BofA Merrill Lynch - Fannie Mae · 2019-07-20 · information in this summary is provided as of...

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

$856,890,377

Guaranteed REMIC Pass-Through CertificatesFannie Mae REMIC Trust 2013-86

The Certificates

We, the Federal National Mortgage Associa-tion (Fannie Mae), will issue the classes ofcertificates listed in the chart on this cover.

Payments to Certificateholders

We will make monthly payments on thecertificates. You, the investor, will receive• interest accrued on the balance of your

certificate (except in the case of theaccrual classes), and

• principal to the extent available for pay-ment on your class.

We will pay principal at rates that may varyfrom time to time. We may not pay principalto certain classes for long periods of time.

The Fannie Mae Guaranty

We will guarantee that required payments ofprincipal and interest on the certificates areavailable for distribution to investors on time.

The Trust and its Assets

The trust will own• Fannie Mae MBS,• underlying REMIC and RCR certificates

backed by Fannie Mae MBS, and• Fannie Mae Stripped MBS.

The mortgage loans underlying the FannieMae MBS and Fannie Mae Stripped MBSare first lien, single-family, fixed-rate loans.

Class Group

OriginalClass

BalancePrincipalType(1)

InterestRate

InterestType(1)

CUSIPNumber

FinalDistribution

Date

GD(2) . . . . 1 $131,186,000 SEQ 2.00% FIX 3136AFZ31 July 2030GI(2) . . . . . 1 43,728,666(3) NTL 3.00 FIX/IO 3136AFZ49 July 2030GW(2) . . . . 1 22,512,000 SEQ 3.00 FIX 3136AFZ56 April 2032GX(2) . . . . 1 18,321,950 SEQ 3.00 FIX 3136AFZ64 August 2033

PA . . . . . . 2 66,236,000 SC/PAC 2.25 FIX 3136AFZ72 December 2032PY . . . . . . 2 6,008,000 SC/PAC 2.25 FIX 3136AFZ80 December 2032PH . . . . . . 2 34,300 SC/SUP 2.25 FIX 3136AFZ98 December 2032

IB . . . . . . 3 25,171,819(3) NTL 3.00 FIX/IO 3136AF2A1 November 2032

CF(2) . . . . . 4 91,229,388 PAC/AD (4) FLT 3136AF2B9 July 2043CS(2) . . . . . 4 91,229,388(3) NTL (4) INV/IO 3136AF2C7 July 2043CB(2) . . . . . 4 72,983,512 PAC/AD 2.00 FIX 3136AF2D5 July 2043CY . . . . . . 4 1,912,100 PAC/AD 4.50 FIX 3136AF2E3 August 2043ZC . . . . . . 4 49,375,000 SUP 4.50 FIX/Z 3136AF 2 F 0 August 2043

A . . . . . . 5 16,330,000 SEQ/AD 3.00 FIX 3136AF2G8 May 2043Z . . . . . . 5 124,103 SEQ 3.00 FIX/Z 3136AF2H6 August 2043

LW . . . . . . 6 12,878,481 SC/PT (5) WAC 3136AF 2 J 2 July 2038

(Table continued on next page)

If you own certificates of certain classes, you can exchange them for certificates of thecorresponding RCR classes to be delivered at the time of exchange. The GY, GL, GE,GH, GA, CA, VN, MY, LB, LC, LD, LE, WA and WM Classes are the RCR classes.For a more detailed description of the RCR classes, see Schedule 1 attached to thisprospectus supplement and “Description of the Certificates—Combination andRecombination—RCR Certificates” in the REMIC prospectus.

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

Carefully consider the risk factors starting on page S-10 of this prospectus supplement and starting on page 13 of theREMIC prospectus. Unless you understand and are able to tolerate these risks, you should not invest in the certificates.You should read the REMIC prospectus as well as this prospectus supplement.The certificates, together with interest thereon, are not guaranteed by the United States and do not constitute a debt or obligationof the United States or any agency or instrumentality thereof other than Fannie Mae.The certificates are exempt from registration under the Securities Act of 1933 and are “exempted securities” under the SecuritiesExchange Act of 1934.

BofA Merrill Lynch

The date of this Prospectus Supplement is July 24, 2013

Class Group

OriginalClass

BalancePrincipalType(1)

InterestRate

InterestType(1)

CUSIPNumber

FinalDistribution

Date

MG . . . . . . 7 $100,000,000 SEQ 3.00% FIX 3136AF2K9 September 2038MI . . . . . . 7 14,285,714(3) NTL 3.50 FIX/IO 3136AF2L7 September 2038VL(2) . . . . . 7 14,255,000 SEQ/AD 3.50 FIX 3136AF2M5 August 2026VM(2) . . . . 7 5,770,000 SEQ/AD 3.50 FIX 3136AF2N3 July 2030ZM(2) . . . . 7 24,903,000 SEQ 3.50 FIX/Z 3136AF 2 P 8 August 2043

LA(2) . . . . . 8 30,986,000 PAC 2.50 FIX 3136AF2Q6 February 2043LI(2) . . . . . 8 8,853,142(3) NTL 3.50 FIX/IO 3136AF2R4 February 2043LG . . . . . . 8 1,311,000 PAC 3.50 FIX 3136AF 2 S 2 August 2043LK . . . . . . 8 2,334,000 PAC 3.50 FIX 3136AF2T0 August 2043LF . . . . . . 8 7,442,830 SUP (4) FLT 3136AF2U7 August 2043LS . . . . . . 8 1,200,000 SUP (4) INV 3136AF2V5 August 2043SL . . . . . . 8 800,000 SUP (4) INV 3136AF2W3 August 2043SJ . . . . . . 8 2,653,047 SUP (4) INV 3136AF2X1 August 2043JS . . . . . . 8 663,261 SUP (4) INV 3136AF2Y9 August 2043

TE . . . . . . 9 50,000,000 SEQ 2.75 FIX 3136AF2Z6 December 2039TG . . . . . . 9 25,000,000 SEQ 2.80 FIX 3136AF3A0 December 2039TI . . . . . . 9 23,125,000(3) NTL 4.00 FIX/IO 3136AF3B8 December 2039TV . . . . . . 9 10,028,747 SEQ/AD 4.00 FIX 3136AF3C6 July 2026TZ . . . . . . 9 14,971,253 SEQ 4.00 FIX/Z 3136AF3D4 August 2043

WL(2) . . . . 10 56,559,104 SEQ 3.00 FIX 3136AF3E2 December 2039WI(2) . . . . . 10 14,139,776(3) NTL 4.00 FIX/IO 3136AF 3 F 9 December 2039WV . . . . . . 10 7,574,633 SEQ/AD 4.00 FIX 3136AF3G7 July 2026WZ . . . . . . 10 11,307,668 SEQ 4.00 FIX/Z 3136AF3H5 August 2043

R . . . . . . 0 NPR 0 NPR 3136AF 3 J 1 August 2043RL . . . . . . 0 NPR 0 NPR 3136AF3K8 August 2043

(1) See “Description of theCertificates—Class Definitionsand Abbreviations” in theREMIC prospectus.

(2) Exchangeable classes.

(3) Notional principal balances. These classes are interest onlyclasses. See page S-8 for a description of how their notionalprincipal balances are calculated.

(4) Based on LIBOR.(5) The interest rate of the LW Class is calculated as described on

page S-15.

i

TABLE OF CONTENTS

Page

AVAILABLE INFORMATION . . . . . . S- 3SUMMARY . . . . . . . . . . . . . . . . . . . . . . . . S- 5ADDITIONAL RISK FACTORS . . . . . S-10DESCRIPTION OF THE

CERTIFICATES . . . . . . . . . . . . . . . . . S-11GENERAL . . . . . . . . . . . . . . . . . . . . . . . . S-11

Structure . . . . . . . . . . . . . . . . . . . . . . S-11Fannie Mae Guaranty . . . . . . . . . . . S-12Characteristics of Certificates . . . . . S-12Authorized Denominations . . . . . . . S-12

THE TRUST MBS . . . . . . . . . . . . . . . . . . S-12THE UNDERLYING REMIC AND RCR

CERTIFICATES . . . . . . . . . . . . . . . . . . . S-13THE GROUP 6 SMBS . . . . . . . . . . . . . . . S-14DISTRIBUTIONS OF INTEREST . . . . . . . . S-14

General . . . . . . . . . . . . . . . . . . . . . . . . S-14Delay Classes and No-Delay

Classes . . . . . . . . . . . . . . . . . . . . . . S-14Accrual Classes . . . . . . . . . . . . . . . . . S-14The LW Class . . . . . . . . . . . . . . . . . . . S-15

DISTRIBUTIONS OF PRINCIPAL . . . . . . . S-15STRUCTURING ASSUMPTIONS . . . . . . . . S-17

Pricing Assumptions . . . . . . . . . . . . . S-17Prepayment Assumptions . . . . . . . . . S-18Principal Balance Schedules . . . . . . S-18

Page

YIELD TABLES . . . . . . . . . . . . . . . . . . . . S-19General . . . . . . . . . . . . . . . . . . . . . . . . S-19The Inverse Floating Rate

Classes . . . . . . . . . . . . . . . . . . . . . . S-19The Fixed Rate Interest Only

Classes . . . . . . . . . . . . . . . . . . . . . . S-21WEIGHTED AVERAGE LIVES OF THE

CERTIFICATES . . . . . . . . . . . . . . . . . . S-23DECREMENT TABLES . . . . . . . . . . . . . . . S-23CHARACTERISTICS OF THE RESIDUAL

CLASSES . . . . . . . . . . . . . . . . . . . . . . . S-33CERTAIN ADDITIONAL FEDERAL

INCOME TAX CONSEQUENCES . . S-33U.S. TREASURY CIRCULAR 230

NOTICE . . . . . . . . . . . . . . . . . . . . . . . . S-33REMIC ELECTIONS AND SPECIAL TAX

ATTRIBUTES . . . . . . . . . . . . . . . . . . . . S-33TAXATION OF BENEFICIAL OWNERS OF

REGULAR CERTIFICATES . . . . . . . . . . S-34TAXATION OF BENEFICIAL OWNERS OF

RESIDUAL CERTIFICATES . . . . . . . . . S-34TAXATION OF BENEFICIAL OWNERS OF

RCR CERTIFICATES . . . . . . . . . . . . . . S-35PLAN OF DISTRIBUTION . . . . . . . . . S-35LEGAL MATTERS . . . . . . . . . . . . . . . . S-35EXHIBIT A . . . . . . . . . . . . . . . . . . . . . . . A- 1SCHEDULE 1 . . . . . . . . . . . . . . . . . . . . . A- 2PRINCIPAL BALANCE

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

S-2

AVAILABLE INFORMATION

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

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

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

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

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

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

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

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

O January 1, 2006, for all other MBS

(as applicable, the “MBS Prospectus”);

• if you are purchasing a Group 2 or Group 3 Class or the R or RL Class, the disclosuredocuments relating to the applicable underlying REMIC and RCR certificates (the“Underlying REMIC Disclosure Documents”);

• if you are purchasing the Group 6 Class or the R or RL Class

our Prospectus for Fannie Mae Stripped Mortgage-Backed Securities dated

O February 1, 2012, for all SMBS issued on or after February 1, 2012,

O January 1, 2009, for all SMBS issued on or after January 1, 2009 and prior toFebruary 1, 2012,

O December 1, 2007, for all SMBS issued on or after December 1, 2007 and prior toJanuary 1, 2009, or

O May 1, 2002, for all other SMBS

(as applicable, the “SMBS Prospectus”); and

the preliminary data statement or prospectus supplement, as applicable, relating to theapplicable SMBS (the “SMBS Supplements”); and

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

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

The MBS Prospectus, the SMBS Prospectus, the SMBS Supplements and the UnderlyingREMIC Disclosure Documents are incorporated by reference in this prospectus supplement. Thismeans that we are disclosing information in those documents by referring you to them. Thosedocuments are considered part of this prospectus supplement, so you should read this prospectussupplement, and any applicable supplements or amendments, together with those documents.

S-3

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

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

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

You also can obtain copies of the REMIC Prospectus, the MBS Prospectus, the SMBSProspectus, the SMBS Supplements and the Underlying REMIC Disclosure Documents by writingor calling the dealer at:

Merrill Lynch, Pierce, Fenner & Smith IncorporatedMortgage Finance DepartmentOne Bryant ParkNew York, New York 10036(telephone 646-855-8340).

S-4

SUMMARY

This summary contains only limited information about the certificates. Statisticalinformation in this summary is provided as of July 1, 2013. You should purchase thecertificates only after reading this prospectus supplement and each of the additionaldisclosure documents listed on page S-3. In particular, please see the discussion of riskfactors that appears in each of those additional disclosure documents.

Assets Underlying Each Group of Classes

Group Assets

1 Group 1 MBS2 Class 2013-18-DC REMIC Certificate

Class 2013-18-DE RCR CertificateClass 2013-18-DI REMIC Certificate

3 Class 2013-6-NI REMIC CertificateClass 2013-32-GI REMIC CertificateClass 2013-46-NI REMIC Certificate

4 Group 4 MBS5 Group 5 MBS6 Group 6 SMBS7 Group 7 MBS8 Group 8 MBS9 Group 9 MBS

10 Group 10 MBS

Group 1, Group 4, Group 5, Group 7, Group 8, Group 9 and Group 10

Characteristics of the Trust MBS

ApproximatePrincipalBalance

Pass-Through

Rate

Range of WeightedAverage Coupons

or WACs(annual percentages)

Range of WeightedAverage RemainingTerms to Maturity

or WAMs(in months)

Group 1 MBS $172,019,950 3.00% 3.25% to 5.50% 181 to 240Group 4 MBS $215,500,000 4.50% 4.75% to 7.00% 241 to 360Group 5 MBS $ 16,454,103 3.00% 3.25% to 5.50% 241 to 360Group 7 MBS $144,928,000 3.50% 3.75% to 6.00% 241 to 360Group 8 MBS $ 22,269,478 3.50% 3.75% to 6.00% 241 to 360

$ 25,120,660 3.50% 3.75% to 6.00% 241 to 360Group 9 MBS $100,000,000 4.00% 4.25% to 6.50% 241 to 360Group 10 MBS $ 75,441,405 4.00% 4.25% to 6.50% 241 to 360

S-5

Assumed Characteristics of the Underlying Mortgage Loans

PrincipalBalance

OriginalTerm toMaturity

(in months)

RemainingTerm toMaturity

(in months)Loan Age

(in months)Interest

Rate

Group 1 MBS $172,019,950 240 227 12 3.620%Group 4 MBS $215,500,000 360 325 31 4.868%Group 5 MBS $ 16,454,103 360 358 1 3.600%Group 7 MBS $144,928,000 360 355 2 4.070%Group 8 MBS $ 22,269,478 360 341 16 4.137%

$ 25,120,660 360 358 2 4.134%Group 9 MBS $100,000,000 360 353 3 4.500%Group 10 MBS $ 75,441,405 360 353 3 4.500%

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

Group 2 and Group 3

Exhibit A describes the underlying REMIC and RCR certificates in Group 2 and Group 3,including certain information about the related mortgage loans. To learn more about the under-lying REMIC and RCR certificates, you should obtain from us the current class factors and therelated disclosure documents as described on page S-3.

Group 6

Characteristics of the Group 6 SMBS

Principal orNotional Principal

Balance

Pass-Through

Rate

SMBS Trustand Class

Designation

$12,878,481† 0.00% 340-1$10,548,646* 5.50% 390-C2

† Principal balance. These are principal only SMBS certificates.* Notional principal balance. These are interest only SMBS certificates.

Assumed Characteristics of the Underlying Mortgage Loans

PrincipalBalance

OriginalTerm toMaturity

(in months)

RemainingTerm toMaturity

(in months)Loan Age

(in months)Interest

Rate

$12,878,481 360 228 120 5.446%$10,548,646 360 254 75 6.078%

The actual remaining terms to maturity, loan ages and interest rates of most of the mortgageloans underlying the Group 6 SMBS will differ from those shown above, and may differ significantly.See “Risk Factors—Risks Relating to Yield and Prepayment—Yield—Yields on the SMBS certifi-cates are affected by actual characteristics of the related mortgage loans” in the SMBS Prospectus.

Settlement Date

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

S-6

Distribution Dates

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

Record Date

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

Book-Entry and Physical Certificates

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

Fed Book-Entry DTC Book-Entry Physical

All classes other than the LW, R and RL Classes LW Class R and RL Classes

Exchanging Certificates Through Combination and Recombination

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

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

Interest Rates

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

During the initial interest accrual period, the floating rate and inverse floating rate classes willbear interest at the initial interest rates listed below. During each subsequent interest accrualperiod, the floating rate and inverse floating rate classes will bear interest based on the formulasindicated below, but always subject to the specified maximum and minimum interest rates:

Class

InitialInterest

Rate

MaximumInterest

Rate

MinimumInterest

Rate

Formula forCalculation of

Interest Rate(1)

CF . . . . . . . . . . . . . . . 0.54160% 6.50000% 0.35% LIBOR + 35 basis pointsCS . . . . . . . . . . . . . . . 5.95840% 6.15000% 0.00% 6.15% � LIBORLF . . . . . . . . . . . . . . . 1.19000% 6.00000% 1.00% LIBOR + 100 basis pointsLS . . . . . . . . . . . . . . . 7.72333% 8.16667% 0.00% 8.16667% � (2.33333329 × LIBOR)SL . . . . . . . . . . . . . . . 5.25000% 5.25000% 0.00% 17.50% � (3.49999983 × LIBOR)SJ . . . . . . . . . . . . . . . 7.36750% 7.70000% 0.00% 7.70% � (1.74999979 × LIBOR)JS . . . . . . . . . . . . . . . 4.20000% 4.20000% 0.00% 35.00% � (6.99999917 × LIBOR)

(1) We will establish LIBOR on the basis of the “BBA Method.”

