Sensitivity of Class EJ to Prepayments
Assumed Price 58.42750%*
PSA Prepayment Assumption Rates
125%
250%
375%
500%
501%
6.4%
6.4%
4.3%
0.1%
0.0%
Sensitivity of Class GI to Prepayments
Assumed Price 48.82988%*
PSA Prepayment Assumption Rates
125%
250%
375%
465%
500%
6.9%
6.9%
4.0%
0.0%
(1.7)%
Sensitivity of Class HI to Prepayments
Assumed Price 47.80466%*
PSA Prepayment Assumption Rates
125%
250%
375%
460%
500%
7.0%
7.0%
4.0%
0.0%
(2.0)%
Sensitivity of Class HJ to Prepayments
Assumed Price 57.36659%*
PSA Prepayment Assumption Rates
125%
250%
375%
498%
500%
6.4%
6.4%
4.3%
0.0%
(0.1)%
Sensitivity of Class IA to Prepayments
Assumed Price 50.70483%*
PSA Prepayment Assumption Rates
125%
250%
375%
473%
500%
6.8%
6.8%
4.1%
0.0%
(1.2)%
Sensitivity of Class IB to Prepayments
Assumed Price 48.50601%*
PSA Prepayment Assumption Rates
125%
250%
375%
463%
500%
6.9%
6.9%
4.0%
0.0%
(1.8)%
Sensitivity of Class IC to Prepayments
Assumed Price 47.02141%*
PSA Prepayment Assumption Rates
125%
250%
375%
456%
500%
7.1%
7.1%
3.9%
0.0%
(2.3)%
*
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-45