Common use of SECURITIES AND FUTURES AUTHORITY Clause in Contracts

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 74 13.42 13.49 11.94 11.94 11.94 11.94 11.94 11.94 75 12.99 13.06 11.55 11.55 11.55 11.55 11.55 11.55 76 12.99 13.06 11.55 11.55 11.55 11.55 11.55 11.55 77 13.42 13.49 11.93 11.93 11.93 11.93 11.93 11.93 78 12.99 13.06 11.55 11.55 11.55 11.55 11.55 11.55 79 13.42 13.49 11.93 11.93 11.93 11.93 11.93 11.93 80 12.99 13.06 11.55 11.55 11.55 11.55 11.55 11.55 81 12.99 13.06 11.54 11.54 11.54 11.54 11.54 11.54 82 14.38 14.45 12.78 12.78 12.78 12.78 12.78 12.78 83 11.63 11.69 11.54 11.54 11.54 11.54 11.54 11.54 84 11.82 11.89 11.92 11.92 11.92 11.92 11.92 11.92 85 11.45 11.52 11.54 11.54 11.54 11.54 11.54 11.54 86 11.85 11.92 11.92 11.92 11.92 11.92 11.92 11.92 87 11.49 11.55 11.54 11.54 11.54 11.54 11.54 11.54 88 11.50 11.57 11.54 11.54 11.54 11.54 11.54 11.54 89 11.90 11.97 11.92 11.92 11.92 11.92 11.92 11.92 90 11.54 11.61 11.53 11.53 11.53 11.53 11.53 11.53 91 11.94 12.01 11.92 11.92 11.92 11.92 11.92 11.92 92 11.58 11.64 11.53 11.53 11.53 11.53 11.53 11.53 93 11.59 11.66 11.53 11.53 11.53 11.53 11.53 11.53 94 12.86 12.93 12.76 12.76 12.76 12.76 12.76 12.76 95 11.64 11.70 11.53 11.53 11.53 11.53 11.53 11.53 96 12.04 12.11 11.91 11.91 11.91 11.91 11.91 11.91 97 11.68 11.75 11.52 11.52 11.52 11.52 11.52 11.52 98 12.09 12.16 11.91 11.91 11.91 11.91 11.91 11.91 99 11.72 11.79 11.52 11.52 11.52 11.52 11.52 11.52 100 11.75 11.81 11.52 11.52 11.52 11.52 11.52 11.52 101 12.16 12.23 11.90 11.90 11.90 11.90 11.90 11.90 102 11.79 11.86 11.52 11.52 11.52 11.52 11.52 11.52 103 12.21 12.28 11.90 11.90 11.90 11.90 11.90 11.90 104 11.85 11.91 11.52 11.52 11.52 11.52 11.52 11.52 105 11.87 11.94 11.51 11.51 11.51 11.51 11.51 11.51 106 12.72 12.79 12.31 12.31 12.31 12.31 12.31 - 107 11.93 12.00 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 108 12.35 12.42 11.90 11.90 11.90 11.90 11.90 - 109 11.99 12.05 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 110 12.42 12.49 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 148 14.01 14.08 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 149 14.56 14.63 11.86 11.86 - - - - 143 13.62 13.69 150 14.18 14.25 11.48 11.48 - - - - 144 14.15 14.22 151 14.74 14.81 11.86 11.86 - - - - 145 13.77 13.84 152 14.36 14.42 11.48 11.48 - - - - 146 14.31 14.38 153 14.45 14.52 11.48 11.48 - - - - 154 15.55 15.62 12.27 12.27 - - - - 155 14.64 14.71 11.48 11.48 - - - - 156 15.23 15.30 11.86 11.86 - - - - 147 13.93 13.99 157 14.85 14.91 11.48 11.48 - - - - 158 15.45 15.52 11.86 11.86 - - - - 159 15.06 15.13 11.48 11.48 - - - - 160 15.17 15.24 11.48 11.48 - - - - 161 15.80 15.87 11.86 11.86 - - - - 162 15.40 15.47 11.47 11.47 - - - - 163 16.04 16.11 11.86 11.86 - - - - 164 15.65 15.72 11.47 - - - - - 165 15.78 15.84 11.47 - - - - - 166 17.61 17.69 12.70 - - - - - 167 16.04 16.11 11.47 - - - - - 168 16.72 16.79 11.86 - - - - - 169 16.32 16.39 11.47 - - - - - 170 17.02 17.09 11.86 - - - - - 171 16.62 16.68 11.47 - - - - - 172 16.77 16.84 11.47 - - - - - 173 17.49 17.56 11.86 - - - - - 174 17.09 17.16 11.47 - - - - - 175 17.83 17.90 11.86 - - - - - 176 17.43 17.50 11.47 - - - - - 177 17.60 17.67 11.47 - - - - - 178 19.69 19.76 12.70 - - - - - 179 17.97 18.03 11.47 - - - - - 180 18.82 18.89 - - - - - - 181 18.53 18.60 - - - - - - 182 19.50 19.57 - - - - - - 183 19.24 19.30 - - - - - - 184 19.62 19.69 - - - - - -

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 37 23.20 23.27 9.86 9.86 9.86 9.86 9.86 9.86 38 12.03 12.10 10.18 10.18 10.18 10.18 10.18 10.18 39 11.58 11.65 9.85 9.85 9.85 9.85 9.85 9.85 40 11.57 11.63 9.89 9.89 9.89 9.89 9.89 9.89 41 12.76 12.83 11.21 11.21 11.21 11.21 11.21 11.21 42 12.34 12.41 10.84 10.84 10.84 10.84 10.84 10.84 43 12.75 12.82 11.20 11.20 11.20 11.20 11.20 11.20 44 12.34 12.40 10.84 10.84 10.84 10.84 10.84 10.84 45 12.34 12.40 10.84 10.84 10.84 10.84 10.84 10.84 46 13.70 13.77 12.04 12.04 12.04 12.04 12.04 12.04 47 12.93 13.00 11.52 11.52 11.52 11.52 11.52 11.52 48 13.36 13.43 11.90 11.90 11.90 11.90 11.90 11.90 49 12.93 13.00 11.52 11.52 11.52 11.52 11.52 11.52 50 13.36 13.43 11.90 11.90 11.90 11.90 11.90 11.90 51 12.93 13.00 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 52 12.96 13.03 11.55 11.55 11.55 11.55 11.55 11.55 53 13.41 13.48 11.94 11.94 11.94 11.94 11.94 11.94 54 12.97 13.04 11.55 11.55 11.55 11.55 11.55 11.55 55 13.41 13.48 11.94 11.94 11.94 11.94 11.94 11.94 56 12.97 13.04 11.55 11.55 11.55 11.55 11.55 11.55 57 12.97 13.04 11.55 11.55 11.55 11.55 11.55 11.55 58 13.89 13.96 12.37 12.37 12.37 12.37 12.37 12.37 59 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 11.58 11.58 11.58 11.58 11.58 11.58 60 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -13.50 11.96 11.96 11.96 11.96 11.96 11.96 61 13.00 13.07 11.57 11.57 11.57 11.57 11.57 11.57 62 13.43 13.50 11.96 11.96 11.96 11.96 11.96 11.96 63 13.00 13.07 11.57 11.57 11.57 11.57 11.57 11.57 64 13.00 13.07 11.57 11.57 11.57 11.57 11.57 11.57 65 13.43 13.50 11.95 11.95 11.95 11.95 11.95 11.95 66 13.00 13.06 11.57 11.57 11.57 11.57 11.57 11.57 67 13.43 13.50 11.95 11.95 11.95 11.95 11.95 11.95 68 12.99 13.06 11.56 11.56 11.56 11.56 11.56 11.56 69 12.99 13.06 11.56 11.56 11.56 11.56 11.56 11.56 70 14.39 14.46 12.80 12.80 12.80 12.80 12.80 12.80 71 12.99 13.06 11.56 11.56 11.56 11.56 11.56 11.56 72 13.43 13.50 11.94 11.94 11.94 11.94 11.94 11.94 73 12.99 13.06 11.56 11.56 11.56 11.56 11.56 11.56

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAPCAP)(1)(2) (1)(2CONT'D.) PERIOD A-2 DATE CLASS A CAP (%) A-3 CLASS M CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CLASS B CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- --------------- --------------- --------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 12/25/2007 13.90 12.31 12.31 1/25/2008 13.45 11.92 11.92 2/25/2008 13.45 11.92 11.92 3/25/2008 14.38 12.74 12.74 4/25/2008 13.45 11.91 11.91 5/25/2008 13.90 12.31 12.31 6/25/2008 13.45 11.91 11.91 7/25/2008 13.90 12.31 12.31 8/25/2008 13.45 11.91 11.91 9/25/2008 13.09 11.91 11.91 10/25/2008 12.79 12.31 12.31 11/25/2008 12.38 11.91 11.91 12/25/2008 12.81 12.30 12.30 1/25/2009 12.41 11.90 11.90 2/25/2009 12.42 11.90 11.90 3/25/2009 13.77 13.18 13.18 4/25/2009 12.44 11.90 11.90 5/25/2009 12.87 12.30 12.30 6/25/2009 12.46 11.90 11.90 7/25/2009 12.90 12.30 12.30 8/25/2009 12.49 11.90 11.90 9/25/2009 12.50 11.89 11.89 10/25/2009 12.94 12.29 12.29 11/25/2009 12.53 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 12/25/2009 12.97 12.29 12.29 1/25/2010 12.56 11.89 11.89 2/25/2010 12.58 11.89 11.89 3/25/2010 13.95 13.17 13.17 4/25/2010 12.61 11.89 - 116 12.22 11.89 5/25/2010 13.05 12.29 12.29 6/25/2010 12.64 11.89 11.89 7/25/2010 13.08 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 12.28 8/25/2010 12.68 11.88 11.88 9/25/2010 12.70 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -11.88