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

S-7

Notional Classes

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

Class

GI . . . . . . . . . . . . . . . . . . 33.3333328251% of the GD ClassIB . . . . . . . . . . . . . . . . . . 100% of the aggregate notional principal balance of

the Group 3 Underlying REMIC CertificatesCS . . . . . . . . . . . . . . . . . . 100% of the CF ClassMI . . . . . . . . . . . . . . . . . . 14.285714% of the MG ClassLI . . . . . . . . . . . . . . . . . . 28.5714258052% of the LA ClassTI . . . . . . . . . . . . . . . . . . 46.25% of the TE ClassWI . . . . . . . . . . . . . . . . . . 25% of the WL Class

Distributions of Principal

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

Weighted Average Lives (years)*

PSA Prepayment AssumptionGroup 1 Classes 0% 100% 200% 250% 300% 500% 700% 900%

GD, GI, GL, GE, GH and GA . . . . . . . . . . . . . . . . . . . . . . 9.7 5.1 3.5 3.0 2.7 1.8 1.4 1.1GW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.8 13.2 9.9 8.6 7.5 4.9 3.5 2.7GX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.4 16.9 14.6 13.4 12.1 8.3 5.9 4.5GY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.5 14.9 12.0 10.7 9.6 6.4 4.6 3.5

PSA Prepayment AssumptionGroup 2 Classes 0% 100% 120% 190% 225% 300% 500% 700% 900%

PA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.5 5.1 4.8 4.8 4.8 4.1 2.8 2.1 1.7PY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.8 13.7 13.7 13.7 13.7 11.6 7.8 5.6 4.2PH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.3 10.7 6.7 1.9 1.9 1.7 1.3 0.9 0.7

PSA Prepayment AssumptionGroup 3 Class 0% 100% 200% 250% 300% 500% 700% 900%

IB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.3 6.2 4.6 4.1 3.6 2.5 2.0 1.6

PSA Prepayment AssumptionGroup 4 Classes 0% 100% 150% 300% 350% 500% 700% 900% 1200% 1500% 1800% 2200%

CF, CS, CB and CA . . . . . 12.0 5.2 4.4 4.4 4.4 3.2 2.1 1.5 1.0 0.5 0.1 0.1CY . . . . . . . . . . . . . . . . . . . . 21.0 20.0 20.0 20.0 20.0 14.7 10.0 7.2 4.5 2.5 0.1 0.1ZC . . . . . . . . . . . . . . . . . . . . 25.7 17.4 15.0 4.0 1.3 0.6 0.3 0.2 0.1 0.1 0.1 0.1

PSA Prepayment AssumptionGroup 5 Classes 0% 100% 200% 250% 300% 500% 700% 900% 1100% 1400%

A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.7 10.3 7.0 6.0 5.3 3.6 2.8 2.3 2.0 1.7Z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29.9 29.0 26.4 24.4 22.3 15.3 11.0 8.4 6.5 4.6

S-8

PSA Prepayment AssumptionGroup 6 Class 0% 100% 200% 300% 500% 700% 900% 1200% 1500%

LW† . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.4 7.6 5.4 4.1 2.6 1.8 1.3 0.8 0.5


MG and MI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.5 6.3 4.1 3.5 3.1 2.6 2.0 1.7VL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 6.3 5.7 5.2 4.5 3.4 2.8VM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.0 14.0 9.8 8.4 7.4 6.0 4.4 3.5ZM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.7 20.7 15.5 13.5 11.9 9.5 6.7 5.1VN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3 9.0 7.3 6.5 5.9 4.9 3.7 3.0MY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27.7 20.1 14.2 12.2 10.6 8.3 5.8 4.4

PSA Prepayment AssumptionGroup 8 Classes 0% 100% 116% 140% 200% 320% 321% 500% 700% 900% 1300% 1700% 2200%

LA, LI, LB, LC, LDand LE . . . . . . . . . . 15.0 5.8 5.4 5.4 5.4 5.4 5.4 3.9 2.9 2.3 1.7 1.3 1.0

LG . . . . . . . . . . . . . . . . 24.7 18.7 18.7 18.7 18.7 18.7 18.7 12.6 8.9 6.6 4.1 2.3 1.7LK . . . . . . . . . . . . . . . . 25.3 12.0 9.7 2.9 2.9 2.9 2.9 1.9 1.4 1.2 0.8 0.6 0.4LF, LS, SL, SJ and

JS . . . . . . . . . . . . . . 28.0 20.2 18.8 16.6 10.1 2.3 2.3 1.2 0.8 0.6 0.4 0.3 0.2


TE, TG and TI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.7 7.0 5.5 4.5 3.4 2.3 1.9 1.6TV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 7.0 6.7 5.7 4.3 3.4 2.8TZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.2 21.5 18.3 15.9 12.3 8.1 5.9 4.6


WL, WI, WA and WM . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.7 7.0 5.5 4.5 3.4 2.3 1.9 1.6WV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.0 7.0 7.0 6.7 5.7 4.3 3.4 2.8WZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.2 21.5 18.3 15.9 12.3 8.1 5.9 4.6

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

† The weighted average life information set forth for the LW Class is based solely on assumed principaldistributions.

S-9

ADDITIONAL RISK FACTORS

In the future we may be unable to establishLIBOR on the basis of the BBA Method. OnSeptember 28, 2012, Britain’s Financial Serv-ices Authority recommended that the BBA beremoved from its rate-setting responsibilityand proposed additional reforms in connectionwith the determination of LIBOR. If in thefuture the BBA is no longer calculating theinterest settlement rate for one-month U.S.dollar deposits, or if for any other reason weare unable to establish LIBOR on the basis ofthe BBA Method on any index determinationdate, we will establish LIBOR based on theLIBO Method as described under “Descriptionof the Certificates—Distributions on Certifi-cates—Interest Distributions—Indices forFloating Rate Classes and Inverse FloatingRate Classes” in the REMIC Prospectus. Wecan provide no assurance as to which entity orentities will assume responsibility for settingthe applicable rates in the future. In addition,we can provide no assurance that LIBOR forany distribution date accurately represents theoffered rate applicable to loans in U.S. dollarsfor a one-month period between leadingEuropean banks or that LIBOR’s prominenceas a benchmark interest rate will be preserved.Finally, if we determine that the abovemethods for establishing LIBOR are no longerviable, we may in our discretion designate analternative method or, if appropriate, analternative index for the determination ofmonthly interest rates on the floating rate andinverse floating rate classes. We will designateany such alternative taking into accountgeneral comparability and other factors;however, in such case, we can provide noassurance that such alternative will yield thesame or similar economic results over the livesof the related classes.

Payments on the Group 2 and Group 3Classes will be affected by the applicablepayment priorities governing the related under-lying REMIC and RCR certificates. If you investin a Group 2 or Group 3 Class, the rate at whichyou receive payments will be affected by theapplicable priority sequences governingprincipal payments (or notional balance reduc-tions) on the related underlying REMIC andRCR certificates.

In particular, as described in the relatedUnderlying REMIC Disclosure Documents,principal payments (or notional balance reduc-tions) on the Group 2 Underlying REMIC andRCR Certificates, and notional balance reduc-tions on the Class 2013-6-NI REMIC Certificatein Group 3, are governed by principal balanceschedules. As a result, those underlying certifi-cates may receive principal payments (ornotional balance reductions) faster or slowerthan would otherwise have been the case. Insome cases, those underlying certificates mayreceive no principal payments for extendedperiods. Prepayments on the related mortgageloans may have occurred at rates faster orslower than the rates initially assumed. Incertain high prepayment scenarios, it is possiblethat the effect of a principal balance schedule onprincipal payments (or notional balance reduc-tions) over time may be eliminated. In such acase, the applicable underlying REMIC andRCR certificates would receive principalpayments (or notional balance reductions) atrates that may vary widely from period toperiod. This prospectus supplement contains noinformation as to whether

• the applicable underlying REMIC andRCR certificates have adhered to therelated principal balance schedules,

• any related support classes remainoutstanding, or

• the applicable underlying REMIC andRCR certificates otherwise haveperformed as originally anticipated.

You may obtain additional informationabout the underlying REMIC and RCR certifi-cates by reviewing their current class factors inlight of other information available in therelated Underlying REMIC Disclosure Docu-ments. You may obtain those documents fromus as described on page S-3.

Principal and interest payments on theLW Class in Group 6 are derived from sepa-rate sources. Interest payments on theLW Class will be based solely on interestpayable on the Class 390-C2 SMBS Certificatein Group 6, while principal payments on theLW Class will be based solely on principal

S-10

payable on the Class 340-1 SMBS Certificatein Group 6. The Class 390-C2 SMBS Certifi-cate and the Class 340-1 SMBS Certificate areindependent of one another. Accordingly, theinterest payment rate and principal paymentrate on the LW Class are unrelated, are likelyto differ, and may differ sharply. In addition,there is a risk that the LW Class could in thefuture receive only interest payments in the

event that the Class 340-1 SMBS Certificateis retired while the Class 390-C2 SMBSCertificate remains outstanding. Similarly,there is a risk that the LW Class could in thefuture receive only principal payments in theevent that the Class 390-C2 SMBS Certificateis retired while the Class 340-1 SMBS Certifi-cate remains outstanding.

DESCRIPTION OF THE CERTIFICATES

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

General

Structure. We will create the Fannie Mae REMIC Trust specified on the cover of this prospectussupplement (the “Trust”) pursuant to a trust agreement dated as of May 1, 2010 and a supplementthereto dated as of July 1, 2013 (the “Issue Date”). We will issue the Guaranteed REMIC Pass-Through Certificates (the “REMIC Certificates”) pursuant to that trust agreement and supplement.We will issue the Combinable and Recombinable REMIC Certificates (the “RCR Certificates” and,together with the REMIC Certificates, the “Certificates”) pursuant to a separate trust agreementdated as of May 1, 2010 and a supplement thereto dated as of the Issue Date (together with the trustagreement and supplement relating to the REMIC Certificates, the “Trust Agreement”). We willexecute the Trust Agreement in our corporate capacity and as trustee (the “Trustee”). In general, theterm “Classes” includes the Classes of REMIC Certificates and RCR Certificates.

The assets of the Trust will include:

• seven groups of Fannie Mae Guaranteed Mortgage Pass-Through Certificates (the “Group 1MBS,” “Group 4 MBS,” “Group 5 MBS,” “Group 7 MBS,” “Group 8 MBS,” “Group 9 MBS”and “Group 10 MBS,” and together, the “Trust MBS”),

• two groups of previously issued REMIC and RCR certificates (the “Group 2 UnderlyingREMIC and RCR Certificates” and the “Group 3 Underlying REMIC Certificates,” andtogether, the “Underlying REMIC and RCR Certificates”) issued from the related FannieMae REMIC trusts (the “Underlying REMIC Trusts”) as further described in Exhibit A, and

• certain previously issued Fannie Mae Stripped Mortgage-Backed Securities (the “Group 6SMBS”).

The Group 6 SMBS represent beneficial ownership interests in certain interest or principaldistributions on mortgage loans underlying certain Fannie Mae Guaranteed Mortgage Pass-Through Certificates.

The Underlying REMIC and RCR Certificates evidence direct or indirect beneficial ownershipinterests in certain Fannie Mae Guaranteed Mortgage Pass-Through Certificates (together withthe Trust MBS and the Fannie Mae Guaranteed Mortgage Pass-Through Certificates backing theGroup 6 SMBS, the “MBS”).

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

S-11

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

The following chart contains information about the assets, the “regular interests” and the“residual interests” of each REMIC. The REMIC Certificates other than the R and RL Classes arecollectively referred to as the “Regular Classes” or “Regular Certificates,” and the R andRL Classes are collectively referred to as the “Residual Classes” or “Residual Certificates.”

REMIC Designation Assets Regular InterestsResidualInterest

Lower Tier REMIC . . . . . . . Trust MBS, UnderlyingREMIC and RCR Certificatesand Group 6 SMBS

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

RL

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

R

Fannie Mae Guaranty. For a description of our guaranties of the Certificates, the MBS, theUnderlying REMIC and RCR Certificates and the Group 6 SMBS, see the applicable discussionsappearing under the heading “Fannie Mae Guaranty” in the REMIC Prospectus, the MBS Prospectus,the SMBS Prospectus, the SMBS Supplements and the Underlying REMIC Disclosure Documents, asapplicable. Our guaranties are not backed by the full faith and credit of the United States.

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

The LW Class will be represented by a single certificate (the “DTC Certificate”) to be regis-tered at all times in the name of the nominee of The Depository Trust Company (“DTC”), a NewYork-chartered limited purpose trust company, or any successor or depository selected orapproved by us. We refer to the nominee of DTC as the “Holder” or “Certificateholder” of the DTCCertificate. DTC will maintain the DTC Certificate through its book-entry facilities.

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

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

Classes Denominations

Interest Only and Inverse FloatingRate Classes and the LW Class

$100,000 minimum plus whole dollar increments

All other Classes (except the R andRL Classes)

$1,000 minimum plus whole dollar increments

The Trust MBS

The Trust MBS provide that principal and interest on the related Mortgage Loans are passedthrough monthly. The Mortgage Loans underlying the Trust MBS are conventional, fixed-rate,

S-12

fully-amortizing mortgage loans secured by first mortgages or deeds of trust on single-familyresidential properties. These Mortgage Loans have original maturities of up to 20 years in thecase of the Group 1 MBS; and up to 30 years in the case of the Group 4 MBS, Group 5 MBS,Group 7 MBS, Group 8 MBS, Group 9 MBS and Group 10 MBS.

In addition, the pools of mortgage loans backing the Group 4 MBS and Group 8 MBS havebeen designated as pools that include “jumbo-conforming” or “high balance” mortgage loans asdescribed further under “The Mortgage Loans—Special Feature Mortgage Loans—Loans withOriginal Principal Balances Exceeding our Traditional Conforming Loan Limits” in the MBSProspectus dated March 1, 2013. For periodic updates to that description, please refer to the PoolPrefix Glossary available on our Web site at www.fanniemae.com. For additional informationabout the particular pools underlying the Group 4 MBS and Group 8 MBS, see the Final DataStatement for the Trust and the related prospectus supplement for each MBS. See also “RiskFactors—Risks Relating to Yield and Prepayment—Refinancing of Loans; Sale of Property—“Jumbo-conforming” mortgage loans, which have original principal balances that exceed ourtraditional conforming loan limits, may prepay at different rates than conforming balance mort-gage loans generally” in the MBS Prospectus dated March 1, 2013.

Furthermore, the Mortgage Loans backing the Group 5 MBS are relocation Mortgage Loansmade under agreements between lenders and employers that frequently relocate their employees.For additional information, see “Risk Factors—Risks Relating to Yield and Prepayment—Yield—Prepayments—Pools Containing relocation mortgage loans have higher rates of prepayment thanotherwise comparable pools containing non-relocation mortgage loans” and “The Mortgage Loans—Special Feature Mortgage Loans—Relocation Loans” in the MBS Prospectus dated March 1, 2013.

Finally, the Mortgage Loans backing the Group 7 MBS, Group 9 MBS and Group 10 MBShave been refinanced under Fannie Mae Refi Plus and are designated as “high loan-to-value ratio”loans, with loan-to-value ratios ranging from greater than 105% up to 125% at the time ofrefinance. These loans are targeted at borrowers who have demonstrated an acceptable paymenthistory on their mortgage loans but may have been unable to refinance due to a decline in homeprices or the unavailability of mortgage insurance. Fannie Mae Refi Plus refinancing is availableonly if the new mortgage loan either reduces the monthly principal and interest payment for theborrower or provides a more stable loan product (such as movement from an adjustable-rate loanto a fixed rate loan). For more information on the Home Affordable Refinance Program, see “TheMortgage Loans—High Loan-to-Value Mortgage Loans” in the MBS Prospectus dated March 1,2013 and on our Web site at www.fanniemae.com. See also “Risk Factors—Risks Relating to Yieldand Prepayment—Refinancing of Loans; Sale of Property—Mortgage loans with loan-to-valueratios greater than 80% may have different prepayment and default characteristics thanconforming mortgage loans generally” in the MBS Prospectus dated March 1, 2013.

For additional information, see “Summary—Group 1, Group 4, Group 5, Group 7, Group 8,Group 9 and Group 10—Characteristics of the Trust MBS” in this prospectus supplement and “TheMortgage Loan Pools” and “Yield, Maturity and Prepayment Considerations” in the MBS Prospectus.

The Underlying REMIC and RCR Certificates

The Underlying REMIC and RCR Certificates represent beneficial ownership interests in therelated Underlying REMIC Trusts. The assets of those trusts consist of MBS (or beneficialownership interests in MBS) having the general characteristics set forth in the MBS Prospectus.Each MBS evidences beneficial ownership interests in a pool of conventional, fixed-rate,fully-amortizing mortgage loans secured by first mortgages or deeds of trust on single-familyresidential properties, as described under “The Mortgage Loan Pools” and “Yield, Maturity andPrepayment Considerations” in the MBS Prospectus.

Distributions on the Underlying REMIC and RCR Certificates will be passed throughmonthly, beginning in the month after we issue the Certificates. The general characteristics of the

S-13

Underlying REMIC and RCR Certificates are described in the related Underlying REMICDisclosure Documents. See Exhibit A for certain additional information about the UnderlyingREMIC and RCR Certificates. Exhibit A is provided in lieu of a Final Data Statement with respectto the Underlying REMIC and RCR Certificates.

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

The Group 6 SMBS

The general characteristics of the Group 6 SMBS are described in the SMBS Prospectus andthe SMBS Supplements. The Group 6 SMBS provide that certain principal or interest amounts onthe Mortgage Loans underlying the related MBS are passed through monthly.

The general characteristics of the MBS are described in the MBS Prospectus. Each MBSevidences beneficial ownership interest in a pool of conventional, fixed-rate, fully-amortizing MortgageLoans secured by first mortgages or deeds of trust on single-family residential properties. TheseMortgage Loans have original maturities of up to 30 years. For additional information see“Summary—Group 6—Characteristics of the Group 6 SMBS” in this prospectus supplement, and “TheMortgage Loan Pools” and “Yield, Maturity and Prepayment Considerations” in the MBS Prospectus.

Distributions of Interest

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

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

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

Delay Classes No-Delay Classes

All interest-bearing Classes otherthan the CF and CS Classes

CF and CS Classes

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

Accrual Classes. The ZC, Z, ZM, TZ and WZ Classes are Accrual Classes. Interest will accrueon each Accrual Class at the applicable annual rate specified on the cover of this prospectussupplement. However, we will not pay any interest on the Accrual Classes. Instead, interestaccrued on each Accrual Class will be added as principal to its principal balance on eachDistribution Date. We will pay principal on the Accrual Classes as described under“—Distributions of Principal” below.

S-14

The LW Class. On each Distribution Date, we will pay interest on the LW Class in anamount equal to the interest accrued during that interest accrual period on the Class 390-C2SMBS Certificate in Group 6. Accordingly, the amount of interest payable on the Certificates ofthe LW Class will not be determined on the basis of their principal balances.

On the initial Distribution Date, we expect to pay interest on the LW Class at an annual rateof approximately 4.50499% (calculated based on the amount of interest payable on that date andthe initial principal balance of the LW Class).

If the Class 340-1 SMBS Certificate in Group 6 remains outstanding after the notionalprincipal balance of the Class 390-C2 SMBS Certificate in Group 6 has been reduced to zero, theLW Class will no longer bear interest.

Our determination of the interest rate for the LW Class for each Distribution Date will befinal and binding in the absence of manifest error. You may obtain each such interest rate bytelephoning us at 1-800-237-8627.

Distributions of Principal

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

• Group 1

⎫⎬⎭The Group 1 Principal Distribution Amount to GD, GW and GX, in that order,

until retired.SequentialPay Classes

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

• Group 2

The Group 2 Principal Distribution Amount in the following priority:

⎫⎬⎭ ⎫⎪⎪⎬⎪⎪⎭

1. To Aggregate Group I to its Planned Balance. PAC Group

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

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

The “Group 2 Principal Distribution Amount” is the principal then paid on the Group 2Underlying REMIC and RCR Certificates.

“Aggregate Group I” consists of the PA and PY Classes. On each Distribution Date, we willapply payments of principal of Aggregate Group I to PA and PY, in that order, until retired.

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

• Group 4

⎫⎬⎭The ZC Accrual Amount to Aggregate Group II to its Planned Balance, and

thereafter to ZC.

AccretionDirected /PACGroup andAccrual Class

The Group 4 Cash Flow Distribution Amount in the following priority:

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

⎫⎬⎭2. To ZC until retired. Support Class

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

S-15

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

The “Group 4 Cash Flow Distribution Amount” is the principal then paid on the Group 4 MBS.

“Aggregate Group II” consists of the CF, CB and CY Classes. On each Distribution Date, wewill apply payments of principal of Aggregate Group II as follows:

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

second, to CY until retired.

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

• Group 5

⎫⎬⎭The Z Accrual Amount to A until retired, and thereafter to Z. Accretion

DirectedClass andAcrual Class

⎫⎬⎭The Group 5 Cash Flow Distribution Amount to A and Z, in that order, until

retired.SequentialPay Classes

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


• Group 6

⎫⎬⎭The Group 6 Principal Distribution Amount to LW until retired.StructuredCollateral/Pass-ThroughClass

The “Group 6 Principal Distribution Amount” is the principal then paid on the Group 6SMBS.

• Group 7

⎫⎪⎬⎪⎭

The ZM Accrual Amount to VL and VM, in that order, until retired, andthereafter to ZM.

AccretionDirectedClasses andAccrual Class

⎫⎬⎭The Group 7 Cash Flow Distribution Amount to MG, VL, VM and ZM, in that

order, until retired.SequentialPay Classes

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


• Group 8

The Group 8 Principal Distribution Amount in the following priority:

⎫⎬⎭

1. To Aggregate Group III to its Planned Balance. PAC Groupand Class

2. To LK to its Planned Balance.

⎫⎬⎭3. To LF, LS, SL, SJ and JS, pro rata, until retired. SupportClasses

⎫⎬⎭

4. To LK until retired. PAC Classand Group

5. To Aggregate Group III to zero.

The “Group 8 Principal Distribution Amount” is the principal then paid on the Group 8 MBS.

