Sensitivity of Class QA to Prepayments Assumed Price 89.21875%* PSA Prepayment Assumption Rates LIBOR 100% 225% 350% 500% 0.1% .......................................... 14.8% 15.3% 15.8% 16.6% 1.1% .......................................... 12.5% 13.0% 13.5% 14.3% 4.1% .......................................... 5.7% 6.2% 6.7% 7.5% 6.0% and above ...................... 1.5% 1.9% 2.5% 3.3% Sensitivity of Class QB to Prepayments Assumed Price 12.625%* PSA Prepayment Assumption Rates LIBOR 100% 225% 350% 500% 0.1%  .......................................... 54.4% 49.5% 46.1% 38.8% 1.1%  .......................................... 44.7% 39.7% 36.0% 28.4% 4.1%  .......................................... 16.2% 11.3% 6.4%   (2.4)% 7.2% and above ...................... ** ** ** ** Sensitivity of Class QC to Prepayments Assumed Price 121.96875%* PSA Prepayment Assumption Rates LIBOR 100% 225% 350% 500% 0.1%  .......................................... 22.7% 21.9% 21.1% 19.9% 1.1%  .......................................... 19.1% 18.3% 17.6% 16.3% 4.1%  .......................................... 8.6% 7.8% 7.1% 5.8% 7.2% and above ......................   (2.2)%   (2.7)%   (3.5)%   (4.7)% Sensitivity of Class QD to Prepayments Assumed Price 106.96875%* PSA Prepayment Assumption Rates LIBOR 100% 225% 350% 500% 0.1%  .......................................... 22.4% 22.1% 21.9% 21.4% 1.1%  .......................................... 18.4% 18.1% 17.9% 17.4% 4.1%  .......................................... 6.6% 6.4% 6.1% 5.7% 6.0% and above ......................   (0.7)%   (0.9)%   (1.1)%   (1.5)% *  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-41