Offering Circular Supplement $509,856,641 Freddie Mac · Offering Circular Supplement (To Offering Circular Dated June 1, 2010) $509,856,641 Freddie Mac Multiclass Certificates, Series

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

$509,856,641

Freddie MacMulticlass Certificates, Series 4224

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

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

Closing Date: July 30, 2013

REMICClasses

OriginalBalance

PrincipalType(1)

ClassCoupon

InterestType(1) CUSIP Number Final Payment Date

Group 1PD . . . . . . . . . . . . . . . . . . $ 77,802,000 PAC 2.0% FIX 3137B3CR7 December 15, 2042PE . . . . . . . . . . . . . . . . . . 3,596,000 PAC 3.0 FIX 3137B3 C S 5 July 15, 2043PI . . . . . . . . . . . . . . . . . . 25,934,000 NTL(PAC) 3.0 FIX/IO 3137B3CW6 December 15, 2042UZ . . . . . . . . . . . . . . . . . . 38,602,000 SUP 3.0 FIX/Z 3137B3 D 9 6 July 15, 2043Group 2AT . . . . . . . . . . . . . . . . . . 58,607,553 PT 4.0 FIX 3137B3 C 2 2 July 15, 2028Group 3KA . . . . . . . . . . . . . . . . . . 105,132,223 SC/PT 1.5 FIX 3137B3 C 6 3 May 15, 2032KI . . . . . . . . . . . . . . . . . . 24,261,282 SC/NTL(PT) 6.5 FIX/IO 3137B3CC0 May 15, 2032Group 4FB . . . . . . . . . . . . . . . . . . 37,686,144 PT (2) FLT 3137B3 C 4 8 July 15, 2043IB . . . . . . . . . . . . . . . . . . 37,686,144 NTL(PT) (2) INV/IO 3137B3 C 5 5 July 15, 2043MA . . . . . . . . . . . . . . . . . . 86,586,667 PAC 2.75 FIX 3137B3 CL0 January 15, 2043ME . . . . . . . . . . . . . . . . . . 5,638,000 PAC 4.0 FIX 3137B3CM8 July 15, 2043PF . . . . . . . . . . . . . . . . . . 43,293,333 PAC (2) FLT 3137B3 CT3 January 15, 2043PS . . . . . . . . . . . . . . . . . . 43,293,333 NTL(PAC) (2) INV/IO 3137B3 D 2 1 January 15, 2043SA . . . . . . . . . . . . . . . . . . 37,686,144 NTL(PT) (2) INV/IO 3137B3 D 5 4 July 15, 2043UF . . . . . . . . . . . . . . . . . . 38,481,978 SUP (2) FLT 3137B3 D 7 0 July 15, 2043US . . . . . . . . . . . . . . . . . . 14,430,743 SUP (2) INV/S 3137B3 D 8 8 July 15, 2043ResidualR . . . . . . . . . . . . . . . . . . 0 NPR 0.0 NPR 3137B3 D 3 9 July 15, 2043RS . . . . . . . . . . . . . . . . . . 0 NPR 0.0 NPR 3137B3 D 4 7 July 15, 2043

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

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

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

We guarantee principal and interest payments on the Certificates. These payments are not guaranteed by, andare not debts or obligations of, the United States or any federal agency or instrumentality other than FreddieMac. The Certificates are not tax-exempt. Because of applicable securities law exemptions, we have notregistered the Certificates with any federal or state securities commission. No securities commission hasreviewed this Supplement.

BarclaysJune 18, 2013

CERTAIN RISK CONSIDERATIONS

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

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

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

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

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

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

If you buy an Interest Only Class or any other Class at a significant premium and prepayments are fast,you may not even recover your investment.

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

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

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

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

The Group 1 Assets are Backed By Super-Conforming Mortgages. Super-ConformingMortgages may tend to prepay differently than standard conforming Mortgages because of a number offactors, including their larger relative principal balance (and larger resulting savings in the case ofrefinancing in a low interest rate environment), the presence of Freddie Mac and Fannie Mae in thesecondary market for such Mortgages (which may tend to reduce the prevailing interest rates offeredby lenders for extending such Mortgages and to increase funds available for such Mortgages) and thepossible geographic concentration of such Mortgages. See Prepayment and Yield Analysis — General.

The Certificates are Subject to Market Risks. You will bear all of the market risks of yourinvestment. The market value of your Certificates will vary over time, primarily in response to changesin prevailing interest rates. If you sell your Certificates when their market value is low, you mayexperience significant losses. The underwriter named on the front cover (the “Underwriter”) intendsto make a market for the purchase and sale of the Certificates after they are issued, but has noobligation to do so. A secondary market may not develop. Even if one does develop, it may not beliquid enough to allow you to sell your Certificates easily or at your desired price.

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

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TERMS SHEET

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

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

Payment Dates

We make payments of principal and interest on the Certificates on each monthly Payment Datebeginning in August 2013.

Form of Classes

Regular and MACR Classes: Book-entry on Fed System

Residual Classes: Certificated

Interest

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

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

ClassInitial Class

Coupon Class Coupon FormulaClass Coupon Subject to

Minimum Rate Maximum Rate

FA* . . . . 0.5992% LIBOR + 0.4% 0.4% 7.0%FB . . . . . 0.5492 LIBOR + 0.35% 0.35 7.0IB . . . . . 0.05 6.65% � LIBOR 0 0.05PF . . . . . 0.5992 LIBOR + 0.4% 0.4 6.5PS . . . . . 5.9008 6.1% � LIBOR 0 6.1SA . . . . . 6.4008 6.6% � LIBOR 0 6.6SB* . . . . 6.4508 6.65% � LIBOR 0 6.65UF . . . . . 1.1992 LIBOR + 1.0% 1.0 5.5US . . . . . 11.46879903 11.99999898% � (LIBOR × 2.66666644) 0 11.99999898

* MACR Class.

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

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Notional Classes

ClassOriginal NotionalPrincipal Amount Reduces Proportionately With

Group 1PI $25,934,000 PD (PAC)

Group 2AI* $36,629,720 AT (PT)

Group 3KI $24,261,282 KA (SC/PT)

Group 4IB $37,686,144 FB (PT)PS 43,293,333 PF (PAC)SA 37,686,144 FB (PT)SB* 37,686,144 FB (PT)

* MACR Class.

See Payments — Interest — Notional Classes.

MACR Classes

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

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

Principal

REMIC Classes

On each Payment Date, we pay:

Group 1

• The Accrual Amount and the Group 1 Asset Principal Amount in the following order ofpriority:

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

Support ⎧⎨⎩ 2. To UZ, until retired

PAC ⎧⎨⎩ 3. To PD and PE, in that order, until retired

Group 2

Pass-Through ⎧⎨⎩• The Group 2 Asset Principal Amount to AT, until retired

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Group 3

SC/Pass-Through ⎧⎨⎩• The Group 3 Asset Principal Amount to KA, until retired

Group 4

• 83.333333407% of the Group 4 Asset Principal Amount in the following order ofpriority:

PAC ⎧⎪⎪⎨⎪⎪⎩

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

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

b. To ME, while outstanding

Support ⎧⎨⎩ 2. To UF and US, pro rata, until retired

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

Aggregate Targeted Balance, until retired

Pass-Through ⎧⎨⎩• 16.666666593% of the Group 4 Asset Principal Amount to FB, until retired

The “Aggregate Targeted Balances” are in Appendix B. They were calculated using thefollowing Structuring Ranges.

