Assumed Characteristics of the Mortgage Loans Underlying the Group 1, 2 and 4 Trust
Assets1:
Principal
Balance2
Weighted Average
Remaining Term to
Maturity (in months)
Weighted Average
Loan Age
(in months)
Weighted
Average
Mortgage Rate3
Group 1 Trust Assets
$121,380,000
357
2
6.250%
Group 2 Trust Assets
$250,000,000
357
2
5.600%
Group 4 Trust Assets
$750,000,000
354
3
6.257%
1As of August 1, 2003.
2Does not include Group 2 Trust Assets that will be added to pay the Trustee
Fee.
3The Mortgage Loans underlying the Group 1, 2 and 4 Trust Assets may bear
interest at rates ranging from 0.25% to 1.50% per annum above the related
Certificate Rate.
The actual remaining terms to maturity, loan ages and Mortgage Rates of many of the Mortgage
Loans underlying the Group 1, 2 and 4 Trust Assets will differ from the weighted averages
shown above, perhaps significantly. See "The Trust Assets – The Mortgage Loans" in this
Supplement. See Exhibit A to this Supplement for certain information regarding the characteris-
tics of the Mortgage Loans included in the Underlying Trust.
Issuance of Securities: The Securities, other than the Residual Securities, will initially be
issued in book-entry form through the book-entry system of the U.S. Federal Reserve Banks (the
"Fedwire Book-Entry System"). The Residual Securities will be issued in fully registered,
certificated form. See "Description of the Securities – Form of Securities" in this Supplement.
Modification and Exchange: If you own exchangeable Securities you will be able, upon
notice and payment of an exchange fee, to exchange them for a proportionate interest in the
related Securities shown on Schedule I to this Supplement. See "Description of the Securi-
ties – Modification and Exchange" in this Supplement.
Increased Minimum Denomination Classes:
Each Class that constitutes a Principal Only,
Interest Only or Inverse Floating Rate Class. See "Description of the Securities – Form of
Securities" in this Supplement.
Interest Rates:
The Interest Rates for the Fixed Rate Classes are shown on the inside cover
page of this Supplement or on Schedule I to this Supplement.
B-5