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PC Disclosure Calculations

By accessing the link below, you can find information concerning the methodologies we use at issuance and monthly thereafter to calculate certain data concerning each of the mortgages ("Loan Level Disclosure") backing our Mortgage Participation Certificates ("PCs") and certain of the statistical information in the pool supplement relating to each PC ("Pool Supplement"). Certain of these methodologies incorporate assumptions as to permitted Mortgage characteristics and variables therein. As a result, in some cases the application of these methodologies could result in minor differences between the actual characteristics of a given Mortgage and the reported characteristics.

PC Disclosure Calculations

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