S-16

“Aggregate Group III” consists of the LA and LG Classes. On each Distribution Date, we willapply payments of principal of Aggregate Group III to LA and LG, in that order, until retired.

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

• Group 9

⎫⎬⎭The TZ Accrual Amount to TV until retired, and thereafter to TZ. Accretion

DirectedClass andAccrual Class

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

⎫⎬⎭

1. To TE and TG, pro rata, until retired.

2. To TV and TZ in that order, until retired.SequentialPay Classes

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


• Group 10

⎫⎬⎭The WZ Accrual Amount to WV until retired, and thereafter to WZ.

AccretionDirectedClass andAccrual Class

⎫⎬⎭The Group 10 Cash Flow Distribution Amount to WL, WV and WZ, in that order,

until retired.SequentialPay Classes

The “WZ Accrual Amount” is any interest then accrued and added to the principal balance of theWZ Class.


Structuring Assumptions

Pricing Assumptions. Except where otherwise noted, the information in the tables in thisprospectus supplement has been prepared based on the actual characteristics of each pool ofMortgage Loans backing the Underlying REMIC and RCR Certificates, the applicable prioritysequences governing principal payments (or notional balance reductions) on the UnderlyingREMIC and RCR Certificates, and the following assumptions (such characteristics and assump-tions, collectively, the “Pricing Assumptions”):

• the Mortgage Loans underlying the Trust MBS have the original terms to maturity,remaining terms to maturity, loan ages and interest rates specified under “Summary—Group 1, Group 4, Group 5, Group 7, Group 8, Group 9 and Group 10—Assumed Character-istics of the Underlying Mortgage Loans” in this prospectus supplement;

• the Mortgage Loans underlying the Group 6 SMBS have the original terms to maturity,remaining terms to maturity, loan ages and interest rates specified under “Summary—Group 6—Assumed Characteristics of the Underlying Mortgage Loans” in this prospectus supplement;

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

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

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

The actual remaining terms to maturity, loan ages and interest rates of most of the mortgageloans underlying the Trust MBS and the Group 6 SMBS will differ from the assumed characteristics

S-17

shown in the Summary, and may differ significantly. See “Risk Factors—Risks Relating to Yield andPrepayment—Yield—Yields on and weighted average lives of the certificates are affected by actualcharacteristics of the mortgage loans backing the series trust assets” in the REMIC Prospectus.

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

Principal Balance Schedules. The Principal Balance Schedules are set forth beginning onpage B-1 of this prospectus supplement. The Principal Balance Schedules were prepared based onthe Pricing Assumptions and the assumption that the related Mortgage Loans prepay at aconstant rate within the applicable “Structuring Ranges” specified in the chart below. The“Effective Range” for an Aggregate Group or a Class is the range of prepayment rates (measuredby constant PSA rates) that would reduce that Aggregate Group or Class to its scheduled balanceeach month based on the Pricing Assumptions. We have not provided separate schedules for theindividual Classes included in the Aggregate Groups. However, those Classes are designed toreceive principal distributions in the same fashion as if separate schedules had been provided(with schedules based on the same underlying assumptions that apply to the related AggregateGroup schedule). If such separate schedules had been provided for the individual Classes includedin the Aggregate Groups we expect that the effective ranges for those Classes would not benarrower than those shown below for the related Aggregate Groups.

Groups and Class Structuring Ranges Initial Effective Ranges

Aggregate Group I Planned Balances Between 120% and 225% PSA Between 120% and 225% PSAAggregate Group II Planned Balances Between 150% and 350% PSA Between 150% and 350% PSAAggregate Group III Planned Balances Between 116% and 320% PSA Between 116% and 320% PSALK Class Planned Balances Between 140% and 321% PSA Between 140% and 321% PSA

The Aggregate Groups listed above consist of the following Classes:

Aggregate Group I . . . . . . . . . . . . . . . PA and PYAggregate Group II . . . . . . . . . . . . . . . CF, CB and CYAggregate Group III . . . . . . . . . . . . . . LA and LG

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

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

If you are considering the purchase of a PAC Class, you should first take into account theconsiderations set forth below.

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

• Even if the related Mortgage Loans prepay at rates falling within the applicableStructuring Ranges or Effective Ranges, principal distributions may be insufficient toreduce the Aggregate Groups and the LK Class to their scheduled balances each month ifprepayments do not occur at a constant PSA rate.

S-18

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

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

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

Yield Tables

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

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

• converting the monthly rates to corporate bond equivalent rates.

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

We cannot assure you that

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

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

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

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

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

• the level of the Index will remain constant.

The Inverse Floating Rate Classes. The yields on the Inverse Floating Rate Classeswill be sensitive in varying degrees to the rate of principal payments (includingprepayments) of the related Mortgage Loans and to the level of the Index. The Mort-gage Loans generally can be prepaid at any time without penalty. In addition, the rate

S-19

of principal payments (including prepayments) of the Mortgage Loans is likely to vary,and may vary considerably, from pool to pool. As illustrated in the applicable tablebelow, it is possible that investors in the CS Class would lose money on their initialinvestments under certain Index and prepayment scenarios.

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

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

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

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

Class Price*

CS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.375000%LS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93.312500%SL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94.984375%SJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93.000000%JS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91.000000%

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

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

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

PSA Prepayment AssumptionLIBOR 50% 100% 150% 300% 350% 500% 700% 900% 1200% 1500% 1800% 2200%

0.0958% . . . . . . . . . . . 38.6% 32.6% 27.0% 27.0% 27.0% 17.0% (1.8)% (24.9)% (69.4)% * * *0.1916% . . . . . . . . . . . 37.7% 31.7% 26.2% 26.2% 26.2% 16.2% (2.7)% (25.8)% (70.2)% * * *2.1916% . . . . . . . . . . . 19.9% 13.7% 8.9% 8.9% 8.9% (2.2)% (21.4)% (44.6)% (87.7)% * * *4.1916% . . . . . . . . . . . 0.4% (6.0)% (9.6)% (9.6)% (9.6)% (22.3)% (42.8)% (66.6)% * * * *6.1500% . . . . . . . . . . . * * * * * * * * * * * *

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

PSA Prepayment AssumptionLIBOR 50% 100% 116% 140% 200% 320% 321% 500% 700% 900% 1300% 1700% 2200%

0.095% . . . . . . . . . . . . 8.7% 8.8% 8.8% 8.8% 9.2% 11.3% 11.3% 14.0% 16.5% 18.9% 24.0% 30.0% 39.9%0.190% . . . . . . . . . . . . 8.5% 8.5% 8.5% 8.6% 9.0% 11.1% 11.1% 13.8% 16.3% 18.7% 23.8% 29.8% 39.7%2.190% . . . . . . . . . . . . 3.5% 3.5% 3.6% 3.6% 3.9% 6.2% 6.2% 9.0% 11.6% 14.1% 19.3% 25.5% 35.8%3.500% and above . . . 0.3% 0.3% 0.4% 0.4% 0.7% 3.0% 3.0% 5.9% 8.5% 11.1% 16.4% 22.8% 33.3%

S-20

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


3.50% and below . . . . 5.7% 5.7% 5.7% 5.8% 6.0% 7.6% 7.6% 9.6% 11.4% 13.2% 16.9% 21.2% 28.4%4.25% . . . . . . . . . . . . . 2.9% 3.0% 3.0% 3.0% 3.3% 4.9% 4.9% 7.0% 8.8% 10.7% 14.5% 18.9% 26.3%5.00% . . . . . . . . . . . . . 0.2% 0.3% 0.3% 0.3% 0.5% 2.2% 2.3% 4.3% 6.3% 8.2% 12.1% 16.6% 24.2%

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


0.095% . . . . . . . . . . . . 8.3% 8.3% 8.4% 8.4% 8.8% 11.1% 11.1% 13.9% 16.5% 19.1% 24.5% 30.8% 41.4%0.190% . . . . . . . . . . . . 8.1% 8.2% 8.2% 8.2% 8.6% 10.9% 10.9% 13.7% 16.4% 18.9% 24.3% 30.6% 41.2%2.190% . . . . . . . . . . . . 4.4% 4.4% 4.4% 4.5% 4.9% 7.2% 7.2% 10.1% 12.8% 15.4% 20.9% 27.4% 38.3%4.190% . . . . . . . . . . . . 0.7% 0.7% 0.8% 0.8% 1.1% 3.5% 3.6% 6.5% 9.3% 12.0% 17.6% 24.3% 35.4%4.400% and above . . . 0.3% 0.4% 0.4% 0.4% 0.7% 3.2% 3.2% 6.2% 8.9% 11.6% 17.3% 23.9% 35.1%

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


4.40% and below . . . . 4.9% 4.9% 5.0% 5.0% 5.5% 8.6% 8.6% 12.4% 16.0% 19.5% 26.9% 35.7% 50.5%4.70% . . . . . . . . . . . . . 2.6% 2.7% 2.7% 2.8% 3.2% 6.4% 6.4% 10.3% 13.9% 17.4% 24.8% 33.7% 48.7%5.00% . . . . . . . . . . . . . 0.4% 0.5% 0.5% 0.6% 1.0% 4.1% 4.2% 8.1% 11.7% 15.3% 22.8% 31.7% 46.8%

The Fixed Rate Interest Only Classes. The yields to investors in the Fixed RateInterest Only Classes will be very sensitive to the rate of principal payments (includingprepayments) of the related Mortgage Loans. The Mortgage Loans generally can beprepaid at any time without penalty. On the basis of the assumptions described below,the yield to maturity on each Fixed Rate Interest Only Class would be 0% if prepay-ments of the related Mortgage Loans were to occur at the following constant rates:

Class % PSA

GI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196%IB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210%MI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162%LI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 416%TI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211%WI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211%

For any Fixed Rate Interest Only Class, if the actual prepayment rate of the relatedMortgage Loans were to exceed the level specified for as little as one month whileequaling that level for the remaining months, the investors in the applicable Classwould lose money on their initial investments.

S-21

The information shown in the following yield tables has been prepared on the basis of the PricingAssumptions and the assumption that the aggregate purchase prices of the Fixed Rate Interest OnlyClasses (expressed in each case as a percentage of the original principal balance) are as follows:

Class Price*

GI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.50000%IB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.15625%MI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.25000%LI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.53125%TI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.00000%WI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.00000%

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

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

Sensitivity of the GI Class to Prepayments

PSA Prepayment Assumption50% 100% 200% 250% 300% 500% 700% 900%

Pre-Tax Yields to Maturity . . . 16.8% 11.6% (0.5)% (7.1)% (14.0)% (42.3)% (69.3)% (93.2)%

Sensitivity of the IB Class to Prepayments


Pre-Tax Yields to Maturity . . . 12.4% 8.4% 0.7% (2.9)% (6.8)% (24.4)% (42.6)% (60.3)%

Sensitivity of the MI Class to Prepayments


Pre-Tax Yields to Maturity . . . 13.2% 7.7% (5.0)% (11.5)% (17.9)% (30.2)% (51.5)% (68.7)%

Sensitivity of the LI Class to Prepayments

PSA Prepayment Assumption50% 100% 116% 140% 200% 320% 321% 500% 700% 900% 1300% 1700% 2200%

Pre-Tax Yields to Maturity . . . 13.2% 6.7% 5.1% 5.1% 5.1% 5.1% 5.0% (5.5)% (20.0)% (35.5)% (66.2)% (94.9)% *

Sensitivity of the TI Class to Prepayments


Pre-Tax Yields to Maturity . . . 16.7% 12.0% 6.8% 1.3% (10.3)% (32.7)% (52.2)% (68.5)%

Sensitivity of the WI Class to Prepayments


Pre-Tax Yields to Maturity . . . 16.7% 12.0% 6.8% 1.2% (10.3)% (32.7)% (52.2)% (68.5)%

S-22

Weighted Average Lives of the Certificates

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

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

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

• the priority sequences of distributions of principal of the Classes (other than theGroup 3 and Group 6 Classes), and

• in the case of the Group 2 and Group 3 Classes the applicable priority sequencesaffecting principal payments (or notional balance reductions) on the related UnderlyingREMIC and RCR Certificates.

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

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

Decrement Tables

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

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

Mortgage Loans BackingTrust Assets Specified Below

OriginalTerms toMaturity

RemainingTerms toMaturity

InterestRates

Group 1 MBS 240 months 240 months 5.50%Group 2 Underlying REMIC and RCR Certificates 240 months 235 months 6.00%Group 3 Underlying REMIC Certificates 240 months (1) 5.50%Group 4 MBS 360 months 360 months 7.00%Group 5 MBS 360 months 360 months 5.50%Group 6 SMBS 360 months 240 months 7.50%Group 7 MBS 360 months 360 months 6.00%Group 8 MBS 360 months 360 months 6.00%Group 9 MBS 360 months 360 months 6.50%Group 10 MBS 360 months 360 months 6.50%

(1) The Mortgage Loans backing the Group 3 Underlying REMIC Certificates specified below are assumed tohave the following remaining terms to maturity:

ClassRemaining Terms

to Maturity

2013-6-NI 234 months2013-32-GI 236 months2013-46-NI 237 months

S-23

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

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

Percent of Original Principal Balances Outstanding

GD, GI†, GL, GE, GH and GA Classes GW Class

PSA PrepaymentAssumption


Date 0% 100% 200% 250% 300% 500% 700% 900% 0% 100% 200% 250% 300% 500% 700% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 96 90 86 83 81 72 62 53 100 100 100 100 100 100 100 100July 2015 . . . . . . . . . . . . 92 79 68 63 58 39 22 8 100 100 100 100 100 100 100 100July 2016 . . . . . . . . . . . . 88 68 52 45 39 16 0 0 100 100 100 100 100 100 91 18July 2017 . . . . . . . . . . . . 84 57 39 31 23 * 0 0 100 100 100 100 100 100 14 0July 2018 . . . . . . . . . . . . 79 48 27 19 11 0 0 0 100 100 100 100 100 40 0 0July 2019 . . . . . . . . . . . . 74 39 17 9 2 0 0 0 100 100 100 100 100 0 0 0July 2020 . . . . . . . . . . . . 69 31 9 1 0 0 0 0 100 100 100 100 66 0 0 0July 2021 . . . . . . . . . . . . 64 23 2 0 0 0 0 0 100 100 100 66 31 0 0 0July 2022 . . . . . . . . . . . . 58 16 0 0 0 0 0 0 100 100 74 34 4 0 0 0July 2023 . . . . . . . . . . . . 52 9 0 0 0 0 0 0 100 100 44 9 0 0 0 0July 2024 . . . . . . . . . . . . 46 3 0 0 0 0 0 0 100 100 18 0 0 0 0 0July 2025 . . . . . . . . . . . . 39 0 0 0 0 0 0 0 100 85 0 0 0 0 0 0July 2026 . . . . . . . . . . . . 32 0 0 0 0 0 0 0 100 55 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 24 0 0 0 0 0 0 0 100 27 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 16 0 0 0 0 0 0 0 100 1 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 8 0 0 0 0 0 0 0 100 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 93 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 38 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 9.7 5.1 3.5 3.0 2.7 1.8 1.4 1.1 17.8 13.2 9.9 8.6 7.5 4.9 3.5 2.7

GX Class GY Class



Date 0% 100% 200% 250% 300% 500% 700% 900% 0% 100% 200% 250% 300% 500% 700% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2015 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2016 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 95 55July 2017 . . . . . . . . . . . . 100 100 100 100 100 100 100 53 100 100 100 100 100 100 53 24July 2018 . . . . . . . . . . . . 100 100 100 100 100 100 65 23 100 100 100 100 100 67 29 10July 2019 . . . . . . . . . . . . 100 100 100 100 100 98 35 10 100 100 100 100 100 44 16 5July 2020 . . . . . . . . . . . . 100 100 100 100 100 65 19 4 100 100 100 100 81 29 9 2July 2021 . . . . . . . . . . . . 100 100 100 100 100 42 10 2 100 100 100 81 62 19 5 1July 2022 . . . . . . . . . . . . 100 100 100 100 100 27 6 1 100 100 86 64 47 12 2 *July 2023 . . . . . . . . . . . . 100 100 100 100 79 17 3 * 100 100 69 50 35 8 1 *July 2024 . . . . . . . . . . . . 100 100 100 85 58 11 2 * 100 100 55 38 26 5 1 *July 2025 . . . . . . . . . . . . 100 100 96 64 42 7 1 * 100 92 43 29 19 3 * *July 2026 . . . . . . . . . . . . 100 100 73 47 30 4 * * 100 75 33 21 14 2 * *July 2027 . . . . . . . . . . . . 100 100 55 34 21 2 * * 100 60 24 15 9 1 * *July 2028 . . . . . . . . . . . . 100 100 39 24 14 1 * * 100 46 17 11 6 1 * *July 2029 . . . . . . . . . . . . 100 72 26 15 9 1 * * 100 32 12 7 4 * * *July 2030 . . . . . . . . . . . . 100 46 15 9 5 * * * 96 20 7 4 2 * * *July 2031 . . . . . . . . . . . . 100 21 7 4 2 * * * 66 9 3 2 1 * * *July 2032 . . . . . . . . . . . . 75 0 0 0 0 0 0 0 34 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 19.4 16.9 14.6 13.4 12.1 8.3 5.9 4.5 18.5 14.9 12.0 10.7 9.6 6.4 4.6 3.5

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

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

outstanding.

S-24

PA Class PY Class



Date 0% 100% 120% 190% 225% 300% 500% 700% 900% 0% 100% 120% 190% 225% 300% 500% 700% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 96 91 90 90 90 90 90 87 78 100 100 100 100 100 100 100 100 100July 2015 . . . . . . . . . . . . 92 79 77 77 77 77 63 46 32 100 100 100 100 100 100 100 100 100July 2016 . . . . . . . . . . . . 88 68 65 65 65 61 38 20 7 100 100 100 100 100 100 100 100 100July 2017 . . . . . . . . . . . . 84 58 54 54 54 45 22 6 0 100 100 100 100 100 100 100 100 59July 2018 . . . . . . . . . . . . 79 48 43 43 43 33 10 0 0 100 100 100 100 100 100 100 75 7July 2019 . . . . . . . . . . . . 74 39 34 34 34 23 3 0 0 100 100 100 100 100 100 100 26 0July 2020 . . . . . . . . . . . . 69 30 25 25 25 15 0 0 0 100 100 100 100 100 100 73 0 0July 2021 . . . . . . . . . . . . 63 22 18 18 18 8 0 0 0 100 100 100 100 100 100 36 0 0July 2022 . . . . . . . . . . . . 57 15 12 12 12 3 0 0 0 100 100 100 100 100 100 11 0 0July 2023 . . . . . . . . . . . . 51 8 7 7 7 0 0 0 0 100 100 100 100 100 95 0 0 0July 2024 . . . . . . . . . . . . 44 3 3 3 3 0 0 0 0 100 100 100 100 100 62 0 0 0July 2025 . . . . . . . . . . . . 37 0 0 0 0 0 0 0 0 100 95 95 95 95 36 0 0 0July 2026 . . . . . . . . . . . . 29 0 0 0 0 0 0 0 0 100 63 63 63 63 16 0 0 0July 2027 . . . . . . . . . . . . 21 0 0 0 0 0 0 0 0 100 38 38 38 38 1 0 0 0July 2028 . . . . . . . . . . . . 12 0 0 0 0 0 0 0 0 100 17 17 17 17 0 0 0 0July 2029 . . . . . . . . . . . . 3 0 0 0 0 0 0 0 0 100 0 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 30 0 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 9.5 5.1 4.8 4.8 4.8 4.1 2.8 2.1 1.7 16.8 13.7 13.7 13.7 13.7 11.6 7.8 5.6 4.2

PH Class IB† Class



Date 0% 100% 120% 190% 225% 300% 500% 700% 900% 0% 100% 200% 250% 300% 500% 700% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 100 100 100 100 100 100 100 0 0 97 93 90 89 88 83 78 72July 2015 . . . . . . . . . . . . 100 100 100 6 6 6 0 0 0 93 83 76 73 70 56 43 31July 2016 . . . . . . . . . . . . 100 100 100 6 6 0 0 0 0 89 73 62 57 52 33 17 6July 2017 . . . . . . . . . . . . 100 100 100 5 5 0 0 0 0 85 64 49 43 37 17 5 2July 2018 . . . . . . . . . . . . 100 100 100 3 3 0 0 0 0 81 55 38 32 26 7 2 *July 2019 . . . . . . . . . . . . 100 100 100 1 1 0 0 0 0 76 47 29 23 16 4 * 0July 2020 . . . . . . . . . . . . 100 100 * * * 0 0 0 0 72 39 21 15 9 2 * 0July 2021 . . . . . . . . . . . . 100 100 * * * 0 0 0 0 66 32 15 9 6 1 0 0July 2022 . . . . . . . . . . . . 100 100 * * * 0 0 0 0 61 26 9 6 4 * 0 0July 2023 . . . . . . . . . . . . 100 100 * * * 0 0 0 0 56 20 6 4 3 0 0 0July 2024 . . . . . . . . . . . . 100 * * * * 0 0 0 0 50 14 4 3 1 0 0 0July 2025 . . . . . . . . . . . . 100 * * * * 0 0 0 0 43 9 3 2 1 0 0 0July 2026 . . . . . . . . . . . . 100 * * * * 0 0 0 0 37 5 2 1 * 0 0 0July 2027 . . . . . . . . . . . . 100 * * * * 0 0 0 0 30 4 1 * * 0 0 0July 2028 . . . . . . . . . . . . 100 * * * * 0 0 0 0 22 2 * * 0 0 0 0July 2029 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 15 1 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 6 1 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 3 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 * 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 17.3 10.7 6.7 1.9 1.9 1.7 1.3 0.9 0.7 10.3 6.2 4.6 4.1 3.6 2.5 2.0 1.6



outstanding.

