SECURITY GROUP 5 Sensitivity of Class SH to Prepayments Assumed Price 2.671875%* PSA Prepayment Assumption Rates LIBOR 100% 349% 500% 700% 4.12375% ........................................          63.7% 51.5% 44.0% 33.8% 5.12375% ........................................          19.7% 6.0%   (2.7)%   (14.7)% 5.80000% and above .................... ** ** ** ** SECURITY GROUP 6 Sensitivity of Class JI to Prepayments Assumed Price 0.06250%* PSA Prepayment Assumption Rates LIBOR 100% 350% 500% 700% 7.1800% and below ...................... 26.4% 10.3% 0.1%   (14.4)% 7.1900%  .......................................... 8.4%   (7.5)%    (17.6)%   (32.1)% 7.2000% and above  ...................... ** ** ** ** Sensitivity of Class MT to Prepayments Assumed Price 93.109375%* PSA Prepayment Assumption Rates LIBOR 100% 350% 500% 700% 3.9975%  .......................................... 5.3% 6.4% 7.1% 8.0% 4.9975%  .......................................... 6.4% 7.5% 8.1% 9.1% 5.9975%  .......................................... 7.5% 8.5% 9.2% 10.2% 6.6800%  .......................................... 8.2% 9.3% 10.0% 10.9% 6.9300%  .......................................... 4.4% 5.5% 6.2% 7.1% 7.1800% and above  ...................... 0.7% 1.8% 2.5% 3.4% SECURITY GROUP 7 Sensitivity of Class IK to Prepayments Assumed Price 0.328125%* PSA Prepayment Assumption Rates LIBOR 100% 237% 400% 500% 6.7000% and below ...................... 12.4%   (5.9)%   (33.2)%   (51.5)% 6.9100%  .......................................... 88.6% 71.4% 47.2% 30.0% 7.1200% and above  ...................... 178.1% 157.1% 129.4% 110.4% S-40