"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,
Inverse Floating Rate or Interest Only 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 front cover 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
FD
LIBOR + 0.30%
5.8375000%
0.30%
7.00000000%
0
0.00%
FE
LIBOR + 0.42%
5.7400000%
0.42%
7.00000000%
0
0.00%
FG
LIBOR + 0.42%
5.7400000%
0.42%
7.00000000%
0
0.00%
FH
LIBOR + 0.42%
5.7400000%
0.42%
7.00000000%
0
0.00%
FJ
LIBOR + 0.23%
5.7675000%
0.23%
7.00000000%
0
0.00%
FM
LIBOR + 0.40%
5.7200000%
0.40%
7.00000000%
0
0.00%
FN
LIBOR + 0.42%
5.7400000%
0.42%
7.00000000%
0
0.00%
IM
6.60% - LIBOR
0.0200000%
0.00%
0.02000000%
0
6.60%
JF
LIBOR + 0.25%
5.8612500%
0.25%
7.00000000%
0
0.00%
JI
6.77% - LIBOR
0.0700000%
0.00%
0.07000000%
0
6.77%
JS
24.77251097% - (LIBOR × 3.67000163)
4.1792143%
0.00%
24.77251097%
0
6.75%
KS
40.49999811% - (LIBOR × 5.99999972)
6.8324997%
0.00%
40.49999811%
0
6.75%
SG
6.58% - LIBOR
1.2600000%
0.00%
6.58000000%
0
6.58%
SJ
6.75% - LIBOR
1.1387500%
0.00%
6.75000000%
0
6.75%
SP
39.47999923% - (LIBOR × 5.99999988)
7.5600000%
0.00%
39.47999923%
0
6.58%
(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
A percentage of the Group 1 Principal Distribution Amount will be applied to the Trustee
Fee, and the remainder of the Group 1 Principal Distribution Amount (the "Group 1 Adjusted
Principal Distribution Amount") will be allocated, concurrently, as follows:
1. 92.8571427287% in the following order of priority:
a. Concurrently, to FE and FM, pro rata, until retired
b. To FN, until retired
2. 7.1428572713% to PO, until retired
S-4