Percentages of Original Class Principal (or Class Notional) Balances and Weighted Average Lives Security Group 1 PSA Prepayment Assumption Rates Classes F and S Classes FV, SV and V Class PA Distribution Date 0% 100% 400% 500% 800% 0% 100% 400% 500% 800% 0% 100% 400% 500% 800% Initial Percent ..................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 February 2003 .................. 98 88 57 46 15 99 93 75 69 51 100 98 98 98 98 February 2004 .................. 98 88 36 21 0 98 86 56 48 26 96 72 72 72 44 February 2005 .................. 98 88 22 6 0 97 79 42 33 13 93 48 48 48 0 February 2006 .................. 98 87 13 0 0 96 73 31 23 7 89 25 25 25 0 February 2007 .................. 97 87 9 0 0 95 68 23 15 3 84 4 4 4 0 February 2008 .................. 97 86 7 0 0 94 62 17 11 2 80 0 0 0 0 February 2009 .................. 97 82 5 0 0 92 57 13 7 1 75 0 0 0 0 February 2010 .................. 97 78 3 0 0 91 52 10 5 0 69 0 0 0 0 February 2011 .................. 96 72 1 0 0 89 48 7 3 0 63 0 0 0 0 February 2012 .................. 96 66 0 0 0 88 43 5 2 0 57 0 0 0 0 February 2013 .................. 96 60 0 0 0 86 39 4 2 0 50 0 0 0 0 February 2014 .................. 95 53 0 0 0 84 35 3 1 0 43 0 0 0 0 February 2015 .................. 95 47 0 0 0 82 31 2 1 0 35 0 0 0 0 February 2016 .................. 94 41 0 0 0 79 28 1 0 0 26 0 0 0 0 February 2017 .................. 94 35 0 0 0 77 25 1 0 0 16 0 0 0 0 February 2018 .................. 93 29 0 0 0 74 22 1 0 0 6 0 0 0 0 February 2019 .................. 93 23 0 0 0 71 19 1 0 0 0 0 0 0 0 February 2020 .................. 92 18 0 0 0 68 16 0 0 0 0 0 0 0 0 February 2021 .................. 91 12 0 0 0 64 13 0 0 0 0 0 0 0 0 February 2022 .................. 91 7 0 0 0 60 10 0 0 0 0 0 0 0 0 February 2023 .................. 87 2 0 0 0 56 8 0 0 0 0 0 0 0 0 February 2024 .................. 79 0 0 0 0 52 6 0 0 0 0 0 0 0 0 February 2025 .................. 69 0 0 0 0 47 3 0 0 0 0 0 0 0 0 February 2026 .................. 59 0 0 0 0 42 1 0 0 0 0 0 0 0 0 February 2027 .................. 49 0 0 0 0 36 0 0 0 0 0 0 0 0 0 February 2028 .................. 37 0 0 0 0 30 0 0 0 0 0 0 0 0 0 February 2029 .................. 24 0 0 0 0 23 0 0 0 0 0 0 0 0 0 February 2030 .................. 10 0 0 0 0 16 0 0 0 0 0 0 0 0 0 February 2031 .................. 0 0 0 0 0 8 0 0 0 0 0 0 0 0 0 February 2032 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................  23.7 12.0 2.0 1.2 0.6 20.5 9.7 3.4 2.7 1.5 10.3 3.0 3.0 3.0 2.0 PSA Prepayment Assumption Rates Class PB Class PC Class PD Distribution Date 0% 100% 400% 500% 800% 0% 100% 400% 500% 800% 0% 100% 400% 500% 800% Initial Percent ..................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 February 2003 ..................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 February 2004 ..................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 February 2005 ..................    100 100 100 100 86 100 100 100 100 100 100 100 100 100 100 February 2006 ..................    100 100 100 100 0 100 100 100 100 87 100 100 100 100 100 February 2007 ..................    100 100 100 100 0 100 100 100 100 13 100 100 100 100 100 February 2008 ..................    100 45 45 45 0 100 100 100 100 0 100 100 100 100 62 February 2009 ..................    100 0 0 0 0 100 96 96 96 0 100 100 100 100 31 February 2010 ..................    100 0 0 0 0 100 45 45 45 0 100 100 100 100 16 February 2011 ..................    100 0 0 0 0 100 10 10 10 0 100 100 100 100 8 February 2012 ..................    100 0 0 0 0 100 0 0 0 0 100 78 78 78 4 February 2013 ..................    100 0 0 0 0 100 0 0 0 0 100 53 53 53 2 February 2014 ..................    100 0 0 0 0 100 0 0 0 0 100 35 35 35 1 February 2015 ..................    100 0 0 0 0 100 0 0 0 0 100 24 24 24 0 February 2016 ..................    100 0 0 0 0 100 0 0 0 0 100 16 16 16 0 February 2017 ..................    100 0 0 0 0 100 0 0 0 0 100 10 10 10 0 February 2018 ..................    100 0 0 0 0 100 0 0 0 0 100 7 7 7 0 February 2019 .................. 80 0 0 0 0 100 0 0 0 0 100 4 4 4 0 February 2020 .................. 34 0 0 0 0 100 0 0 0 0 100 3 3 3 0 February 2021 .................. 0 0 0 0 0 74 0 0 0 0 100 2 2 2 0 February 2022 .................. 0 0 0 0 0 0 0 0 0 0 85 1 1 1 0 February 2023 .................. 0 0 0 0 0 0 0 0 0 0 1 1 1 1 0 February 2024 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 February 2025 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 February 2026 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 February 2027 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 February 2028 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 February 2029 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 February 2030 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 February 2031 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 February 2032 .................. 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................  17.7 6.0 6.0 6.0 3.4 19.3 8.0 8.0 8.0 4.5 20.3 11.9 11.9 11.9 6.8 S-18