Security Group 2 PSA Prepayment Assumption Rates Classes IK, KN, KT, KU, KV, KW and LK Classes IM, LM, LN, LT, LU, LV and LX Classes JA, JB, JC, JD, JI and JX Class LD 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 89 68 62 62 62 100 100 100 100 100 May 2006  .......................... 95 76 76 76 76 94 69 69 69 69 88 63 46 46 46 100 100 100 100 100 May 2007  .......................... 90 45 45 45 41 87 29 29 29 24 86 62 31 31 0 100 100 100 100 100 May 2008  .......................... 84 16 16 16 0 80 7 7 7 0 85 60 19 19 0 100 100 100 100 100 May 2009  .......................... 78 0 0 0 0 72 0 0 0 0 84 59 9 0 0 100 100 100 100 100 May 2010  .......................... 72 0 0 0 0 63 0 0 0 0 82 58 2 0 0 100 100 100 100 0 May 2011  .......................... 65 0 0 0 0 54 0 0 0 0 81 56 0 0 0 100 100 100 32 0 May 2012  .......................... 57 0 0 0 0 44 0 0 0 0 79 54 0 0 0 100 47 47 0 0 May 2013  .......................... 49 0 0 0 0 34 0 0 0 0 78 52 0 0 0 100 0 0 0 0 May 2014  .......................... 40 0 0 0 0 23 0 0 0 0 76 47 0 0 0 100 0 0 0 0 May 2015  .......................... 31 0 0 0 0 14 0 0 0 0 74 38 0 0 0 100 0 0 0 0 May 2016  .......................... 21 0 0 0 0 9 0 0 0 0 72 26 0 0 0 100 0 0 0 0 May 2017  .......................... 10 0 0 0 0 4 0 0 0 0 70 12 0 0 0 100 0 0 0 0 May 2018  .......................... 0 0 0 0 0 0 0 0 0 0 68 0 0 0 0 100 0 0 0 0 May 2019  .......................... 0 0 0 0 0 0 0 0 0 0 65 0 0 0 0 100 0 0 0 0 May 2020  .......................... 0 0 0 0 0 0 0 0 0 0 63 0 0 0 0 100 0 0 0 0 May 2021  .......................... 0 0 0 0 0 0 0 0 0 0 60 0 0 0 0 100 0 0 0 0 May 2022  .......................... 0 0 0 0 0 0 0 0 0 0 58 0 0 0 0 100 0 0 0 0 May 2023  .......................... 0 0 0 0 0 0 0 0 0 0 55 0 0 0 0 91 0 0 0 0 May 2024  .......................... 0 0 0 0 0 0 0 0 0 0 52 0 0 0 0 18 0 0 0 0 May 2025  .......................... 0 0 0 0 0 0 0 0 0 0 49 0 0 0 0 0 0 0 0 0 May 2026  .......................... 0 0 0 0 0 0 0 0 0 0 45 0 0 0 0 0 0 0 0 0 May 2027  .......................... 0 0 0 0 0 0 0 0 0 0 42 0 0 0 0 0 0 0 0 0 May 2028  .......................... 0 0 0 0 0 0 0 0 0 0 38 0 0 0 0 0 0 0 0 0 May 2029  .......................... 0 0 0 0 0 0 0 0 0 0 34 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)  .................. 8.4 2.9 2.9 2.9 2.6 7.3 2.5 2.5 2.5 2.4 17.3 7.1 2.2 2.1 1.7 19.6 8.0 8.0 6.9 5.4 PSA Prepayment Assumption Rates Class LE Class LH Class ZB 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  ..........................    100 100 100 100 100 100 100 100 100 100 106 106 60 0 0 May 2006  ..........................    100 100 100 100 100 100 100 100 100 100 112 112 0 0 0 May 2007  ..........................    100 100 100 100 100 100 100 100 100 100 118 118 0 0 0 May 2008  ..........................    100 100 100 100 100 100 100 100 100 100 125 125 0 0 0 May 2009  ..........................    100 100 100 100 100 100 100 100 100 100 132 132 0 0 0 May 2010  ..........................    100 100 100 100 87 100 100 100 100 100 139 139 0 0 0 May 2011  ..........................    100 100 100 100 53 100 100 100 100 100 147 147 0 0 0 May 2012  ..........................    100 100 100 79 27 100 100 100 100 100 155 155 0 0 0 May 2013  ..........................    100 87 87 54 8 100 100 100 100 100 164 164 0 0 0 May 2014  ..........................    100 64 64 34 0 100 100 100 100 54 173 173 0 0 0 May 2015  ..........................    100 45 45 18 0 100 100 100 100 0 183 183 0 0 0 May 2016  ..........................    100 29 29 5 0 100 100 100 100 0 193 193 0 0 0 May 2017  ..........................    100 16 16 0 0 100 100 100 52 0 204 204 0 0 0 May 2018  ..........................    100 4 4 0 0 100 100 100 0 0 216 195 0 0 0 May 2019  ..........................    100 0 0 0 0 100 61 61 0 0 228 122 0 0 0 May 2020  ..........................    100 0 0 0 0 100 0 0 0 0 241 45 0 0 0 May 2021  ..........................    100 0 0 0 0 100 0 0 0 0 254 0 0 0 0 May 2022  ..........................    100 0 0 0 0 100 0 0 0 0 269 0 0 0 0 May 2023  ..........................    100 0 0 0 0 100 0 0 0 0 284 0 0 0 0 May 2024  ..........................    100 0 0 0 0 100 0 0 0 0 300 0 0 0 0 May 2025  .......................... 81 0 0 0 0 100 0 0 0 0 317 0 0 0 0 May 2026  .......................... 56 0 0 0 0 100 0 0 0 0 334 0 0 0 0 May 2027  .......................... 28 0 0 0 0 100 0 0 0 0 353 0 0 0 0 May 2028  .......................... 0 0 0 0 0 91 0 0 0 0 373 0 0 0 0 May 2029  .......................... 0 0 0 0 0 0 0 0 0 0 394 0 0 0 0 May 2030  .......................... 0 0 0 0 0 0 0 0 0 0 383 0 0 0 0 May 2031  .......................... 0 0 0 0 0 0 0 0 0 0 100 0 0 0 0 May 2032  .......................... 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 May 2034  .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................    22.2 11.0 11.0 9.4 7.3 24.2 15.2 15.2 13.1 10.1 26.6 15.2 1.1 0.4 0.3 S-27