Security Group 1
PSA Prepayment Assumption Rates
Distribution Date
Classes IY, YA, YC, YD, YE, YG, YH, YJ, YK, YL, YM, YN, YO,
YP, YT and YU
0%
125%
250%
300%
301%
302%
434%
435%
500%
Class ZB
0%
125%
250%
300%
301%
302%
434%
435%
500%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
June 2004 ..........................
89
77
74
74
74
74
96
96
96
106
105
94
88
88
88
47
47
39
June 2005 ..........................
85
72
59
59
59
59
64
63
45
112
111
81
63
63
62
9
9
9
June 2006 ..........................
79
67
40
40
40
40
0
0
0
118
117
66
35
34
34
4
4
0
June 2007 ..........................
74
61
25
25
25
25
0
0
0
125
124
56
16
16
15
0
0
0
June 2008 ..........................
68
55
14
11
10
9
0
0
0
132
131
49
9
9
9
0
0
0
June 2009 ..........................
62
49
6
0
0
0
0
0
0
139
138
46
8
7
6
0
0
0
June 2010 ..........................
55
43
1
0
0
0
0
0
0
147
146
45
1
0
0
0
0
0
June 2011 ..........................
48
35
0
0
0
0
0
0
0
155
155
43
0
0
0
0
0
0
June 2012 ..........................
41
26
0
0
0
0
0
0
0
164
163
40
0
0
0
0
0
0
June 2013 ..........................
33
12
0
0
0
0
0
0
0
173
172
37
0
0
0
0
0
0
June 2014 ..........................
25
0
0
0
0
0
0
0
0
183
179
33
0
0
0
0
0
0
June 2015 ..........................
16
0
0
0
0
0
0
0
0
193
168
30
0
0
0
0
0
0
June 2016 ..........................
7
0
0
0
0
0
0
0
0
204
157
26
0
0
0
0
0
0
June 2017 ..........................
0
0
0
0
0
0
0
0
0
213
145
23
0
0
0
0
0
0
June 2018 ..........................
0
0
0
0
0
0
0
0
0
213
133
20
0
0
0
0
0
0
June 2019 ..........................
0
0
0
0
0
0
0
0
0
213
121
17
0
0
0
0
0
0
June 2020 ..........................
0
0
0
0
0
0
0
0
0
213
109
15
0
0
0
0
0
0
June 2021 ..........................
0
0
0
0
0
0
0
0
0
213
98
12
0
0
0
0
0
0
June 2022 ..........................
0
0
0
0
0
0
0
0
0
213
86
10
0
0
0
0
0
0
June 2023 ..........................
0
0
0
0
0
0
0
0
0
213
76
8
0
0
0
0
0
0
June 2024 ..........................
0
0
0
0
0
0
0
0
0
213
65
7
0
0
0
0
0
0
June 2025 ..........................
0
0
0
0
0
0
0
0
0
213
56
5
0
0
0
0
0
0
June 2026 ..........................
0
0
0
0
0
0
0
0
0
213
47
4
0
0
0
0
0
0
June 2027 ..........................
0
0
0
0
0
0
0
0
0
213
38
3
0
0
0
0
0
0
June 2028 ..........................
0
0
0
0
0
0
0
0
0
213
30
2
0
0
0
0
0
0
June 2029 ..........................
0
0
0
0
0
0
0
0
0
188
23
2
0
0
0
0
0
0
June 2030 ..........................
0
0
0
0
0
0
0
0
0
146
16
1
0
0
0
0
0
0
June 2031 ..........................
0
0
0
0
0
0
0
0
0
101
10
1
0
0
0
0
0
0
June 2032 ..........................
0
0
0
0
0
0
0
0
0
52
4
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
Weighted Average
Life (years) ..................
7.3
5.5
2.7
2.6
2.6
2.6
2.2
2.1
1.9
27.8
19.2
8.3
2.7
2.7
2.7
1.1
1.1
1.0
Security Group 2
PSA Prepayment Assumption Rates
Distribution Date
Class TA
0%
100%
200%
300%
400%
Classes TB and TC
0%
100%
200%
300%
400%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
June 2004 .......................... 100
100
100
100
100
100
100
100
100
100
June 2005 .......................... 100
100
100
100
100
100
100
100
100
100
June 2006 .......................... 100
100
100
100
100
100
100
100
100
100
June 2007 .......................... 100
100
100
100
100
100
100
100
100
100
June 2008 .......................... 100
100
100
100
100
100
100
100
100
100
June 2009 .......................... 100
100
100
100
100
100
100
100
100
100
June 2010 .......................... 100
100
100
100
100
100
100
100
100
100
June 2011 .......................... 100
100
100
100
89
100
100
100
100
100
June 2012 .......................... 100
100
100
100
4
100
100
100
100
100
June 2013 .......................... 100
100
100
100
0
100
100
100
100
75
June 2014 .......................... 100
100
100
46
0
100
100
100
100
56
June 2015 .......................... 100
100
100
0
0
100
100
100
95
41
June 2016 .......................... 100
100
100
0
0
100
100
100
75
30
June 2017 .......................... 100
100
100
0
0
100
100
100
59
22
June 2018 .......................... 100
100
62
0
0
100
100
100
47
16
June 2019 .......................... 100
100
14
0
0
100
100
100
37
12
June 2020 .......................... 100
100
0
0
0
100
100
88
28
8
June 2021 .......................... 100
100
0
0
0
100
100
73
22
6
June 2022 .......................... 100
100
0
0
0
100
100
60
17
4
June 2023 .......................... 100
100
0
0
0
100
100
49
13
3
June 2024 .......................... 100
100
0
0
0
100
100
40
10
2
June 2025 .......................... 100
65
0
0
0
100
100
32
7
1
June 2026 .......................... 100
14
0
0
0
100
100
25
5
1
June 2027 .......................... 100
0
0
0
0
100
86
19
4
1
June 2028 .......................... 100
0
0
0
0
100
67
14
3
0
June 2029 .......................... 100
0
0
0
0
100
50
9
2
0
June 2030 .......................... 100
0
0
0
0
100
33
6
1
0
June 2031 ..........................
0
0
0
0
0
93
17
3
0
0
June 2032 ..........................
0
0
0
0
0
15
3
0
0
0
June 2033 ..........................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 27.6
22.3
15.3
11.0
8.5
28.6
26.1
20.7
15.8
12.3
S-26