Security Group 7 PSA Prepayment Assumption Rates Distribution Date Class AB 0% 99% 170% 250% 400% Class AC 0% 99% 170% 250% 400% Class AD 0% 99% 170% 250% 400% Class AG 0% 99% 170% 250% 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 95 86
70 June
2005 .......................... 100
100 100 100
0
100 100 100
100 20 100
100 100 100
100 100 100
82 55 4 June
2006 .......................... 100
100 100 0 0 100
100 100 82
0
100 100 100
100 0 100
100 68 18
0 June
2007 .......................... 100
100 100 0
0 100 100
100 0 0
100 100 100
75 0 100
100 56 0
0 June
2008 .......................... 100
100 100 0
0 100 100
100 0 0
100 100 100
24 0 100
100 46 0
0 June
2009 .......................... 100
100 100 0
0 100 100
100 0 0
100 100 100
0 0 100
100 40 0
0 June
2010 .......................... 100
100 100 0
0 100 100
100 0 0
100 100 100
0 0 100
100 35 0
0 June
2011 .......................... 100
100 88 0
0 100 100
100 0 0
100 100 100
0 0 100
100 32 0
0 June
2012 .......................... 100
100 76 0
0 100 100
100 0 0
100 100 100
0 0 100
100 31 0
0 June
2013 .......................... 100
100 69 0
0 100 100
100 0 0
100 100 100
0 0 100
100 30 0
0 June
2014 .......................... 100
100 58 0
0 100 100
100 0 0
100 100 100
0 0 100
100 29 0
0 June
2015 .......................... 100
100 44 0
0 100 100
100 0 0
100 100 100
0 0 100
100 27 0
0 June
2016 .......................... 100
100 28 0
0 100 100
100 0 0
100 100 100
0 0 100
100 25 0
0 June
2017 .......................... 100
100 0 0
0 100 100
97 0 0
100 100 100
0 0 100
100 21 0
0 June
2018 .......................... 100
100 0 0
0 100 100
72 0 0
100 100 100
0 0 100
100 16 0
0 June
2019 .......................... 100
100 0 0
0 100 100
47 0 0
100 100 100
0 0 100
96 10 0
0 June
2020 .......................... 100
100 0 0
0 100 100
23 0 0
100 100 100
0 0 100
85 5 0
0 June
2021 .......................... 100
100 0 0
0 100 100
0 0 0
100 100 100
0 0 100
74 0 0
0 June
2022 .......................... 100
100 0 0
0 100 100
0 0 0
100 100 87
0 0 100
63 0 0
0 June
2023 .......................... 100
100 0 0
0 100 100
0 0 0
100 100 75
0 0 100
52 0 0
0 June
2024 .......................... 100
100 0 0
0 100 100
0 0 0
100 100 64
0 0 100
42 0 0
0 June
2025 .......................... 100
79 0 0
0 100 100
0 0 0
100 100 54
0 0 100
31 0 0
0 June
2026 .......................... 100
0 0 0
0 100 96
0 0 0
100 100 44
0 0 100
21 0 0
0 June
2027 .......................... 100
0 0 0
0 100 51
0 0 0
100 100 36
0 0 100
11 0 0
0 June
2028 .......................... 100
0 0 0
0 100 8
0 0 0
100 100 28
0 0 100
2 0 0
0 June
2029 .......................... 100
0 0 0
0 100 0
0 0 0
100 80 21
0 0 100
0 0 0
0 June
2030 .......................... 100
0 0 0
0 100 0
0 0 0
100 58 14
0 0 93
0 0 0
0 June
2031 .......................... 100
0 0 0
0 100 0
0 0 0
100 36 8
0 0 52
0 0 0
0 June
2032 .......................... 0 0
0 0 0
40 0 0
0 0 100
15 3 0
0 9 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) .................. 28.6 22.3 11.2
2.7 1.7 29.0
24.0 15.9 3.2
1.9 29.6 27.4
22.8 4.5 2.3
28.1 20.3 7.0
