Security Group 2 PSA Prepayment Assumption Rates Classes FB, ND, NE, NG, NH, NI, NJ, NK, NL, OB and SB Classes FC, OC, SC, UD, UE, UG, UH, UI, UJ, UK and UL Classes FJ, KB, OJ, QD, QE, QG, QH, QI, QK, QL and SJ Classes LD, LE, LG, LH, LI, LJ, LK and LM 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 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2007 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 98 88 88 88 88 June 2008 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 96 73 73 73 52 June 2009 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 93 60 60 60 24 June 2010 ..........................    100 100 100 100 21 100 100 100 100 100 100 100 100 100 100 91 47 47 47 5 June 2011 ..........................    100 100 100 100 0 100 100 100 100 55 100 100 100 100 100 88 35 35 35 0 June 2012 ..........................    100 100 100 100 0 100 100 100 100 6 100 100 100 100 100 85 25 25 25 0 June 2013 ..........................    100 65 65 65 0 100 100 100 100 0 100 100 100 100 72 82 15 15 15 0 June 2014 ..........................    100 26 26 26 0 100 100 100 100 0 100 100 100 100 49 79 6 6 6 0 June 2015 ..........................    100 0 0 0 0 100 92 92 92 0 100 100 100 100 34 75 0 0 0 0 June 2016 ..........................    100 0 0 0 0 100 58 58 58 0 100 100 100 100 23 72 0 0 0 0 June 2017 ..........................    100 0 0 0 0 100 30 30 30 0 100 100 100 100 16 68 0 0 0 0 June 2018 ..........................    100 0 0 0 0 100 7 7 7 0 100 100 100 100 11 63 0 0 0 0 June 2019 ..........................    100 0 0 0 0 100 0 0 0 0 100 87 87 87 7 59 0 0 0 0 June 2020 ..........................    100 0 0 0 0 100 0 0 0 0 100 71 71 71 5 54 0 0 0 0 June 2021 ..........................    100 0 0 0 0 100 0 0 0 0 100 58 58 58 3 48 0 0 0 0 June 2022 ..........................    100 0 0 0 0 100 0 0 0 0 100 47 47 47 2 42 0 0 0 0 June 2023 ..........................    100 0 0 0 0 100 0 0 0 0 100 38 38 38 1 36 0 0 0 0 June 2024 ..........................    100 0 0 0 0 100 0 0 0 0 100 30 30 30 1 30 0 0 0 0 June 2025 ..........................    100 0 0 0 0 100 0 0 0 0 100 24 24 24 1 22 0 0 0 0 June 2026 .......................... 66 0 0 0 0 100 0 0 0 0 100 19 19 19 0 15 0 0 0 0 June 2027 .......................... 29 0 0 0 0 100 0 0 0 0 100 14 14 14 0 7 0 0 0 0 June 2028 .......................... 0 0 0 0 0 88 0 0 0 0 100 11 11 11 0 0 0 0 0 0 June 2029 .......................... 0 0 0 0 0 38 0 0 0 0 100 8 8 8 0 0 0 0 0 0 June 2030 .......................... 0 0 0 0 0 0 0 0 0 0 84 6 6 6 0 0 0 0 0 0 June 2031 .......................... 0 0 0 0 0 0 0 0 0 0 26 4 4 4 0 0 0 0 0 0 June 2032 .......................... 0 0 0 0 0 0 0 0 0 0 2 2 2 2 0 0 0 0 0 0 June 2033 .......................... 0 0 0 0 0 0 0 0 0 0 1 1 1 1 0 0 0 0 0 0 June 2034 .......................... 0 0 0 0 0 0 0 0 0 0 0 0 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)  ..................    21.4 8.4 8.4 8.4 4.7 23.8 11.4 11.4 11.4 6.1 25.6 17.7 17.7 17.7 9.8 14.5 5.0 5.0 5.0 3.2 PSA Prepayment Assumption Rates Class PI Classes WI, WJ, WK and WL Distribution Date 0% 125% 220% 250% 500% 0% 125% 220% 250% 500% Initial Percent ..................     100   100 100 100 100 100 100 100 100 100 June 2006 .......................... 99 96 95 94 89 100 100 100 100 100 June 2007 .......................... 98 90 84 83 69 100 100 100 100 100 June 2008 .......................... 97 82 72 69 48 100 100 100 100 100 June 2009 .......................... 95 75 62 58 33 100 100 100 100 100 June 2010 .......................... 94 68 53 48 23 100 100 100 100 57 June 2011 .......................... 93 62 45 40 16 100 100 100 100 25 June 2012 .......................... 91 56 38 34 11 100 100 100 100 3 June 2013 .......................... 89 51 32 28 7 100 81 81 81 0 June 2014 .......................... 88 46 27 23 5 100 59 59 59 0 June 2015 .......................... 86 41 23 19 3 100 41 41 41 0 June 2016 .......................... 84 37 20 16 2 100 26 26 26 0 June 2017 .......................... 82 33 17 13 2 100 14 14 14 0 June 2018 .......................... 79 30 14 11 1 100 3 3 3 0 June 2019 .......................... 77 26 12 9 1 100 0 0 0 0 June 2020 .......................... 74 23 10 7 0 100 0 0 0 0 June 2021 .......................... 71 21 8 6 0 100 0 0 0 0 June 2022 .......................... 68 18 7 5 0 100 0 0 0 0 June 2023 .......................... 65 16 5 4 0 100 0 0 0 0 June 2024 .......................... 61 14 4 3 0 100 0 0 0 0 June 2025 .......................... 57 12 4 2 0 100 0 0 0 0 June 2026 .......................... 53 10 3 2 0 81 0 0 0 0 June 2027 .......................... 49 9 2 1 0 61 0 0 0 0 June 2028 .......................... 44 7 2 1 0 40 0 0 0 0 June 2029 .......................... 39 6 1 1 0 17 0 0 0 0 June 2030 .......................... 34 4 1 1 0 0 0 0 0 0 June 2031 .......................... 28 3 1 0 0 0 0 0 0 0 June 2032 .......................... 22 2 0 0 0 0 0 0 0 0 June 2033 .......................... 15 1 0 0 0 0 0 0 0 0 June 2034 .......................... 8 0 0 0 0 0 0 0 0 0 June 2035 .......................... 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................    19.9 9.9 6.9 6.3 3.6 22.5 9.8 9.8 9.8 5.3 S-24