Sensitivity of Class IB to Prepayments
Assumed Price 20.0625%*
PSA Prepayment Assumption Rates
100%
175%
300%
353%
400%
3.7%
3.7%
3.7%
0.1%
(5.2)%
Sensitivity of Class IC to Prepayments
Assumed Price 27.875%*
PSA Prepayment Assumption Rates
100%
175%
300%
323%
400%
5.3%
5.3%
2.3%
0.0%
(7.6)%
Sensitivity of Class IJ to Prepayments
Assumed Price 20.1875%*
PSA Prepayment Assumption Rates
100%
175%
300%
333%
400%
4.6%
4.6%
2.5%
0.0%
(5.8)%
Sensitivity of Class IK to Prepayments
Assumed Price 14.78125%*
PSA Prepayment Assumption Rates
100%
175%
300%
366%
400%
2.9%
2.9%
2.9%
0.0%
(2.5)%
Sensitivity of Class IL to Prepayments
Assumed Price 42.25215%*
PSA Prepayment Assumption Rates
100%
175%
300%
400%
682%
11.6%
11.6%
10.9%
8.8%
0.0%
Sensitivity of Class IM to Prepayments
Assumed Price 13.25%*
PSA Prepayment Assumption Rates
100%
175%
300%
381%
400%
2.3%
2.3%
2.3%
0.0%
(1.0)%
* The price does not include accrued interest. Accrued interest has been added to the price in
calculating the yields set forth in the table.
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