S-25

CF, CS†, CB and CA Classes


Date 0% 100% 150% 300% 350% 500% 700% 900% 1200% 1500% 1800% 2200%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 97 88 85 85 85 85 74 58 35 12 0 0July 2015 . . . . . . . . . . . . 94 78 71 71 71 61 41 26 9 * 0 0July 2016 . . . . . . . . . . . . 91 67 58 58 58 41 23 11 2 0 0 0July 2017 . . . . . . . . . . . . 88 57 46 46 46 28 13 4 0 0 0 0July 2018 . . . . . . . . . . . . 85 48 35 35 35 19 7 1 0 0 0 0July 2019 . . . . . . . . . . . . 81 39 27 27 27 12 3 0 0 0 0 0July 2020 . . . . . . . . . . . . 77 30 20 20 20 8 1 0 0 0 0 0July 2021 . . . . . . . . . . . . 73 22 15 15 15 5 * 0 0 0 0 0July 2022 . . . . . . . . . . . . 69 14 11 11 11 3 0 0 0 0 0 0July 2023 . . . . . . . . . . . . 64 8 8 8 8 2 0 0 0 0 0 0July 2024 . . . . . . . . . . . . 59 6 6 6 6 1 0 0 0 0 0 0July 2025 . . . . . . . . . . . . 54 4 4 4 4 * 0 0 0 0 0 0July 2026 . . . . . . . . . . . . 49 3 3 3 3 0 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 43 2 2 2 2 0 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 37 1 1 1 1 0 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 30 1 1 1 1 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 24 * * * * 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 16 0 0 0 0 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 8 0 0 0 0 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . * 0 0 0 0 0 0 0 0 0 0 0July 2034 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2035 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2036 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2037 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2038 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2039 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2040 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2041 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 12.0 5.2 4.4 4.4 4.4 3.2 2.1 1.5 1.0 0.5 0.1 0.1

CY Class


Date 0% 100% 150% 300% 350% 500% 700% 900% 1200% 1500% 1800% 2200%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 0 0July 2015 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 0 0July 2016 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 11 0 0July 2017 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 64 1 0 0July 2018 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 17 * 0 0July 2019 . . . . . . . . . . . . 100 100 100 100 100 100 100 94 5 * 0 0July 2020 . . . . . . . . . . . . 100 100 100 100 100 100 100 42 1 * 0 0July 2021 . . . . . . . . . . . . 100 100 100 100 100 100 100 19 * * 0 0July 2022 . . . . . . . . . . . . 100 100 100 100 100 100 67 8 * * 0 0July 2023 . . . . . . . . . . . . 100 100 100 100 100 100 37 4 * 0 0 0July 2024 . . . . . . . . . . . . 100 100 100 100 100 100 21 2 * 0 0 0July 2025 . . . . . . . . . . . . 100 100 100 100 100 100 12 1 * 0 0 0July 2026 . . . . . . . . . . . . 100 100 100 100 100 74 6 * * 0 0 0July 2027 . . . . . . . . . . . . 100 100 100 100 100 49 4 * * 0 0 0July 2028 . . . . . . . . . . . . 100 100 100 100 100 32 2 * * 0 0 0July 2029 . . . . . . . . . . . . 100 100 100 100 100 21 1 * * 0 0 0July 2030 . . . . . . . . . . . . 100 100 100 100 100 14 1 * * 0 0 0July 2031 . . . . . . . . . . . . 100 79 79 79 79 9 * * 0 0 0 0July 2032 . . . . . . . . . . . . 100 57 57 57 57 6 * * 0 0 0 0July 2033 . . . . . . . . . . . . 100 40 40 40 40 4 * * 0 0 0 0July 2034 . . . . . . . . . . . . 28 28 28 28 28 2 * * 0 0 0 0July 2035 . . . . . . . . . . . . 19 19 19 19 19 1 * * 0 0 0 0July 2036 . . . . . . . . . . . . 12 12 12 12 12 1 * * 0 0 0 0July 2037 . . . . . . . . . . . . 7 7 7 7 7 * * * 0 0 0 0July 2038 . . . . . . . . . . . . 4 4 4 4 4 * * * 0 0 0 0July 2039 . . . . . . . . . . . . 2 2 2 2 2 * * * 0 0 0 0July 2040 . . . . . . . . . . . . * * * * * * * 0 0 0 0 0July 2041 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 21.0 20.0 20.0 20.0 20.0 14.7 10.0 7.2 4.5 2.5 0.1 0.1



outstanding.

S-26

ZC Class


Date 0% 100% 150% 300% 350% 500% 700% 900% 1200% 1500% 1800% 2200%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 105 105 105 66 53 15 0 0 0 0 0 0July 2015 . . . . . . . . . . . . 109 109 109 44 24 0 0 0 0 0 0 0July 2016 . . . . . . . . . . . . 114 114 114 31 7 0 0 0 0 0 0 0July 2017 . . . . . . . . . . . . 120 120 120 26 1 0 0 0 0 0 0 0July 2018 . . . . . . . . . . . . 125 125 124 25 * 0 0 0 0 0 0 0July 2019 . . . . . . . . . . . . 131 131 124 23 * 0 0 0 0 0 0 0July 2020 . . . . . . . . . . . . 137 137 121 21 * 0 0 0 0 0 0 0July 2021 . . . . . . . . . . . . 143 143 115 19 * 0 0 0 0 0 0 0July 2022 . . . . . . . . . . . . 150 150 107 17 * 0 0 0 0 0 0 0July 2023 . . . . . . . . . . . . 157 149 99 14 * 0 0 0 0 0 0 0July 2024 . . . . . . . . . . . . 164 140 90 12 * 0 0 0 0 0 0 0July 2025 . . . . . . . . . . . . 171 129 82 10 * 0 0 0 0 0 0 0July 2026 . . . . . . . . . . . . 179 118 73 9 * 0 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 188 108 65 7 * 0 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 196 97 57 6 * 0 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 205 87 49 5 * 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 215 76 42 4 * 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 224 67 36 3 * 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 235 58 30 2 * 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 246 49 25 2 * 0 0 0 0 0 0 0July 2034 . . . . . . . . . . . . 231 41 20 1 * 0 0 0 0 0 0 0July 2035 . . . . . . . . . . . . 212 33 16 1 * 0 0 0 0 0 0 0July 2036 . . . . . . . . . . . . 192 25 12 1 * 0 0 0 0 0 0 0July 2037 . . . . . . . . . . . . 170 19 8 * * 0 0 0 0 0 0 0July 2038 . . . . . . . . . . . . 146 12 5 * * 0 0 0 0 0 0 0July 2039 . . . . . . . . . . . . 121 6 3 * * 0 0 0 0 0 0 0July 2040 . . . . . . . . . . . . 94 * * * * 0 0 0 0 0 0 0July 2041 . . . . . . . . . . . . 65 0 0 0 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 34 0 0 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 25.7 17.4 15.0 4.0 1.3 0.6 0.3 0.2 0.1 0.1 0.1 0.1

A Class Z Class



Date 0% 100% 200% 250% 300% 500% 700% 900% 1100% 1400% 0% 100% 200% 250% 300% 500% 700% 900% 1100% 1400%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 99 97 95 94 94 91 88 84 81 77 103 103 103 103 103 103 103 103 103 103July 2015 . . . . . . . . . . . . 97 91 86 83 81 71 62 53 45 33 106 106 106 106 106 106 106 106 106 106July 2016 . . . . . . . . . . . . 96 84 74 69 65 49 36 24 15 5 109 109 109 109 109 109 109 109 109 109July 2017 . . . . . . . . . . . . 94 77 64 58 52 33 20 10 4 * 113 113 113 113 113 113 113 113 113 113July 2018 . . . . . . . . . . . . 92 70 54 48 41 22 11 4 1 0 116 116 116 116 116 116 116 116 116 19July 2019 . . . . . . . . . . . . 90 64 47 39 33 15 6 1 0 0 120 120 120 120 120 120 120 120 77 3July 2020 . . . . . . . . . . . . 89 59 40 32 26 10 3 * 0 0 123 123 123 123 123 123 123 123 25 *July 2021 . . . . . . . . . . . . 87 54 34 26 21 6 1 0 0 0 127 127 127 127 127 127 127 60 8 *July 2022 . . . . . . . . . . . . 84 49 29 22 16 4 * 0 0 0 131 131 131 131 131 131 131 27 3 *July 2023 . . . . . . . . . . . . 82 44 24 18 13 2 0 0 0 0 135 135 135 135 135 135 87 12 1 *July 2024 . . . . . . . . . . . . 80 40 20 14 10 1 0 0 0 0 139 139 139 139 139 139 49 5 * *July 2025 . . . . . . . . . . . . 77 36 17 11 7 * 0 0 0 0 143 143 143 143 143 143 27 2 * *July 2026 . . . . . . . . . . . . 75 32 14 9 6 0 0 0 0 0 148 148 148 148 148 136 15 1 * *July 2027 . . . . . . . . . . . . 72 29 12 7 4 0 0 0 0 0 152 152 152 152 152 91 8 * * 0July 2028 . . . . . . . . . . . . 69 26 10 5 3 0 0 0 0 0 157 157 157 157 157 61 5 * * 0July 2029 . . . . . . . . . . . . 66 23 8 4 2 0 0 0 0 0 162 162 162 162 162 40 3 * * 0July 2030 . . . . . . . . . . . . 62 20 6 3 1 0 0 0 0 0 166 166 166 166 166 27 1 * * 0July 2031 . . . . . . . . . . . . 59 17 5 2 1 0 0 0 0 0 171 171 171 171 171 17 1 * * 0July 2032 . . . . . . . . . . . . 55 15 4 1 * 0 0 0 0 0 177 177 177 177 177 11 * * * 0July 2033 . . . . . . . . . . . . 51 13 3 1 0 0 0 0 0 0 182 182 182 182 143 7 * * * 0July 2034 . . . . . . . . . . . . 47 11 2 * 0 0 0 0 0 0 188 188 188 188 107 5 * * * 0July 2035 . . . . . . . . . . . . 43 9 1 0 0 0 0 0 0 0 193 193 193 167 79 3 * * * 0July 2036 . . . . . . . . . . . . 38 7 1 0 0 0 0 0 0 0 199 199 199 126 58 2 * * 0 0July 2037 . . . . . . . . . . . . 33 5 * 0 0 0 0 0 0 0 205 205 205 93 41 1 * * 0 0July 2038 . . . . . . . . . . . . 28 4 0 0 0 0 0 0 0 0 212 212 152 67 28 1 * * 0 0July 2039 . . . . . . . . . . . . 23 3 0 0 0 0 0 0 0 0 218 218 108 46 19 * * * 0 0July 2040 . . . . . . . . . . . . 17 1 0 0 0 0 0 0 0 0 225 225 72 29 12 * * * 0 0July 2041 . . . . . . . . . . . . 11 * 0 0 0 0 0 0 0 0 231 231 42 16 6 * * * 0 0July 2042 . . . . . . . . . . . . 5 0 0 0 0 0 0 0 0 0 238 106 17 6 2 * * 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 18.7 10.3 7.0 6.0 5.3 3.6 2.8 2.3 2.0 1.7 29.9 29.0 26.4 24.4 22.3 15.3 11.0 8.4 6.5 4.6


Distribution Dates” in the REMIC Prospectus.

S-27

LW†† Class MG and MI† Classes



Date 0% 100% 200% 300% 500% 700% 900% 1200% 1500% 0% 100% 200% 250% 300% 400% 600% 800%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 98 91 85 79 68 56 45 27 10 98 95 93 91 90 88 83 78July 2015 . . . . . . . . . . . . 95 83 73 63 46 32 20 7 1 96 87 79 75 71 64 49 36July 2016 . . . . . . . . . . . . 93 75 61 50 31 18 9 2 * 94 76 62 55 49 36 15 0July 2017 . . . . . . . . . . . . 90 68 52 39 21 10 4 1 * 92 67 47 38 30 16 0 0July 2018 . . . . . . . . . . . . 87 61 44 31 14 5 2 * * 90 58 34 24 15 * 0 0July 2019 . . . . . . . . . . . . 84 54 37 24 9 3 1 * * 88 49 23 13 3 0 0 0July 2020 . . . . . . . . . . . . 80 48 30 19 6 2 * * * 85 41 13 3 0 0 0 0July 2021 . . . . . . . . . . . . 76 43 25 14 4 1 * * 0 82 34 5 0 0 0 0 0July 2022 . . . . . . . . . . . . 72 37 21 11 3 * * * 0 79 27 0 0 0 0 0 0July 2023 . . . . . . . . . . . . 68 32 17 8 2 * * * 0 76 20 0 0 0 0 0 0July 2024 . . . . . . . . . . . . 63 28 13 6 1 * * * 0 73 14 0 0 0 0 0 0July 2025 . . . . . . . . . . . . 58 23 11 5 1 * * * 0 70 9 0 0 0 0 0 0July 2026 . . . . . . . . . . . . 53 19 8 3 * * * * 0 66 4 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 47 16 6 2 * * * 0 0 62 0 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 40 12 4 2 * * * 0 0 58 0 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 33 9 3 1 * * * 0 0 54 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 26 6 2 1 * * * 0 0 49 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 18 3 1 * * * * 0 0 44 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 9 0 0 0 0 0 0 0 0 39 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 33 0 0 0 0 0 0 0July 2034 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 27 0 0 0 0 0 0 0July 2035 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 21 0 0 0 0 0 0 0July 2036 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 15 0 0 0 0 0 0 0July 2037 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 8 0 0 0 0 0 0 0July 2038 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 * 0 0 0 0 0 0 0July 2039 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2040 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2041 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 12.4 7.6 5.4 4.1 2.6 1.8 1.3 0.8 0.5 15.5 6.3 4.1 3.5 3.1 2.6 2.0 1.7

VL Class VM Class



Date 0% 100% 200% 250% 300% 400% 600% 800% 0% 100% 200% 250% 300% 400% 600% 800%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 94 94 94 94 94 94 94 94 100 100 100 100 100 100 100 100July 2015 . . . . . . . . . . . . 87 87 87 87 87 87 87 87 100 100 100 100 100 100 100 100July 2016 . . . . . . . . . . . . 81 81 81 81 81 81 81 58 100 100 100 100 100 100 100 100July 2017 . . . . . . . . . . . . 74 74 74 74 74 74 21 0 100 100 100 100 100 100 100 0July 2018 . . . . . . . . . . . . 67 67 67 67 67 67 0 0 100 100 100 100 100 100 0 0July 2019 . . . . . . . . . . . . 59 59 59 59 59 0 0 0 100 100 100 100 100 46 0 0July 2020 . . . . . . . . . . . . 52 52 52 52 7 0 0 0 100 100 100 100 100 0 0 0July 2021 . . . . . . . . . . . . 44 44 44 4 0 0 0 0 100 100 100 100 0 0 0 0July 2022 . . . . . . . . . . . . 35 35 19 0 0 0 0 0 100 100 100 0 0 0 0 0July 2023 . . . . . . . . . . . . 27 27 0 0 0 0 0 0 100 100 18 0 0 0 0 0July 2024 . . . . . . . . . . . . 18 18 0 0 0 0 0 0 100 100 0 0 0 0 0 0July 2025 . . . . . . . . . . . . 9 9 0 0 0 0 0 0 100 100 0 0 0 0 0 0July 2026 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 99 99 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 75 53 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 50 0 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 24 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2034 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2035 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2036 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2037 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2038 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2039 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2040 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2041 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 7.0 7.0 6.3 5.7 5.2 4.5 3.4 2.8 15.0 14.0 9.8 8.4 7.4 6.0 4.4 3.5



outstanding.†† The weighted average life information set forth for this class is based solely on assumed principal distributions.