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- --------------------------------------------------------------------------------------------------------------------------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 74 14.13 11.75 11.75 11.75 11.75 11.75 11.75 75 14.60 12.14 12.14 12.14 12.14 12.14 12.14 76 14.13 11.75 11.75 11.75 11.75 11.75 11.75 77 14.13 11.75 11.75 11.75 11.75 11.75 11.75 78 15.64 13.01 13.01 13.01 13.01 13.01 13.01 79 14.13 11.75 11.75 11.75 11.75 11.75 11.75 80 14.60 12.14 12.14 12.14 12.14 12.14 12.14 81 14.13 11.75 11.75 11.75 11.75 11.75 11.75 82 14.60 12.14 12.14 12.14 12.14 12.14 12.14 83 14.13 11.74 11.74 11.74 11.74 11.74 11.74 84 14.13 11.74 11.74 11.74 11.74 11.74 11.74 85 14.60 12.13 12.13 12.13 12.13 12.13 12.13 86 14.13 11.74 11.74 11.74 11.74 11.74 11.74 87 14.60 12.13 12.13 12.13 12.13 12.13 12.13 88 14.13 11.74 11.74 11.74 11.74 11.74 11.74 89 14.13 11.74 11.74 11.74 11.74 11.74 11.74 90 15.64 12.99 12.99 12.99 12.99 12.99 12.99 91 14.13 11.73 11.73 11.73 11.73 11.73 11.73 92 14.60 12.13 12.13 12.13 12.13 12.13 12.13 93 12.27 11.73 11.73 11.73 11.73 11.73 11.73 94 12.49 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.12 12.12 12.12 12.12 12.12 95 12.11 11.73 11.73 11.73 11.73 11.73 11.73 96 12.13 11.73 11.73 11.73 11.73 11.73 11.73 97 12.56 12.12 12.12 12.12 12.12 12.12 12.12 98 12.18 11.73 11.73 11.73 11.73 11.73 11.73 99 12.61 12.12 12.12 12.12 12.12 12.12 12.12 100 12.23 11.73 11.73 11.73 11.73 11.73 11.73 101 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 11.73 11.73 11.73 11.73 11.73 11.73 102 13.12 12.53 12.53 12.53 12.53 12.53 12.53 103 12.30 11.72 11.72 11.72 11.72 11.72 11.72 104 12.74 12.11 12.11 12.11 12.11 12.11 12.11 105 12.36 11.72 11.72 11.72 11.72 11.72 11.72 106 12.80 12.11 12.11 12.11 12.11 12.11 12.11 107 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -11.72 11.72 11.72 11.72 11.72 11.72 108 12.44 11.72 11.72 11.72 11.72 11.72 11.72 109 12.89 12.11 12.11 12.11 12.11 12.11 12.11 110 12.50 11.72 11.72 11.72 11.72 11.72 11.72 1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry Forward Amount divided by the current certificate balance.

SECURITIES AND FUTURES AUTHORITY. Page 14 SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL -------------------------------------------- INTEREST RATE CAP RATES (CASH CAPCAP)(1)(2) (1)(2) PERIOD ----------------------------------- DATE CLASS A-1 CAP CLASS A-2 CAP (%) A-3 CAP (%) CLASS M-1 CAP (%) CLASS M-2 CAP (%) M-3 CAP (%) CLASS B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ------------- ------------- ------------- ------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 11/25/2001 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -12/25/2001 10.09 9.92 9.78 9.78 9.78 1/25/2002 8.80 8.65 8.52 8.52 8.52 2/25/2002 8.81 8.67 8.52 8.52 8.52 3/25/2002 9.77 9.62 9.44 9.44 9.44 4/25/2002 8.84 8.71 8.53 8.53 8.53 5/25/2002 9.16 9.03 8.81 8.81 8.81 6/25/2002 8.88 8.76 8.53 8.53 8.53 7/25/2002 9.20 9.07 8.82 8.82 8.82 8/25/2002 8.92 8.81 8.53 8.53 8.53 9/25/2002 8.94 8.84 8.53 8.53 8.53 10/25/2002 9.27 9.16 8.82 8.82 8.82 11/25/2002 9.00 8.90 8.54 8.54 8.54 12/25/2002 9.33 9.23 8.82 8.82 8.82 1/25/2003 9.06 8.97 8.54 8.54 8.54 2/25/2003 9.09 9.01 8.54 8.54 8.54 3/25/2003 10.11 10.02 9.46 9.46 9.46 4/25/2003 9.18 9.10 8.55 8.55 8.55 5/25/2003 9.53 9.45 8.83 8.83 8.83 6/25/2003 9.27 9.20 8.55 8.55 8.55 7/25/2003 9.64 9.58 8.84 8.84 8.84 8/25/2003 9.40 9.34 8.56 8.56 8.56 9/25/2003 9.47 9.41 8.56 8.56 8.56 10/25/2003 10.58 10.40 9.42 9.42 9.42 11/25/2003 10.96 10.54 9.55 9.55 9.55 12/25/2003 11.47 11.02 9.87 9.87 9.87 1/25/2004 11.24 10.81 9.55 9.55 9.55 2/25/2004 11.55 11.04 9.63 9.63 9.63 3/25/2004 12.57 12.05 10.31 10.31 10.31 4/25/2004 12.74 12.12 10.16 10.16 10.16 5/25/2004 14.21 13.31 10.91 10.91 10.91 1 Cash available to pay current and prior interest divided by the current bond balance 2 Run assuming 15% CPR for fixed collateral and 45% CPR for floating rate collateral, no losses and a 1 month and 6 month Libor rate of 20%

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD Period A-2 CAP Cap (%) A-3 CAP Cap (%) M-1 CAP Cap (%) M-2 CAP Cap (%) M-3 CAP Cap (%) B-1 CAP Cap (%) B-2 CAP Cap (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 Actual/360 Actual/360 Actual/360 Actual/360 Actual/360 Actual/360 Actual/360 ---------------------------------------------------------------------------------------------------------------------------------- 39 11.86 11.93 10.74 10.74 10.74 10.74 10.74 40 11.82 11.88 10.74 10.74 10.74 10.74 10.74 42 12.57 12.63 11.73 11.73 11.73 11.73 11.73 43 12.98 13.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.12 12.12 12.12 12.12 44 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 11.73 11.73 11.73 11.73 11.73 45 12.98 13.05 12.12 12.12 12.12 12.12 12.12 46 12.56 12.63 11.73 11.73 11.73 11.73 11.73 47 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 12.40 12.40 12.40 12.40 12.40 48 13.54 11.87 11.87 11.87 - - - 135 13.61 12.81 12.81 12.81 12.81 12.81 49 13.10 13.17 11.49 11.49 11.49 - - - 136 12.40 12.40 12.40 12.40 12.40 50 13.53 13.60 12.81 12.81 12.81 12.81 12.81 51 13.10 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 12.39 12.39 12.39 12.39 12.39 52 13.09 13.16 12.39 12.39 12.39 12.39 12.39 53 14.53 14.60 13.75 13.75 13.75 13.75 13.75 54 13.12 13.19 12.42 12.42 12.42 12.42 12.42 55 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -12.83 12.83 12.83 12.83 12.83 56 13.12 13.18 12.41 12.41 12.41 12.41 12.41 57 13.55 13.62 12.83 12.83 12.83 12.83 12.83 58 13.11 13.18 12.41 12.41 12.41 12.41 12.41 59 13.13 13.20 12.43 12.43 12.43 12.43 12.43 60 13.57 13.64 12.84 12.84 12.84 12.84 12.84 61 13.13 13.20 12.43 12.43 12.43 12.43 12.43 62 13.57 13.64 12.84 12.84 12.84 12.84 12.84 63 13.13 13.19 12.42 12.42 12.42 12.42 12.42 64 13.13 13.19 12.42 12.42 12.42 12.42 12.42 65 14.03 14.10 13.27 13.27 13.27 13.27 13.27 66 13.12 13.19 12.42 12.42 12.42 12.42 12.42 67 13.56 13.63 12.83 12.83 12.83 12.83 12.83 68 13.12 13.19 12.41 12.41 12.41 12.41 12.41 69 13.56 13.63 12.82 12.82 12.82 12.82 12.82 70 13.12 13.19 12.41 12.41 12.41 12.41 12.41 71 13.12 13.19 12.41 12.41 12.41 12.41 12.41 72 13.56 13.63 12.82 12.82 12.82 12.82 12.82 73 13.12 13.19 12.40 12.40 12.40 12.40 12.40 74 13.56 13.63 12.82 12.82 12.82 12.82 12.82 75 13.12 13.19 12.40 12.40 12.40 12.40 12.40 1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry Forward Amount divided by the current certificate balance 2 Run to maturity assuming 100% PPC, no losses and a 1 month and 6 month LIBOR rate of 20%

