SECURITY GROUP 3
The Group 3 Principal Distribution Amount will be allocated to NF, until retired
SECURITY GROUP 4
The Group 4 Principal Distribution Amount and the ZC Accrual Amount will be allocated
as follows:
The ZC Accrual Amount, sequentially, to VC and ZC, in that order, until retired
The Group 4 Principal Distribution Amount, concurrently, as follows:
1. 33.3333333333% to FE, until retired
2. 66.6666666667%, sequentially, to GA, VC and ZC, 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 Ranges or Rate:
Class
Structuring Ranges or Rate
FD, PA, PB, PC and SD (in the aggregate) ..............................
125% PSA through 240% PSA*
FA, FB, FC, FJ, OA, OB, OC and OJ (in the aggregate)........
125% PSA through 250% PSA
F and S (in the aggregate) ............................................................
200% PSA**
*
The initial Effective Range is 126% PSA through 239% PSA.
** No Effective Rate.
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. 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
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