Sensitivity of Class GK to Prepayments
Assumed Price 130.60629%*
PSA Prepayment Assumption Rates
LIBOR
100%
270%
300%
550%
4.2375% ....................................
12.8%
10.8%
10.5%
7.7%
5.2375% ....................................
6.4%
4.4%
4.1%
1.3%
6.2375% .................................... (0.1)%
(1.9)%
(2.3)%
(5.0)%
6.5500% and above ................ (2.1)%
(3.9)%
(4.2)%
(7.0)%
Sensitivity of Class GL to Prepayments
Assumed Price 132.24792%*
PSA Prepayment Assumption Rates
LIBOR
100%
270%
300%
550%
4.2375% ....................................
13.0%
11.0%
10.6%
7.7%
5.2375% ....................................
6.4%
4.4%
4.1%
1.2%
6.2375% .................................... (0.2)%
(2.1)%
(2.4)%
(5.3)%
6.5500% and above ................ (2.2)%
(4.1)%
(4.4)%
(7.3)%
Sensitivity of Class GM to Prepayments
Assumed Price 133.88956%*
PSA Prepayment Assumption Rates
LIBOR
100%
270%
300%
550%
4.2375% ....................................
13.2%
11.1%
10.7%
7.7%
5.2375% ....................................
6.5%
4.4%
4.0%
1.0%
6.2375% .................................... (0.2)%
(2.2)%
(2.6)%
(5.5)%
6.5500% and above ................ (2.3)%
(4.2)%
(4.6)%
(7.6)%
Sensitivity of Class GN to Prepayments
Assumed Price 135.53119%*
PSA Prepayment Assumption Rates
LIBOR
100%
270%
300%
550%
4.2375% ....................................
13.4%
11.2%
10.8%
7.7%
5.2375% ....................................
6.6%
4.4%
4.0%
0.9%
6.2375% .................................... (0.3)%
(2.3)%
(2.7)%
(5.8)%
6.5500% and above ................ (2.4)%
(4.4)%
(4.8)%
(7.9)%
Sensitivity of Class GT to Prepayments
Assumed Price 137.17282%*
PSA Prepayment Assumption Rates
LIBOR
100%
270%
300%
550%
4.2375% ....................................
13.6%
11.3%
10.9%
7.7%
5.2375% ....................................
6.7%
4.4%
4.0%
0.8%
6.2375% .................................... (0.3)%
(2.4)%
(2.8)%
(6.0)%
6.5500% and above ................ (2.5)%
(4.6)%
(4.9)%
(8.1)%
* 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-33