S-28

ZM Class VN Class



Date 0% 100% 200% 250% 300% 400% 600% 800% 0% 100% 200% 250% 300% 400% 600% 800%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 104 104 104 104 104 104 104 104 96 96 96 96 96 96 96 96July 2015 . . . . . . . . . . . . 107 107 107 107 107 107 107 107 91 91 91 91 91 91 91 91July 2016 . . . . . . . . . . . . 111 111 111 111 111 111 111 111 86 86 86 86 86 86 86 70July 2017 . . . . . . . . . . . . 115 115 115 115 115 115 115 85 81 81 81 81 81 81 44 0July 2018 . . . . . . . . . . . . 119 119 119 119 119 119 94 43 76 76 76 76 76 76 0 0July 2019 . . . . . . . . . . . . 123 123 123 123 123 123 59 22 71 71 71 71 71 13 0 0July 2020 . . . . . . . . . . . . 128 128 128 128 128 99 37 11 66 66 66 66 34 0 0 0July 2021 . . . . . . . . . . . . 132 132 132 132 123 73 23 6 60 60 60 32 0 0 0 0July 2022 . . . . . . . . . . . . 137 137 137 130 98 54 14 3 54 54 43 0 0 0 0 0July 2023 . . . . . . . . . . . . 142 142 142 107 78 40 9 1 48 48 5 0 0 0 0 0July 2024 . . . . . . . . . . . . 147 147 124 88 62 29 5 1 42 42 0 0 0 0 0 0July 2025 . . . . . . . . . . . . 152 152 105 72 49 21 3 * 35 35 0 0 0 0 0 0July 2026 . . . . . . . . . . . . 158 158 89 59 38 16 2 * 28 28 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 163 163 75 48 30 11 1 * 22 15 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 169 157 63 39 24 8 1 * 14 0 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 175 140 52 31 18 6 * * 7 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 180 124 43 25 14 4 * * 0 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 180 110 36 20 11 3 * * 0 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 180 96 29 16 8 2 * * 0 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 180 83 24 12 6 2 * * 0 0 0 0 0 0 0 0July 2034 . . . . . . . . . . . . 180 71 19 10 5 1 * * 0 0 0 0 0 0 0 0July 2035 . . . . . . . . . . . . 180 60 15 7 3 1 * * 0 0 0 0 0 0 0 0July 2036 . . . . . . . . . . . . 180 50 12 6 3 * * * 0 0 0 0 0 0 0 0July 2037 . . . . . . . . . . . . 180 41 9 4 2 * * * 0 0 0 0 0 0 0 0July 2038 . . . . . . . . . . . . 180 32 7 3 1 * * * 0 0 0 0 0 0 0 0July 2039 . . . . . . . . . . . . 149 24 5 2 1 * * * 0 0 0 0 0 0 0 0July 2040 . . . . . . . . . . . . 115 17 3 1 * * * * 0 0 0 0 0 0 0 0July 2041 . . . . . . . . . . . . 79 10 2 1 * * * * 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 41 3 1 * * * * 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 27.7 20.7 15.5 13.5 11.9 9.5 6.7 5.1 9.3 9.0 7.3 6.5 5.9 4.9 3.7 3.0

MY Class LA, LI†, LB, LC, LD and LE Classes



Date 0% 100% 200% 250% 300% 400% 600% 800% 0% 100% 116% 140% 200% 320% 321% 500% 700% 900% 1300% 1700% 2200%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 98 93 92 92 92 92 92 92 92 92 86 66 44July 2015 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 96 83 81 81 81 81 81 81 72 56 30 11 0July 2016 . . . . . . . . . . . . 100 100 100 100 100 100 100 93 94 72 69 69 69 69 69 61 39 23 3 0 0July 2017 . . . . . . . . . . . . 100 100 100 100 100 100 83 47 92 62 58 58 58 58 58 40 21 8 0 0 0July 2018 . . . . . . . . . . . . 100 100 100 100 100 100 52 24 89 53 48 48 48 48 48 26 10 1 0 0 0July 2019 . . . . . . . . . . . . 100 100 100 100 100 74 33 12 87 44 39 39 39 39 39 17 4 0 0 0 0July 2020 . . . . . . . . . . . . 100 100 100 100 86 55 20 6 84 36 30 30 30 30 30 10 * 0 0 0 0July 2021 . . . . . . . . . . . . 100 100 100 88 68 41 13 3 81 28 23 23 23 23 23 5 0 0 0 0 0July 2022 . . . . . . . . . . . . 100 100 95 72 54 30 8 2 78 21 17 17 17 17 17 2 0 0 0 0 0July 2023 . . . . . . . . . . . . 100 100 81 59 43 22 5 1 75 14 12 12 12 12 12 * 0 0 0 0 0July 2024 . . . . . . . . . . . . 100 100 69 49 34 16 3 * 72 9 9 9 9 9 9 0 0 0 0 0 0July 2025 . . . . . . . . . . . . 100 100 58 40 27 12 2 * 68 6 6 6 6 6 6 0 0 0 0 0 0July 2026 . . . . . . . . . . . . 100 100 49 33 21 9 1 * 64 4 4 4 4 4 3 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 100 97 41 27 17 6 1 * 60 2 2 2 2 2 2 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 100 87 35 21 13 5 * * 56 * * * * * * 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 100 78 29 17 10 3 * * 51 0 0 0 0 0 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 100 69 24 14 8 2 * * 46 0 0 0 0 0 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 100 61 20 11 6 2 * * 41 0 0 0 0 0 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 100 53 16 9 5 1 * * 36 0 0 0 0 0 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 100 46 13 7 3 1 * * 30 0 0 0 0 0 0 0 0 0 0 0 0July 2034 . . . . . . . . . . . . 100 40 11 5 3 1 * * 23 0 0 0 0 0 0 0 0 0 0 0 0July 2035 . . . . . . . . . . . . 100 33 8 4 2 * * * 17 0 0 0 0 0 0 0 0 0 0 0 0July 2036 . . . . . . . . . . . . 100 28 7 3 1 * * * 10 0 0 0 0 0 0 0 0 0 0 0 0July 2037 . . . . . . . . . . . . 100 23 5 2 1 * * * 2 0 0 0 0 0 0 0 0 0 0 0 0July 2038 . . . . . . . . . . . . 100 18 4 2 1 * * * 0 0 0 0 0 0 0 0 0 0 0 0 0July 2039 . . . . . . . . . . . . 82 13 3 1 * * * * 0 0 0 0 0 0 0 0 0 0 0 0 0July 2040 . . . . . . . . . . . . 64 9 2 1 * * * * 0 0 0 0 0 0 0 0 0 0 0 0 0July 2041 . . . . . . . . . . . . 44 5 1 * * * * 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 22 2 * * * * * 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 27.7 20.1 14.2 12.2 10.6 8.3 5.8 4.4 15.0 5.8 5.4 5.4 5.4 5.4 5.4 3.9 2.9 2.3 1.7 1.3 1.0



outstanding.

S-29

LG Class


Date 0% 100% 116% 140% 200% 320% 321% 500% 700% 900% 1300% 1700% 2200%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100July 2015 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 0July 2016 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 0 0July 2017 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 39 0 0July 2018 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 8 0 0July 2019 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 59 2 0 0July 2020 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 27 * 0 0July 2021 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 60 12 * 0 0July 2022 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 34 5 * 0 0July 2023 . . . . . . . . . . . . 100 100 100 100 100 100 100 100 19 2 * 0 0July 2024 . . . . . . . . . . . . 100 100 100 100 100 100 100 71 11 1 * 0 0July 2025 . . . . . . . . . . . . 100 100 100 100 100 100 100 48 6 * * 0 0July 2026 . . . . . . . . . . . . 100 100 100 100 100 100 100 32 3 * * 0 0July 2027 . . . . . . . . . . . . 100 100 100 100 100 100 100 21 2 * * 0 0July 2028 . . . . . . . . . . . . 100 100 100 100 100 100 100 14 1 * * 0 0July 2029 . . . . . . . . . . . . 100 84 84 84 84 84 83 9 1 * 0 0 0July 2030 . . . . . . . . . . . . 100 64 64 64 64 64 63 6 * * 0 0 0July 2031 . . . . . . . . . . . . 100 48 48 48 48 48 47 4 * * 0 0 0July 2032 . . . . . . . . . . . . 100 36 36 36 36 36 36 3 * * 0 0 0July 2033 . . . . . . . . . . . . 100 27 27 27 27 27 26 2 * * 0 0 0July 2034 . . . . . . . . . . . . 100 20 20 20 20 20 19 1 * * 0 0 0July 2035 . . . . . . . . . . . . 100 14 14 14 14 14 14 1 * * 0 0 0July 2036 . . . . . . . . . . . . 100 10 10 10 10 10 10 * * * 0 0 0July 2037 . . . . . . . . . . . . 100 7 7 7 7 7 7 * * * 0 0 0July 2038 . . . . . . . . . . . . 5 5 5 5 5 5 5 * * * 0 0 0July 2039 . . . . . . . . . . . . 3 3 3 3 3 3 3 * * * 0 0 0July 2040 . . . . . . . . . . . . 2 2 2 2 2 2 2 * * 0 0 0 0July 2041 . . . . . . . . . . . . 1 1 1 1 1 1 1 * * 0 0 0 0July 2042 . . . . . . . . . . . . * * * * * * * * * 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 24.7 18.7 18.7 18.7 18.7 18.7 18.7 12.6 8.9 6.6 4.1 2.3 1.7

LK Class


Date 0% 100% 116% 140% 200% 320% 321% 500% 700% 900% 1300% 1700% 2200%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 100 100 100 86 86 86 86 86 86 86 0 0 0July 2015 . . . . . . . . . . . . 100 100 100 64 64 64 64 64 0 0 0 0 0July 2016 . . . . . . . . . . . . 100 100 100 43 43 43 43 0 0 0 0 0 0July 2017 . . . . . . . . . . . . 100 100 100 26 26 26 26 0 0 0 0 0 0July 2018 . . . . . . . . . . . . 100 100 100 13 13 13 13 0 0 0 0 0 0July 2019 . . . . . . . . . . . . 100 100 100 4 4 4 4 0 0 0 0 0 0July 2020 . . . . . . . . . . . . 100 100 100 0 0 0 0 0 0 0 0 0 0July 2021 . . . . . . . . . . . . 100 100 92 0 0 0 0 0 0 0 0 0 0July 2022 . . . . . . . . . . . . 100 100 72 0 0 0 0 0 0 0 0 0 0July 2023 . . . . . . . . . . . . 100 100 44 0 0 0 0 0 0 0 0 0 0July 2024 . . . . . . . . . . . . 100 91 10 0 0 0 0 0 0 0 0 0 0July 2025 . . . . . . . . . . . . 100 52 0 0 0 0 0 0 0 0 0 0 0July 2026 . . . . . . . . . . . . 100 10 0 0 0 0 0 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2034 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2035 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2036 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2037 . . . . . . . . . . . . 100 0 0 0 0 0 0 0 0 0 0 0 0July 2038 . . . . . . . . . . . . 80 0 0 0 0 0 0 0 0 0 0 0 0July 2039 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0July 2040 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0July 2041 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 25.3 12.0 9.7 2.9 2.9 2.9 2.9 1.9 1.4 1.2 0.8 0.6 0.4


Distribution Dates” in the REMIC Prospectus.

S-30

LF, LS, SL, SJ and JS Classes TE, TG and TI† Classes



Date 0% 100% 116% 140% 200% 320% 321% 500% 700% 900% 1300% 1700% 2200% 0% 100% 150% 200% 300% 500% 700% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 100 100 100 100 93 80 80 60 38 15 0 0 0 99 95 94 93 90 85 80 75July 2015 . . . . . . . . . . . . 100 100 100 100 84 53 53 10 0 0 0 0 0 97 88 84 80 72 58 44 32July 2016 . . . . . . . . . . . . 100 100 100 100 75 30 29 0 0 0 0 0 0 95 78 71 65 52 30 11 0July 2017 . . . . . . . . . . . . 100 100 100 100 68 14 14 0 0 0 0 0 0 93 69 60 51 35 10 0 0July 2018 . . . . . . . . . . . . 100 100 100 100 64 5 5 0 0 0 0 0 0 91 61 50 39 22 0 0 0July 2019 . . . . . . . . . . . . 100 100 100 100 61 1 1 0 0 0 0 0 0 89 53 40 29 11 0 0 0July 2020 . . . . . . . . . . . . 100 100 100 99 59 * 0 0 0 0 0 0 0 87 46 32 20 2 0 0 0July 2021 . . . . . . . . . . . . 100 100 100 97 56 * 0 0 0 0 0 0 0 85 39 25 13 0 0 0 0July 2022 . . . . . . . . . . . . 100 100 100 93 52 * 0 0 0 0 0 0 0 82 33 18 6 0 0 0 0July 2023 . . . . . . . . . . . . 100 100 100 88 48 * 0 0 0 0 0 0 0 80 27 12 * 0 0 0 0July 2024 . . . . . . . . . . . . 100 100 100 82 44 * 0 0 0 0 0 0 0 77 22 6 0 0 0 0 0July 2025 . . . . . . . . . . . . 100 100 95 76 39 * 0 0 0 0 0 0 0 74 17 2 0 0 0 0 0July 2026 . . . . . . . . . . . . 100 100 87 69 35 * 0 0 0 0 0 0 0 71 12 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 100 94 80 62 31 * 0 0 0 0 0 0 0 67 7 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 100 86 72 56 27 * 0 0 0 0 0 0 0 63 3 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 100 78 65 50 23 * 0 0 0 0 0 0 0 59 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 100 70 58 44 20 * 0 0 0 0 0 0 0 55 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 100 62 51 38 17 * 0 0 0 0 0 0 0 51 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 100 55 45 33 14 * 0 0 0 0 0 0 0 46 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 100 48 39 28 11 * 0 0 0 0 0 0 0 41 0 0 0 0 0 0 0July 2034 . . . . . . . . . . . . 100 41 33 24 9 * 0 0 0 0 0 0 0 35 0 0 0 0 0 0 0July 2035 . . . . . . . . . . . . 100 35 28 20 7 * 0 0 0 0 0 0 0 30 0 0 0 0 0 0 0July 2036 . . . . . . . . . . . . 100 29 23 16 6 * 0 0 0 0 0 0 0 23 0 0 0 0 0 0 0July 2037 . . . . . . . . . . . . 100 23 18 12 4 * 0 0 0 0 0 0 0 17 0 0 0 0 0 0 0July 2038 . . . . . . . . . . . . 100 18 14 9 3 * 0 0 0 0 0 0 0 10 0 0 0 0 0 0 0July 2039 . . . . . . . . . . . . 95 13 10 7 2 * 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0July 2040 . . . . . . . . . . . . 73 9 7 4 1 * 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2041 . . . . . . . . . . . . 50 5 3 2 1 * 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 26 2 1 1 * * 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 28.0 20.2 18.8 16.6 10.1 2.3 2.3 1.2 0.8 0.6 0.4 0.3 0.2 16.7 7.0 5.5 4.5 3.4 2.3 1.9 1.6

TV Class TZ Class



Date 0% 100% 150% 200% 300% 500% 700% 900% 0% 100% 150% 200% 300% 500% 700% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 94 94 94 94 94 94 94 94 104 104 104 104 104 104 104 104July 2015 . . . . . . . . . . . . 88 88 88 88 88 88 88 88 108 108 108 108 108 108 108 108July 2016 . . . . . . . . . . . . 81 81 81 81 81 81 81 53 113 113 113 113 113 113 113 113July 2017 . . . . . . . . . . . . 74 74 74 74 74 74 14 0 117 117 117 117 117 117 117 67July 2018 . . . . . . . . . . . . 67 67 67 67 67 39 0 0 122 122 122 122 122 122 72 30July 2019 . . . . . . . . . . . . 60 60 60 60 60 0 0 0 127 127 127 127 127 101 41 14July 2020 . . . . . . . . . . . . 52 52 52 52 52 0 0 0 132 132 132 132 132 69 23 6July 2021 . . . . . . . . . . . . 44 44 44 44 5 0 0 0 138 138 138 138 138 47 13 3July 2022 . . . . . . . . . . . . 35 35 35 35 0 0 0 0 143 143 143 143 112 32 7 1July 2023 . . . . . . . . . . . . 27 27 27 27 0 0 0 0 149 149 149 149 89 22 4 1July 2024 . . . . . . . . . . . . 18 18 18 0 0 0 0 0 155 155 155 143 71 15 2 *July 2025 . . . . . . . . . . . . 8 8 8 0 0 0 0 0 161 161 161 121 56 10 1 *July 2026 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 167 153 102 44 7 1 *July 2027 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 167 133 86 35 4 * *July 2028 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 167 116 73 27 3 * *July 2029 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 163 100 61 21 2 * *July 2030 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 145 86 50 16 1 * *July 2031 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 128 74 42 13 1 * *July 2032 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 112 62 34 10 1 * *July 2033 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 97 52 28 7 * * *July 2034 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 83 43 22 5 * * *July 2035 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 70 36 18 4 * * *July 2036 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 58 29 14 3 * * *July 2037 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 47 22 10 2 * * *July 2038 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 37 17 8 1 * * *July 2039 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 167 28 12 5 1 * * 0July 2040 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 138 19 8 3 1 * * 0July 2041 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 95 11 4 2 * * * 0July 2042 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 49 3 1 * * * * 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 7.0 7.0 7.0 6.7 5.7 4.3 3.4 2.8 28.2 21.5 18.3 15.9 12.3 8.1 5.9 4.6



outstanding.

S-31

WL, WI†, WA and WM Classes WV Class



Date 0% 100% 150% 200% 300% 500% 700% 900% 0% 100% 150% 200% 300% 500% 700% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 99 95 94 93 90 85 80 75 94 94 94 94 94 94 94 94July 2015 . . . . . . . . . . . . 97 88 84 80 72 58 44 32 88 88 88 88 88 88 88 88July 2016 . . . . . . . . . . . . 95 78 71 64 52 30 11 0 81 81 81 81 81 81 81 53July 2017 . . . . . . . . . . . . 93 69 60 51 35 10 0 0 74 74 74 74 74 74 14 0July 2018 . . . . . . . . . . . . 91 61 50 39 22 0 0 0 67 67 67 67 67 39 0 0July 2019 . . . . . . . . . . . . 89 53 40 29 11 0 0 0 60 60 60 60 60 0 0 0July 2020 . . . . . . . . . . . . 87 46 32 20 2 0 0 0 52 52 52 52 52 0 0 0July 2021 . . . . . . . . . . . . 85 39 25 13 0 0 0 0 44 44 44 44 4 0 0 0July 2022 . . . . . . . . . . . . 82 33 18 6 0 0 0 0 35 35 35 35 0 0 0 0July 2023 . . . . . . . . . . . . 80 27 12 * 0 0 0 0 27 27 27 27 0 0 0 0July 2024 . . . . . . . . . . . . 77 22 6 0 0 0 0 0 18 18 18 0 0 0 0 0July 2025 . . . . . . . . . . . . 74 17 2 0 0 0 0 0 8 8 8 0 0 0 0 0July 2026 . . . . . . . . . . . . 71 12 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2027 . . . . . . . . . . . . 67 7 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2028 . . . . . . . . . . . . 63 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2029 . . . . . . . . . . . . 59 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2030 . . . . . . . . . . . . 55 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2031 . . . . . . . . . . . . 51 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2032 . . . . . . . . . . . . 46 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2033 . . . . . . . . . . . . 41 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2034 . . . . . . . . . . . . 35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2035 . . . . . . . . . . . . 30 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2036 . . . . . . . . . . . . 23 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2037 . . . . . . . . . . . . 17 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2038 . . . . . . . . . . . . 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2039 . . . . . . . . . . . . 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2040 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2041 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2042 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 16.7 7.0 5.5 4.5 3.4 2.3 1.9 1.6 7.0 7.0 7.0 6.7 5.7 4.3 3.4 2.8

WZ Class


Date 0% 100% 150% 200% 300% 500% 700% 900%

Initial Percent . . . . . . . . 100 100 100 100 100 100 100 100July 2014 . . . . . . . . . . . . 104 104 104 104 104 104 104 104July 2015 . . . . . . . . . . . . 108 108 108 108 108 108 108 108July 2016 . . . . . . . . . . . . 113 113 113 113 113 113 113 113July 2017 . . . . . . . . . . . . 117 117 117 117 117 117 117 67July 2018 . . . . . . . . . . . . 122 122 122 122 122 122 72 30July 2019 . . . . . . . . . . . . 127 127 127 127 127 101 41 13July 2020 . . . . . . . . . . . . 132 132 132 132 132 69 23 6July 2021 . . . . . . . . . . . . 138 138 138 138 138 47 13 3July 2022 . . . . . . . . . . . . 143 143 143 143 112 32 7 1July 2023 . . . . . . . . . . . . 149 149 149 149 89 22 4 1July 2024 . . . . . . . . . . . . 155 155 155 143 71 15 2 *July 2025 . . . . . . . . . . . . 161 161 161 121 56 10 1 *July 2026 . . . . . . . . . . . . 167 167 153 102 44 7 1 *July 2027 . . . . . . . . . . . . 167 167 133 86 35 4 * *July 2028 . . . . . . . . . . . . 167 167 116 72 27 3 * *July 2029 . . . . . . . . . . . . 167 163 100 61 21 2 * *July 2030 . . . . . . . . . . . . 167 144 86 50 16 1 * *July 2031 . . . . . . . . . . . . 167 127 73 42 13 1 * *July 2032 . . . . . . . . . . . . 167 112 62 34 10 1 * *July 2033 . . . . . . . . . . . . 167 97 52 28 7 * * *July 2034 . . . . . . . . . . . . 167 83 43 22 5 * * *July 2035 . . . . . . . . . . . . 167 70 36 18 4 * * *July 2036 . . . . . . . . . . . . 167 58 29 14 3 * * *July 2037 . . . . . . . . . . . . 167 47 22 10 2 * * *July 2038 . . . . . . . . . . . . 167 37 17 8 1 * * *July 2039 . . . . . . . . . . . . 167 28 12 5 1 * * 0July 2040 . . . . . . . . . . . . 138 19 8 3 1 * * 0July 2041 . . . . . . . . . . . . 95 11 4 2 * * * 0July 2042 . . . . . . . . . . . . 49 3 1 * * * * 0July 2043 . . . . . . . . . . . . 0 0 0 0 0 0 0 0Weighted Average

Life (years)** . . . . . . . 28.2 21.5 18.3 15.9 12.3 8.1 5.9 4.6



outstanding.

