Sensitivity of Class ID to Prepayments
Assumed Price 54.13517%*
PSA Prepayment Assumption Rates
125%
250%
375%
487%
500%
6.6%
6.6%
4.2%
0.0%
(0.5)%
Sensitivity of Class IE to Prepayments
Assumed Price 53.60272%*
PSA Prepayment Assumption Rates
125%
250%
375%
485%
500%
6.6%
6.6%
4.2%
0.0%
(0.6)%
Sensitivity of Class IG to Prepayments
Assumed Price 52.98370%*
PSA Prepayment Assumption Rates
125%
250%
375%
482%
500%
6.6%
6.6%
4.2%
0.0%
(0.7)%
Sensitivity of Class IH to Prepayments
Assumed Price 51.38515%*
PSA Prepayment Assumption Rates
125%
250%
375%
476%
500%
6.7%
6.7%
4.1%
0.0%
(1.1)%
Sensitivity of Class IJ to Prepayments
Assumed Price 50.32810%*
PSA Prepayment Assumption Rates
125%
250%
375%
471%
500%
6.8%
6.8%
4.1%
0.0%
(1.3)%
Sensitivity of Class IK to Prepayments
Assumed Price 49.01640%*
PSA Prepayment Assumption Rates
125%
250%
375%
465%
500%
6.9%
6.9%
4.0%
0.0%
(1.6)%
Sensitivity of Class IL to Prepayments
Assumed Price 47.34544%*
PSA Prepayment Assumption Rates
125%
250%
375%
458%
500%
7.0%
7.0%
4.0%
0.0%
(2.2)%
*
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-46