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAPCAP)(1)(2) (1)(2) PERIOD DATE CLASS A-1 CAP CLASS A-2 CAP (%) A-3 CAP (%) CLASS M-1 CAP (%) CLASS M-2 CAP (%) M-3 CAP (%) CLASS B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ------------- ------------- ------------- ------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 6/25/2004 14.20 13.31 10.55 10.55 10.55 7/25/2004 15.24 14.33 10.89 10.89 10.89 8/25/2004 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 14.72 10.59 10.59 10.59 9/25/2004 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 15.68 10.59 10.59 10.59 10/25/2004 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 18.49 11.44 11.44 11.44 11/25/2004 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 21.12 11.43 11.43 11.43 12/25/2004 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 664.27 11.79 11.79 11.79 1/25/2005 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 324.60 11.38 11.38 11.38 2/25/2005 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 39.94 11.42 11.42 11.42 3/25/2005 - 119 12.33 12.40 11.50 11.50 11.50 11.50 42.85 12.62 12.62 12.62 4/25/2005 - 38.17 11.83 11.83 11.83 5/25/2005 - 120 12.78 12.85 11.88 11.88 11.88 11.88 38.77 12.56 12.56 12.56 6/25/2005 - 36.40 12.11 12.11 12.11 7/25/2005 - 121 12.41 12.48 11.50 11.50 11.50 11.50 36.50 12.47 12.47 12.47 8/25/2005 - 34.39 12.09 12.09 12.09 9/25/2005 - 122 12.86 12.93 11.88 11.88 11.88 11.88 33.42 12.06 12.06 12.06 10/25/2005 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 33.97 12.71 12.71 12.71 11/25/2005 - 32.26 12.47 12.47 12.47 12/25/2005 - 32.44 12.83 12.83 12.83 1/25/2006 - 30.55 12.36 12.36 12.36 2/25/2006 - 143 29.80 12.35 12.35 12.35 3/25/2006 - 19.24 13.62 13.69 11.48 11.48 13.62 13.62 4/25/2006 - 16.29 12.25 12.25 12.25 5/25/2006 - 16.75 12.60 12.60 12.60 6/25/2006 - 16.14 12.14 12.14 12.14 7/25/2006 - 144 14.15 14.22 11.86 11.86 16.60 12.48 12.48 12.48 8/25/2006 - 15.99 12.02 12.02 12.02 9/25/2006 - 15.91 11.97 11.97 11.97 10/25/2006 - 16.36 12.31 12.31 12.31 11/25/2006 - 145 13.77 13.84 11.48 11.48 15.76 11.85 11.85 11.85 12/25/2006 - 16.21 12.19 12.19 12.19 1/25/2007 - 15.61 11.74 11.74 11.74 2/25/2007 - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -15.54 11.68 11.68 11.68 2 Run assuming 15% CPR for fixed collateral and 45% CPR for floating rate collateral, no losses and a 1 month and 6 month Libor rate of 20%

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) -------------------------------------------------------------------------------------------------------------------------------- PERIOD A-1 CAP % A-2 CAP (%) % A-3 CAP (%) % A-4 CAP % A-5 CAP % M-1 CAP (%) % M-2 CAP (%) % M-3 CAP (%) % B-1 CAP (%) % B-2 CAP (%) % B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 % ------ --------- --------- --------- --------- --------- --------- --------- --------- --------- --------- --------- ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL /360 /360 /360 /360 /360 /360 /360 /360 /360 /360 /360 -------------------------------------------------------------------------------------------------------------------------------- 79 15.44 15.24 15.17 - 15.24 12.69 12.69 12.69 12.69 12.69 12.69 80 13.95 13.76 13.69 - 13.76 11.46 11.46 11.46 11.46 11.46 11.46 81 14.41 14.22 14.15 - 14.22 11.85 11.85 11.85 11.85 11.85 11.85 82 13.94 13.76 13.69 - 13.76 11.46 11.46 11.46 11.46 11.46 11.46 83 14.41 14.22 14.15 - 14.22 11.84 11.84 11.84 11.84 11.84 11.84 84 13.94 13.76 13.69 - 13.76 11.46 11.46 11.46 11.46 11.46 11.46 85 13.94 13.76 13.69 - 13.76 11.46 11.46 11.46 11.46 11.46 11.46 86 14.34 14.15 14.08 - 14.15 11.84 11.84 11.84 11.84 11.84 11.84 87 12.25 12.07 12.00 - 12.07 11.46 11.46 11.46 11.46 11.46 11.46 88 12.68 12.49 12.42 - 12.49 11.84 11.84 11.84 11.84 11.84 11.84 89 12.29 12.10 12.03 - 12.10 11.45 11.45 11.45 11.45 11.45 11.45 90 12.30 12.12 12.05 - 12.12 11.45 11.45 11.45 11.45 11.45 11.45 91 13.64 13.44 13.36 - 13.44 12.68 12.68 12.68 12.68 12.68 12.68 92 12.34 12.15 12.08 - 12.15 11.45 11.45 11.45 11.45 11.45 11.45 93 12.77 12.58 12.51 - 12.58 11.83 11.83 11.83 11.83 11.83 11.83 94 12.37 12.19 12.12 - 12.19 11.45 11.45 11.45 11.45 11.45 11.45 95 12.81 12.62 12.55 - 12.62 11.83 11.83 11.83 11.83 11.83 11.83 96 12.41 12.23 12.16 - 12.23 11.45 11.45 11.45 11.45 11.45 11.45 97 12.43 12.25 12.18 - 12.25 11.44 11.44 11.44 11.44 11.44 11.44 98 12.87 12.68 12.61 - 12.68 11.83 11.83 11.83 11.83 11.83 11.83 99 12.48 12.29 12.22 - 12.29 11.44 11.44 11.44 11.44 11.44 11.44 100 12.92 12.72 12.65 - 12.72 11.82 11.82 11.82 11.82 11.82 11.82 101 12.52 12.33 12.27 - 12.33 11.44 11.44 11.44 11.44 11.44 11.44 102 12.54 12.36 12.29 - 12.36 11.44 11.44 11.44 11.44 11.44 11.44 103 13.44 13.24 13.17 - 13.24 12.23 12.23 12.23 12.23 12.23 12.23 104 12.59 12.41 12.34 - 12.41 11.44 11.44 11.44 11.44 11.44 11.44 105 13.04 12.85 12.78 - 12.85 11.82 11.82 11.82 11.82 11.82 11.82 106 12.64 12.46 12.39 - 12.46 11.44 11.44 11.44 11.44 11.44 11.44 107 13.09 12.90 12.83 - 12.90 11.82 11.82 11.82 11.82 11.82 11.82 108 12.70 12.51 12.44 - 12.51 11.43 11.43 11.43 11.43 11.43 11.43 109 12.72 12.54 12.47 - 12.54 11.43 11.43 11.43 11.43 11.43 11.43 110 13.18 12.99 12.92 - 12.99 11.81 11.81 11.81 11.81 11.81 11.81 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 12.78 12.59 12.53 - 12.59 11.43 11.43 11.43 11.43 11.43 11.43 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 13.24 13.05 12.98 - 13.05 11.81 11.81 11.81 11.81 11.81 11.81 113 12.52 12.84 12.66 12.59 11.89 11.89 11.89 11.89 11.89 - 12.66 11.43 11.43 11.43 11.43 11.43 11.43 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 12.87 12.69 12.62 - 12.69 11.43 11.43 11.43 11.43 11.43 11.43 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 14.29 14.09 14.01 - 14.09 12.65 12.65 12.65 12.65 12.65 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 12.94 12.75 12.68 - 12.75 11.43 11.43 11.43 11.43 11.43 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 13.41 13.21 13.14 - 13.21 11.81 11.81 11.81 11.81 11.81 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 13.01 12.82 12.75 - 12.82 11.43 11.43 11.43 11.43 11.43 - 119 12.33 12.40 11.50 11.50 11.50 11.50 13.48 13.29 13.22 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - 13.29 11.81 11.81 11.81 11.81 11.81 -

