S-7
The rate of principal payments on the
underlying mortgage loans will affect the rate of
principal payments on your securities. The rate
at which you will receive principal payments will
depend largely on the rate of principal payments,
including prepayments, on the mortgage loans
underlying the related trust assets. We expect the
rate of principal payments on the underlying
mortgage loans to vary. Borrowers generally may
prepay their mortgage loans at any time without
penalty.
Rates of principal payments can reduce your
yield. The yield on your securities probably will
be lower than you expect if:
you bought your securities at a premium
(interest only securities, for example) and
principal payments are faster than you
expected, or
you bought your securities at a discount
(principal only securities, for example) and
principal payments are slower than you
expected.
In addition, if your securities are interest only
securities or securities purchased at a significant
premium, you could lose money on your
investment if prepayments occur at a rapid rate.
The level of LIBOR will affect the yields on
floating rate and inverse floating rate securities.
If LIBOR performs differently from what you
expect, the yield on your securities may be lower
than you expect. Lower levels of LIBOR will
generally reduce the yield on floating rate
securities; higher levels of LIBOR will generally
reduce the yield on inverse floating rate
securities. You should bear in mind that the
timing of changes in the level of LIBOR may
affect your yield: generally, the earlier a change,
the greater the effect on your yield. It is doubtful
that LIBOR will remain constant.
An investment in the securities is subject to
significant reinvestment risk. The rate of
principal payments on your securities is
uncertain. You may be unable to reinvest the
payments on your securities at the same returns
provided by the securities. Lower prevailing
interest rates may result in an unexpected return
of principal. In that interest rate climate, higher
yielding reinvestment opportunities may be
limited. Conversely, higher prevailing interest
rates may result in slower returns of principal and
you may not be able to take advantage of higher
yielding investment opportunities. The final
payment on your security may occur much
earlier than the final distribution date.
Support securities will be more sensitive to rates
of principal payments than other securities. If
principal prepayments result in principal
distributions on any distribution date equal to or
less than the amount needed to produce
scheduled payments on the PAC classes, the
support classes will not receive any principal
distribution on that date (other than from any
applicable accrual amounts). If prepayments
result in principal distributions on any
distribution date greater than the amount needed
to produce scheduled payments on the PAC
classes for that distribution date, this excess will
be distributed to the support classes.
The securities may not be a suitable investment
for you. The securities, in particular, the support,
principal only, interest only inverse floating rate,
accrual and residual classes, are not suitable
investments for all investors.
In addition, although the sponsor intends to make
a market for the purchase and sale of the securities
after their initial issuance, it has no obligation to
do so. There is no assurance that a secondary
market will develop, that any secondary market
will continue, or that the price at which you can
sell an investment in any class will enable you to
realize a desired yield on that investment.
You will bear the market risks of your
investment. The market values of the classes are
likely to fluctuate. These fluctuations may be
significant and could result in significant losses
to you.
RISK FACTORS
You should purchase securities only if you understand and are able to bear the associated risks.
The risks applicable to your investment depend on the principal and interest type of your securities. This
section highlights certain of these risks.