Sensitivity of Class JI to Prepayments
Assumed Price 16.25%*
PSA Prepayment Assumption Rates
100%
120%
175%
300%
400%
20.0%
1.2%
(14.8)%
(20.5)%
(40.2)%
SECURITY GROUP 3
Sensitivity of Class EB to Prepayments
Assumed Price 46.0%
PSA Prepayment Assumption Rates
75%
150%
250%
400%
3.3%
5.6%
27.2%
58.4%
SECURITY GROUP 4
Sensitivity of Class IY to Prepayments
Assumed Price 14.81%*
PSA Prepayment Assumption Rates
75%
150%
250%
256%
400%
13.1%
3.0%
0.1%
0.0%
(11.9)%
SECURITY GROUPS 4 AND 12
Sensitivity of Class IW to Prepayments
Assumed Price 18.19716%*
PSA Prepayment Assumption Rates
75%
150%
250%
400%
487%
18.3%
10.6%
10.4%
6.2%
0.0%
SECURITY GROUP 5
Sensitivity of Class EC to Prepayments
Assumed Price 71.46875%
PSA Prepayment Assumption Rates
100%
225%
350%
500%
4.5%
5.9%
7.5%
10.0%
* The price does not include accrued interest. Accrued interest has been added to the price in
calculating the yields set forth in the table.
S-40