Sensitivity of Class IW to Prepayments Assumed Price 55.58046%* PSA Prepayment Assumption Rates 125% 250% 375% 492% 500% 6.5% 6.5% 4.3% 0.0% (0.3)% Sensitivity of Class IX to Prepayments Assumed Price 54.29649%* PSA Prepayment Assumption Rates 125% 250% 375% 487% 500% 6.6% 6.6% 4.2% 0.0% (0.5)% Sensitivity of Class IY to Prepayments Assumed Price 48.11450%* PSA Prepayment Assumption Rates 125% 250% 375% 461% 500% 7.0% 7.0% 4.0% 0.0% (1.9)% Sensitivity of Class JI to Prepayments Assumed Price 46.59444%* PSA Prepayment Assumption Rates 125% 250% 375% 454% 500% 7.1% 7.1% 3.9% 0.0% (2.5)% Sensitivity of Class KJ to Prepayments Assumed Price 56.96207%* PSA Prepayment Assumption Rates 125% 250% 375% 496% 500% 6.4% 6.4% 4.3% 0.0% (0.1)% Sensitivity of Class LI to Prepayments Assumed Price 51.65049%* PSA Prepayment Assumption Rates 125% 250% 375% 477% 500% 6.7% 6.7% 4.1% 0.0% (1.0)% Sensitivity of Class LJ to Prepayments Assumed Price 57.98178%* PSA Prepayment Assumption Rates 125% 250% 375% 500% 6.4% 6.4% 4.3% 0.0% * 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-48