Structuring Range

Group 1PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125% PSA - 400% PSA

Group 4PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100% PSA - 250% PSA

See Payments — Principal and Prepayment and Yield Analysis.

MACR Classes

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

REMIC Status

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

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Weighted Average Lives (in years)*

Group 1PSA Prepayment Assumption

0% 125% 155% 400% 600%

PA, PB, PC, PD, PG, PH, PI, PJ, PL and PM . . . . . . . 10.4 4.8 4.8 4.8 3.6PE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.9 15.7 15.7 15.7 10.7UZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.0 16.5 15.2 2.5 1.6Group 1 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.9 9.5 8.5 4.4 3.2


0% 100% 200% 300% 400%

AB, AC, AD, AG, AH, AI, AJ, AK, AL, AM, AN,AT and Group 2 Assets . . . . . . . . . . . . . . . . . . . . . . 8.7 5.0 4.0 3.3 2.7


0% 100% 300% 450% 600%

KA, KB, KC, KD, KG, KH, KI, KL, KM, KN, KP, KQ,KT, KU and Group 3 Assets . . . . . . . . . . . . . . . . . . 9.5 6.5 3.4 2.3 1.7


0% 100% 135% 250% 400%

FA, FB, IB, SA, SB and Group 4 Assets . . . . . . . . . . . 19.9 9.7 8.3 5.3 3.4MA, PF and PS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.3 5.9 5.9 5.9 4.0ME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.7 20.9 20.9 20.9 14.7UF and US . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.1 18.0 12.8 2.2 0.9

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

The Assets

The Group 1, 2 and 4 Assets (the “PC Assets”) consist of Freddie Mac PCs with the followingcharacteristics:

Group Principal BalanceOriginal Term

(in years) Interest Rate

1* $120,000,000 30 3.0%2 58,607,553 15 4.04 226,116,865 30 4.5

* Backed by Super-Conforming Mortgages. See General Information — The Mortgages.

The Group 3 Assets (the “Multiclass Assets”) consist of:

Class

Percentage ofClass in

This SeriesBalance inThis Series

Class Factorfor Month ofClosing Date

ClassCoupon

Principal/Interest Type Final Payment Date

4220-KC* 41.2795314800% $105,132,223 0.97427649 1.5% SC/SEQ/FIX May 15, 20324220-KI* 12.3838598786 24,261,283 0.97427649 6.5 SC/NTL(SEQ)/FIX/IO May 15, 2032

* Backed by various Freddie Mac REMIC and MACR Certificates.

See General Information — Structure of Transaction and Exhibit I.

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

Mortgage Characteristics (as of July 1, 2013)

PC Assets — Assumed Mortgage Characteristics

Group Principal Balance

Remaining Termto Maturity(in months)

Loan Age(in months)

Per AnnumInterest Rate


of Related PCs

1 $120,000,000 358 1 3.640% 3.0%2 58,607,553 140 35 4.482 4.04 226,116,865 330 24 4.910 4.5

Multiclass Assets — Mortgage Characteristics

Series

Weighted AverageRemaining Term

to Maturity(in months)

Weighted AverageLoan Age

(in months)

Weighted AveragePer Annum

Interest Rate


of Related PCs

4220/2449 207 136 6.939% 6.5%4220/3157/2582/2419 205 138 6.937 6.5

4220/3197/2379 205 141 7.019 6.54220/3197/2388 202 141 7.002 6.54220/3197/2397 203 141 7.035 6.54220/3197/2409(TH) 205 140 6.962 6.54220/3197/2409(TL) 208 140 6.877 6.54220/3197/2420 206 140 6.853 6.5

4220/3197/2525/2357 199 143 7.073 6.54220/3197/2590/2448/2372 201 143 7.061 6.5

4220/3481/2062 151 190 7.086 6.54220/3481/2066 157 182 7.008 6.54220/3481/2068 164 182 7.078 6.54220/3481/2082 163 181 7.092 6.54220/3481/2083 162 182 7.099 6.54220/3481/2085 163 180 7.089 6.54220/3481/2090 161 178 7.087 6.54220/3481/2448 202 142 6.873 6.54220/3481/2451 207 136 6.939 6.5

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

See General Information — The Mortgages.

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AVAILABLE INFORMATION

We incorporate by reference in this Supplement the Incorporated Documents listed underAdditional Information in the Offering Circular. For purposes of this Supplement, the “IncorporatedDocuments” also include, if you are investing in a Group 3 Class, our Offering Circular Supplementfor the Multiclass Assets (the “Multiclass Asset Offering Circular”), the front cover and Terms Sheetfrom which are in Exhibit I.

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

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

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

Barclays Capital Inc.Attn: MBS Syndicate Operations

70 Hudson StreetJersey City, New Jersey 07302

(201) 499-2051

GENERAL INFORMATION

The Trust Agreement

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

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

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Form of Certificates

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

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

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

Denominations of Certificates

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

Structure of Transaction

General

This Series is a Double-Tier Series, structured as follows:REMIC Pool Classes Issued from REMIC Pool REMIC Pool Assets

Upper-Tier All Regular Classes and R All Lower-Tier regular interestsLower-Tier RS The Assets

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

The PC Assets

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

The Multiclass Assets

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

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

There may have been material changes since we prepared the Multiclass Asset Offering Circular,including changes in prepayment rates, prevailing interest rates and other economic factors. Thesechanges may limit the usefulness of, and be inconsistent with the assumptions used in preparing, theMulticlass Asset Offering Circular.

The Mortgages

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

For purposes of this Supplement, we have made certain assumptions regarding the Mortgagesunderlying the PC Assets, as shown under Terms Sheet — Mortgage Characteristics. The weighted

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average remaining terms to maturity, weighted average loan ages and weighted average interest ratesof the Mortgages underlying the Multiclass Assets, as of July 1, 2013, are shown under Terms Sheet —Mortgage Characteristics. However, the actual characteristics of most of the Mortgages differ fromthose assumed or shown, perhaps significantly. This is the case even if the weighted averagecharacteristics of the Mortgages are the same as those of mortgages having the characteristics assumedor shown.

The Group 1 Assets are backed by Super-Conforming Mortgages. A “Super-ConformingMortgage” is a Mortgage secured by a property located in a designated high-cost area with an originalprincipal balance exceeding the base conforming loan limit ($417,000 for a one-family residence, or upto 125% of the median house price for certain geographic areas, not to exceed $729,750 for a one-family residence).

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

PAYMENTS

Payment Dates; Record Dates

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

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

Method of Payment

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

Categories of Classes

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

Interest

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

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Accrual Period

The “Accrual Period” for each Payment Date is:

• For Fixed Rate Classes — the preceding calendar month.

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

Fixed Rate Classes


Notional Classes

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

Floating Rate and Inverse Floating Rate Classes

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

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

Accrual Class

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

Principal

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

Amount of Payments

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

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

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

Allocation of Payments

On each Payment Date, we pay the Accrual Amount and the Asset Principal Amounts for thatPayment Date as described under Terms Sheet — Principal. Principal allocable to the Classes receiving

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payments from a particular Asset Group will be allocated only to those Classes and will not beavailable for Classes receiving payments from the other Asset Groups.

