Assumed  Characteristics  of  the  Mortgage  Loans  Underlying  the  Group  1,  Group  2, Group 4 and Group 5 Trust Assets¹: Principal Balance² Weighted Average Remaining Term to Maturity (in months) Weighted Average Loan Age (in months) Weighted Average Mortgage Rate³ Group 1 Trust Assets $100,000,000 353 2 6.816% Group 2 Trust Assets $  81,271,780 338 20 6.393% Group 4 Trust Assets $  51,700,000 329 25 5.905% Group 5 Trust Assets $108,333,334 357 1 6.420% ¹As of February 1, 2006. ²Does not include the Group 4 Trust Assets that will be added to pay the Trustee Fee. ³The Mortgage Loans underlying the Group 1, Group 2, Group 4 and Group 5 Trust Assets may bear interest at rates ranging from 0.25% to 1.50% per annum above the related Certificate Rate. The actual remaining terms to maturity, loan ages and Mortgage Rates of many of the Mortgage Loans underlying the Group 1, Group 2, Group 4 and Group 5 Trust Assets will differ from the weighted averages shown above, perhaps significantly. See "The Trust Assets – The Mortgage Loans" in this Supplement. See Exhibit A to this Supplement for certain information regarding the characteristics of the Mortgage Loans included in the Underlying Trust. Issuance of Securities: The Securities, other than the Residual Securities, will initially be issued in book-entry form through the book-entry system of the U.S. Federal Reserve Banks (the "Fedwire  Book-Entry  System").  The  Residual  Securities  will  be  issued  in  fully  registered, certificated form. See "Description of the Securities – Form of Securities" in this Supplement. Modification  and  Exchange:  If  you  own  exchangeable  Securities  you  will  be  able,  upon notice and payment of an exchange fee, to exchange them for a proportionate interest in the related Securities shown on Schedule I to this Supplement. See "Description of the Securi- ties – Modification and Exchange" in this Supplement. Increased Minimum Denomination Classes: Each Class that constitutes a Principal Only, Interest  Only  or  Inverse  Floating  Rate  Class.  See  "Description  of  the  Securities – Form  of Securities" in this Supplement. Interest Rates: The Interest Rates for the Fixed Rate Classes are shown on the inside cover page of this Supplement. B-5