test.ginniemae.gov · 2020. 6. 25. · offering circular supplement (to base offering circular...

Offering Circular Supplement (To Base Offering Circular dated March 1, 2020)

$322,863,857 Government National Mortgage Association

GINNIE MAE®

Guaranteed HECM MBS REMIC Pass-Through Securities and MX Securities

Ginnie Mae REMIC Trust 2020-H10

The Securities

The Trust will issue the Classes of Securities listed on the front cover of this offering circular supplement.

The Ginnie Mae Guaranty

Ginnie Mae will guarantee the timely payment of principal and interest on the securities. The Ginnie Mae Guar-anty is backed by the full faith and credit of the United States of America.

The Trust and its Assets

The Trust will own Ginnie Mae HECM MBS.

Class of REMIC Securities

Original Principal

Balance(2) Interest

Rate Principal Type(3)

Interest Type(3)

CUSIP Number

Final Distribution

Date(4)

Security Group 1 AI . . . . . . . . . . . . . . . . . . . . . . . . . . . . FA . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$82,681,982 82,681,982

(5) (5)

NTL(HPT) HPT

HWAC/IO/DLY FLT/HWAC/HZ

38380QBQ4 38380QBR2

June 2070 June 2070

Security Group 2 BI . . . . . . . . . . . . . . . . . . . . . . . . . . . . FB . . . . . . . . . . . . . . . . . . . . . . . . . . . .

28,068,450 28,068,450

(5) (5)

NTL(HPT) HPT


38380QBS0 38380QBT8

March 2070 March 2070

Security Group 3 CI . . . . . . . . . . . . . . . . . . . . . . . . . . . . FC . . . . . . . . . . . . . . . . . . . . . . . . . . . .

51,458,473 51,458,473

(5) (5)

NTL(HPT) HPT


38380QBU5 38380QBV3

June 2070 June 2070

Security Group 4 DI . . . . . . . . . . . . . . . . . . . . . . . . . . . . FD . . . . . . . . . . . . . . . . . . . . . . . . . . . .

30,602,794 30,602,794

(5) (5)

NTL(HPT) HPT


38380QBW1 38380QBX9

May 2070 May 2070

Security Group 5 EI . . . . . . . . . . . . . . . . . . . . . . . . . . . . FE . . . . . . . . . . . . . . . . . . . . . . . . . . . .

27,535,405 27,535,405

(5) (5)

NTL(HPT) HPT


38380QBY7 38380QBZ4

April 2070 April 2070

Security Group 6 FJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . JI(1) . . . . . . . . . . . . . . . . . . . . . . . . . .

39,097,171 39,097,171

(5) (5)

HPT NTL(HPT)

FLT/HWAC/HZ HWAC/IO/DLY

38380QCA8 38380QCB6

June 2070 June 2070

Security Group 7 FK . . . . . . . . . . . . . . . . . . . . . . . . . . . . KI(1) . . . . . . . . . . . . . . . . . . . . . . . . . .

20,401,641 20,401,641

(5) (5)

HPT NTL(HPT)


38380QCC4 38380QCD2

November 2069 November 2069

Security Group 8 FG . . . . . . . . . . . . . . . . . . . . . . . . . . . . GI . . . . . . . . . . . . . . . . . . . . . . . . . . . .

43,017,941 43,017,941

(5) (5)

HPT NTL(HPT)


38380QCE0 38380QCF7

June 2070 June 2070

Residual RR . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 0.0% NPR NPR 38380QCG5 June 2070

The securities may not be suit-able investments for you. You should consider carefully the risks of investing in them.

See “Risk Factors” beginning on page S-16 which highlights some of these risks.

The Sponsor and the Co-Sponsor will offer the securities from time to time in negotiated transactions at varying prices. We expect the clos-ing date to be June 30, 2020.

You should read the Base Offering Circular as well as this Supplement.

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

(1) These Securities may be exchanged for MX Securities described in Schedule I to this Supplement. (2) Subject to increase as described under “Increase in Size” in this Supplement. The amount shown for each Notional

Class (indicated by “NTL” under Principal Type) is its original Class Notional Balance and does not represent princi-pal that will be paid.

(3) As defined under “Class Types” in Appendix I to the Base Offering Circular. The Class Notional Balance of each Notional Class will be either reduced or increased, as applicable, as shown under “Terms Sheet — Notional Classes” in this Supplement.

(4) See “Yield, Maturity and Prepayment Considerations — Final Distribution Date” in this Supplement. (5) See “Terms Sheet — Interest Rates” in this Supplement.

CastleOak Securities, L.P.

The date of this Offering Circular Supplement is June 24, 2020.

AVAILABLE INFORMATION

You should purchase the securities only if you have read and understood the following documents:

� this Offering Circular Supplement (this “Supplement”),

� the Base Offering Circular,

� the HECM MBS Base Prospectus dated October 1 2007, July 1, 2011, November 1, 2013 or June 1, 2014, as applicable (the “HECM MBS Base Prospectus”) and

� each HECM MBS Prospectus Supplement relating to the HECM MBS (the “HECM MBS Prospectus Supplements,” together with the HECM MBS Base Prospectus, the “HECM MBS Disclosure Documents”).

The Base Offering Circular and the HECM MBS Disclosure Documents are available on Ginnie Mae’s website located at http://www.ginniemae.gov (“ginniemae.gov”).

If you do not have access to the internet, call BNY Mellon, which will act as information agent for the Trust, at (800) 234-GNMA, to order copies of the Base Offering Circular. In addition, you can obtain copies of any other document listed above by contacting BNY Mellon at the telephone number listed above.

Unless otherwise specifically defined herein, please consult the standard abbreviations of Class Types included in the Base Offering Circular as Appendix I and the glossary included in the Base Offering Circular as Appendix II for definitions of capitalized terms.

TABLE OF CONTENTS

Page Page

Terms Sheet . . . . . . . . . . . . . . . . . . . . . . . . . S-3 Plan of Distribution . . . . . . . . . . . . . . . . . . . S-70 Risk Factors . . . . . . . . . . . . . . . . . . . . . . . . . S-16 Increase in Size . . . . . . . . . . . . . . . . . . . . . . S-70 The Trust Assets . . . . . . . . . . . . . . . . . . . . . Ginnie Mae Guaranty . . . . . . . . . . . . . . . . . Description of the Securities . . . . . . . . . . . . Yield, Maturity and Prepayment

Considerations . . . . . . . . . . . . . . . . . . . . . Certain United States Federal Income Tax

Consequences . . . . . . . . . . . . . . . . . . . . . ERISA Matters . . . . . . . . . . . . . . . . . . . . . . . Legal Investment Considerations . . . . . . . .

S-22 S-24 S-24

S-28

S-68 S-69 S-70

Legal Matters . . . . . . . . . . . . . . . . . . . . . . . . Schedule I: Available Combination . . . . . . Exhibit A: Assumed Characteristics of the

HECMs and the Participations Underlying the Trust Assets . . . . . . . . . .

Exhibit B: CPR Percentage in Effect by HECM Age . . . . . . . . . . . . . . . . . . . . . . .

Exhibit C: Draw Curve in Effect by HECM Age . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

S-71 S-I-1

A-1

B-1

C-1

S-2

https://ginniemae.gov

http://www.ginniemae.gov

TERMS SHEET

This terms sheet contains selected information for quick reference only. You should read this Sup-plement, particularly “Risk Factors,” and each of the other documents listed under “Available Information.”

Sponsor: Cantor Fitzgerald & Co.

Co-Sponsor: CastleOak Securities, L.P.

Trustee: U.S. Bank National Association

Tax Administrator: The Trustee

Closing Date: June 30, 2020

Distribution Date: The 20th day of each month or, if the 20th day is not a Business Day, the first Business Day thereafter, commencing in July 2020.

Trust Assets:

Original Approximate HECM MBS Term to Weighted Average

Trust Asset Principal HECM MBS Maturity Margins of Group Trust Asset Type(1) Balance Rate(2) (in years) Participations(3)

1 Ginnie Mae II $82,681,982 (4) 50 1.197% to 3.480% 2 Ginnie Mae II 28,068,450 (4) 50 2.199% to 2.426% 3 Ginnie Mae II 51,458,473 (4) 50 1.509% to 2.640% 4 Ginnie Mae II 30,602,794 (5) 50 0.640% to 1.410% 5 Ginnie Mae II 27,535,405 (4) 50 1.440% to 1.989% 6 Ginnie Mae II 39,097,171 (4) 50 1.579% to 2.140% 7 Ginnie Mae II 20,401,641 (4) 50 1.433% to 1.948% 8 Ginnie Mae II 43,017,941 (4) 50 2.181% to 2.517%

(1) The Trust Assets are HECM MBS backed by participation interests (each, a “Participation”) in advances made to borrowers and related amounts in respect of home equity conversion mortgage loans (“HECMs”) insured by FHA. See “The Trust Assets — The Participations and the HECMs” in this Supplement. Certain additional information regarding the HECM MBS, including related pool num-bers, is set forth in Exhibit A to this Supplement.

(2) The HECM MBS Rate for each Trust Asset is the weighted average coupon of its related Participation interest rates (“WACR”). WACR constitutes the Weighted Average Coupon Rate for purposes of this Supplement. See “The Trust Assets — The Trust MBS” in this Supplement.

(3) Reflects the range of approximate weighted average margins on the Partic-ipations (net of the related Servicing Fee Margin) underlying the related HECM MBS pools.

(4) The applicable index for each of the Group 1, 2, 3, 5, 6, 7 and 8 Trust Assets is one-year LIBOR (“One-Year LIBOR”). The actual HECM lifetime and annual caps on interest rate adjustments may limit whether the HECM MBS Rate for a particular Group 1, 2, 3, 5, 6, 7 or 8 Trust Asset remains at One-Year LIBOR (as

S-3

determined pursuant to the HECM loan documents) plus the applicable margin. See “The Trust Assets — The Trust MBS” and “Risk Factors — Adjustable rate HECMs are subject to limitations on interest rate adjustments, which may limit the amount of interest payable in respect of the related HECM MBS and may limit the WACR on the related HECM MBS and the interest rates on the securities” in this Supplement.

(5) The applicable index for each of the Group 4 Trust Assets is one-year CMT (“One-Year CMT”). The actual HECM lifetime caps on interest rate adjustments may limit whether the HECM MBS Rate for a particular Group 4 Trust Asset remains at One-Year CMT (as determined pursuant to the HECM loan docu-ments) plus the applicable margin. See “The Trust Assets — The Trust MBS” and “Risk Factors — Adjustable rate HECMs are subject to limitations on interest rate adjustments, which may limit the amount of interest payable in respect of the related HECM MBS and may limit the WACR on the related HECM MBS and the interest rates on the securities” in this Supplement.

Security Groups: This series of Securities consists of multiple Security Groups (each, a “Group”), as shown on the front cover of this Supplement and on Schedule I to this Supplement. Except in the case of Class HI, payments on each Group will be based solely on payments on the Trust Asset Group with the same numerical designation.

Assumed Characteristics of the HECMs and the Participations Underlying the Trust Assets: The assumed characteristics of the HECMs and the Participations underlying the Trust Assets are identified in Exhibit A to this Supplement. The assumed characteristics may differ, perhaps sig-nificantly, from the characteristics of the HECMs and the related Participations as of the date of issuance of the related HECM MBS, which characteristics are identified in the related HECM MBS Prospectus Supplement. There can be no assurance that the actual characteristics of the HECMs and the Partic-ipations underlying the Trust Assets will be the same as the assumed characteristics identified in Exhibit A to this Supplement.

Issuance of Securities: The Securities, other than the Residual Securities, will initially be issued in book-entry form through the book-entry system of the U.S. Federal Reserve Banks (the “Fedwire Book-Entry System”). The Residual Securities will be issued in fully registered, certificated form. See “Description of the Securities — Form of Securities” in this Supplement.

Modification and Exchange: If you own exchangeable Securities you will be able, upon notice and payment of an exchange fee, to exchange them for a proportionate interest in the related Securities shown on Schedule I to this Supplement. See “Description of the Securities – Modification and Exchange” in this Supplement.

Increased Minimum Denomination Classes: Each Regular and MX Class. See “Description of the Securities — Form of Securities” in this Supplement.

S-4

Interest Rates:

The Floating Rate Classes will bear interest at per annum rates based on one-month LIBOR (herein after referred to as “One-Month LIBOR”) as follows:

One-Month Initial LIBOR for

Interest Interest Minimum Maximum Delay Minimum Class Rate Formula(1) Rate(2) Rate(3) Rate(4) (in days) Interest Rate

Security Group 1 FA . . . . . . . . . . . . . . . One-Month LIBOR + 0.55% 0.718% 0.55% (5) 0 0.00% Security Group 2 FB . . . . . . . . . . . . . . . One-Month LIBOR + 0.50% 0.673% 0.50% 7.50% 0 0.00% Security Group 3 FC . . . . . . . . . . . . . . . One-Month LIBOR + 0.60% 0.788% 0.60% 7.50% 0 0.00% Security Group 4 FD . . . . . . . . . . . . . . . One-Month LIBOR + 0.40% 0.580% 0.40% 15.00% 0 0.00% Security Group 5 FE . . . . . . . . . . . . . . . One-Month LIBOR + 0.56% 0.740% 0.56% 7.50% 0 0.00% Security Group 6 FJ . . . . . . . . . . . . . . . . One-Month LIBOR + 0.80% 0.970% 0.80% (6) 0 0.00% Security Group 7 FK . . . . . . . . . . . . . . . One-Month LIBOR + 0.80% 0.970% 0.80% (7) 0 0.00% Security Group 8 FG . . . . . . . . . . . . . . . One-Month LIBOR + 0.95% 1.120% 0.95% (8) 0 0.00%

(1) One-Month LIBOR will be established as described under “Description of the Securities — Interest Distributions — Floating Rate Classes” in this Supplement.

(2) The initial Interest Rate will be in effect during the first Accrual Period; the Interest Rate for each Floating Rate Class will adjust monthly thereafter.

(3) The minimum rate for any Accrual Period will be the lesser of (i) the rate indicated in this table under the heading “Minimum Rate” and (ii) the WACR for the related Trust Asset Group.

(4) Except as otherwise indicated in this table, the maximum rate for any Accrual Period will be the lesser of (i) the rate indicated in this table under the heading “Maximum Rate” and (ii) the WACR for the related Trust Asset Group. See “Risk Factors — The maximum rate on each floating rate class could limit the amount of interest that accrues on such class” in this Supplement.

(5) The maximum rate for Class FA for any Accrual Period will be the WACR for Trust Asset Group 1. (6) The maximum rate for Class FJ for any Accrual Period will be the WACR for Trust Asset Group 6. (7) The maximum rate for Class FK for any Accrual Period will be the WACR for Trust Asset Group 7. (8) The maximum rate for Class FG for any Accrual Period will be the WACR for Trust Asset Group 8.

Each of the Floating Rate Classes will bear interest during each Accrual Period following the first Accrual Period at a per annum rate equal to the lesser of the related maximum rate and the result based on the related interest rate formula described above.

S-5

The approximate initial Interest Rates for the Interest Only Classes are set forth in the table below.

Approximate Initial Class Interest Rate(1)

Security Group 1 AI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.19492% Security Group 2 BI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.67564% Security Group 3 CI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.84883% Security Group 4 DI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.60863% Security Group 5 EI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.13631% Security Group 6 JI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.61529% Security Group 7 KI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.44438% Security Groups 6 and 7 HI(2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.89958% Security Group 8 GI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.16331%

(1) The approximate initial Interest Rates for the Classes set forth in the table above were calcu-lated using the assumed characteristics of the HECMs and the Participations underlying the related Trust Assets set forth in Exhibit A, which are provided by the Sponsor as of June 1, 2020. The assumed characteristics include rounded weighted average gross interest rates on the HECMs related to the Participations backing the Trust Assets. The actual initial Interest Rates for such Classes will be calculated based on the interest that accrues on each HECM, aggregated and then rounded to a different level of precision. Therefore the actual initial Interest Rates for such Classes may differ from the approximate initial Interest Rates set forth herein. On or about the first Distribution Date, investors can obtain the actual initial Interest Rates for such Classes for the related Accrual Period from the Trustee’s website, www.usbank.com/abs.

(2) MX Class.

Class HI is an MX Class that is an HWAC Class that will accrue interest during each Accrual Period at an equivalent annualized rate derived by aggregating the accrued interest on its related REMIC Classes for such Accrual Period expressed as a percentage of its outstanding notional balance for such Accrual Period.

Security Group 1

Class AI Interest Rate: For any Distribution Date, a per annum rate equal to the product of (i) 12 multiplied by (ii) the quotient of (a) the excess, if any, of (I) the interest accrued for the Accrual Period immediately preceding such Distribution Date on the Group 1 Trust Assets over (II) the Class FA Interest Accrual Amount for such Distribution Date, divided by (b) the outstanding principal balance of the Group 1 Trust Assets as of the related Record Date for Class AI.

S-6

www.usbank.com/abs

Security Group 2

Class BI Interest Rate: For any Distribution Date, a per annum rate equal to the product of (i) 12 multiplied by (ii) the quotient of (a) the excess, if any, of (I) the interest accrued for the Accrual Period immediately preceding such Distribution Date on the Group 2 Trust Assets over (II) the Class FB Interest Accrual Amount for such Distribution Date, divided by (b) the outstanding principal balance of the Group 2 Trust Assets as of the related Record Date for Class BI.

Security Group 3

Class CI Interest Rate: For any Distribution Date, a per annum rate equal to the product of (i) 12 multiplied by (ii) the quotient of (a) the excess, if any, of (I) the interest accrued for the Accrual Period immediately preceding such Distribution Date on the Group 3 Trust Assets over (II) the Class FC Interest Accrual Amount for such Distribution Date, divided by (b) the outstanding principal balance of the Group 3 Trust Assets as of the related Record Date for Class CI.

Security Group 4

Class DI Interest Rate: For any Distribution Date, a per annum rate equal to the product of (i) 12 multiplied by (ii) the quotient of (a) the excess, if any, of (I) the interest accrued for the Accrual Period immediately preceding such Distribution Date on the Group 4 Trust Assets over (II) the Class FD Inter-est Accrual Amount for such Distribution Date, divided by (b) the outstanding principal balance of the Group 4 Trust Assets as of the related Record Date for Class DI.

Security Group 5

Class EI Interest Rate: For any Distribution Date, a per annum rate equal to the product of (i) 12 multiplied by (ii) the quotient of (a) the excess, if any, of (I) the interest accrued for the Accrual Period immediately preceding such Distribution Date on the Group 5 Trust Assets over (II) the Class FE Interest Accrual Amount for such Distribution Date, divided by (b) the outstanding principal balance of the Group 5 Trust Assets as of the related Record Date for Class EI.

Security Group 6

Class JI Interest Rate: For any Distribution Date, a per annum rate equal to the product of (i) 12 multiplied by (ii) the quotient of (a) the excess, if any, of (I) the interest accrued for the Accrual Period immediately preceding such Distribution Date on the Group 6 Trust Assets over (II) the Class FJ Interest Accrual Amount for such Distribution Date, divided by (b) the outstanding principal balance of the Group 6 Trust Assets as of the related Record Date for Class JI.

Security Group 7

Class KI Interest Rate: For any Distribution Date, a per annum rate equal to the product of (i) 12 multiplied by (ii) the quotient of (a) the excess, if any, of (I) the interest accrued for the Accrual Period immediately preceding such Distribution Date on the Group 7 Trust Assets over (II) the Class FK Interest Accrual Amount for such Distribution Date, divided by (b) the outstanding principal balance of the Group 7 Trust Assets as of the related Record Date for Class KI.

Security Group 8

Class GI Interest Rate: For any Distribution Date, a per annum rate equal to the product of (i) 12 multiplied by (ii) the quotient of (a) the excess, if any, of (I) the interest accrued for the Accrual Period immediately preceding such Distribution Date on the Group 8 Trust Assets over (II) the Class FG Inter-

S-7

est Accrual Amount for such Distribution Date, divided by (b) the outstanding principal balance of the Group 8 Trust Assets as of the related Record Date for Class GI.

Distributions: On each Distribution Date, the following distributions will be made to the related Securities:

SECURITY GROUP 1

The Group 1 Available Distribution Amount will be allocated in the following order of priority:

1. Concurrently, to AI and FA, pro rata based on their respective Interest Accrual Amounts, up to the Class AI Interest Accrual Amount and the Class FA Interest Accrual Amount for such Distribution Date

2. To FA, in reduction of its Class Principal Balance, up to the amount of the Class FA Principal Distribution Amount for such Distribution Date, until retired

3. To AI, until the Class AI Deferred Interest Amount is reduced to zero

SECURITY GROUP 2


1. Concurrently, to BI and FB, pro rata based on their respective Interest Accrual Amounts, up to the Class BI Interest Accrual Amount and the Class FB Interest Accrual Amount for such Distribution Date

2. To FB, in reduction of its Class Principal Balance, up to the amount of the Class FB Principal Distribution Amount for such Distribution Date, until retired

3. To BI, until the Class BI Deferred Interest Amount is reduced to zero

SECURITY GROUP 3


1. Concurrently, to CI and FC, pro rata based on their respective Interest Accrual Amounts, up to the Class CI Interest Accrual Amount and the Class FC Interest Accrual Amount for such Distribution Date

2. To FC, in reduction of its Class Principal Balance, up to the amount of the Class FC Principal Distribution Amount for such Distribution Date, until retired

3. To CI, until the Class CI Deferred Interest Amount is reduced to zero

SECURITY GROUP 4


1. Concurrently, to DI and FD, pro rata based on their respective Interest Accrual Amounts, up to the Class DI Interest Accrual Amount and the Class FD Interest Accrual Amount for such Distribution Date

2. To FD, in reduction of its Class Principal Balance, up to the amount of the Class FD Principal Distribution Amount for such Distribution Date, until retired

3. To DI, until the Class DI Deferred Interest Amount is reduced to zero

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SECURITY GROUP 5


1. Concurrently, to EI and FE, pro rata based on their respective Interest Accrual Amounts, up to the Class EI Interest Accrual Amount and the Class FE Interest Accrual Amount for such Distribution Date

2. To FE, in reduction of its Class Principal Balance, up to the amount of the Class FE Principal Distribution Amount for such Distribution Date, until retired

3. To EI, until the Class EI Deferred Interest Amount is reduced to zero

SECURITY GROUP 6


1. Concurrently, to FJ and JI, pro rata based on their respective Interest Accrual Amounts, up to the Class FJ Interest Accrual Amount and the Class JI Interest Accrual Amount for such Distribution Date

2. To FJ, in reduction of its Class Principal Balance, up to the amount of the Class FJ Principal Dis-tribution Amount for such Distribution Date, until retired

3. To JI, until the Class JI Deferred Interest Amount is reduced to zero

SECURITY GROUP 7


1. Concurrently, to FK and KI, pro rata based on their respective Interest Accrual Amounts, up to the Class FK Interest Accrual Amount and the Class KI Interest Accrual Amount for such Distribution Date

2. To FK, in reduction of its Class Principal Balance, up to the amount of the Class FK Principal Distribution Amount for such Distribution Date, until retired

3. To KI, until the Class KI Deferred Interest Amount is reduced to zero

SECURITY GROUP 8


1. Concurrently, to FG and GI, pro rata based on their respective Interest Accrual Amounts, up to the Class FG Interest Accrual Amount and the Class GI Interest Accrual Amount for such Distribution Date

2. To FG, in reduction of its Class Principal Balance, up to the amount of the Class FG Principal Distribution Amount for such Distribution Date, until retired

3. To GI, until the Class GI Deferred Interest Amount is reduced to zero

Available Distribution Amount: For each Security Group, with respect to each Distribution Date, the excess, if any, of (a) the sum of (i) the product of (A) the original principal amount of the related HECM MBS and (B) the Certificate Factor or Calculated Certificate Factor, as applicable, for the preceding Dis-tribution Date and (ii) the interest accrued with respect to such HECM MBS for the related Accrual Period over (b) the product of (i) the original principal amount of such HECM MBS and (ii) the Certifi-cate Factor or Calculated Certificate Factor, as applicable, for the current Distribution Date.

S-9

Security Group 1

Class AI Deferred Interest Amount: With respect to any Distribution Date, the excess, if any, of (i) the sum of all Class AI Interest Accrual Amounts for each Accrual Period ending before such Dis-tribution Date over (ii) the sum of (a) all amounts distributed in respect of Class AI on all prior Dis-tribution Dates plus (b) the amount distributed in respect of Class AI on such Distribution Date pursuant to step 1. under Security Group 1 in “Terms Sheet — Distributions” in this Supplement. After the occur-rence of any Distribution Date in any month, the remaining Class AI Deferred Interest Amount can be calculated by subtracting the Class FA Principal Balance after giving effect to any principal distribution (or any addition) made with respect to such Class as of such Distribution Date from the outstanding principal balance of the Group 1 Trust Assets after giving effect to any payments or accruals on the related HECM MBS as of such Distribution Date.

Class AI Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Class AI Interest Rate on the Class Notional Balance of Class AI (the “Class AI Notional Balance”) as of the related Record Date.

Class FA Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Interest Rate on the Class Principal Balance of Class FA as of the related Record Date. If, on any Distribution Date, the Class FA Interest Accrual Amount for such Distribution Date exceeds the amount distributed in respect of Class FA pursuant to step 1. under Security Group 1 in “Terms Sheet — Distributions” in this Supplement, such excess will be added to the Class Principal Balance of Class FA (the “Class FA Principal Balance”).

Class FA Principal Distribution Amount: For any Distribution Date, the product of (i) the excess, if any, of (a) the Group 1 Available Distribution Amount for such Distribution Date over (b) the sum of the Class AI Interest Accrual Amount and the Class FA Interest Accrual Amount for such Distribution Date, and (ii) the quotient of (a) the Class FA Principal Balance as of the related Record Date divided by (b) the outstanding principal balance of the Group 1 Trust Assets as of the related Record Date for Class FA.

Security Group 2

Class BI Deferred Interest Amount: With respect to any Distribution Date, the excess, if any, of (i) the sum of all Class BI Interest Accrual Amounts for each Accrual Period ending before such Dis-tribution Date over (ii) the sum of (a) all amounts distributed in respect of Class BI on all prior Dis-tribution Dates plus (b) the amount distributed in respect of Class BI on such Distribution Date pursuant to step 1. under Security Group 2 in “Terms Sheet — Distributions” in this Supplement. After the occur-rence of any Distribution Date in any month, the remaining Class BI Deferred Interest Amount can be calculated by subtracting the Class FB Principal Balance after giving effect to any principal distribution (or any addition) made with respect to such Class as of such Distribution Date from the outstanding principal balance of the Group 2 Trust Assets after giving effect to any payments or accruals on the related HECM MBS as of such Distribution Date.

Class BI Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Class BI Interest Rate on the Class Notional Balance of Class BI (the “Class BI Notional Balance”) as of the related Record Date.

Class FB Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Interest Rate on the Class Principal Balance of

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Class FB as of the related Record Date. If, on any Distribution Date, the Class FB Interest Accrual Amount for such Distribution Date exceeds the amount distributed in respect of Class FB pursuant to step 1. under Security Group 2 in “Terms Sheet — Distributions” in this Supplement, such excess will be added to the Class Principal Balance of Class FB (the “Class FB Principal Balance”).

Class FB Principal Distribution Amount: For any Distribution Date, the product of (i) the excess, if any, of (a) the Group 2 Available Distribution Amount for such Distribution Date over (b) the sum of the Class BI Interest Accrual Amount and the Class FB Interest Accrual Amount for such Distribution Date, and (ii) the quotient of (a) the Class FB Principal Balance as of the related Record Date divided by (b) the outstanding principal balance of the Group 2 Trust Assets as of the related Record Date for Class FB.

Security Group 3

Class CI Deferred Interest Amount: With respect to any Distribution Date, the excess, if any, of (i) the sum of all Class CI Interest Accrual Amounts for each Accrual Period ending before such Dis-tribution Date over (ii) the sum of (a) all amounts distributed in respect of Class CI on all prior Dis-tribution Dates plus (b) the amount distributed in respect of Class CI on such Distribution Date pursuant to step 1. under Security Group 3 in “Terms Sheet — Distributions” in this Supplement. After the occur-rence of any Distribution Date in any month, the remaining Class CI Deferred Interest Amount can be calculated by subtracting the Class FC Principal Balance after giving effect to any principal distribution (or any addition) made with respect to such Class as of such Distribution Date from the outstanding principal balance of the Group 3 Trust Assets after giving effect to any payments or accruals on the related HECM MBS as of such Distribution Date.