Class Factors

General

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

Use of Factors

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

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

Guarantees

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

1% Clean-up Call

We have a 1% Clean-up Call Right. If we exercise this right, all of the Classes then outstandingwill be paid in full and will retire. The Multiclass Assets will not become subject to the similar 1%Clean-up Call Right in their Series. See Description of Certificates — Payments — 1% Clean-up Callin the Offering Circular.

Residual Proceeds

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

PREPAYMENT AND YIELD ANALYSIS

General

Mortgage Prepayments

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

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Super-Conforming Mortgages may tend to prepay differently than standard conformingMortgages because of a number of factors, including their larger relative principal balance (and largerresulting savings in the case of refinancing in a low interest rate environment), the presence of FreddieMac and Fannie Mae in the secondary market for such Mortgages (which may tend to reduce theprevailing interest rates offered by lenders for extending such Mortgages and to increase fundsavailable for such Mortgages) and the possible geographic concentration of such Mortgages.

Yield

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

• Your purchase price.

• The rate of principal payments on the underlying Mortgages.

• The actual characteristics of the underlying Mortgages.

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

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

• If you own a Group 3 Class, the payment characteristics of the Multiclass Assets in theirown Series, as described in the Terms Sheet of the Multiclass Asset Offering Circular.

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

Suitability

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

Modeling Assumptions

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

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

• As of July 1, 2013, each Mortgage underlying the Multiclass Assets has a remaining termto maturity equal to the weighted average remaining term to maturity, a loan age equal tothe weighted average loan age, and an interest rate equal to the weighted average interestrate, of all the Mortgages underlying the same PC.

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

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

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

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

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

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

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

Prepayment and Weighted Average Life Considerations

PAC Classes

Principal payments on the PAC Classes should be more stable than would be the case if they didnot receive such payments, to the extent of available principal, in accordance with their schedules.Moreover, they will have cumulative priorities for future payments if they fall behind their schedules.Based on the Modeling Assumptions, each of these Classes has a range of constant Mortgageprepayment rates (an “Effective Range”) at which it would receive scheduled payments. The EffectiveRange at any time depends on the actual or assumed characteristics of the underlying Mortgages at thattime. Based on the Modeling Assumptions, each PAC Class would receive scheduled payments untilretirement if the underlying Mortgages were to prepay at any constant percentage of PSA within itsinitial Effective Range shown in the following table.

Initial Effective RangesClass Range

Group 1PA, PB, PC, PD, PG, PH, PJ, PL and PM . . . . . . . . . . . . . . . . 125% PSA - 400% PSAPE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48% PSA - 400% PSA

Group 4MA and PF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100% PSA - 250% PSAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48% PSA - 250% PSA

The initial Effective Ranges, if calculated using the actual characteristics of the Mortgages, coulddiffer from those shown in the table. Even if the Mortgages were to prepay at a constant rate within theinitial Effective Range shown for any Class, but near the upper or lower end of that Effective Range,that Class might not receive scheduled payments.

Non-constant prepayment rates can cause any Class not to receive scheduled payments, even ifsuch rates remain within its initial Effective Range shown above. The Effective Ranges can narrow or“drift” upward or downward over time. Under many scenarios the Classes shown in the table wouldnot receive scheduled payments.

Other Classes support the principal payment stability of the PAC Classes, as shown below. Whenits supporting Classes all retire, any outstanding PAC Class will become more sensitive to Mortgageprepayments and its Effective Range will no longer exist.

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Supporting ClassesClasses Supported by

Group 1PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Support

Group 4PAC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Support

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

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

Support Classes

The Support Classes support the principal payment stability of the PAC Classes as describedabove. As a result, each Support Class is likely to be much more sensitive to Mortgage prepaymentsthan is any Class it supports. The Support Classes may receive no principal payments for extendedperiods of time, and their principal payment rates may vary widely from month to month. Relativelyfast Mortgage prepayments may significantly shorten, and relatively slow Mortgage prepayments maysignificantly extend, the weighted average lives of the Support Classes.

Pass-Through Classes

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

The Multiclass Assets

The Multiclass Assets consist of a Sequential Pay Class and a related Notional (Sequential Pay)Class. This Sequential Pay Class receives principal payments from its related Assets in a prescribedsequence with another Class in its Series.

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

MACR Classes

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

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Declining Balances Table

The following table shows:

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

• Corresponding weighted average lives.

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

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Percentages of Original Balances Outstanding* and Weighted Average Lives

Group 1

PA, PB, PC, PD, PG, PH, PI, PJ,PL and PM PE UZ

PSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 125% 155% 400% 600% 0% 125% 155% 400% 600% 0% 125% 155% 400% 600%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 94 94 94 94 100 100 100 100 100 103 101 100 89 79July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 82 82 82 82 100 100 100 100 100 106 104 99 62 33July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 68 68 68 61 100 100 100 100 100 109 107 98 32 0July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 54 54 54 36 100 100 100 100 100 113 110 98 13 0July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 42 42 42 21 100 100 100 100 100 116 112 97 4 0July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76 31 31 31 11 100 100 100 100 100 120 114 97 0 0July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71 22 22 22 5 100 100 100 100 100 123 114 96 0 0July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66 15 15 15 2 100 100 100 100 100 127 111 92 0 0July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61 10 10 10 0 100 100 100 100 83 131 106 87 0 0July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 6 6 6 0 100 100 100 100 51 135 99 80 0 0July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 3 3 3 0 100 100 100 100 32 139 92 73 0 0July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 1 1 1 0 100 100 100 100 20 143 85 66 0 0July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 0 0 0 0 100 90 90 90 12 148 77 59 0 0July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 0 0 0 0 100 65 65 65 7 152 69 53 0 0July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 0 0 0 0 100 47 47 47 4 157 62 46 0 0July 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 0 0 0 0 100 34 34 34 3 162 55 40 0 0July 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 0 0 0 0 100 24 24 24 2 166 49 35 0 0July 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 0 0 0 0 100 17 17 17 1 171 42 30 0 0July 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 12 12 12 12 1 173 37 26 0 0July 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 9 9 9 9 0 162 32 22 0 0July 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 6 6 6 6 0 150 27 18 0 0July 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 4 4 4 4 0 136 23 15 0 0July 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 3 3 3 3 0 123 19 12 0 0July 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 2 2 2 2 0 108 15 9 0 0July 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 1 1 1 1 0 92 12 7 0 0July 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 1 1 1 1 0 76 9 5 0 0July 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 58 6 4 0 0July 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 40 4 2 0 0July 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 21 2 1 0 0July 15, 2043 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.4 4.8 4.8 4.8 3.6 18.9 15.7 15.7 15.7 10.7 25.0 16.5 15.2 2.5 1.6

Group 1 AssetsPSA Prepayment Assumption

Date 0% 125% 155% 400% 600%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99 96 96 92 89July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 90 88 76 67July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 81 79 57 43July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 74 70 42 27July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92 66 62 32 17July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91 60 55 23 10July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 54 48 17 6July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87 48 42 13 4July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 43 37 9 2July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 39 33 7 2July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 35 29 5 1July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78 31 25 4 1July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75 27 22 3 0July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72 24 19 2 0July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69 21 16 1 0July 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66 19 14 1 0July 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63 16 12 1 0July 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60 14 10 1 0July 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 12 9 0 0July 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52 10 7 0 0July 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 9 6 0 0July 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 7 5 0 0July 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 6 4 0 0July 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 5 3 0 0July 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 4 2 0 0July 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 3 2 0 0July 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 2 1 0 0July 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 1 1 0 0July 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1 0 0 0July 15, 2043 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.9 9.5 8.5 4.4 3.2

* Rounded to nearest whole percentage.

