SECURITY GROUP 1 Sensitivity of Class IO to Prepayments Assumed Price 21.10095625%* PSA Prepayment Assumption Rates 100% 275% 350% 550% 577% 25.6% 16.5% 12.5% 1.5% 0.0% Sensitivity of Class PO to Prepayments Assumed Price 75.00000% PSA Prepayment Assumption Rates 100% 275% 350% 550% 5.1% 5.1% 5.1% 6.6% Sensitivity of Class SA to Prepayments Assumed Price 5.00000%* PSA Prepayment Assumption Rates LIBOR 100% 275% 350% 550% 4.13125% ........................................ 45.4% 36.9% 33.2% 23.1% 5.13125% ........................................ 22.2% 12.9% 8.9%   (2.3)% 6.13125% ........................................           (1.8)%   (11.9)%   (16.3)%   (28.8)% 6.50000% and above .................... ** ** ** ** Sensitivity of Class SB to Prepayments Assumed Price 4.00000%* PSA Prepayment Assumption Rates LIBOR 100% 275% 350% 550% 4.13125%  ........................................ 49.0% 40.6% 36.9% 27.0% 5.13125%  ........................................ 20.0% 10.6% 6.5%   (4.7)% 6.13125%  ........................................   (19.9)%   (29.6)%   (34.0)%   (46.3)% 6.15000% and above .................... ** ** ** ** Sensitivity of Class SG to Prepayments Assumed Price 111.00000%* PSA Prepayment Assumption Rates LIBOR 100% 275% 350% 550% 4.13125%  ........................................ 12.5% 12.5% 12.5% 12.0% 5.13125%  ........................................ 6.8% 6.8% 6.8% 6.3% 6.13125%  ........................................ 1.2% 1.2% 1.2% 0.7% 6.65000% and above ....................   (1.6)%   (1.6)%   (1.6)%   (2.1)% * 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-25