SECURITY GROUP 10
The Group 10 Principal Distribution Amount will be allocated to CO, until retired
Scheduled Principal Balances:
The 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
PO ............................................................................................................
125% PSA through 250% PSA
UO............................................................................................................
125% PSA through 250% PSA
AO ............................................................................................................
125% PSA through 250% PSA
EO ............................................................................................................
125% PSA through 250% PSA
SA..............................................................................................................
230% PSA
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
Notional Balance of each Notional Class represents the percentage indicated below of, and
reduces to that extent with, the Class Principal Balances indicated:
Class
Original Class
Notional Balance
Represents Approximately
AI ........
$177,857,383
599.9999831326% of AO (PAC Class)
HI ........
52,499,758
599.9999771428% of HO (SUP Class)
KI ........
23,673,856
800% of KO (SUP Class)
PI ........
81,326,144
800% of PO (PAC Class)
SC ........
24,334,096
349.9999928084% of CO (SC/PT Class)
SE ........
85,031,504
599.9999717752% of EO (PAC Class)
SG ........
10,000,000
100% of FG (PT Class)
SM ........
105,000,000
100% of FM (PT Class)
SN ........
230,357,141
99.9999995659% of FD, FE, FH and FT (SEQ Classes)
SU ........
77,365,906
599.9999844893% of UO (PAC Class)
SV ........
22,634,093
599.9999734913% of VO (SUP Class)
TS ........
99,999,999
99.999999% of FK (PT Class)
WS ........
24,968,495
599.9999759697% of WO (SUP Class)
YS ........
109,999,999
99.9999990909% of FL (PT Class)
Tax Status: Double REMIC Series. See "Certain Federal Income Tax Consequences" in this
Supplement and in the Base Offering Circular.
Regular and Residual Classes: Class RR is a Residual Class and includes the Residual Interest
of the Issuing REMIC and the Pooling REMIC; all other Classes of REMIC Securities are Regular
Classes.
B-16