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Group 2

AB, AC, AD, AG, AH, AI, AJ, AK, AL, AM, AN, AT and Group 2 AssetsPSA Prepayment Assumption

Date 0% 100% 200% 300% 400%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 88 82 77 71July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92 76 67 58 50July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87 66 54 44 35July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82 56 43 32 24July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 47 33 24 16July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71 38 26 17 11July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65 30 19 12 7July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59 23 13 8 4July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52 16 9 5 2July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45 10 5 2 1July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 4 2 1 0July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 0 0 0 0July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 0 0 0 0July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 0 0 0 0July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.7 5.0 4.0 3.3 2.7

Group 3

KA, KB, KC, KD, KG, KH, KI, KL, KM, KN, KP, KQ, KT, KU andGroup 3 Assets

PSA Prepayment Assumption

Date 0% 100% 300% 450% 600%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 90 78 69 60July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 81 60 47 35July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88 73 46 31 19July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84 64 35 20 9July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79 57 26 12 4July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74 50 19 6 0July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69 43 13 3 0July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63 36 8 0 0July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 30 5 0 0July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 24 2 0 0July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 19 0 0 0July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 14 0 0 0July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 9 0 0 0July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 5 0 0 0July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 1 0 0 0July 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 0 0 0 0July 15, 2030 and after . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.5 6.5 3.4 2.3 1.7

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Group 4

FA, FB, IB, SA, SB andGroup 4 Assets MA, PF and PS ME

PSA Prepayment Assumption PSA Prepayment Assumption PSA Prepayment Assumption

Date 0% 100% 135% 250% 400% 0% 100% 135% 250% 400% 0% 100% 135% 250% 400%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99 93 91 84 76 99 89 89 89 89 100 100 100 100 100July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 85 82 70 56 97 79 79 79 77 100 100 100 100 100July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 79 74 58 42 95 69 69 69 57 100 100 100 100 100July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 72 66 49 31 93 60 60 60 41 100 100 100 100 100July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 66 59 40 23 91 51 51 51 29 100 100 100 100 100July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 61 53 33 17 89 43 43 43 21 100 100 100 100 100July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91 56 48 28 13 87 36 36 36 14 100 100 100 100 100July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 51 42 23 9 85 29 29 29 9 100 100 100 100 100July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88 46 38 19 7 82 23 23 23 6 100 100 100 100 100July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86 42 34 15 5 79 18 18 18 3 100 100 100 100 100July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84 38 30 13 4 76 14 14 14 1 100 100 100 100 100July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82 34 26 10 3 73 11 11 11 0 100 100 100 100 90July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79 31 23 8 2 70 8 8 8 0 100 100 100 100 66July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 28 20 7 1 66 5 5 5 0 100 100 100 100 47July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74 25 17 5 1 62 4 4 4 0 100 100 100 100 34July 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71 22 15 4 1 58 2 2 2 0 100 100 100 100 24July 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 19 13 3 1 54 1 1 1 0 100 100 100 100 17July 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65 17 11 3 0 49 0 0 0 0 100 91 91 91 12July 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61 14 9 2 0 44 0 0 0 0 100 71 71 71 8July 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 12 8 2 0 38 0 0 0 0 100 54 54 54 6July 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 10 6 1 0 32 0 0 0 0 100 41 41 41 4July 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49 8 5 1 0 26 0 0 0 0 100 30 30 30 3July 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 6 4 1 0 19 0 0 0 0 100 21 21 21 2July 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 5 3 0 0 12 0 0 0 0 100 14 14 14 1July 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34 3 2 0 0 4 0 0 0 0 100 9 9 9 1July 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 2 1 0 0 0 0 0 0 0 5 5 5 5 0July 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 1 0 0 0 0 0 0 0 0 1 1 1 1 0July 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 0 0 0 0 0 0 0 0 0 0 0 0 0 0July 15, 2043 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 9.7 8.3 5.3 3.4 16.3 5.9 5.9 5.9 4.0 25.7 20.9 20.9 20.9 14.7

UF and USPSA Prepayment Assumption

Date 0% 100% 135% 250% 400%

Closing Date . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 100 100 100July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 93 70 40July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 87 46 0July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 82 28 0July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 78 15 0July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 75 7 0July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 73 2 0July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 71 0 0July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 100 70 0 0July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 98 68 0 0July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 95 65 0 0July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 90 61 0 0July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 85 57 0 0July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 80 52 0 0July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 74 48 0 0July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 68 43 0 0July 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 62 38 0 0July 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 55 34 0 0July 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 49 30 0 0July 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 43 26 0 0July 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 37 22 0 0July 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 32 18 0 0July 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 26 15 0 0July 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 21 11 0 0July 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 16 8 0 0July 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 11 6 0 0July 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 6 3 0 0July 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 2 1 0 0July 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 0 0 0 0July 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 0 0 0 0July 15, 2043 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0 0 0 0

Weighted AverageLife (Years) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28.1 18.0 12.8 2.2 0.9

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Yield Tables

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

Pre-Tax Yields

Group 1

PI Class(Assumed Price: 12.5%)

50% PSA

125% PSAthrough

400% PSA 489% PSA 600% PSA

11.4% 4.1% 0.0% (6.1)%

Group 2

AI Class(Assumed Price: 10.3125%)

100% PSA 200% PSA 300% PSA 400% PSA 413% PSA

23.1% 16.0% 8.6% 1.0% 0.0%

Group 3

KI Class(Assumed Price: 15.0%)

100% PSA 300% PSA 450% PSA 600% PSA

33.1% 15.6% 0.0% (17.9)%

Group 4

IB Class(Assumed Price: 0.25%)

LIBOR 100% PSA 135% PSA 250% PSA 400% PSA

6.600% and Lower . . . . . . . . . . . . . . . 11.4% 9.1% 1.2% (9.5)%6.625 . . . . . . . . . . . . . . . . . . . . . . . . . (0.3) (2.5) (10.0) (20.2)6.650 and Higher . . . . . . . . . . . . . . . . * * * *

PS Class(Assumed Price: 18.5%)

LIBOR 50% PSA

100% PSAthrough

250% PSA 400% PSA

0.19103% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.6% 18.3% 9.0%1.19103 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18.3 12.0 1.83.64552 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.6 (4.8) (17.8)6.10000 and Higher . . . . . . . . . . . . . . . . . . . . . . . . * * *

* Less than (99.9)%.

