SECURITY GROUP 1 Sensitivity of Class MS to Prepayments Assumed Price 86.875%* PSA Prepayment Assumption Rates LIBOR 100% 170% 260% 400% 4.12%................................................    6.9% 6.9% 6.9% 7.9% 5.12%................................................    5.2% 5.2% 5.2% 6.2% 6.12%................................................    3.5% 3.5% 3.5% 4.6% 6.74% and above............................ 2.5% 2.5% 2.5% 3.5% Sensitivity of Class NS to Prepayments Assumed Price 90.828125%* PSA Prepayment Assumption Rates LIBOR 100% 170% 260% 400% 4.12%................................................ 7.4% 7.4% 7.4% 8.1% 5.12%................................................ 5.2% 5.2% 5.2% 5.9% 6.12%................................................ 3.0% 3.0% 3.0% 3.7% 6.74% and above............................ 1.7% 1.7% 1.7% 2.4% Sensitivity of Class PO to Prepayments Assumed Price 74.50% PSA Prepayment Assumption Rates 100% 170% 260% 400% 5.4% 5.4% 5.4% 7.6% Sensitivity of Class PS to Prepayments Assumed Price 104.4375%* PSA Prepayment Assumption Rates LIBOR 100% 170% 260% 400% 4.12%................................................ 8.7% 8.7% 8.7% 8.4% 5.12%................................................ 5.1% 5.1% 5.1% 4.8% 6.12%................................................ 1.5% 1.5% 1.5% 1.2% 6.74% and above............................   (0.7)%   (0.7)%   (0.7)%   (0.9)% *  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-24