Security Group 2 PSA Prepayment Assumption Rates Classes AF and AS Classes BF, BS, KA, KC, KD, KE, KG, KH, KI and KJ Class DA Distribution Date 0% 125% 220% 250% 500% 0% 125% 220% 250% 500% 0% 125% 220% 250% 500% Initial Percent ..................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2006 ..........................    100 100 100 100 100 100 100 100 100 100 96 85 77 75 54 June 2007 .......................... 99 91 91 91 91 98 90 90 90 90 96 85 61 54 0 June 2008 .......................... 97 81 81 81 65 96 77 77 77 59 96 85 43 31 0 June 2009 .......................... 95 71 71 71 45 94 66 66 66 36 96 85 30 14 0 June 2010 .......................... 93 61 61 61 31 92 55 55 55 20 96 85 20 2 0 June 2011 .......................... 91 53 53 53 21 90 45 45 45 9 96 85 14 0 0 June 2012 .......................... 89 45 45 45 14 88 36 36 36 1 96 85 10 0 0 June 2013 .......................... 87 38 38 38 10 85 28 28 28 0 96 85 8 0 0 June 2014 .......................... 85 32 32 32 7 82 21 21 21 0 96 84 7 0 0 June 2015 .......................... 82 26 26 26 5 79 14 14 14 0 96 82 6 0 0 June 2016 .......................... 79 22 22 22 3 76 9 9 9 0 96 78 5 0 0 June 2017 .......................... 76 18 18 18 2 73 5 5 5 0 96 74 3 0 0 June 2018 .......................... 73 15 15 15 1 69 1 1 1 0 96 69 2 0 0 June 2019 .......................... 70 12 12 12 1 65 0 0 0 0 96 64 1 0 0 June 2020 .......................... 66 10 10 10 1 61 0 0 0 0 96 58 0 0 0 June 2021 .......................... 62 8 8 8 0 56 0 0 0 0 96 52 0 0 0 June 2022 .......................... 58 6 6 6 0 51 0 0 0 0 96 46 0 0 0 June 2023 .......................... 54 5 5 5 0 46 0 0 0 0 96 41 0 0 0 June 2024 .......................... 49 4 4 4 0 41 0 0 0 0 96 35 0 0 0 June 2025 .......................... 44 3 3 3 0 35 0 0 0 0 96 29 0 0 0 June 2026 .......................... 38 3 3 3 0 28 0 0 0 0 96 24 0 0 0 June 2027 .......................... 32 2 2 2 0 21 0 0 0 0 96 19 0 0 0 June 2028 .......................... 26 1 1 1 0 14 0 0 0 0 96 14 0 0 0 June 2029 .......................... 19 1 1 1 0 6 0 0 0 0 96 10 0 0 0 June 2030 .......................... 11 1 1 1 0 0 0 0 0 0 96 5 0 0 0 June 2031 .......................... 4 1 1 1 0 0 0 0 0 0 96 1 0 0 0 June 2032 .......................... 0 0 0 0 0 0 0 0 0 0 79 0 0 0 0 June 2033 .......................... 0 0 0 0 0 0 0 0 0 0 51 0 0 0 0 June 2034 .......................... 0 0 0 0 0 0 0 0 0 0 21 0 0 0 0 June 2035 .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................   17.3 7.6 7.6 7.6 4.5 16.0 6.0 6.0 6.0 3.6 26.9 15.1 3.4 2.3 1.1 PSA Prepayment Assumption Rates Classes FA, MD, ME, MG, MH, MI, MJ, MK, ML, Class DB Class DC Class DI OA and SA Distribution Date 0% 125% 220% 250% 500% 0% 125% 220% 250% 500% 0% 125% 220% 250% 500% 0% 125% 220% 250% 500% Initial Percent ..................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2006 ..........................    100 100 100 100 100 100 100 100 100 100 96 86 79 77 59 100 100 100 100 100 June 2007 ..........................    100 100 100 100 17 100 100 100 100 100 96 86 65 59 6 97 85 85 85 85 June 2008 ..........................    100 100 100 100 0 100 100 100 100 0 96 86 49 38 0 95 66 66 66 37 June 2009 ..........................    100 100 100 100 0 100 100 100 100 0 96 86 37 23 0 92 48 48 48 2 June 2010 ..........................    100 100 100 100 0 100 100 100 100 0 96 86 28 12 0 88 32 32 32 0 June 2011 ..........................    100 100 100 0 0 100 100 100 94 0 96 86 22 5 0 85 17 17 17 0 June 2012 ..........................    100 100 100 0 0 100 100 100 26 0 96 86 19 1 0 81 3 3 3 0 June 2013 ..........................    100 100 100 0 0 100 100 100 1 0 96 86 17 0 0 77 0 0 0 0 June 2014 ..........................    100 100 100 0 0 100 100 100 0 0 96 86 16 0 0 73 0 0 0 0 June 2015 ..........................    100 100 100 0 0 100 100 100 0 0 96 84 15 0 0 68 0 0 0 0 June 2016 ..........................    100 100 100 0 0 100 100 100 0 0 96 81 14 0 0 63 0 0 0 0 June 2017 ..........................    100 100 100 0 0 100 100 100 0 0 96 77 13 0 0 58 0 0 0 0 June 2018 ..........................    100 100 100 0 0 100 100 100 0 0 96 72 12 0 0 53 0 0 0 0 June 2019 ..........................    100 100 100 0 0 100 100 100 0 0 96 67 11 0 0 47 0 0 0 0 June 2020 ..........................    100 100 86 0 0 100 100 100 0 0 96 62 9 0 0 40 0 0 0 0 June 2021 ..........................    100 100 60 0 0 100 100 100 0 0 96 57 8 0 0 33 0 0 0 0 June 2022 ..........................    100 100 37 0 0 100 100 100 0 0 96 52 7 0 0 26 0 0 0 0 June 2023 ..........................    100 100 14 0 0 100 100 100 0 0 96 46 6 0 0 18 0 0 0 0 June 2024 ..........................    100 100 0 0 0 100 100 95 0 0 96 41 5 0 0 9 0 0 0 0 June 2025 ..........................    100 100 0 0 0 100 100 80 0 0 96 36 4 0 0 0 0 0 0 0 June 2026 ..........................    100 100 0 0 0 100 100 67 0 0 96 32 4 0 0 0 0 0 0 0 June 2027 ..........................    100 100 0 0 0 100 100 55 0 0 96 27 3 0 0 0 0 0 0 0 June 2028 ..........................    100 100 0 0 0 100 100 44 0 0 96 23 2 0 0 0 0 0 0 0 June 2029 ..........................    100 100 0 0 0 100 100 35 0 0 96 19 2 0 0 0 0 0 0 0 June 2030 ..........................    100 100 0 0 0 100 100 26 0 0 96 15 1 0 0 0 0 0 0 0 June 2031 ..........................    100 100 0 0 0 100 100 19 0 0 96 11 1 0 0 0 0 0 0 0 June 2032 ..........................    100 48 0 0 0 100 100 13 0 0 81 8 1 0 0 0 0 0 0 0 June 2033 ..........................    100 0 0 0 0 100 82 7 0 0 56 5 0 0 0 0 0 0 0 0 June 2034 ..........................    100 0 0 0 0 100 29 2 0 0 29 2 0 0 0 0 0 0 0 0 June 2035 .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................   29.8    27.0    16.5 5.6 2.0 29.9 28.6 22.9 6.7 2.1 27.2 16.4 5.0 2.7 1.2 12.5 4.0 4.0 4.0 2.7 S-23