S-20

SA Class(Assumed Price: 19.0%)


0.19103% . . . . . . . . . . . . . . . . . . . . . 26.7% 24.3% 15.9% 4.5%1.19103 . . . . . . . . . . . . . . . . . . . . . . . 20.9 18.5 10.3 (0.8)3.89552 . . . . . . . . . . . . . . . . . . . . . . . 5.0 2.7 (4.9) (15.4)6.60000 and Higher . . . . . . . . . . . . . . * * * *

SB Class(Assumed Price: 19.25%)


0.19103% . . . . . . . . . . . . . . . . . . . . . 26.5% 24.1% 15.7% 4.3%1.19103 . . . . . . . . . . . . . . . . . . . . . . . 20.8 18.4 10.2 (0.9)3.92052 . . . . . . . . . . . . . . . . . . . . . . . 4.9 2.6 (5.0) (15.5)6.65000 and Higher . . . . . . . . . . . . . . * * * *

* Less than (99.9)%.

US Class(Assumed Price: 99.0%)


0.19103% . . . . . . . . . . . . . . . . . . . . . 11.9% 12.0% 12.4% 13.1%1.19103 . . . . . . . . . . . . . . . . . . . . . . . 9.1 9.2 9.6 10.42.84552 . . . . . . . . . . . . . . . . . . . . . . . 4.6 4.6 5.1 6.04.50000 and Higher . . . . . . . . . . . . . . 0.1 0.1 0.7 1.7

S-21

FINAL PAYMENT DATES

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

CERTAIN FEDERAL INCOME TAX CONSEQUENCES

General

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

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

Regular Classes

The Regular Classes are “regular interests” in the Upper-Tier REMIC Pool. See GeneralInformation — Structure of Transaction. They are treated as debt instruments for federal income taxpurposes and may be issued with original issue discount (“OID”) or at a premium. Based in part on(a) the level of LIBOR as of the date of this Supplement and (b) information provided by theUnderwriter regarding the initial prices at which it would have expected to sell or will sell substantialportions of the Regular Classes, we expect to report income to the Internal Revenue Service and toHolders of the Regular Classes assuming they are issued as follows:

• OID: IB, KI, PE, PI, PS, SA and UZ.

• De Minimis OID: ME, PD and US.

• Premium: AT, KA and MA.

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

• Group 1 — 155% PSA




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

Residual Classes

Each Residual Class is the “residual interest” in its related REMIC Pool. See GeneralInformation — Structure of Transaction. Special tax considerations apply to the Residual Classes. The

S-22

taxation of the Residual Classes can produce a significantly less favorable after-tax return than if(a) the Residual Classes were taxable as debt instruments or (b) no portion of the taxable income on theResidual Classes were treated as “excess inclusions.” In certain periods, taxable income and theresulting tax liability on a Residual Class may exceed any payments on that Class. See Certain FederalIncome Tax Consequences — Taxation of Residual Classes in the Offering Circular.

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

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

Certain Transfers of Residual Classes

The REMIC Regulations disregard:

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

2. Except in certain cases, a transfer of a residual interest to a foreign investor or a transfer of aresidual interest from a foreign investor to a U.S. investor. Accordingly, the Trust Agreementprohibits the transfer of an interest in a Residual Class to or from a foreign investor withoutour written consent.

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

MACR Classes

The arrangement under which the MACR Classes are created (the “MACR Pool”) will beclassified as a grantor trust under subpart E, part I of subchapter J of the Code. The interests in theRegular Classes that have been exchanged for the MACR Classes, including any exchanges effectiveon the Closing Date, will be the assets of the MACR Pool and the MACR Classes will representbeneficial ownership of these assets.

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

Foreign Account Tax Compliance Act

Investors should be aware that under legislation enacted in 2010 and related administrativeguidance (commonly known as “FATCA”), certain payments in respect of Regular and MACRClasses after June 30, 2014 and payments of the gross proceeds from the sale or other disposition ofsuch Classes after December 31, 2016 received by a non-U.S. entity may be subject to withholding ofU.S. federal income tax at a rate of 30 percent if such non-U.S. entity fails to take the required steps toprovide certain information regarding its “United States accounts” or its direct or indirect “substantial

S-23

U.S. owners.” The required steps and the information to be provided will depend on whether the non-U.S. entity is considered a “foreign financial institution” for this purpose, and if an intergovernmentalagreement exists between the United States and an applicable foreign country that may modify theapplicable requirements.

FATCA applies to debt instruments that are treated, for U.S. federal income tax purposes, asissued after June 30, 2014. For example, MACR Classes that are treated as stripped bonds or couponsunder Code Section 1286 may be considered newly issued when purchased by an investor. Investorsshould consult their tax advisors regarding the potential application and impact of the FATCAwithholding rules based on their particular circumstances, including the applicability of anyintergovernmental agreement modifying these rules and the grandfathering rules for debt instruments.

ERISA CONSIDERATIONS

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

ACCOUNTING CONSIDERATIONS

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

LEGAL INVESTMENT CONSIDERATIONS

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

PLAN OF DISTRIBUTION

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

The Underwriter is offering the Certificates to the public in negotiated transactions at varyingprices to be determined at the time of sale, plus accrued interest on each interest-bearing Class from thefirst day of its initial Accrual Period. The Underwriter is offering the Certificates subject to theirissuance by us and subject to the Underwriter’s right to reject any order. The Underwriter may makesales to or through securities dealers. The dealers may receive compensation in the form of discounts,concessions or commissions from the Underwriter and commissions from any purchasers for whichthey act as agents.

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

LEGAL MATTERS

Our General Counsel or one of our Deputy General Counsels will render an opinion on thelegality of the Certificates. Cleary Gottlieb Steen & Hamilton LLP is representing the Underwriter onlegal matters concerning the Certificates.

S-24

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A-3

Appendix B

Balances Schedules

Payment Date

Group 1PAC

(Aggregate)

Group 4PAC

(Aggregate)

Initial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $81,398,000.00 $135,518,000.00August 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81,065,493.00 134,444,701.54September 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80,789,007.91 133,343,318.74October 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80,482,194.02 132,214,340.88November 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80,145,191.88 131,058,270.57December 15, 2013 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79,778,165.38 129,875,623.32January 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79,381,301.70 128,666,927.20February 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78,954,811.19 127,464,735.48March 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78,498,927.22 126,269,014.40April 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78,013,906.00 125,079,730.36May 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77,500,026.36 123,896,849.96June 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76,957,589.54 122,720,339.96July 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76,386,918.89 121,550,167.27August 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75,788,359.61 120,386,299.01September 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75,162,278.39 119,228,702.44October 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74,509,063.07 118,077,345.01November 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73,829,122.26 116,932,194.30December 15, 2014 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73,122,884.94 115,793,218.11January 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72,390,799.98 114,660,384.36February 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71,633,335.74 113,533,661.17March 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70,850,979.53 112,413,016.79April 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70,044,333.64 111,298,419.67May 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69,216,974.46 110,189,838.39June 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68,369,299.74 109,087,241.72July 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67,501,719.33 107,990,598.57August 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66,614,654.80 106,899,878.01September 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65,708,539.08 105,815,049.29October 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64,783,816.03 104,736,081.80November 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63,840,940.02 103,662,945.09December 15, 2015 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62,880,375.55 102,595,608.88January 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61,925,759.34 101,534,043.03February 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60,977,048.42 100,478,217.56March 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60,034,200.07 99,428,102.64April 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59,097,171.88 98,383,668.62May 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58,165,921.70 97,344,885.97June 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57,240,407.66 96,311,725.32July 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56,320,588.15 95,284,157.46August 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55,406,421.84 94,262,153.33September 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54,499,259.34 93,245,684.01October 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53,600,027.08 92,234,720.75November 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52,708,658.97 91,229,234.92December 15, 2016 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51,825,089.48 90,229,198.05January 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50,949,253.60 89,234,581.83February 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50,081,086.86 88,245,358.08March 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49,220,525.30 87,261,498.76April 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48,367,505.49 86,282,975.99May 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47,521,964.50 85,309,762.04June 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46,683,839.94 84,341,829.29July 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45,853,069.90 83,379,150.29August 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45,029,592.99 82,421,697.72September 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44,213,348.30 81,469,444.42October 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43,404,275.43 80,522,363.34November 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42,602,314.47 79,580,427.60December 15, 2017 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41,807,406.00 78,643,610.43January 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41,019,491.08 77,711,885.21February 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40,238,511.24 76,785,225.46March 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39,464,408.49 75,863,604.84April 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38,697,125.32 74,946,997.14May 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37,936,604.69 74,035,376.29June 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37,182,790.02 73,128,716.33July 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36,435,625.17 72,226,991.48

