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
FA
LIBOR + 0.25%
5.57%
0.25%
7.00000000%
0
0.00%
FG
LIBOR + 0.32%
5.64%
0.32%
7.00000000%
0
0.00%
FJ
LIBOR + 0.33%
5.65%
0.33%
7.00000000%
0
0.00%
FK
LIBOR + 0.30%
5.62%
0.30%
7.00000000%
0
0.00%
FN
LIBOR + 0.30%
5.62%
0.30%
7.00000000%
0
0.00%
FT
LIBOR + 0.25%
5.57%
0.25%
7.25000000%
0
0.00%
FW
LIBOR + 0.32%
4.50%
0.32%
4.50000000%
0
0.00%
FY
LIBOR + 0.33%
5.65%
0.33%
6.75000000%
0
0.00%
GS
40.08% - (LIBOR × 6.00)
8.16%
0.00%
40.08000000%
0
6.68%
IN
6.70% - LIBOR
0.03%
0.00%
0.03000000%
0
6.70%
IY
LIBOR - 6.42%
0.00%
0.00%
0.25000000%
0
6.42%
KI
6.70% - LIBOR
0.02%
0.00%
0.02000000%
0
6.70%
MT
If LIBOR G• 6.75%; LIBOR + 0.25%
5.57%
0.00%
7.00000000%
0
7.00%
If LIBOR H 6.75%; 196.0% - (LIBOR × 28)
SA
6.75% - LIBOR
1.43%
0.00%
6.75000000%
0
6.75%
SB
6.75% - LIBOR
1.43%
0.00%
6.75000000%
0
6.75%
SC
6.75% - LIBOR
1.43%
0.00%
6.75000000%
0
6.75%
SD
6.75% - LIBOR
1.43%
0.00%
6.75000000%
0
6.75%
SE
6.75% - LIBOR
1.43%
0.00%
6.75000000%
0
6.75%
SG
6.68% - LIBOR
1.36%
0.00%
6.68000000%
0
6.68%
SJ
24.45666666% - (LIBOR × 3.66666667)
4.95%
0.00%
24.45666666%
0
6.67%
SM
6.68% - LIBOR
1.36%
0.00%
6.68000000%
0
6.68%
SN
6.68% - LIBOR
1.36%
0.00%
6.68000000%
0
6.68%
SW
4.18% - LIBOR
0.00%
0.00%
4.18000000%
0
4.18%
(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.
Upon any redemption of Underlying Callable Securities underlying the Group 4 Trust
Assets, each related Class of Securities will be entitled to additional interest as described in
"The Trust Assets – The Underlying Callable Securities" in this Supplement.
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") and the ZA and ZB Accrual Amounts will be allocated as
follows:
• The ZA Accrual Amount in the following order of priority:
1. To FW, until reduced to its Scheduled Principal Balance for that Distribution Date
B-26