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
PAC I Classes
FM and PO (in the aggregate)......................................
100% PSA through 350% PSA
PAC II Classes
TG, TK and TL (in the aggregate) ..............................
140% PSA through 372% PSA
Initial Effective Rate
TAC Classes
YC and YD (in the aggregate)......................................
235% PSA
The principal payment stability of the PAC I Classes will be supported by the related
PAC II and Support Classes.
The principal payment stability of the PAC II Classes will be supported by the related
Support Classes.
The principal payment stability of the TAC Classes will be supported by the related
Support Class.
If all of the Classes supporting a given Class are retired before the Class being
supported is retired, the outstanding Class will no longer have an Effective Range or
Rate and will become more sensitive to prepayments on the related Mortgage Loans.
There is no assurance that the related Mortgage Loans will have the characteristics assumed
in the Modeling Assumptions, which were used to determine the initial Effective Ranges or
Rate. If the initial Effective Ranges or Rate were calculated using the actual characteristics of
the related Mortgage Loans, the initial Effective Ranges or Rate could differ from those shown in
the above tables or an initial Effective Rate might not exist. Therefore, even if the Mortgage
Loans were to prepay at a constant rate within the initial Effective Range or at the initial
Effective Rate shown for any Class in the above tables, that Class could fail to receive Scheduled
Payments.
Moreover, the Mortgage Loans will not prepay at any constant rate. Non-constant prepay-
ment rates can cause any PAC or TAC Class not to receive Scheduled Payments, even if
prepayment rates remain within the initial Effective Range (or if prepayment rates average the
Effective Rate), if any, for that Class. Further, the Effective Range for any PAC Class can narrow,
shift over time or cease to exist and the Effective Rate for any TAC Class can change or cease to
exist depending on the actual characteristics of the related Mortgage Loans.
If the related Mortgage Loans prepay at rates that are generally below the Effective Range or
Rate for any PAC or TAC Class, the amount available to pay principal on the Securities may be
insufficient to produce Scheduled Payments on such related PAC or TAC Class, and its
Weighted Average Life may be extended, perhaps significantly.
If the related Mortgage Loans prepay at rates that are generally above the Effective Range or
Rate for any PAC or TAC Class, its supporting Classes may be retired earlier than that PAC or
TAC Class, and its Weighted Average Life may be shortened, perhaps significantly.
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