Class CI Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Class CI Interest Rate on the Class Notional Balance of Class CI (the “Class CI Notional Balance”) as of the related Record Date.

Class FC Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Interest Rate on the Class Principal Balance of Class FC as of the related Record Date. If, on any Distribution Date, the Class FC Interest Accrual Amount for such Distribution Date exceeds the amount distributed in respect of Class FC pursuant to step 1. under Security Group 3 in “Terms Sheet — Distributions” in this Supplement, such excess will be added to the Class Principal Balance of Class FC (the “Class FC Principal Balance”).

Class FC Principal Distribution Amount: For any Distribution Date, the product of (i) the excess, if any, of (a) the Group 3 Available Distribution Amount for such Distribution Date over (b) the sum of the Class CI Interest Accrual Amount and the Class FC Interest Accrual Amount for such Distribution Date, and (ii) the quotient of (a) the Class FC Principal Balance as of the related Record Date divided by (b) the outstanding principal balance of the Group 3 Trust Assets as of the related Record Date for Class FC.

Security Group 4

Class DI Deferred Interest Amount: With respect to any Distribution Date, the excess, if any, of (i) the sum of all Class DI Interest Accrual Amounts for each Accrual Period ending before such Dis-tribution Date over (ii) the sum of (a) all amounts distributed in respect of Class DI on all prior Dis-tribution Dates plus (b) the amount distributed in respect of Class DI on such Distribution Date pursuant to step 1. under Security Group 4 in “Terms Sheet — Distributions” in this Supplement. After the

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occurrence of any Distribution Date in any month, the remaining Class DI Deferred Interest Amount can be calculated by subtracting the Class FD Principal Balance after giving effect to any principal dis-tribution (or any addition) made with respect to such Class as of such Distribution Date from the out-standing principal balance of the Group 4 Trust Assets after giving effect to any payments or accruals on the related HECM MBS as of such Distribution Date.

Class DI Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Class DI Interest Rate on the Class Notional Balance of Class DI (the “Class DI Notional Balance”) as of the related Record Date.

Class FD Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Interest Rate on the Class Principal Balance of Class FD as of the related Record Date. If, on any Distribution Date, the Class FD Interest Accrual Amount for such Distribution Date exceeds the amount distributed in respect of Class FD pursuant to step 1. under Security Group 4 in “Terms Sheet — Distributions” in this Supplement, such excess will be added to the Class Principal Balance of Class FD (the “Class FD Principal Balance”).

Class FD Principal Distribution Amount: For any Distribution Date, the product of (i) the excess, if any, of (a) the Group 4 Available Distribution Amount for such Distribution Date over (b) the sum of the Class DI Interest Accrual Amount and the Class FD Interest Accrual Amount for such Distribution Date, and (ii) the quotient of (a) the Class FD Principal Balance as of the related Record Date divided by (b) the outstanding principal balance of the Group 4 Trust Assets as of the related Record Date for Class FD.

Security Group 5

Class EI Deferred Interest Amount: With respect to any Distribution Date, the excess, if any, of (i) the sum of all Class EI Interest Accrual Amounts for each Accrual Period ending before such Dis-tribution Date over (ii) the sum of (a) all amounts distributed in respect of Class EI on all prior Dis-tribution Dates plus (b) the amount distributed in respect of Class EI on such Distribution Date pursuant to step 1. under Security Group 5 in “Terms Sheet — Distributions” in this Supplement. After the occur-rence of any Distribution Date in any month, the remaining Class EI Deferred Interest Amount can be calculated by subtracting the Class FE Principal Balance after giving effect to any principal distribution (or any addition) made with respect to such Class as of such Distribution Date from the outstanding principal balance of the Group 5 Trust Assets after giving effect to any payments or accruals on the related HECM MBS as of such Distribution Date.

Class EI Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Class EI Interest Rate on the Class Notional Balance of Class EI (the “Class EI Notional Balance”) as of the related Record Date.

Class FE Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Interest Rate on the Class Principal Balance of Class FE as of the related Record Date. If, on any Distribution Date, the Class FE Interest Accrual Amount for such Distribution Date exceeds the amount distributed in respect of Class FE pursuant to step 1. under Security Group 5 in “Terms Sheet — Distributions” in this Supplement, such excess will be added to the Class Principal Balance of Class FE (the “Class FE Principal Balance”).

Class FE Principal Distribution Amount: For any Distribution Date, the product of (i) the excess, if any, of (a) the Group 5 Available Distribution Amount for such Distribution Date over (b) the sum of

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the Class EI Interest Accrual Amount and the Class FE Interest Accrual Amount for such Distribution Date, and (ii) the quotient of (a) the Class FE Principal Balance as of the related Record Date divided by (b) the outstanding principal balance of the Group 5 Trust Assets as of the related Record Date for Class FE.

Security Group 6

Class FJ Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Interest Rate on the Class Principal Balance of Class FJ as of the related Record Date. If, on any Distribution Date, the Class FJ Interest Accrual Amount for such Distribution Date exceeds the amount distributed in respect of Class FJ pursuant to step 1. under Security Group 6 in “Terms Sheet — Distributions” in this Supplement, such excess will be added to the Class Principal Balance of Class FJ (the “Class FJ Principal Balance”).

Class FJ Principal Distribution Amount: For any Distribution Date, the product of (i) the excess, if any, of (a) the Group 6 Available Distribution Amount for such Distribution Date over (b) the sum of the Class FJ Interest Accrual Amount and the Class JI Interest Accrual Amount for such Distribution Date, and (ii) the quotient of (a) the Class FJ Principal Balance as of the related Record Date divided by (b) the outstanding principal balance of the Group 6 Trust Assets as of the related Record Date for Class FJ.

Class JI Deferred Interest Amount: With respect to any Distribution Date, the excess, if any, of (i) the sum of all Class JI Interest Accrual Amounts for each Accrual Period ending before such Dis-tribution Date over (ii) the sum of (a) all amounts distributed in respect of Class JI on all prior Dis-tribution Dates plus (b) the amount distributed in respect of Class JI on such Distribution Date pursuant to step 1. under Security Group 6 in “Terms Sheet — Distributions” in this Supplement. After the occur-rence of any Distribution Date in any month, the remaining Class JI Deferred Interest Amount can be calculated by subtracting the Class FJ Principal Balance after giving effect to any principal distribution (or any addition) made with respect to such Class as of such Distribution Date from the outstanding principal balance of the Group 6 Trust Assets after giving effect to any payments or accruals on the related HECM MBS as of such Distribution Date.

Class JI Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Class JI Interest Rate on the Class Notional Bal-ance of Class JI (the “Class JI Notional Balance”) as of the related Record Date.

Security Group 7

Class FK Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Interest Rate on the Class Principal Balance of Class FK as of the related Record Date. If, on any Distribution Date, the Class FK Interest Accrual Amount for such Distribution Date exceeds the amount distributed in respect of Class FK pursuant to step 1. under Security Group 7 in “Terms Sheet – Distributions” in this Supplement, such excess will be added to the Class Principal Balance of Class FK (the “Class FK Principal Balance”).

Class FK Principal Distribution Amount: For any Distribution Date, the product of (i) the excess, if any, of (a) the Group 7 Available Distribution Amount for such Distribution Date over (b) the sum of the Class FK Interest Accrual Amount and the Class KI Interest Accrual Amount for such Distribution Date, and (ii) the quotient of (a) the Class FK Principal Balance as of the related Record Date divided by (b) the outstanding principal balance of the Group 7 Trust Assets as of the related Record Date for Class FK.

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Class KI Deferred Interest Amount: With respect to any Distribution Date, the excess, if any, of (i) the sum of all Class KI Interest Accrual Amounts for each Accrual Period ending before such Dis-tribution Date over (ii) the sum of (a) all amounts distributed in respect of Class KI on all prior Dis-tribution Dates plus (b) the amount distributed in respect of Class KI on such Distribution Date pursuant to step 1. under Security Group 7 in “Terms Sheet — Distributions” in this Supplement. After the occur-rence of any Distribution Date in any month, the remaining Class KI Deferred Interest Amount can be calculated by subtracting the Class FK Principal Balance after giving effect to any principal distribution (or any addition) made with respect to such Class as of such Distribution Date from the outstanding principal balance of the Group 7 Trust Assets after giving effect to any payments or accruals on the related HECM MBS as of such Distribution Date.

Class KI Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Class KI Interest Rate on the Class Notional Balance of Class KI (the “Class KI Notional Balance”) as of the related Record Date

Security Groups 6 and 7

Class HI Deferred Interest Amount: With respect to any Distribution Date, the sum of the Class JI Deferred Interest Amount and the Class KI Deferred Interest Amount.

Security Group 8

Class FG Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Interest Rate on the Class Principal Balance of Class FG as of the related Record Date. If, on any Distribution Date, the Class FG Interest Accrual Amount for such Distribution Date exceeds the amount distributed in respect of Class FG pursuant to step 1. under Security Group 8 in “Terms Sheet — Distributions” in this Supplement, such excess will be added to the Class Principal Balance of Class FG (the “Class FG Principal Balance”).

Class FG Principal Distribution Amount: For any Distribution Date, the product of (i) the excess, if any, of (a) the Group 8 Available Distribution Amount for such Distribution Date over (b) the sum of the Class FG Interest Accrual Amount and the Class GI Interest Accrual Amount for such Distribution Date, and (ii) the quotient of (a) the Class FG Principal Balance as of the related Record Date divided by (b) the outstanding principal balance of the Group 8 Trust Assets as of the related Record Date for Class FG.

Class GI Deferred Interest Amount: With respect to any Distribution Date, the excess, if any, of (i) the sum of all Class GI Interest Accrual Amounts for each Accrual Period ending before such Dis-tribution Date over (ii) the sum of (a) all amounts distributed in respect of Class GI on all prior Dis-tribution Dates plus (b) the amount distributed in respect of Class GI on such Distribution Date pursuant to step 1. under Security Group 8 in “Terms Sheet — Distributions” in this Supplement. After the occur-rence of any Distribution Date in any month, the remaining Class GI Deferred Interest Amount can be calculated by subtracting the Class FG Principal Balance after giving effect to any principal distribution (or any addition) made with respect to such Class as of such Distribution Date from the outstanding principal balance of the Group 8 Trust Assets after giving effect to any payments or accruals on the related HECM MBS as of such Distribution Date.

Class GI Interest Accrual Amount: For any Distribution Date, interest accrued during the related Accrual Period for such Distribution Date at the related Class GI Interest Rate on the Class Notional Balance of Class GI (the “Class GI Notional Balance”) as of the related Record Date.

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Deferred Interest Amount: Any of the Class AI Deferred Interest Amount, the Class BI Deferred Interest Amount, the Class CI Deferred Interest Amount, the Class DI Deferred Interest Amount, the Class EI Deferred Interest Amount, the Class GI Deferred Interest Amount, the Class HI Deferred Interest Amount, the Class JI Deferred Interest Amount or the Class KI Deferred Interest Amount, as applicable. On or about each Distribution Date, the Deferred Interest Amount is available on reports published by the Trustee on its website, www.usbank.com/abs.

Interest Accrual Amount: Any of the Class AI Interest Accrual Amount, the Class BI Interest Accrual Amount, the Class CI Interest Accrual Amount, the Class DI Interest Accrual Amount, the Class EI Inter-est Accrual Amount, the Class FA Interest Accrual Amount, the Class FB Interest Accrual Amount, the Class FC Interest Accrual Amount, the Class FD Interest Accrual Amount, the Class FE Interest Accrual Amount, the Class FG Interest Accrual Amount, the Class FJ Interest Accrual Amount, the Class FK Inter-est Accrual Amount, the Class GI Interest Accrual Amount, the Class JI Interest Accrual Amount or the Class KI Interest Accrual Amount, as applicable.

Notional Classes: The Notional Classes will not receive distributions of principal based on their Class Notional Balances but have Class Notional Balances for convenience in describing their entitle-ments to interest. The Class Notional Balance of each Notional Class represents the percentage indicated below of, and reduces or increases to that extent with, the outstanding principal balance of the related Trust Asset Group or Groups indicated:

Original Class Class Notional Balance Represents

Security Group 1 AI . . . . . . . . . . . . . . . . . . . . . . . . . $82,681,982 100% of the Group 1 Trust Assets Security Group 2 BI . . . . . . . . . . . . . . . . . . . . . . . . . $28,068,450 100% of the Group 2 Trust Assets Security Group 3 CI . . . . . . . . . . . . . . . . . . . . . . . . . $51,458,473 100% of the Group 3 Trust Assets Security Group 4 DI . . . . . . . . . . . . . . . . . . . . . . . . . $30,602,794 100% of the Group 4 Trust Assets Security Group 5 EI . . . . . . . . . . . . . . . . . . . . . . . . . $27,535,405 100% of the Group 5 Trust Assets Security Group 6 JI . . . . . . . . . . . . . . . . . . . . . . . . . . $39,097,171 100% of the Group 6 Trust Assets Security Group 7 KI . . . . . . . . . . . . . . . . . . . . . . . . . $20,401,641 100% of the Group 7 Trust Assets Security Groups 6 and 7 HI . . . . . . . . . . . . . . . . . . . . . . . . . $59,498,812 100% of the Group 6 Trust Assets and

the Group 7 Trust Assets (in the aggregate) Security Group 8 GI . . . . . . . . . . . . . . . . . . . . . . . . . $43,017,941 100% of the Group 8 Trust Assets

Tax Status: Double REMIC Series. See “Certain United States Federal Income Tax Consequences” in this Supplement and in the Base Offering Circular.

Regular and Residual Classes: Class RR is a Residual Class and represents the Residual Interest of the Issuing and Pooling REMICs. All other Classes of REMIC Securities are Regular Classes. See “Certain United States Federal Income Tax Consequences” in this Supplement and in the Base Offering Circular.

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www.usbank.com/abs

RISK FACTORS

You should purchase securities only if you understand and are able to bear the associated risks. The risks applicable to your investment depend on the principal and interest type of your securities. This sec-tion highlights certain of these risks.

The rate of principal payments on the HECMs related to the participations under-lying the trust assets will affect the rate of principal payments on your securities. The rate at which you will receive principal payments will depend largely on the rate of principal payments, including prepayments, on the HECMs related to the participations underlying the trust assets. Any historical data regarding mortgage loan prepayment rates may not be indicative of the rate of future prepayments on the related HECMs, and no assurances can be given about the rates at which the related HECMs will prepay. We expect the rate of principal payments on the HECMs related to the participations underlying the trust assets to vary. Borrowers generally may prepay their HECMs at any time without penalty.

In addition to voluntary prepayments, HECMs can be prepaid as a result of governmental mortgage insurance claim payments, loss miti-gation arrangements, repurchases or liquidations of defaulted HECMs. Although under certain circumstances Ginnie Mae issuers have the option to repurchase defaulted HECMs from the related pool underlying a Ginnie Mae HECM MBS certificate, they are not obligated to do so. Defaulted HECMs that remain in pools backing Ginnie Mae HECM MBS certificates may be sub-ject to governmental mortgage insurance claim payments, loss mitigation arrangements or fore-closure, which could have the same effect as voluntary prepayments on the cash flow avail-able to pay the securities.

A catastrophic weather event, pandemic or other natural disaster may affect the rate of principal payments, including prepayments, on the related HECMs. Any such event may damage the related mortgaged properties that secure the HECMs or may lead to a general economic downturn in the affected regions, including job losses and declines in real estate values. A general economic downturn may increase the rate of defaults on the HECMs in such areas resulting in

prepayments on the HECMs related to the partic-ipations underlying the trust assets due to gov-ernmental mortgage insurance claim payments, loss mitigation arrangements, repurchases or liquidations of defaulted HECMs. Insurance payments on damaged or destroyed homes may also lead to prepayments on the related HECMs. Further, in connection with presiden-tially declared major disasters, Ginnie Mae may authorize optional special assistance to issuers, including expanded buyout authority which allows issuers, upon receiving written approval from Ginnie Mae, to repurchase eligible HECMs from the related pool underlying a Ginnie Mae MBS certificate, even if such HECMs do not otherwise meet the standard conditions for removal or repurchase.

No assurances can be given as to the timing or frequency of any governmental mortgage insurance claim payments, issuer repurchases, loss mitigation arrangements or foreclosure pro-ceedings with respect to defaulted HECMs and the resulting effect on the timing or rate of principal payments on your securities.

It is uncertain when payments will be made in respect of securities backed by HECM MBS. The rate of voluntary prepayments and the occurrence of maturity events and Ginnie Mae issuer purchase events with respect to HECMs are uncertain. A borrower may prepay in whole or in part the outstanding balance of a HECM at any time without penalty, including any accrued interest thereon. No interest or principal is required to be paid by the borrower, however, until maturity, which generally occurs upon the occurrence of a maturity event, which may be deferred under certain circumstances. A Ginnie Mae issuer of a HECM MBS is obligated to pur-chase, under certain circumstances, all partic-ipations related to a HECM.

It is uncertain when any amounts might be paid on securities backed by HECM MBS because it

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is uncertain (i) whether a HECM borrower will choose to prepay amounts advanced in whole or in part, (ii) when any maturity event might occur, whether that maturity event will be deferred and, if so, the extent of the deferral, and (iii) when any Ginnie Mae issuer purchase event might occur, and thus the yields on and weighted average lives of securities backed by HECM MBS may differ substantially from an investor’s expectations. See “Risk Factors” and “Prepayment and Yield Considerations” in the HECM MBS Base Prospectus and “Yield, Maturity and Prepayment Considerations” in this supplement.

From time to time FHA and the residential mort-gage industry make changes to the requirements, procedures and related fees for originating, refinancing and servicing HECMs. Any of these changes may result in HECM MBS backed by participations related to HECMs subject to differ-ent underwriting or servicing requirements or procedures. Such changes may impact borrower prepayment, delinquency, refinance and mort-gage insurance claim rates and may influence the decision by a Ginnie Mae issuer whether to exercise any optional Ginnie Mae issuer pur-chase event.

The enforceability of some HECM maturity event clauses may be uncertain. HECMs contain clauses defining maturity events. The clauses in some HECMs permit the issuer to declare the HECM due and payable upon the death of the last surviving borrower. Litigation by surviving non-borrower spouses may interfere with or affect the ability of the issuer to realize upon the collateral. The inability to enforce a due-on-death clause may affect the weighted average lives and the yields realized by investors in the securities.

Rates of principal payments can reduce your yield. The yield on your securities prob-ably will be lower than you expect if:

� you bought your securities at a premium (interest only securities, for example) and principal payments are faster than you expected, or

� you bought your securities at a discount and principal payments are slower than you expected.

In addition, if your securities are interest only securities or securities purchased at a significant premium, you could lose money on your investment if prepayments occur at a rapid rate.

HECM borrowers may choose from various payment plans, each of which has different prepayment characteristics that may affect the weighted average lives and yields of the securities. For example, line of credit pay-ment plans may experience higher prepayment rates than other payment plans. To the extent that the HECMs include a large concentration of line of credit HECMs, such HECMs may experi-ence higher prepayment rates. Higher prepay-ment rates will reduce, perhaps significantly, the weighted average lives of the securities. Reduc-tions in the weighted average lives of the secu-rities will affect the yields on the securities. HECM borrowers may have the ability to change to another available payment plan at any time as long as the change complies with the FHA requirements in effect. See “The Trust Assets — The Participations and the HECMs” in this supplement.

A HECM that has been drawn up to its prin-cipal limit, or becomes drawn up to its principal limit early in its term, could result in a reduction of the weighted average lives of and yields on the related securities. A borrower’s principal limit for a HECM represents the maximum disbursement that the borrower can receive under the HECM and is calculated, in part, on the basis of the maximum claim amount for such HECM. The borrower’s access to the principal limit may be restricted by the FHA loan origination requirements applicable to the related HECM. The maximum claim amount for a HECM generally represents the lender’s maximum insurance claim from HUD for such HECM. A HECM with a loan balance that is approaching or has reached its principal limit, or that is fully drawn early in its term, is likely to reach its maximum claim amount sooner than a HECM with significant remaining credit availability that

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is drawn over an extended period of time. When a HECM approaches its maximum claim amount, a mandatory purchase event or a 98% optional purchase event may occur. If a purchase of all participations relating to a HECM occurs under such a Ginnie Mae issuer purchase event, the purchase will result in a payment in respect of the related securities and will reduce the weighted average lives of such securities. Reduc-tions in the weighted average lives of the secu-rities will affect, perhaps significantly, the yields on the securities.

The levels of one-month LIBOR, one-year LIBOR and one-year CMT, as applicable, will affect payments and yields on the securities. If one-month LIBOR, one-year LIBOR or one-year CMT, as applicable, performs differently from what you expect, the yield on your securities may be lower than you expect. Lower levels of one-month LIBOR, one-year LIBOR or one-year CMT, as applicable, may reduce the yield on floating rate securities. You should bear in mind that the timing of changes in one-month LIBOR, one-year LIBOR or one-year CMT, as applicable, may also affect your yield: generally the earlier a change in one-month LIBOR, one-year LIBOR or one-year CMT, as applicable, occurs, the greater the effect such change will have on your yield. It is doubt-ful that one-month LIBOR, one-year LIBOR or one-year CMT will remain constant.

In addition, higher levels of one-year LIBOR or one-year CMT, as applicable, will increase the rate at which adjustable rate HECMs reach their maximum claim amounts. When a HECM approaches its maximum claim amount, certain Ginnie Mae issuer purchase events could occur resulting in a prepayment in respect of the related securities and reductions in the weighted average lives of the related securities. Reductions in the weighted average lives of the securities will affect, perhaps significantly, the yields on the securities.

Adjustable rate HECMs are subject to limi-tations on interest rate adjustments, which may limit the amount of interest payable in respect of the related HECM MBS and may limit the WACR on the related HECM MBS

and the interest rates on the securities. If one-year LIBOR or one-year CMT, as applicable, increases to a sufficiently high level, the interest rates on the adjustable rate HECMs related to the participations underlying the trust assets may be limited by caps. As a result, the WACR on the related HECM MBS, as well as the interest rates on the related securities, may be limited. The application of any caps on the adjustable rate HECMs may significantly impact the interest rates on the interest only classes because the interest entitlement of such classes of securities is entirely dependent on the WACR of the related trust asset group.

The maximum rate on each floating rate class could limit the amount of interest that accrues on such class. Each of classes FB, FC, FD and FE is subject to a maximum rate which is equal to the lesser of the related max-imum rate set forth under “Terms Sheet — Inter-est Rates” for that class and the WACR for the related trust asset group. If one-month LIBOR exceeds certain levels, the interest rate of each of classes FB, FC, FD and FE may be capped at the related maximum rate set forth under “Terms Sheet — Interest Rates” for that class, even in instances when such rate is less than the WACR for the related trust asset group. Each of classes FA, FG, FJ and FK is subject to a max-imum rate that is equal to WACR for the related trust asset group.

The mortgage rate indices for the HECMs related to the participations underlying the trust assets are different than the interest rate index for the securities, which may impact, perhaps significantly, the amount of interest distributable to the securities after the initial fixed rate period of the related HECMs. One-year LIBOR is the mortgage rate index for the HECMs related to the participations underlying the group 1 through 3 and 5 through 8 trust assets and one-month LIBOR is the inter-est rate index for the group 1 through 3 and 5 through 8 securities. One-year CMT is the mort-gage rate index for the HECMs related to the participations underlying the group 4 trust assets and one-month LIBOR is the interest rate index for the group 4 securities. Because the mortgage

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rate indices are determined in a different manner and at different times, and because the interest rates on the securities will adjust monthly based on one-month LIBOR whereas the interest rates on the group 1 through 3 and 5 through 8 trust assets will adjust annually based on one-year LIBOR after the initial fixed rate period and the interest rates on the group 4 trust assets will adjust monthly based on one-year CMT, there may be a mismatch between the interest rates on the trust assets and the interest rates on the secu-rities. In addition, the annual adjustable rate HECMs related to the participations underlying each group 1 through 3 and 5 through 8 trust asset may have different interest rate adjustment dates, which may affect the WACR of the related HECM MBS and may magnify the difference between the WACR of the related trust assets and the interest rates on the related securities.

If one-year LIBOR for the group 1 through 3 and 5 through 8 trust assets, or one-year CMT for the group 4 trust assets, is lower than one-month LIBOR for the securities for any accrual period, interest accruals with respect to the related notional classes will be reduced because such notional classes are entitled to receive the excess of interest accrued in respect of the related trust assets over the interest distributable to the related floating rate classes. In addition, if one-year LIBOR for the group 1 through 3 and 5 through 8 trust assets, or one-year CMT for the group 4 trust assets, is significantly lower than one-month LIBOR for the securities for any accrual period, interest accruing on the related floating rate classes may be reduced because the interest rate on such floating rate classes are capped at a rate equal to the WACR of the related trust assets. In the event that one-year LIBOR for the group 1 through 3 and 5 through 8 trust assets, or one-year CMT for the group 4 trust assets, is higher than one-month LIBOR for the securities, interest accruing on the related floating rate classes will not be affected but interest accruals with respect to the related notional classes will be increased.

An investment in the securities is subject to significant reinvestment risk. The rate of principal payments on your securities is uncertain. You may be unable to reinvest the payments on your securities at the same returns

provided by the securities. Lower prevailing inter-est rates may result in an unexpected return of principal. In that interest rate climate, higher yielding reinvestment opportunities may be lim-ited. Conversely, higher prevailing interest rates may result in slower returns of principal and you may not be able to take advantage of higher yielding investment opportunities. The final payment on your security may occur much ear-lier than the final distribution date.

Changes to, the elimination of, and uncertainty with respect to, LIBOR could adversely affect your investment in the securities. On July 27, 2017, the U.K.-based Financial Conduct Authority (the “FCA”) announced its intention to cease sustaining LIBOR after 2021. The FCA indicated that it does not intend to sustain LIBOR through using its influence or legal powers beyond that date. It is possible that the ICE Benchmark Administration (“ICE”) and the reference banks could continue to produce LIBOR on the current basis after 2021, if they are willing and able to do so, but it cannot be predicted or assured that LIBOR will survive in its current form, a modified form, or at all. If LIBOR changes in a manner that causes regulators or market participants to question LIBOR’s continued viability as a benchmark, or if LIBOR becomes unavailable, investors in finan-cial instruments linked to LIBOR will likely expe-rience disparate outcomes based on relevant contractual terms, market or product type, juris-diction, and a host of other factors. There can be no assurance that legislative or regulatory actions will provide for an effective LIBOR substitute or replacement or that broadly accepted industry practices regarding LIBOR cessation will develop. It is uncertain what effect such disparate out-comes or divergent industry practices will have on the performance or value of the securities.

In the event of a benchmark transition event with respect to LIBOR, Ginnie Mae will select an alter-native index for LIBOR Classes in accordance with the ARRC Endorsed Terms, as described under “Description of the Securities – Interest Rate Indices – Determination of LIBOR” in the base offering circular. The ARRC Endorsed Terms, however, generally rely on actions to be taken by

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regulators or the Alternative Reference Rates Committee (“ARRC”) convened by the Federal Reserve Board and the Federal Reserve Bank of New York, and there can be no assurance whether or when those actions will be taken. Further, there can be no assurance that those actions or related events will be sufficient to trig-ger a change from LIBOR to an alternative index in all circumstances where LIBOR is no longer representative of market interest rates, or that benchmark transition events for the LIBOR Classes will align with similar events in the market gen-erally or in other parts of the financial markets, such as the derivatives market.

The ARRC Endorsed Terms provide for various alternative benchmarks based on availability: the first two alternatives involve the secured over-night financing rate (“SOFR”) published by the Federal Reserve Bank of New York, and the last two alternatives are not currently specified. SOFR is a secured, risk-free rate that is calculated based on different criteria than LIBOR, which is an unsecured rate reflecting counterparty risk. Accordingly, SOFR and LIBOR may diverge, par-ticularly in times of macroeconomic stress. Since the initial publication of SOFR in April 2018, daily changes in SOFR have at times been more volatile than daily changes in comparable benchmark or market rates. Over the lives of the securities, SOFR may diverge from historical or indicative data. Term SOFR, which is the first alternative benchmark, is expected to be a pro-spective term rate based on SOFR. Term SOFR is currently in development and no assurance can be provided that its development will be com-pleted. If term SOFR is unavailable as of the benchmark replacement date, as defined in the base offering circular under “Description of the Securities—Interest Rate Indices— Determination of LIBOR”, the next alternative benchmark is compounded SOFR. Compounded SOFR is a compounded average for which there are multi-ple methodologies, which may also diverge from LIBOR. If a benchmark replacement other than term SOFR is chosen because term SOFR is not initially available, term SOFR will become the benchmark replacement if it later becomes avail-able, which could lead to further volatility in the interest rates on the LIBOR Classes. Moreover, a

benchmark replacement adjustment will be applied to compensate for the foregoing effects of any benchmark replacement. However, no assurance can be provided that any benchmark replacement adjustment will be sufficient to produce the economic equivalent of the then-current benchmark, either at the benchmark replacement date or over the lives of the secu-rities. Additionally, Ginnie Mae cannot anticipate how long it will take to develop the systems and processes necessary to adopt a specific bench-mark replacement, which may delay and contribute to uncertainty and volatility surround-ing any benchmark transition for LIBOR Classes.