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD Period A-2 CAP Cap (%) A-3 CAP Cap (%) M-1 CAP Cap (%) M-2 CAP Cap (%) M-3 CAP Cap (%) B-1 CAP Cap (%) B-2 CAP Cap (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 Actual/360 Actual/360 Actual/360 Actual/360 Actual/360 Actual/360 Actual/360 ---------------------------------------------------------------------------------------------------------------------------------- 76 13.12 13.19 12.40 12.40 12.40 12.40 12.40 77 13.26 13.34 13.73 13.73 13.73 13.73 13.73 78 11.80 11.87 12.40 12.40 12.40 12.40 12.40 79 12.21 12.28 12.81 12.81 12.81 12.81 12.81 80 11.83 11.90 12.39 12.39 12.39 12.39 12.39 81 12.24 12.31 12.80 12.80 12.80 12.80 12.80 82 11.86 11.93 12.39 12.39 12.39 12.39 12.39 83 11.87 11.94 12.39 12.39 12.39 12.39 12.39 84 12.29 12.36 12.80 12.80 12.80 12.80 12.80 85 11.91 11.97 12.38 12.38 12.38 12.38 12.38 86 12.32 12.39 12.80 12.80 12.80 12.80 12.80 87 11.94 12.01 12.38 12.38 12.38 12.38 12.38 88 11.96 12.03 12.38 12.38 12.38 12.38 12.38 89 13.26 13.34 13.70 13.70 13.70 13.70 13.70 90 12.00 12.06 12.38 12.38 12.38 12.38 12.38 91 12.42 12.49 12.79 12.79 12.79 12.79 12.79 92 12.04 12.10 12.37 12.37 12.37 12.37 12.37 93 12.46 12.53 12.78 12.78 12.78 12.78 12.78 94 12.08 12.15 12.37 12.37 12.37 12.37 12.37 95 12.10 12.17 12.37 12.37 12.37 12.37 12.37 96 12.53 12.60 12.78 12.78 12.78 12.78 12.78 97 12.15 12.21 12.37 12.37 12.37 12.37 12.37 98 12.58 12.65 12.78 12.78 12.78 12.78 12.78 99 12.19 12.26 12.36 12.36 12.36 12.36 12.36 100 12.22 12.29 12.36 12.36 12.36 12.36 12.36 101 13.56 13.63 13.68 13.68 13.68 13.68 13.68 102 12.27 12.34 12.36 12.36 12.36 12.36 12.36 103 12.71 12.78 12.77 12.77 12.77 12.77 12.77 104 12.33 12.39 12.36 12.36 12.36 12.36 12.36 105 12.77 12.84 12.77 12.77 12.77 12.77 12.77 106 12.38 12.45 12.35 12.35 12.35 12.35 - 107 12.41 12.48 12.35 12.35 12.35 12.35 - 108 12.86 12.93 12.76 12.76 12.76 12.76 - 109 12.48 12.54 12.35 12.35 12.35 12.35 - 110 12.93 13.00 12.76 12.76 12.76 12.76 - 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 12.54 12.61 12.35 12.35 12.35 12.35 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 12.58 12.64 12.34 12.34 12.34 12.34 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry Forward Amount divided by the current certificate balance 2 Run to maturity assuming 100% PPC, no losses and a 1 month and 6 month LIBOR rate of 20%

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- --------------------------------------------------------------------------------------------------------------------------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 37 29.59 10.31 10.31 10.31 10.31 10.31 10.31 38 12.70 9.98 9.98 9.98 9.98 9.98 9.98 39 13.05 10.31 10.31 10.31 10.31 10.31 10.31 40 12.56 9.97 9.97 9.97 9.97 9.97 9.97 41 13.48 11.03 11.03 11.03 11.03 11.03 11.03 42 14.88 12.21 12.21 12.21 12.21 12.21 12.21 43 13.44 11.03 11.03 11.03 11.03 11.03 11.03 44 13.89 11.40 11.40 11.40 11.40 11.40 11.40 45 13.44 11.03 11.03 11.03 11.03 11.03 11.03 46 13.89 11.39 11.39 11.39 11.39 11.39 11.39 47 14.11 11.74 11.74 11.74 11.74 11.74 11.74 48 14.10 11.74 11.74 11.74 11.74 11.74 11.74 49 14.57 12.13 12.13 12.13 12.13 12.13 12.13 50 14.10 11.74 11.74 11.74 11.74 11.74 11.74 51 14.57 12.13 12.13 12.13 12.13 12.13 12.13 52 14.10 11.73 11.73 11.73 11.73 11.73 11.73 53 14.13 11.76 11.76 11.76 11.76 11.76 11.76 54 15.10 12.57 12.57 12.57 12.57 12.57 12.57 55 14.13 11.76 11.76 11.76 11.76 11.76 11.76 56 14.60 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -12.15 12.15 12.15 12.15 57 14.12 11.76 11.76 11.76 11.76 11.76 11.76 58 14.59 12.15 12.15 12.15 12.15 12.15 12.15 59 14.14 11.77 11.77 11.77 11.77 11.77 11.77 60 14.14 11.77 11.77 11.77 11.77 11.77 11.77 61 14.61 12.16 12.16 12.16 12.16 12.16 12.16 62 14.14 11.77 11.77 11.77 11.77 11.77 11.77 63 14.61 12.16 12.16 12.16 12.16 12.16 12.16 64 14.14 11.77 11.77 11.77 11.77 11.77 11.77 65 14.14 11.76 11.76 11.76 11.76 11.76 11.76 66 15.65 13.02 13.02 13.02 13.02 13.02 13.02 67 14.13 11.76 11.76 11.76 11.76 11.76 11.76 68 14.61 12.15 12.15 12.15 12.15 12.15 12.15 69 14.13 11.76 11.76 11.76 11.76 11.76 11.76 70 14.60 12.15 12.15 12.15 12.15 12.15 12.15 71 14.13 11.76 11.76 11.76 11.76 11.76 11.76 72 14.13 11.76 11.76 11.76 11.76 11.76 11.76 73 14.60 12.15 12.15 12.15 12.15 12.15 12.15 1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry Forward Amount divided by the current certificate balance.

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD CLASS A-2 CAP (%) CLASS A-3 CAP (%) CLASS M-1 CAP (%) CLASS M-2 CAP (%) M-3 CAP (%) CLASS B-1 CAP (%) CLASS B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- CAP (%) CAP (%) CAP (%) CAP (%) -------- ------------ ------------ ------------ ------------ ------------ ------------ ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 0 - - - - 142 15.00 15.08 12.71 12.71 - - 1 9.57 9.57 7.85 7.85 7.85 7.85 2 9.11 9.11 7.39 7.39 7.39 7.39 3 9.18 9.18 7.43 7.43 7.43 7.43 4 10.06 10.06 8.28 8.28 8.28 8.28 5 9.30 9.30 7.52 7.52 7.52 7.52 6 9.56 9.56 7.77 7.77 7.77 7.77 7 9.31 9.31 7.52 7.52 7.52 7.52 8 9.57 9.57 7.77 7.77 7.77 7.77 9 9.31 9.31 7.52 7.52 7.52 7.52 10 9.32 9.32 7.52 7.52 7.52 7.52 11 9.58 9.58 7.77 7.77 7.77 7.77 12 9.33 9.33 7.52 7.52 7.52 7.52 13 9.60 9.60 7.77 7.77 7.77 7.77 14 9.35 9.35 7.52 7.52 7.52 7.52 15 9.35 9.35 7.52 7.52 7.52 7.52 16 9.90 9.90 8.04 8.04 8.04 8.04 17 9.37 9.37 7.52 7.52 7.52 7.52 18 9.64 9.64 7.77 7.77 7.77 7.77 19 9.39 9.39 7.52 7.52 7.52 7.52 20 9.66 9.66 7.77 7.77 7.77 7.77 21 9.41 9.41 7.52 7.52 7.52 7.52 22 9.42 9.42 7.52 7.52 7.52 7.52 23 10.56 10.56 8.75 8.75 8.75 8.75 24 10.28 10.28 8.47 8.47 8.47 8.47 25 10.58 10.58 8.75 8.75 8.75 8.75 26 10.31 10.31 8.46 8.46 8.46 8.46 27 10.32 10.32 8.46 8.46 8.46 8.46 28 11.28 11.28 9.37 9.37 9.37 9.37 29 11.19 11.19 9.41 9.41 9.41 9.41 30 11.52 11.52 9.72 9.72 9.72 9.72 31 11.22 11.22 9.40 9.40 9.40 9.40 32 11.56 11.56 9.72 9.72 9.72 9.72 33 - 11.26 9.40 9.40 9.40 9.40 34 - 143 13.62 13.69 11.48 11.48 11.29 9.41 9.41 9.41 9.41 35 - 12.55 10.73 10.73 10.73 10.73 36 - 12.22 10.38 10.38 10.38 10.38 37 - 23.91 10.72 10.72 10.72 10.72 38 - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -12.26 10.38 10.38 10.38 10.38 1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry Forward Amount divided by the current certificate balance 2 Run to maturity assuming 100% PPC, no losses and a 1 month and 6 month LIBOR rate of 20%