S-32

Characteristics of the Residual Classes

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

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

CERTAIN ADDITIONAL FEDERAL INCOME TAX CONSEQUENCES

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

U.S. Treasury Circular 230 Notice

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

REMIC Elections and Special Tax Attributes

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

Notwithstanding the foregoing, the Mortgage Loans underlying the Group 7 MBS, Group 9 MBSand Group 10 MBS have loan-to-value ratios at origination ranging from greater than 105% up to125%. See “Description of the Certificates—The Trust MBS” in this prospectus supplement. A portionof the Group 7 Classes, Group 9 Classes and Group 10 Classes may not be treated as “real estateassets” within the meaning of section 856(c)(5)(B) of the Code. See “Material Federal Income TaxConsequences—Special Tax Attributes” in the MBS Prospectus dated March 1, 2013. Accordingly,

S-33

special tax considerations may apply to a real estate investment trust that holds a REMIC Certificateof a Group 7, Group 9 or Group 10 Class, and we may be obligated to provide additional information,pursuant to Regulations under section 6049 of the Code, on such Classes. See “Material FederalIncome Tax Consequences—REMIC Election and Special Tax Attributes” in the REMIC Prospectus.

Taxation of Beneficial Owners of Regular Certificates

The Notional Classes and the Accrual Classes will be issued with original issue discount(“OID”), and certain other Classes of REMIC Certificates may be issued with OID. In addition,because all payments will be treated as included in the stated redemption price at maturity, theLW Class will be treated as having been issued with OID. If a Class is issued with OID, a benefi-cial owner of a Certificate of that Class generally must recognize some taxable income in advanceof the receipt of the cash attributable to that income. See “Material Federal Income TaxConsequences—Taxation of Beneficial Owners of Regular Certificates—Treatment of OriginalIssue Discount” in the REMIC Prospectus. In addition, the LG, TV and WV Classes will be treatedas having been issued at a premium, and certain other Classes of REMIC Certificates may betreated as having been issued at a premium. See “Material Federal Income Tax Consequences—Taxation of Beneficial Owners of Regular Certificates—Regular Certificates Purchased at aPremium” in the REMIC Prospectus.

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

Group Prepayment Assumption

1 250% PSA2 190% PSA3 250% PSA4 300% PSA5 250% PSA6 200% PSA7 250% PSA8 200% PSA9 150% PSA

10 150% PSA

See “Material Federal Income Tax Consequences—Taxation of Beneficial Owners of RegularCertificates—Treatment of Original Issue Discount” in the REMIC Prospectus. No representationis made as to whether the Mortgage Loans underlying the MBS will prepay at any of those ratesor at any other rate. See “Description of the Certificates—Weighted Average Lives of the Certifi-cates” in this prospectus supplement and “Yield, Maturity and Prepayment Considerations—Weighted Average Lives and Final Distribution Dates” in the REMIC Prospectus.

Taxation of Beneficial Owners of Residual Certificates

The Holder of a Residual Certificate will be considered to be the holder of the “residualinterest” in the related REMIC. Such Holder generally will be required to report its daily portionof the taxable income or net loss of the REMIC to which that Certificate relates. In certain peri-ods, a Holder of a Residual Certificate may be required to recognize taxable income without beingentitled to receive a corresponding amount of cash. Pursuant to the Trust Agreement, we will beobligated to provide to the Holder of a Residual Certificate (i) information necessary to enable it to

S-34

prepare its federal income tax returns and (ii) any reports regarding the Residual Class that maybe required under the Code. See “Material Federal Income Tax Consequences—Taxation ofBeneficial Owners of Residual Certificates” in the REMIC Prospectus.

Taxation of Beneficial Owners of RCR Certificates

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

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

PLAN OF DISTRIBUTION

We are obligated to deliver the Certificates to Merrill Lynch, Pierce, Fenner & SmithIncorporated (the “Dealer”) in exchange for the Trust MBS, the Underlying REMIC and RCRCertificates and the Group 6 SMBS. The Dealer proposes to offer the Certificates directly to thepublic from time to time in negotiated transactions at varying prices to be determined at the timeof sale. The Dealer may effect these transactions to or through other dealers.

LEGAL MATTERS

Katten Muchin Rosenman LLP will provide legal representation for Fannie Mae. Orrick,Herrington & Sutcliffe LLP will provide legal representation for the Dealer.

S-35

Exhibit A

Group 2 Underlying REMIC and RCR Certificates

UnderlyingREMICTrust Class

Dateof

IssueCUSIP

NumberInterest

RateInterestType(1)

FinalDistribution

DatePrincipalType(1)

OriginalPrincipal or

NotionalPrincipalBalanceof Class

July2013Class

Factor

Principal orNotionalPrincipal

Balance inthe Lower

Tier REMIC

ApproximateWeightedAverage

WAC


WAM(in months)

ApproximateWeightedAverageWALA

(in months)

2013-18 DC February 2013 3136ACXC0 1.50% FIX December 2032 PAC $125,366,000 0.97284243 $ 9,242,003.00 3.986% 229 102013-18 DE February 2013 3136ACZW4 1.75 FIX December 2032 PAC 125,366,000 0.97284243 63,036,298.00 3.986 229 102013-18 DI February 2013 3136ACXD8 3.50 FIX/IO December 2032 NTL 17,909,428 0.97284243 10,985,614.50 3.986 229 10

(1) See “Description of the Certificates—Class Definitions and Abbreviations” in the REMIC Prospectus.

Group 3 Underlying REMIC Certificates

UnderlyingREMICTrust Class

Dateof

IssueCUSIP

NumberInterest

RateInterestType(1)

FinalDistribution

DatePrincipalType(1)

OriginalNotionalPrincipalBalanceof Class

July2013Class

Factor

NotionalPrincipal

Balance inthe Lower

Tier REMIC


WAC


WAM(in months)

ApproximateWeightedAverageWALA

(in months)

2013-06 NI January 2013 3136ABN82 3.0% FIX/IO November 2032 NTL $12,266,166 0.97180759 $ 3,360,835.00 3.695% 231 92013-32 GI March 2013 3136ADJW0 3.0 FIX/IO October 2032 NTL 7,500,000 0.98689372 7,401,702.00 3.641 232 72013-46 NI April 2013 3136AEAV9 3.0 FIX/IO November 2030 NTL 14,583,333 0.98806512 14,409,282.00 3.617 232 5

(1) See “Description of the Certificates—Class Definitions and Abbreviations” in the REMIC Prospectus.

Note: For any pool of Mortgage Loans backing an underlying REMIC or RCR certificate, if a preliminary calculation indicated that the sum of the WAM and WALA for thatpool exceeded the longest original term to maturity of any Mortgage Loan in the pool, the WALA used in determining the information shown in the related table wasreduced as necessary to insure that the sum of the WAM and WALA does not exceed such original term to maturity.

A-1

Schedule 1

Available Recombinations(1)

REMIC Certificates RCR Certificates

ClassesOriginalBalances

RCRClasses

OriginalBalances

PrincipalType(2)

InterestRate

InterestType(2)

CUSIPNumber

FinalDistribution

Date

Recombination 1GW $ 22,512,000 GY $ 40,833,950 SEQ 3.00% FIX 3136AF3L6 August 2033GX 18,321,950

Recombination 2GD 131,186,000 GL 131,186,000 SEQ 2.25 FIX 3136AF3M4 July 2030GI 10,932,167(3)

Recombination 3GD 131,186,000 GE 131,186,000 SEQ 2.50 FIX 3136AF3N2 July 2030GI 21,864,333(3)

Recombination 4GD 131,186,000 GH 131,186,000 SEQ 2.75 FIX 3136AF3P7 July 2030GI 32,796,500(3)

Recombination 5GD 131,186,000 GA 131,186,000 SEQ 3.00 FIX 3136AF3Q5 July 2030GI 43,728,666(3)

Recombination 6CF 9,122,938 CA 82,106,450 PAC/AD 2.50 FIX 3136AF3R3 July 2043CS 9,122,938(3)CB 72,983,512

Recombination 7VL 14,255,000 VN 20,025,000 SEQ/AD 3.50 FIX 3136AF3S1 July 2030VM 5,770,000

Recombination 8VL 14,255,000 MY(4) 44,928,000 SEQ 3.50 FIX 3136AF3T9 August 2043VM 5,770,000ZM 24,903,000

Recombination 9LA 30,986,000 LB 30,986,000 PAC 2.75 FIX 3136AF3U6 February 2043LI 2,213,286(3)

A-2

REMIC Certificates RCR Certificates

ClassesOriginalBalances

RCRClasses

OriginalBalances

PrincipalType(2)

InterestRate

InterestType(2)

CUSIPNumber

FinalDistribution

Date

Recombination 10LA $ 30,986,000 LC $ 30,986,000 PAC 3.00% FIX 3136AF3V4 February 2043LI 4,426,571(3)

Recombination 11LA 30,986,000 LD 30,986,000 PAC 3.25 FIX 3136AF3W2 February 2043LI 6,639,857(3)

Recombination 12LA 30,986,000 LE 30,986,000 PAC 3.50 FIX 3136AF3X0 February 2043LI 8,853,142(3)

Recombination 13WL 56,559,104 WA 56,559,104 SEQ 4.00 FIX 3136AF3Y8 December 2039WI 14,139,776(3)

Recombination 14WL 56,559,104 WM 56,559,104 SEQ 3.25 FIX 3136AF3Z5 December 2039WI 3,534,944(3)

(1) REMIC Certificates and RCR Certificates in each Recombination may be exchanged only in the proportions of original principal or notional principal balances for therelated Classes shown in this Schedule 1 (disregarding any retired Classes). For example, if a particular Recombination includes two REMIC Classes and one RCRClass whose original principal balances shown in the schedule reflect a 1:1:2 relationship, the same 1:1:2 relationship among the original principal balances of thoseREMIC and RCR Classes must be maintained in any exchange. This is true even if, as a result of the applicable payment priority sequence, the relationship betweentheir current principal balances has changed over time. Moreover, if as a result of a proposed exchange, a Certificateholder would hold a REMIC Certificate or RCRCertificate of a Class in an amount less than the applicable minimum denomination for that Class, the Certificateholder will be unable to effect the proposed exchange.See “Description of the Certificates—General—Authorized Denominations” in this prospectus supplement.

(2) See “Description of the Certificates—Class Definitions and Abbreviations” in the REMIC Prospectus.(3) Notional principal balances. These Classes are Interest Only Classes. See page S-8 for a description of how their notional principal balances are calculated.(4) Principal payments on the REMIC Certificates in Recombination 8 from the ZM Accrual Amount will be paid as interest on the related RCR Certificates, and thus will

not reduce the principal balances of those RCR Certificates.

A-3

Principal Balance Schedules

Aggregate Group I Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . . $72,244,000.00August 2013 . . . . . . . . 71,786,793.97September 2013 . . . . . 71,312,221.04October 2013 . . . . . . . . 70,820,527.00November 2013 . . . . . 70,311,968.38December 2013 . . . . . . 69,786,812.23January 2014 . . . . . . . 69,245,335.86February 2014 . . . . . . 68,687,826.65March 2014 . . . . . . . . . 68,114,581.75April 2014 . . . . . . . . . . 67,525,907.85May 2014 . . . . . . . . . . 66,922,120.90June 2014 . . . . . . . . . . 66,303,545.83July 2014 . . . . . . . . . . . 65,670,516.26August 2014 . . . . . . . . 65,023,374.20September 2014 . . . . . 64,362,469.73October 2014 . . . . . . . . 63,688,160.71November 2014 . . . . . 63,000,812.41December 2014 . . . . . . 62,300,830.64January 2015 . . . . . . . 61,591,597.54February 2015 . . . . . . 60,874,967.99March 2015 . . . . . . . . . 60,151,849.81April 2015 . . . . . . . . . . 59,427,733.67May 2015 . . . . . . . . . . 58,705,158.48June 2015 . . . . . . . . . . 57,985,379.23July 2015 . . . . . . . . . . . 57,270,674.98August 2015 . . . . . . . . 56,561,137.03September 2015 . . . . . 55,856,731.92October 2015 . . . . . . . . 55,157,426.62November 2015 . . . . . 54,463,187.35December 2015 . . . . . . 53,773,980.56January 2016 . . . . . . . 53,089,772.91February 2016 . . . . . . 52,410,531.27March 2016 . . . . . . . . . 51,736,222.71April 2016 . . . . . . . . . . 51,066,814.54May 2016 . . . . . . . . . . 50,402,274.25June 2016 . . . . . . . . . . 49,742,569.56July 2016 . . . . . . . . . . . 49,087,668.38August 2016 . . . . . . . . 48,437,538.83September 2016 . . . . . 47,792,149.24October 2016 . . . . . . . . 47,151,468.13November 2016 . . . . . 46,515,464.24December 2016 . . . . . . 45,884,106.49January 2017 . . . . . . . 45,257,364.02February 2017 . . . . . . 44,635,206.14March 2017 . . . . . . . . . 44,017,602.39April 2017 . . . . . . . . . . 43,404,522.47May 2017 . . . . . . . . . . 42,795,936.30June 2017 . . . . . . . . . . 42,191,813.98July 2017 . . . . . . . . . . . 41,592,125.81August 2017 . . . . . . . . 40,996,842.27September 2017 . . . . . 40,405,934.04October 2017 . . . . . . . . 39,819,371.98November 2017 . . . . . 39,237,127.13December 2017 . . . . . . 38,659,170.74January 2018 . . . . . . . 38,085,474.21February 2018 . . . . . . 37,516,009.16

DistributionDate

PlannedBalance

March 2018 . . . . . . . . . $36,950,747.36April 2018 . . . . . . . . . . 36,389,660.77May 2018 . . . . . . . . . . 35,832,721.56June 2018 . . . . . . . . . . 35,279,902.02July 2018 . . . . . . . . . . . 34,731,174.68August 2018 . . . . . . . . 34,186,512.19September 2018 . . . . . 33,645,887.42October 2018 . . . . . . . . 33,109,273.39November 2018 . . . . . 32,576,643.29December 2018 . . . . . . 32,047,970.51January 2019 . . . . . . . 31,523,228.57February 2019 . . . . . . 31,002,391.19March 2019 . . . . . . . . . 30,485,432.25April 2019 . . . . . . . . . . 29,972,325.81May 2019 . . . . . . . . . . 29,463,046.06June 2019 . . . . . . . . . . 28,957,567.39July 2019 . . . . . . . . . . . 28,455,864.36August 2019 . . . . . . . . 27,957,911.65September 2019 . . . . . 27,463,684.14October 2019 . . . . . . . . 26,973,156.87November 2019 . . . . . 26,486,305.03December 2019 . . . . . . 26,003,103.96January 2020 . . . . . . . 25,525,518.56February 2020 . . . . . . 25,054,896.29March 2020 . . . . . . . . . 24,591,142.81April 2020 . . . . . . . . . . 24,134,164.99May 2020 . . . . . . . . . . 23,683,870.93June 2020 . . . . . . . . . . 23,240,169.90July 2020 . . . . . . . . . . . 22,802,972.39August 2020 . . . . . . . . 22,372,190.02September 2020 . . . . . 21,947,735.58October 2020 . . . . . . . . 21,529,522.99November 2020 . . . . . 21,117,467.28December 2020 . . . . . . 20,711,484.63January 2021 . . . . . . . 20,311,492.26February 2021 . . . . . . 19,917,408.50March 2021 . . . . . . . . . 19,529,152.73April 2021 . . . . . . . . . . 19,146,645.40May 2021 . . . . . . . . . . 18,769,808.00June 2021 . . . . . . . . . . 18,398,563.03July 2021 . . . . . . . . . . . 18,032,834.00August 2021 . . . . . . . . 17,672,545.44September 2021 . . . . . 17,317,622.85October 2021 . . . . . . . . 16,967,992.72November 2021 . . . . . 16,623,582.49December 2021 . . . . . . 16,284,320.55January 2022 . . . . . . . 15,950,136.23February 2022 . . . . . . 15,620,959.79March 2022 . . . . . . . . . 15,296,722.41April 2022 . . . . . . . . . . 14,977,356.15May 2022 . . . . . . . . . . 14,662,793.99June 2022 . . . . . . . . . . 14,352,969.75July 2022 . . . . . . . . . . . 14,047,818.17August 2022 . . . . . . . . 13,747,274.81September 2022 . . . . . 13,451,276.08October 2022 . . . . . . . . 13,159,759.24

DistributionDate

PlannedBalance

November 2022 . . . . . $12,872,662.37December 2022 . . . . . . 12,589,924.35January 2023 . . . . . . . 12,311,484.88February 2023 . . . . . . 12,037,284.46March 2023 . . . . . . . . . 11,767,264.35April 2023 . . . . . . . . . . 11,501,366.61May 2023 . . . . . . . . . . 11,239,534.03June 2023 . . . . . . . . . . 10,981,710.19July 2023 . . . . . . . . . . . 10,727,839.40August 2023 . . . . . . . . 10,477,866.69September 2023 . . . . . 10,231,737.84October 2023 . . . . . . . . 9,989,399.33November 2023 . . . . . 9,750,798.35December 2023 . . . . . . 9,515,882.80January 2024 . . . . . . . 9,284,601.25February 2024 . . . . . . 9,056,902.95March 2024 . . . . . . . . . 8,832,737.85April 2024 . . . . . . . . . . 8,612,056.53May 2024 . . . . . . . . . . 8,394,810.24June 2024 . . . . . . . . . . 8,180,950.87July 2024 . . . . . . . . . . . 7,970,430.95August 2024 . . . . . . . . 7,763,203.65September 2024 . . . . . 7,559,222.75October 2024 . . . . . . . . 7,358,442.63November 2024 . . . . . 7,160,818.30December 2024 . . . . . . 6,966,305.36January 2025 . . . . . . . 6,774,860.00February 2025 . . . . . . 6,586,438.98March 2025 . . . . . . . . . 6,400,999.65April 2025 . . . . . . . . . . 6,218,499.93May 2025 . . . . . . . . . . 6,038,898.28June 2025 . . . . . . . . . . 5,862,153.75July 2025 . . . . . . . . . . . 5,688,225.89August 2025 . . . . . . . . 5,517,074.82September 2025 . . . . . 5,348,661.18October 2025 . . . . . . . . 5,182,946.14November 2025 . . . . . 5,019,891.39December 2025 . . . . . . 4,859,459.13January 2026 . . . . . . . 4,701,612.05February 2026 . . . . . . 4,546,313.37March 2026 . . . . . . . . . 4,393,526.78April 2026 . . . . . . . . . . 4,243,216.45May 2026 . . . . . . . . . . 4,095,347.05June 2026 . . . . . . . . . . 3,949,883.71July 2026 . . . . . . . . . . . 3,806,792.03August 2026 . . . . . . . . 3,666,038.08September 2026 . . . . . 3,527,588.36October 2026 . . . . . . . . 3,391,409.84November 2026 . . . . . 3,257,469.95December 2026 . . . . . . 3,125,736.51January 2027 . . . . . . . 2,996,177.82February 2027 . . . . . . 2,868,762.58March 2027 . . . . . . . . . 2,743,459.91April 2027 . . . . . . . . . . 2,620,239.36May 2027 . . . . . . . . . . 2,499,070.89June 2027 . . . . . . . . . . 2,379,924.84

B-1

Aggregate Group I (Continued)

DistributionDate

PlannedBalance

July 2027 . . . . . . . . . . . $ 2,262,771.98August 2027 . . . . . . . . 2,147,583.47September 2027 . . . . . 2,034,330.83October 2027 . . . . . . . . 1,922,986.00November 2027 . . . . . 1,813,521.29December 2027 . . . . . . 1,705,909.36January 2028 . . . . . . . 1,600,123.27February 2028 . . . . . . 1,496,136.44March 2028 . . . . . . . . . 1,393,922.64