Ginnie Mae will have sole discretion with respect to certain elements of the benchmark replacement process, including determining whether a benchmark transition event and its related benchmark replacement date have occurred, determining which benchmark replacement is available, determining the earliest practicable index determination date for using the benchmark replacement, selecting a benchmark replacement in the event term SOFR or compounded SOFR is unavailable, determining benchmark replacement adjustments (if not otherwise determined by applicable governing bodies or authorities) and making benchmark replacement conforming changes (including potential changes affecting the business day convention and index determination date). If Ginnie Mae, in its sole discretion, determines that an alternative index is not admin-istratively feasible, including as a result of techni-cal, administrative or operational issues, then such alternative index will be deemed to be not determinable as of such date. Ginnie Mae may determine an alternative not to be administratively feasible even if such alternative index has been adopted by other market participants in similar products. Furthermore, if Ginnie Mae does not select an alternative index on any date as a result of its determination that an alternative higher on the list of ARRC Endorsed Terms is not admin-istratively feasible as of such date and such higher alternative subsequently becomes administratively feasible (as determined by Ginnie Mae in its sole discretion) then Ginnie Mae may elect to replace the previously selected alternative with such higher alternative. Any of the foregoing determi-

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nations will be at the sole discretion of Ginnie Mae and may adversely affect the return on the securities, the trading market for such securities and the value of such securities. None of the foregoing determinations, or the application thereof to payment calculations on the securities, will be subject to the approval of security holders.

Notwithstanding the foregoing, Ginnie Mae will select only an alternative index as to which it and the trustee will receive an opinion of coun-sel that the selection of such alternative index will not cause any related Trust REMIC to lose its classification as a REMIC for United States federal income tax purposes.

The securities may not be a suitable invest-ment for you. The securities, in particular, the interest only and residual classes, are not suitable investments for all investors.

In addition, although the sponsor intends to make a market for the purchase and sale of the securities after their initial issuance, it has no obligation to do so. There is no assurance that a secondary market will develop, that any secon-dary market will continue, or that the price at which you can sell an investment in any class will enable you to realize a desired yield on that investment.

You will bear the market risks of your invest-ment. The market values of the classes are likely to fluctuate. These fluctuations may be significant and could result in significant losses to you.

The secondary markets for mortgage-related securities have experienced periods of illiquidity and can be expected to do so in the future. Illi-quidity can have a severely adverse effect on the prices of classes that are especially sensitive to prepayment or interest rate risk or that have been structured to meet the investment require-ments of limited categories of investors.

The residual securities may experience significant adverse tax timing consequences. Accordingly, you are urged to consult tax advisors and to consider the after-tax effect of ownership of a residual security and the suitability of the residual

securities to your investment objectives. See “Certain United States Federal Income Tax Consequences” in this supplement and in the base offering circular.

You are encouraged to consult advisors regard-ing the financial, legal, tax and other aspects of an investment in the securities. You should not purchase the securities of any class unless you understand and are able to bear the prepayment, yield, liquidity and market risks associated with that class.

The actual characteristics of the HECMs and the participations underlying the trust assets affect the weighted average lives and yields of your securities. The yield and decrement tables in this supplement are based on assumed characteristics which are likely to be different from the actual characteristics. Fur-thermore, certain of the assumed characteristics identified in Exhibit A to this supplement, such as maximum claim amount and HECM MBS principal balance, are calculated on an aggregate basis which may cause results to differ, perhaps significantly, from those calculated using the actual characteristics of the trust assets on a HECM or participation level basis. As a result, the yields on your securities could be lower than you expected, even if the HECMs prepay at the constant prepayment rates set forth in the appli-cable table.

It is highly unlikely that the HECMs will prepay at any of the prepayment rates assumed or draw at any of the draw rates assumed, if any, in this supplement, or at any constant rate.

Lack of publicly available information on the HECMs and the related participations underlying the trust assets may adversely affect the liquidity of your securities. Limited information will be made publicly available regarding the performance of the HECMs and the related participations under-lying the trust assets after the closing date. The absence of publicly available information may affect your ability to sell your securities to pro-spective investors.

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THE TRUST ASSETS

General

The Sponsor intends to acquire the Trust Assets in privately negotiated transactions prior to the Closing Date and to sell them to the Trust according to the terms of a Trust Agreement between the Sponsor and the Trustee. The Sponsor will make certain representations and warranties with respect to the Trust Assets. All Trust Assets will evidence, directly or indirectly, Ginnie Mae Certificates.

The Trust MBS

The Trust Assets are HECM MBS guaranteed by Ginnie Mae, and are based on or backed by Partic-ipations in advances made to borrowers and related amounts in respect of HECMs. Each such HECM MBS will accrue interest at the interest rate for that HECM MBS for each accrual period (the “HECM MBS Rate”) as set forth in the related HECM MBS Disclosure Documents. The HECM MBS Rate is generally equal to the weighted average of the interest rates on the Participations (each, the “Participation Interest Rate”).

The interest rate of HECM MBS backed by Participations related to adjustable rate HECMs may be limited by caps on the adjustable rate HECMs. See “Risk Factors — Adjustable rate HECMs are subject to limitations on interest rate adjustments, which may limit the amount of interest payable in respect of the related HECM MBS and may limit the WACR on the related HECM MBS and the interest rates on the securities” in this Supplement.

With respect to each Participation, the Participation Interest Rate generally equals the interest rate of the related HECM less the Servicing Fee Margin. The Servicing Fee Margin generally represents the amount of the servicing compensation payable to the Ginnie Mae Issuer and the Ginnie Mae guaranty fee. However, the Servicing Fee Margin may vary depending on the Issue Date of the HECM MBS and whether the servicing compensation for the HECM is paid on a flat monthly fee arrangement or as a portion of the mortgage interest rate.

Amounts accrued on each HECM MBS in respect of interest each month will equal the product of (i) one-twelfth of the HECM MBS Rate and (ii) the unpaid and outstanding principal amount of such HECM MBS at the end of the prior month. Each month the accrued interest with respect to each HECM MBS will be added to the then outstanding principal balance of such HECM MBS. There are no sched-uled payments of interest. It is generally anticipated that no payment in respect of any HECM MBS will be paid until the occurrence of a Maturity Event, which may be deferred in certain circumstances, or in the event that a borrower makes a voluntary prepayment in whole or in part of the outstanding princi-pal balance of the related HECM or a Ginnie Mae Issuer purchase event occurs.

The HECM MBS Disclosure Documents may be obtained from the Information Agent as described under “Available Information” in this Supplement. Investors are cautioned that material changes in facts and circumstances may have occurred since the date of the HECM MBS Disclosure Documents, includ-ing changes in prepayment rates, prevailing interest rates and other economic factors, which may limit the usefulness of, and be directly contrary to the assumptions used in preparing the information included in, the offering document.

The Participations and the related HECMs are further described in the tables in the Terms Sheet hereof and in Exhibit A to this Supplement. Exhibit A also sets forth information regarding approximate loan ages of the related HECMs and weighted average information regarding various characteristics of the HECMs relating to the Participations underlying the related HECM MBS.

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The Participations and the HECMs

The Participations and the related HECMs underlying the Trust Assets are expected to have, on a weighted average basis, the characteristics set forth in Exhibit A and the general characteristics described in the Base Offering Circular and the HECM MBS Disclosure Documents. The Participations are related to interests in advances made to borrowers and related amounts in respect of first lien, single-family, adjustable rate residential HECM loans insured by the Federal Housing Administration. See “The Ginnie Mae Certificates — General” in the Base Offering Circular.

HECM borrowers may choose from various payment plans, which may be limited or influenced by the characteristics of their particular HECM. These characteristics include, among other things, the value of the mortgaged property, the amount disbursed to the HECM borrower at closing, the age of the HECM borrower and in certain cases the age of any non-borrowing spouse, and the type of interest rate selected by the HECM borrower at closing. HECM borrowers may have the ability to change to another available payment plan at any time as long as the change complies with FHA requirements. The “single disbursement lump sum” payment plan allows a single draw at closing of up to a specified percentage of the principal limit of the HECM plus subsequent disbursements after closing for set-asides. The “tenure” payment plan guarantees that the borrower will receive equal monthly payments for so long as the property remains the borrower’s principal residence. The “term” payment plan guarantees that the borrower will receive monthly payments for a fixed term of months as selected by the borrower. The “line of credit” payment plan allows the borrower to draw up to the available line of credit and in amounts of the borrower’s choosing. The “modified tenure” payment plan allows the borrower to set aside a portion of loan proceeds as a line of credit and receive the remaining balance in the form of equal monthly payments. The “modified term” payment plan allows the borrower to set aside a portion of the loan proceeds as a line of credit and receive the remaining balance as equal monthly payments for a fixed period of time selected by the borrower. Each payment plan is designed so that no repayments of principal or interest are required until a Maturity Event occurs, which may be deferred in certain circumstances. Any HECM may be prepaid in whole or in part at any time without penalty under each of the payment plans. See “Risk Factors — HECM borrowers may choose from various payment plans, each of which has different prepayment characteristics that may affect the weighted average lives and yields of the securities” in this Supplement.

Each monthly adjustable rate HECM MBS is backed by Participations related to adjustable rate HECMs with interest rates that adjust (i) on a monthly basis, (ii) in the month immediately following the issuance of the related HECM MBS and (iii) on the same interest rate adjustment date equal to the first day of the month. Each annual adjustable rate HECM MBS is backed by Participations related to adjust-able rate HECMs with interest rates that adjust (i) on an annual basis, (ii) within twelve (12) months fol-lowing the issuance of the related HECM MBS and (iii) notwithstanding anything to the contrary in the HECM MBS Disclosure Documents, on the same or different interest rate adjustment dates. See “Risk Factors — The mortgage rate indices for the HECMs related to the participations underlying the trust assets are different than the interest rate index for the securities, which may impact, perhaps significantly, the amount of interest distributable to the securities after the initial fixed rate period of the related HECMs” in this Supplement.

Specific information regarding the individual characteristics of the Participations and the related HECMs is not available. For purposes of this Supplement, certain assumptions have been made regard-ing the characteristics of the Participations and the related HECMs. However, the actual characteristics of many of the Participations and the related HECMs will differ from the characteristics assumed, perhaps significantly. This will be the case even if the weighted average characteristics of the Participations and the related HECMs are the same as the assumed characteristics. Small differences in the characteristics of

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the Participations and the related HECMs can have a significant effect on the Weighted Average Lives and yields of the Securities. See “Terms Sheet — Assumed Characteristics of the HECMs and the Participations underlying the Trust Assets,” “Risk Factors,” “Yield, Maturity and Prepayment Considerations” and Exhibit A in this Supplement.

The Trustee Fee

The Sponsor will contribute certain Ginnie Mae Certificates in respect of the Trustee Fee. On each Distribution Date, the Trustee will retain all principal and interest distributions received on such Ginnie Mae Certificates in payment of the Trustee Fee.

GINNIE MAE GUARANTY

The Government National Mortgage Association (“Ginnie Mae”), a wholly-owned corporate instrumentality of the United States of America within HUD, guarantees the timely payment of principal and interest on the Securities. The General Counsel of HUD has provided an opinion to the effect that Ginnie Mae has the authority to guarantee multiclass securities and that Ginnie Mae guaranties will con-stitute general obligations of the United States, for which the full faith and credit of the United States is pledged. See “Ginnie Mae Guaranty” in the Base Offering Circular.

DESCRIPTION OF THE SECURITIES

General

The description of the Securities contained in this Supplement is not complete and is subject to, and is qualified in its entirety by reference to, all of the provisions of the Trust Agreement. See “Description of the Securities” in the Base Offering Circular.

Form of Securities

Each Class of Securities other than the Residual Securities initially will be issued and maintained, and may be transferred only on the Fedwire Book-Entry System. Beneficial Owners of Book-Entry Secu-rities will ordinarily hold these Securities through one or more financial intermediaries, such as banks, brokerage firms and securities clearing organizations that are eligible to maintain book-entry accounts on the Fedwire Book-Entry System. By request accompanied by the payment of a transfer fee of $25,000 per Certificated Security to be issued, a Beneficial Owner may receive a Regular Security in certificated form.

The Residual Securities will not be issued in book-entry form but will be issued in fully registered, certificated form and may be transferred or exchanged, subject to the transfer restrictions applicable to Residual Securities set forth in the Trust Agreement, at the Corporate Trust Office of the Trustee. See “Description of the Securities — Forms of Securities; Book-Entry Procedures” in the Base Offering Circular.

Each Regular and MX Class will be issued in minimum dollar denominations of initial principal or notional balance of $100,000 and integral multiples of $1 in excess of $100,000.

Distributions

Distributions on the Securities will be made on each Distribution Date as specified under “Terms Sheet — Distribution Date” in this Supplement. On each Distribution Date for a Security, or in the case of the Certificated Securities, on the first Business Day after the related Distribution Date, the applicable

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Available Distribution Amount will be distributed to the related Holders of record as of the related Record Date. Beneficial Owners of Book-Entry Securities will receive distributions through credits to accounts maintained for their benefit on the books and records of the appropriate financial inter-mediaries. Holders of Certificated Securities will receive distributions by check or, subject to the restrictions set forth in the Base Offering Circular, by wire transfer. See “Description of the Securities — Distributions” and “— Method of Distributions” in the Base Offering Circular.

Interest Distributions

The Interest Distribution Amount will be distributed or accrued as described under “Terms Sheet — Distributions” in this Supplement.

� Interest will be calculated on the basis of a 360-day year consisting of twelve 30-day months.

� Interest distributable or accrued on any Class for any Distribution Date will consist of 30 days’ interest on its Class Principal Balance (or Class Notional Balance) as of the related Record Date.

Categories of Classes

For purposes of interest distributions, the Classes will be categorized as shown under “Interest Type” on the front cover of this Supplement and on Schedule I to this Supplement. The abbreviations used in this Supplement to describe the interest entitlements of the Classes are explained under “Class Types” in Appendix I to the Base Offering Circular.

Accrual Period

The Accrual Period for each Regular and MX Class is set forth in the table below:

Class Accrual Period

Delay Classes The calendar month preceding the related Distribution Date

Floating Rate From the 20th day of the month preceding the month of the related Distribution Classes Date through the 19th day of the month of that Distribution Date

Floating Rate Classes

The Floating Rate Classes will bear interest as shown under “Terms Sheet — Interest Rates” in this Supplement. The Interest Rates for the Floating Rate Classes will be based on One-Month LIBOR. The Trustee or its agent will determine One-Month LIBOR on the basis of the ICE LIBOR method, as described under “Description of the Securities — Interest Rate Indices — Determination of LIBOR” in the Base Offering Circular.

For additional information regarding the manner in which the Trustee determines One-Month LIBOR and calculates the Interest Rates for the Floating Rate Classes, see “Description of the Securities — Interest Rate Indices — Determination of LIBOR” in the Base Offering Circular. We can provide no assurance that One-Month LIBOR for a Distribution Date accurately represents the offered rate at which one-month U.S. dollar deposits are being quoted to prime banks in the London interbank market, nor that the procedures for calculating the rates for one-month U.S. dollar deposits will not change. Any change in One-Month LIBOR values resulting from any change in reporting or in the determination of One-Month LIBOR may cause One-Month LIBOR to fluctuate disproportionately to changes in other market lending rates. If One-Month LIBOR becomes unavailable, a replacement rate will be selected, as described under “Description of the Securities — Interest Rate Indices — Determination of LIBOR” in the Base Offering Circular.

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HECM MBS Weighted Average Coupon Classes

Each HECM MBS Weighted Average Coupon Class will bear interest as shown under “Terms Sheet — Interest Rates” in this Supplement.

The interest that will be distributed or accrued, as applicable, on each HECM MBS Weighted Aver-age Coupon Class will be limited by the interest that is distributed or accrued in respect of the related Trust Assets. With respect to the Participations underlying the Trust Assets, see “Risk Factors — Adjust-able rate HECMs are subject to limitations on interest rate adjustments, which may limit the amount of interest payable in respect of the related HECM MBS and may limit the WACR on the related HECM MBS and the interest rates on the securities” in this Supplement and “Risk Factors — The mortgage rate indices for the HECMs related to the participations underlying the trust assets are different than the interest rate index for the securities, which may impact, perhaps significantly, the amount of interest distributable to the securities after the initial fixed rate period of the related HECMs” in this Supplement.

The Trustee’s determination of One-Month LIBOR and its calculation of the Interest Rates will be final except in the case of clear error. Investors can obtain One-Month LIBOR levels and Interest Rates for the current and preceding Accrual Periods from ginniemae.gov or by calling the Information Agent at (800) 234-GNMA.

HECM MBS Accrual Classes

Each of Classes FA, FB, FC, FD, FE, FG, FJ and FK is a HECM MBS Accrual Class. Interest will accrue on each HECM MBS Accrual Class and be distributed as described under “HECM MBS Accrual Class” in Appendix II to the Base Offering Circular.

Deferred Interest Amounts

Any interest accrued and unpaid on a Notional Class during the Accrual Period for any Distribution Date that is not distributed because of an insufficiency in the related Available Distribution Amount for such Distribution Date increases the related Deferred Interest Amount for such Notional Class. Any such amounts distributable to the Holders of a Notional Class will be paid no later than the Final Distribution Date of such Notional Class.

Principal Distributions

Amounts distributable in respect of principal will be distributed to the Holders entitled thereto as described under “Terms Sheet — Distributions” in this Supplement. Investors can calculate the amount of principal to be distributed with respect to any Distribution Date by using the Class Factors published in the preceding and current months. See “— Class Factors” below.

Categories of Classes

For purposes of principal distributions, the Classes will be categorized as shown under “Principal Type” on the front cover of this Supplement and on Schedule I to this Supplement. The abbreviations used in this Supplement to describe the principal entitlements of the Classes are explained under “Class Types” in Appendix I to the Base Offering Circular.

Notional Classes

The Notional Classes will not receive principal distributions based on their Class Notional Balances. For convenience in describing interest distributions, the Notional Classes will have the original

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Class Notional Balances shown on the front cover of this Supplement and on Schedule I to this Supple-ment. The Class Notional Balances will be reduced or increased as shown under “Terms Sheet — Notional Classes” in this Supplement.

Residual Securities

The Class RR Securities will represent the beneficial ownership of the Residual Interest in the Issu-ing REMIC and the beneficial ownership of the Residual Interest in the Pooling REMIC, as described in “Certain United States Federal Income Tax Consequences” in the Base Offering Circular. The Class RR Securities have no Class Principal Balance and do not accrue interest. The Class RR Securities will be entitled to receive the proceeds of the disposition of any assets remaining in the Trust REMICs after the Class Principal Balance or Class Notional Balance of each Class of Regular Securities has been reduced to zero. However, any remaining proceeds are not likely to be significant. The Residual Securities may not be transferred to a Plan Investor, a Non-U.S. Person or a Disqualified Organization.

Class Factors

The Trustee will calculate and make available for each Class of Securities, no later than the day preceding the Distribution Date, the factor (carried out to eight decimal places) that when multiplied by the Original Class Principal Balance (or original Class Notional Balance) of that Class, determines the Class Principal Balance (or Class Notional Balance) after giving effect to the distribution of principal to be made on the Securities (and any addition to the Class Principal Balance of a HECM MBS Accrual Class) or any addition to or reduction of Class Notional Balance on that Distribution Date (each, a “Class Factor”).

� The Class Factor for any Class of Securities for each month following the issuance of the Secu-rities will reflect its remaining Class Principal Balance (or Class Notional Balance) after giving effect to any principal distribution (or addition to principal) to be made or any addition to or reduction of Class Notional Balance on the Distribution Date occurring in that month.

� The Class Factor for each Class for the month of issuance is 1.00000000.

� The Class Factors for the MX Class and the Classes of REMIC Securities that are exchangeable for the MX Class will be calculated assuming that the maximum possible amount of each Class is outstanding at all times, regardless of any exchanges that may occur.

� Investors may obtain current Class Factors on ginniemae.gov.

See “Description of the Securities — Distributions” in the Base Offering Circular.

Termination

The Trustee, at its option, may purchase or cause the sale of the Trust Assets and thereby terminate the Trust on any Distribution Date on which the aggregate of the Class Principal Balances of the Secu-rities is less than 1% of the aggregate Original Class Principal Balances of the Securities. On any Dis-tribution Date upon the Trustee’s determination that the REMIC status of any Trust REMIC has been lost or that a substantial risk exists that this status will be lost for the then current taxable year, the Trustee will terminate the Trust and retire the Securities.

Upon any termination of the Trust, the Holder of any outstanding Security (other than a Residual or Notional Class Security) will be entitled to receive that Holder’s allocable share of the Class Principal Balance of that Class plus any accrued and unpaid interest thereon at the applicable Interest Rate, and any Holder of any outstanding Notional Class Security will be entitled to receive that Holder’s allocable

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share of any accrued and unpaid interest thereon at the applicable Interest Rate (including any related Deferred Interest Amount). The Residual Holders will be entitled to their pro rata share of any assets remaining in the Trust REMICs after payment in full of the amounts described in the foregoing sentence. However, any remaining assets are not likely to be significant.

Modification and Exchange

All or a portion of the Classes of REMIC Securities specified on the front cover may be exchanged for a proportionate interest in the MX Class shown on Schedule I to this Supplement. Similarly, all or a portion of the MX Class may be exchanged for proportionate interests in the related Classes of REMIC Securities. This process may occur repeatedly.

Each exchange may be effected only in proportions that result in the principal and interest entitle-ments of the Securities received being equal to the entitlements of the Securities surrendered.

A Beneficial Owner proposing to effect an exchange must notify the Trustee through the Beneficial Owner’s Book-Entry Depository participant. This notice must be received by the Trustee not later than two Business Days before the proposed exchange date. The exchange date can be any Business Day other than the last Business Day of the month. The notice must contain the outstanding notional balan-ces of the Securities to be included in the exchange and the proposed exchange date. The notice is required to be delivered to the Trustee by email [email protected] or in writing at its Corporate Trust Office at One Federal St. 3rd Floor, Boston, Massachusetts 02110, Attention: Ginnie Mae REMIC Program 2020-H10. The Trustee may be contacted by telephone at (617) 603-6451 and by fax at (617) 603-6644.

A fee will be payable to the Trustee in connection with each exchange equal to 1/32 of 1% of the outstanding notional balance of the Securities surrendered for exchange (but not less than $2,000 or more than $25,000). The fee must be paid concurrently with the exchange.

The first distribution on a REMIC Security or an MX Security received in an exchange will be made on the Distribution Date in the month following the month of the exchange. The distribution will be made to the Holder of record as of the Record Date in the month of exchange.

See “Description of the Securities — Modification and Exchange” in the Base Offering Circular.

YIELD, MATURITY AND PREPAYMENT CONSIDERATIONS

General

The prepayment experience of the HECMs will affect the Weighted Average Lives of and the yields realized by investors in the related Securities.

� The rate of principal payments (including prepayments or partial payments) of the HECMs relating to the Participations underlying the Securities depends on a variety of economic, geographic, social and other factors, including prevailing market interest rates, home values, HECM borrower mortality, qualifying non-borrowing spouse mortality, divorce rates, changes in the value of the mortgaged property, the HECM borrower’s ability to draw down additional funds without refinanc-ing, FHA guidelines regarding HECMs, servicing decisions and court imposed limits on the rights

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mailto:[email protected]

and remedies available to a Ginnie Mae Issuer under the HECMs, and will affect the Weighted Average Lives and yields realized by investors in the related Securities. HECMs may respond differ-ently than traditional forward mortgage loans to the factors that influence prepayment.

With respect to the related Trust Assets, the occurrence of any of the following events with respect to a HECM related to the Participations underlying the related HECM MBS (each a “Maturity Event”) will, subject to deferral in certain circumstances, result in the holders of the Securities being entitled to a dis-tribution of principal:

� if a borrower dies and the property is not the principal residence of at least one surviving bor-rower,

� if a borrower conveys all of his or her title in the mortgaged property and no other borrower retains title to the mortgaged property,

� if the mortgaged property ceases to be the principal residence of a borrower for reasons other than death and the mortgaged property is not the principal residence of at least one surviving borrower,

� if a borrower fails to occupy the mortgaged property for a period of longer than 12 consecutive months because of physical or mental illness and the mortgaged property is not the principal residence of at least one other borrower, or

� if a borrower fails to perform any of its obligations under the HECM (for example, the failure of the borrower to make certain agreed upon repairs to the mortgaged property or the failure of the borrower to pay taxes and hazard insurance premiums).

Some HECMs may provide for the deferral of a Maturity Event when the last surviving borrower dies with a non-borrowing spouse who satisfies FHA qualifying attributes and ongoing requirements for deferral. This deferral ceases when the non-borrowing spouse fails to qualify or satisfy FHA require-ments for deferral, at which point the Maturity Event is no longer deferred and the HECM will become due and payable in accordance with FHA procedures.

Generally, a HECM is not repaid immediately upon the occurrence of a Maturity Event, but con-tinues to accrue interest until the liquidation of the related mortgaged property and the repayment of the HECM or the receipt of insurance proceeds from FHA. Any resulting shortfall to investors in the related Securities with respect to any Participations in the related HECM will be covered by Ginnie Mae pursuant to its guaranty of the Securities.

A Ginnie Mae Issuer is obligated to purchase all Participations related to a HECM when the out-standing principal amount of the related HECM is equal to or greater than 98% of the “Maximum Claim Amount,” and a Ginnie Mae Issuer has the option to purchase all Participations related to a HECM to the extent that any borrower’s request for an additional advance in respect of any HECM, if funded, together with the outstanding principal amount of the related HECM is equal to or greater than 98% of the “Maximum Claim Amount” or when a HECM becomes, and continues to be, due and payable in accordance with its terms, as applicable (any such purchase referred to herein as a “Ginnie Mae Issuer Purchase Event”). In connection with such repurchase, the Ginnie Mae Issuer will pay an amount (the “Release Price”) equal to the outstanding principal amount of all of the Participations related to such HECMs, and Ginnie Mae will relinquish all right, title and interest it has in the HECMs and the related Participations. With respect to each Participation, the “outstanding principal amount” of such Partic-ipation is the original principal amount of such Participation as of the related Issue Date of the related HECM MBS, increased by the Accrued Interest with respect to such Participation and decreased by any payments made in respect of such Participation. For purposes of determining the Release Price, the

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“Accrued Interest” with respect to any Participation is the aggregate interest accrued, compounded on a monthly basis, allocable to the Participation at the related Participation Interest Rate for each month (in each case, after taking into account any payments made in reduction of such Participation) from and including the Issue Date through the last day of the reporting month (as such term is defined in the Ginnie Mae guaranty agreement for the related HECM MBS) in which the Participation is to be pur-chased. The Participations relating to the HECM must be purchased by the Ginnie Mae Issuer at the end of the reporting month in which the outstanding principal balance of the HECM equals or exceeds 98% of the Maximum Claim Amount for such HECM. The Release Price will be passed through to the related securityholders on the Distribution Date following the month in which such Ginnie Mae Issuer Purchase Event occurs.

Higher levels of One-Year LIBOR or One-Year CMT, as applicable, and additional draws on HECMs will increase the rate at which the related HECMs will reach their Maximum Claim Amounts. Any pay-ment in respect of the related Securities resulting from a Ginnie Mae Issuer Purchase Event will reduce the Weighted Average Lives of such Securities and will affect, perhaps significantly, the yields on such Securities.

The occurrence of voluntary prepayments by a borrower, Maturity Events and Ginnie Mae Issuer Purchase Events will accelerate the distribution of principal of the Securities. It is uncertain when any amounts might be paid on securities backed by Participations in HECMs because it is uncertain (i) whether a HECM borrower will choose to prepay amounts advanced in whole or in part, (ii) when any Maturity Event might occur and whether that Maturity Event will be deferred and (iii) when any Ginnie Mae Issuer Purchase Event might occur. Investors in the Securities are urged to review the dis-cussion under “Risk Factors — It is uncertain when payments will be made in respect of securities backed by HECM MBS” in this Supplement and also the HECM MBS Disclosure Documents.