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) -------------------------------------------------------------------------------------------------------------------------------- PERIOD A-1 CAP % A-2 CAP (%) % A-3 CAP (%) % A-4 CAP % A-5 CAP % M-1 CAP (%) % M-2 CAP (%) % M-3 CAP (%) % B-1 CAP (%) % B-2 CAP (%) % B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 % ------ --------- --------- --------- --------- --------- --------- --------- --------- --------- --------- --------- ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL /360 /360 /360 /360 /360 /360 /360 /360 /360 /360 /360 -------------------------------------------------------------------------------------------------------------------------------- 38 12.98 12.89 12.82 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 12.89 10.42 10.42 10.42 10.42 10.42 10.42 39 12.51 12.41 12.34 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 12.41 10.08 10.08 10.08 10.08 10.08 10.08 40 13.53 13.40 13.33 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 13.40 11.03 11.03 11.03 11.03 11.03 11.03 41 13.11 12.98 12.91 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 12.98 10.72 10.72 10.72 10.72 10.72 10.72 42 13.17 13.03 12.97 - 116 13.03 10.78 10.78 10.78 10.78 10.78 10.78 43 14.66 14.50 14.43 - 14.50 12.00 12.00 12.00 12.00 12.00 12.00 44 13.23 13.09 13.03 - 13.09 10.84 10.84 10.84 10.84 10.84 10.84 45 13.68 13.53 13.46 - 13.53 11.20 11.20 11.20 11.20 11.20 11.20 46 13.66 13.48 13.41 - 13.48 11.21 11.21 11.21 11.21 11.21 11.21 47 14.15 13.97 13.90 - 13.97 11.62 11.62 11.62 11.62 11.62 11.62 48 13.74 13.55 13.49 - 13.55 11.28 11.28 11.28 11.28 11.28 11.28 49 13.78 13.59 13.52 - 13.59 11.32 11.32 11.32 11.32 11.32 11.32 50 14.24 14.04 13.97 - 14.04 11.69 11.69 11.69 11.69 11.69 11.69 51 13.77 13.59 13.52 - 13.59 11.32 11.32 11.32 11.32 11.32 11.32 52 14.34 14.14 14.07 - 14.14 11.79 11.79 11.79 11.79 11.79 11.79 53 13.88 13.69 13.62 - 13.69 11.42 11.42 11.42 11.42 11.42 11.42 54 13.89 13.70 13.63 - 13.70 11.42 11.42 11.42 11.42 11.42 11.42 55 14.86 14.66 14.58 - 14.66 12.22 12.28 11.50 11.50 11.50 11.50 11.50 12.22 12.22 12.22 12.22 12.22 56 13.90 13.71 13.64 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 13.71 11.43 11.43 11.43 11.43 11.43 11.43 57 14.37 14.16 14.09 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 14.16 11.81 11.81 11.81 11.81 11.81 11.81 58 13.95 13.76 13.69 - 119 12.33 12.40 11.50 11.50 11.50 11.50 13.76 11.48 11.48 11.48 11.48 11.48 11.48 59 14.42 14.23 14.16 - 14.23 11.87 11.87 11.87 11.87 11.87 11.87 60 13.96 13.77 13.70 - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 13.77 11.49 11.49 11.49 11.49 11.49 11.49 61 13.96 13.78 13.71 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 13.78 11.49 11.49 11.49 11.49 11.49 11.49 62 14.43 14.24 14.17 - 14.24 11.87 11.87 11.87 11.87 11.87 11.87 63 13.96 13.77 13.71 - 129 12.77 12.84 13.77 11.49 11.49 11.49 11.49 11.49 11.49 64 14.43 14.24 14.17 - 14.24 11.87 11.87 11.87 11.87 11.87 11.87 65 13.96 13.77 13.71 - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 13.77 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 66 13.96 13.77 13.71 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 13.77 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 11.48 67 15.46 15.25 15.18 - - - - 142 15.00 15.08 15.25 12.71 12.71 12.71 12.71 12.71 12.71 68 13.95 13.77 13.70 - - - - 143 13.62 13.69 13.77 11.48 11.48 11.48 11.48 11.48 11.48 69 14.42 14.23 14.16 - - - - 144 14.15 14.22 14.23 11.86 11.86 11.86 11.86 11.86 11.86 70 13.95 13.77 13.70 - - - - 145 13.77 13.84 11.48 11.48 11.48 11.48 11.48 11.48 71 14.42 14.23 14.16 - - - - 146 14.31 14.38 14.23 11.86 11.86 11.86 11.86 11.86 11.86 72 13.95 13.77 13.70 - - - - 147 13.93 13.99 13.77 11.48 11.48 11.48 11.48 11.48 11.48 73 13.95 13.77 13.70 - 13.77 11.47 11.47 11.47 11.47 11.47 11.47 74 14.42 14.23 14.16 - 14.23 11.86 11.86 11.86 11.86 11.86 11.86 75 13.95 13.76 13.70 - -13.76 11.47 11.47 11.47 11.47 11.47 11.47 76 14.41 14.22 14.15 - 14.22 11.85 11.85 11.85 11.85 11.85 11.85 77 13.95 13.76 13.70 - 13.76 11.47 11.47 11.47 11.47 11.47 11.47 78 13.95 13.76 13.69 - 13.76 11.47 11.47 11.47 11.47 11.47 11.47

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD CLASS A-2 CAP (%) A-3 CAP (%) CLASS M-1 CAP (%) CLASS M-2 CAP (%) M-3 CAP (%) CLASS B-1 CAP (%) CLASS B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ----------------- ----------------- ----------------- ----------------- ----------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 0 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 1 6.72 7.27 7.27 7.27 7.27 2 7.82 8.02 8.02 8.02 8.02 3 8.09 8.29 8.29 8.29 8.29 4 7.83 8.02 8.02 8.02 8.02 5 8.10 8.29 8.29 8.29 8.29 6 7.85 8.02 8.02 8.02 8.02 7 7.85 8.02 8.02 8.02 8.02 8 8.70 8.88 8.88 8.88 8.88 9 7.87 8.02 8.02 8.02 8.02 10 8.13 8.29 8.29 8.29 8.29 11 7.88 8.02 8.02 8.02 8.02 12 8.15 8.29 8.29 8.29 8.29 13 7.90 8.02 8.02 8.02 8.02 14 7.90 8.02 8.02 8.02 8.02 15 8.18 8.29 8.29 8.29 8.29 16 7.92 8.02 8.02 8.02 8.02 17 8.19 8.29 8.29 8.29 8.29 18 7.94 8.02 8.02 8.02 8.02 19 7.98 8.03 8.03 8.03 8.03 20 8.56 8.58 8.58 8.58 8.58 21 8.02 8.04 8.04 8.04 8.04 22 9.34 8.95 8.95 8.95 8.95 23 9.26 9.02 9.02 9.02 9.02 24 9.58 9.32 9.32 9.32 9.32 25 9.30 9.02 9.02 9.02 9.02 26 9.50 9.16 9.16 9.16 9.16 27 9.83 9.46 9.46 9.46 9.46 28 9.86 9.38 9.38 9.38 9.38 29 10.31 9.82 9.82 9.82 9.82 30 9.99 9.50 9.50 9.50 9.50 31 10.02 9.50 9.50 9.50 9.50 32 11.20 10.58 10.58 10.58 10.58 33 10.22 9.94 9.94 9.94 9.94 34 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -11.29 11.29 11.29 11.29 35 11.53 11.05 11.05 11.05 11.05 36 11.94 11.41 11.41 11.41 11.41 37 25.22 11.05 11.05 11.05 11.05 38 13.24 11.17 11.17 11.17 11.17