B-1

Payment Date

Group 1PAC

(Aggregate)continued

Group 4PAC


August 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $35,695,054.48 $ 71,330,176.05September 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34,961,022.75 70,438,244.51October 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34,233,475.21 69,551,171.44November 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33,512,357.54 68,668,931.56December 15, 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32,797,615.86 67,791,499.74January 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32,089,196.76 66,918,850.94February 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31,387,047.21 66,050,960.29March 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30,691,114.66 65,187,803.02April 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30,001,346.96 64,329,354.50May 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,317,692.40 63,475,590.22June 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28,640,099.69 62,626,485.80July 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27,968,517.95 61,782,016.99August 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27,302,896.71 60,942,159.66September 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26,643,185.94 60,106,889.80October 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25,989,335.98 59,276,183.53November 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25,344,878.44 58,450,017.10December 15, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,716,108.26 57,628,366.87January 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,102,648.80 56,811,209.32February 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,504,132.40 55,998,521.07March 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,920,200.12 55,190,278.85April 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,350,501.55 54,386,459.49May 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21,794,694.62 53,587,039.97June 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21,252,445.37 52,791,997.38July 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,723,427.80 52,001,308.92August 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,207,323.66 51,214,951.91September 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,703,822.26 50,432,903.79October 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,212,620.31 49,655,142.12November 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,733,421.75 48,881,644.57December 15, 2020 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,265,937.55 48,112,388.92January 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,809,885.55 47,349,248.60February 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,364,990.35 46,597,465.49March 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,930,983.07 45,856,876.51April 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,507,601.25 45,127,320.91May 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,094,588.69 44,408,640.18June 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,691,695.30 43,700,678.05July 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,298,676.92 43,003,280.44August 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,915,295.25 42,316,295.42September 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,541,317.66 41,639,573.23October 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,176,517.07 40,972,966.18November 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,820,671.80 40,316,328.69December 15, 2021 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,473,565.49 39,669,517.20January 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,134,986.94 39,032,390.19February 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,804,729.96 38,404,808.12March 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,482,593.33 37,786,633.41April 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,168,380.60 37,177,730.45May 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,861,900.04 36,577,965.49June 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,562,964.49 35,987,206.70July 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,271,391.27 35,405,324.09August 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,987,002.05 34,832,189.52September 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,709,622.79 34,267,676.63October 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,439,083.59 33,711,660.87November 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,175,218.65 33,164,019.42December 15, 2022 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,917,866.09 32,624,631.21January 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,666,867.94 32,093,376.87February 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,422,070.00 31,570,138.72March 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,183,321.78 31,054,800.73April 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,950,476.37 30,547,248.53May 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,723,390.39 30,047,369.33June 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,501,923.90 29,555,051.97July 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,285,940.32 29,070,186.84August 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,075,306.33 28,592,665.87September 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,869,891.83 28,122,382.54October 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,669,569.81 27,659,231.83November 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,474,216.34 27,203,110.19December 15, 2023 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,283,710.44 26,753,915.54January 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,097,934.06 26,311,547.27February 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,916,771.96 25,875,906.15

B-2

Payment Date

Group 1PAC


Group 4PAC


March 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 6,740,111.69 $ 25,446,894.38April 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,567,843.48 25,024,415.55May 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,399,860.23 24,608,374.60June 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,236,057.37 24,198,677.83July 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,076,332.89 23,795,232.84August 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,920,587.21 23,397,948.58September 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,768,723.15 23,006,735.26October 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,620,645.87 22,621,504.37November 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,476,262.81 22,242,168.66December 15, 2024 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,335,483.64 21,868,642.11January 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,198,220.22 21,500,839.93February 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,064,386.52 21,138,678.53March 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,933,898.58 20,782,075.50April 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,806,674.47 20,430,949.60May 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,682,634.23 20,085,220.76June 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,561,699.85 19,744,810.03July 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,443,795.18 19,409,639.58August 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,328,845.91 19,079,632.71September 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,216,779.54 18,754,713.78October 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,107,525.30 18,434,808.24November 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,001,014.14 18,119,842.61December 15, 2025 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,897,178.69 17,809,744.44January 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,795,953.19 17,504,442.31February 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,697,273.47 17,203,865.84March 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,601,076.93 16,907,945.61April 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,507,302.48 16,616,613.24May 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,415,890.48 16,329,801.27June 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,326,782.77 16,047,443.25July 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,239,922.59 15,769,473.66August 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,155,254.55 15,495,827.89September 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,072,724.58 15,226,442.29October 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,992,279.97 14,961,254.09November 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,913,869.25 14,700,201.43December 15, 2026 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,837,442.20 14,443,223.33January 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,762,949.84 14,190,259.67February 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,690,344.37 13,941,251.21March 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,619,579.13 13,696,139.54April 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,550,608.63 13,454,867.09May 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,483,388.44 13,217,377.11June 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,417,875.26 12,983,613.66July 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,354,026.81 12,753,521.61August 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,291,801.84 12,527,046.61September 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,231,160.11 12,304,135.10October 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,172,062.37 12,084,734.25November 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,114,470.30 11,868,792.04December 15, 2027 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,058,346.54 11,656,257.16January 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,003,654.61 11,447,079.04February 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,950,358.95 11,241,207.84March 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,898,424.86 11,038,594.44April 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,847,818.46 10,839,190.41May 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,798,506.73 10,642,948.02June 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,750,457.43 10,449,820.23July 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,703,639.14 10,259,760.68August 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,658,021.16 10,072,723.66September 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,613,573.58 9,888,664.13October 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,570,267.21 9,707,537.69November 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,528,073.56 9,529,300.57December 15, 2028 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,486,964.86 9,353,909.66January 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,446,913.99 9,181,322.43February 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,407,894.53 9,011,496.99March 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,369,880.67 8,844,392.05April 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,332,847.26 8,679,966.90May 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,296,769.75 8,518,181.43June 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,261,624.21 8,358,996.10July 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,227,387.26 8,202,371.94August 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,194,036.15 8,048,270.55September 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,161,548.62 7,896,654.08