Under certain circumstances, the Trustee has the option to purchase the Trust Assets, thereby effect-ing early retirement of the Securities. See “Description of the Securities — Termination” in this Supplement.

Final Distribution Date

The Final Distribution Date for each Class, which is set forth on the front cover of this Supplement or on Schedule I to this Supplement, is the latest date on which the related Class Principal Balance or Class Notional Balance will be reduced to zero. In the case of each Notional Class, the related Deferred Interest Amount will be reduced to zero no later than the Final Distribution Date for such Notional Class.

� The actual retirement of any Class may occur earlier than its Final Distribution Date.

� According to the terms of the Ginnie Mae Guaranty, Ginnie Mae will guarantee payment in full of the Class Principal Balance of each Class of Securities no later than its Final Distribution Date.

Modeling Assumptions

The tables that follow have been prepared on the basis of the following assumptions (the “Modeling Assumptions”), among others:

1. The HECMs and related Participations underlying the Trust Assets have the assumed character-istics shown in Exhibit A.

2. The HECMs prepay at the constant percentages of the prepayment curve (described below and in Exhibit B) shown in the related table.

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3. Draw activity occurs on the first day of the month and payments on the HECMs occur on the last day of the month, whether or not a Business Day, commencing in June 2020.

4. Distributions, if any, on the Securities are always received on the 20th day of the month, whether or not a Business Day, commencing in July 2020.

5. A termination of the Trust does not occur.

6. The Closing Date for the Securities is June 30, 2020.

7. No expenses or fees are paid by the Trust other than the Trustee Fee, which is paid as described under “The Trust Assets — The Trustee Fee” in this Supplement.

8. HECM borrowers who have the ability to do so draw at the annualized draw rate determined in accordance with the constant percentages of the draw curve shown in Exhibit C (the “Draw Rate”). The Draw Rate (converted to an equivalent monthly factor) is applied to the Maximum Claim Amount.

9. If a mandatory Ginnie Mae Issuer Purchase Event occurs with respect to a HECM, the purchase of the related Participation timely occurs. No optional Ginnie Mae Issuer Purchase Events occur.

10. The initial Interest Rates on the Group 1 through 3 and 5 through 8 Securities will be based on the initial rates as shown under “Terms Sheet — Interest Rates” in this Supplement; however, the inter-est rate on the Group 1 through 3 and 5 through 8 adjustable rate HECMs for each period preceding the applicable Approximate Weighted Average Next Rate Reset Month shown in Exhibit A is based on the information set forth in Exhibit A. For purposes of the Group 1 through 3 and 5 through 8 decrement tables, in all periods on or subsequent to the applicable Approximate Weighted Average Next Rate Reset Month shown in Exhibit A, the constant value of One-Year LIBOR shown with respect to any such decrement table is used to calculate the interest rate with respect to the Group 1 through 3 and 5 through 8 HECMs, while on all Distribution Dates occurring after the first Distribution Date, the constant value of One-Month LIBOR shown with respect to such decrement table is used to calculate the interest rate with respect to the applicable Class.

11. The initial Interest Rates on the Group 4 Securities will be based on the initial rates as shown under “Terms Sheet — Interest Rates” in this Supplement; however, the interest rate on the Group 4 adjustable rate HECMs for each period preceding the applicable Approximate Weighted Average Next Rate Reset Month shown in Exhibit A is based on the information set forth in Exhibit A. For purposes of the Group 4 decrement tables, in all periods on or subsequent to the applicable Approximate Weighted Average Next Rate Reset Month shown in Exhibit A, the constant value of One-Year CMT shown is used to calculate the interest rate with respect to the Group 4 HECMs, while on all Distribution Dates occur-ring after the first Distribution Date, the constant value of One-Month LIBOR shown with respect to any such decrement table is used to calculate the interest rate with respect to the applicable Class.

12. The HECMs and the Participations underlying the Group 1 through 3 and 5 through 8 Trust Assets each have annual interest rate adjustment caps of 2%. There are no annual interest rate adjust-ment caps on the HECMs and the Participations underlying the Group 4 Trust Assets.

13. The original term of the HECMs is 50 years. If a HECM remains outstanding after its original term of 50 years, a mandatory Ginnie Mae Issuer Purchase Event occurs with respect to such HECM.

14. No borrower changes payment plans.

15. Each Class is held from the Closing Date and is not exchanged in whole or in part.

16. Draws occur each month in respect of the Monthly Servicing Fee, if any, as set forth on Exhibit A. No draws occur in respect of any set asides for property charges (such as taxes, hazard insurance, ground rents or assessments) or repairs.

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When reading the tables and the related text, investors should bear in mind that the Modeling Assumptions, like any other stated assumptions, are unlikely to be entirely consistent with actual experience.

� For example, most of the HECMs will not have the characteristics assumed, many Distribution Dates will occur on a Business Day after the 20th of the month, draw activity and prepayments, if any, will occur throughout the month, draws will occur in respect of set asides for property charges and repairs, the Trustee may cause a termination of the Trust as described under “Description of the Securities — Termination” in this Supplement and One-Month LIBOR on the Securities may differ from One-Year LIBOR or One-Year CMT, as applicable, on the related adjustable rate HECMs.

� In addition, distributions on the Securities are based on Certificate Factors and Calculated Certifi-cate Factors, as applicable, which may not reflect actual receipts on the Trust Assets.

See “Description of the Securities — Distributions” in the Base Offering Circular.

Decrement Tables

Prepayments of mortgage loans are commonly measured by a prepayment standard or model. The model used in this Supplement is based on a prepayment curve (“PPC”) consisting of a series of Constant Prepayment Rates (“CPRs”). CPR is the standard prepayment assumption model of The Securities Industry and Financial Markets Association. CPR represents a constant rate of prepayment on the HECMs each month relative to the then outstanding aggregate principal balance of the HECMs for the life of those HECMs. See “Yield, Maturity and Prepayment Considerations — Standard Prepayment Assumption Models” in the Base Offering Circular.

The PPC and Draw Rates are based on the respective percentages in effect beginning on each Dis-tribution Date as indicated in Exhibits B and C.

The decrement tables set forth below are based on the assumption that the HECMs prepay at the indicated percentages of PPC (the “PPC Prepayment Assumption Rates”). As used in the tables, each of the PPC Prepayment Assumption Rates reflects a percentage of the 100% PPC assumed prepayment curve. The HECMs will not prepay at any of the PPC Prepayment Assumption Rates, and the timing of changes in the rate of prepayments actually experienced on the HECMs will not fol-low the pattern described for the PPC assumption.

The decrement tables set forth below illustrate the percentage of the Original Class Principal Bal-ance (or, in the case of a Notional Class, the original Class Notional Balance) that would remain out-standing following the distribution made each specified month for each Regular or MX Class, based on the assumptions that the related HECMs prepay at the PPC Prepayment Assumption Rates set forth in such tables, One-Month LIBOR, One-Year LIBOR and One-Year CMT, as applicable, are constant at the rates set forth in such tables and draws, if any, occur at the Draw Rates set forth in Exhibit C. The per-centages set forth in the following decrement tables have been rounded to the nearest whole percent-age (including rounding down to zero).

The decrement tables also indicate the Weighted Average Life of each Class under each PPC Prepayment Assumption Rate and each indicated level of One-Month LIBOR, One-Year LIBOR and One-Year CMT, as applicable. The Weighted Average Life of each Class is calculated by:

(a) multiplying the net reduction, if any, of the Class Principal Balance (or the net reduction of the Class Notional Balance, in the case of a Notional Class) from one Distribution Date to the next

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Distribution Date by the number of years from the date of issuance thereof to the related Dis-tribution Date,

(b) summing the results, and

(c) dividing the sum by the aggregate amount of the assumed net reductions in principal balance or notional amount, as applicable, referred to in clause (a).

The information shown for each Notional Class is for illustrative purposes only, as a Notional Class is not entitled to distributions of principal based on its Class Notional Balance and has no Weighted Average Life. The Weighted Average Life shown for each Notional Class has been calculated on the assumption that a reduction in the Class Notional Balance thereof is a distribution of principal and further does not factor in any entitlement to the applicable Deferred Interest Amount. See the foot-notes below related to the decrement tables for each Notional Class.

The Weighted Average Lives are likely to vary, perhaps significantly, from those set forth in the tables below due to the differences between the actual characteristics of the HECMs related to the Participations underlying the related Trust Assets and the Modeling Assumptions.

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Percentages of Original Class Principal (or Class Notional) Balances and Weighted Average Lives

Security Group 1 PPC Prepayment Assumption Rates

Class AI* Class AI* Class AI* 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR

Distribution Date 0% 75% 100% 125% 150% 0% 75% 100% 125% 150% 0% 75% 100% 125% 150%

Initial Percent . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2021 . . . . . . . . . . . . 103 99 98 97 96 103 100 99 98 97 103 100 99 98 97 June 2022 . . . . . . . . . . . . 105 95 92 89 86 109 98 95 92 89 109 99 95 92 89 June 2023 . . . . . . . . . . . . 108 89 84 78 73 116 96 90 85 79 117 97 91 85 79 June 2024 . . . . . . . . . . . . 110 83 75 67 60 124 93 84 76 68 126 95 86 77 69 June 2025 . . . . . . . . . . . . 113 75 65 56 48 133 89 77 66 57 137 91 79 68 58 June 2026 . . . . . . . . . . . . 115 68 56 46 38 142 83 69 57 46 147 87 72 59 48 June 2027 . . . . . . . . . . . . 118 60 47 37 28 151 77 61 47 36 130 67 53 41 32 June 2028 . . . . . . . . . . . . 121 53 39 29 21 133 59 44 32 23 117 52 39 29 21 June 2029 . . . . . . . . . . . . 123 46 32 22 15 104 39 27 19 13 0 0 0 0 0 June 2030 . . . . . . . . . . . . 126 39 25 16 10 0 0 0 0 0 0 0 0 0 0 June 2031 . . . . . . . . . . . . 129 33 20 12 7 0 0 0 0 0 0 0 0 0 0 June 2032 . . . . . . . . . . . . 132 27 15 8 4 0 0 0 0 0 0 0 0 0 0 June 2033 . . . . . . . . . . . . 135 22 12 6 3 0 0 0 0 0 0 0 0 0 0 June 2034 . . . . . . . . . . . . 138 18 9 4 2 0 0 0 0 0 0 0 0 0 0 June 2035 . . . . . . . . . . . . 141 15 6 2 1 0 0 0 0 0 0 0 0 0 0 June 2036 . . . . . . . . . . . . 144 11 4 2 1 0 0 0 0 0 0 0 0 0 0 June 2037 . . . . . . . . . . . . 147 9 3 1 0 0 0 0 0 0 0 0 0 0 0 June 2038 . . . . . . . . . . . . 150 7 2 1 0 0 0 0 0 0 0 0 0 0 0 June 2039 . . . . . . . . . . . . 93 3 1 0 0 0 0 0 0 0 0 0 0 0 0 June 2040 . . . . . . . . . . . . 19 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2041 . . . . . . . . . . . . 20 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2042 . . . . . . . . . . . . 20 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2043 and

thereafter . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average

Life (years) . . . . . . . . . 19.5 9.0 7.4 6.2 5.4 9.0 7.8 7.0 6.2 5.6 8.2 7.4 6.7 6.0 5.5

PPC Prepayment Assumption Rates

Class AI* Class AI* Class AI* 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 19.5 9.0 7.4 6.2 5.4 9.0 7.8 7.0 6.2 5.6 8.2 7.4 6.7 6.0 5.5

* The decrement tables for Class AI reflect only the Class AI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class AI Notional Balance at the Class AI Interest Rate, Class AI is entitled to the Class AI Deferred Interest Amount. No representation is made about the timing of distributions of the Class AI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class AI.

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Class AI* Class AI* Class AI* 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR

0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 19.5 9.0 7.4 6.2 5.4 9.0 7.8 7.0 6.2 5.6 8.2 7.4 6.7 6.0 5.5

* The decrement tables for Class AI reflect only the Class AI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class AI Notional Balance at the Class AI Interest Rate, Class AI is entitled to the Class AI Deferred Interest Amount. No representation is made about the timing of distributions of the Class AI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class AI.


Class FA Class FA Class FA 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 19.5 9.0 7.4 6.2 5.4 8.9 7.8 7.0 6.2 5.6 8.1 7.4 6.7 6.0 5.5

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Class FA Class FA Class FA 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 19.5 9.0 7.4 6.2 5.4 9.0 7.8 7.0 6.2 5.6 8.2 7.4 6.7 6.0 5.5


Class FA Class FA Class FA 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 19.5 9.0 7.4 6.2 5.4 9.0 7.8 7.0 6.2 5.6 8.2 7.4 6.7 6.0 5.5

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Class BI* Class BI* Class BI* 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR


Initial Percent . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2021 . . . . . . . . . . . . 104 93 89 86 82 105 94 91 87 84 105 94 91 87 84 June 2022 . . . . . . . . . . . . 107 85 78 71 65 113 90 82 75 69 113 90 83 76 69 June 2023 . . . . . . . . . . . . 110 76 67 58 50 122 84 74 64 55 124 86 75 65 56 June 2024 . . . . . . . . . . . . 113 68 56 46 37 130 78 64 53 43 135 81 67 55 45 June 2025 . . . . . . . . . . . . 117 59 46 36 27 124 63 49 38 28 58 29 23 18 13 June 2026 . . . . . . . . . . . . 118 50 37 27 19 9 4 3 2 1 8 4 3 2 1 June 2027 . . . . . . . . . . . . 122 43 29 20 13 8 3 2 1 1 1 0 0 0 0 June 2028 . . . . . . . . . . . . 120 35 22 13 8 0 0 0 0 0 0 0 0 0 0 June 2029 . . . . . . . . . . . . 115 27 15 9 5 0 0 0 0 0 0 0 0 0 0 June 2030 . . . . . . . . . . . . 111 21 11 6 3 0 0 0 0 0 0 0 0 0 0 June 2031 and


Life (years) . . . . . . . . . 10.0 6.0 5.0 4.2 3.6 5.6 4.7 4.2 3.7 3.3 4.9 4.3 3.8 3.5 3.1


Class BI* Class BI* Class BI* 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 10.0 6.0 5.0 4.2 3.6 5.6 4.7 4.2 3.7 3.3 4.9 4.3 3.8 3.5 3.1

* The decrement tables for Class BI reflect only the Class BI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class BI Notional Balance at the Class BI Interest Rate, Class BI is entitled to the Class BI Deferred Interest Amount. No representation is made about the timing of distributions of the Class BI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class BI.

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Class BI* Class BI* Class BI* 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 10.0 6.0 5.0 4.2 3.6 5.6 4.7 4.2 3.7 3.3 4.9 4.3 3.8 3.5 3.1

* The decrement tables for Class BI reflect only the Class BI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class BI Notional Balance at the Class BI Interest Rate, Class BI is entitled to the Class BI Deferred Interest Amount. No representation is made about the timing of distributions of the Class BI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class BI.


Class FB Class FB Class FB 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 10.0 6.0 5.0 4.2 3.6 5.6 4.7 4.2 3.7 3.3 4.9 4.3 3.8 3.5 3.1

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Class FB Class FB Class FB 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 10.0 6.0 5.0 4.2 3.6 5.6 4.7 4.2 3.7 3.3 4.9 4.3 3.8 3.5 3.1


Class FB Class FB Class FB 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 10.0 6.0 5.0 4.2 3.6 5.6 4.7 4.2 3.7 3.3 4.9 4.3 3.8 3.5 3.1

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Class CI* Class CI* Class CI* 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR


Initial Percent . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2021 . . . . . . . . . . . . 103 100 100 99 98 103 100 100 99 98 103 100 100 99 98 June 2022 . . . . . . . . . . . . 105 97 94 91 88 108 99 96 93 90 108 99 96 93 90 June 2023 . . . . . . . . . . . . 108 91 86 81 76 115 97 92 86 81 115 97 92 86 81 June 2024 . . . . . . . . . . . . 110 84 77 70 63 123 94 86 78 70 124 95 86 78 71 June 2025 . . . . . . . . . . . . 113 77 67 59 51 132 90 79 68 59 134 91 80 70 60 June 2026 . . . . . . . . . . . . 115 70 58 48 40 140 85 71 59 48 144 87 72 60 49 June 2027 . . . . . . . . . . . . 118 62 49 39 30 150 79 62 49 38 155 81 64 51 39 June 2028 . . . . . . . . . . . . 121 55 41 30 22 160 72 54 40 29 152 68 51 38 28 June 2029 . . . . . . . . . . . . 124 47 33 23 16 6 2 2 1 1 3 1 1 1 0 June 2030 . . . . . . . . . . . . 127 41 27 17 11 3 1 1 0 0 2 1 1 0 0 June 2031 . . . . . . . . . . . . 129 34 21 13 7 2 1 0 0 0 3 1 0 0 0 June 2032 . . . . . . . . . . . . 132 29 16 9 5 2 0 0 0 0 0 0 0 0 0 June 2033 . . . . . . . . . . . . 135 23 12 6 3 0 0 0 0 0 0 0 0 0 0 June 2034 . . . . . . . . . . . . 138 19 9 4 2 0 0 0 0 0 0 0 0 0 0 June 2035 . . . . . . . . . . . . 142 15 7 3 1 0 0 0 0 0 0 0 0 0 0 June 2036 . . . . . . . . . . . . 145 12 5 2 1 0 0 0 0 0 0 0 0 0 0 June 2037 . . . . . . . . . . . . 146 9 3 1 0 0 0 0 0 0 0 0 0 0 0 June 2038 . . . . . . . . . . . . 135 6 2 1 0 0 0 0 0 0 0 0 0 0 0 June 2039 . . . . . . . . . . . . 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2040 . . . . . . . . . . . . 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2041 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2042 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2043 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2044 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2045 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2046 and


Life (years) . . . . . . . . . 18.5 9.2 7.5 6.4 5.6 8.8 7.8 7.0 6.3 5.7 8.2 7.5 6.8 6.1 5.6


Class CI* Class CI* Class CI* 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.5 9.2 7.5 6.4 5.6 8.8 7.8 7.0 6.3 5.7 8.2 7.5 6.8 6.1 5.6

* The decrement tables for Class CI reflect only the Class CI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class CI Notional Balance at the Class CI Interest Rate, Class CI is entitled to the Class CI Deferred Interest Amount. No representation is made about the timing of distributions of the Class CI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class CI.

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Class CI* Class CI* Class CI* 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 18.5 9.2 7.5 6.4 5.6 8.8 7.8 7.0 6.3 5.7 8.2 7.5 6.8 6.1 5.6

* The decrement tables for Class CI reflect only the Class CI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class CI Notional Balance at the Class CI Interest Rate, Class CI is entitled to the Class CI Deferred Interest Amount. No representation is made about the timing of distributions of the Class CI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class CI.


Class FC Class FC Class FC 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.5 9.2 7.5 6.4 5.6 8.8 7.8 7.0 6.3 5.7 8.2 7.5 6.8 6.1 5.6

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Class FC Class FC Class FC 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.5 9.2 7.5 6.4 5.6 8.8 7.8 7.0 6.3 5.7 8.2 7.5 6.8 6.1 5.6


Class FC Class FC Class FC 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 18.5 9.2 7.5 6.4 5.6 8.8 7.8 7.0 6.3 5.7 8.2 7.5 6.8 6.1 5.6

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Class DI* Class DI* Class DI* 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR

0.18000% One-Year CMT 7.70150% One-Year CMT 15.22300% One-Year CMT


Initial Percent . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2021 . . . . . . . . . . . . 101 80 73 67 60 107 85 78 71 63 80 64 58 53 48 June 2022 . . . . . . . . . . . . 102 64 53 43 34 4 3 2 2 1 0 0 0 0 0 June 2023 . . . . . . . . . . . . 101 49 37 27 19 0 0 0 0 0 0 0 0 0 0 June 2024 . . . . . . . . . . . . 93 34 23 15 9 0 0 0 0 0 0 0 0 0 0 June 2025 . . . . . . . . . . . . 84 23 14 8 4 0 0 0 0 0 0 0 0 0 0 June 2026 . . . . . . . . . . . . 66 13 7 3 2 0 0 0 0 0 0 0 0 0 0 June 2027 . . . . . . . . . . . . 56 8 4 2 1 0 0 0 0 0 0 0 0 0 0 June 2028 . . . . . . . . . . . . 32 3 1 0 0 0 0 0 0 0 0 0 0 0 0 June 2029 and


Life (years) . . . . . . . . . 6.7 3.2 2.6 2.1 1.7 1.7 1.5 1.4 1.3 1.2 1.1 1.0 1.0 0.9 0.9







Life (years) . . . . . . . . . 6.7 3.2 2.6 2.1 1.7 1.7 1.5 1.4 1.3 1.2 1.1 1.0 1.0 0.9 0.9

* The decrement tables for Class DI reflect only the Class DI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year CMT. In addition to the current interest accrual amount on the Class DI Notional Balance at the Class DI Interest Rate, Class DI is entitled to the Class DI Deferred Interest Amount. No representation is made about the timing of distributions of the Class DI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class DI.

S-43







Life (years) . . . . . . . . . 6.7 3.2 2.6 2.1 1.7 1.7 1.5 1.4 1.3 1.2 1.1 1.0 1.0 0.9 0.9

* The decrement tables for Class DI reflect only the Class DI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year CMT. In addition to the current interest accrual amount on the Class DI Notional Balance at the Class DI Interest Rate, Class DI is entitled to the Class DI Deferred Interest Amount. No representation is made about the timing of distributions of the Class DI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class DI.


Class FD Class FD Class FD 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR





Life (years) . . . . . . . . . 6.7 3.2 2.6 2.1 1.7 1.7 1.5 1.4 1.3 1.2 1.1 1.0 1.0 0.9 0.9

S-44







Life (years) . . . . . . . . . 6.7 3.2 2.6 2.1 1.7 1.7 1.5 1.4 1.3 1.2 1.1 1.0 1.0 0.9 0.9







Life (years) . . . . . . . . . 6.7 3.2 2.6 2.1 1.7 1.7 1.5 1.4 1.3 1.2 1.1 1.0 1.0 0.9 0.9

S-45


Class EI* Class EI* Class EI* 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR


Initial Percent . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2021 . . . . . . . . . . . . 103 99 98 97 96 103 100 99 97 96 103 100 99 97 96 June 2022 . . . . . . . . . . . . 105 95 92 88 85 109 98 95 91 88 109 98 95 91 88 June 2023 . . . . . . . . . . . . 107 89 83 78 72 116 96 90 84 78 116 96 90 84 79 June 2024 . . . . . . . . . . . . 110 82 74 66 60 124 92 83 75 67 126 94 85 76 68 June 2025 . . . . . . . . . . . . 112 74 64 55 47 132 88 76 65 56 136 91 78 67 58 June 2026 . . . . . . . . . . . . 114 67 55 45 37 141 82 68 56 45 147 86 71 58 47 June 2027 . . . . . . . . . . . . 117 59 46 36 28 151 76 60 46 36 159 81 63 49 38 June 2028 . . . . . . . . . . . . 119 52 38 28 20 161 70 52 38 27 172 75 55 40 29 June 2029 . . . . . . . . . . . . 122 45 31 21 14 172 63 44 30 20 1 1 0 0 0 June 2030 . . . . . . . . . . . . 124 38 25 16 10 1 0 0 0 0 1 0 0 0 0 June 2031 . . . . . . . . . . . . 127 32 19 11 6 1 0 0 0 0 1 0 0 0 0 June 2032 . . . . . . . . . . . . 130 27 15 8 4 1 0 0 0 0 0 0 0 0 0 June 2033 . . . . . . . . . . . . 133 22 11 5 3 0 0 0 0 0 0 0 0 0 0 June 2034 . . . . . . . . . . . . 135 18 8 4 2 0 0 0 0 0 0 0 0 0 0 June 2035 . . . . . . . . . . . . 138 14 6 2 1 0 0 0 0 0 0 0 0 0 0 June 2036 . . . . . . . . . . . . 141 11 4 1 0 0 0 0 0 0 0 0 0 0 0 June 2037 . . . . . . . . . . . . 144 9 3 1 0 0 0 0 0 0 0 0 0 0 0 June 2038 . . . . . . . . . . . . 147 7 2 1 0 0 0 0 0 0 0 0 0 0 0 June 2039 . . . . . . . . . . . . 150 5 1 0 0 0 0 0 0 0 0 0 0 0 0 June 2040 . . . . . . . . . . . . 153 4 1 0 0 0 0 0 0 0 0 0 0 0 0 June 2041 . . . . . . . . . . . . 64 1 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2042 and


Life (years) . . . . . . . . . 21.1 9.0 7.3 6.2 5.4 9.3 8.0 7.1 6.3 5.6 8.3 7.5 6.8 6.1 5.5


Class EI* Class EI* Class EI* 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 21.1 9.0 7.3 6.2 5.4 9.3 8.0 7.1 6.3 5.6 8.3 7.5 6.8 6.1 5.5

* The decrement tables for Class EI reflect only the Class EI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class EI Notional Balance at the Class EI Interest Rate, Class EI is entitled to the Class EI Deferred Interest Amount. No representation is made about the timing of distributions of the Class EI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class EI.

S-46


Class EI* Class EI* Class EI* 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 21.1 9.0 7.3 6.2 5.4 9.3 8.0 7.1 6.3 5.6 8.3 7.5 6.8 6.1 5.5

* The decrement tables for Class EI reflect only the Class EI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class EI Notional Balance at the Class EI Interest Rate, Class EI is entitled to the Class EI Deferred Interest Amount. No representation is made about the timing of distributions of the Class EI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class EI.


Class FE Class FE Class FE 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 21.1 9.0 7.3 6.2 5.4 9.3 8.0 7.1 6.3 5.6 8.3 7.5 6.8 6.1 5.5

S-47


Class FE Class FE Class FE 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 21.1 9.0 7.3 6.2 5.4 9.3 8.0 7.1 6.3 5.6 8.3 7.5 6.8 6.1 5.5


Class FE Class FE Class FE 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 21.1 9.0 7.3 6.2 5.4 9.3 8.0 7.1 6.3 5.6 8.3 7.5 6.8 6.1 5.5

S-48


Class FJ Class FJ Class FJ 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR


Initial Percent . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2021 . . . . . . . . . . . . 101 100 99 98 97 101 100 99 98 97 101 100 99 98 97 June 2022 . . . . . . . . . . . . 102 96 93 90 87 102 98 95 92 89 102 98 95 92 89 June 2023 . . . . . . . . . . . . 103 90 85 80 75 103 96 91 85 80 103 96 91 85 80 June 2024 . . . . . . . . . . . . 104 83 76 69 62 104 93 85 77 69 104 94 85 77 70 June 2025 . . . . . . . . . . . . 105 76 66 58 50 105 89 77 67 58 104 89 77 67 58 June 2026 . . . . . . . . . . . . 106 69 57 47 39 105 82 68 57 46 105 84 70 58 48 June 2027 . . . . . . . . . . . . 105 60 48 37 29 106 76 60 47 37 106 79 63 49 38 June 2028 . . . . . . . . . . . . 107 53 40 29 21 107 70 53 39 28 107 73 55 40 29 June 2029 . . . . . . . . . . . . 108 46 32 22 15 1 0 0 0 0 1 1 0 0 0 June 2030 . . . . . . . . . . . . 109 39 26 17 10 1 0 0 0 0 1 0 0 0 0 June 2031 . . . . . . . . . . . . 110 33 20 12 7 1 0 0 0 0 1 0 0 0 0 June 2032 . . . . . . . . . . . . 111 28 16 9 4 1 0 0 0 0 0 0 0 0 0 June 2033 . . . . . . . . . . . . 112 23 12 6 3 0 0 0 0 0 0 0 0 0 0 June 2034 . . . . . . . . . . . . 113 18 9 4 2 0 0 0 0 0 0 0 0 0 0 June 2035 . . . . . . . . . . . . 114 15 6 3 1 0 0 0 0 0 0 0 0 0 0 June 2036 . . . . . . . . . . . . 115 12 5 2 1 0 0 0 0 0 0 0 0 0 0 June 2037 . . . . . . . . . . . . 116 9 3 1 0 0 0 0 0 0 0 0 0 0 0 June 2038 . . . . . . . . . . . . 118 7 2 1 0 0 0 0 0 0 0 0 0 0 0 June 2039 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2040 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2041 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2042 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2043 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2044 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2045 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2046 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2047 . . . . . . . . . . . . 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2048 and


Life (years) . . . . . . . . . 18.3 9.0 7.4 6.3 5.6 8.6 7.6 6.8 6.2 5.6 8.1 7.3 6.6 6.0 5.5


Class FJ Class FJ Class FJ 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.3 9.0 7.4 6.3 5.6 8.6 7.6 6.8 6.2 5.6 8.1 7.3 6.6 6.0 5.5

S-49


Class FJ Class FJ Class FJ 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 18.3 9.0 7.4 6.3 5.6 8.6 7.6 6.8 6.2 5.6 8.1 7.3 6.6 6.0 5.5


Class JI* Class JI* Class JI* 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.3 9.0 7.4 6.3 5.6 8.6 7.6 6.8 6.2 5.6 8.1 7.3 6.6 6.0 5.5

* The decrement tables for Class JI reflect only the Class JI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class JI Notional Balance at the Class JI Interest Rate, Class JI is entitled to the Class JI Deferred Interest Amount. No representation is made about the timing of distributions of the Class JI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class JI.

