SECURITY GROUP 5 Sensitivity of Class SB to Prepayments Assumed Price 6.76562%* PSA Prepayment Assumption Rates LIBOR 450% 900% 1250% 1600% 0.30%  ..........................................................          79.7% 24.3%        (32.3)% ** 1.30%  ..........................................................          61.8% 9.7%        (43.6)% ** 4.30%  ..........................................................          12.3%       (30.6)%         (74.4)% ** 7.28% and above  ...................................... ** ** ** ** SECURITY GROUP 6 Sensitivity of Class SD to Prepayments Assumed Price 13.79688%* PSA Prepayment Assumption Rates LIBOR 250% 500% 750% 1000% 0.30%  ................................................ 45.1% 23.1% (1.6)% (30.0)% 1.30%  ................................................ 36.7% 15.3% (8.5)% (36.0)% 4.30%  ................................................ 11.7%  (7.6)% (29.1)% (53.8)% 7.10% and above ............................   (13.9)%  (30.9)% (50.0)% (71.8)% SECURITY GROUP 7 Sensitivity of Class EP to Prepayments Assumed Price 52.83232% PSA Prepayment Assumption Rates 99% 170% 250% 400% 3.3% 3.3% 3.3% 4.9% Sensitivity of Class PI to Prepayments Assumed Price 50.45181%* PSA Prepayment Assumption Rates 99% 170% 250% 400% 534% 7.6% 7.6% 7.6% 4.2% 0.0% SECURITY GROUP 8 Sensitivity of Class WI to Prepayments Assumed Price 17.375%* PSA Prepayment Assumption Rates 355% 400% 600% 673% 800% 3.2% 3.2% 3.2% 0.0% (6.5)% * The price does not include accrued interest. Accrued interest has been added to the price in calculating the yields set forth in the table. **  Indicates that investors will suffer a loss of virtually all of their investment. S-36