Sensitivity of Class LI to Prepayments
Assumed Price 18.0%*
PSA Prepayment Assumption Rates
125%
220%
250%
468%
500%
15.0%
15.0%
15.0%
0.0%
(2.6)%
Sensitivity of Class MI to Prepayments
Assumed Price 15.625%*
PSA Prepayment Assumption Rates
125%
220%
250%
459%
500%
15.0%
15.0%
15.0%
0.1%
(3.5)%
Sensitivity of Class NI to Prepayments
Assumed Price 23.75%*
PSA Prepayment Assumption Rates
125%
220%
250%
500%
537%
18.2%
18.2%
18.2%
2.7%
0.0%
Sensitivity of Class OA to Prepayments
Assumed Price 87.5%
PSA Prepayment Assumption Rates
125%
220%
250%
500%
3.4%
3.4%
3.4%
5.0%
Sensitivity of Class OB to Prepayments
Assumed Price 75.0%
PSA Prepayment Assumption Rates
125%
220%
250%
500%
3.4%
3.4%
3.4%
6.3%
Sensitivity of Class OC to Prepayments
Assumed Price 64.441543%
PSA Prepayment Assumption Rates
125%
220%
250%
500%
3.9%
3.9%
3.9%
7.3%
* 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-30