SECURITY GROUP 9 Sensitivity of Class IH to Prepayments Assumed Price 9.98438%* PSA Prepayment Assumption Rates 75% 150% 250% 400% 409% 37.7% 20.5% 16.9% 1.4% 0.1% SECURITY GROUP 10 Sensitivity of Class IG to Prepayments Assumed Price 32.15625%* PSA Prepayment Assumption Rates 75% 150% 250% 400% 473% 16.0% 12.6% 11.9% 4.8% 0.0% SECURITY GROUP 11 Sensitivity of Class IN to Prepayments Assumed Price 18.73%* PSA Prepayment Assumption Rates 75% 150% 250% 278% 400% 20.3% 13.1% 2.8% 0.1%   (6.2)% SECURITY GROUP 12 Sensitivity of Class IO to Prepayments Assumed Price 18.87%* PSA Prepayment Assumption Rates 75% 150% 250% 400% 513% 18.9% 11.4% 11.3% 7.6% 0.1% SECURITY GROUP 13 Sensitivity of Class IV to Prepayments Assumed Price 8.27%* PSA Prepayment Assumption Rates 75% 150% 250% 400% 502% 46.5% 24.5% 13.8% 9.6% 0.0% *  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-44