B-3

Payment Date

Group 1PAC


Group 4PAC


October 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 1,129,903.03 $ 7,747,485.22November 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,099,078.20 7,600,727.20December 15, 2029 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,069,053.53 7,456,343.79January 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,039,808.89 7,314,299.28February 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,011,324.65 7,174,558.46March 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 983,581.68 7,037,086.65April 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 956,561.31 6,901,849.66May 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 930,245.32 6,768,813.79June 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 904,615.96 6,637,945.85July 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 879,655.89 6,509,213.11August 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 855,348.22 6,382,583.31September 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 831,676.47 6,258,024.68October 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 808,624.57 6,135,505.88November 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 786,176.84 6,014,996.06December 15, 2030 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 764,317.98 5,896,464.78January 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 743,033.10 5,779,882.06February 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 722,307.63 5,665,218.37March 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 702,127.40 5,552,444.58April 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 682,478.58 5,441,532.00May 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 663,347.67 5,332,452.35June 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 644,721.52 5,225,177.76July 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 626,587.29 5,119,680.78August 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 608,932.47 5,015,934.34September 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 591,744.87 4,913,911.78October 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 575,012.57 4,813,586.80November 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 558,723.98 4,714,933.52December 15, 2031 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 542,867.77 4,617,926.42January 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 527,432.92 4,522,540.34February 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 512,408.66 4,428,750.50March 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497,784.49 4,336,532.49April 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 483,550.19 4,245,862.24May 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469,695.77 4,156,716.03June 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456,211.51 4,069,070.50July 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443,087.92 3,982,902.62August 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430,315.75 3,898,189.71September 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417,885.98 3,814,909.40October 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405,789.81 3,733,039.67November 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 394,018.66 3,652,558.80December 15, 2032 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382,564.19 3,573,445.41January 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371,418.23 3,495,678.42February 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360,572.83 3,419,237.07March 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 350,020.25 3,344,100.88April 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339,752.93 3,270,249.69May 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329,763.50 3,197,663.64June 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320,044.79 3,126,323.15July 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310,589.78 3,056,208.92August 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301,391.66 2,987,301.96September 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292,443.76 2,919,583.54October 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283,739.61 2,853,035.20November 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275,272.87 2,787,638.77December 15, 2033 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267,037.39 2,723,376.33January 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259,027.14 2,660,230.24February 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251,236.27 2,598,183.10March 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243,659.07 2,537,217.79April 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236,289.96 2,477,317.42May 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229,123.53 2,418,465.37June 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222,154.48 2,360,645.24July 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215,377.66 2,303,840.90August 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208,788.03 2,248,036.43September 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202,380.70 2,193,216.18October 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196,150.89 2,139,364.70November 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190,093.94 2,086,466.77December 15, 2034 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184,205.33 2,034,507.43January 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178,480.61 1,983,471.90February 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172,915.50 1,933,345.63March 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167,505.78 1,884,114.31April 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162,247.36 1,835,763.81

B-4

Payment Date

Group 1PAC


Group 4PAC


May 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 157,136.25 $ 1,788,280.23June 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152,168.56 1,741,649.87July 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147,340.50 1,695,859.23August 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142,648.38 1,650,895.01September 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138,088.59 1,606,744.12October 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133,657.64 1,563,393.65November 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129,352.10 1,520,830.89December 15, 2035 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125,168.64 1,479,043.32January 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121,104.01 1,438,018.61February 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117,155.05 1,397,744.59March 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113,318.68 1,358,209.30April 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109,591.90 1,319,400.96May 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105,971.78 1,281,307.94June 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102,455.46 1,243,918.79July 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99,040.17 1,207,222.26August 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95,723.21 1,171,207.24September 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92,501.93 1,135,862.78October 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89,373.76 1,101,178.12November 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86,336.20 1,067,142.65December 15, 2036 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83,386.81 1,033,745.92January 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80,523.22 1,000,977.62February 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77,743.11 968,827.62March 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75,044.22 937,285.93April 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72,424.36 906,342.71May 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69,881.39 875,988.28June 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67,413.21 846,213.08July 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65,017.81 817,007.71August 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62,693.19 788,362.92September 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60,437.45 760,269.59October 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58,248.68 732,718.72November 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56,125.08 705,701.49December 15, 2037 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54,064.85 679,209.17January 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52,066.26 653,233.18February 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50,127.63 627,765.07March 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48,247.30 602,796.52April 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46,423.68 578,319.33May 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44,655.20 554,325.42June 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42,940.35 530,806.85July 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41,277.63 507,755.78August 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39,665.62 485,164.50September 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38,102.91 463,025.41October 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36,588.13 441,331.05November 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35,119.94 420,074.03December 15, 2038 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33,697.06 399,247.12January 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32,318.22 378,843.16February 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30,982.19 358,855.12March 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,687.78 339,276.08April 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28,433.82 320,099.21May 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27,219.17 301,317.80June 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26,042.73 282,925.23July 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,903.44 264,914.99August 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,800.23 247,280.67September 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,732.09 230,015.95October 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21,698.03 213,114.61November 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,697.09 196,570.53December 15, 2039 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,728.31 180,377.69January 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,790.80 164,530.14February 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,883.65 149,022.03March 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,006.01 133,847.63April 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,157.02 119,001.25May 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,335.87 104,477.32June 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,541.76 90,270.35July 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,773.91 76,374.92August 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,031.56 62,785.72September 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,313.98 49,497.49October 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,620.44 36,505.09November 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,950.26 23,803.42

B-5

Payment Date

Group 1PAC


Group 4PAC


December 15, 2040 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 10,302.75 $ 11,387.49January 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,677.25 0.00February 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,073.13 0.00March 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,489.75 0.00April 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,926.50 0.00May 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,382.80 0.00June 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,858.07 0.00July 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,351.75 0.00August 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,863.30 0.00September 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,392.18 0.00October 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,937.87 0.00November 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,499.89 0.00December 15, 2041 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,077.73 0.00January 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,670.94 0.00February 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,279.03 0.00March 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,901.57 0.00April 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,538.12 0.00May 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,188.26 0.00June 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,851.56 0.00July 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,527.64 0.00August 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,216.10 0.00September 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 916.56 0.00October 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 628.65 0.00November 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 352.02 0.00December 15, 2042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86.32 0.00January 15, 2043

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

B-6

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

$362,189,625

Freddie MacMulticlass Certificates, Series 4220

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

Offering Terms: The underwriter named below is offering the Classes in negotiated transactions at varyingprices; we have agreed to purchase all of KE and KI

Closing Date: June 28, 2013

REMICClasses

OriginalBalance

PrincipalType(1)

ClassCoupon

InterestType(1)

CUSIPNumber

FinalPayment Date

Group 1ET . . . . . . . . . . . . . . . . . . . . . . . $ 86,521,863 PT 4.0% FIX 3137B2JE1 June 15, 2028Group 2KC . . . . . . . . . . . . . . . . . . . . . . . 261,407,996 SC/SEQ 1.5 FIX 3137B2JG6 May 15, 2032KE . . . . . . . . . . . . . . . . . . . . . . . 14,259,766 SC/SEQ 6.5 FIX 3137B2JH4 May 15, 2032KI . . . . . . . . . . . . . . . . . . . . . . . 201,083,073 SC/NTL(SEQ) 6.5 FIX/IO 3137B2JJ0 May 15, 2032ResidualR . . . . . . . . . . . . . . . . . . . . . . . 0 NPR 0.0 NPR 3137B2JK7 May 15, 2032RS . . . . . . . . . . . . . . . . . . . . . . . 0 NPR 0.0 NPR 3137B2JL5 May 15, 2032

(1) See Appendix II to the Offering Circular.

