Security Group 2 PSA Prepayment Assumption Rates Distribution Date Classes FH, HA, HB, HC, HD, HE, HF, HG, HI, HJ, HK, HL, HM, HN, HP and HS 0% 273% 330% 400% 700% Class HZ 0% 273% 330% 400% 700% Class ZH 0% 273% 330% 400% 700% Initial Percent ..................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 March 2005  ...................... 98 91 91 91 91 106 106 106 106 106 106 100 91 79 29 March 2006  ...................... 96 75 75 75 62 113 113 113 113 113 113 100 75 45 0 March 2007  ...................... 93 59 59 59 35 120 120 120 120 120 120 100 62 17 0 March 2008  ...................... 90 46 46 46 20 127 127 127 127 127 127 100 54 4 0 March 2009  ...................... 88 34 34 34 11 135 135 135 135 135 135 100 52 1 0 March 2010  ...................... 85 25 25 25 6 143 143 143 143 143 143 98 49 1 0 March 2011  ...................... 81 19 19 19 3 152 152 152 152 152 152 92 45 1 0 March 2012  ...................... 78 14 14 14 1 161 161 161 161 161 161 84 40 1 0 March 2013  ...................... 74 10 10 10 0 171 171 171 171 171 171 75 35 1 0 March 2014  ...................... 70 7 7 7 0 182 182 182 182 159 182 66 30 1 0 March 2015  ...................... 66 5 5 5 0 193 193 193 193 90 193 57 26 1 0 March 2016  ...................... 61 3 3 3 0 205 205 205 205 50 205 49 21 1 0 March 2017  ...................... 57 2 2 2 0 218 218 218 218 28 218 42 18 1 0 March 2018  ...................... 51 1 1 1 0 231 231 231 231 16 231 35 15 1 0 March 2019  ...................... 46 1 1 1 0 245 245 245 245 9 245 29 12 1 0 March 2020  ...................... 40 0 0 0 0 261 261 261 261 5 261 24 10 1 0 March 2021  ...................... 34 0 0 0 0 277 183 183 183 3 277 20 8 1 0 March 2022  ...................... 27 0 0 0 0 294 125 125 125 1 294 16 6 1 0 March 2023  ...................... 19 0 0 0 0 312 83 83 83 1 312 13 5 1 0 March 2024  ...................... 12 0 0 0 0 331 52 52 52 0 331 10 4 1 0 March 2025  ...................... 3 0 0 0 0 351 29 29 29 0 351 8 3 1 0 March 2026  ...................... 0 0 0 0 0 13 13 13 13 0 348 6 2 1 0 March 2027  ...................... 0 0 0 0 0 2 2 2 2 0 316 5 2 1 0 March 2028  ...................... 0 0 0 0 0 0 0 0 0 0 280 4 1 0 0 March 2029  ...................... 0 0 0 0 0 0 0 0 0 0 242 3 1 0 0 March 2030  ...................... 0 0 0 0 0 0 0 0 0 0 200 2 1 0 0 March 2031  ...................... 0 0 0 0 0 0 0 0 0 0 156 1 0 0 0 March 2032  ...................... 0 0 0 0 0 0 0 0 0 0 108 0 0 0 0 March 2033  ...................... 0 0 0 0 0 0 0 0 0 0 56 0 0 0 0 March 2034  ...................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................   13.2 4.4 4.4 4.4 2.8 21.5 18.4 18.4 18.4 11.5 26.2 12.9 7.2 2.1 0.7 Security Group 3 PSA Prepayment Assumption Rates Distribution Date Classes EA, FA, QA, SA, SB, SC, SD, SE and SF 0% 170% 200% 230% 500% Class ZC 0% 170% 200% 230% 500% Initial Percent ..................    100 100 100 100 100 100 100 100 100 100 March 2005  ...................... 98 95 95 95 95 106 100 94 89 39 March 2006  ...................... 96 86 86 86 77 113 100 83 66 0 March 2007  ...................... 94 75 75 75 53 120 100 70 42 0 March 2008  ...................... 91 65 65 65 37 127 100 61 24 0 March 2009  ...................... 89 56 56 56 25 135 100 54 12 0 March 2010  ...................... 86 48 48 48 17 143 100 50 4 0 March 2011  ...................... 83 41 41 41 12 152 100 48 1 0 March 2012  ...................... 80 35 35 35 8 161 100 47 0 0 March 2013  ...................... 77 29 29 29 6 171 98 46 0 0 March 2014  ...................... 74 25 25 25 4 182 95 44 0 0 March 2015  ...................... 70 21 21 21 3 193 91 41 0 0 March 2016  ...................... 66 17 17 17 2 205 85 38 0 0 March 2017  ...................... 62 14 14 14 1 218 79 35 0 0 March 2018  ...................... 57 12 12 12 1 231 73 32 0 0 March 2019  ...................... 53 10 10 10 1 245 67 29 0 0 March 2020  ...................... 48 8 8 8 0 261 60 26 0 0 March 2021  ...................... 42 7 7 7 0 277 54 23 0 0 March 2022  ...................... 37 5 5 5 0 294 48 20 0 0 March 2023  ...................... 31 4 4 4 0 312 42 17 0 0 March 2024  ...................... 24 4 4 4 0 331 36 15 0 0 March 2025  ...................... 17 3 3 3 0 351 31 12 0 0 March 2026  ...................... 10 2 2 2 0 373 26 10 0 0 March 2027  ...................... 2 2 2 2 0 396 21 8 0 0 March 2028  ...................... 1 1 1 1 0 355 17 7 0 0 March 2029  ...................... 1 1 1 1 0 306 13 5 0 0 March 2030  ...................... 1 1 1 1 0 254 9 4 0 0 March 2031  ...................... 0 0 0 0 0 197 6 2 0 0 March 2032  ...................... 0 0 0 0 0 136 3 1 0 0 March 2033  ...................... 0 0 0 0 0 71 1 0 0 0 March 2034  ...................... 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................   14.4 7.2 7.2 7.2 3.9 26.8 18.0 9.7 2.9 0.8 S-26