DistributionDate

PlannedBalance

April 2028 . . . . . . . . . . $ 1,293,455.99May 2028 . . . . . . . . . . 1,194,710.98June 2028 . . . . . . . . . . 1,097,662.44July 2028 . . . . . . . . . . . 1,002,285.52August 2028 . . . . . . . . 908,555.74September 2028 . . . . . 816,448.93October 2028 . . . . . . . . 725,941.25November 2028 . . . . . 637,009.20December 2028 . . . . . . 549,629.60

DistributionDate

PlannedBalance

January 2029 . . . . . . . $ 463,779.55February 2029 . . . . . . 379,436.50March 2029 . . . . . . . . . 296,578.21April 2029 . . . . . . . . . . 215,182.70May 2029 . . . . . . . . . . 135,228.34June 2029 . . . . . . . . . . 56,693.76July 2029 and

thereafter . . . . . . . . 0.00

Aggregate Group II Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . $166,125,000.00August 2013 . . . . . . . 163,934,818.41September 2013 . . . . 161,760,848.22October 2013 . . . . . . 159,602,949.89November 2013 . . . . 157,460,984.94December 2013 . . . . . 155,334,815.97January 2014 . . . . . . 153,224,306.66February 2014 . . . . . 151,129,321.71March 2014 . . . . . . . . 149,049,726.89April 2014 . . . . . . . . . 146,985,389.01May 2014 . . . . . . . . . 144,936,175.90June 2014 . . . . . . . . . 142,901,956.39July 2014 . . . . . . . . . 140,882,600.37August 2014 . . . . . . . 138,877,978.69September 2014 . . . . 136,887,963.23October 2014 . . . . . . 134,912,426.82November 2014 . . . . 132,951,243.32December 2014 . . . . . 131,004,287.52January 2015 . . . . . . 129,071,435.20February 2015 . . . . . 127,152,563.08March 2015 . . . . . . . . 125,247,548.84April 2015 . . . . . . . . . 123,356,271.11May 2015 . . . . . . . . . 121,478,609.43June 2015 . . . . . . . . . 119,614,444.29July 2015 . . . . . . . . . 117,763,657.08August 2015 . . . . . . . 115,926,130.12September 2015 . . . . 114,101,746.63October 2015 . . . . . . 112,290,390.72November 2015 . . . . 110,491,947.39December 2015 . . . . . 108,706,302.53January 2016 . . . . . . 106,933,342.91February 2016 . . . . . 105,172,956.16March 2016 . . . . . . . . 103,425,030.76April 2016 . . . . . . . . . 101,689,456.08May 2016 . . . . . . . . . 99,966,122.31June 2016 . . . . . . . . . 98,254,920.48July 2016 . . . . . . . . . 96,555,742.48August 2016 . . . . . . . 94,868,480.99September 2016 . . . . 93,193,029.55October 2016 . . . . . . 91,529,282.48November 2016 . . . . 89,877,134.94December 2016 . . . . . 88,236,482.87January 2017 . . . . . . 86,607,223.01February 2017 . . . . . 84,989,252.89

DistributionDate

PlannedBalance

March 2017 . . . . . . . . $ 83,382,470.82April 2017 . . . . . . . . . 81,786,775.89May 2017 . . . . . . . . . 80,202,067.95June 2017 . . . . . . . . . 78,628,247.63July 2017 . . . . . . . . . 77,065,216.30August 2017 . . . . . . . 75,512,876.10September 2017 . . . . 73,971,129.89October 2017 . . . . . . 72,439,881.29November 2017 . . . . 70,919,034.65December 2017 . . . . . 69,408,495.03January 2018 . . . . . . 67,920,842.67February 2018 . . . . . 66,464,255.83March 2018 . . . . . . . . 65,038,097.31April 2018 . . . . . . . . . 63,641,742.79May 2018 . . . . . . . . . 62,274,580.63June 2018 . . . . . . . . . 60,936,011.54July 2018 . . . . . . . . . 59,625,448.42August 2018 . . . . . . . 58,342,316.02September 2018 . . . . 57,086,050.79October 2018 . . . . . . 55,856,100.58November 2018 . . . . 54,651,924.47December 2018 . . . . . 53,472,992.46January 2019 . . . . . . 52,318,785.36February 2019 . . . . . 51,188,794.47March 2019 . . . . . . . . 50,082,521.44April 2019 . . . . . . . . . 48,999,478.02May 2019 . . . . . . . . . 47,939,185.90June 2019 . . . . . . . . . 46,901,176.44July 2019 . . . . . . . . . 45,884,990.57August 2019 . . . . . . . 44,890,178.50September 2019 . . . . 43,916,299.61October 2019 . . . . . . 42,962,922.24November 2019 . . . . 42,029,623.47December 2019 . . . . . 41,115,989.01January 2020 . . . . . . 40,221,612.99February 2020 . . . . . 39,346,097.80March 2020 . . . . . . . . 38,489,053.91April 2020 . . . . . . . . . 37,650,099.72May 2020 . . . . . . . . . 36,828,861.40June 2020 . . . . . . . . . 36,024,972.74July 2020 . . . . . . . . . 35,238,074.97August 2020 . . . . . . . 34,467,816.64September 2020 . . . . 33,713,853.46October 2020 . . . . . . 32,975,848.15

DistributionDate

PlannedBalance

November 2020 . . . . $ 32,253,470.31December 2020 . . . . . 31,546,396.27January 2021 . . . . . . 30,854,308.98February 2021 . . . . . 30,176,897.84March 2021 . . . . . . . . 29,513,858.58April 2021 . . . . . . . . . 28,864,893.15May 2021 . . . . . . . . . 28,229,709.59June 2021 . . . . . . . . . 27,608,021.89July 2021 . . . . . . . . . 26,999,549.89August 2021 . . . . . . . 26,404,019.14September 2021 . . . . 25,821,160.80October 2021 . . . . . . 25,250,711.54November 2021 . . . . 24,692,413.40December 2021 . . . . . 24,146,013.68January 2022 . . . . . . 23,611,264.89February 2022 . . . . . 23,087,924.56March 2022 . . . . . . . . 22,575,755.20April 2022 . . . . . . . . . 22,074,524.17May 2022 . . . . . . . . . 21,584,003.62June 2022 . . . . . . . . . 21,103,970.34July 2022 . . . . . . . . . 20,634,205.69August 2022 . . . . . . . 20,174,495.53September 2022 . . . . 19,724,630.09October 2022 . . . . . . 19,284,403.90November 2022 . . . . 18,853,615.72December 2022 . . . . . 18,432,068.43January 2023 . . . . . . 18,019,568.94February 2023 . . . . . 17,615,928.14March 2023 . . . . . . . . 17,220,960.79April 2023 . . . . . . . . . 16,834,485.45May 2023 . . . . . . . . . 16,456,324.43June 2023 . . . . . . . . . 16,086,303.67July 2023 . . . . . . . . . 15,724,252.68August 2023 . . . . . . . 15,370,004.48September 2023 . . . . 15,023,395.55October 2023 . . . . . . 14,684,265.69November 2023 . . . . 14,352,458.03December 2023 . . . . . 14,027,818.90January 2024 . . . . . . 13,710,197.82February 2024 . . . . . 13,399,447.38March 2024 . . . . . . . . 13,095,423.23April 2024 . . . . . . . . . 12,797,983.98May 2024 . . . . . . . . . 12,506,991.15June 2024 . . . . . . . . . 12,222,309.14

B-2

Aggregate Group II (Continued)

DistributionDate

PlannedBalance

July 2024 . . . . . . . . . $ 11,943,805.11August 2024 . . . . . . . 11,671,348.99September 2024 . . . . 11,404,813.38October 2024 . . . . . . 11,144,073.50November 2024 . . . . 10,889,007.16December 2024 . . . . . 10,639,494.69January 2025 . . . . . . 10,395,418.89February 2025 . . . . . 10,156,664.99March 2025 . . . . . . . . 9,923,120.57April 2025 . . . . . . . . . 9,694,675.56May 2025 . . . . . . . . . 9,471,222.15June 2025 . . . . . . . . . 9,252,654.76July 2025 . . . . . . . . . 9,038,870.02August 2025 . . . . . . . 8,829,766.66September 2025 . . . . 8,625,245.54October 2025 . . . . . . 8,425,209.55November 2025 . . . . 8,229,563.61December 2025 . . . . . 8,038,214.61January 2026 . . . . . . 7,851,071.36February 2026 . . . . . 7,668,044.56March 2026 . . . . . . . . 7,489,046.77April 2026 . . . . . . . . . 7,313,992.37May 2026 . . . . . . . . . 7,142,797.52June 2026 . . . . . . . . . 6,975,380.09July 2026 . . . . . . . . . 6,811,659.70August 2026 . . . . . . . 6,651,557.60September 2026 . . . . 6,494,996.72October 2026 . . . . . . 6,341,901.56November 2026 . . . . 6,192,198.20December 2026 . . . . . 6,045,814.26January 2027 . . . . . . 5,902,678.87February 2027 . . . . . 5,762,722.63March 2027 . . . . . . . . 5,625,877.58April 2027 . . . . . . . . . 5,492,077.21May 2027 . . . . . . . . . 5,361,256.35June 2027 . . . . . . . . . 5,233,351.22July 2027 . . . . . . . . . 5,108,299.36August 2027 . . . . . . . 4,986,039.62September 2027 . . . . 4,866,512.11October 2027 . . . . . . 4,749,658.23November 2027 . . . . 4,635,420.55December 2027 . . . . . 4,523,742.90January 2028 . . . . . . 4,414,570.22February 2028 . . . . . 4,307,848.67March 2028 . . . . . . . . 4,203,525.48April 2028 . . . . . . . . . 4,101,549.01May 2028 . . . . . . . . . 4,001,868.71June 2028 . . . . . . . . . 3,904,435.07July 2028 . . . . . . . . . 3,809,199.64August 2028 . . . . . . . 3,716,114.96September 2028 . . . . 3,625,134.58October 2028 . . . . . . 3,536,213.02November 2028 . . . . 3,449,305.78December 2028 . . . . . 3,364,369.25January 2029 . . . . . . 3,281,360.77February 2029 . . . . . 3,200,238.57March 2029 . . . . . . . . 3,120,961.74April 2029 . . . . . . . . . 3,043,490.27May 2029 . . . . . . . . . 2,967,784.95

DistributionDate

PlannedBalance

June 2029 . . . . . . . . . $ 2,893,807.42July 2029 . . . . . . . . . 2,821,520.13August 2029 . . . . . . . 2,750,886.30September 2029 . . . . 2,681,869.95October 2029 . . . . . . 2,614,435.85November 2029 . . . . 2,548,549.50December 2029 . . . . . 2,484,177.15January 2030 . . . . . . 2,421,285.76February 2030 . . . . . 2,359,842.97March 2030 . . . . . . . . 2,299,817.12April 2030 . . . . . . . . . 2,241,177.22May 2030 . . . . . . . . . 2,183,892.93June 2030 . . . . . . . . . 2,127,934.56July 2030 . . . . . . . . . 2,073,273.03August 2030 . . . . . . . 2,019,879.90September 2030 . . . . 1,967,727.32October 2030 . . . . . . 1,916,788.04November 2030 . . . . 1,867,035.38December 2030 . . . . . 1,818,443.22January 2031 . . . . . . 1,770,986.01February 2031 . . . . . 1,724,638.74March 2031 . . . . . . . . 1,679,376.93April 2031 . . . . . . . . . 1,635,176.61May 2031 . . . . . . . . . 1,592,014.34June 2031 . . . . . . . . . 1,549,867.17July 2031 . . . . . . . . . 1,508,712.63August 2031 . . . . . . . 1,468,528.74September 2031 . . . . 1,429,293.99October 2031 . . . . . . 1,390,987.32November 2031 . . . . 1,353,588.14December 2031 . . . . . 1,317,076.27January 2032 . . . . . . 1,281,431.98February 2032 . . . . . 1,246,635.97March 2032 . . . . . . . . 1,212,669.33April 2032 . . . . . . . . . 1,179,513.57May 2032 . . . . . . . . . 1,147,150.59June 2032 . . . . . . . . . 1,115,562.68July 2032 . . . . . . . . . 1,084,732.53August 2032 . . . . . . . 1,054,643.16September 2032 . . . . 1,025,277.99October 2032 . . . . . . 996,620.78November 2032 . . . . 968,655.64December 2032 . . . . . 941,367.02January 2033 . . . . . . 914,739.73February 2033 . . . . . 888,758.86March 2033 . . . . . . . . 863,409.87April 2033 . . . . . . . . . 838,678.50May 2033 . . . . . . . . . 814,550.80June 2033 . . . . . . . . . 791,013.15July 2033 . . . . . . . . . 768,052.20August 2033 . . . . . . . 745,654.89September 2033 . . . . 723,808.43October 2033 . . . . . . 702,500.35November 2033 . . . . 681,718.41December 2033 . . . . . 661,450.64January 2034 . . . . . . 641,685.34February 2034 . . . . . 622,411.08March 2034 . . . . . . . . 603,616.63April 2034 . . . . . . . . . 585,291.06

DistributionDate

PlannedBalance

May 2034 . . . . . . . . . $ 567,423.64June 2034 . . . . . . . . . 550,003.88July 2034 . . . . . . . . . 533,021.53August 2034 . . . . . . . 516,466.55September 2034 . . . . 500,329.14October 2034 . . . . . . 484,599.68November 2034 . . . . 469,268.79December 2034 . . . . . 454,327.28January 2035 . . . . . . 439,766.17February 2035 . . . . . 425,576.66March 2035 . . . . . . . . 411,750.17April 2035 . . . . . . . . . 398,278.29May 2035 . . . . . . . . . 385,152.79June 2035 . . . . . . . . . 372,365.63July 2035 . . . . . . . . . 359,908.94August 2035 . . . . . . . 347,775.03September 2035 . . . . 335,956.38October 2035 . . . . . . 324,445.62November 2035 . . . . 313,235.57December 2035 . . . . . 302,319.18January 2036 . . . . . . 291,689.57February 2036 . . . . . 281,340.02March 2036 . . . . . . . . 271,263.93April 2036 . . . . . . . . . 261,454.88May 2036 . . . . . . . . . 251,906.57June 2036 . . . . . . . . . 242,612.85July 2036 . . . . . . . . . 233,567.69August 2036 . . . . . . . 224,765.22September 2036 . . . . 216,199.69October 2036 . . . . . . 207,865.45November 2036 . . . . 199,757.03December 2036 . . . . . 191,869.03January 2037 . . . . . . 184,196.20February 2037 . . . . . 176,733.39March 2037 . . . . . . . . 169,475.60April 2037 . . . . . . . . . 162,417.89May 2037 . . . . . . . . . 155,555.46June 2037 . . . . . . . . . 148,883.63July 2037 . . . . . . . . . 142,397.80August 2037 . . . . . . . 136,093.47September 2037 . . . . 129,966.27October 2037 . . . . . . 124,011.90November 2037 . . . . 118,226.18December 2037 . . . . . 112,605.00January 2038 . . . . . . 107,144.36February 2038 . . . . . 101,840.35March 2038 . . . . . . . . 96,689.13April 2038 . . . . . . . . . 91,686.97May 2038 . . . . . . . . . 86,830.22June 2038 . . . . . . . . . 82,115.29July 2038 . . . . . . . . . 77,538.70August 2038 . . . . . . . 73,097.04September 2038 . . . . 68,786.96October 2038 . . . . . . 64,605.22November 2038 . . . . 60,548.63December 2038 . . . . . 56,614.07January 2039 . . . . . . 52,798.50February 2039 . . . . . 49,098.96March 2039 . . . . . . . . 45,512.54

B-3

Aggregate Group II (Continued)

DistributionDate

PlannedBalance

April 2039 . . . . . . . . . $ 42,036.39May 2039 . . . . . . . . . 38,667.76June 2039 . . . . . . . . . 35,403.92July 2039 . . . . . . . . . 32,242.24August 2039 . . . . . . . 29,180.13September 2039 . . . . 26,215.06

DistributionDate

PlannedBalance

October 2039 . . . . . . $ 23,344.57November 2039 . . . . 20,566.24December 2039 . . . . . 17,877.72January 2040 . . . . . . 15,276.71February 2040 . . . . . 12,760.96March 2040 . . . . . . . . 10,328.28

DistributionDate

PlannedBalance

April 2040 . . . . . . . . . $ 7,976.52May 2040 . . . . . . . . . 5,703.60June 2040 . . . . . . . . . 3,507.45July 2040 . . . . . . . . . 1,386.09August 2040 and

thereafter . . . . . . . 0.00

Aggregate Group III Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . . $32,297,000.00August 2013 . . . . . . . . 32,137,913.68September 2013 . . . . . 31,969,796.07October 2013 . . . . . . . . 31,792,723.93November 2013 . . . . . 31,606,779.34December 2013 . . . . . . 31,412,049.65January 2014 . . . . . . . 31,208,627.40February 2014 . . . . . . 30,996,610.29March 2014 . . . . . . . . . 30,776,101.04April 2014 . . . . . . . . . . 30,547,207.36May 2014 . . . . . . . . . . 30,310,041.85June 2014 . . . . . . . . . . 30,064,721.91July 2014 . . . . . . . . . . . 29,811,369.65August 2014 . . . . . . . . 29,550,111.77September 2014 . . . . . 29,281,079.50October 2014 . . . . . . . . 29,008,619.36November 2014 . . . . . 28,732,782.46December 2014 . . . . . . 28,453,622.53January 2015 . . . . . . . 28,171,195.91February 2015 . . . . . . 27,885,561.43March 2015 . . . . . . . . . 27,596,780.42April 2015 . . . . . . . . . . 27,304,916.61May 2015 . . . . . . . . . . 27,010,036.11June 2015 . . . . . . . . . . 26,712,207.32July 2015 . . . . . . . . . . . 26,411,500.87August 2015 . . . . . . . . 26,107,989.57September 2015 . . . . . 25,801,748.31October 2015 . . . . . . . . 25,492,854.04November 2015 . . . . . 25,181,385.66December 2015 . . . . . . 24,871,959.29January 2016 . . . . . . . 24,564,562.24February 2016 . . . . . . 24,259,181.91March 2016 . . . . . . . . . 23,955,805.76April 2016 . . . . . . . . . . 23,654,421.33May 2016 . . . . . . . . . . 23,355,016.23June 2016 . . . . . . . . . . 23,057,578.17July 2016 . . . . . . . . . . . 22,762,094.90August 2016 . . . . . . . . 22,468,554.27September 2016 . . . . . 22,176,944.19October 2016 . . . . . . . . 21,887,252.66November 2016 . . . . . 21,599,467.73December 2016 . . . . . . 21,313,577.54January 2017 . . . . . . . 21,029,570.30February 2017 . . . . . . 20,747,434.29March 2017 . . . . . . . . . 20,467,157.86April 2017 . . . . . . . . . . 20,188,729.42May 2017 . . . . . . . . . . 19,912,137.48

