this Supplement. See Exhibit A to this Supplement for certain information regarding the
characteristics of the Mortgage Loans included in the related 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.
The Floating Rate and Inverse Floating Rate Classes will bear interest at per annum rates based
on one-month LIBOR (hereinafter referred to as "LIBOR") as follows:
Class
Interest Rate
Formula(1)
Initial
Interest
Rate(2)
Minimum
Rate
Maximum
Rate
Delay
(in days)
LIBOR
for Minimum
Interest Rate
AF
LIBOR + 0.30%
3.500000%
0.3%
6.50000000%
0
0.00%
AS
6.20% - LIBOR
3.000000%
0.0%
6.20000000%
0
6.20%
BF
LIBOR + 0.30%
3.500000%
0.3%
6.50000000%
0
0.00%
BS
6.20% - LIBOR
3.000000%
0.0%
6.20000000%
0
6.20%
EI
6.20% - LIBOR
0.050000%
0.0%
0.05000000%
0
6.20%
F
LIBOR + 0.50%
3.500000%
0.5%
6.50000000%
19
0.00%
FA
LIBOR + 0.30%
3.500000%
0.3%
6.50000000%
0
0.00%
FB
LIBOR + 0.30%
3.500000%
0.3%
6.50000000%
0
0.00%
FC
LIBOR + 0.30%
3.500000%
0.3%
6.50000000%
0
0.00%
FD
LIBOR + 0.30%
3.300000%
0.3%
7.00000000%
0
0.00%
FE
LIBOR + 0.30%
3.480000%
0.3%
6.50000000%
0
0.00%
FJ
LIBOR + 0.30%
3.500000%
0.3%
6.50000000%
0
0.00%
NF
LIBOR + 0.30%
3.390000%
0.3%
6.50000000%
0
0.00%
NS
6.20% - LIBOR
3.110000%
0.0%
6.20000000%
0
6.20%
S
19.83333275% - (LIBOR × 3.3333333)
9.833333%
0.0%
19.83333275%
19
5.95%
SA
6.20% - LIBOR
3.000000%
0.0%
6.20000000%
0
6.20%
SB
6.20% - LIBOR
3.000000%
0.0%
6.20000000%
0
6.20%
SC
6.20% - LIBOR
3.000000%
0.0%
6.20000000%
0
6.20%
SD
16.75% - (LIBOR × 2.50)
9.250000%
0.0%
16.75000000%
0
6.70%
SG
6.15% - LIBOR
2.970000%
0.0%
6.15000000%
0
6.15%
SI
6.00% - LIBOR
0.050000%
0.0%
0.05000000%
19
6.00%
SJ
6.20% - LIBOR
3.000000%
0.0%
6.20000000%
0
6.20%
(1) LIBOR will be established on the basis of the BBA LIBOR method, as described under
"Description of the Securities – Interest Distributions – Floating Rate and Inverse Float-
ing Rate Classes" in this Supplement.
(2) The initial Interest Rate will be in effect during the first Accrual Period; the Interest Rate
will adjust monthly thereafter.
S-5