Sensitivity of Class OT to Prepayments Assumed Price 60.671875% PSA Prepayment Assumption Rates 100% 180% 250% 400% 2.8% 19.4% 21.7% 38.8% Sensitivity of Class PO to Prepayments Assumed Price 64.3125% PSA Prepayment Assumption Rates 100% 180% 250% 400% 2.9% 8.3% 22.5% 44.5% Sensitivity of Class TS to Prepayments Assumed Price 9.690625% PSA Prepayment Assumption Rates LIBOR 100% 180% 250% 400% 7.000% and below  .................................... ** ** ** ** 7.005% .......................................................... 38.1% 3.8%   (2.3)%   (59.9)% 7.010% and above...................................... 80.5% 48.4% 44.3% 0.9% Sensitivity of Class TX to Prepayments Assumed Price 98.68750%* PSA Prepayment Assumption Rates LIBOR 100% 180% 250% 400% 7.000% and below  .................................... 7.2% 7.5% 7.5% 7.8% 7.005% .......................................................... 3.6% 3.9% 4.0% 4.4% 7.010% and above...................................... 0.1% 0.4% 0.5% 0.9% Sensitivity of Class XF to Prepayments Assumed Price 118.820313% PSA Prepayment Assumption Rates LIBOR 100% 180% 250% 400% 7.000% and below  ....................................   (0.9)%   (5.3)%   (6.1)%   (11.4)% 7.005% .......................................................... 18.0% 12.9% 12.1% 6.6% 7.010%and above  ...................................... 37.3% 31.9% 31.2% 25.6% *  The price does not include accrued interest. Accrued interest has been added to the price in calculating the yields set forth in the table. **  Indicates that investors will suffer a loss of virtually all of their investment. CERTAIN FEDERAL INCOME TAX CONSEQUENCES The following tax discussion, when read in conjunction with the discussion of "Certain Federal  Income  Tax  Consequences"  in  the  Base  Offering  Circular,  describes  the  material federal  income  tax  considerations  for  investors  in  the  Securities.  However,  these  two  tax S-24