"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,
Interest Only, Inverse Floating Rate or Special 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.
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 + 0.50%
5.620%
0.50000000%
7.00000000%
0
0.000%
FC
LIBOR + 0.50%
5.620%
0.50000000%
7.00000000%
0
0.000%
FH
LIBOR + 0.45%
5.570%
0.45000000%
7.00000000%
0
0.000%
FI
6.55% - LIBOR
0.050%
0.00000000%
0.05000000%
0
6.550%
FJ
LIBOR + 0.505%
5.625%
0.50500000%
7.00000000%
0
0.000%
FX
(3)
5.120%
0.00000000%
7.00000000%
0
0.000%
FZ
LIBOR + 0.50%
5.620%
0.50000000%
7.00000000%
0
0.000%
MS
10.11% - (LIBOR x 1.50)
2.430%
0.00000000%
10.11000000%
0
6.740%
NS
13.47999999% - (LIBOR x 2.00)
3.240%
0.00000000%
13.47999999%
0
6.740%
PF
LIBOR + 0.26%
5.380%
0.26000000%
7.00000000%
0
0.000%
PS
24.71333356% - (LIBOR x 3.6666667)
5.940%
0.00000000%
24.71333356%
0
6.740%
QA
6.50% - LIBOR
1.380%
0.00000000%
6.50000000%
0
6.500%
SI
6.74% - LIBOR
1.620%
0.00000000%
6.74000000%
0
6.740%
US
16.85000003% - (LIBOR x 2.50)
4.050%
0.00000000%
16.85000003%
0
6.740%
VS
20.21999998% - (LIBOR x 3.00)
4.860%
0.00000000%
20.21999998%
0
6.740%
(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.
(3) If LIBOR is less than or equal to 6.495%, LIBOR; If LIBOR is greater than 6.495%, (LIBOR x
101.00) - 649.50%.
Allocation of Principal: On each Distribution Date the following distributions will be made
to the related Securities:
SECURITY GROUP 1
The Group 1 Principal Distribution Amount and the Z Accrual Amount will be allocated in the
following order of priority:
1. Concurrently, to PF and PO, pro rata, until reduced to their Aggregate Scheduled
Principal Balance for that Distribution Date
S-4