Sensitivity of Class ID to Prepayments Assumed Price 13.8125%* PSA Prepayment Assumption Rates 125% 250% 300% 500% 913% 35.9% 35.9% 35.9% 25.5% 0.0% Sensitivity of Class IG to Prepayments Assumed Price 19.375%* PSA Prepayment Assumption Rates 125% 250% 300% 500% 737% 24.5% 24.5% 24.5% 14.4% 0.0% Sensitivity of Class IH to Prepayments Assumed Price 30.00%* PSA Prepayment Assumption Rates 125% 250% 300% 500% 635% 14.6% 14.6% 14.6% 6.7% 0.0% Sensitivity of Class IY to Prepayments Assumed Price 2.375%* PSA Prepayment Assumption Rates 125% 250% 300% 301% 302% 434% 435% 500% 3610% 273.0% 264.4% 264.4% 264.4% 264.4% 298.5% 298.4% 293.5% 0.1% Sensitivity of Class YP to Prepayments Assumed Price 98.15625% PSA Prepayment Assumption Rates 125% 250% 300% 301% 302% 434% 435% 500% 0.3% 0.7% 0.7% 0.7% 0.7% 0.9% 0.9% 1.0% SECURITY GROUP 4 Sensitivity of Class SA to Prepayments Assumed Price 182.75%* PSA Prepayment Assumption Rates LIBOR 450% 900% 1250% 1600% 0.30% .................................................. 23.8% 17.1% 8.5% (6.8)% 1.30% .................................................. 19.6% 12.7% 4.1%       (11.0)% 4.30% .................................................. 6.8%  (0.6)%   (9.0)%       (23.4)% 7.15% and above  ..............................  (6.0)%  (13.2)%   (21.2)% (34.9)% * The price does not include accrued interest. Accrued interest has been added to the price in calculating the yields set forth in the table. S-35