to F and PO, pro rata, until retired��

Pass-Through

Group 4

• The Group 4 Asset Principal Amount to BH, until retired��

Pass-Through

I-3

Group 5


1. To CT, CU and DA, pro rata, until retired

2. To DW, until retired

SequentialPay

Group 6


1. To PD, until reduced to its Targeted BalancePAC

2. To FL and SL, pro rata, until retiredSupport

3. To PD, until retiredPAC

Group 7

• The Group 7 Asset Principal Amount to GJ and GW, in that order, until retiredSequentialPay

The “Targeted Balances” are in Appendix B. They were calculated using a Structuring Range of100% PSA - 300% PSA.


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 a single REMIC Pool for this Series. We will elect to treat the REMIC Pool as aREMIC under the Code. R will be the “Residual Class” and the other Classes shown on the front coverwill be “Regular Classes.” The Residual Class will be subject to transfer restrictions. See CertainFederal Income Tax Consequences in this Supplement and the Offering Circular.


Group 1

0% 100% 260% 450% 600%PSA Prepayment Assumption

C, CA, CB, CD, CE, CG, CH, CI, CJ, CK, CL,CM, CN, CP, CQ and CS . . . . . . . . . . . . . . . . . . . 8.2 5.0 3.3 2.2 1.7

CW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.6 12.2 10.8 8.4 6.8WA(2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.6 12.2 10.8 8.5 6.8Group 1 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.7 5.5 3.8 2.7 2.1


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

Group 5


1. To CT, CU and DA, pro rata, until retired

2. To DW, until retired

��

SequentialPay

Group 6


1. To PD, until reduced to its Targeted Balance��PAC

2. To FL and SL, pro rata, until retired��Support

3. To PD, until retired��PAC

Group 7

• The Group 7 Asset Principal Amount to GJ and GW, in that order, until retired��

SequentialPay

The “Targeted Balances” are in Appendix B. They were calculated using a Structuring Range of100% PSA - 300% PSA.


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 a single REMIC Pool for this Series. We will elect to treat the REMIC Pool as aREMIC under the Code. R will be the “Residual Class” and the other Classes shown on the front coverwill be “Regular Classes.” The Residual Class will be subject to transfer restrictions. See CertainFederal Income Tax Consequences in this Supplement and the Offering Circular.


Group 1


C, CA, CB, CD, CE, CG, CH, CI, CJ, CK, CL,CM, CN, CP, CQ and CS . . . . . . . . . . . . . . . . . . . 8.2 5.0 3.3 2.2 1.7

CW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.6 12.2 10.8 8.4 6.8WA(2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.6 12.2 10.8 8.5 6.8Group 1 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.7 5.5 3.8 2.7 2.1


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

I-4

Group 2


H, HA, HB, HC, HD, HE, HG, HI, HJ, HK, HL,HM, HN and HP . . . . . . . . . . . . . . . . . . . . . . . . . . 14.5 4.6 2.8 1.9 1.4

J, JA, JB, JC, JD, JE, JG, JH, JI, JK, JL, JM,JN and JP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.3 11.6 7.1 4.8 3.6

JU . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.0 6.5 4.2 3.0 2.3K, KA, KB, KC, KD, KE, KG, KH, KI, KJ, KL,

KM, KN and KP . . . . . . . . . . . . . . . . . . . . . . . . . . 15.9 5.6 3.4 2.3 1.7KZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.8 20.3 15.6 11.7 9.2VA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.0 6.0 5.6 4.5 3.7VB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.8 13.6 9.5 6.8 5.3Group 2 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.6 9.8 6.5 4.6 3.5

Group 3


AB, AD, AE, AG, AT, F, PO,S and Group 3 Assets . . . . . . . . . . . . . . . . . . . . . . . 6.6 5.2 2.8 1.9 1.4

Group 4


BA, BC, BD, BE, BG, BH, BI, BJ, BK, BL, BM,BN, BP, BQ, BT and Group 4 Assets . . . . . . . . . . . 5.5 4.6 3.9 3.4 2.9