S-50


Class JI* Class JI* Class JI* 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.3 9.0 7.4 6.3 5.6 8.6 7.6 6.8 6.2 5.6 8.1 7.3 6.6 6.0 5.5


Class JI* Class JI* Class JI* 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 18.3 9.0 7.4 6.3 5.6 8.6 7.6 6.8 6.2 5.6 8.1 7.3 6.6 6.0 5.5

* The decrement tables for Class JI reflect only the Class JI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class JI Notional Balance at the Class JI Interest Rate, Class JI is entitled to the Class JI Deferred Interest Amount. No representation is made about the timing of distributions of the Class JI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class JI.

S-51


Class FK Class FK Class FK 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR


Initial Percent . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2021 . . . . . . . . . . . . 101 98 96 94 93 101 99 98 96 94 101 99 98 96 94 June 2022 . . . . . . . . . . . . 102 92 88 84 80 102 98 93 89 85 102 98 94 90 86 June 2023 . . . . . . . . . . . . 103 86 79 73 67 103 95 88 81 75 103 97 89 83 76 June 2024 . . . . . . . . . . . . 104 78 70 62 55 104 91 81 71 63 104 94 84 74 66 June 2025 . . . . . . . . . . . . 105 71 60 51 43 105 86 73 62 52 105 91 77 65 55 June 2026 . . . . . . . . . . . . 106 63 51 41 33 106 80 65 52 41 106 86 70 56 45 June 2027 . . . . . . . . . . . . 107 56 43 32 24 107 74 56 43 32 2 1 1 1 1 June 2028 . . . . . . . . . . . . 108 49 35 25 18 2 1 1 1 0 2 1 1 1 0 June 2029 . . . . . . . . . . . . 109 42 28 19 12 2 1 1 0 0 2 1 1 0 0 June 2030 . . . . . . . . . . . . 110 35 22 14 8 2 1 1 0 0 0 0 0 0 0 June 2031 . . . . . . . . . . . . 112 30 17 10 5 2 1 0 0 0 0 0 0 0 0 June 2032 . . . . . . . . . . . . 113 24 13 7 3 0 0 0 0 0 0 0 0 0 0 June 2033 . . . . . . . . . . . . 114 20 10 5 2 0 0 0 0 0 0 0 0 0 0 June 2034 . . . . . . . . . . . . 115 16 7 3 1 0 0 0 0 0 0 0 0 0 0 June 2035 . . . . . . . . . . . . 116 13 5 2 1 0 0 0 0 0 0 0 0 0 0 June 2036 . . . . . . . . . . . . 117 10 4 1 0 0 0 0 0 0 0 0 0 0 0 June 2037 . . . . . . . . . . . . 118 8 2 1 0 0 0 0 0 0 0 0 0 0 0 June 2038 . . . . . . . . . . . . 119 6 2 0 0 0 0 0 0 0 0 0 0 0 0 June 2039 . . . . . . . . . . . . 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2040 and


Life (years) . . . . . . . . . 18.7 8.5 6.9 5.8 5.0 8.0 7.0 6.3 5.6 5.0 6.8 6.4 5.8 5.3 4.8


Class FK Class FK Class FK 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.7 8.5 6.9 5.8 5.0 8.0 7.0 6.3 5.6 5.0 6.8 6.4 5.8 5.3 4.8

S-52


Class FK Class FK Class FK 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 18.7 8.5 6.9 5.8 5.0 8.0 7.0 6.3 5.6 5.0 6.8 6.4 5.8 5.3 4.8


Class KI* Class KI* Class KI* 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.7 8.5 6.9 5.8 5.0 8.0 7.0 6.3 5.6 5.0 6.8 6.4 5.8 5.3 4.8

* The decrement tables for Class KI reflect only the Class KI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class KI Notional Balance at the Class KI Interest Rate, Class KI is entitled to the Class KI Deferred Interest Amount. No representation is made about the timing of distributions of the Class KI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class KI.

S-53


Class KI* Class KI* Class KI* 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.7 8.5 6.9 5.8 5.0 8.0 7.0 6.3 5.6 5.0 6.8 6.4 5.8 5.3 4.8


Class KI* Class KI* Class KI* 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 18.7 8.5 6.9 5.8 5.0 8.0 7.0 6.3 5.6 5.0 6.8 6.4 5.8 5.3 4.8

* The decrement tables for Class KI reflect only the Class KI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class KI Notional Balance at the Class KI Interest Rate, Class KI is entitled to the Class KI Deferred Interest Amount. No representation is made about the timing of distributions of the Class KI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class KI.

S-54

Security Groups 6 and 7 PPC Prepayment Assumption Rates

Class HI* Class HI* Class HI* 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.5 8.9 7.3 6.2 5.4 8.4 7.4 6.6 6.0 5.4 7.6 7.0 6.4 5.8 5.3


Class HI* Class HI* Class HI* 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 18.5 8.9 7.3 6.2 5.4 8.4 7.4 6.6 6.0 5.4 7.6 7.0 6.4 5.8 5.3

* The decrement tables for Class HI reflect only the Class HI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class HI Notional Balance at the Class HI Interest Rate, Class HI is entitled to the Class HI Deferred Interest Amount. No representation is made about the timing of distributions of the Class HI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class HI.

S-55

Security Groups 6 and 7 PPC Prepayment Assumption Rates

Class HI* Class HI* Class HI* 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 18.5 8.9 7.3 6.2 5.4 8.4 7.4 6.6 6.0 5.4 7.6 7.0 6.4 5.8 5.3

* The decrement tables for Class HI reflect only the Class HI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class HI Notional Balance at the Class HI Interest Rate, Class HI is entitled to the Class HI Deferred Interest Amount. No representation is made about the timing of distributions of the Class HI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class HI.


Class FG Class FG Class FG 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR


Initial Percent . . . . . . . . . 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2021 . . . . . . . . . . . . 101 93 90 86 83 101 94 91 87 84 101 94 91 87 84 June 2022 . . . . . . . . . . . . 102 85 78 72 66 102 90 83 76 69 102 90 83 76 70 June 2023 . . . . . . . . . . . . 103 77 67 59 51 103 84 74 65 56 103 86 75 66 57 June 2024 . . . . . . . . . . . . 105 68 57 47 38 104 77 64 53 43 87 66 55 45 37 June 2025 . . . . . . . . . . . . 104 59 46 36 27 85 56 44 34 26 83 57 44 34 26 June 2026 . . . . . . . . . . . . 105 51 37 27 19 25 15 11 8 6 26 16 12 9 6 June 2027 . . . . . . . . . . . . 84 34 24 16 10 15 8 5 3 2 1 1 0 0 0 June 2028 . . . . . . . . . . . . 84 28 18 11 7 1 0 0 0 0 0 0 0 0 0 June 2029 . . . . . . . . . . . . 83 23 13 8 4 0 0 0 0 0 0 0 0 0 0 June 2030 . . . . . . . . . . . . 82 18 10 5 2 0 0 0 0 0 0 0 0 0 0 June 2031 . . . . . . . . . . . . 19 4 2 1 0 0 0 0 0 0 0 0 0 0 0 June 2032 . . . . . . . . . . . . 19 3 1 1 0 0 0 0 0 0 0 0 0 0 0 June 2033 . . . . . . . . . . . . 11 1 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2034 . . . . . . . . . . . . 10 1 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2035 and


Life (years) . . . . . . . . . 10.1 6.0 5.0 4.2 3.6 5.8 4.8 4.2 3.8 3.4 5.2 4.5 4.0 3.6 3.2

S-56


Class FG Class FG Class FG 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 10.1 6.0 5.0 4.2 3.6 5.8 4.8 4.2 3.8 3.4 5.2 4.5 4.0 3.6 3.2


Class FG Class FG Class FG 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 10.1 6.0 5.0 4.2 3.6 5.8 4.8 4.2 3.8 3.4 5.3 4.5 4.0 3.6 3.2

S-57


Class GI* Class GI* Class GI* 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.19500% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 10.1 6.0 5.0 4.2 3.6 5.8 4.8 4.2 3.8 3.4 5.3 4.5 4.0 3.6 3.2


Class GI* Class GI* Class GI* 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 5.74800% One-Month LIBOR 0.59300% One-Year LIBOR 5.02650% One-Year LIBOR 9.46000% One-Year LIBOR




Life (years) . . . . . . . . . 10.1 6.0 5.0 4.2 3.6 5.8 4.8 4.2 3.8 3.4 5.3 4.5 4.0 3.6 3.2

* The decrement tables for Class GI reflect only the Class GI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class GI Notional Balance at the Class GI Interest Rate, Class GI is entitled to the Class GI Deferred Interest Amount. No representation is made about the timing of distributions of the Class GI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class GI.

S-58


Class GI* Class GI* Class GI* 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR 11.30100% One-Month LIBOR





Life (years) . . . . . . . . . 10.1 6.0 5.0 4.2 3.6 5.8 4.8 4.2 3.8 3.4 5.3 4.5 4.0 3.6 3.2

* The decrement tables for Class GI reflect only the Class GI Notional Balance at various rates of PPC and at various levels of One-Month LIBOR and One-Year LIBOR. In addition to the current interest accrual amount on the Class GI Notional Balance at the Class GI Interest Rate, Class GI is entitled to the Class GI Deferred Interest Amount. No repre-sentation is made about the timing of distributions of the Class GI Deferred Interest Amount other than that such amount will be paid no later than the Final Distribution Date for Class GI.

Yield Considerations

An investor seeking to maximize yield should make a decision whether to invest in any Regular or MX Class based on the anticipated yield of that Class resulting from its purchase price, the investor’s own projection of Maturity Events and deferrals of Maturity Events in respect of the HECMs related to the Participations underlying the HECM MBS, the investor’s own projection of prepayments in respect of the HECMs related to the Participations underlying the HECM MBS, the investor’s own projection of the occurrence of any Ginnie Mae Issuer Purchase Events, the investor’s own projection of draw activity with respect to the HECMs, the investor’s own projection of One-Month LIBOR under a variety of scenarios, in the case of the Group 1 through 3 and 5 through 8 Securities, the investor’s own projection of One-Year LIBOR under a variety of scenarios and in the case of the Group 4 Securities, the investor’s own projection of One-Year CMT under a variety of scenarios. No representation is made regarding Maturity Events or prepayments in respect of the HECMs related to the Participations under-lying the HECM MBS, the occurrence of any Ginnie Mae Issuer Purchase Events, One-Month LIBOR levels, One-Year LIBOR levels, One-Year CMT levels, draw activity with respect to the HECMs or the yield on any Class.

Prepayments: Effect on Yields

The yields to investors will be sensitive in varying degrees to the rate of prepayments on the related HECMs.

� In the case of Regular or MX Securities purchased at a premium (especially the Interest Only Classes), faster than anticipated rates of principal payments could result in actual yields to investors that are lower than the anticipated yields.

� Investors in the Interest Only Classes should also consider the risk that rapid rates of principal payments could result in the failure of investors to recover fully their investments.

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� In the case of Regular or MX Securities purchased at a discount, slower than anticipated rates of principal payments could result in actual yields to investors that are lower than the anticipated yields.

See “Risk Factors — Rates of principal payments can reduce your yield” in this Supplement.

Rapid rates of prepayments on the HECMs are likely to coincide with periods of low prevailing interest rates.

During periods of low prevailing interest rates, the yields at which an investor may be able to reinvest amounts received as principal payments on the investor’s Class of Securities may be lower than the yield on that Class.

Slow rates of prepayments on the HECMs are likely to coincide with periods of high prevailing interest rates.

During periods of high prevailing interest rates, the amount of principal payments available to an investor for reinvestment at those high rates may be relatively low.

The HECMs will not prepay at any constant rate until maturity, nor will all of the HECMs under-lying any Trust Asset Group prepay at the same rate at any one time. The timing of changes in the rate of prepayments may affect the actual yield to an investor, even if the average rate of principal prepay-ments is consistent with the investor’s expectation. In general, the earlier a prepayment of principal on the related HECMs, the greater the effect on an investor’s yield. As a result, the effect on an investor’s yield of principal prepayments occurring at a rate higher (or lower) than the rate anticipated by the investor during the period immediately following the Closing Date is not likely to be offset by a later equivalent reduction (or increase) in the rate of principal prepayments.

One-Month LIBOR: Effect on Yields of the Floating Rate Classes

Low levels of One-Month LIBOR can reduce the yield of the Floating Rate Classes. In addition, the Floating Rate Classes will not necessarily benefit from a higher yield at high levels of One-Month LIBOR because the rate on such Classes is capped at a maximum rate described under “Terms Sheet — Interest Rates.”

Payment Delay: Effect on Yields of the Delay Classes

The effective yield on any Delay Class will be less than the yield otherwise produced by its Interest Rate and purchase price because, on each Distribution Date, 30 days’ interest will be payable on (or will accrue with respect to) that Class even though interest began to accrue approximately 50 days earlier.

Yield Tables

The following tables show the pre-tax yields to maturity on a corporate bond equivalent basis of specified Classes at various constant percentages of PPC, in the case of Classes AI, BI, CI, EI, GI, HI, JI and KI, at various constant levels of One-Month LIBOR and One-Year LIBOR and in the case of Class DI, at various constant levels of One-Month LIBOR and One-Year CMT.

The HECMs will not prepay or draw at any constant rate until maturity, and it is unlikely that One-Month LIBOR, One-Year LIBOR or One-Year CMT will remain constant. Moreover, it is likely that the HECMs will experience actual prepayment and draw rates that differ from those of the Modeling Assumptions. Therefore, the actual pre-tax yield of any Class may differ from those shown in the applicable table below for that Class even if the Class is purchased at the assumed price shown.

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The yields were calculated by

1. determining the monthly discount rates that, when applied to the applicable assumed streams of cash flows to be paid on the applicable Class, would cause the discounted present value of the assumed streams of cash flows to equal the assumed purchase price of that Class plus accrued interest, and

2. converting the monthly rates to corporate bond equivalent rates.

These calculations do not take into account variations that may occur in the interest rates at which investors may be able to reinvest funds received by them as distributions on their Securities and con-sequently do not purport to reflect the return on any investment in any Class when those reinvestment rates are considered.

The information set forth in the following tables was prepared on the basis of the Modeling Assumptions and the assumptions that (1) the Interest Rate applicable to each Floating Rate Class for each Accrual Period following the first Accrual Period will be based on the indicated level of One-Month LIBOR, (2) the HECM MBS Rates applicable to the Group 1 through 3 and 5 through 8 Trust Assets for each Accrual Period following the applicable Approximate Weighted Average Next Rate Reset Month shown in Exhibit A will be based on the indicated level of One-Year LIBOR, (3) the HECM MBS Rates applicable to the Group 4 Trust Assets for each Accrual Period following the Approximate Weighted Average Rate Reset Month shown in Exhibit A will be based on the indicated level of One-Year CMT and (4) the purchase price of each Class (expressed as a percentage of its original Class Notional Balance) plus accrued interest is as indicated in the related table. The assumed purchase price is not necessarily that at which actual sales will occur.

SECURITY GROUP 1

Sensitivity of Class AI to Prepayments Assumed Price 10.0%*

0.59300% One-Year LIBOR


One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

7.1% (30.7)% (30.7)%

3.8% (35.9)% (35.9)%

0.4% (41.7)% (41.7)%

(3.1)% (48.3)% (48.3)%




One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 42.6% 40.2% 37.6% 34.9% 5.74800% . . . . . . . . . . . . . . . . . (20.0)% (23.0)% (26.1)% (29.3)%

11.30100% . . . . . . . . . . . . . . . . . (45.4)% (49.5)% (54.4)% (60.3)%

* The price does not include accrued interest. Accrued interest has been added to the price in calculat-ing the yields set forth in the table.

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One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

46.2% (4.3)%

(47.9)%

43.9% (7.2)%

(52.1)%

41.3% (10.2)% (56.9)%

38.5% (13.3)% (62.8)%

SECURITY GROUP 2

Sensitivity of Class BI to Prepayments Assumed Price 10.625%*



One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . . . . . . . . 7.9% 2.8% (2.3)% (7.7)% 5.74800% . . . . . . . . . . . . . . . . . . . . . . . . ** ** ** **

11.30100% . . . . . . . . . . . . . . . . . . . . . . . . ** ** ** **




One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

46.5% (26.6)%

**

41.3% (30.6)%

**

36.0% (34.7)%

**

30.5% (39.0)%

**




One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 52.9% 47.6% 42.2% 36.6% 5.74800% . . . . . . . . . . . . . . . . . (5.7)% (10.0)% (14.5)% (19.1)%

11.30100% . . . . . . . . . . . . . . . . . (19.6)% (23.7)% (27.9)% (32.2)%


** Indicates that investors will suffer a loss of virtually all of their investment.

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SECURITY GROUP 3

Sensitivity of Class CI to Prepayments Assumed Price 10.25%*



One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

6.2% (29.8)% (29.8)%

3.0% (33.5)% (33.5)%

(0.2)% (37.3)% (37.3)%

(3.3)% (41.2)% (41.2)%




One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

38.1% (22.3)% (43.7)%

35.8% (24.9)% (45.9)%

33.4% (27.6)% (48.0)%

30.8% (30.3)% (50.3)%




One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

40.2% (8.6)%

(35.7)%

38.0% (11.3)% (38.0)%

35.5% (14.1)% (40.3)%

33.0% (16.9)% (42.8)%

SECURITY GROUP 4

Sensitivity of Class DI to Prepayments Assumed Price 2.125%*

0.18000% One-Year CMT


One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . . (3.9)% (13.2)% (23.0)% (33.4)% 7.39750% . . . . . . . . . . . . . . . . . . ** ** ** **

14.60000% . . . . . . . . . . . . . . . . . . ** ** ** **



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One-Month LIBOR 75% 100% 125% 150%

0.19500% 7.39750%

14.60000%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

575.8% (43.2)%

**

546.4% (49.8)%

**

515.6% (56.7)%

**

482.9% (64.0)%

**




One-Month LIBOR 75% 100% 125% 150%

0.19500% 7.39750%

14.60000%

. . . . . . . . . . . . . . .

. . . . . . . . . . . . . . .

. . . . . . . . . . . . . . .

1451.0% 435.3%

**

1392.2% 411.4%

**

1330.2% 386.2%

**

1264.4% 359.5%

**

SECURITY GROUP 5

Sensitivity of Class EI to Prepayments Assumed Price 8.84375%* 0.59300% One-Year LIBOR


One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

7.2% (30.0)% (30.0)%

3.8% (35.7)% (35.7)%

0.3% (42.3)% (42.3)%

(3.2)% (50.5)% (50.5)%



One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

47.2% (25.4)% (44.4)%

44.9% (28.6)% (49.2)%

42.2% (32.1)% (55.0)%

39.4% (35.7)% (63.4)%



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One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 51.4% 49.0% 46.4% 43.5% 5.74800% . . . . . . . . . . . . . . . . . (1.8)% (4.8)% (7.9)% (11.1)%

11.30100% . . . . . . . . . . . . . . . . . (24.6)% (27.7)% (30.9)% (34.3)%

SECURITY GROUP 6

Sensitivity of Class JI to Prepayments Assumed Price 7.90625%* 0.59300% One-Year LIBOR


One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 8.1% 4.9% 1.8% (1.5)% 5.74800% . . . . . . . . . . . . . . . . . (29.9)% (33.9)% (38.0)% (42.3)%

11.30100% . . . . . . . . . . . . . . . . . (29.9)% (33.9)% (38.0)% (42.3)%



One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 46.0% 43.8% 41.3% 38.8% 5.74800% . . . . . . . . . . . . . . . . . (29.3)% (32.0)% (34.7)% (37.5)%

11.30100% . . . . . . . . . . . . . . . . . (44.3)% (46.8)% (49.4)% (52.1)%



One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 48.3% 46.0% 43.6% 41.0% 5.74800% . . . . . . . . . . . . . . . . . (9.0)% (11.8)% (14.6)% (17.6)%

11.30100% . . . . . . . . . . . . . . . . . (46.3)% (48.8)% (51.3)% (53.9)%


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SECURITY GROUP 7

Sensitivity of Class KI to Prepayments Assumed Price 5.59375%* 0.59300% One-Year LIBOR


One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

11.7% (44.6)% (44.6)%

7.9% (76.5)% (76.5)%

4.2% (76.5)% (76.5)%

0.5% (76.5)% (76.5)%



One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

83.0% (49.6)% (70.9)%

79.9% (53.8)% (96.9)%

76.5% (57.5)% (96.9)%

73.2% (61.4)% (96.9)%



One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . . . . . 92.3% 89.1% 85.6% 82.2% 5.74800% . . . . . . . . . . . . . . . . . . . . . 9.2% 6.1% 2.8% (0.4)%

11.30100% . . . . . . . . . . . . . . . . . . . . . (77.2)% ** ** **

SECURITY GROUPS 6 AND 7

Sensitivity of Class HI to Prepayments Assumed Price 7.125%*



One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

8.9% (31.5)% (31.5)%

5.6% (35.6)% (35.6)%

2.3% (39.8)% (39.8)%

(1.0)% (44.1)% (44.1)%



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One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 54.8% 52.4% 49.8% 47.0% 5.74800% . . . . . . . . . . . . . . . . . (32.8)% (35.5)% (38.3)% (41.1)%

11.30100% . . . . . . . . . . . . . . . . . (47.0)% (49.7)% (52.3)% (55.0)%




One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 59.3% 56.9% 54.2% 51.4% 5.74800% . . . . . . . . . . . . . . . . . (3.7)% (6.6)% (9.6)% (12.6)%

11.30100% . . . . . . . . . . . . . . . . . (49.3)% (51.8)% (54.3)% (56.9)%

SECURITY GROUP 8

Sensitivity of Class GI to Prepayments Assumed Price 8.0625%*



One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 11.0% 6.0% 0.9% (4.3)% 5.74800% . . . . . . . . . . . . . . . . . (60.9)% (67.3)% (78.6)% (88.4)%

11.30100% . . . . . . . . . . . . . . . . . (60.9)% (67.3)% (78.6)% (88.4)%




One-Month LIBOR 75% 100% 125% 150%

0.19500% . . . . . . . . . . . . . . . . . 57.9% 52.6% 47.1% 41.6% 5.74800% . . . . . . . . . . . . . . . . . (28.7)% (32.7)% (36.8)% (41.0)%

11.30100% . . . . . . . . . . . . . . . . . (84.9)% (84.9)% (84.9)% (86.5)%


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One-Month LIBOR 75% 100% 125% 150%

0.19500% 5.74800%

11.30100%

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .

63.4% (6.7)%

(90.8)%

58.0% (11.0)% (90.8)%

52.5% (15.4)% (90.8)%

46.9% (19.9)% (90.8)%


CERTAIN UNITED STATES FEDERAL INCOME TAX CONSEQUENCES

The following tax discussion, when read in conjunction with the discussion of “Certain United States Federal Income Tax Consequences” in the Base Offering Circular, describes the material United States federal income tax considerations for investors in the Securities. However, these two tax discussions do not purport to deal with all United States federal tax consequences applicable to all categories of investors, some of which may be subject to special rules.

REMIC Elections

In the opinion of Morgan, Lewis & Bockius LLP, the Trust will constitute a Double REMIC Series for United States federal income tax purposes. Separate REMIC elections will be made for the Pooling REMIC and the Issuing REMIC.

Regular Securities

The Regular Securities will be treated as debt instruments issued by the Issuing REMIC for United States federal income tax purposes. Income on the Regular Securities must be reported under an accrual method of accounting.

The Notional and HECM MBS Accrual Classes of Regular Securities will be issued with original issue discount (“OID”). See “Certain United States Federal Income Tax Consequences — Tax Treatment of Regular Securities — Original Issue Discount,” “— Variable Rate Securities” and “— Interest Weighted Securities and Non-VRDI Securities” in the Base Offering Circular.

The prepayment assumption that should be used, among other things, in determining the rates of accrual of OID on the Regular Securities is 100% PPC (as described in “Yield, Maturity and Prepayment Considerations” in this Supplement). In the case of the Floating Rate Classes, the interest rate values to be used for these determinations are the initial Interest Rates as set forth in the Terms Sheet under “Interest Rates.” No representation is made, however, about the rate at which prepayments on the HECMs underlying any Group of Participations actually will occur or the level of One-Month LIBOR, One-Year LIBOR or One-Year CMT at any time after the date of this Supplement. See “Certain United States Federal Income Tax Consequences” in the Base Offering Circular. In view of the complexities as to the manner of inclusion in income of OID on the Regular Securities, investors should consult their own tax advisors to determine the appropriate amount and method of inclusion in income of OID on the Regular Securities for United States federal income tax purposes.

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The Regular Securities generally will be treated as “regular interests” in a REMIC for domestic build-ing and loan associations and “real estate assets” for real estate investment trusts (“REITs”) as described in “Certain United States Federal Income Tax Consequences” in the Base Offering Circular. Similarly, interest on the Regular Securities will be considered “interest on obligations secured by mortgages on real property” for REITs as described in “Certain United States Federal Income Tax Consequences” in the Base Offering Circular.

Residual Securities

The Class RR Securities will represent the beneficial ownership of the Residual Interest in the Pooling REMIC and the beneficial ownership of the Residual Interest in the Issuing REMIC. The Residual Securities, i.e., the Class RR Securities, generally will be treated as “residual interests” in a REMIC for domestic building and loan associations and as “real estate assets” for REITs, as described in “Certain United States Federal Income Tax Consequences” in the Base Offering Circular, but will not be treated as debt for United States federal income tax purposes. Instead, the Holders of the Residual Securities will be required to report, and will be taxed on, their pro rata shares of the taxable income or loss of the Trust REMICs, and these requirements will continue until there are no outstanding regular interests in the respective Trust REMICs. Thus, Residual Holders will have taxable income attributable to the Residual Securities even though they will not receive principal or interest distributions with respect to the Residual Securities, which could result in a negative after-tax return for the Residual Holders. Even though the Holders of the Residual Securities are not entitled to any stated principal or interest pay-ments on the Residual Securities, the Trust REMICs may have substantial taxable income in certain peri-ods, and offsetting tax losses may not occur until much later periods. Accordingly, the Holders of the Residual Securities may experience substantial adverse tax timing consequences. Prospective investors are urged to consult their own tax advisors and consider the after-tax effect of ownership of the Residual Securities and the suitability of the Residual Securities to their investment objectives.

Prospective Holders of Residual Securities should be aware that, at issuance, based on the expected prices of the Regular and Residual Securities and the prepayment assumption described above, the residual interests represented by the Residual Securities will be treated as “noneconomic residual inter-ests” as that term is defined in Treasury regulations.

MX Securities

For a discussion of certain United States federal income tax consequences applicable to the MX Class, see “Certain United States Federal Income Tax Consequences — Tax Treatment of MX Securities,” “— Exchanges of MX Classes and Regular Classes” and “— Taxation of Foreign Holders of REMIC Secu-rities and MX Securities” in the Base Offering Circular.

Investors should consult their own tax advisors in determining the United States federal, state, local, foreign and any other tax consequences to them of the purchase, ownership and disposition of the Securities.

