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 112 BI $ 9,185,803 IV $  13,527,528 NTL (SC/SEQ) 6.00%  FIX/IO 383742FH1 August 2037 PI 4,341,725 Combination 113 BI $ 8,037,577 IW $  12,379,302 NTL (SC/SEQ) 6.00%  FIX/IO 383742FJ7 August 2037 PI 4,341,725 Combination 114 BI $ 5,741,126 IX $  10,082,851 NTL (SC/SEQ) 6.00%  FIX/IO 383742FK4 August 2037 PI 4,341,725 Combination 115 BI $ 9,185,803 HJ $  12,080,286 NTL (SC/SEQ) 6.00%  FIX/IO 383742FL2 August 2037 PI 2,894,483 Combination 116 BI $ 8,037,577 KJ $  10,932,060 NTL (SC/SEQ) 6.00%  FIX/IO 383742FM0 August 2037 PI 2,894,483 Combination 117 BI $ 6,889,352 AJ $ 9,783,835 NTL (SC/SEQ) 6.00%  FIX/IO 383742FN8 August 2037 PI 2,894,483 Combination 118 BI $ 5,741,127 BJ $ 8,635,610 NTL (SC/SEQ) 6.00%  FIX/IO 383742FP3 August 2037 PI 2,894,483 Combination 119 BI $ 9,185,803 CJ $  10,633,045 NTL (SC/SEQ) 6.00%  FIX/IO 383742FQ1 August 2037 PI 1,447,242 Combination 120 BI $ 8,037,577 DJ $ 9,484,819 NTL (SC/SEQ) 6.00%  FIX/IO 383742FR9 August 2037 PI 1,447,242 Combination 121 BI $ 6,889,351 EJ $ 8,336,593 NTL (SC/SEQ) 6.00%  FIX/IO 383742FS7 August 2037 PI 1,447,242 S-I-16