Class Notional Balance of each Notional Class represents the percentage indicated below of,
and reduces to that extent with, the Class Principal Balances indicated:
Class
Original Class
Notional Balance
Represents Approximately
BI ........ $ 87,000,000
100% of DB (PAC I Class)
IB ........
17,150,356
100% of LB (PAC Class)
IC ........
204,600,000
100% of DA, DB and DC (in the aggregate) (PAC I Classes)
ID ........
48,000,000
100% of DA (PAC I Class)
IE..........
15,800,000
40% of NG and NH (in the aggregate) (PAC I Classes)
IG ........
9,200,000
40% of NG (PAC Class)
IH ........
5,509,090 18.1818181818% of CB (PAC I Class)
IJ ..........
78,400,000
100% of JA (NSJ/PAC II/AD Class)
IL..........
88,761,721 72.7272727273% of LA (PAC Class)
IM ........
35,630,627
100% of YV (NSJ/TAC/AD Class)
IN ........
15,045,454 18.1818181818% of CD (PAC I Class)
IU ........
6,600,000
40% of NH (PAC Class)
IW ........
69,600,000
100% of DC (PAC I Class)
LI..........
33,285,645 27.2727272727% of LA (PAC Class)
PS ........
35,520,000
100% of PF (PAC/AD Class)
SA ........
12,500,000
100% of FA (STP Class)
Component Classes: For purposes of calculating distributions of principal, Class ZC is
comprised of multiple components having the designations and characteristics set forth below.
Components are not separately transferable from the related Class of Securities.
Class
Components
Principal
Type
Interest
Type
Interest
Rate
Original
Principal
Balance
ZC
ZC1
NSJ/SUP
FIX/Z
5.5%
$10,074,103
ZC2
SUP
FIX/Z
5.5
34,023,647
Segment: For purposes of calculating distributions of principal, certain Classes will be
apportioned as a Segment as follows:
Segment
Principal
Type
Original
Principal
Balance
Related
Classes
1
SUP/AD
$45,704,730
YV and ZC1
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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