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 2, 6 and 7 Securities are urged to review the discussion under "Risk Factors – The rate of principal payments on the underlying certificates will directly affect the rate of principal payments on the group 2, 6 and 7 securities" in this Supplement. Accretion Directed Classes Classes DO, EO, FB, FP, TB, TH, TM, TN, TO and TU are Accretion Directed Classes. The related Accrual Amount will be applied to making principal distributions on those Classes as described in this Supplement. Classes  PS, SI, SP and IM are Notional Classes whose Class Notional Balance is determined by reference to the Class Principal Balance of Classes FB, FP, TO and TU. Each Class listed above 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 and TAC Class exhibits an Effective Range or Rate of constant prepayment rates at which such Class will receive Scheduled Payments. That range or rate may differ from the Structuring Range or Rate used to create the related principal balance schedule. Based on the Modeling Assumptions, the initial Effective Ranges or Rate for the PAC and TAC Classes are as follows: Initial Effective Ranges and Rate PAC I Classes DO, FP and Z (in the aggregate) ................................ 100% PSA through 350% PSA EO, FB and ZA (in the aggregate) .............................. 100% PSA through 350% PSA PAC II Classes DA ........................................................................................ 135% PSA through 350% PSA KA, KB, KC and KE (in the aggregate) ...................... 140% PSA through 325% PSA TAC Classes TU ........................................................................................ 165% PSA through 205% PSA TM and TN (in the aggregate)...................................... 190% PSA •   The principal payment stability of the PAC I  Classes  will be supported by the related PAC II and Support Classes. S-19