Security Group 1
PSA Prepayment Assumption Rates
Class Z
Distribution Date
0%
100%
400%
500%
800%
Initial Percent .................. 100
100
100
100
100
February 2003 .................. 106
106
106
106
106
February 2004 .................. 113
113
113
113
0
February 2005 .................. 120
120
120
120
0
February 2006 .................. 127
127
127
69
0
February 2007 .................. 135
135
135
1
0
February 2008 .................. 143
143
143
0
0
February 2009 .................. 152
152
152
0
0
February 2010 .................. 161
161
161
0
0
February 2011 .................. 171
171
171
0
0
February 2012 .................. 182
182
150
0
0
February 2013 .................. 193
193
117
0
0
February 2014 .................. 205
205
90
0
0
February 2015 .................. 218
218
68
0
0
February 2016 .................. 231
231
51
0
0
February 2017 .................. 245
245
38
0
0
February 2018 .................. 261
261
27
0
0
February 2019 .................. 277
277
20
0
0
February 2020 .................. 294
294
14
0
0
February 2021 .................. 312
312
9
0
0
February 2022 .................. 331
331
6
0
0
February 2023 .................. 351
351
4
0
0
February 2024 .................. 373
296
2
0
0
February 2025 .................. 396
181
1
0
0
February 2026 .................. 421
71
0
0
0
February 2027 .................. 446
0
0
0
0
February 2028 .................. 474
0
0
0
0
February 2029 .................. 503
0
0
0
0
February 2030 .................. 534
0
0
0
0
February 2031 .................. 439
0
0
0
0
February 2032 ..................
0
0
0
0
0
Weighted Average
Life (years) .................. 29.4
23.1
12.9
4.2
1.4
Security Group 2
PSA Prepayment Assumption Rates
Classes D, FD and SD
Distribution Date
0%
200%
406%
600%
825%
Initial Percent .................. 100
100
100
100
100
February 2003 ..................
99
87
75
63
50
February 2004 ..................
98
75
56
40
25
February 2005 ..................
98
65
41
25
12
February 2006 ..................
97
56
31
16
6
February 2007 ..................
95
49
23
10
3
February 2008 ..................
94
42
17
6
1
February 2009 ..................
93
36
12
4
1
February 2010 ..................
92
31
9
2
0
February 2011 ..................
90
26
7
1
0
February 2012 ..................
89
22
5
1
0
February 2013 ..................
87
19
4
1
0
February 2014 ..................
85
16
3
0
0
February 2015 ..................
83
13
2
0
0
February 2016 ..................
81
11
1
0
0
February 2017 ..................
78
9
1
0
0
February 2018 ..................
75
7
1
0
0
February 2019 ..................
72
6
0
0
0
February 2020 ..................
69
5
0
0
0
February 2021 ..................
66
4
0
0
0
February 2022 ..................
62
3
0
0
0
February 2023 ..................
58
2
0
0
0
February 2024 ..................
53
1
0
0
0
February 2025 ..................
49
1
0
0
0
February 2026 ..................
43
0
0
0
0
February 2027 ..................
37
0
0
0
0
February 2028 ..................
31
0
0
0
0
February 2029 ..................
24
0
0
0
0
February 2030 ..................
17
0
0
0
0
February 2031 ..................
9
0
0
0
0
February 2032 ..................
0
0
0
0
0
Weighted Average
Life (years) .................. 20.8
6.4
3.4
2.2
1.5
S-19