2.1 1.3 PSA Prepayment Assumption Rates Distribution Date Classes AH and AK 0% 99% 170% 250% 400% Classes EP, PC and PI 0% 99% 170% 250% 400% Class JA 0% 99% 170% 250% 400% Class JB 0% 99% 170% 250% 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 92 79
54 100 100
100 100 100
100 100 91
91 91 100
100 100 100
100 June
2005 .......................... 100
100 74 32
0 100 100
100 100 100
100 100 72
72 72 100
100 100 100
100 June
2006 .......................... 100
100 51 0
0 100 100
100 100 100
100 100 47
47 0 100
100 100 100
0 June
2007 .......................... 100
100 33 0
0 100 100
100 100 100
100 100 27
27 0 100
100 100 100
0 June
2008 .......................... 100
100 19 0
0 100 100
100 100 100
100 100 9
9 0 100
100 100 100
0 June
2009 .......................... 100
100 9 0
0 100 100
100 100 100
100 100 0
0 0 100
100 90 59
0 June
2010 .......................... 100
100 2 0
0 100 100
100 100 100
100 100 0
0 0 100
100 65 0
0 June
2011 .......................... 100
100 0 0
0 100 100
100 100 100
100 100 0
0 0 100
100 46 0
0 June
2012 .......................... 100
100 0 0
0 100 100
100 100 100
100 100 0
0 0 100
100 33 0
0 June
2013 .......................... 100
100 0 0
0 100 100
100 100 100
100 92 0
0 0 100
100 12 0
0 June
2014 .......................... 100
100 0 0
0 100 100
100 100 77
100 74 0
0 0 100
100 0 0
0 June
2015 .......................... 100
100 0 0
0 100 100
100 100 57
100 49 0
0 0 100
100 0 0
0 June
2016 .......................... 100
100 0 0
0 100 100
100 100 42
100 19 0
0 0 100
100 0 0
0 June
2017 .......................... 100
100 0 0
0 100 100
100 100 31
100 0 0
0 0 100
62 0 0
0 June
2018 .......................... 100
100 0 0
0 100 100
100 100 22
100 0 0
0 0 100
0 0 0
0 June
2019 .......................... 100
94 0 0
0 100 86
86 86 16
100 0 0
0 0 100
0 0 0
0 June
2020 .......................... 100
78 0 0
0 100 69
69 69 12
100 0 0
0 0 100
0 0 0
0 June
2021 .......................... 100
61 0 0
0 100 56
56 56 8
100 0 0
0 0 100
0 0 0
0 June
2022 .......................... 100
45 0 0
0 100 45
45 45 6
100 0 0
0 0 100
0 0 0
0 June
2023 .......................... 100
28 0 0
0 100 35
35 35 4
100 0 0
0 0 100
0 0 0
0 June
2024 .......................... 100
12 0 0
0 100 28
28 28 3
100 0 0
0 0 100
0 0 0
0 June
2025 .......................... 100
0 0 0
0 100 21
21 21 2
100 0 0
0 0 100
0 0 0
0 June
2026 .......................... 100
0 0 0
0 100 16
16 16 1
100 0 0
0 0 100
0 0 0
0 June
2027 .......................... 100
0 0 0
0 100 12
12 12 1
100 0 0
0 0 100
0 0 0
0 June
2028 .......................... 100
0 0 0
0 50 9
9 9 1
100 0 0
0 0 100
0 0 0
0 June
2029 .......................... 100
0 0 0
0 6 6
6 6 0
37 0 0
0 0 100
0 0 0
0 June
2030 .......................... 89 0
0 0 0
4 4 4
4 0 0
0 0 0
0 0 0
0 0 0
June
2031 .......................... 28 0
0 0 0
2 2 2
2 0 0
0 0 0
0 0 0
0 0 0
June
2032 .......................... 0 0
0 0 0
1 1 1
1 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) .................. 27.7 18.7
3.3 1.6 1.0
25.1 19.4 19.4
19.4 13.4 25.9
11.8 3.0 3.0
2.2 26.4 14.2
8.0 6.1 2.9
S-29