Percentages of Original Class Principal (or Class Notional)
Balances and Weighted Average
Lives Security Group
1 PSA Prepayment
Assumption Rates Distribution Date Classes CA, CB, CD, CE, CG and IC 0% 125% 250% 300% 500% Classes DA, DJ, DK, DL, DM and IA 0% 125% 250% 300% 500% Classes DB, DN, DP, DT, DU and IB 0% 125% 250% 300% 500% Classes DC, DV, DW, DX, DY and ID 0% 125% 250% 300% 500% Initial
Percent .................. 100 100
100 100 100
100 100 100
100 100 100
100 100 100
100 100 100
100 100 100
June
2004 .......................... 100
100 100 100
100 100 100
100 100 100
100 100 100
100 100 100
100 100 100
100 June
2005 .......................... 97 85
85 85 85
89 36 36
36 36 100
100 100 100
100 100 100
100 100 100
June
2006 .......................... 95 66
66 66 55
77 0 0
0 0 100
75 75 75
49 100 100
100 100 100
June
2007 .......................... 91 48
48 48 18
63 0 0
0 0 100
33 33 33
0 100 100
100 100 52
June
2008 .......................... 88 32
32 32 0
50 0 0
0 0 100
0 0 0
0 100 92
92 92 0
June
2009 .......................... 85 17
17 17 0
35 0 0
0 0 100
0 0 0
0 100 48
48 48 0
June
2010 .......................... 81 3
3 3 0
18 0 0
0 0 100
0 0 0
0 100 8
8 8 0
June
2011 .......................... 77 0
0 0 0
1 0 0
0 0 100
0 0 0
0 100 0
0 0 0
June
2012 .......................... 73 0
0 0 0
0 0 0
0 0 90
0 0 0
0 100 0
0 0 0
June
2013 .......................... 68 0
0 0 0
0 0 0
0 0 79
0 0 0
0 100 0
0 0 0
June
2014 .......................... 63 0
0 0 0
0 0 0
0 0 68
0 0 0
0 100 0
0 0 0
June
2015 .......................... 58 0
0 0 0
0 0 0
0 0 55
0 0 0
0 100 0
0 0 0
June
2016 .......................... 52 0
0 0 0
0 0 0
0 0 41
0 0 0
0 100 0
0 0 0
June
2017 .......................... 46 0
0 0 0
0 0 0
0 0 27
0 0 0
0 100 0
0 0 0
June
2018 .......................... 39 0
0 0 0
0 0 0
0 0 11
0 0 0
0 100 0
0 0 0
June
2019 .......................... 32 0
0 0 0
0 0 0
0 0 0
0 0 0
0 94 0
0 0 0
June
2020 .......................... 25 0
0 0 0
0 0 0
0 0 0
0 0 0
0 72 0
0 0 0
June
2021 .......................... 17 0
0 0 0
0 0 0
0 0 0
0 0 0
0 48 0
0 0 0
June
2022 .......................... 8 0
0 0 0
0 0 0
0 0 0
0 0 0
0 23 0
0 0 0
June
2023 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2024 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2025 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2026 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2027 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2028 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2029 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2030 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2031 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2032 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
June
2033 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
Weighted
Average Life
(years) .................. 12.5 4.0
4.0 4.0 3.1
4.8 1.8 1.8
1.8 1.8 12.2
3.6 3.6 3.6
3.0 17.9 6.0
6.0 6.0 4.1
PSA Prepayment Assumption
Rates Distribution
Date Classes DE, GA, GB and
IG 0% 125% 250% 300% 500% Classes DG, GC, GD, GK, GL, GM, GN, GO and IH 0% 125% 250% 300% 500% Classes HA and HB 0% 125% 250% 300% 500% Initial
Percent .................. 100 100
100 100 100
100 100 100
100 100 100
100 100 100
100 June
2004 .......................... 100
100 100 100
100 100 100
100 100 100
100 100 100
100 100 June
2005 .......................... 100
100 100 100
100 100 100
100 100 100
100 100 100
100 100 June
2006 .......................... 100
100 100 100
100 100 100
100 100 100
100 100 100
100 100 June
2007 .......................... 100
100 100 100
100 100 100
100 100 100
100 100 100
100 100 June
2008 .......................... 100
100 100 100
46 100 100
100 100 100
100 100 100
100 100 June
2009 .......................... 100
100 100 100
0 100 100
100 100 72
100 100 100
100 100 June
2010 .......................... 100
100 100 100
0 100 100
100 100 41
100 100 100
100 100 June
2011 .......................... 100
28 28 28
0 100 100
100 100 20
100 100 100
100 100 June
2012 .......................... 100
0 0 0
0 100 83
83 83 6
100 100 100
100 100 June
2013 .......................... 100
0 0 0
0 100 61
61 61 0
100 100 100
100 84 June
2014 .......................... 100
0 0 0
0 100 44
44 44 0
100 100 100
100 57 June
2015 .......................... 100
0 0 0
0 100 30
30 30 0
100 100 100
100 39 June
2016 .......................... 100
0 0 0
0 100 18
18 18 0
100 100 100
100 26 June
2017 .......................... 100
0 0 0
0 100 9
9 9 0
100 100 100
100 18 June
2018 .......................... 100
0 0 0
0 100 2
2 2 0
100 100 100
100 12 June
2019 .......................... 100
0 0 0
0 100 0
0 0 0
100 84 84
84 8 June
2020 .......................... 100
0 0 0
0 100 0
0 0 0
100 66 66
66 5 June
2021 .......................... 100
0 0 0
0 100 0
0 0 0
100 51 51
51 4 June
2022 .......................... 100
0 0 0
0 100 0
0 0 0
100 39 39
39 2 June
2023 .......................... 92 0
0 0 0
100 0 0
0 0 100
30 30 30
2 June
2024 .......................... 21 0
0 0 0
100 0 0
0 0 100
23 23 23
1 June
2025 .......................... 0 0
0 0 0
81 0 0
0 0 100
17 17 17
1 June
2026 .......................... 0 0
0 0 0
52 0 0
0 0 100
12 12 12
0 June
2027 .......................... 0 0
0 0 0
22 0 0
0 0 100
9 9 9
0 June
2028 .......................... 0 0
0 0 0
0 0 0
0 0 56
6 6 6
0 June
2029 .......................... 0 0
0 0 0
0 0 0
0 0 4
4 4 4
0 June
2030 .......................... 0 0
0 0 0
0 0 0
0 0 3
3 3 3
0 June
2031 .......................... 0 0
0 0 0
0 0 0
0 0 1
1 1 1
0 June
2032 .......................... 0 0
0 0 0
0 0 0
0 0 1
1 1 1
0 June
2033 .......................... 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 Weighted Average
Life
(years) .................. 20.6 7.8
7.8 7.8 5.0
23.1 11.0 11.0
11.0 6.9 25.1
19.0 19.0 19.0
12.1 S-25