Sensitivity of Class SB to Prepayments Assumed Price 13.5782%* PSA Prepayment Assumption Rates LIBOR 100% 225% 350% 500% 0.1% .......................................... 49.4% 44.5% 40.9% 33.5% 1.1% .......................................... 40.5% 35.5% 31.6% 23.8% 4.1% .......................................... 14.1% 9.2% 4.2%   (4.7)% 7.2% and above ...................... ** ** ** ** Sensitivity of Class SC to Prepayments Assumed Price 123.81248%* PSA Prepayment Assumption Rates LIBOR 100% 225% 350% 500% 0.1%  .......................................... 22.2% 21.3% 20.5% 19.2% 1.1%  .......................................... 18.7% 17.8% 17.0% 15.7% 4.1%  .......................................... 8.3% 7.5% 6.7% 5.3% 7.2% and above ......................   (2.4)%   (2.9)%   (3.8)%   (5.1)% Sensitivity of Class SD to Prepayments Assumed Price 107.5%* PSA Prepayment Assumption Rates LIBOR 100% 225% 350% 500% 0.1%  .......................................... 22.3% 21.9% 21.7% 21.2% 1.1%  .......................................... 18.3% 18.0% 17.7% 17.2% 4.1%  .......................................... 6.5% 6.3% 6.0% 5.5% 6.0% and above ......................   (0.8)%   (1.0)%   (1.2)%   (1.7)% Sensitivity of Class SE to Prepayments Assumed Price 98.0%* PSA Prepayment Assumption Rates LIBOR 100% 225% 350% 500% 0.1%  .......................................... 18.9% 19.0% 19.1% 19.2% 1.1%  .......................................... 15.7% 15.8% 15.8% 16.0% 4.1%  .......................................... 6.2% 6.3% 6.4% 6.6% 6.0% and above ...................... 0.3% 0.4% 0.6% 0.7% *  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-37