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 or Inverse Floating Rate 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 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
BX
(LIBOR × 16.00) - 144.00%
0.000000%
0.00%
4.0000%
19
9.00%
FA(3)
LIBOR + 0.45%
5.271880%
0.45%
7.0000%
0
0.00%
FB
LIBOR + 0.45%
5.687500%
0.45%
7.0000%
0
0.00%
FC
LIBOR + 0.44%
5.677500%
0.44%
7.0000%
0
0.00%
FI
4264.00% - (LIBOR × 650.00)
6.500000%
0.00%
6.5000%
0
6.56%
GA
40.9375% - (LIBOR × 6.25)
8.203125%
0.00%
40.9375%
0
6.55%
GB
42.575% - (LIBOR × 6.50)
8.531250%
0.00%
42.5750%
0
6.55%
GC
44.2125% - (LIBOR × 6.75)
8.859375%
0.00%
44.2125%
0
6.55%
GD
45.85% - (LIBOR × 7.00)
9.187500%
0.00%
45.8500%
0
6.55%
GE
47.4875% - (LIBOR × 7.25)
9.515625%
0.00%
47.4875%
0
6.55%
GH
49.125% - (LIBOR × 7.50)
9.843750%
0.00%
49.1250%
0
6.55%
GJ
50.7625% - (LIBOR × 7.75)
10.171875%
0.00%
50.7625%
0
6.55%
GK
52.40% - (LIBOR × 8.00)
10.500000%
0.00%
52.4000%
0
6.55%
GL
54.0375% - (LIBOR × 8.25)
10.828125%
0.00%
54.0375%
0
6.55%
GM
55.675% - (LIBOR × 8.50)
11.156250%
0.00%
55.6750%
0
6.55%
GN
57.3125% - (LIBOR × 8.75)
11.484375%
0.00%
57.3125%
0
6.55%
GT
58.95% - (LIBOR × 9.00)
11.812500%
0.00%
58.9500%
0
6.55%
GU
60.5875% - (LIBOR × 9.25)
12.140625%
0.00%
60.5875%
0
6.55%
GV
62.225% - (LIBOR × 9.50)
12.468750%
0.00%
62.2250%
0
6.55%
GW
63.8625% - (LIBOR × 9.75)
12.796875%
0.00%
63.8625%
0
6.55%
GX
65.50% - (LIBOR × 10.00)
13.125000%
0.00%
65.5000%
0
6.55%
JA
26.20% - (LIBOR × 4.00)
5.250000%
0.00%
26.2000%
0
6.55%
JB
31.1125% - (LIBOR × 4.75)
6.234375%
0.00%
31.1125%
0
6.55%
JC
32.75% - (LIBOR × 5.00)
6.562500%
0.00%
32.7500%
0
6.55%
JD
36.025% - (LIBOR × 5.50)
7.218750%
0.00%
36.0250%
0
6.55%
JE
39.30% - (LIBOR × 6.00)
7.875000%
0.00%
39.3000%
0
6.55%
JH
45.85% - (LIBOR × 7.00)
9.187500%
0.00%
45.8500%
0
6.55%
JL
52.40% - (LIBOR × 8.00)
10.500000%
0.00%
52.4000%
0
6.55%
JM
29.475% - (LIBOR × 4.50)
5.906250%
0.00%
29.4750%
0
6.55%
JN
65.50% - (LIBOR × 10.00)
13.125000%
0.00%
65.5000%
0
6.55%
JP
58.95% - (LIBOR × 9.00)
11.812500%
0.00%
58.9500%
0
6.55%
KA
26.20% - (LIBOR × 4.00)
5.250000%
0.00%
26.2000%
0
6.55%
KB
31.1125% - (LIBOR × 4.75)
6.234375%
0.00%
31.1125%
0
6.55%
KC
32.75% - (LIBOR × 5.00)
6.562500%
0.00%
32.7500%
0
6.55%
KD
36.025% - (LIBOR × 5.50)
7.218750%
0.00%
36.0250%
0
6.55%
KE
39.30% - (LIBOR × 6.00)
7.875000%
0.00%
39.3000%
0
6.55%
S-4