REMIC Elections
In the opinion of Cleary, Gottlieb, Steen & Hamilton, the Trust will constitute a Single
REMIC Series for federal income tax purposes.
Regular Securities
The Regular Securities will be treated as debt instruments issued by the Trust REMIC for
federal income tax purposes. Income on the Regular Securities must be reported under an
accrual method of accounting.
The Class SD and SV Securities are "Interest Weighted Securities" as described in "Certain
Federal Income Tax Consequences Tax Treatment of Regular Securities Interest
Weighted Securities and Non-VRDI Securities" in the Base Offering Circular. Although the tax
treatment of Interest Weighted Securities is not entirely certain, Holders of the Interest
Weighted Securities should expect to accrue all income on these Securities (other than income
attributable to market discount or de minimis market discount) under the original issue
discount ("OID") rules based on the expected payments on these securities at the prepayment
assumption described below.
The Class Z Securities are Accrual Securities. Holders of Accrual Securities are required to
accrue all income from their Securities (other than income attributable to market discount or
de minimis market discount) under the OID rules based on the expected payments on the
Accrual Securities at the prepayment assumption described below.
Other than the Securities described in the preceding two paragraphs, based on anticipated
prices (including accrued interest), the assumed Mortgage Loan characteristics, the prepay-
ment assumption described below and, in the case of Class F, FD, FV and S Securities, the
constant LIBOR value described below, no Classes are expected to be issued with OID.
Prospective investors in the Securities should be aware, however, that the foregoing
expectations about OID could change because of differences (1) between anticipated purchase
prices and actual purchase prices or (2) between the assumed characteristics of the Trust Assets
and the characteristics of the Trust Assets actually delivered to the Trust. The prepayment
assumption that should be used in determining the rates of accrual of OID, if any, on the
Regular Securities is 400% PSA in the case of the Group 1 Securities and 406% PSA in the case
of the Group 2 Securities (as described in "Yield, Maturity and Prepayment Considerations" in
this Supplement). In the case of Class F, FD, FV and S Securities, the value of LIBOR to be used
for these determinations is 1.75% in the case of Classes F, FV and S and 1.85% in the case of
Class FD. No representation is made, however, about the rate at which prepayments on the
Mortgage Loans underlying any Group of Trust Assets actually will occur or the level of LIBOR
at any time after the date of this Supplement. See "Certain Federal Income Tax Consequences"
in the Base Offering Circular.
The Regular Securities generally will be treated as "regular interests" in a REMIC for
domestic building and loan associations, "permitted assets" for financial asset securitization
investment trusts ("FASITs"), and "real estate assets" for real estate investment trusts
("REITs") as described in "Certain Federal Income Tax Consequences" in the Base Offering
Circular. Similarly, interest on the Regular Securities will be considered "interest on obliga-
tions secured by mortgages on real property" for REITs.
Residual Securities
The Class R Securities will represent the beneficial ownership of the Residual Interest in
the Trust REMIC. The Residual Securities, i.e., the Class R Securities, generally will be treated
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