Group 5


CT, CU and DA . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.3 5.0 3.4 2.3 1.7DW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.7 12.1 11.0 8.8 7.1Group 5 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.7 5.4 3.8 2.6 2.1

Group 6


FL and SL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.8 9.6 2.7 1.5 0.5PA, PB, PC, PD, PE, PG, PH, PI, PJ, PK, PL, PM,

PN, PQ, PT and PU . . . . . . . . . . . . . . . . . . . . . . . 7.1 4.2 4.2 4.2 2.6Group 6 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.7 5.5 3.9 3.5 2.1

Group 7


GA, GB, GC, GD, GE, GH, GI, GJ, GK, GL, GM,GN, GP, GQ and GT. . . . . . . . . . . . . . . . . . . . . . . 7.3 5.0 3.7 2.9 2.4

GW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14.0 12.6 10.9 8.8 7.0Group 7 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.6 6.5 5.1 4.0 3.3

I-5

The Assets

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

Group Principal BalanceOriginal Term

(in years) Interest Rate

1 $133,804,067 15 4.0%2 179,767,000 30 4.03 71,896,279 15 5.04 72,000,000 10 3.55 29,767,230 15 4.06 100,000,000 15 4.07 100,000,000 15 3.5

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.

Mortgage Characteristics (as of January 1, 2011)

Group 1, 2, 4, 5, 6 and 7 Assets — Assumed Mortgage Characteristics

Group Principal Balance

Remaining Termto Maturity(in months)

Loan Age(in months)



of Related PCs

1 $133,804,067 156 19 4.493% 4.0%2 179,767,000 333 20 4.647 4.04 72,000,000 119 1 4.000 3.55 29,767,230 153 19 4.500 4.06 100,000,000 156 19 4.500 4.07 100,000,000 179 1 4.000 3.5

Group 3 Assets — Mortgage Characteristics

PC PoolNumber Principal Balance

Weighted AverageRemaining Term

to Maturity(in months)

Weighted AverageLoan Age

(in months)

Weighted AveragePer Annum

Interest Rate


of Related PCs

G13213 $71,896,279.50 142 33 5.642% 5.0%

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

See General Information — The Mortgages.

I-6

If you intend to purchase Certificates, you shouldrely only on the information in this Supplementand the Offering Circular, including theinformation in the Incorporated Documents. Wehave not authorized anyone to provide you withdifferent information.

This Supplement, the Offering Circular and theIncorporated Documents may not be correctafter their dates.

We are not offering the Certificates in anyjurisdiction that prohibits their offer.

TABLE OF CONTENTSDescription Page

Offering Circular SupplementCertain Risk Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-2Terms Sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-3Available Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-13General Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-13

The Trust Agreement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-13Form of Certificates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-14Denominations of Certificates . . . . . . . . . . . . . . . . . . . . . . . . . S-14Structure of Transaction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-14The Mortgages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-15

Payments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-15Payment Dates; Record Dates . . . . . . . . . . . . . . . . . . . . . . . . . S-15Method of Payment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-15Categories of Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-15Interest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-16Principal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-16Class Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-17Guarantees . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-171% Clean-up Call . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-18Residual Proceeds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-18

Prepayment and Yield Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . S-18General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-18Prepayment and Weighted Average Life Considerations . . . . . . S-20Declining Balances Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-25Yield Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-34

Final Payment Dates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-37Certain Federal Income Tax Consequences . . . . . . . . . . . . . . . . . . . S-37

General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-37Regular Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-37Residual Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-38MACR Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-39

ERISA Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-39Accounting Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-39Legal Investment Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . S-39Plan of Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-39Legal Matters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-40Appendix A — Available Combinations — Series 4094 . . . . . . . . . . A-1Appendix B — Balances Schedules . . . . . . . . . . . . . . . . . . . . . . . . . B-1Exhibit I — Series 3784 Front Cover and Terms Sheet . . . . . . . . . . . I-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

$839,713,456

Freddie Mac

Multiclass Certificates,Series 4094

Wells Fargo Securities

July 23, 2012