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) -------------------------------------------------------------------------------------------------------------------------------- PERIOD A-1 CAP % A-2 CAP (%) % A-3 CAP (%) % A-4 CAP % A-5 CAP % M-1 CAP (%) % M-2 CAP (%) % M-3 CAP (%) % B-1 CAP (%) % B-2 CAP (%) % B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 % ------ --------- --------- --------- --------- --------- --------- --------- --------- --------- --------- --------- ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL ACTUAL /360 /360 /360 /360 /360 /360 /360 /360 /360 /360 /360 -------------------------------------------------------------------------------------------------------------------------------- 120 13.08 12.89 12.83 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - 12.89 11.42 11.42 11.42 11.42 11.42 - 121 12.41 12.48 11.50 11.50 11.50 11.50 13.12 12.93 12.86 - 12.93 11.42 11.42 11.42 11.42 11.42 - 122 12.86 12.93 11.88 11.88 11.88 11.88 13.60 13.40 13.33 - 13.40 11.80 11.80 11.80 11.80 11.80 - 123 12.49 12.56 11.50 11.50 11.50 11.50 13.20 13.01 12.94 - 13.01 11.42 11.42 11.42 11.42 11.42 - 124 12.54 12.60 11.50 11.50 11.50 11.50 13.68 13.49 13.42 - 13.49 11.80 11.80 11.80 11.80 11.80 - 125 13.00 13.07 11.88 11.88 11.88 11.88 13.28 13.09 13.03 - 13.09 11.42 11.42 11.42 11.42 11.42 - 126 12.63 12.69 11.49 11.49 11.49 11.49 13.32 13.14 13.07 - 13.14 11.42 11.42 11.42 11.42 11.42 - 127 13.10 13.17 11.88 11.88 11.88 11.88 14.81 14.60 14.52 - 14.60 12.64 12.64 12.64 12.64 12.64 - 128 12.72 12.79 11.49 11.49 11.49 11.49 13.41 13.23 13.16 - 13.23 11.42 11.42 11.42 11.42 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 13.91 13.72 13.65 - 13.72 11.80 11.80 11.80 11.80 - - 130 14.20 14.27 12.72 12.72 12.72 13.51 13.32 13.25 - 13.32 11.42 11.42 11.42 11.42 - - 131 12.87 12.94 11.49 11.49 11.49 14.01 13.82 13.75 - 13.82 11.80 11.80 11.80 11.80 - - 132 13.36 13.43 11.87 11.87 11.87 13.61 13.42 13.35 - 13.42 11.42 11.42 11.42 11.42 - - 133 12.98 13.05 11.49 11.49 11.49 13.66 13.47 13.40 - 13.47 11.41 11.41 11.41 11.41 - - 134 13.47 13.54 11.87 11.87 11.87 14.17 13.98 13.91 - 13.98 11.79 11.79 11.79 11.79 - - 135 13.10 13.17 11.49 11.49 11.49 13.77 13.58 13.51 - 13.58 11.41 11.41 11.41 11.41 - - 136 13.16 13.23 11.49 11.49 11.49 14.29 14.09 14.02 - 14.09 11.79 11.79 11.79 11.79 - - 137 13.66 13.73 11.87 11.87 11.87 13.88 13.69 13.62 - 13.69 11.41 11.41 11.41 - - - 138 13.28 13.35 11.49 11.49 11.49 13.94 13.75 13.68 - 13.75 11.41 11.41 11.41 - - - 139 13.79 13.86 11.87 11.87 11.87 15.50 15.30 15.22 - 15.30 12.63 12.63 12.63 - - - 140 13.41 13.48 11.48 11.48 11.48 14.06 13.87 13.81 - 13.87 11.41 11.41 11.41 - - - 141 13.48 13.55 11.48 11.48 14.60 14.40 14.33 - 14.40 11.79 11.79 11.79 - - - 142 15.00 15.08 12.71 12.71 14.19 14.00 13.93 - 14.00 11.41 11.41 11.41 - - - 143 13.62 13.69 11.48 11.48 14.73 14.54 14.47 - 14.54 11.79 11.79 - - - - 144 14.15 14.22 11.86 11.86 14.33 14.14 14.07 - 14.14 11.41 11.41 - - - - 145 13.77 13.84 11.48 11.48 14.40 14.21 14.14 - 14.21 11.41 11.41 - - - - 146 14.31 14.38 11.86 11.86 14.95 14.76 14.69 - 14.76 11.79 11.79 - - - - 147 13.93 13.99 11.48 11.48 14.54 14.36 14.29 - 14.36 11.41 11.41 - - - - 148 15.11 14.91 14.84 - 14.91 11.79 11.79 - - - - 149 14.70 14.51 14.44 - 14.51 11.41 11.41 - - - - 150 14.78 14.59 14.52 - 14.59 11.41 11.41 - - - - 151 15.89 15.69 15.62 - 15.69 12.19 12.19 - - - - 152 14.95 14.76 14.69 - 14.76 11.41 11.41 - - - - 153 15.54 15.34 15.27 - 15.34 11.79 11.79 - - - - 154 15.12 14.93 14.87 - 14.93 11.41 11.41 - - - - 155 15.72 15.53 15.46 - 15.53 11.79 11.79 - - - - 156 15.31 15.12 15.05 - 15.12 11.41 11.41 - - - - 157 15.41 15.22 15.15 - 15.22 11.41 11.41 - - - - 158 16.02 15.83 15.76 - 15.83 11.79 11.79 - - - - 159 15.61 15.42 15.35 - 15.42 11.41 11.41 - - - - 160 16.24 16.04 15.97 - 16.04 11.79 11.79 - - - -

SECURITIES AND FUTURES AUTHORITY. Page 13 SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL -------------------------------------------- INTEREST RATE CAP RATES (CASH CAPCAP)(1)(2) (1)(2) PERIOD ----------------------------------- DATE CLASS A-1 CAP CLASS A-2 CAP (%) A-3 CAP (%) CLASS M-1 CAP (%) CLASS M-2 CAP (%) M-3 CAP (%) CLASS B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ------------------------------------------------------------------------------------------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 8/25/2001 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -9/25/2001 8.61% 8.21% 8.31% 8.31% 8.31% 10/25/2001 9.48 9.03 9.14 9.14 9.14 11/25/2001 9.18 8.74 8.84 8.84 8.84 12/25/2001 9.49 9.04 9.14 9.14 9.14 1/25/2002 9.19 8.76 8.84 8.84 8.84 2/25/2002 9.20 8.76 8.84 8.84 8.84 3/25/2002 10.19 9.71 9.79 9.79 9.79 4/25/2002 9.22 8.78 8.84 8.84 8.84 5/25/2002 9.53 9.08 9.14 9.14 9.14 6/25/2002 9.24 8.80 8.84 8.84 8.84 7/25/2002 9.55 9.10 9.14 9.14 9.14 8/25/2002 9.26 8.82 8.84 8.84 8.84 9/25/2002 9.27 8.83 8.84 8.84 8.84 10/25/2002 9.59 9.13 9.14 9.14 9.14 11/25/2002 9.29 8.85 8.84 8.84 8.84 12/25/2002 9.61 9.16 9.14 9.14 9.14 1/25/2003 9.31 8.87 8.84 8.84 8.84 2/25/2003 9.33 8.89 8.84 8.84 8.84 3/25/2003 10.34 9.85 9.79 9.79 9.79 4/25/2003 9.36 8.91 8.84 8.84 8.84 5/25/2003 9.68 9.23 9.14 9.14 9.14 6/25/2003 9.39 8.94 8.85 8.85 8.85 7/25/2003 10.86 10.56 10.25 10.25 10.25 8/25/2003 10.54 10.24 9.93 9.93 9.93 9/25/2003 10.56 10.26 9.93 9.93 9.93 10/25/2003 11.06 10.65 10.36 10.36 10.36 11/25/2003 10.73 10.39 10.04 10.04 10.04 12/25/2003 11.11 10.76 10.38 10.38 10.38 1/25/2004 11.89 11.71 11.12 11.12 11.12 2/25/2004 11.93 11.74 11.12 11.12 11.12 3/25/2004 12.79 12.58 11.89 11.89 11.89 1 Cash available to pay current and prior interest divided by the current bond balance 2 Run assuming base prepayment speed, no losses and a 1 month and 6 month Libor rate of 20%

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD DATE CLASS A-2 CAP (%) A-3 CAP (%) CLASS M-1 CAP (%) CLASS M-2 CAP (%) M-3 CAP (%) CLASS B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ------------------------ -------------------------- ------------------------ ----------------------- ---------------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 1/25/2001 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -2/25/2002 7.84 8.03 8.03 8.03 3/25/2002 8.97 9.18 9.18 9.18 4/25/2002 8.11 8.29 8.29 8.29 5/25/2002 8.39 8.56 8.56 8.56 6/25/2002 8.12 8.29 8.29 8.29 7/25/2002 8.40 8.56 8.56 8.56 8/25/2002 8.14 8.29 8.29 8.29 9/25/2002 8.15 8.29 8.29 8.29 10/25/2002 8.43 8.56 8.56 8.56 11/25/2002 8.16 8.29 8.29 8.29 12/25/2002 8.44 8.56 8.56 8.56 1/25/2003 8.18 8.29 8.29 8.29 2/25/2003 8.19 8.29 8.29 8.29 3/25/2003 9.08 9.18 9.18 9.18 4/25/2003 8.21 8.29 8.29 8.29 5/25/2003 8.50 8.56 8.56 8.56 6/25/2003 8.23 8.29 8.29 8.29 7/25/2003 8.52 8.56 8.56 8.56 8/25/2003 8.26 8.29 8.29 8.29 9/25/2003 8.27 8.29 8.29 8.29 10/25/2003 8.56 8.58 8.58 8.58 11/25/2003 8.45 9.14 9.14 9.14 12/25/2003 10.13 9.82 9.82 9.82 1/25/2004 9.84 9.51 9.51 9.51 2/25/2004 9.86 9.51 9.51 9.51 3/25/2004 10.56 10.16 10.16 10.16 4/25/2004 9.90 9.51 9.51 9.51 5/25/2004 10.31 10.12 10.12 10.12 6/25/2004 10.64 9.96 9.96 9.96 7/25/2004 11.07 10.32 10.32 10.32 8/25/2004 10.74 9.99 9.99 9.99 9/25/2004 10.77 9.99 9.99 9.99 10/25/2004 11.17 10.33 10.33 10.33 11/25/2004 11.99 11.19 11.19 11.19 12/25/2004 13.21 12.20 12.20 12.20 1/25/2005 12.97 12.03 12.03 12.03 2/25/2005 33.30 12.03 12.03 12.03

