Sensitivity of Class GU to Prepayments
Assumed Price 138.81446%*
PSA Prepayment Assumption Rates
LIBOR
100%
270%
300%
550%
4.2375% ....................................
13.8%
11.5%
11.0%
7.7%
5.2375% ....................................
6.8%
4.4%
4.0%
0.7%
6.2375% .................................... (0.3)%
(2.6)%
(3.0)%
(6.3)%
6.5500% and above ................ (2.6)%
(4.7)%
(5.1)%
(8.4)%
Sensitivity of Class GV to Prepayments
Assumed Price 140.45609%*
PSA Prepayment Assumption Rates
LIBOR
100%
270%
300%
550%
4.2375% ....................................
14.0%
11.6%
11.1%
7.7%
5.2375% ....................................
6.8%
4.4%
4.0%
0.6%
6.2375% .................................... (0.4)%
(2.7)%
(3.1)%
(6.5)%
6.5500% and above ................ (2.7)%
(4.9)%
(5.3)%
(8.7)%
Sensitivity of Class GW to Prepayments
Assumed Price 142.09772%*
PSA Prepayment Assumption Rates
LIBOR
100%
270%
300%
550%
4.2375% ....................................
14.2%
11.7%
11.2%
7.7%
5.2375% ....................................
6.9%
4.4%
4.0%
0.4%
6.2375% .................................... (0.4)%
(2.8)%
(3.2)%
(6.7)%
6.5500% and above ................ (2.8)%
(5.0)%
(5.4)%
(8.9)%
Sensitivity of Class GX to Prepayments
Assumed Price 143.73936%*
PSA Prepayment Assumption Rates
LIBOR
100%
270%
300%
550%
4.2375% ....................................
14.4%
11.8%
11.3%
7.7%
5.2375% ....................................
7.0%
4.4%
4.0%
0.3%
6.2375% .................................... (0.5)%
(2.9)%
(3.3)%
(7.0)%
6.5500% and above ................ (2.9)%
(5.2)%
(5.6)%
(9.2)%
Sensitivity of Class IF to Prepayments
Assumed Price 0.43151%*
PSA Prepayment Assumption Rates
100%
270%
300%
550%
5.1%
5.1%
5.1%
5.1%
* 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-34