Sensitivity of Class NI to Prepayments Assumed Price 50.15825%* PSA Prepayment Assumption Rates 125% 250% 375% 471% 500% 6.8% 6.8% 4.1% 0.0% (1.3)% Sensitivity of Class PI to Prepayments Assumed Price 45.14418%* PSA Prepayment Assumption Rates 125% 250% 375% 446% 500% 7.3% 7.3% 3.8% 0.0% (3.1)% Sensitivity of Class TI to Prepayments Assumed Price 46.78053%* PSA Prepayment Assumption Rates 125% 250% 375% 455% 500% 7.1% 7.1% 3.9% 0.0% (2.4)% Sensitivity of Class UI to Prepayments Assumed Price 52.78791%* PSA Prepayment Assumption Rates 125% 250% 375% 481% 500% 6.6% 6.6% 4.2% 0.0% (0.8)% Sensitivity of Class VI to Prepayments Assumed Price 53.40699%* PSA Prepayment Assumption Rates 125% 250% 375% 484% 500% 6.6% 6.6% 4.2% 0.0% (0.7)% Sensitivity of Class WI to Prepayments Assumed Price 52.87061%* PSA Prepayment Assumption Rates 125% 250% 375% 482% 500% 6.6% 6.6% 4.2% 0.0% (0.8)% Sensitivity of Class XB to Prepayments Assumed Price 36.87261%* PSA Prepayment Assumption Rates LIBOR 125% 250% 375% 500% 9.0000% and below................ 7.8% 7.8% 6.0% 2.2% 9.1250% ....................................    (1.2)% (1.2)% (3.8)% (8.9)% 9.2500% 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-49