Sensitivity of Class BO to Prepayments Assumed Price 43.88629% PSA Prepayment Assumption Rates 125% 250% 375% 500% 5.1% 5.1% 6.2% 8.2% Sensitivity of Class BX to Prepayments Assumed Price 3.93933% PSA Prepayment Assumption Rates LIBOR 125% 250% 375% 500% 9.0000% and below................ ** ** ** ** 9.1250% .................................... 54.4% 54.4% 54.3% 53.9% 9.2500% and above ................    116.6% 116.6% 116.6% 116.6% Sensitivity of Class CI to Prepayments Assumed Price 51.14060%* PSA Prepayment Assumption Rates 125% 250% 375% 475% 500% 6.7% 6.7% 4.1% 0.0% (1.1)% Sensitivity of Class CJ to Prepayments Assumed Price 59.03015%* PSA Prepayment Assumption Rates 125% 250% 375% 500% 503% 6.4% 6.4% 4.3% 0.1% 0.0% Sensitivity of Class DI to Prepayments Assumed Price 50.47249%* PSA Prepayment Assumption Rates 125% 250% 375% 472% 500% 6.8% 6.8% 4.1% 0.0% (1.3)% Sensitivity of Class DJ to Prepayments Assumed Price 58.76530%* PSA Prepayment Assumption Rates 125% 250% 375% 500% 502% 6.4% 6.4% 4.3% 0.1% 0.0% Sensitivity of Class EI to Prepayments Assumed Price 49.70950%* PSA Prepayment Assumption Rates 125% 250% 375% 469% 500% 6.8% 6.8% 4.1% 0.0% (1.5)% *    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-44