Sensitivity of Class IM to Prepayments Assumed Price 55.00411%* PSA Prepayment Assumption Rates 125% 250% 375% 490% 500% 6.5% 6.5% 4.2% 0.0% (0.4)% Sensitivity of Class IN to Prepayments Assumed Price 53.87859%* PSA Prepayment Assumption Rates 125% 250% 375% 486% 500% 6.6% 6.6% 4.2% 0.0% (0.6)% Sensitivity of Class IO to Prepayments Assumed Price 52.25514%* PSA Prepayment Assumption Rates 125% 250% 375% 479% 500% 6.7% 6.7% 4.2% 0.0% (0.9)% Sensitivity of Class IP to Prepayments Assumed Price 54.48808%* PSA Prepayment Assumption Rates 125% 250% 375% 488% 500% 6.6% 6.6% 4.2% 0.0% (0.5)% Sensitivity of Class IT to Prepayments Assumed Price 53.14770%* PSA Prepayment Assumption Rates 125% 250% 375% 483% 500% 6.6% 6.6% 4.2% 0.0% (0.7)% Sensitivity of Class IU to Prepayments Assumed Price 49.22280%* PSA Prepayment Assumption Rates 125% 250% 375% 466% 500% 6.9% 6.9% 4.0% 0.0% (1.6)% Sensitivity of Class IV to Prepayments Assumed Price 56.05897%* PSA Prepayment Assumption Rates 125% 250% 375% 493% 500% 6.5% 6.5% 4.3% 0.0% (0.2)% * 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-47