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

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

We guarantee principal and interest payments on the Certificates. These payments are not guaranteed by, andare not debts or obligations of, the United States or any federal agency or instrumentality other than FreddieMac. The Certificates are not tax-exempt. Because of applicable securities law exemptions, we have notregistered the Certificates with any federal or state securities commission. No securities commission hasreviewed this Supplement.

Barclays

May 22, 2013

Exhibit I — Series 4220 Front Cover and Terms Sheet

I-1

TERMS SHEET

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

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

Payment Dates

We make payments of principal and interest on the Certificates on each monthly Payment Datebeginning in July 2013.

Form of Classes

Regular and MACR Classes: Book-entry on Fed System

Residual Classes: Certificated

Interest


See Payments — Interest.

Notional Classes

ClassOriginal NotionalPrincipal Amount Reduces Proportionately With

Group 1IE* $ 59,483,780 ET (PT)

Group 2KI $201,083,073 KC (SC/SEQ)

* MACR Class.

See Payments — Interest — Notional Classes.

MACR Classes

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

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

I-2

Principal

REMIC Classes

On each Payment Date, we pay:

Group 1

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

Group 2

SC/SequentialPay ⎧⎨⎩• The Group 2 Asset Principal Amount to KC and KE, in that order, until retired

See Payments — Principal and Prepayment and Yield Analysis.

MACR Classes

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

REMIC Status

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

Weighted Average Lives (in years)*


0% 100% 300% 450% 600%

EA, EB, EC, ED, EG, EH, EJ, EK, EL, EM, EN, ET,IE and Group 1 Assets . . . . . . . . . . . . . . . . . . . . . . . 8.7 5.3 3.4 2.5 1.9


0% 100% 300% 450% 600%

KC and KI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.5 6.5 3.4 2.4 1.7KE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17.0 16.4 13.2 10.3 7.9Group 2 Assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.9 7.0 3.9 2.8 2.1

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

I-3

The Assets

The Group 1 Assets (the “PC Assets”) consist of Freddie Mac PCs with the followingcharacteristics:

Principal BalanceOriginal Term

(in years) Interest Rate

$86,521,863 15 4.0%

The Group 2 Assets (the “Multiclass Assets”) consist of:

Class

Percentage ofClass in

This SeriesBalance inThis Series

Class Factorfor Month ofClosing Date

ClassCoupon

Principal/Interest Type Final Payment Date

2449-XE 100% $ 44,438,997 0.13219829 6.5% PAC I/FIX(1) May 15, 20323157-QG(2)(3) 100 32,491,458 0.30696612 6.5 SC/PAC/FIX(1) March 15, 20323197-B(2)(4) 100 124,049,874 0.70482883 6.5 SC/SEQ/FIX(1) February 15, 20323481-Z(4) 100 74,687,433 0.63820508 6.5 SC/SEQ/FIX/Z(1)(5) May 15, 2032

(1) This Class now behaves as a Pass-Through Class.(2) MACR Class.(3) Backed by 2582-AP (a SC/SCH/W Class). 2582-AP is backed by 2419-HG and 2419-PG (PAC/FIX Classes).(4) Backed by various Freddie Mac REMIC and MACR Certificates.(5) This Class is no longer subject to net increases in its principal balance.

We have agreed to sell the Multiclass Assets to the Underwriter for inclusion in this Series.

See General Information — Structure of Transaction and Exhibits I through IV.

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

Mortgage Characteristics (as of June 1, 2013)

PC Assets — Assumed Mortgage Characteristics

Principal Balance

Remaining Termto Maturity(in months)

Loan Age(in months)



of Related PCs

$86,521,863 149 26 4.419% 4.0%

I-4

Multiclass Assets — Mortgage Characteristics

Series

Weighted AverageRemaining Term

to Maturity(in months)

Weighted AverageLoan Age

(in months)

Weighted AveragePer Annum

Interest Rate


of Related PCs

2449 208 135 6.939% 6.5%3157/2582/2419 206 137 6.937 6.5

3197/2379 207 140 7.022 6.53197/2388 202 140 7.001 6.53197/2397 204 140 7.034 6.53197/2409(TH) 206 139 6.962 6.53197/2409(TL) 208 139 6.878 6.53197/2420 207 139 6.852 6.5

3197/2525/2357 200 142 7.072 6.53197/2590/2448/2372 202 142 7.061 6.5

3481/2062 153 189 7.084 6.53481/2066 158 181 7.008 6.53481/2068 165 181 7.077 6.53481/2082 163 180 7.091 6.53481/2083 163 181 7.099 6.53481/2085 164 179 7.089 6.53481/2090 162 177 7.088 6.53481/2448 203 141 6.873 6.53481/2451 208 135 6.939 6.5

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

See General Information — The Mortgages.

I-5

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

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

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

TABLE OF CONTENTSDescription Page

Offering Circular Supplement

Certain Risk Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-2Terms Sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-3Available Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-8General Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-8

The Trust Agreement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-8Form of Certificates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-9Denominations of Certificates . . . . . . . . . . . . . . . . . . . . . . . . . S-9Structure of Transaction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-9The Mortgages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-9

Payments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-10Payment Dates; Record Dates . . . . . . . . . . . . . . . . . . . . . . . . . S-10Method of Payment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-10Categories of Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-10Interest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-10Principal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-11Class Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-12Guarantees . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-121% Clean-up Call . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-12Residual Proceeds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-12

Prepayment and Yield Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . S-12General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-12Prepayment and Weighted Average Life Considerations . . . . . . S-14Declining Balances Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-16Yield Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-20

Final Payment Dates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-22Certain Federal Income Tax Consequences . . . . . . . . . . . . . . . . . . . S-22

General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-22Regular Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-22Residual Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-22MACR Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-23Foreign Account Tax Compliance Act . . . . . . . . . . . . . . . . . . . S-23

ERISA Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-24Accounting Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-24Legal Investment Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . S-24Plan of Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-24Legal Matters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-24Appendix A — Available Combinations — Series 4224 . . . . . . . . . . A-1Appendix B — Balances Schedules . . . . . . . . . . . . . . . . . . . . . . . . . B-1Exhibit I — Series 4220 Front Cover and Terms Sheet . . . . . . . . . . . I-1

Offering Circular

Freddie Mac . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3Additional Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8Risk Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13Application of Proceeds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20Description of Certificates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20MACR Certificates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33Prepayment, Yield and Suitability Considerations . . . . . . . . . . . . . . 33The Trust Agreement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40Certain Federal Income Tax Consequences . . . . . . . . . . . . . . . . . . . 44ERISA Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60Accounting Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61Legal Investment Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . 61Plan of Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61Increase in Size . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62Appendix I — Index of Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . I-1Appendix II — Standard Definitions and Abbreviations for

Classes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . II-1Appendix III — MACR Certificate Exchanges . . . . . . . . . . . . . . . . III-1Appendix IV — Retail Class Principal Payments . . . . . . . . . . . . . . . IV-1Appendix V — Interest Rate Indices . . . . . . . . . . . . . . . . . . . . . . . . V-1

$509,856,641

Freddie Mac

Multiclass Certificates,Series 4224

Barclays

June 18, 2013