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD CLASS A-2 CAP (%) CLASS A-3 CAP (%) CLASS M-1 CAP (%) CLASS M-2 CAP (%) M-3 CAP (%) CLASS B-1 CAP (%) CLASS B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- CAP (%) CAP (%) CAP (%) CAP (%) -------- ------------ ------------ ------------ ------------ ------------ ------------ ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 78 - 14.06 12.41 12.41 12.41 12.41 79 - 13.60 12.01 12.01 12.01 12.01 80 - 14.06 12.41 12.41 12.41 12.41 81 - 13.60 12.01 12.01 12.01 12.01 82 - 13.60 12.01 12.01 12.01 12.01 83 - 13.29 12.40 12.40 12.40 12.40 84 - 12.05 12.00 12.00 12.00 12.00 85 - 12.47 12.40 12.40 12.40 12.40 86 - 12.08 12.00 12.00 12.00 12.00 87 - 12.10 12.00 12.00 12.00 12.00 88 - 13.41 13.28 13.28 13.28 13.28 89 - 12.13 12.00 12.00 12.00 12.00 90 - 12.56 12.40 12.40 12.40 12.40 91 - 12.17 11.99 11.99 11.99 11.99 92 - 12.60 12.39 12.39 12.39 12.39 93 - 12.21 11.99 11.99 11.99 11.99 94 - 12.23 11.99 11.99 11.99 11.99 95 - 12.66 12.39 12.39 12.39 12.39 96 - 12.27 11.99 11.99 11.99 11.99 97 - 12.70 12.39 12.39 12.39 12.39 98 - 12.32 11.99 11.99 11.99 11.99 99 - 12.34 11.98 11.98 11.98 11.98 100 - 13.69 13.27 13.27 13.27 13.27 101 - 12.39 11.98 11.98 11.98 11.98 102 - 12.83 12.38 12.38 12.38 12.38 103 - 12.44 11.98 11.98 11.98 11.98 104 - 12.88 12.38 12.38 12.38 12.38 105 - 12.50 11.98 11.98 11.98 11.98 106 - 12.52 11.98 11.98 11.98 - 107 - 12.97 12.38 12.38 12.38 - 108 - 12.58 11.97 11.97 11.97 - 109 - 13.03 12.37 12.37 12.37 - 110 - 12.64 11.97 11.97 11.97 - 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 12.68 11.97 11.97 11.97 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 13.59 12.80 12.80 12.80 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 12.74 11.97 11.97 11.97 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 13.20 12.37 12.37 12.37 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 12.81 11.97 11.97 11.97 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 13.28 12.37 12.37 12.37 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry Forward Amount divided by the current certificate balance 2 Run to maturity assuming 100% PPC, no losses and a 1 month and 6 month LIBOR rate of 20%

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 --------------------------------------------------------------------------------------------------------------------------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 12.95 12.11 12.11 12.11 12.11 12.11 12.11 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 12.57 11.72 11.72 11.72 11.72 11.72 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 12.60 11.72 11.72 11.72 11.72 11.72 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 13.99 12.97 12.97 12.97 12.97 12.97 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 12.67 11.71 11.71 11.71 11.71 11.71 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 13.13 12.10 12.10 12.10 12.10 12.10 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 12.75 11.71 11.71 11.71 11.71 11.71 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 13.21 12.10 12.10 12.10 12.10 12.10 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - 12.83 11.71 11.71 11.71 11.71 11.71 - 120 12.78 12.85 11.88 11.88 11.88 11.88 - 12.87 11.71 11.71 11.71 11.71 11.71 - 121 12.41 12.48 11.50 11.50 11.50 11.50 - 13.34 12.10 12.10 12.10 12.10 12.10 - 122 12.86 12.93 11.88 11.88 11.88 11.88 - 12.95 11.71 11.71 11.71 11.71 11.71 - 123 12.49 12.56 11.50 11.50 11.50 11.50 13.43 12.10 12.10 12.10 12.10 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 13.04 11.71 11.71 11.71 11.71 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 13.09 11.71 11.71 11.71 11.71 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 14.54 12.96 12.96 12.96 12.96 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 13.18 11.71 11.71 11.71 11.71 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 13.67 12.10 12.10 12.10 12.10 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 13.28 11.70 11.70 11.70 11.70 - - 130 14.20 14.27 12.72 12.72 12.72 - 13.78 12.09 12.09 12.09 12.09 - - 131 12.87 12.94 11.49 11.49 11.49 - 13.39 11.70 11.70 11.70 11.70 - - 132 13.36 13.43 11.87 11.87 11.87 - 13.44 11.70 11.70 11.70 11.70 - - 133 12.98 13.05 11.49 11.49 11.49 - 13.95 12.09 12.09 12.09 12.09 - - 134 13.47 13.54 11.87 11.87 11.87 13.56 11.70 11.70 11.70 - - - 135 13.10 13.17 11.49 11.49 11.49 14.07 12.09 12.09 12.09 - - - 136 13.16 13.23 11.49 11.49 11.49 13.68 11.70 11.70 11.70 - - - 137 13.66 13.73 11.87 11.87 11.87 13.74 11.70 11.70 11.70 - - - 138 13.28 13.35 11.49 11.49 11.49 15.29 12.95 12.95 12.95 - - - 139 13.79 13.86 11.87 11.87 11.87 13.87 11.70 11.70 11.70 - - - 140 13.41 13.48 11.48 11.48 11.48 14.41 12.09 12.09 12.09 - - - 141 13.48 13.55 11.48 11.48 - 14.01 11.70 11.70 11.70 - - - 142 15.00 15.08 12.71 12.71 - 14.55 12.09 12.09 12.09 - - - 143 13.62 13.69 11.48 11.48 - 14.16 11.70 11.70 11.70 - - - 144 14.15 14.22 11.86 11.86 14.23 11.70 11.70 - - - - 145 13.77 13.84 11.48 11.48 14.79 12.09 12.09 - - - - 146 14.31 14.38 11.86 11.86 14.39 11.70 11.70 - - - - 147 13.93 13.99 11.48 11.48 14.95 12.09 12.09 - - - -- 1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry Forward Amount divided by the current certificate balance.

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES Schedule of Available Funds and Supplemental Interest Rate Cap Rates (CASH CAPCash Cap)(1)(2) (1)(2) CLASS A-2 CLASS M-1 CLASS M-2 CLASS B-1 CLASS B-2 CLASS A-2 PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 PERIOD CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ------ ------- ------- ------- ------- ------- ------ ------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 12.34 11.55 11.55 11.55 11.55 11.55 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 12.37 11.55 11.55 11.55 11.55 11.55 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 12.82 11.94 11.94 11.94 11.94 11.94 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 12.44 11.55 11.55 11.55 11.55 11.55 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 12.89 11.94 11.94 11.94 11.94 11.94 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 12.51 11.55 11.55 11.55 11.55 11.55 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - 12.55 11.55 11.55 11.55 11.55 11.55 - 120 12.78 12.85 11.88 11.88 11.88 11.88 - 13.94 12.79 12.79 12.79 12.79 12.79 - 121 12.41 12.48 11.50 11.50 11.50 11.50 - 12.63 11.55 11.55 11.55 11.55 11.55 - 122 12.86 12.93 11.88 11.88 11.88 11.88 - 13.10 11.93 11.93 11.93 11.93 11.93 - 123 12.49 12.56 11.50 11.50 11.50 11.50 - 12.72 11.55 11.55 11.55 11.55 11.55 - 124 12.54 12.60 11.50 11.50 11.50 11.50 13.19 11.93 11.93 11.93 11.93 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 12.80 11.54 11.54 11.54 11.54 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 12.85 11.54 11.54 11.54 11.54 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 13.33 11.93 11.93 11.93 11.93 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 12.95 11.54 11.54 11.54 11.54 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 13.43 11.93 11.93 11.93 11.93 - - 130 14.20 14.27 12.72 12.72 12.72 - 13.05 11.54 11.54 11.54 11.54 - - 131 12.87 12.94 11.49 11.49 11.49 - 13.10 11.54 11.54 11.54 11.54 - - 132 13.36 13.43 11.87 11.87 11.87 - 14.56 12.78 12.78 12.78 12.78 - - 133 12.98 13.05 11.49 11.49 11.49 - 13.21 11.54 11.54 11.54 11.54 - - 134 13.47 13.54 11.87 11.87 11.87 13.71 11.92 11.92 11.92 - - - 135 13.10 13.17 11.49 11.49 11.49 13.32 11.54 11.54 11.54 - - - 136 13.16 13.23 11.49 11.49 11.49 13.83 11.92 11.92 11.92 - - - 137 13.66 13.73 11.87 11.87 11.87 13.44 11.54 11.54 11.54 - - - 138 13.28 13.35 11.49 11.49 11.49 13.51 11.54 11.54 11.54 - - - 139 13.79 13.86 11.87 11.87 11.87 14.02 11.92 11.92 11.92 - - - 140 13.41 13.48 11.48 11.48 11.48 13.64 11.54 11.54 11.54 - - - 141 13.48 13.55 11.48 11.48 - 14.16 11.92 11.92 11.92 - - - 142 15.00 15.08 12.71 12.71 - 13.78 11.53 11.53 11.53 - - - 143 13.62 13.69 11.48 11.48 - 13.85 11.53 11.53 11.53 - - - 144 14.15 14.22 11.86 11.86 15.41 12.77 12.77 - - - - 145 13.77 13.84 11.48 11.48 14.00 11.53 11.53 - - - - 146 14.31 14.38 11.86 11.86 14.55 11.92 11.92 - - - - 147 13.93 13.99 11.48 11.48 14.16 11.53 11.53 - - - - 148 14.71 11.92 11.92 - - - - 149 14.32 11.53 11.53 - - - -

