Exhibit A to this Supplement for certain information regarding the characteristics of the
Mortgage Loans included in the related Underlying Trusts.
Issuance of Securities: The Securities, other than the Residual Securities, will initially be
issued in book-entry form through the book-entry system of the U.S. Federal Reserve Banks (the
"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 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
BF
(LIBOR × 2850.00) - 18525.00%
0.0000%
0.00%
28.50000000%
19
6.50%
BI
(LIBOR × 2850.00) - 18525.00%
0.0000%
0.00%
28.50000000%
19
6.50%
BS
4947.60% - (LIBOR × 760.00)
7.6000%
0.00%
7.60000000%
19
6.51%
CF
(LIBOR × 2717.64705882) - 17664.70588233%
0.0000%
0.00%
27.17647059%
19
6.50%
CI
(LIBOR × 2717.64705882) - 17664.70588233%
0.0000%
0.00%
27.17647059%
19
6.50%
CS
5012.70% - (LIBOR × 770.00)
7.7000%
0.00%
7.70000000%
19
6.51%
FA
LIBOR + 0.27%
5.5900%
0.27%
7.00000000%
0
0.00%
FB
LIBOR + 0.70%
6.0200%
0.70%
7.00000000%
19
0.00%
FE
(LIBOR × 24.00) - 216.00%
0.0000%
0.00%
6.00000000%
19
9.00%
NA
14.20% - (LIBOR × 2.00)
3.5600%
0.00%
14.20000000%
0
7.10%
NB
15.975% - (LIBOR × 2.25)
4.0050%
0.00%
15.97500000%
0
7.10%
NC
17.75% - (LIBOR × 2.50)
4.4500%
0.00%
17.75000000%
0
7.10%
NF
LIBOR + 0.15%
5.4700%
0.15%
7.25000000%
0
0.00%
NG
19.525% - (LIBOR × 2.75)
4.8950%
0.00%
19.52500000%
0
7.10%
NH
21.30% - (LIBOR × 3.00)
5.3400%
0.00%
21.30000000%
0
7.10%
NJ
23.075% - (LIBOR × 3.25)
5.7850%
0.00%
23.07500000%
0
7.10%
NK
24.85% - (LIBOR × 3.50)
6.2300%
0.00%
24.85000000%
0
7.10%
NL
28.40% - (LIBOR × 4.00)
7.1200%
0.00%
28.40000000%
0
7.10%
NP
30.175% - (LIBOR × 4.25)
7.5650%
0.00%
30.17500000%
0
7.10%
NS
26.625% - (LIBOR × 3.75)
6.6750%
0.00%
26.62500000%
0
7.10%
NT
31.95% - (LIBOR × 4.50)
8.0100%
0.00%
31.95000000%
0
7.10%
NU
33.725% - (LIBOR × 4.75)
8.4550%
0.00%
33.72500000%
0
7.10%
NV
34.08% - (LIBOR × 4.80)
8.5440%
0.00%
34.08000000%
0
7.10%
NY
7.10% - LIBOR
1.7800%
0.00%
7.10000000%
0
7.10%
SA
25.2375% - (LIBOR × 3.75)
5.2875%
0.00%
25.23750000%
0
6.73%
SB
37.80% - (LIBOR × 6.00)
5.8800%
0.00%
37.80000000%
19
6.30%
SC
18.5075% - (LIBOR × 2.75)
3.8775%
0.00%
18.50750000%
0
6.73%
SD
20.19% - (LIBOR × 3.00)
4.2300%
0.00%
20.19000000%
0
6.73%
SE
222.00% - (LIBOR × 24.00)
6.0000%
0.00%
6.00000000%
19
9.25%
SF
21.8725% - (LIBOR × 3.25)
4.5825%
0.00%
21.87250000%
0
6.73%
SG
23.555% - (LIBOR × 3.50)
4.9350%
0.00%
23.55500000%
0
6.73%
SH
26.92% - (LIBOR × 4.00)
5.6400%
0.00%
26.92000000%
0
6.73%
SJ
28.6025% - (LIBOR × 4.25)
5.9925%
0.00%
28.60250000%
0
6.73%
SK
30.285% - (LIBOR × 4.50)
6.3450%
0.00%
30.28500000%
0
6.73%
SL
31.9675% - (LIBOR × 4.75)
6.6975%
0.00%
31.96750000%
0
6.73%
SM
33.65% - (LIBOR × 5.00)
7.0500%
0.00%
33.65000000%
0
6.73%
SN
35.3325% - (LIBOR × 5.25)
7.4025%
0.00%
35.33250000%
0
6.73%
B-13