REMIC Securities MX Securities Class Original Class Principal Balance or Class Notional 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 29 DI $  4,756,854 PI $  18,181,818 NTL (PAC/SUP) 5.50% FIX/IO    38374LNR8 June 2035 MI(5) 7,568,664 NI(5) 2,202,909 QI(5) 1,839,509 UI(5) 1,813,882 Security Group 4 Combination 30 VC $12,136,000 CB $  17,136,000 SEQ 5.00% FIX 38374LPB1 June 2035 ZC 5,000,000 (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)  MX Class. (6)  The Interest Rate will be calculated as described under "Terms Sheet – Interest Rates" in this Supplement. (7)  In  the  case  of  Combinations  1,  2,  3  and  4,  various  subcombinations  are  permitted.  See  "Description  of  the  Securities – Modification and Exchange" in the Base Offering Circular for a discussion of subcombinations. S-I-5