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD CLASS A-2 CAP (%) A-3 CAP (%) CLASS M-1 CAP (%) CLASS M-2 CAP (%) M-3 CAP (%) CLASS B-1 CAP (%) CLASS B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ----------------- ----------------- ----------------- ----------------- ----------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 39 13.66 11.67 11.67 11.67 11.67 40 13.83 11.77 11.77 11.77 11.77 41 14.27 12.29 12.29 12.29 12.29 42 13.79 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 43 13.81 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 44 15.38 13.25 13.25 13.25 13.25 45 13.92 12.09 12.09 12.09 12.09 46 14.68 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 12.77 12.77 12.77 47 14.22 12.38 12.38 12.38 12.38 48 14.73 12.80 12.80 12.80 12.80 49 14.26 12.39 12.39 12.39 12.39 50 14.29 12.42 12.42 12.42 12.42 51 14.79 12.97 12.97 12.97 12.97 52 14.57 12.80 12.80 12.80 12.80 53 15.05 13.22 13.22 13.22 13.22 54 14.58 12.80 12.80 12.80 12.80 55 14.58 12.80 12.80 12.80 12.80 56 16.16 14.19 14.19 14.19 14.19 57 14.59 12.82 12.82 12.82 12.82 58 15.08 13.24 13.24 13.24 13.24 59 14.61 12.82 12.82 12.82 12.82 60 15.10 13.24 13.24 13.24 13.24 61 14.61 12.82 12.82 12.82 12.82 62 14.61 12.82 12.82 12.82 12.82 63 15.10 13.24 13.24 13.24 13.24 64 14.61 12.81 12.81 12.81 12.81 65 15.10 13.24 13.24 13.24 13.24 66 14.61 12.81 12.81 12.81 12.81 67 14.61 12.81 12.81 12.81 12.81 68 15.61 13.69 13.69 13.69 13.69 69 14.61 12.81 12.81 12.81 12.81 70 15.09 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -13.23 13.23 13.23 71 14.60 12.81 12.81 12.81 12.81 72 15.09 13.23 13.23 13.23 13.23 73 14.60 12.80 12.80 12.80 12.80 74 14.60 12.80 12.80 12.80 12.80 75 15.09 13.23 13.23 13.23 13.23 76 14.60 12.80 12.80 12.80 12.80

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD CLASS A-2 CAP (%) CLASS A-3 CAP (%) CLASS M-1 CAP (%) CLASS M-2 CAP (%) M-3 CAP (%) CLASS B-1 CAP (%) CLASS B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- CAP (%) CAP (%) CAP (%) CAP (%) -------- ------------ ------------ ------------ ------------ ------------ ------------ ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 39 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 12.20 10.37 10.37 10.37 10.37 40 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 13.46 11.49 11.49 11.49 11.49 41 - 12.97 11.35 11.35 11.35 11.35 42 - 127 13.10 13.17 11.88 11.88 11.88 11.88 13.40 11.72 11.72 11.72 11.72 43 - 12.97 11.34 11.34 11.34 11.34 44 - 128 12.72 12.79 11.49 11.49 11.49 11.49 13.40 11.72 11.72 11.72 11.72 45 - 12.97 11.34 11.34 11.34 11.34 46 - 129 12.77 12.84 11.49 11.49 11.49 11.49 12.97 11.34 11.34 11.34 11.34 47 - 14.01 12.40 12.40 12.40 12.40 48 - 130 14.20 14.27 12.72 12.72 12.72 13.56 12.00 12.00 12.00 12.00 49 - 14.01 12.40 12.40 12.40 12.40 50 - 13.56 12.00 12.00 12.00 12.00 51 - 131 12.87 12.94 11.49 11.49 11.49 13.56 11.99 11.99 11.99 11.99 52 - 15.01 13.28 13.28 13.28 13.28 53 - 13.60 12.03 12.03 12.03 12.03 54 - 132 13.36 13.43 11.87 11.87 11.87 14.05 12.43 12.43 12.43 12.43 55 - 13.59 12.02 12.02 12.02 12.02 56 - 14.05 12.42 12.42 12.42 12.42 57 - 133 12.98 13.05 11.49 11.49 11.49 13.59 12.02 12.02 12.02 12.02 58 - 13.59 12.02 12.02 12.02 12.02 59 - 14.07 12.44 12.44 12.44 12.44 60 - 134 13.47 13.54 11.87 11.87 11.87 13.62 12.04 12.04 12.04 12.04 61 - 14.07 12.44 12.44 12.44 12.44 62 - 13.61 12.04 12.04 12.04 12.04 63 - 135 13.10 13.17 11.49 11.49 11.49 13.61 12.03 12.03 12.03 12.03 64 - 14.55 12.86 12.86 12.86 12.86 65 - 13.61 12.03 12.03 12.03 12.03 66 - 136 13.16 13.23 11.49 11.49 11.49 14.06 12.43 12.43 12.43 12.43 67 - 13.61 12.03 12.03 12.03 12.03 68 - 14.06 12.43 12.43 12.43 12.43 69 - 137 13.66 13.73 11.87 11.87 11.87 13.61 12.03 12.03 12.03 12.03 70 - 13.61 12.02 12.02 12.02 12.02 71 - 14.06 12.42 12.42 12.42 12.42 72 - 138 13.28 13.35 11.49 11.49 11.49 13.61 12.02 12.02 12.02 12.02 73 - 14.06 12.42 12.42 12.42 12.42 74 - 13.60 12.02 12.02 12.02 12.02 75 - 139 13.79 13.86 11.87 11.87 11.87 13.60 12.02 12.02 12.02 12.02 76 - 15.06 13.30 13.30 13.30 13.30 77 - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -13.60 12.01 12.01 12.01 12.01 1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry Forward Amount divided by the current certificate balance 2 Run to maturity assuming 100% PPC, no losses and a 1 month and 6 month LIBOR rate of 20%

SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- --------------------------------------------------------------------------------------------------------------------------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 0 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -1 9.56 9.35 9.35 9.35 9.35 9.35 9.35 2 9.40 9.18 9.18 9.18 9.18 9.18 9.18 3 9.71 9.45 9.45 9.45 9.45 9.45 9.45 4 9.51 9.24 9.24 9.24 9.24 9.24 9.24 5 9.52 9.25 9.25 9.25 9.25 9.25 9.25 6 10.02 9.72 9.72 9.72 9.72 9.72 9.72 7 9.53 9.25 9.25 9.25 9.25 9.25 9.25 8 9.78 9.48 9.48 9.48 9.48 9.48 9.48 9 9.55 9.25 9.25 9.25 9.25 9.25 9.25 10 9.79 9.48 9.48 9.48 9.48 9.48 9.48 11 9.56 9.25 9.25 9.25 9.25 9.25 9.25 12 9.57 9.25 9.25 9.25 9.25 9.25 9.25 13 9.82 9.48 9.48 9.48 9.48 9.48 9.48 14 9.59 9.25 9.25 9.25 9.25 9.25 9.25 15 9.84 9.48 9.48 9.48 9.48 9.48 9.48 16 9.61 9.25 9.25 9.25 9.25 9.25 9.25 17 9.62 9.25 9.25 9.25 9.25 9.25 9.25 18 10.41 9.99 9.99 9.99 9.99 9.99 9.99 19 9.64 9.25 9.25 9.25 9.25 9.25 9.25 20 9.90 9.48 9.48 9.48 9.48 9.48 9.48 21 9.67 9.25 9.25 9.25 9.25 9.25 9.25 22 9.92 9.48 9.48 9.48 9.48 9.48 9.48 23 9.70 9.29 9.29 9.29 9.29 9.29 9.29 24 9.72 9.29 9.29 9.29 9.29 9.29 9.29 25 10.01 9.55 9.55 9.55 9.55 9.55 9.55 26 9.75 9.29 9.29 9.29 9.29 9.29 9.29 27 10.05 9.55 9.55 9.55 9.55 9.55 9.55 28 9.79 9.29 9.29 9.29 9.29 9.29 9.29 29 9.88 9.42 9.42 9.42 9.42 9.42 9.42 30 10.91 10.38 10.38 10.38 10.38 10.38 10.38 31 9.93 9.42 9.42 9.42 9.42 9.42 9.42 32 10.27 9.72 9.72 9.72 9.72 9.72 9.72 33 9.98 9.42 9.42 9.42 9.42 9.42 9.42 34 10.33 9.72 9.72 9.72 9.72 9.72 9.72 35 11.06 10.48 10.48 10.48 10.48 10.48 10.48 36 11.10 10.48 10.48 10.48 10.48 10.48 10.48 1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry Forward Amount divided by the current certificate balance.