and, to the extent necessary, proceeds of Ginnie Mae's guaranty of the Ginnie Mae Certificates.
As a result, defaults experienced on the Mortgage Loans will accelerate the distribution of
principal of the Securities.
Under certain circumstances, the Trustee has the option to purchase the Trust Assets,
thereby effecting early retirement of the Securities. See "Description of the Securities
Termination" in this Supplement.
Investors in the Group 1 Securities are urged to review the discussion under "Risk
Factors The rate of principal payments on the underlying SMBS securities will directly affect
the rate of principal payments on the group 1 securities" in this Supplement.
Accretion Directed Classes
Classes F, FD, PA, PB, PC, S, SD, VC and ZA are Accretion Directed Classes. The related
Accrual Amount will be applied to making principal distributions on those Classes as described
in this Supplement. Classes IP and SI are Notional Classes whose Class Notional Balances are
determined by reference to the Class Principal Balances of Classes PA and PC, in the case of
Class IP, and Class F, in the case of Class SI.
Each of the Accretion Directed Classes has the AD designation in the suffix position, rather
than the prefix position, in its class principal type because it does not have principal payment
stability through the applicable pricing prepayment assumption. Although the Accretion
Directed Classes are entitled to receive payments from the related Accrual Amounts, they do not
have principal payment stability through any prepayment rate significantly higher than 0% PSA.
Securities that Receive Principal on the Basis of Schedules
As described in this Supplement, each PAC and TAC Class will receive principal payments
in accordance with a schedule calculated on the basis of, among other things, a Structuring
Range or Rate. See "Terms Sheet Scheduled Principal Balances." However, whether any
such Class will adhere to its schedule and receive "Scheduled Payments" on a Distribution
Date will largely depend on the level of prepayments experienced by the related Mortgage
Loans.
Each PAC Class exhibits an Effective Range of constant prepayment rates at which such
Class will receive Scheduled Payments. That range may differ from the Structuring Range used
to create the related principal balance schedule. The TAC Classes have no Effective Rate. Based
on the Modeling Assumptions, the initial Effective Ranges for the PAC Classes are as follows:
Initial Effective Ranges
PAC Classes
FD, PA, PB, PC and SD (in the aggregate)................
126% PSA through 239% PSA
FA, FB, FC, FJ, OA, OB, OC and OJ (in the
aggregate) ......................................................................
125% PSA through 250% PSA
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