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
DI ................................
6.50% - LIBOR
0.03000%
0.00%
0.03%
0
6.50%
F....................................
LIBOR + 0.70%
5.82375%
0.70%
6.50%
0
0.00%
FA ................................
LIBOR + 0.50%
5.63000%
0.50%
7.00%
0
0.00%
FB ................................
LIBOR + 0.33%
5.46000%
0.33%
7.00%
0
0.00%
FC ................................
LIBOR + 0.50%
5.62000%
0.50%
7.00%
0
0.00%
FD ................................
LIBOR + 0.50%
5.63000%
0.50%
7.00%
0
0.00%
FE ................................
LIBOR + 0.70%
5.82375%
0.70%
6.50%
0
0.00%
FG ................................
LIBOR + 0.53%
5.66000%
0.53%
7.00%
0
0.00%
FH ................................
LIBOR + 0.70%
5.82375%
0.70%
6.50%
0
0.00%
FJ ..................................
LIBOR + 0.30%
5.29750%
0.30%
7.50%
0
0.00%
FK ................................
LIBOR + 0.30%
5.36000%
0.30%
7.00%
0
0.00%
FM ................................
LIBOR + 0.52%
5.65000%
0.52%
7.00%
0
0.00%
FN ................................
LIBOR + 0.53%
5.66000%
0.53%
7.00%
0
0.00%
FP ................................
LIBOR + 0.33%
5.46000%
0.33%
7.00%
0
0.00%
FT ................................
LIBOR + 0.32%
5.31750%
0.32%
7.50%
0
0.00%
GF ................................
LIBOR + 0.51%
5.64000%
0.51%
7.00%
0
0.00%
HF ................................
LIBOR + 0.52%
5.65000%
0.52%
7.00%
0
0.00%
IA..................................
6.53% - LIBOR
0.01000%
0.00%
0.01%
0
6.53%
IB..................................
6.52% - LIBOR
0.01000%
0.00%
0.01%
0
6.52%
IC..................................
6.51% - LIBOR
0.01000%
0.00%
0.01%
0
6.51%
ID ................................
6.49% - LIBOR
0.02000%
0.00%
0.02%
0
6.49%
IH ................................
6.51% - LIBOR
0.04000%
0.00%
0.04%
0
6.51%
IK..................................
LIBOR - 6.62%
0.08000%
0.08%
0.50%
0
6.70%
IL ..................................
6.52% - LIBOR
0.05000%
0.00%
0.05%
0
6.52%
IS ..................................
6.50% - LIBOR
0.01000%
0.00%
0.01%
0
6.50%
IT..................................
6.49% - LIBOR
0.01000%
0.00%
0.01%
0
6.49%
IX ................................
6.48% - LIBOR
0.01000%
0.00%
0.01%
0
6.48%
IW ................................
6.53% - LIBOR
0.06000%
0.00%
0.06%
0
6.53%
IY..................................
6.48% - LIBOR
0.01000%
0.00%
0.01%
0
6.48%
JI ..................................
7.20% - LIBOR
0.02000%
0.00%
0.02%
0
7.20%
MI ................................
6.48% - LIBOR
0.01000%
0.00%
0.01%
0
6.48%
MT................................
If LIBOR <= 6.68%; LIBOR + 0.32%
5.31750%
0.00%
7.00%
0
>= 7.18%
If LIBOR > 6.68%; 100.52% – (LIBOR x 14)
NF ................................
LIBOR + 0.47%
5.60000%
0.47%
7.00%
0
0.00%
PF ................................
LIBOR + 0.33%
5.46000%
0.33%
7.00%
0
0.00%
PS..................................
6.67% - LIBOR
1.54000%
0.00%
6.67%
0
6.67%
SA ................................
6.50% - LIBOR
1.37000%
0.00%
6.50%
0
6.50%
SC ................................
6.50% - LIBOR
1.38000%
0.00%
6.50%
0
6.50%
SD ................................
6.47% - LIBOR
1.34000%
0.00%
6.47%
0
6.47%
SE ................................
5.80% - LIBOR
0.67625%
0.00%
5.80%
0
5.80%
SF
If LIBOR <= 7.00%; 0.0%
0.00000%
0.00%
54.00%
19
<= 7.00%
If LIBOR > 7.00%; 54.0%
SH ................................
5.80% - LIBOR
0.67625%
0.00%
5.80%
0
5.80%
SI ..................................
If LIBOR <= 7.00%; 0.0%
0.00000%
0.00%
54.00%
19
<= 7.00%
If LIBOR > 7.00%; 54.0%
SP..................................
6.67% - LIBOR
1.54000%
0.00%
6.67%
0
6.67%
SX ................................
If LIBOR <= 7.00%; 0.0%
0.00000%
0.00%
40.50%
19
<= 7.00%
If LIBOR > 7.00%; 40.5%
SY ................................
If LIBOR <= 7.00%; 0.0%
0.00000%
0.00%
31.86%
19
<= 7.00%
If LIBOR > 7.00%; 31.86%
TB ................................
If LIBOR <= 7.00%; 6.75%
6.75000%
0.00%
6.75%
19
> 7.00%
If LIBOR > 7.00%; 0.0%
UF ................................
LIBOR + 0.48%
5.61000%
0.48%
7.00%
0
0.0000%
VF ................................
LIBOR + 0.49%
5.62000%
0.49%
7.00%
0
0.0000%
(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.
S-5