CERTAIN FEDERAL INCOME TAX CONSEQUENCES
The following tax discussion, when read in conjunction with the discussion of "Certain
Federal Income Tax Consequences" in the Base Offering Circular, describes the material
federal income tax considerations for investors in the Securities. However, these two tax
discussions do not purport to deal with all federal tax consequences applicable to all categories
of investors, some of which may be subject to special rules.
Investors should consult their own tax advisors in determining the federal, state,
local and any other tax consequences to them of the purchase, ownership and
disposition of the Securities.
REMIC Elections
In the opinion of Cleary, Gottlieb, Steen & Hamilton, the Trust will constitute a Double
REMIC Series for federal income tax purposes. Separate REMIC elections will be made for the
Pooling REMIC and the Issuing REMIC.
Regular Securities
The Regular Securities will be treated as debt instruments issued by the Issuing REMIC for
federal income tax purposes. Income on the Regular Securities must be reported under an
accrual method of accounting.
The Class EA, EB, EC, ED and EL Securities are Principal Only Securities. Principal Only
Securities are treated for federal income tax purposes as having been issued with an amount of
original issue discount ("OID") equal to the difference between their principal balance and
their issue price.
The Class ID, IE, IG, IH, IL, IN, IO, IV, IY, UA, UB, UC, UD, XI and XS 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 OID rules based on the expected payments on these securities at the
prepayment assumption described below.
The Class XZ, ZA, ZB and ZC Securities are Accrual Securities. Holders of Accrual
Securities are required to accrue all income from their Securities (other than income attributa-
ble 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 Regular Securities described in the preceding three paragraphs, based on
anticipated prices (including accrued interest), the assumed Mortgage Loan characteristics, the
prepayment assumption described below and, in the case of the Floating Rate Classes, the
constant LIBOR value described below, no Class of Regular Securities is expected to be issued
with OID.
Prospective investors in the Regular Securities should be aware, however, that the forego-
ing 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,
S-45