Security Group 3 PSA Prepayment Assumption Rates Distribution Date Class MA 0% 100%  200%   300%    400% Class MB 0% 100%  200%   300%    400% Class MC 0% 100%  200%   300%    400% Classes MD, ME and MG 0% 100%  200%   300%    400% 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 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2006 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2007 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2008 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2009 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2010 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2011 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2012 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2013 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2014 ..........................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2015 ..........................    100 100 100 100 81 100 100 100 100 100 100 100 100 100 100 100 100 100 100 94 June 2016 ..........................    100 100 100 100 7 100 100 100 100 100 100 100 100 100 100 100 100 100 100 69 June 2017 ..........................    100 100 100 100 0 100 100 100 100 51 100 100 100 100 100 100 100 100 100 50 June 2018 ..........................    100 100 100 100 0 100 100 100 100 11 100 100 100 100 100 100 100 100 100 37 June 2019 ..........................    100 48 48 48 0 100 100 100 100 0 100 100 100 100 80 100 83 83 83 27 June 2020 ..........................    100 0 0 0 0 100 93 93 93 0 100 100 100 100 58 100 64 64 64 19 June 2021 ..........................    100 0 0 0 0 100 50 50 50 0 100 100 100 100 42 100 50 50 50 14 June 2022 ..........................    100 0 0 0 0 100 16 16 16 0 100 100 100 100 30 100 39 39 39 10 June 2023 ..........................    100 0 0 0 0 100 0 0 0 0 100 88 88 88 21 100 29 29 29 7 June 2024 ..........................    100 0 0 0 0 100 0 0 0 0 100 67 67 67 15 100 22 22 22 5 June 2025 ..........................    100 0 0 0 0 100 0 0 0 0 100 50 50 50 10 100 17 17 17 3 June 2026 ..........................    100 0 0 0 0 100 0 0 0 0 100 37 37 36 7 100 12 12 12 2 June 2027 .......................... 75 0 0 0 0 100 0 0 0 0 100 26 26 26 5 92 9 9 9 2 June 2028 .......................... 0 0 0 0 0 0 0 0 0 0 18 18 18 18 3 6 6 6 6 1 June 2029 .......................... 0 0 0 0 0 0 0 0 0 0 12 12 12 12 2 4 4 4 4 1 June 2030 .......................... 0 0 0 0 0 0 0 0 0 0 7 7 7 7 1 2 2 2 2 0 June 2031 .......................... 0 0 0 0 0 0 0 0 0 0 4 4 4 4 0 1 1 1 1 0 June 2032 .......................... 0 0 0 0 0 0 0 0 0 0 1 1 1 1 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)  ..................   24.1    16.0    16.0    16.0    12.4 24.3 18.1 18.1 18.1 14.1 25.0 22.6 22.6 22.6 18.3 24.5 18.9 18.9 18.9 14.9 Security Group 4 PSA Prepayment Assumption Rates Distribution Date Classes FA and SA 0% 450% 900% 1250% 1600% Initial Percent ..................    100 100 100 100 100 June 2004 ..........................    100 100 100 100 100 June 2005 ..........................    100 100 100 82 8 June 2006 ..........................    100 100 96 20 0 June 2007 ..........................    100 100 43 5 0 June 2008 ..........................    100 100 20 1 0 June 2009 ..........................    100 100 9 0 0 June 2010 ..........................    100 87 4 0 0 June 2011 ..........................    100 62 2 0 0 June 2012 ..........................    100 44 1 0 0 June 2013 ..........................    100 32 0 0 0 June 2014 ..........................    100 22 0 0 0 June 2015 ..........................    100 16 0 0 0 June 2016 ..........................    100 11 0 0 0 June 2017 ..........................    100 8 0 0 0 June 2018 ..........................    100 5 0 0 0 June 2019 ..........................    100 4 0 0 0 June 2020 ..........................    100 3 0 0 0 June 2021 ..........................    100 2 0 0 0 June 2022 ..........................    100 1 0 0 0 June 2023 ..........................    100 1 0 0 0 June 2024 ..........................    100 1 0 0 0 June 2025 ..........................    100 0 0 0 0 June 2026 ..........................    100 0 0 0 0 June 2027 ..........................    100 0 0 0 0 June 2028 ..........................    100 0 0 0 0 June 2029 ..........................    100 0 0 0 0 June 2030 .......................... 78 0 0 0 0 June 2031 .......................... 19 0 0 0 0 June 2032 .......................... 0 0 0 0 0 June 2033 .......................... 0 0 0 0 0 Weighted Average Life (years)  ..................   27.5 9.5 4.2 2.6 1.5 S-27