Security Group 2 PSA Prepayment Assumption Rates Class AM Class ED Classes EL, IL and LW Distribution Date 0% 100% 175% 300% 400% 0% 100% 175% 300% 400% 0% 100% 175% 300% 400% Initial Percent ..................     100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 May 2005  ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 May 2006  ..........................    100 100 100 100 0 100 100 100 78 41 100 100 100 100 100 May 2007  ..........................    100 100 100 0 0 100 100 100 34 0 100 100 100 100 100 May 2008  ..........................    100 100 100 0 0 100 100 100 1 0 100 100 100 100 100 May 2009  ..........................    100 100 100 0 0 100 100 97 0 0 100 100 100 100 100 May 2010  ..........................    100 100 100 0 0 100 100 92 0 0 100 100 100 100 100 May 2011  ..........................    100 100 100 0 0 100 100 86 0 0 100 100 100 100 100 May 2012  ..........................    100 100 100 0 0 100 100 82 0 0 100 100 100 100 100 May 2013  ..........................    100 100 100 0 0 100 100 79 0 0 100 100 100 100 100 May 2014  ..........................    100 100 100 0 0 100 100 76 0 0 100 100 100 100 93 May 2015  ..........................    100 100 100 0 0 100 100 71 0 0 100 100 100 100 75 May 2016  ..........................    100 100 100 0 0 100 100 67 0 0 100 100 100 100 55 May 2017  ..........................    100 100 100 0 0 100 100 62 0 0 100 100 100 92 40 May 2018  ..........................    100 100 99 0 0 100 100 57 0 0 100 100 100 80 30 May 2019  ..........................    100 100 65 0 0 100 100 52 0 0 100 94 94 63 22 May 2020  ..........................    100 100 32 0 0 100 100 47 0 0 100 84 84 49 16 May 2021  ..........................    100 100 0 0 0 100 100 42 0 0 100 68 68 38 11 May 2022  ..........................    100 100 0 0 0 100 100 37 0 0 100 54 54 29 8 May 2023  ..........................    100 100 0 0 0 100 100 32 0 0 100 43 43 23 6 May 2024  ..........................    100 100 0 0 0 100 90 28 0 0 100 34 34 17 4 May 2025  ..........................    100 100 0 0 0 100 79 23 0 0 100 27 27 13 3 May 2026  ..........................    100 100 0 0 0 100 69 19 0 0 100 21 21 10 2 May 2027  ..........................    100 100 0 0 0 100 59 16 0 0 100 16 16 7 1 May 2028  ..........................    100 51 0 0 0 100 50 13 0 0 99 11 11 5 1 May 2029  ..........................    100 0 0 0 0 100 40 10 0 0 33 8 8 3 1 May 2030  ..........................    100 0 0 0 0 100 31 7 0 0 6 6 6 2 0 May 2031  ..........................    100 0 0 0 0 100 21 5 0 0 3 3 3 1 0 May 2032  ..........................    100 0 0 0 0 98 12 3 0 0 2 2 2 1 0 May 2033  .......................... 71 0 0 0 0 53 3 1 0 0 0 0 0 0 0 May 2034  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................    29.1 24.0 15.5 2.6 1.9 29.0 24.1 15.6 2.7 1.9 24.9 19.2 19.2 16.9 13.2 PSA Prepayment Assumption Rates Classes IA, KA, KB, KC, KD, KE and LA Classes IB, KG, KH, KJ, KL, KM and LB Classes IC, LC, MG, MH and MJ Classes IJ, LJ, MA, MB, MC, MD and ME Distribution Date 0% 100%  175%   300%    400% 0% 100%  175%   300%    400% 0% 100%  175%   300%    400% 0% 100%  175%   300%    400% Initial Percent ..................     100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 May 2005  ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 May 2006  .......................... 93 63 63 63 63 100 100 100 100 100 100 100 100 100 100 97 86 86 86 86 May 2007  .......................... 85 17 17 17 10 100 100 100 100 100 100 100 100 100 100 94 68 68 68 66 May 2008  .......................... 76 0 0 0 0 100 47 47 47 0 100 100 100 100 69 91 51 51 51 29 May 2009  .......................... 67 0 0 0 0 100 0 0 0 0 100 84 84 72 2 87 35 35 30 1 May 2010  .......................... 57 0 0 0 0 100 0 0 0 0 100 48 48 20 0 83 20 20 8 0 May 2011  .......................... 46 0 0 0 0 100 0 0 0 0 100 14 14 0 0 79 6 6 0 0 May 2012  .......................... 35 0 0 0 0 100 0 0 0 0 100 0 0 0 0 75 0 0 0 0 May 2013  .......................... 22 0 0 0 0 100 0 0 0 0 100 0 0 0 0 70 0 0 0 0 May 2014  .......................... 9 0 0 0 0 100 0 0 0 0 100 0 0 0 0 65 0 0 0 0 May 2015  .......................... 0 0 0 0 0 90 0 0 0 0 100 0 0 0 0 59 0 0 0 0 May 2016  .......................... 0 0 0 0 0 61 0 0 0 0 100 0 0 0 0 54 0 0 0 0 May 2017  .......................... 0 0 0 0 0 30 0 0 0 0 100 0 0 0 0 47 0 0 0 0 May 2018  .......................... 0 0 0 0 0 0 0 0 0 0 98 0 0 0 0 41 0 0 0 0 May 2019  .......................... 0 0 0 0 0 0 0 0 0 0 81 0 0 0 0 33 0 0 0 0 May 2020  .......................... 0 0 0 0 0 0 0 0 0 0 62 0 0 0 0 26 0 0 0 0 May 2021  .......................... 0 0 0 0 0 0 0 0 0 0 42 0 0 0 0 17 0 0 0 0 May 2022  .......................... 0 0 0 0 0 0 0 0 0 0 20 0 0 0 0 8 0 0 0 0 May 2023  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2024  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2025  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2026  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2027  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2028  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2029  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2030  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2031  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2032  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2033  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 May 2034  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  .................. 6.4 2.3 2.3 2.3 2.3 12.3 4.0 4.0 4.0 3.4 16.5 6.0 6.0 5.4 4.3 11.8 4.2 4.2 3.9 3.3 S-26