SECURITY GROUP 2
A percentage of the Group 2 Principal Distribution Amount will be applied to the Trustee
Fee, and the remainder of the Group 2 Principal Distribution Amount (the "Group 2 Adjusted
Principal Distribution Amount") will be allocated to F and PO, pro rata, until retired
Scheduled Principal Balances: The Aggregate Scheduled Principal Balances for the Classes
listed below are included in Schedule II to this Supplement. They were calculated using,
among other things, the following Structuring Range:
Class
Structuring Range
PB, PC and PD (in the aggregate) ..................................................
165% through 200%
Accrual Classes: Interest will accrue on each Accrual Class identified on the inside front cover
of this Supplement at the per annum rate set forth on that page. However, no interest will be
distributed to the Accrual Classes as interest. Interest so accrued on each Accrual Class on each
Distribution Date will constitute an Accrual Amount, which will be added to the Class Principal
Balance of that Class on each Distribution Date and will be distributable as principal as set forth
in this Terms Sheet under "Allocation of Principal."
Notional Classes: The Notional Classes will not receive distributions of principal but have
Class Notional Balances for convenience in describing their entitlements to interest. The Class
Notional Balance of each Notional Class represents the percentage indicated below of, and
reduces to that extent with, the Class Principal Balances indicated:
Original Class
Class
Notional Balance
Represents Approximately
IO ..........
$ 52,727,273
18.1818181818% of PC (SCH/AD Class)
2,316,636
9.0909090909% of PD (SCH/AD Class)
$ 55,043,909
PI............
$ 36,762,090
9.0909090909% of PB, PC and PD (SCH/AD Classes)
S ............
$200,000,000
100% of F (PT Class)
Tax Status:
Double REMIC Series. See "Certain Federal Income Tax Consequences" in this
Supplement and in the Base Offering Circular.
Regular and Residual Classes:
Class RR is a Residual Class and includes the Residual
Interest of the Issuing REMIC and the Pooling REMIC; all other Classes of REMIC Securities are
Regular Classes.
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