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,
Inverse Floating Rate, Interest Only or Interest Only Inverse Floating Rate Class. See "Descrip-
tion of the Securities – Form of Securities" in this Supplement.
Interest Rates:
The Interest Rates for the Fixed Rate Classes are shown on the front cover of
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
F ......
LIBOR + 0.30%
5.62%
0.3%
7.0000000%
0
0.0000%
FA ....
LIBOR + 0.30%
5.62%
0.3%
7.0000000%
0
0.0000%
FB ....
LIBOR + 0.30%
5.62%
0.3%
7.0000000%
0
0.0000%
FT ....
LIBOR + 0.30%
5.62%
0.3%
7.0000000%
0
0.0000%
SA ....
40.20% – (LIBOR x 6)
8.28%
0.0%
40.2000000%
0
6.7000%
SL ....
6.70% – LIBOR
1.38%
0.0%
6.7000000%
0
6.7000%
SM ....
6.70% – LIBOR
1.38%
0.0%
6.7000000%
0
6.7000%
SN ....
6.70% – LIBOR
1.38%
0.0%
6.7000000%
0
6.7000%
TS ....
(LIBOR × 700) – 4900%
0.0%
0.0%
7.0000000%
19
7.0000%
TX ....
4907% – (LIBOR x 700)
7.0%
0.0%
7.0000000%
19
7.0100%
XF ....
(LIBOR × 4200.00105) – 29400.00735%
0.0%
0.0%
42.0000105%
19
7.0000%
(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.
Allocation of Principal: On each Distribution Date for a Security Group, the following
distributions will be made to the related Securities:
SECURITY GROUP 1
The Group 1 Principal Distribution Amount will be allocated, concurrently, to F, FA, FB, FT
and OL, pro rata, until retired
SECURITY GROUP 2
A percentage of the Group 2 Principal Distribution Amount will be applied to the Trustee
Fee, and the remainder of the Group 2 Principal Distribution Amount (the "Group 2 Adjusted
Principal Distribution Amount") will be allocated in the following order of priority:
• The Group 2 Adjusted Principal Distribution Amount in the following order of priority:
1. Sequentially, to PA, PB and PC, in that order, until reduced to their Aggregate
Scheduled Principal Balance for that Distribution Date
2. Concurrently:
a. 3.1146936595% to PO, until retired
S-4