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Posted on Oct 07, 2024

EXHIBIT 2 Monthly Cash Flow to Bondholders for a US$800 Million Morngage Pass-Through Security with a WAC of 6.0%, and a WAM of 357 Mon

EXHIBIT 2 Monthly Cash Flow to Bondholders for a US$800 Million Morngage Pass-Through Security with a WAC of 6.0%, and a WAM of 357 Mon hs and a 5,5% Pass-Through Rate, Assuming 165 PSA of Month Net Scheduled Mortgage Interest Principal Total PrincipalCash Month BalanceSMM Payment Payment Repayment Prepayment Repayment Flow 1 800,0000 0,0111 4.810,84 3.6067 31044 84,721695,316 .36.982 2 798,304,684 0.00139 4,805,520 3,658,896 813,996 1,104,931 1918,927 5.577,823 884,4721695.316 5361,982 796,385,757 0.00167 4,798,862 3,650,101 816,933 1,324,754 2,141,687 5,791,788 29 674,744,235 0.00865 4,184.747 3,092,578 811,026 5,829,438 6,640,464 9.733,042 30 668,103,771 0.00865 4,148,550 3,062,142 808,031 5.772,024 6,580,055 9,642,198 100 326,937.929 0.00865 2,258.348 1,498,466 623,659 2,822,577 3,446.236 4,944,702 101 323,491.693 0.00865 2,238,814 1.482.670 621.355 2792.788 3.414.143 4,896.814 200 103,307,518 0.00865 947,322 473,493 430.784 889.871 1320.655 1794.148 201 101,986,863 0.00865 939,128 467,440 429,193 878,46 1307.654 1,775,094 300 19,963,930 0.00865 397.378 91,501 297.559 170,112 467,670 559,172 301 19,496,260 0.00865 393,941 89,358 296,460 166,076 462,536 551,893 2,103 243,976 246,199 0 240,980 242,084 484,954 0.00865 244,298 2,223 241,873 240,978 0.00865 242,185 1,104 240,980 356 357 EXHIBIT 2 Monthly Cash Flow to Bondholders for a US$800 Million Morngage Pass-Through Security with a WAC of 6.0%, and a WAM of 357 Mon hs and a 5,5% Pass-Through Rate, Assuming 165 PSA of Month Net Scheduled Mortgage Interest Principal Total PrincipalCash Month BalanceSMM Payment Payment Repayment Prepayment Repayment Flow 1 800,0000 0,0111 4.810,84 3.6067 31044 84,721695,316 .36.982 2 798,304,684 0.00139 4,805,520 3,658,896 813,996 1,104,931 1918,927 5.577,823 884,4721695.316 5361,982 796,385,757 0.00167 4,798,862 3,650,101 816,933 1,324,754 2,141,687 5,791,788 29 674,744,235 0.00865 4,184.747 3,092,578 811,026 5,829,438 6,640,464 9.733,042 30 668,103,771 0.00865 4,148,550 3,062,142 808,031 5.772,024 6,580,055 9,642,198 100 326,937.929 0.00865 2,258.348 1,498,466 623,659 2,822,577 3,446.236 4,944,702 101 323,491.693 0.00865 2,238,814 1.482.670 621.355 2792.788 3.414.143 4,896.814 200 103,307,518 0.00865 947,322 473,493 430.784 889.871 1320.655 1794.148 201 101,986,863 0.00865 939,128 467,440 429,193 878,46 1307.654 1,775,094 300 19,963,930 0.00865 397.378 91,501 297.559 170,112 467,670 559,172 301 19,496,260 0.00865 393,941 89,358 296,460 166,076 462,536 551,893 2,103 243,976 246,199 0 240,980 242,084 484,954 0.00865 244,298 2,223 241,873 240,978 0.00865 242,185 1,104 240,980 356 357