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 102 BI $ 8,037,577 IE $  15,273,785 NTL (SC/SEQ) 6.00%  FIX/IO 383742EX7 August 2037 PI 7,236,208 Combination 103 BI $ 6,889,352 IG $  14,125,560 NTL (SC/SEQ) 6.00%  FIX/IO 383742EY5 August 2037 PI 7,236,208 Combination 104 BI $ 4,592,901 IH $  11,829,109 NTL (SC/SEQ) 6.00%  FIX/IO 383742EZ2 August 2037 PI 7,236,208 Combination 105 BI $ 3,444,676 IJ $  10,680,884 NTL (SC/SEQ) 6.00%  FIX/IO 383742FA6 August 2037 PI 7,236,208 Combination 106 BI $ 2,296,450 IK $ 9,532,658 NTL (SC/SEQ) 6.00%  FIX/IO 383742FB4 August 2037 PI 7,236,208 Combination 107 BI $ 1,148,225 IL $ 8,384,433 NTL (SC/SEQ) 6.00%  FIX/IO 383742FC2 August 2037 PI 7,236,208 Combination 108 BI $ 9,185,803 IM $  14,974,769 NTL (SC/SEQ) 6.00%  FIX/IO 383742FD0 August 2037 PI 5,788,966 Combination 109 BI $ 8,037,578 IP $  13,826,544 NTL (SC/SEQ) 6.00%  FIX/IO 383742FE8 August 2037 PI 5,788,966 Combination 110 BI $ 6,889,352 IN $  12,678,318 NTL (SC/SEQ) 6.00%  FIX/IO 383742FF5 August 2037 PI 5,788,966 Combination 111 BI $ 5,741,127 IT $  11,530,093 NTL (SC/SEQ) 6.00%  FIX/IO 383742FG3 August 2037 PI 5,788,966 S-I-15