ERISA MATTERS

Ginnie Mae guarantees distributions of principal and interest with respect to the Securities. The Ginnie Mae Guaranty is supported by the full faith and credit of the United States of America. The Regu-lar and MX Securities will qualify as “guaranteed governmental mortgage pool certificates” within the meaning of a Department of Labor regulation, the effect of which is to provide that mortgage loans and participations therein underlying a “guaranteed governmental mortgage pool certificate” will not be considered assets of an employee benefit plan subject to the Employee Retirement Income Security Act

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of 1974, as amended (“ERISA”), or subject to Section 4975 of the Code (each, a “Plan”), solely by reason of the Plan’s purchase and holding of that certificate. Fiduciaries of any such Plans should consult with their counsel before purchasing any of the Securities.

Prospective Plan Investors should consult with their advisors to determine whether the purchase, holding or resale of a Security could give rise to a transaction that is prohibited or is not otherwise permissible under either ERISA or the Code.

Governmental plans and certain church plans, while not subject to the fiduciary responsibility provi-sions of ERISA or the prohibited transaction provisions of ERISA and the Code, may nevertheless be subject to local, state or other federal laws that are substantially similar to the foregoing provisions of ERISA and the Code.

See “ERISA Considerations” in the Base Offering Circular.

The Residual Securities are not offered to, and may not be transferred to, a Plan Investor.

LEGAL INVESTMENT CONSIDERATIONS

Institutions whose investment activities are subject to legal investment laws and regulations or to review by certain regulatory authorities may be subject to restrictions on investment in the Securities. No representation is made about the proper characterization of any Class for legal investment or other purposes, or about the permissibility of the purchase by particular investors of any Class under applicable legal investment restrictions.

Investors should consult their own legal advisors regarding applicable investment restrictions and the effect of any restrictions on the liquidity of the Securities prior to investing in the Securities.

See “Legal Investment Considerations” in the Base Offering Circular.

PLAN OF DISTRIBUTION

Subject to the terms and conditions of the Sponsor Agreement, the Sponsor has agreed to purchase all of the Securities if any are sold and purchased. The Sponsor proposes to offer the Regular and MX Classes to the public from time to time for sale in negotiated transactions at varying prices to be determined at the time of sale, plus accrued interest from (1) June 1, 2020 on the Delay Classes and (2) June 20, 2020 on the Floating Rate Classes. The Sponsor may effect these transactions by sales to or through certain securities dealers. These dealers may receive compensation in the form of discounts, concessions or commissions from the Sponsor and/or commissions from any purchasers for which they act as agents. Some of the Securities may be sold through dealers in relatively small sales. In the usual case, the commission charged on a relatively small sale of securities will be a higher percentage of the sales price than that charged on a large sale of securities.

INCREASE IN SIZE

Before the Closing Date, Ginnie Mae, the Trustee and the Sponsor may agree to increase the size of this offering. In that event, the Securities will have the same characteristics as described in this Supple-ment, except that the Original Class Principal Balance (or original Class Notional Balance) of each Class receiving principal distributions or interest distributions based upon a notional balance from the

S-70

same Trust Asset Group will increase by the same proportion. The Trust Agreement, the Final Data Statement and the Supplemental Statement, if any, will reflect any increase in the size of the transaction.

LEGAL MATTERS

Certain legal matters will be passed upon for Ginnie Mae by Hunton Andrews Kurth LLP, for the Trust by Morgan, Lewis & Bockius LLP and Marcell Solomon & Associates, P.C., and for the Trustee by Nixon Peabody LLP.

S-71

Sch

edu

le I

S-I-1

Ava

ilab

le C

om

bin

atio

n(1

)

RE

MIC

Sec

uri

ties

M

X S

ecu

riti

es

Max

imu

mO

rigi

nal

Cla

ss

Ori

gin

al C

lass

Fi

nal

N

oti

on

al

Rel

ated

N

oti

on

al

Pri

nci

pal

In

tere

st

Inte

rest

C

USI

P

Dis

trib

uti

on

Cla

ss

Bal

ance

M

X C

lass

B

alan

ce(2

) T

ype(

3)

Rat

e T

ype(

3)

Nu

mb

er

Dat

e(4)

Secu

rity

Gro

up

s 6

and

7

Com

bina

tion

1(6)

JI

$3

9,09

7,17

1 H

I $5

9,49

8,81

2 N

TL(

HPT

) (5

) H

WAC/I

O/D

LY

3838

0QCH

3 Ju

ne 2

070

KI

20,4

01,6

41

(1)

All

exch

ange

s m

ust co

mply

with

min

imum

den

omin

atio

n re

strict

ions

.

(2)

The

am

ount

sho

wn

for th

e M

X C

lass

rep

rese

nts

the

max

imum

origi

nal C

lass

Not

iona

l Bal

ance

of th

at C

lass

, ass

umin

g it

wer

e to

be

issu

ed

on the

Clo

sing

Dat

e.

(3)

As

defin

ed u

nder

“Cla

ss T

ypes

” in

Appen

dix

I to

the

Bas

e O

ffer

ing

Circu

lar.

(4)

See

“Yie

ld, M

atu

rity

an

d P

repa

ymen

t Con

sider

ation

s —

Fin

al D

istr

ibu

tion

Date

” in

this

Su

pple

men

t.

(5)

The

Int

eres

t Rat

e w

ill b

e ca

lcul

ated

as

desc

ribe

d un

der “T

erm

s Sh

eet —

Int

eres

t Rat

es”

in thi

s Su

pple

men

t.

(6)

Der

ived

fro

m R

EMIC

Cla

sses

rel

atin

g to

sep

arat

e G

roup

s.

Ex

hib

it A

A-1

Ass

um

ed C

har

acte

rist

ics

of

the

HE

CM

s an

d t

he

Par

tici

pat

ion

s U

nd

erly

ing

the

Tru

st A

sset

s(1)

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oxim

ate

Appr

oxim

ate

Appr

oxim

ate

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oxim

ate

Appr

oxim

ate

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ghte

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ghte

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ghte

d Ap

prox

imat

e Av

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e Av

erag

e Ap

prox

imat

e Av

erag

e Av

erag

e W

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ted

Aver

age

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ghte

d G

ross

G

ross

Ap

prox

imat

e W

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ted

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al

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eque

nt

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aini

ng

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al

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enta

ge

HEC

M M

BS

HEC

M A

ge

HEC

M

Rate

Res

et

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age N

ext

Gro

ss

Aver

age

Life

time

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time

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ghte

d Av

erag

e M

onth

ly

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thly

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onth

ly

Dra

w T

erm

Av

aila

ble

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imum

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l H

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uenc

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st R

ate

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rest

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e In

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age M

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g Fe

e Se

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dule

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aim

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ount

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pe

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r (8)

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1)

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3)

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9)

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ally

12

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(21)

(1

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(19)

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June

202

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1

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12

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June

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June

202

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46

FLT

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ally

6 4.7

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Febr

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202

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Febr

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0.0

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202

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June

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June

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ally

12

3.390

%

2.450

%

2.450

%

8.390

%

0.500

%

0.360

%

(21)

(2

3)

(23)

(2

3)

0.00

0.00

323,0

00.00

BU8

038

June

202

0 3

Line

Of C

redi

t 10

0%

19,40

8,778

.00

19,40

8,778

.36

0 FL

T 1-

year

LIBO

R An

nuall

y 12

3.0

14%

2.1

48%

2.1

48%

8.0

14%

0.5

00%

0.3

60%

(2

1)

(19)

(1

9)

(19)

77

8,764

.13

4,827

,399.6

3 43

,113,9

40.00

BU9

729

June

202

0 3

Mod

ified

Ten

ure

100%

53

,470.0

0 53

,470.3

3 0

FLT

1-ye

ar LI

BOR

Annu

ally

12

2.975

%

2.115

%

2.115

%

7.975

%

0.500

%

0.360

%

(21)

0.0

0 1,4

32.00

(2

0)

(22)

49

,107.5

2 54

5,000

.00 B

U972

9 Ju

ne 2

020

3 M

odifi

ed T

erm

10

0%

482,0

53.41

48

2,053

.52

0 FL

T 1-

year

LIBO

R An

nuall

y 12

2.7

38%

1.9

02%

1.9

02%

7.7

38%

0.5

00%

0.3

60%

(2

1)

0.00

3,400

.00

74

150,1

08.76

27

3,374

.62

1,700

,600.0

0 BU

9729

Ju

ne 2

020

3 Te

nure

10

0%

53,54

8.59

53,54

8.59

0 FL

T 1-

year

LIBO

R An

nuall

y 12

3.8

36%

3.0

00%

3.0

00%

8.8

36%

0.5

00%

0.3

60%

(2

1)

0.00

1,194

.98

(20)

0.0

0 0.0

0 38

5,000

.00 B

U972

9 Ju

ne 2

020

3 Lin

e O

f Cre

dit

100%

21

,180,9

74.14

21

,180,9

74.86

0

FLT

1-ye

ar LI

BOR

Annu

ally

12

3.013

%

2.074

%

2.074

%

8.013

%

0.500

%

0.360

%

(21)

(1

9)

(19)

(1

9)

1,193

,447.3

7 6,1

83,05

9.10

47,86

4,200

.00 B

U973

0 Ju

ne 2

020

3 M

odifi

ed T

enur

e 10

0%

183,5

91.78

18

3,591

.78

0 FL

T 1-

year

LIBO

R An

nuall

y 12

2.9

82%

2.0

00%

2.0

00%

7.9

82%

0.5

00%

0.3

60%

(2

1)

0.00

1,000

.00

(20)

11

9,585

.82

186,5

14.20

76

5,600

.00 B

U973

0 Ju

ne 2

020

3 M

odifi

ed T

erm

10

0%

44,22

2.15

44,22

2.15

0 FL

T 1-

year

LIBO

R An

nuall

y 12

3.0

65%

2.1

25%

2.1

25%

8.0

65%

0.5

00%

0.3

60%

(2

1)

0.00

500.0

0 12

1 65

,705.0

5 89

,084.2

2 32

6,000

.00 B

U973

0 Ju

ne 2

020

3 Te

nure

10

0%

360,5

25.59

36

0,525

.59

0 FL

T 1-

year

LIBO

R An

nuall

y 12

2.8

29%

1.8

69%

1.8

69%

7.8

29%

0.5

00%

0.3

60%

(2

1)

0.00

1,266

.03

(20)

0.0

0 0.0

0 1,1

05,00

0.00

BU97

30

June

202

0 3

Term

10

0%

596,3

65.34

59

6,365

.34

1 FL

T 1-

year

LIBO

R An

nuall

y 12

2.9

17%

1.9

38%

1.9

38%

7.9

17%

0.5

00%

0.3

60%

(2

1)

0.00

7,302

.19

118

0.00

0.00

2,114

,600.0

0 BU

9730

Ju

ne 2

020

4 Lin

e O

f Cre

dit

2.834

8496

177%

74

,799,5

06.54

10

6,200

,132.4

3 15

6 FL

T 1-

year

CM

T M

onth

ly 1

1.223

%

1.053

%

1.053

%

15.63

3%

0.500

%

0.150

%

$15,7

23

(19)

(1

9)

(19)

(2

2)

9,170

,207.1

4 12

7,329

,821.0

0 89

1588

Ap

ril 20

08

4 M

odifi

ed T

enur

e 2.8

3484

9617

7%

2,324

,169.2

4 6,6

78,18

4.05

157

FLT

1-ye

ar C

MT

Mon

thly

1 1.2

26%

1.0

56%

1.0

56%

15

.799%

0.5

00%

0.1

50%

90

7 0.0

0 19

,294.5

1 (2

0)

(22)

91

7,917

.83

8,446

,975.0

0 89

1588

Ap

ril 20

08

4 M

odifi

ed T

erm

2.8

3484

9617

7%

2,312

,849.5

5 6,0

45,98

4.20

155

FLT

1-ye

ar C

MT

Mon

thly

1 1.2

50%

1.0

80%

1.0

80%

15

.493%

0.5

00%

0.1

50%

73

7 (2

3)

(23)

(2

3)

(22)

43

8,023

.92

7,049

,605.0

0 89

1588

Ap

ril 20

08

4 Te

nure

2.8

3484

9617

7%

1,279

,134.7

3 3,2

41,25

5.21

157

FLT

1-ye

ar C

MT

Mon

thly

1 1.1

70%

1.0

00%

1.0

00%

15

.769%

0.5

00%

0.1

50%

43

9 0.0

0 10

,450.3

1 (2

0)

0.00

0.00

3,777

,160.0

0 89

1588

Ap

ril 20

08

4 Te

rm

2.834

8496

177%

37

4,527

.78

803,3

38.93

15

4 FL

T 1-

year

CM

T M

onth

ly 1

1.170

%

1.000

%

1.000

%

15.68

3%

0.500

%

0.150

%

90

0.00

2,483

.18

2 0.0

0 0.0

0 95

7,790

.00

8915

88

April

2008

4

Line

Of C

redi

t 0.3

2677

5040

7%

38,75

4,994

.55

52,62

1,587

.82

162

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.4

71%

1.4

71%

16

.482%

0.5

00%

0.1

00%

8,1

79

(19)

(1

9)

(19)

(2

2)

3,453

,224.5

3 60

,826,8

30.00

89

1616

Ju

ly 20

08

4 M

odifi

ed T

enur

e 0.3

2677

5040

7%

2,760

,718.8

1 6,9

21,71

6.87

162

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.467%

0.5

00%

0.1

00%

97

0 0.0

0 13

,650.3

7 (2

0)

(22)

1,3

48,23

0.40

8,192

,570.0

0 89

1616

Ju

ly 20

08

4 M

odifi

ed T

erm

0.3

2677

5040

7%

2,295

,152.9

7 4,4

29,23

4.50

162

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.465%

0.5

00%

0.1

00%

57

5 (2

3)

(23)

(2

3)

(22)

35

0,104

.74

5,076

,350.0

0 89

1616

Ju

ly 20

08

4 Te

nure

0.3

2677

5040

7%

576,7

07.93

1,7

11,54

3.45

163

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.488%

0.5

00%

0.1

00%

25

0 0.0

0 6,0

89.32

(2

0)

0.00

0.00

1,972

,940.0

0 89

1616

Ju

ly 20

08

4 Te

rm

0.326

7750

407%

28

1,265

.71

512,3

77.63

16

2 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.500

%

1.500

%

16.49

0%

0.500

%

0.100

%

65

0.00

809.1

5 78

0.0

0 0.0

0 53

9,450

.00

8916

16

July

2008

4

Line

Of C

redi

t 4.1

9924

4628

7%

26,66

5,524

.83

33,18

1,774

.34

151

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

47%

1.1

77%

1.1

77%

14

.994%

0.5

00%

0.0

60%

6,0

30

(19)

(1

9)

(19)

(2

2)

2,458

,768.9

4 40

,309,0

57.00

89

2398

Fe

brua

ry 2

010

4 M

odifi

ed T

enur

e 4.1

9924

4628

7%

95,98

2.82

256,0

01.71

15

1 FL

T 1-

year

CM

T M

onth

ly 1

1.420

%

1.250

%

1.250

%

14.97

0%

0.500

%

0.060

%

70

0.00

625.0

0 (2

0)

(22)

33

,649.5

5 31

9,000

.00

8923

98

Febr

uary

201

0 4

Mod

ified

Ter

m

4.199

2446

287%

33

2,613

.84

637,3

57.75

15

1 FL

T 1-

year

CM

T M

onth

ly 1

1.341

%

1.171

%

1.171

%

14.70

5%

0.500

%

0.060

%

100

0.00

1,143

.35

113

(22)

4,5

16.13

76

4,790

.00

8923

98

Febr

uary

201

0 4

Tenu

re

4.199

2446

287%

51

9,177

.52

1,159

,850.2

1 15

2 FL

T 1-

year

CM

T M

onth

ly 1

1.390

%

1.220

%

1.220

%

15.30

0%

0.500

%

0.060

%

205

0.00

3,908

.95

(20)

0.0

0 0.0

0 1,4

71,78

0.00

8923

98

Febr

uary

201

0 4

Term

4.1

9924

4628

7%

67,80

6.35

195,1

13.84

15

0 FL

T 1-

year

CM

T M

onth

ly 1

1.270

%

1.100

%

1.100

%

14.40

0%

0.500

%

0.060

%

30

0.00

831.7

1 90

0.0

0 0.0

0 22

0,000

.00

8923

98

Febr

uary

201

0 4

Line

Of C

redi

t 43

.0014

1167

71%

48

8,363

.12

211,1

22,52

1.21

167

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.699%

0.5

00%

0.0

90%

32

,743

(19)

(1

9)

(19)

(2

2)

16,63

8,506

.07

253,0

94,42

9.00

8929

65

Sept

embe

r 201

0 4

Mod

ified

Ten

ure

43.00

1411

6771

%

94,94

4.77

17,42

0,072

.55

167

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.708%

0.5

00%

0.0

90%

2,3

05

0.00

42,92

2.03

(20)

(2

2)

2,545

,079.4

1 21

,138,3

95.00

89

2965

Se

ptem

ber 2

010

4 M

odifi

ed T

erm

43

.0014

1167

71%

71

,970.5

3 12

,961,0

79.99

16

7 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.500

%

1.500

%

16.72

3%

0.500

%

0.090

%

1,855

(2

3)

(23)

(2

3)

(22)

1,2

43,54

4.25

15,45

0,241

.00

8929

65

Sept

embe

r 201

0 4

Tenu

re

43.00

1411

6771

%

55,93

0.45

12,40

0,154

.76

167

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.692%

0.5

00%

0.0

90%

1,5

60

0.00

41,22

9.50

(20)

0.0

0 0.0

0 14

,956,3

71.00

89

2965

Se

ptem

ber 2

010

4 Te

rm

43.00

1411

6771

%

2,452

.91

831,5

88.66

16

6 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.500

%

1.500

%

16.69

1%

0.500

%

0.090

%

120

0.00

1,522

.91

434

0.00

0.00

913,2

00.00

89

2965

Se

ptem

ber 2

010

4 Lin

e O

f Cre

dit

54.69

2328

3496

%

845,6

87.02

22

1,383

,201.3

3 16

7 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.500

%

1.500

%

16.66

3%

0.500

%

0.360

%

34,40

3 (1

9)

(19)

(1

9)

(22)

16

,923,5

35.64

26

4,898

,289.0

0 89

4730

Ju

ly 20

12

4 M

odifi

ed T

enur

e 54

.6923

2834

96%

16

7,177

.07

17,54

3,294

.63

167

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.695%

0.5

00%

0.3

60%

2,3

15

0.00

42,37

6.41

(20)

(2

2)

2,546

,580.6

4 21

,270,6

85.00

89

4730

Ju

ly 20

12

4 M

odifi

ed T

erm

54

.6923

2834

96%

10

1,995

.49

13,31

4,188

.84

167

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.694%

0.5

00%

0.3

60%

1,9

20

(23)

(2

3)

(23)

(2

2)

1,258

,595.1

2 15

,844,2

41.00

89

4730

Ju

ly 20

12

4 Te

nure

54

.6923

2834

96%

11

0,076

.52

12,57

7,979

.19

167

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.691%

0.5

00%

0.3

60%

1,5

90

0.00

41,96

2.10

(20)

0.0

0 0.0

0 15

,158,3

71.00

89

4730

Ju

ly 20

12

4 Te

rm

54.69

2328

3496

%

4,763

.97

831,5

88.66

16

6 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.500

%

1.500

%

16.69

1%

0.500

%

0.360

%

120

0.00

1,522

.91

434

0.00

0.00

913,2

00.00

89

4730

Ju

ly 20

12

4 Lin

e O

f Cre

dit

100%

28

6,747

.78

40,29

8,963

.50

159

FLT

1-ye

ar C

MT

Mon

thly

1 1.5

57%

1.3

87%

1.3

87%

16

.348%

0.5

00%

0.3

60%

5,3

90

(19)

(1

9)

(19)

(2

2)

2,643

,911.1

0 46

,679,6

15.00

89

5686

No

vem

ber 2

011

4 M

odifi

ed T

enur

e 10

0%

8,160

.86

1,054

,537.7

0 16

1 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.500

%

1.500

%

16.52

3%

0.500

%

0.360

%

140

0.00

2,523

.93

(20)

(2

2)

196,1

91.23

1,3

12,58

0.00

8956

86

Nove

mbe

r 201

1 4

Mod

ified

Ter

m

100%

9,3

06.29

89

6,253

.96

156

FLT

1-ye

ar C

MT

Mon

thly

1 1.1

90%

1.0

20%

1.0

20%

15

.901%

0.5

00%

0.3

60%

90

(2

3)

(23)

(2

3)

(22)

59

,163.3

8 99

3,790

.00

8956

86

Nove

mbe

r 201

1 4

Tenu

re

100%

6,4

69.14

85

6,087

.98

159

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

39%

1.1

69%

1.1

69%

16

.128%

0.5

00%

0.3

60%

12

5 0.0

0 2,4

28.98

(2

0)

0.00

0.00

1,084

,745.0

0 89

5686

No

vem

ber 2

011

4 Te

rm

100%

5,0

78.59

54

1,200

.03

160

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

34%

1.1

64%

1.1

64%

16

.104%

0.5

00%

0.3

60%

70

0.0

0 1,5

48.79

71

0.0

0 0.0

0 64

7,790

.00

8956

86

Nove

mbe

r 201

1 4

Line

Of C

redi

t 10

0%

188,3

74.99

48

,570,2

72.19

16

3 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.496

%

1.496

%

16.47

2%

0.500

%

0.360

%

7,559

(1

9)

(19)

(1

9)

(22)

3,4

53,22

4.53

56,33

7,410

.00 A

E959

5 Ju

ly 20

13

4 M

odifi

ed T

enur

e 10

0%

90,91

3.66

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July

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https://350,104.74

https://8,484.58

https://4,429,234.50

https://39,218.97

https://8,192,570.00

https://1,348,230.40

https://13,650.37

https://6,921,716.87

https://90,913.66

https://56,337,410.00

https://3,453,224.53

https://48,570,272.19

https://188,374.99

https://647,790.00

https://1,548.79

https://541,200.03

https://5,078.59

https://1,084,745.00

https://2,428.98

https://856,087.98

https://6,469.14

https://993,790.00

https://59,163.38

https://896,253.96

https://9,306.29

https://1,312,580.00

https://196,191.23

https://2,523.93

https://1,054,537.70

https://8,160.86

https://46,679,615.00

https://2,643,911.10

https://40,298,963.50

https://286,747.78

https://913,200.00

https://1,522.91

https://831,588.66

https://4,763.97

https://15,158,371.00

https://41,962.10

https://12,577,979.19

https://110,076.52

https://15,844,241.00

https://1,258,595.12

https://13,314,188.84

https://101,995.49

https://21,270,685.00

https://2,546,580.64

https://42,376.41

https://17,543,294.63

https://167,177.07

https://264,898,289.00

https://16,923,535.64

https://221,383,201.33

https://845,687.02

https://913,200.00

https://1,522.91

https://831,588.66

https://2,452.91

https://14,956,371.00

https://41,229.50

https://12,400,154.76

https://55,930.45

https://15,450,241.00

https://1,243,544.25

https://12,961,079.99

https://71,970.53

https://21,138,395.00

https://2,545,079.41

https://42,922.03

https://17,420,072.55

https://94,944.77

https://253,094,429.00

https://16,638,506.07

https://211,122,521.21

https://488,363.12

https://220,000.00

https://195,113.84

https://67,806.35

https://1,471,780.00

https://3,908.95

https://1,159,850.21

https://519,177.52

https://764,790.00

https://4,516.13

https://1,143.35

https://637,357.75

https://332,613.84

https://319,000.00

https://33,649.55

https://256,001.71

https://95,982.82

https://40,309,057.00

https://2,458,768.94

https://33,181,774.34

https://26,665,524.83

https://539,450.00

https://512,377.63

https://281,265.71

https://1,972,940.00

https://6,089.32

https://1,711,543.45

https://576,707.93

https://5,076,350.00

https://350,104.74

https://4,429,234.50

https://2,295,152.97

https://8,192,570.00

https://1,348,230.40

https://13,650.37

https://6,921,716.87

https://2,760,718.81

https://60,826,830.00

https://3,453,224.53

https://52,621,587.82

https://38,754,994.55

https://957,790.00

https://2,483.18

https://803,338.93

https://374,527.78

https://3,777,160.00

https://10,450.31

https://3,241,255.21

https://1,279,134.73

https://7,049,605.00

https://438,023.92

https://6,045,984.20

https://2,312,849.55

https://8,446,975.00

https://917,917.83

https://19,294.51

https://6,678,184.05

https://2,324,169.24

https://127,329,821.00

https://9,170,207.14

https://106,200,132.43

https://74,799,506.54

https://2,114,600.00

https://7,302.19

https://596,365.34

https://596,365.34

https://1,105,000.00

https://1,266.03

https://360,525.59

https://360,525.59

https://326,000.00

https://89,084.22

https://65,705.05

https://44,222.15

https://44,222.15

https://765,600.00

https://186,514.20

https://119,585.82

https://1,000.00

https://183,591.78

https://183,591.78

https://47,864,200.00

https://6,183,059.10

https://1,193,447.37

https://21,180,974.86

https://21,180,974.14

https://385,000.00

https://1,194.98

https://53,548.59

https://53,548.59

https://1,700,600.00

https://273,374.62

https://150,108.76

https://3,400.00

https://482,053.52

https://482,053.41

https://545,000.00

https://49,107.52

https://1,432.00

https://53,470.33

https://53,470.00

https://43,113,940.00

https://4,827,399.63

https://778,764.13

https://19,408,778.36

https://19,408,778.00

https://323,000.00

https://129,039.77

https://129,039.77

https://852,000.00

https://221,441.07

https://218,620.07

https://18,431.59

https://142,346.95

https://142,346.23

https://10,243,148.00

https://928,893.48

https://131,191.32

https://4,749,723.27

https://4,749,723.00

https://310,000.00

https://168,309.17

https://168,309.00

https://8,887,900.00

https://951,243.53

https://357,306.47

https://3,905,526.45

https://3,905,526.00

https://14,419,600.00

https://65,347.36

https://4,983,329.77

https://73,696.45

https://26,375,200.00

https://74,372.93

https://7,976,883.69

https://85,881.90

https://24,377,300.00

https://862,363.45

https://138,223.09

https://11,370,442.34

https://190,171.92

https://10,024,450.00

https://526,428.68

https://24,536.15

https://3,311,229.34

https://38,397.93

https://541,253,310.00

https://7,018,545.05

https://355,128,347.15

https://1,851,454.77

https://33,906,600.00

https://143,284.64

https://17,478,176.18

https://156,430.99

https://95,119,620.00

https://262,667.62

https://37,087,127.14

https://328,993.55

https://191,324,750.00

https://26,425,378.47

https://724,309.14

https://95,163,331.02

https://1,031,319.18

https://130,654,000.00

https://21,341,284.31

https://267,119.19

https://50,395,377.60

https://496,160.65

https://5,430,910,257.00

https://639,918,388.18

https://3,318,506,244.81

https://12,665,444.46

https://29,605,900.00

https://112,276.78

https://15,087,362.14

https://132,830.39

https://62,253,450.00

https://175,195.60

https://22,161,585.68

https://206,425.66

https://199,193,400.00

https://27,393,888.77

https://809,373.54

https://97,084,913.42

https://1,043,794.21

https://152,756,350.00

https://25,208,139.78

https://361,616.96

https://54,298,177.98

https://594,919.29

https://3,543,897,560.00

https://473,474,390.12

https://2,113,883,749.55

https://9,172,528.89

https://636,000.00

https://23,543.30

https://2,800.00

https://54,040.50

https://54,040.50

https://120,000.00

https://27,602.75

https://8,515.54

https://8,515.50

https://96,080,298.00

https://14,852,419.94

https://4,050,798.59

https://37,904,814.14

https://37,904,814.00

https://765,000.00

https://44,051.35

https://7,662.99

https://7,000.00

https://7,000.00

https://214,198.44

https://207,026.09

https://1,531,200.00

https://416,399.85

https://228,356.81

https://1,300.00

https://480,121.06

https://478,476.15

https://45,230,083.00

https://6,437,795.31

https://1,932,424.57

https://18,382,491.02

https://18,365,885.69

https://2,512,025.00

https://200,919.46

https://194,707.10

https://15,816.53

https://310,722.43

https://231,190.18

https://26,109,475.00

https://4,365,777.08

https://1,265,563.60

https://10,970,518.75

https://10,776,582.88

https://305,000.00

https://10,195.34

https://9,913.88

https://76,459.34

https://71,073.36

https://300,000.00

https://13,138.94

https://10,845.32

https://1,344.00

https://22,127.77

https://13,886.55

https://29,390,725.00

https://2,700,170.33

https://599,529.49

https://14,745,062.09

https://14,570,491.17

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Mon

thly

1 1.2

28%

1.0

58%

1.0

58%

16

.037%

0.5

00%

0.3

60%

20

0 (2

3)

