Sensitivity of Class SI to Prepayments Assumed Price 0.0625%* PSA Prepayment Assumption Rates LIBOR 125% 210% 240% 500% 5.950% and below  .......... 88.2% 53.8% 53.0%   (62.7)% 5.975%................................ 40.4% 4.5% 2.8% ** 6.000% and above............ ** ** ** ** SECURITY GROUP 2 Sensitivity of Class AS to Prepayments Assumed Price 7.612458%* PSA Prepayment Assumption Rates LIBOR 125% 220% 250% 500% 2.2% .................................... 49.9% 49.9% 49.9% 42.5% 3.2% .................................... 33.4% 33.4% 33.4% 24.4% 5.2% .................................... 0.2% 0.2% 0.2%   (13.4)% 6.2% and above ................ ** ** ** ** Sensitivity of Class BS to Prepayments Assumed Price 7.144058%* PSA Prepayment Assumption Rates LIBOR 125% 220% 250% 500% 2.2% .................................... 52.7% 52.7% 52.7% 43.9% 3.2% .................................... 34.7% 34.7% 34.7% 23.2% 5.2% ....................................   (3.9)%   (3.9)%   (3.9)%   (24.9)% 6.2% and above ................ ** ** ** ** Sensitivity of Class DI to Prepayments Assumed Price 9.78125%* PSA Prepayment Assumption Rates 125% 220% 250% 314% 500% 54.0% 34.2% 22.8% 0.3%   (45.1)% Sensitivity of Class KI to Prepayments Assumed Price 20.0%* PSA Prepayment Assumption Rates 125% 220% 250% 490% 500% 14.8% 14.8% 14.8% 0.1%   (0.6)% *  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-29