Sensitivity of Class SY to Prepayments Assumed Price 95.0% PSA Prepayment Assumption Rates LIBOR 100% 295% 350% 600% 7.00% and below  .......................... 0.3% 1.2% 1.8% 3.2% Above 7.00%  .................................. 35.3% 36.0% 36.3% 37.2% Sensitivity of Class TB to Prepayments Assumed Price 98.0%* PSA Prepayment Assumption Rates LIBOR 100% 295% 350% 600% 7.00% and below  .......................... 7.0% 7.3% 7.5% 8.0% Above 7.00%  .................................. 0.1% 0.5% 0.7% 1.2% Sensitivity of Class TO to Prepayments Assumed Price 77.78125% PSA Prepayment Assumption Rates 100% 295% 350% 600% 1.4% 6.4% 9.4% 16.3% SECURITY GROUPS 1 AND 3 Sensitivity of Class PO to Prepayments Assumed Price 73.25% PSA Prepayment Assumption Rates 100% 295% 350% 600% 5.6% 5.6% 5.6% 8.1% SECURITY GROUP 4 Sensitivity of Class SE to Prepayments Assumed Price 2.55859375%* PSA Prepayment Assumption Rates LIBOR 100% 349% 500% 700% 4.12375%  ........................................ 67.6% 56.7% 49.9% 40.9% 5.12375%  ........................................ 21.2% 8.2% 0.0%   (11.1)% 5.80000% and above .................... ** ** ** ** *    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-39