(23)

(2

3)

(22)

10

2,301

.23

1,497

,140.0

0 BE

0728

Nov

embe

r 201

7 4

Tenu

re

100.0

0000

0000

0%

43,35

2.80

1,200

,356.9

3 15

6 FL

T 1-

year

CM

T M

onth

ly 1

1.170

%

1.000

%

1.000

%

15.97

6%

0.500

%

0.360

%

200

0.00

3,587

.63

(20)

0.0

0 0.0

0 1,5

14,79

0.00

BE07

28 N

ovem

ber 2

017

4 Te

rm

100.0

0000

0000

0%

8,504

.74

320,3

25.98

15

6 FL

T 1-

year

CM

T M

onth

ly 1

1.170

%

1.000

%

1.000

%

15.98

0%

0.500

%

0.360

%

35

(23)

(2

3)

(23)

0.0

0 0.0

0 36

2,790

.00 B

E072

8 No

vem

ber 2

017

4 Lin

e O

f Cre

dit

69.98

9760

4306

%

731,4

28.75

55

0,168

,984.6

6 15

8 FL

T 1-

year

CM

T M

onth

ly 1

1.615

%

1.445

%

1.445

%

15.51

9%

0.500

%

0.360

%

80,13

0 (1

9)

(19)

(1

9)

(22)

37

,872,7

44.42

64

5,624

,228.0

0 BE

0933

Nov

embe

r 201

7 4

Mod

ified

Ten

ure

69.98

9760

4306

%

83,68

0.51

22,78

4,815

.57

160

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

32%

1.4

62%

1.4

62%

15

.686%

0.5

00%

0.3

60%

3,0

20

0.00

57,62

9.98

(20)

(2

2)

3,454

,607.2

7 28

,440,5

85.00

BE0

933

Nove

mbe

r 201

7 4

Mod

ified

Ter

m

69.98

9760

4306

%

47,21

9.12

15,46

8,454

.89

156

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

94%

1.5

24%

1.5

24%

15

.432%

0.5

00%

0.3

60%

1,9

97

(23)

(2

3)

(23)

(2

2)

1,139

,813.3

1 17

,494,8

60.00

BE0

933

Nove

mbe

r 201

7 4

Tenu

re

69.98

9760

4306

%

68,39

7.34

17,39

7,265

.80

157

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

78%

1.5

08%

1.5

08%

15

.454%

0.5

00%

0.3

60%

2,3

87

0.00

50,82

0.28

(20)

0.0

0 0.0

0 21

,310,4

60.00

BE0

933

Nove

mbe

r 201

7 4

Term

69

.9897

6043

06%

7,5

65.69

2,6

13,21

6.87

163

FLT

1-ye

ar C

MT

Mon

thly

1 1.5

50%

1.3

80%

1.3

80%

16

.031%

0.5

00%

0.3

60%

31

5 0.0

0 7,6

49.77

58

0.0

0 0.0

0 2,9

22,97

0.00

BE09

33 N

ovem

ber 2

017

4 Lin

e O

f Cre

dit

100%

76

3,761

.65

174,0

16,13

9.45

153

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

61%

1.1

91%

1.1

91%

15

.434%

0.5

00%

0.2

70%

31

,685

(19)

(1

9)

(19)

(2

2)

10,27

2,123

.64

207,7

25,85

9.00

BI54

26

Augu

st 20

18

4 M

odifi

ed T

erm

10

0%

933.8

8 18

0,437

.46

152

FLT

1-ye

ar C

MT

Mon

thly

1 1.1

70%

1.0

00%

1.0

00%

15

.050%

0.5

00%

0.2

70%

35

(2

3)

(23)

(2

3)

(24)

(2

4)

190,0

00.00

BI

5426

Au

gust

2018

4

Tenu

re

100%

58

,651.5

6 4,4

47,32

4.27

153

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

85%

1.2

15%

1.2

15%

15

.452%

0.5

00%

0.2

70%

79

0 0.0

0 15

,487.2

8 (2

0)

0.00

0.00

5,493

,650.0

0 BI

5426

Au

gust

2018

4

Term

10

0%

3,411

.10

380,3

33.95

15

0 FL

T 1-

year

CM

T M

onth

ly 1

1.314

%

1.144

%

1.144

%

14.44

4%

0.500

%

0.270

%

65

0.00

5,831

.77

65

0.00

0.00

410,0

00.00

BI

5426

Au

gust

2018

4

Line

Of C

redi

t 10

0%

395,5

93.02

82

,277,6

00.68

16

4 FL

T 1-

year

CM

T M

onth

ly 1

1.664

%

1.494

%

1.494

%

16.52

0%

0.500

%

0.330

%

12,33

0 (1

9)

(19)

(1

9)

(22)

5,3

34,09

9.12

96,77

6,894

.00

BI54

39

July

2018

4

Mod

ified

Ten

ure

100%

99

,464.2

4 5,3

21,97

6.64

164

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.527%

0.5

00%

0.3

30%

63

5 0.0

0 13

,736.6

5 (2

0)

(22)

1,2

97,11

1.01

6,484

,780.0

0 BI

5439

Ju

ly 20

18

4 M

odifi

ed T

erm

10

0%

94,13

2.48

3,789

,773.2

0 16

3 FL

T 1-

year

CM

T M

onth

ly 1

1.659

%

1.489

%

1.489

%

16.51

5%

0.500

%

0.330

%

555

(23)

(2

3)

(23)

(2

2)

91,33

4.00

4,245

,150.0

0 BI

5439

Ju

ly 20

18

4 Te

nure

10

0%

76,18

9.00

3,825

,176.1

0 16

4 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.500

%

1.500

%

16.50

4%

0.500

%

0.330

%

460

0.00

11,96

1.83

(20)

0.0

0 0.0

0 4,6

48,26

0.00

BI54

39

July

2018

4

Term

10

0%

1,139

.76

169,1

11.78

16

1 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.500

%

1.500

%

16.46

0%

0.500

%

0.330

%

30

(23)

(2

3)

(23)

0.0

0 0.0

0 18

3,000

.00

BI54

39

July

2018

4

Line

Of C

redi

t 10

0%

509,1

54.38

82

,677,7

31.97

16

4 FL

T 1-

year

CM

T M

onth

ly 1

1.663

%

1.493

%

1.493

%

16.51

0%

0.500

%

0.360

%

12,30

5 (1

9)

(19)

(1

9)

(22)

4,9

83,58

3.83

96,77

7,299

.00 B

K776

7 Fe

brua

ry 2

019

4 M

odifi

ed T

enur

e 10

0%

169,9

04.82

5,3

21,97

6.64

164

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.529%

0.5

00%

0.3

60%

63

5 0.0

0 13

,736.6

5 (2

0)

(22)

1,2

97,11

1.01

6,484

,780.0

0 BK

7767

Fe

brua

ry 2

019

4 M

odifi

ed T

erm

10

0%

78,08

8.68

4,073

,481.4

7 16

3 FL

T 1-

year

CM

T M

onth

ly 1

1.662

%

1.492

%

1.492

%

16.53

0%

0.500

%

0.360

%

585

(23)

(2

3)

(23)

(2

2)

94,68

0.41

4,607

,940.0

0 BK

7767

Fe

brua

ry 2

019

4 Te

nure

10

0%

105,4

92.40

3,8

25,17

6.10

164

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

70%

1.5

00%

1.5

00%

16

.504%

0.5

00%

0.3

60%

46

0 0.0

0 11

,961.8

3 (2

0)

0.00

0.00

4,648

,260.0

0 BK

7767

Fe

brua

ry 2

019

4 Te

rm

100%

79

7.32

169,1

11.78

16

1 FL

T 1-

year

CM

T M

onth

ly 1

1.670

%

1.500

%

1.500

%

16.46

0%

0.500

%

0.360

%

30

(23)

(2

3)

(23)

0.0

0 0.0

0 18

3,000

.00 B

K776

7 Fe

brua

ry 2

019

4 Lin

e O

f Cre

dit

100%

71

1,103

.49

173,9

84,82

4.95

153

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

92%

1.2

22%

1.2

22%

15

.535%

0.5

00%

0.4

30%

31

,525

(19)

(1

9)

(19)

(2

2)

9,909

,879.8

8 20

7,260

,549.0

0 BL

1376

Ap

ril 20

19

4 M

odifi

ed T

enur

e 10

0%

191,1

86.44

3,8

41,70

0.11

153

FLT

1-ye

ar C

MT

Mon

thly

1 1.4

28%

1.2

58%

1.2

58%

15

.440%

0.5

00%

0.4

30%

65

0 0.0

0 10

,903.8

4 (2

0)

(22)

94

3,237

.31

4,972

,280.0

0 BL

1376

Ap

ril 20

19

4 M

odifi

ed T

erm

10

0%

155,6

08.91

4,1

64,26

1.63

152

FLT

1-ye

ar C

MT

Mon

thly

1 1.5

56%

1.3

86%

1.3

86%

15

.589%

0.5

00%

0.4

30%

64

0 0.0

0 12

,946.3

6 20

3 (2

2)

199,2

08.65

5,1

68,46

0.00

BL13

76

April

2019

4

Tenu

re

100%

77

,000.5

5 4,4

47,32

4.27

153

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

85%

1.2

15%

1.2

15%

15

.452%

0.5

00%

0.4

30%

79

0 0.0

0 15

,487.2

8 (2

0)

0.00

0.00

5,493

,650.0

0 BL

1376

Ap

ril 20

19

4 Te

rm

100%

4,4

85.47

38

0,333

.95

150

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

14%

1.1

44%

1.1

44%

14

.444%

0.5

00%

0.4

30%

65

0.0

0 5,8

31.77

65

0.0

0 0.0

0 41

0,000

.00 B

L137

6 Ap

ril 20

19

4 Lin

e O

f Cre

dit

100%

1,1

10,49

4.21

103,3

43,15

4.95

146

FLT

1-ye

ar C

MT

Mon

thly

1 1.6

68%

1.4

98%

1.4

98%

14

.041%

0.5

00%

0.3

60%

15

,154

(19)

(1

9)

(19)

(2

2)

8,752

,008.6

6 12

3,773

,751.0

0 BL

6796

Fe

brua

ry 2

019

4 M

odifi

ed T

enur

e 10

0%

273,3

39.92

6,6

78,18

4.05

156

FLT

1-ye

ar C

MT

Mon

thly

1 1.2

10%

1.0

40%

1.0

40%

15

.711%

0.5

00%

0.3

60%

90

7 0.0

0 19

,294.5

1 (2

0)

(22)

91

7,917

.83

8,446

,975.0

0 BL

6796

Fe

brua

ry 2

019

4 M

odifi

ed T

erm

10

0%

117,4

33.05

6,0

45,98

4.20

155

FLT

1-ye

ar C

MT

Mon

thly

1 1.2

45%

1.0

75%

1.0

75%

15

.502%

0.5

00%

0.3

60%

73

7 0.0

0 21

,606.9

2 88

(2

2)

438,0

23.92

7,0

49,60

5.00

BL67

96

Febr

uary

201

9 4

Tenu

re

100%

52

,955.9

6 3,2

41,25

5.21

156

FLT

1-ye

ar C

MT

Mon

thly

1 1.1

70%

1.0

00%

1.0

00%

15

.624%

0.5

00%

0.3

60%

43

9 0.0

0 10

,450.3

1 (2

0)

0.00

0.00

3,777

,160.0

0 BL

6796

Fe

brua

ry 2

019

4 Te

rm

100%

11

3,727

.22

955,5

40.62

13

6 FL

T 1-

year

CM

T M

onth

ly 1

1.871

%

1.701

%

1.701

%

12.57

9%

0.500

%

0.360

%

120

(23)

(2

3)

(23)

0.0

0 0.0

0 1,1

17,79

0.00

BL67

96

Febr

uary

201

9 4

Line

Of C

redi

t 10

0%

685,7

32.66

10

3,461

,977.7

2 15

6 FL

T 1-

year

CM

T M

onth

ly 1

1.235

%

1.065

%

1.065

%

15.64

0%

0.500

%

0.310

%

15,15

5 (1

9)

(19)

(1

9)

(22)

8,4

78,30

7.71

123,6

40,67

1.00

BM73

82

Augu

st 20

19

4 M

odifi

ed T

enur

e 10

0%

153,1

13.89

6,6

78,18

4.05

156

FLT

1-ye

ar C

MT

Mon

thly

1 1.2

13%

1.0

43%

1.0

43%

15

.699%

0.5

00%

0.3

10%

90

7 0.0

0 19

,294.5

1 (2

0)

(22)

91

7,917

.83

8,446

,975.0

0 BM

7382

Au

gust

2019

4

Mod

ified

Ter

m

100%

68

,849.1

2 6,0

45,98

4.20

155

FLT

1-ye

ar C

MT

Mon

thly

1 1.2

23%

1.0

53%

1.0

53%

15

.483%

0.5

00%

0.3

10%

73

7 0.0

0 21

,606.9

2 89

(2

2)

438,0

23.92

7,0

49,60

5.00

BM73

82

Augu

st 20

19

4 Te

nure

10

0%

78,84

6.86

3,241

,255.2

1 15

6 FL

T 1-

year

CM

T M

onth

ly 1

1.170

%

1.000

%

1.000

%

15.62

4%

0.500

%

0.310

%

439

0.00

10,45

0.31

(20)

0.0

0 0.0

0 3,7

77,16

0.00

BM73

82

Augu

st 20

19

4 Te

rm

100%

11

,659.8

2 95

5,540

.62

156

FLT

1-ye

ar C

MT

Mon

thly

1 1.2

20%

1.0

50%

1.0

50%

15

.637%

0.5

00%

0.3

10%

12

0 0.0

0 3,2

86.06

17

2 0.0

0 0.0

0 1,1

17,79

0.00

BM73

82

Augu

st 20

19

4 Lin

e O

f Cre

dit

100%

68

0,878

.20

165,3

26,88

4.36

153

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

77%

1.2

07%

1.2

07%

15

.477%

0.5

00%

0.3

10%

30

,215

(19)

(1

9)

(19)

(2

2)

9,519

,576.4

2 19

7,134

,464.0

0 BM

7385

Au

gust

2019

4

Mod

ified

Ten

ure

100%

84

,942.6

0 3,5

61,36

3.20

153

FLT

1-ye

ar C

MT

Mon

thly

1 1.4

82%

1.3

12%

1.3

12%

15

.521%

0.5

00%

0.3

10%

61

5 0.0

0 10

,418.9

4 (2

0)

(22)

94

2,218

.14

4,660

,280.0

0 BM

7385

Au

gust

2019

4

Mod

ified

Ter

m

100%

32

,489.4

4 3,8

69,44

9.01

153

FLT

1-ye

ar C

MT

Mon

thly

1 1.4

88%

1.3

18%

1.3

18%

15

.496%

0.5

00%

0.3

10%

60

5 0.0

0 11

,704.2

1 90

(2

2)

199,2

07.41

4,8

28,46

0.00

BM73

85

Augu

st 20

19

4 Te

nure

10

0%

76,57

8.18

4,447

,324.2

7 15

3 FL

T 1-

year

CM

T M

onth

ly 1

1.385

%

1.215

%

1.215

%

15.45

2%

0.500

%

0.310

%

790

0.00

15,48

7.28

(20)

0.0

0 0.0

0 5,4

93,65

0.00

BM73

85

Augu

st 20

19

4 Te

rm

100%

4,4

64.85

38

0,333

.95

150

FLT

1-ye

ar C

MT

Mon

thly

1 1.3

14%

1.1

44%

1.1

44%

14

.444%

0.5

00%

0.3

10%

65

0.0

0 5,8

31.77

64

0.0

0 0.0

0 41

0,000

.00 B

M73

85

Augu

st 20

19

4 Lin

e O

f Cre

dit

100%

1,1

10,56

5.00

137,0

07,57

9.41

164

FLT

1-ye

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MT

Mon

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1 1.6

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1.4

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21

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Augu

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T 1-

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1,390

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2019

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1.4

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1.4

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2019

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7,648

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T 1-

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CM

T M

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9689

Au

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2019

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Term

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4,369

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211,1

39.33

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4 FL

T 1-

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CM

T M

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1.670

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1.500

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15.80

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30

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2019

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3 FL

T 1-

year

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T M

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14.87

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110,9

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2)

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8,426

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Octo

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69.69

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T 1-

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CM

T M

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ly 1

1.554

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1.384

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1.384

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14.95

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8,260

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0,694

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14,31

2,643

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70,78

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P989

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Ter

m

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7,227

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28,37

8,925

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152

FLT

1-ye

ar C

MT

Mon

thly

1 1.4

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1.2

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1.2

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14

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3)

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2)

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Octo

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63.62

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T 1-

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1.378

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14.63

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5,265

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0 11

6,154

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31

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150

FLT

1-ye

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MT

Mon

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1.4

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1.4

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13

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57

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Octo

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4.72

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68,03

9.58

151

FLT

1-ye

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MT

Mon

thly

1 1.6

23%

1.4

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1.4

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14

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11

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77

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81

4,744

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4144

Nov

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Ten

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22

4,128

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56,09

4,977

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157

FLT

1-ye

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MT

Mon

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1 1.5

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1.3

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1.3

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14

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8,3

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143,3

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144

Nove

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Ter

m

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90

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9 29

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81.63

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2 FL

T 1-

year

CM

T M

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ly 1

1.493

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1.323

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1.323

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14.59

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0.500

%

0.360

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4,310

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0 85

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3,5

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9.96

35,22

9,386

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R414

4 No

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169,3

99.35

35

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21.04

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2 FL

T 1-

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CM

T M

onth

ly 1

1.607

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1.437

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1.437

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14.62

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0.360

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5,455

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0 12

1,250

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0.0

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0 44

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144

Nove

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Term

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19,43

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3,872

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0 FL

T 1-

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CM

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ly 1

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1.358

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1.358

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14.06

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605

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4,490

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Nov

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Line

Of C

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2,904

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98,43

7,698

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151

FLT

1-ye

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MT

Mon

thly

1 1.7

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1.5

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1.5

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14

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1,931

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T596

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20

4 M

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6 FL

T 1-

year

CM

T M

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ly 1

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1.424

%

1.424

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15.34

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12,12

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2,649

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2)

13,01

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BT59

65

April

2020

4

Mod

ified

Ter

m

100%

18

7,407

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62,03

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153

FLT

1-ye

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MT

Mon

thly

1 1.6

17%

1.4

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1.4

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14

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2)

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April

2020

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Tenu

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31

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2,621

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155

FLT

1-ye

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MT

Mon

thly

1 1.6

65%

1.4

95%

1.4

95%

15

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0.5

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11

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96,22

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20

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1.532

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1.532

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14.17

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April

2020

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790,8

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15

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T 1-

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T 1-

year

CM

T M

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ly 1

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April

2020

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ified

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100%

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156

FLT

1-ye

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MT

Mon

thly

1 1.2

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1.0

83%

16

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Ap

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A-2

https://1,374,140.00

https://102,221.55

https://1,231,243.86

https://60,018.03

https://1,091,000.00

https://139,139.71

https://2,919.49

https://831,661.68

https://63,378.84

https://43,124,860.00

https://2,677,790.39

https://35,892,270.94

https://790,833.63

https://14,667,190.00

https://48,432.67

https://12,961,524.27

https://42,084.23

https://96,224,981.00

https://252,164.86

https://78,212,621.02

https://316,408.61

https://72,811,222.00

https://5,790,447.97

https://62,037,648.02

https://187,407.48

https://105,523,461.00

https://13,018,841.53

https://202,649.02

https://82,871,342.10

https://306,695.08

https://2,795,986,975.00

https://151,931,435.15

https://2,398,437,698.28

https://2,904,280.58

https://4,490,884.00

https://13,006.18

https://3,872,830.73

https://19,431.37

https://44,632,529.00

https://121,250.39

https://35,998,221.04

https://169,399.35

https://35,229,386.00

https://3,595,979.96

https://85,401.96

https://29,208,081.63

https://90,205.99

https://71,935,853.00

https://14,574,114.59

https://143,349.26

https://56,094,977.62

https://224,128.40

https://814,744,814.00

https://77,861,494.85

https://665,168,039.58

https://1,413,524.72

https://4,269,534.00

https://12,206.18

https://3,670,541.37

https://31,072.89

https://42,681,049.00

https://116,154.87

https://34,382,363.62

https://294,832.87

https://34,230,116.00

https://3,547,336.88

https://28,378,925.41

https://177,227.19

https://70,781,063.00

https://14,312,643.73

https://140,694.14

https://55,154,769.69

https://408,019.77

https://791,570,830.00

https://76,218,426.96

https://645,309,896.28

https://2,275,653.12

https://220,000.00

https://211,139.33

https://4,369.31

https://9,353,289.00

https://25,813.48

https://7,648,476.50

https://217,446.71

https://5,965,835.00

https://117,003.81

https://5,283,107.31

https://81,121.81

https://14,182,299.00

https://2,197,052.13

https://28,751.32

https://11,248,960.29

https://212,160.06

https://170,064,672.00

https://20,910,593.52

https://137,007,579.41

https://1,110,565.00

https://410,000.00

https://5,831.77

https://380,333.95

https://4,464.85

https://5,493,650.00

https://15,487.28

https://4,447,324.27

https://76,578.18

https://4,828,460.00

https://199,207.41

https://11,704.21

https://3,869,449.01

https://32,489.44

https://4,660,280.00

https://942,218.14

https://10,418.94

https://3,561,363.20

https://84,942.60

https://197,134,464.00

https://9,519,576.42

https://165,326,884.36

https://680,878.20

https://1,117,790.00

https://3,286.06

https://955,540.62

https://11,659.82

https://3,777,160.00

https://10,450.31

https://3,241,255.21

https://78,846.86

https://7,049,605.00

https://438,023.92

https://21,606.92

https://6,045,984.20

https://68,849.12

https://8,446,975.00

https://917,917.83

https://19,294.51

https://6,678,184.05

https://153,113.89

https://123,640,671.00

https://8,478,307.71

https://103,461,977.72

https://685,732.66

https://1,117,790.00

https://955,540.62

https://113,727.22

https://3,777,160.00

https://10,450.31

https://3,241,255.21

https://52,955.96

https://7,049,605.00

https://438,023.92

https://21,606.92

https://6,045,984.20

https://117,433.05

https://8,446,975.00

https://917,917.83

https://19,294.51

https://6,678,184.05

https://273,339.92

https://123,773,751.00

https://8,752,008.66

https://103,343,154.95

https://1,110,494.21

https://410,000.00

https://5,831.77

https://380,333.95

https://4,485.47

https://5,493,650.00

https://15,487.28

https://4,447,324.27

https://77,000.55

https://5,168,460.00

https://199,208.65

https://12,946.36

https://4,164,261.63

https://155,608.91

https://4,972,280.00

https://943,237.31

https://10,903.84

https://3,841,700.11

https://191,186.44

https://207,260,549.00

https://9,909,879.88

https://173,984,824.95

https://711,103.49

https://183,000.00

https://169,111.78

https://4,648,260.00

https://11,961.83

https://3,825,176.10

https://105,492.40

https://4,607,940.00

https://94,680.41

https://4,073,481.47

https://78,088.68

https://6,484,780.00

https://1,297,111.01

https://13,736.65

https://5,321,976.64

https://169,904.82

https://96,777,299.00

https://4,983,583.83

https://82,677,731.97

https://509,154.38

https://183,000.00

https://169,111.78

https://1,139.76

https://4,648,260.00

https://11,961.83

https://3,825,176.10

https://76,189.00

https://4,245,150.00

https://91,334.00

https://3,789,773.20

https://94,132.48

https://6,484,780.00

https://1,297,111.01

https://13,736.65

https://5,321,976.64

https://99,464.24

https://96,776,894.00

https://5,334,099.12

https://82,277,600.68

https://395,593.02

https://410,000.00

https://5,831.77

https://380,333.95

https://3,411.10

https://5,493,650.00

https://15,487.28

https://4,447,324.27

https://58,651.56

https://190,000.00

https://180,437.46

https://207,725,859.00

https://10,272,123.64

https://174,016,139.45

https://763,761.65

https://2,922,970.00

https://7,649.77

https://2,613,216.87

https://7,565.69

https://21,310,460.00

https://50,820.28

https://17,397,265.80

https://68,397.34

https://17,494,860.00

https://1,139,813.31

https://15,468,454.89

https://47,219.12

https://28,440,585.00

https://3,454,607.27

https://57,629.98

https://22,784,815.57

https://83,680.51

https://645,624,228.00

https://37,872,744.42

https://550,168,984.66

https://731,428.75

https://362,790.00

https://320,325.98

https://8,504.74

https://1,514,790.00

https://3,587.63

https://1,200,356.93

https://43,352.80

https://1,497,140.00

https://102,301.23

https://1,345,709.09

https://46,309.92

https://2,131,580.00

https://156,325.35

https://4,014.07

https://1,679,106.80

https://53,470.12

https://59,278,850.00

https://3,332,740.57

https://49,144,718.78

https://536,639.22

https://190,000.00

https://125,558.62

https://95,603.41

https://413,150.00

https://31,480.32

https://371,305.29

https://300,538.77

https://376,000.00

https://2,136.00

https://347,448.27

https://315,166.52

https://10,956,730.00

https://421,140.09

https://9,483,424.45

https://8,836,042.51

https://410,000.00

https://5,831.77

https://380,333.95

https://2,307.10

https://5,493,650.00

https://15,487.28

https://4,447,324.27

https://39,880.05

https://5,535,760.00

https://200,354.92

https://13,471.34

https://4,450,878.93

https://32,828.00

https://5,127,280.00

https://981,339.46

https://11,382.82

https://3,961,773.02

https://35,071.36

https://212,572,659.00

https://10,216,683.69

https://178,468,743.33

https://483,989.24

https://957,790.00

https://2,483.18

https://803,338.93

https://6,472.21

https://3,777,160.00

https://10,450.31

https://3,241,255.21

https://27,027.56

https://7,049,605.00

https://438,023.92

https://6,045,984.20

https://64,109.02

https://8,446,975.00

https://917,917.83

https://19,294.51

https://6,678,184.05

https://60,622.95

https://126,027,821.00

https://8,841,221.42

https://105,364,030.80

https://317,142.54

https://539,450.00

https://512,377.63

https://3,677.34

https://1,972,940.00

https://6,089.32

https://1,711,543.45

https://23,769.40

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May

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June

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June

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May

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June

202

0 8

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June

202

0 8

Mod

ified

Ter

m

100%

27

8,220

.31

20,37

9,409

.97

34

FLT

1-ye

ar LI

BOR

Annu

ally

7 4.5

24%

2.6

62%

2.6

62%

9.5

24%

1.2

50%

0.3

60%

(2

1)

0.00

243,1

48.51

10

1 (2

2)

7,341

,272.5

7 52

,156,5

50.00

BU1

319

June

202

0 8

Tenu

re

100%

86

,440.2

2 8,0

09,46

9.07

35

FLT

1-ye

ar LI

BOR

Annu

ally

7 4.6

59%

2.7

75%

2.7

75%

9.6

59%

1.2

50%

0.3

60%

(2

1)

0.00

73,35

4.33

(20)

0.0

0 0.0

0 26

,217,9

00.00

BU1

319

June

202

0 8

Term

10

0%

70,78

8.75

4,875

,132.8

0 34

FL

T 1-

year

LIBO

R An

nuall

y 7

4.603

%

2.699

%

2.699

%

9.603

%

1.250

%

0.360

%

(21)

0.0

0 64

,346.7

1 14

5 0.0

0 0.0

0 14

,109,6

00.00

BU1

319

June

202

0 8

Line

Of C

redi

t 10

0%

6,687

,894.1

2 2,2

97,60

3,067

.26

42

FLT

1-ye

ar LI

BOR

Annu

ally

8 4.5

79%

2.7

91%

2.7

91%

9.5

79%

1.2

50%

0.3

60%

(2

1)

(19)

(1

9)

(19)

(2

2)

505,8

30,93

0.29

3,833

,193,1

04.00

BU6

367

June

202

0 8

Mod

ified

Ten

ure

100%

35

6,088

.46

39,06

0,358

.13

47

FLT

1-ye

ar LI

BOR

Annu

ally

8 4.6

11%

2.8

04%

2.8

04%

9.6

11%

1.2

50%

0.3

60%

(2

1)

0.00

231,2

92.16

(2

0)

(22)

