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 92 BI $ 3,444,676 IU $  13,575,367 NTL (SC/SEQ) 6.00%  FIX/IO            383742EM1 August 2037 PI 10,130,691 Combination 93 BI $ 2,296,451 IY $  12,427,142 NTL (SC/SEQ) 6.00%  FIX/IO 383742EN9 August 2037 PI 10,130,691 Combination 94 BI $ 1,148,225 TI $  11,278,916 NTL (SC/SEQ) 6.00%  FIX/IO 383742EP4 August 2037 PI 10,130,691 Combination 95 BI $ 9,185,803 VI $  17,869,253 NTL (SC/SEQ) 6.00%  FIX/IO            383742EQ2 August 2037 PI 8,683,450 Combination 96 BI $ 8,037,577 WI $  16,721,027 NTL (SC/SEQ) 6.00%  FIX/IO 383742ER0 August 2037 PI 8,683,450 Combination 97 BI $ 5,741,126 XI $  14,424,576 NTL (SC/SEQ) 6.00%  FIX/IO 383742ES8 August 2037 PI 8,683,450 Combination 98 BI $ 4,592,901 IA $  13,276,351 NTL (SC/SEQ) 6.00%  FIX/IO 383742ET6 August 2037 PI 8,683,450 Combination 99 BI $ 2,296,450 IB $  10,979,900 NTL (SC/SEQ) 6.00%  FIX/IO 383742EU3 August 2037 PI 8,683,450 Combination 100 BI $ 1,148,225 IC $ 9,831,675 NTL (SC/SEQ) 6.00%  FIX/IO 383742EV1 August 2037 PI 8,683,450 Combination 101 BI $ 9,185,803 ID $  16,422,011 NTL (SC/SEQ) 6.00%  FIX/IO            383742EW9 August 2037 PI 7,236,208 S-I-14