DistributionDate

PlannedBalance

June 2017 . . . . . . . . . . $19,637,370.58July 2017 . . . . . . . . . . . 19,364,417.38August 2017 . . . . . . . . 19,093,266.55September 2017 . . . . . 18,823,906.89October 2017 . . . . . . . . 18,556,327.22November 2017 . . . . . 18,290,516.44December 2017 . . . . . . 18,026,463.54January 2018 . . . . . . . 17,764,157.56February 2018 . . . . . . 17,503,587.60March 2018 . . . . . . . . . 17,244,742.83April 2018 . . . . . . . . . . 16,987,612.50May 2018 . . . . . . . . . . 16,732,185.91June 2018 . . . . . . . . . . 16,478,452.43July 2018 . . . . . . . . . . . 16,226,401.50August 2018 . . . . . . . . 15,976,022.62September 2018 . . . . . 15,727,305.35October 2018 . . . . . . . . 15,480,239.32November 2018 . . . . . 15,234,814.22December 2018 . . . . . . 14,991,019.81January 2019 . . . . . . . 14,748,845.89February 2019 . . . . . . 14,508,282.35March 2019 . . . . . . . . . 14,269,319.13April 2019 . . . . . . . . . . 14,031,946.23May 2019 . . . . . . . . . . 13,796,153.71June 2019 . . . . . . . . . . 13,561,931.70July 2019 . . . . . . . . . . . 13,329,270.37August 2019 . . . . . . . . 13,098,159.97September 2019 . . . . . 12,868,590.81October 2019 . . . . . . . . 12,640,553.24November 2019 . . . . . 12,414,037.69December 2019 . . . . . . 12,189,034.62January 2020 . . . . . . . 11,965,534.59February 2020 . . . . . . 11,743,528.19March 2020 . . . . . . . . . 11,523,006.06April 2020 . . . . . . . . . . 11,303,958.92May 2020 . . . . . . . . . . 11,086,377.53June 2020 . . . . . . . . . . 10,870,252.72July 2020 . . . . . . . . . . . 10,655,575.36August 2020 . . . . . . . . 10,443,899.42September 2020 . . . . . 10,236,292.69October 2020 . . . . . . . . 10,032,678.64November 2020 . . . . . 9,832,982.19December 2020 . . . . . . 9,637,129.62January 2021 . . . . . . . 9,445,048.58February 2021 . . . . . . 9,256,668.08March 2021 . . . . . . . . . 9,071,918.41April 2021 . . . . . . . . . . 8,890,731.20

DistributionDate

PlannedBalance

May 2021 . . . . . . . . . . $ 8,713,039.30June 2021 . . . . . . . . . . 8,538,776.83July 2021 . . . . . . . . . . . 8,367,879.13August 2021 . . . . . . . . 8,200,282.74September 2021 . . . . . 8,035,925.37October 2021 . . . . . . . . 7,874,745.89November 2021 . . . . . 7,716,684.31December 2021 . . . . . . 7,561,681.74January 2022 . . . . . . . 7,409,680.39February 2022 . . . . . . 7,260,623.56March 2022 . . . . . . . . . 7,114,455.58April 2022 . . . . . . . . . . 6,971,121.82May 2022 . . . . . . . . . . 6,830,568.68June 2022 . . . . . . . . . . 6,692,743.53July 2022 . . . . . . . . . . . 6,557,594.75August 2022 . . . . . . . . 6,425,071.65September 2022 . . . . . 6,295,124.51October 2022 . . . . . . . . 6,167,704.51November 2022 . . . . . 6,042,763.76December 2022 . . . . . . 5,920,255.25January 2023 . . . . . . . 5,800,132.86February 2023 . . . . . . 5,682,351.29March 2023 . . . . . . . . . 5,566,866.14April 2023 . . . . . . . . . . 5,453,633.79May 2023 . . . . . . . . . . 5,342,611.46June 2023 . . . . . . . . . . 5,233,757.16July 2023 . . . . . . . . . . . 5,127,029.68August 2023 . . . . . . . . 5,022,388.59September 2023 . . . . . 4,919,794.19October 2023 . . . . . . . . 4,819,207.55November 2023 . . . . . 4,720,590.45December 2023 . . . . . . 4,623,905.39January 2024 . . . . . . . 4,529,115.56February 2024 . . . . . . 4,436,184.86March 2024 . . . . . . . . . 4,345,077.84April 2024 . . . . . . . . . . 4,255,759.72May 2024 . . . . . . . . . . 4,168,196.38June 2024 . . . . . . . . . . 4,082,354.33July 2024 . . . . . . . . . . . 3,998,200.71August 2024 . . . . . . . . 3,915,703.26September 2024 . . . . . 3,834,830.36October 2024 . . . . . . . . 3,755,550.94November 2024 . . . . . 3,677,834.55December 2024 . . . . . . 3,601,651.27January 2025 . . . . . . . 3,526,971.77February 2025 . . . . . . 3,453,767.26March 2025 . . . . . . . . . 3,382,009.50

B-4

Aggregate Group III (Continued)

DistributionDate

PlannedBalance

April 2025 . . . . . . . . . . $ 3,311,670.77May 2025 . . . . . . . . . . 3,242,723.86June 2025 . . . . . . . . . . 3,175,142.09July 2025 . . . . . . . . . . . 3,108,899.27August 2025 . . . . . . . . 3,043,969.71September 2025 . . . . . 2,980,328.19October 2025 . . . . . . . . 2,917,949.97November 2025 . . . . . 2,856,810.79December 2025 . . . . . . 2,796,886.81January 2026 . . . . . . . 2,738,154.67February 2026 . . . . . . 2,680,591.44March 2026 . . . . . . . . . 2,624,174.63April 2026 . . . . . . . . . . 2,568,882.14May 2026 . . . . . . . . . . 2,514,692.34June 2026 . . . . . . . . . . 2,461,583.95July 2026 . . . . . . . . . . . 2,409,536.13August 2026 . . . . . . . . 2,358,528.43September 2026 . . . . . 2,308,540.76October 2026 . . . . . . . . 2,259,553.44November 2026 . . . . . 2,211,547.13December 2026 . . . . . . 2,164,502.88January 2027 . . . . . . . 2,118,402.10February 2027 . . . . . . 2,073,226.52March 2027 . . . . . . . . . 2,028,958.24April 2027 . . . . . . . . . . 1,985,579.70May 2027 . . . . . . . . . . 1,943,073.67June 2027 . . . . . . . . . . 1,901,423.22July 2027 . . . . . . . . . . . 1,860,611.78August 2027 . . . . . . . . 1,820,623.06September 2027 . . . . . 1,781,441.10October 2027 . . . . . . . . 1,743,050.24November 2027 . . . . . 1,705,435.10December 2027 . . . . . . 1,668,580.61January 2028 . . . . . . . 1,632,471.97February 2028 . . . . . . 1,597,094.67March 2028 . . . . . . . . . 1,562,434.48April 2028 . . . . . . . . . . 1,528,477.43May 2028 . . . . . . . . . . 1,495,209.81June 2028 . . . . . . . . . . 1,462,618.19July 2028 . . . . . . . . . . . 1,430,689.38August 2028 . . . . . . . . 1,399,410.45September 2028 . . . . . 1,368,768.69October 2028 . . . . . . . . 1,338,751.67November 2028 . . . . . 1,309,347.17December 2028 . . . . . . 1,280,543.22January 2029 . . . . . . . 1,252,328.05February 2029 . . . . . . 1,224,690.14March 2029 . . . . . . . . . 1,197,618.19April 2029 . . . . . . . . . . 1,171,101.09May 2029 . . . . . . . . . . 1,145,127.98June 2029 . . . . . . . . . . 1,119,688.16July 2029 . . . . . . . . . . . 1,094,771.17August 2029 . . . . . . . . 1,070,366.75September 2029 . . . . . 1,046,464.80October 2029 . . . . . . . . 1,023,055.46November 2029 . . . . . 1,000,129.03December 2029 . . . . . . 977,675.99January 2030 . . . . . . . 955,687.02February 2030 . . . . . . 934,152.98

DistributionDate

PlannedBalance

March 2030 . . . . . . . . . $ 913,064.88April 2030 . . . . . . . . . . 892,413.93May 2030 . . . . . . . . . . 872,191.49June 2030 . . . . . . . . . . 852,389.09July 2030 . . . . . . . . . . . 832,998.43August 2030 . . . . . . . . 814,011.36September 2030 . . . . . 795,419.89October 2030 . . . . . . . . 777,216.18November 2030 . . . . . 759,392.54December 2030 . . . . . . 741,941.45January 2031 . . . . . . . 724,855.49February 2031 . . . . . . 708,127.42March 2031 . . . . . . . . . 691,750.13April 2031 . . . . . . . . . . 675,716.63May 2031 . . . . . . . . . . 660,020.09June 2031 . . . . . . . . . . 644,653.80July 2031 . . . . . . . . . . . 629,611.17August 2031 . . . . . . . . 614,885.76September 2031 . . . . . 600,471.22October 2031 . . . . . . . . 586,361.36November 2031 . . . . . 572,550.08December 2031 . . . . . . 559,031.42January 2032 . . . . . . . 545,799.51February 2032 . . . . . . 532,848.62March 2032 . . . . . . . . . 520,173.11April 2032 . . . . . . . . . . 507,767.47May 2032 . . . . . . . . . . 495,626.27June 2032 . . . . . . . . . . 483,744.20July 2032 . . . . . . . . . . . 472,116.07August 2032 . . . . . . . . 460,736.75September 2032 . . . . . 449,601.25October 2032 . . . . . . . . 438,704.64November 2032 . . . . . 428,042.13December 2032 . . . . . . 417,608.97January 2033 . . . . . . . 407,400.55February 2033 . . . . . . 397,412.31March 2033 . . . . . . . . . 387,639.82April 2033 . . . . . . . . . . 378,078.70May 2033 . . . . . . . . . . 368,724.67June 2033 . . . . . . . . . . 359,573.54July 2033 . . . . . . . . . . . 350,621.18August 2033 . . . . . . . . 341,863.57September 2033 . . . . . 333,296.74October 2033 . . . . . . . . 324,916.82November 2033 . . . . . 316,720.01December 2033 . . . . . . 308,702.56January 2034 . . . . . . . 300,860.83February 2034 . . . . . . 293,191.23March 2034 . . . . . . . . . 285,690.24April 2034 . . . . . . . . . . 278,354.43May 2034 . . . . . . . . . . 271,180.40June 2034 . . . . . . . . . . 264,164.85July 2034 . . . . . . . . . . . 257,304.53August 2034 . . . . . . . . 250,596.25September 2034 . . . . . 244,036.89October 2034 . . . . . . . . 237,623.40November 2034 . . . . . 231,352.77December 2034 . . . . . . 225,222.05January 2035 . . . . . . . 219,228.38

DistributionDate

PlannedBalance

February 2035 . . . . . . $ 213,368.92March 2035 . . . . . . . . . 207,640.89April 2035 . . . . . . . . . . 202,041.59May 2035 . . . . . . . . . . 196,568.35June 2035 . . . . . . . . . . 191,218.55July 2035 . . . . . . . . . . . 185,989.65August 2035 . . . . . . . . 180,879.13September 2035 . . . . . 175,884.53October 2035 . . . . . . . . 171,003.45November 2035 . . . . . 166,233.51December 2035 . . . . . . 161,572.42January 2036 . . . . . . . 157,017.88February 2036 . . . . . . 152,567.69March 2036 . . . . . . . . . 148,219.66April 2036 . . . . . . . . . . 143,971.65May 2036 . . . . . . . . . . 139,821.56June 2036 . . . . . . . . . . 135,767.35July 2036 . . . . . . . . . . . 131,807.01August 2036 . . . . . . . . 127,938.55September 2036 . . . . . 124,160.04October 2036 . . . . . . . . 120,469.60November 2036 . . . . . 116,865.37December 2036 . . . . . . 113,345.51January 2037 . . . . . . . 109,908.26February 2037 . . . . . . 106,551.86March 2037 . . . . . . . . . 103,274.61April 2037 . . . . . . . . . . 100,074.81May 2037 . . . . . . . . . . 96,950.83June 2037 . . . . . . . . . . 93,901.06July 2037 . . . . . . . . . . . 90,923.91August 2037 . . . . . . . . 88,017.84September 2037 . . . . . 85,181.33October 2037 . . . . . . . . 82,412.89November 2037 . . . . . 79,711.07December 2037 . . . . . . 77,074.44January 2038 . . . . . . . 74,501.60February 2038 . . . . . . 71,991.18March 2038 . . . . . . . . . 69,541.84April 2038 . . . . . . . . . . 67,152.27May 2038 . . . . . . . . . . 64,821.16June 2038 . . . . . . . . . . 62,547.27July 2038 . . . . . . . . . . . 60,329.36August 2038 . . . . . . . . 58,166.20September 2038 . . . . . 56,056.62October 2038 . . . . . . . . 53,999.45November 2038 . . . . . 51,993.55December 2038 . . . . . . 50,037.80January 2039 . . . . . . . 48,131.12February 2039 . . . . . . 46,272.42March 2039 . . . . . . . . . 44,460.66April 2039 . . . . . . . . . . 42,694.80May 2039 . . . . . . . . . . 40,973.85June 2039 . . . . . . . . . . 39,296.81July 2039 . . . . . . . . . . . 37,662.72August 2039 . . . . . . . . 36,070.63September 2039 . . . . . 34,519.61October 2039 . . . . . . . . 33,008.76November 2039 . . . . . 31,537.18December 2039 . . . . . . 30,104.00

B-5

Aggregate Group III (Continued)

DistributionDate

PlannedBalance

January 2040 . . . . . . . $ 28,708.37February 2040 . . . . . . 27,349.46March 2040 . . . . . . . . . 26,026.43April 2040 . . . . . . . . . . 24,738.50May 2040 . . . . . . . . . . 23,484.87June 2040 . . . . . . . . . . 22,264.77July 2040 . . . . . . . . . . . 21,077.46August 2040 . . . . . . . . 19,922.19September 2040 . . . . . 18,798.25October 2040 . . . . . . . . 17,704.91November 2040 . . . . . 16,641.50December 2040 . . . . . . 15,607.33January 2041 . . . . . . . 14,601.74

DistributionDate

PlannedBalance

February 2041 . . . . . . $ 13,624.07March 2041 . . . . . . . . . 12,673.69April 2041 . . . . . . . . . . 11,749.98May 2041 . . . . . . . . . . 10,852.33June 2041 . . . . . . . . . . 9,980.13July 2041 . . . . . . . . . . . 9,132.80August 2041 . . . . . . . . 8,309.77September 2041 . . . . . 7,510.48October 2041 . . . . . . . . 6,734.38November 2041 . . . . . 5,980.92December 2041 . . . . . . 5,249.59January 2042 . . . . . . . 4,810.46February 2042 . . . . . . 4,383.83

DistributionDate

PlannedBalance

March 2042 . . . . . . . . . $ 3,969.39April 2042 . . . . . . . . . . 3,566.88May 2042 . . . . . . . . . . 3,176.01June 2042 . . . . . . . . . . 2,796.51July 2042 . . . . . . . . . . . 2,428.12August 2042 . . . . . . . . 2,070.59September 2042 . . . . . 1,723.65October 2042 . . . . . . . . 1,387.07November 2042 . . . . . 1,060.59December 2042 . . . . . . 743.98January 2043 . . . . . . . 437.01February 2043 . . . . . . 139.46March 2043 and

thereafter . . . . . . . . 0.00

LK Class Planned Balances

DistributionDate

PlannedBalance

Initial Balance . . . . . . . $2,334,000.00August 2013 . . . . . . . . . 2,315,219.05September 2013 . . . . . . 2,294,639.70October 2013 . . . . . . . . . 2,272,287.06November 2013 . . . . . . 2,248,188.61December 2013 . . . . . . . 2,222,374.14January 2014 . . . . . . . . 2,194,875.73February 2014 . . . . . . . 2,165,727.67March 2014 . . . . . . . . . . 2,134,966.47April 2014 . . . . . . . . . . . 2,102,630.78May 2014 . . . . . . . . . . . . 2,068,761.35June 2014 . . . . . . . . . . . 2,033,400.96July 2014 . . . . . . . . . . . . 1,996,594.37August 2014 . . . . . . . . . 1,958,388.27September 2014 . . . . . . 1,918,831.16October 2014 . . . . . . . . . 1,878,847.26November 2014 . . . . . . 1,838,452.62December 2014 . . . . . . . 1,797,664.49January 2015 . . . . . . . . 1,756,501.19February 2015 . . . . . . . 1,714,982.19March 2015 . . . . . . . . . . 1,673,128.00April 2015 . . . . . . . . . . . 1,630,960.17May 2015 . . . . . . . . . . . . 1,588,501.23June 2015 . . . . . . . . . . . 1,545,774.65July 2015 . . . . . . . . . . . . 1,502,804.83August 2015 . . . . . . . . . 1,459,617.03September 2015 . . . . . . 1,416,237.34

DistributionDate

PlannedBalance

October 2015 . . . . . . . . . $1,372,692.61November 2015 . . . . . . 1,329,010.41December 2015 . . . . . . . 1,286,130.35January 2016 . . . . . . . . 1,244,043.39February 2016 . . . . . . . 1,202,740.60March 2016 . . . . . . . . . . 1,162,213.11April 2016 . . . . . . . . . . . 1,122,452.16May 2016 . . . . . . . . . . . . 1,083,449.07June 2016 . . . . . . . . . . . 1,045,195.21July 2016 . . . . . . . . . . . . 1,007,682.09August 2016 . . . . . . . . . 970,901.23September 2016 . . . . . . 934,844.30October 2016 . . . . . . . . . 899,502.98November 2016 . . . . . . 864,869.08December 2016 . . . . . . . 830,934.48January 2017 . . . . . . . . 797,691.12February 2017 . . . . . . . 765,131.01March 2017 . . . . . . . . . . 733,246.26April 2017 . . . . . . . . . . . 702,029.06May 2017 . . . . . . . . . . . . 671,471.64June 2017 . . . . . . . . . . . 641,566.34July 2017 . . . . . . . . . . . . 612,305.53August 2017 . . . . . . . . . 583,681.71September 2017 . . . . . . 555,687.40October 2017 . . . . . . . . . 528,315.21November 2017 . . . . . . 501,557.85December 2017 . . . . . . . 475,408.05

DistributionDate

PlannedBalance

January 2018 . . . . . . . . $ 449,858.64February 2018 . . . . . . . 424,902.50March 2018 . . . . . . . . . . 400,532.61April 2018 . . . . . . . . . . . 376,741.98May 2018 . . . . . . . . . . . . 353,523.71June 2018 . . . . . . . . . . . 330,870.97July 2018 . . . . . . . . . . . . 308,776.97August 2018 . . . . . . . . . 287,235.02September 2018 . . . . . . 266,238.46October 2018 . . . . . . . . . 245,780.71November 2018 . . . . . . 225,855.28December 2018 . . . . . . . 206,455.68January 2019 . . . . . . . . 187,575.56February 2019 . . . . . . . 169,208.56March 2019 . . . . . . . . . . 151,348.44April 2019 . . . . . . . . . . . 133,988.97May 2019 . . . . . . . . . . . . 117,124.02June 2019 . . . . . . . . . . . 100,747.49July 2019 . . . . . . . . . . . . 84,853.38August 2019 . . . . . . . . . 69,435.71September 2019 . . . . . . 54,488.56October 2019 . . . . . . . . . 40,006.09November 2019 . . . . . . 25,982.50December 2019 . . . . . . . 12,412.07January 2020 and

thereafter . . . . . . . . . 0.00

B-6

No one is authorized to give information or tomake representations in connection with the Certifi-cates other than the information and representationscontained in or incorporated into this Prospectus Sup-plement and the additional Disclosure Documents. Wetake no responsibility for any unauthorized informationor representation. This Prospectus Supplement and theadditional Disclosure Documents do not constitute anoffer or solicitation with regard to the Certificates if it isillegal to make such an offer or solicitation to you understate law. By delivering this Prospectus Supplement andthe additional Disclosure Documents at any time, no oneimplies that the information contained herein or thereinis correct after the date hereof or thereof.

Neither the Securities and Exchange Commissionnor any state securities commission has approved ordisapproved the Certificates or determined if this Pro-spectus Supplement is truthful and complete. Anyrepresentation to the contrary is a criminal offense.

TABLE OF CONTENTS

Page

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

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

Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S- 5

Additional Risk Factors . . . . . . . . . . . . . . . . . . . . . . S-10

Description of the Certificates . . . . . . . . . . . . . . . . . S-11

Certain Additional Federal Income TaxConsequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-33

Plan of Distribution . . . . . . . . . . . . . . . . . . . . . . . . . S-35

Legal Matters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-35

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

Schedule 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 2

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

$856,890,377

Guaranteed REMICPass-Through Certificates

Fannie Mae REMIC Trust 2013-86

PROSPECTUS SUPPLEMENT

BofA Merrill Lynch

July 24, 2013

BofA Merrill Lynch - Fannie Mae · 2019-07-20 · information in this summary is provided as of...

Documents

Transcript of BofA Merrill Lynch - Fannie Mae · 2019-07-20 · information in this summary is provided as of...