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
AI
6.69% - LIBOR
1.370000%
0.00%
6.69000000%
0
6.69%
BS
24.55243286% - (LIBOR × 3.67001986)
5.027927%
0.00%
24.55243286%
0
6.69%
CS
22.75% - (LIBOR × 3.50)
4.130000%
0.00%
22.75000000%
0
6.50%
DS
23.7449% - (LIBOR × 3.67)
4.220500%
0.00%
23.74490000%
0
6.47%
ES
24.47903225% - (LIBOR x 3.67001983)
4.954527%
0.00%
24.47903225%
0
6.67%
F
LIBOR + 0.10%
5.420000%
0.10%
7.00000000%
0
0.00%
FD
LIBOR + 0.31%
5.630000%
0.31%
7.00000000%
0
0.00%
FE
LIBOR + 0.31%
5.630000%
0.31%
7.00000000%
0
0.00%
FG
LIBOR + 0.30%
5.620000%
0.30%
6.75000000%
0
0.00%
FH
LIBOR + 0.31%
5.630000%
0.31%
7.00000000%
0
0.00%
FJ
LIBOR + 0.31%
5.630000%
0.31%
7.00000000%
0
0.00%
FK
LIBOR + 0.31%
5.630000%
0.31%
7.00000000%
0
0.00%
FL
LIBOR + 0.33%
5.650000%
0.33%
7.00000000%
0
0.00%
FM
LIBOR + 0.28%
5.600000%
0.28%
6.75000000%
0
0.00%
FT
LIBOR + 0.31%
5.630000%
0.31%
7.00000000%
0
0.00%
FW
LIBOR + 0.31%
5.630000%
0.31%
7.00000000%
0
0.00%
GS
51.60% - (LIBOR × 8.00)
9.040000%
0.00%
51.60000000%
0
6.45%
HI
6.69% - LIBOR
1.370000%
0.00%
6.69000000%
0
6.69%
HS
24.55243286% - (LIBOR × 3.67001986)
5.027927%
0.00%
24.55243286%
0
6.69%
JS
23.7449% - (LIBOR × 3.67)
4.220500%
0.00%
23.74490000%
0
6.47%
KI
6.47% - LIBOR
1.150000%
0.00%
6.47000000%
0
6.47%
KS
23.7449% - (LIBOR × 3.67)
4.220500%
0.00%
23.74490000%
0
6.47%
LS
24.47903225% - (LIBOR × 3.67001983)
4.954527%
0.00%
24.47903225%
0
6.67%
MS
51.76% - (LIBOR × 8.00)
9.200000%
0.00%
51.76000000%
0
6.47%
MT
If LIBOR G 6.20%; LIBOR + 1.600%
6.920000%
0.00%
7.80000000%
0
6.50%
If LIBOR H 6.20%; 169.0% - (LIBOR x 26.00)
NS
40.13999931% - (LIBOR × 5.99999988)
8.220000%
0.00%
40.13999931%
0
6.69%
PI
6.47% - LIBOR
1.150000%
0.00%
6.47000000%
0
6.47%
PY
51.76% - (LIBOR × 8.00)
9.200000%
0.00%
51.76000000%
0
6.47%
QS
24.55243272% - (LIBOR × 3.67001984)
5.027927%
0.00%
24.55243272%
0
6.69%
S
25.29999975% - (LIBOR × 3.66666662)
5.793333%
0.00%
25.29999975%
0
6.90%
SA
22.04848456% - (LIBOR × 3.2424242)
4.798789%
0.00%
22.04848456%
0
6.80%
SB
22.04848456% - (LIBOR × 3.2424242)
4.798789%
0.00%
22.04848456%
0
6.80%
SC
6.50% - LIBOR
1.180000%
0.00%
6.50000000%
0
6.50%
SE
6.67% - LIBOR
1.350000%
0.00%
6.67000000%
0
6.67%
SG
6.45% - LIBOR
1.130000%
0.00%
6.45000000%
0
6.45%
SH
24.55243286% - (LIBOR × 3.67001986)
5.027927%
0.00%
24.55243286%
0
6.69%
SJ
40.13999911% - (LIBOR × 5.99999984)
8.220000%
0.00%
40.13999911%
0
6.69%
SK
40.13999931% - (LIBOR × 5.99999988)
8.220000%
0.00%
40.13999931%
0
6.69%
SL
40.01999876% - (LIBOR × 5.99999978)
8.100000%
0.00%
40.01999876%
0
6.67%
SM
6.47% - LIBOR
1.150000%
0.00%
6.47000000%
0
6.47%
SN
6.69% - LIBOR
1.370000%
0.00%
6.69000000%
0
6.69%
SP
40.13999911% - (LIBOR × 5.99999984)
8.220000%
0.00%
40.13999911%
0
6.69%
ST
40.13999911% - (LIBOR × 5.99999984)
8.220000%
0.00%
40.13999911%
0
6.69%
SU
6.69% - LIBOR
1.370000%
0.00%
6.69000000%
0
6.69%
SV
6.69% - LIBOR
1.370000%
0.00%
6.69000000%
0
6.69%
SW
22.04848456% - (LIBOR × 3.2424242)
4.798789%
0.00%
22.04848456%
0
6.80%
SX
24.55243272% - (LIBOR × 3.67001984)
5.027927%
0.00%
24.55243272%
0
6.69%
SY
24.47903225% - (LIBOR × 3.67001983)
4.954527%
0.00%
24.47903225%
0
6.67%
TS
6.69% - LIBOR
1.370000%
0.00%
6.69000000%
0
6.69%
TY
51.76% - (LIBOR × 8.00)
9.200000%
0.00%
51.76000000%
0
6.47%
US
24.55243272% - (LIBOR × 3.67001984)
5.027927%
0.00%
24.55243272%
0
6.69%
UY
40.01999876% - (LIBOR × 5.99999978)
8.100000%
0.00%
40.01999876%
0
6.67%
B-13