REMIC Securities MX Securities Class Original Class Principal Balance Related MX Class Maximum Original Class Principal Balance or Class Notional Balance(2) Principal Type(3) Interest Rate Interest Type(3) CUSIP Number Final Distribution Date(4) Combination 5(5) PT(6) $90,450,000 IT $45,225,000 NTL (PAC I) 5.0%    FIX/IO 38374 F Z 3 1 May 2030 PM 90,450,000 PAC I 2.5 FIX 38374 F Z 4 9 May 2030 PN 90,450,000 PAC I 3.0 FIX 38374 F Z 5 6 May 2030 PU 90,450,000 PAC I 3.5 FIX 38374 F Z 6 4 May 2030 PV 90,450,000 PAC I 4.0 FIX 38374 F Z 7 2 May 2030 PW 90,450,000 PAC I 4.5 FIX 38374 F Z 8 0 May 2030 (1)  All exchanges must comply with minimum denominations restrictions. (2)  The amount shown for each MX Class represents the maximum Original Class Principal Balance (or original Class Notional Balance) of that Class, assuming it were to be issued on the Closing Date. (3)  As defined under "Class Types" in Appendix I to the Base Offering Circular. (4)  See "Yield, Maturity and Prepayment Considerations – Final Distribution Date" in this Supplement. (5)  In the case of Combinations 2, 3 and 5, various subcombinations are permitted. See "Description of the Securities – Modification and Exchange" in the Base Offering Circular for a discussion of subcombinations. (6)  MX Class. B-21