16

,139,3

13.27

10

5,212

,450.0

0 BU

6367

Ju

ne 2

020

8 M

odifi

ed T

erm

10

0%

659,5

69.00

65

,796,7

45.24

43

FL

T 1-

year

LIBO

R An

nuall

y 7

4.731

%

2.776

%

2.776

%

9.731

%

1.250

%

0.360

%

(21)

0.0

0 48

3,908

.64

73

(22)

18

,075,6

81.11

14

2,322

,410.0

0 BU

6367

Ju

ne 2

020

8 Te

nure

10

0%

219,3

22.49

24

,129,4

69.35

44

FL

T 1-

year

LIBO

R An

nuall

y 8

4.582

%

2.775

%

2.775

%

9.582

%

1.250

%

0.360

%

(21)

0.0

0 18

2,890

.50

(20)

0.0

0 0.0

0 64

,423,2

00.00

BU6

367

June

202

0 8

Term

10

0%

102,5

76.93

13

,658,0

12.77

42

FL

T 1-

year

LIBO

R An

nuall

y 8

4.664

%

2.779

%

2.779

%

9.664

%

1.250

%

0.360

%

(21)

0.0

0 80

,066.4

2 87

0.0

0 0.0

0 25

,811,4

50.00

BU6

367

June

202

0 8

Line

Of C

redi

t 10

0%

7,302

,837.0

0 2,3

18,78

8,874

.39

43

FLT

1-ye

ar LI

BOR

Annu

ally

7 4.6

22%

2.7

78%

2.7

78%

9.6

22%

1.2

50%

0.3

60%

(2

1)

(19)

(1

9)

(19)

(2

2)

485,3

72,85

6.65

3,842

,806,9

75.00

BV0

320

June

202

0 8

Mod

ified

Ten

ure

100%

38

5,763

.00

46,61

4,509

.50

46

FLT

1-ye

ar LI

BOR

Annu

ally

7 4.6

30%

2.7

43%

2.7

43%

9.6

30%

1.2

50%

0.3

60%

(2

1)

0.00

250,0

85.15

(2

0)

(22)

20

,739,7

13.26

11

8,018

,450.0

0 BV

0320

Ju

ne 2

020

8 M

odifi

ed T

erm

10

0%

684,5

53.00

73

,102,4

63.57

42

FL

T 1-

year

LIBO

R An

nuall

y 8

4.611

%

2.745

%

2.745

%

9.611

%

1.250

%

0.360

%

(21)

0.0

0 55

2,567

.51

68

(22)

17

,049,4

39.71

15

0,107

,518.0

0 BV

0320

Ju

ne 2

020

8 Te

nure

10

0%

183,8

18.00

21

,090,3

04.80

44

FL

T 1-

year

LIBO

R An

nuall

y 7

4.705

%

2.829

%

2.829

%

9.705

%

1.250

%

0.360

%

(21)

0.0

0 15

5,853

.12

(20)

0.0

0 0.0

0 55

,349,7

67.00

BV0

320

June

202

0 8

Term

10

0%

57,93

1.00

7,492

,317.7

5 43

FL

T 1-

year

LIBO

R An

nuall

y 7

4.650

%

2.804

%

2.804

%

9.650

%

1.250

%

0.360

%

(21)

0.0

0 47

,518.9

1 84

0.0

0 0.0

0 13

,797,7

00.00

BV0

320

June

202

0 8

Line

Of C

redi

t 10

0%

6,855

,021.0

0 1,7

66,47

7,826

.03

41

FLT

1-ye

ar LI

BOR

Annu

ally

8 4.5

83%

2.7

58%

2.7

58%

9.5

83%

1.2

50%

0.3

60%

(2

1)

(19)

(1

9)

(19)

(2

2)

33,74

0,482

.54

2,533

,116,2

51.00

BV0

348

June

202

0 8

Mod

ified

Ten

ure

100%

20

0,415

.49

21,56

7,718

.14

47

FLT

1-ye

ar LI

BOR

Annu

ally

8 4.4

82%

2.6

75%

2.6

75%

9.4

82%

1.2

50%

0.3

60%

(2

1)

0.00

148,1

68.29

(2

0)

(22)

3,8

18,34

0.93

50,64

3,600

.00 B

V034

8 Ju

ne 2

020

8 M

odifi

ed T

erm

10

0%

647,4

46.70

51

,441,3

29.28

42

FL

T 1-

year

LIBO

R An

nuall

y 7

4.672

%

2.820

%

2.820

%

9.672

%

1.250

%

0.360

%

(21)

0.0

0 49

5,677

.34

81

(22)

6,2

41,78

0.75

99,89

0,200

.00 B

V034

8 Ju

ne 2

020

8 Te

nure

10

0%

367,8

81.03

35

,055,4

37.32

43

FL

T 1-

year

LIBO

R An

nuall

y 8

4.635

%

2.786

%

2.786

%

9.635

%

1.250

%

0.360

%

(21)

0.0

0 31

2,561

.63

(20)

0.0

0 0.0

0 96

,703,9

00.00

BV0

348

June

202

0 8

Term

10

0%

277,9

40.78

23

,720,3

33.52

41

FL

T 1-

year

LIBO

R An

nuall

y 8

4.650

%

2.802

%

2.802

%

9.650

%

1.250

%

0.360

%

(21)

0.0

0 25

0,550

.77

120

0.00

0.00

49,63

5,050

.00 B

V034

8 Ju

ne 2

020

(1)

The

inf

orm

atio

n in

thi

s Ex

hibi

t A

is

pro

vide

d by

the

Spon

sor

as o

f Ju

ne 1

, 20

20. It

is

base

d on

inf

orm

atio

n re

gard

ing

the

HEC

M M

BS,

the

re

late

d Pa

rtic

ipat

ions

and

the

HEC

Ms

rela

ted

to the

Par

ticip

atio

ns u

nder

lyin

g th

e G

inni

e M

ae H

ECM

MBS

Tru

st A

sset

s. A

ll w

eigh

ted

aver

-ag

es p

rovi

ded

in t

his

Exhi

bit

A a

re w

eigh

ted

base

d on

the

out

stan

ding

princ

ipal

am

ount

s of

the

Par

ticip

atio

ns u

nder

lyin

g th

e re

late

d H

ECM

MBS

for su

ch p

aym

ent pla

n as

of Ju

ne 1

, 202

0. T

he in

form

atio

n sh

own

in thi

s Ex

hibi

t A

is for

100

% o

f th

e re

leva

nt p

ool;

how

ever

, th

e Tru

st A

sset

s w

ill in

clud

e on

ly the

por

tion

of e

ach

poo

l liste

d un

der th

e co

lum

n he

adin

g “P

erce

ntag

e of

Poo

l in

Tru

st.”

(2

) The

HEC

M M

BS

Prin

cipal

Bal

ance

is the

sum

of th

e ou

tsta

ndin

g princ

ipal

am

ount

s of

the

Par

ticip

atio

ns u

nder

lyin

g th

e re

late

d H

ECM

MBS

for su

ch p

aym

ent pla

n as

of Ju

ne 1

, 202

0.

(3)

The

Appro

xim

ate

Wei

ghte

d Ave

rage

HEC

M A

ge (

in m

onth

s) i

s th

e w

eigh

ted

aver

age

age

of t

he H

ECM

s re

late

d to

the

Par

ticip

atio

nsun

derlyi

ng the

rel

ated

HEC

M M

BS

for su

ch p

aym

ent pla

n as

of Ju

ne 1

, 202

0.

https://49,635,050.00

https://250,550.77

https://23,720,333.52

https://277,940.78

https://96,703,900.00

https://312,561.63

https://35,055,437.32

https://367,881.03

https://99,890,200.00

https://6,241,780.75

https://495,677.34

https://51,441,329.28

https://647,446.70

https://50,643,600.00

https://3,818,340.93

https://148,168.29

https://21,567,718.14

https://200,415.49

https://2,533,116,251.00

https://33,740,482.54

https://1,766,477,826.03

https://6,855,021.00

https://13,797,700.00

https://47,518.91

https://7,492,317.75

https://57,931.00

https://55,349,767.00

https://155,853.12

https://21,090,304.80

https://183,818.00

https://150,107,518.00

https://17,049,439.71

https://552,567.51

https://73,102,463.57

https://684,553.00

https://118,018,450.00

https://20,739,713.26

https://250,085.15

https://46,614,509.50

https://385,763.00

https://3,842,806,975.00

https://485,372,856.65

https://2,318,788,874.39

https://7,302,837.00

https://25,811,450.00

https://80,066.42

https://13,658,012.77

https://102,576.93

https://64,423,200.00

https://182,890.50

https://24,129,469.35

https://219,322.49

https://142,322,410.00

https://18,075,681.11

https://483,908.64

https://65,796,745.24

https://659,569.00

https://105,212,450.00

https://16,139,313.27

https://231,292.16

https://39,060,358.13

https://356,088.46

https://3,833,193,104.00

https://505,830,930.29

https://2,297,603,067.26

https://6,687,894.12

https://14,109,600.00

https://64,346.71

https://4,875,132.80

https://70,788.75

https://26,217,900.00

https://73,354.33

https://8,009,469.07

https://86,440.22

https://52,156,550.00

https://7,341,272.57

https://243,148.51

https://20,379,409.97

https://278,220.31

https://44,007,200.00

https://8,866,848.53

https://95,160.75

https://12,564,950.97

https://169,838.72

https://1,291,226,252.00

https://196,959,677.82

https://684,637,085.83

https://2,955,605.00

https://17,215,500.00

https://73,341.37

https://71,447.44

https://8,745,358.86

https://82,270.64

https://27,947,500.00

https://73,711.83

https://71,595.16

https://10,591,951.45

https://88,753.10

https://67,783,700.00

https://8,039,777.88

https://250,124.30

https://244,824.30

https://33,354,315.40

https://262,818.11

https://43,199,450.00

https://6,714,414.56

https://106,594.16

https://102,321.51

https://17,058,750.61

https://164,475.96

https://1,268,102,134.00

https://188,270,194.33

https://767,191,378.89

https://2,446,355.20

https://636,150.00

https://1,119.50

https://23,018.65

https://26,984,490.00

https://8,212,483.41

https://111,317.81

https://10,461,732.54

https://58,148.88

https://26,243,950.00

https://7,485,277.13

https://37,627.28

https://9,178,960.89

https://80,993.33

https://2,999,466,649.00

https://686,516,292.44

https://1,500,555,177.26

https://3,671,056.28

https://28,980,400.00

https://111,705.78

https://14,659,198.93

https://130,546.23

https://61,833,450.00

https://174,420.23

https://21,988,632.55

https://205,973.34

https://197,700,400.00

https://27,150,429.77

https://808,697.86

https://96,117,952.12

https://860,174.23

https://149,522,200.00

https://24,467,589.28

https://354,750.75

https://52,903,239.25

https://537,540.36

https://3,495,983,782.00

https://468,824,307.33

https://2,080,606,962.09

https://5,878,789.68

https://768,000.00

https://1,756.12

https://84,980.90

https://71,974.98

https://270,000.00

https://10,742.87

https://4,500.00

https://76,726.23

https://44,505.67

https://1,201,525.00

https://131,293.90

https://85,399.70

https://1,666.81

https://251,907.52

https://238,115.66

https://43,089,115.00

https://4,228,357.65

https://1,062,215.87

https://20,468,062.04

https://20,047,044.90

https://700,000.00

https://1,500.00

https://173,138.50

https://173,138.00

https://2,629,000.00

https://299,902.55

https://140,702.90

https://21,741.14

https://682,551.04

https://682,551.00

https://51,547,825.00

https://6,554,735.81

https://1,550,883.93

https://23,152,981.39

https://23,152,981.00

https://565,000.00

https://12,212.90

https://12,212.90

https://55,350.40

https://55,311.45

https://482,000.00

https://125,416.13

https://125,326.59

https://33,739,309.00

https://4,060,440.77

https://769,079.63

https://14,926,435.76

https://14,907,863.37

https://280,000.00

https://71,151.75

https://25,400.74

https://65,861.07

https://65,322.69

https://27,791,809.00

https://4,091,641.49

https://969,572.48

https://11,346,270.84

https://11,287,984.56

https://785,000.00

https://128,097.30

https://91,335.30

https://2,600.00

https://99,038.99

https://96,293.98

https://994,600.00

https://170,376.63

https://167,973.70

https://2,400.00

https://53,371.45

https://50,890.07

https://39,404,925.00

https://5,421,437.26

https://1,535,304.35

https://16,190,458.72

https://16,034,914.00

https://5,648,624.00

https://14,309.36

https://4,884,235.83

https://37,085.25

https://48,880,964.00

https://135,512.65

https://39,191,498.94

https://358,556.00

https://37,759,478.00

https://4,062,157.55

https://87,316.78

https://31,195,381.82

https://198,406.20

https://77,952,568.00

https://15,221,763.89

https://152,271.31

https://60,994,413.71

https://440,063.60

https://918,354,939.00

https://88,896,974.65

https://747,669,164.55

https://2,365,411.28

https://362,790.00

https://320,325.98

https://15,955.78

https://1,514,790.00

https://3,587.63

https://1,200,356.93

https://80,781.71

(4)

The

Rat

e Res

et F

requ

ency

is

a per

iod,

whe

ther

ann

ually

or

mon

thly

, th

at the

int

eres

t ra

te o

f ea

ch a

djus

tabl

e ra

te H

ECM

res

ets

unde

r th

e

A-4

inte

rest

rat

e fo

rmul

a an

d H

ECM

loan

doc

umen

ts a

pplic

able

to

each

adj

usta

ble

rate

HEC

M.

(5)

The

Appro

xim

ate

Wei

ghte

d Ave

rage

Nex

t Rat

e Res

et M

onth

is

the

wei

ghte

d av

erag

e nu

mbe

r of

mon

ths

until

the

int

eres

t ra

te o

f ea

ch

adju

stab

le r

ate

HEC

M r

eset

s un

der

the

inte

rest

rat

e fo

rmul

a an

d H

ECM

loa

n do

cum

ents

applic

able

to

each

adj

usta

ble

rate

HEC

M.

For

exam

ple

, an

ent

ry o

f “1

” sign

ifies

tha

t th

e Appro

xim

ate

Wei

ghte

d Ave

rage

Nex

t Rat

e Res

et M

onth

for

the

adj

usta

ble

rate

HEC

M’s

rat

e is

th

e fir

st d

ay o

f Ju

ly 2

020.

(6

) The

Appro

xim

ate

Wei

ghte

d Ave

rage

Gro

ss I

nter

est

Rat

e is

the

wei

ghte

d av

erag

e of

the

gro

ss int

eres

t ra

tes

of t

he H

ECM

s re

late

d to

the

Pa

rtic

ipat

ions

und

erly

ing

the

rela

ted

HEC

M M

BS

for su

ch p

aym

ent pla

n as

of Ju

ne 1

, 202

0.

(7)

The

Appro

xim

ate

Wei

ghte

d Ave

rage

Gro

ss M

argi

n is

the

wei

ghte

d av

erag

e of

the

gro

ss m

argi

ns o

f th

e ad

just

able

rat

e H

ECM

s re

late

d to

th

e Pa

rtic

ipat

ions

und

erly

ing

the

rela

ted

HEC

M M

BS

for su

ch p

aym

ent pla

n as

of Ju

ne 1

, 202

0.

(8)

The

Appro

xim

ate

Wei

ghte

d Ave

rage

Gro

ss L

ifetim

e In

tere

st R

ate

Floo

r is

the

wei

ghte

d av

erag

e of

the

low

est in

tere

st r

ates

pos

sibl

e ba

sed

on the

int

eres

t ra

te f

orm

ula

and

HEC

M loa

n do

cum

ents

applic

able

to

the

adju

stab

le r

ate

HEC

Ms

rela

ted

to the

Par

ticip

atio

ns u

nder

lyin

g th

e re

late

d H

ECM

MBS

for su

ch p

aym

ent pla

n as

of Ju

ne 1

, 202

0.

(9)

The

Appro

xim

ate

Wei

ghte

d Ave

rage

Gro

ss L

ifetim

e In

tere

st R

ate

Cap

is

the

wei

ghte

d av

erag

e of

the

max

imum

int

eres

t ra

tes

pos

sibl

e ba

sed

on the

inte

rest

rat

e fo

rmul

a an

d H

ECM

loan

doc

umen

ts a

pplic

able

to

the

adju

stab

le rat

e H

ECM

s re

late

d to

the

Par

ticip

atio

ns u

nder

-ly

ing

the

rela

ted

HEC

M M

BS

for su

ch p

aym

ent pla

n as

of Ju

ne 1

, 202

0.

(10)

The

Appro

xim

ate

Wei

ghte

d Ave

rage

MIP

Fee

is

the

wei

ghte

d av

erag

e of

the

MIP

Fee

s of

the

HEC

Ms

rela

ted

to the

Par

ticip

atio

ns u

nder

-ly

ing

the

rela

ted

HEC

M M

BS

for su

ch p

aym

ent pla

n as

of Ju

ne 1

, 202

0. T

he M

IP F

ee is

cha

rged

for

FH

A m

ortg

age

insu

ranc

e. T

he M

IP F

ee

is the

mon

thly

mor

tgag

e in

sura

nce

pre

miu

m (

“MIP

”) tha

t ac

crue

s on

eac

h H

ECM

. (1

1) T

he A

ppro

xim

ate

Wei

ghte

d Ave

rage

Ser

vici

ng F

ee M

argi

n is

the

wei

ghte

d av

erag

e of

the

Ser

vici

ng F

ee M

argi

ns o

f th

e H

ECM

s re

late

d to

th

e Pa

rtic

ipat

ions

und

erly

ing

the

rela

ted

HEC

M M

BS

for

such

pay

men

t pla

n as

of

June

1,

2020

. The

Ser

vici

ng F

ee M

argi

n re

pre

sent

s (tog

ethe

r w

ith t

he M

onth

ly S

ervi

cing

Fee

, if

any)

the

am

ount

of

the

serv

icin

g co

mpen

satio

n pay

able

to

the

Issu

er t

o co

ver

the

Issu

er’s

se

rvic

ing

cost

s. T

he S

ervi

cing

Fee

Mar

gin

incl

udes

the

Gua

rant

y Fe

e ch

arge

d by

Gin

nie

Mae

for

the

HEC

M M

BS

guar

anty

at th

e an

nual

ra

te o

f 0.

06%

and

a p

artic

ipat

ion

agen

t fe

e, i

f an

y. T

he A

ppro

xim

ate

Wei

ghte

d Ave

rage

Ser

vici

ng F

ee M

argi

n is

inc

lude

d in

the

rat

es

show

n in

the

col

umns

for

Appro

xim

ate

Wei

ghte

d Ave

rage

Gro

ss I

nter

est

Rat

e, A

ppro

xim

ate

Wei

ghte

d Ave

rage

Gro

ss M

argi

n, A

ppro

x-im

ate

Wei

ghte

d Ave

rage

Gro

ss L

ifetim

e In

tere

st R

ate

Floo

r an

d Appro

xim

ate

Wei

ghte

d Ave

rage

Gro

ss L

ifetim

e In

tere

st R

ate

Cap

. (1

2) T

he M

onth

ly S

ervi

cing

Fee

is

the

aggr

egat

e m

onth

ly s

ervi

cing

fee

pay

able

to

the

Issu

er i

f th

e fu

ll am

ount

of

the

serv

icin

g co

st i

s no

t in

clud

ed in

the

HEC

M in

tere

st rat

e an

d is

in a

dditi

on to

the

Serv

icin

g Fe

e M

argi

n.

(13)

The

Ini

tial M

onth

ly S

ched

uled

Dra

w is

the

aggr

egat

e m

onth

ly a

mou

nt tha

t is

pay

able

to

borr

ower

s in

a g

iven

mon

th u

nder

cer

tain

typ

es

of p

aym

ent pla

ns d

urin

g th

e fir

st tw

elve

mon

th d

isbu

rsem

ent per

iod.

(1

4) T

he S

ubse

quen

t M

onth

ly S

ched

uled

Dra

w is

the

aggr

egat

e m

onth

ly a

mou

nt tha

t is

pay

able

to

borr

ower

s in

a g

iven

mon

th u

nder

cer

tain

ty

pes

of pay

men

t pla

ns a

fter th

e fir

st tw

elve

mon

th d

isbu

rsem

ent per

iod.

(1

5) T

he A

ppro

xim

ate

Wei

ghte

d Ave

rage

Rem

aini

ng D

raw

Ter

m (

in m

onth

s) i

s th

e w

eigh

ted

aver

age

of t

he r

emai

ning

dra

w t

erm

s of

the

H

ECM

s re

late

d to

the

Par

ticip

atio

ns u

nder

lyin

g th

e re

late

d H

ECM

MBS

for

such

pay

men

t pla

n. T

he r

emai

ning

dra

w ter

m r

epre

sent

s th

e nu

mbe

r of

mon

ths

over

whi

ch a

bor

row

er w

ith a

ter

m o

r m

odifi

ed t

erm

pay

men

t pla

n w

ill r

ecei

ve M

onth

ly S

ched

uled

Dra

ws

as o

f Ju

ne 1

, 202

0.

(16)

The

Ini

tial A

vaila

ble

Line

of Cre

dit is

the

agg

rega

te o

f th

e lin

es o

f cr

edit

avai

labl

e to

bor

row

ers

unde

r th

e M

odifi

ed T

erm

, Mod

ified

Ten

ure

and

Line

of Cre

dit pay

men

t pla

ns d

urin

g th

e fir

st tw

elve

mon

th d

isbu

rsem

ent per

iod.

The

Ini

tial Ava

ilabl

e Li

ne o

f Cre

dit do

es n

ot inc

lude

se

t as

ides

for

the

Mon

thly

Ser

vici

ng F

ee,

if an

y, p

roper

ty c

harg

es (

such

as

taxe

s, h

azar

d in

sura

nce,

gro

und

rent

s or

ass

essm

ents

) or

re

pai

rs, i

f an

y.

(17)

The

Ava

ilabl

e Li

ne o

f Cre

dit is

the

agg

rega

te o

f th

e lin

es o

f cr

edit

avai

labl

e to

bor

row

ers

unde

r th

e M

odifi

ed T

erm

, M

odifi

ed T

enur

e an

d Li

ne o

f Cre

dit

pay

men

t pla

ns d

urin

g th

e liv

es o

f th

eir

rela

ted

HEC

Ms.

The

Ava

ilabl

e Li

ne o

f Cre

dit

does

not

inc

lude

set

aside

s fo

r th

e M

onth

ly S

ervi

cing

Fee

, if an

y, p

roper

ty c

harg

es (

such

as

taxe

s, h

azar

d in

sura

nce,

gro

und

rent

s or

ass

essm

ents

) or

rep

airs

, if an

y.

(18)

The

sum

of th

e ap

plic

able

Max

imum

Cla

im A

mou

nts

with

res

pec

t to

eac

h H

ECM

. (1

9) T

hese

HEC

Ms

do n

ot h

ave

draw

ter

ms

or m

onth

ly s

ched

uled

dra

ws.

(2

0) B

orro

wer

s w

ho s

elec

t te

nure

or m

odifi

ed ten

ure

pay

men

t pla

ns h

ave

a righ

t to

rec

eive

mon

thly

dra

ws

for th

eir te

nure

in the

pro

per

ty.

(21)

The

se H

ECM

s do

not

hav

e a

flat M

onth

ly S

ervi

cing

Fee

in a

dditi

on to

the

Serv

icin

g Fe

e M

argi

n.

(22)

The

se H

ECM

s ar

e no

t su

bjec

t to

res

tric

tions

on

the

amou

nt o

f th

e Ava

ilabl

e Li

ne o

f Cre

dit av

aila

ble

to b

orro

wer

s du

ring

the

first

tw

elve

m

onth

disbu

rsem

ent per

iod.

(2

3) T

he d

raw

ter

ms

for th

ese

HEC

Ms

have

exp

ired

. (2

4) T

he L

ines

of Cre

dit re

late

d to

the

se H

ECM

s ar

e fu

lly d

raw

n.

The

act

ual

HEC

M a

ges,

gro

ss i

nter

est

rate

s, g

ross

mar

gins

, gr

oss

lifet

ime

inte

rest

rat

e flo

ors,

gro

ss l

ifetim

e in

tere

st r

ate

caps,

MIP

Fee

s,

Serv

icin

g Fe

e M

argi

ns a

nd r

emai

ning

dra

w t

erm

s of

man

y of

the

HEC

Ms

rela

ted

to t

he P

artic

ipat

ions

und

erly

ing

the

Tru

st A

sset

s w

ill d

iffer

from

the

appro

xim

ate

wei

ghte

d av

erag

es s

how

n ab

ove,

per

haps

sign

ifica

ntly

. Se

e “T

he T

rust

Ass

ets

— T

he P

art

icip

ation

s an

d t

he H

ECM

s” i

n

this

Su

pple

men

t.

A-5

5

10

15

20

25

30

35

40

45

Exhibit B

CPR Percentage in Effect by HECM Age

HECM Age (in months) CPR (%)

1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.00000 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.54545 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.09091 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.63636

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.18182 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.72727 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.27273 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.81818 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.36364

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.90909 11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.45455 12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.00000 13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.29167 14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.58333

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.87500 16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.16667 17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.45833 18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7.75000 19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.04167

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.33333 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.62500 22 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.91667 23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.20833 24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.50000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.66667 26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.83333 27 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.00000 28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.16667 29 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.33333

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.50000 31 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.66667 32 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.83333 33 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.00000 34 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.16667

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.33333 36 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.50000 37 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.66667 38 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.83333 39 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.00000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.16667 41 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.33333 42 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.50000 43 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.66667 44 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.83333

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.00000

B-1

46474849505152535455565758596061626364656667686970717273747576777879808182838485868788899091929394


. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.16667

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.33333

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.50000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.62240

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.74479

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.86719

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13.98958

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B-2

9596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143


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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.59896 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.72135 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.84375 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.96615 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.08854 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.21094 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.33333 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.45573 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.57813 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.70052 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.82292 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.94531 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.06771 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.19010 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.31250 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.43490 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.55729 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.67969 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.80208 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22.92448 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.04688 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.16927 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.29167 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.41406 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.53646 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.65885 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.78125 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23.90365 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.02604 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.14844 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.27083 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.39323 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.51563 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.63802 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.76042 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24.88281 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.00521 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25.12760

B-3

144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192


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B-4

193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241


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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38.85000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38.90000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38.95000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.00000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.05000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.10000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.15000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.20000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.25000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.30000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.35000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.40000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.45000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.50000

B-6

291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339


. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.55000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.60000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.65000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.70000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.75000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.80000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.85000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.90000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39.95000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.00000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.05000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.10000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.15000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.20000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.25000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.30000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.35000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.40000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.45000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.50000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.55000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.60000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.65000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.70000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.75000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.80000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.85000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.90000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40.95000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.00000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.05000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.10000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.15000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.20000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.25000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.30000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.35000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.40000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.45000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.50000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.55000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.60000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.65000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.70000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.75000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.80000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.85000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.90000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.95000

B-7

340341342343344345346347348349350351352353354355356357358359360


. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.00000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.05000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.10000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.15000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.20000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.25000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.30000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.35000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.40000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.45000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.50000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.55000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.60000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.65000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.70000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.75000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.80000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.85000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.90000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42.95000 and thereafter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43.00000

B-8

5

10

15

20

25

30

35

40

45

Draw Curve in Effect by HECM Age

HECM Age (in months)

1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Exhibit C

Annualized Draw Rate (%)

14.00000 9.00000 8.00000 7.33333 6.66667 6.00000 5.83333 5.66667 5.50000 5.33333 5.16667 5.00000 4.83333 4.66667 4.50000 4.33333 4.16667 4.00000 3.86111 3.72222 3.58333 3.44444 3.30556 3.16667 3.02778 2.88889 2.75000 2.61111 2.47222 2.33333 2.19444 2.05556 1.91667 1.77778 1.63889 1.50000 1.43750 1.37500 1.31250 1.25000 1.18750 1.12500 1.06250 1.00000 0.93750

C-1

464748495051525354555657585960

HECM Age (in months) Annualized Draw Rate (%)

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.87500

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.81250

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.75000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.68750

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.62500

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.56250

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.50000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.43750

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.37500

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.31250

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.25000

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.18750

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.12500

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.06250 and thereafter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0.00000

C-2

$322,863,857

Government National Mortgage Association

GINNIE MAE®

Guaranteed HECM MBS REMIC Pass-Through Securities

and MX Securities Ginnie Mae REMIC Trust 2020-H10

OFFERING CIRCULAR SUPPLEMENT June 24, 2020

CastleOak Securities, L.P.