REMIC Elections
In the opinion of Milbank, Tweed, Hadley & McCloy, 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 PO and MO 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 IM, SG, JI and SJ 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.
Other than the Regular Securities described in the preceding two 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 and Inverse
Floating Rate Classes, the constant value of LIBOR 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,
on the Regular Securities is 297% PSA in the case of the Group 1 Securities, 247% PSA in the
case of the Group 2 Securities and 225% PSA in the case of the Group 3 Securities. In the case of
the Floating Rate and Inverse Floating Rate Classes, the constant value of LIBOR to be used for
these determinations is 5.32% for the Group 1 Classes, 5.5375% for the Group 2 Classes and
5.61125% for the Group 3 Classes. No representation is made, however, about the rate at which
prepayments on Mortgage Loans underlying any of the Trust Assets actually will occur or the
level of LIBOR at any time after the date of this Supplement. See "Certain Federal Income Tax
Consequences" in the Base Offering Circular.
The Regular Securities generally will be treated as "regular interests" in a REMIC for
domestic building and loan associations and "real estate assets" for real estate investment trusts
("REITs") as described in "Certain Federal Income Tax Consequences" in the Base Offering
Circular. Similarly, interest on the Regular Securities will be considered "interest on obliga-
tions secured by mortgages on real property" for REITs.
Residual Securities
The Class RR Securities will represent the beneficial ownership of the Residual Interest in
the Pooling REMIC and the beneficial ownership of the Residual Interest in the Issuing REMIC.
The Residual Securities, i.e., the Class RR Securities, generally will be treated as "residual
interests" in a REMIC for domestic building and loan associations and as "real estate assets" for
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