See  "Risk  Factors – Rates  of  principal  payments  can  reduce  your  yield"  in  this Supplement. Rapid rates of prepayments on the Mortgage Loans are likely to coincide with periods of low prevailing interest rates. During periods of low prevailing interest rates, the yields at which an investor may be able to reinvest amounts received as principal payments on the investor's Class of Securities may be lower than the yield on that Class. Slow rates of prepayments on the Mortgage Loans are likely to coincide with periods of high prevailing interest rates. During periods of high prevailing interest rates, the amount of principal payments available to an investor for reinvestment at those high rates may be relatively low. The Mortgage Loans will not prepay at any constant rate until maturity, nor will all of the Mortgage Loans underlying any Trust Asset Group prepay at the same rate at any one time. The timing of changes in the rate of prepayments may affect the actual yield to an investor, even if the  average  rate  of  principal  prepayments  is  consistent  with  the  investor's  expectation.  In general, the earlier a prepayment of principal on the Mortgage Loans, the greater the effect on an  investor's  yield.  As  a  result,  the  effect  on  an  investor's  yield  of  principal  prepayments occurring at a rate higher (or lower) than the rate anticipated by the investor during the period immediately following the Closing Date is not likely to be offset by a later equivalent reduction (or increase) in the rate of principal prepayments. LIBOR: Effect on Yields of the Floating Rate and Inverse Floating Rate Classes Low levels of LIBOR  can reduce the yield of the Floating Rate Classes. High levels of LIBOR can significantly reduce the yield of the Inverse Floating Rate Classes. Payment Delay: Effect on Yields of the Fixed Rate Classes The effective yield on any Fixed Rate Class will be less than the yield otherwise produced by its Interest Rate and purchase price because, on each Distribution Date, 30 days' interest will be payable on (or added to the principal amount of) that Class even though interest began to accrue approximately 46, 47 or 50 days earlier, as applicable. Yield Tables The following tables show the pre-tax yields to maturity on a corporate bond equivalent basis of specified Classes at various constant percentages of PSA and, in the case of the Floating Rate and Inverse Floating Rate Classes, at various constant levels of LIBOR. The Mortgage Loans will not prepay at any constant rate until maturity and it is unlikely that LIBOR  will remain constant. Moreover, it is likely that the Mortgage Loans will experience actual prepayment rates that differ from those of the Modeling Assumptions. Therefore, the actual pre-tax yield of any Class may differ from those shown in the applicable table below for that Class even if the Class is purchased at the assumed price shown. The yields were calculated by 1. determining the monthly discount rates that, when applied to the applicable assumed streams of cash flows to be paid on the applicable Class, would cause the discounted present value of the assumed streams of cash flows to equal the assumed purchase price of that Class plus accrued interest (in the case of interest-bearing Classes), and S-33