Security Group 7 PSA Prepayment Assumption Rates Distribution Date Class JC 0% 99% 170% 250% 400% Class PA 0% 99% 170% 250% 400% Class PB 0% 99% 170% 250% 400% Initial Percent ..................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2004 ..........................    100 100 100 100 100 97 93 93 93 93 100 100 100 100 100 June 2005 ..........................    100 100 100 100 100 95 81 81 81 81 100 100 100 100 100 June 2006 ..........................    100 100 100 100 48 92 66 66 66 66 100 100 100 100 100 June 2007 ..........................    100 100 100 100 0 89 51 51 51 35 100 100 100 100 100 June 2008 ..........................    100 100 100 100 0 85 38 38 38 10 100 100 100 100 100 June 2009 ..........................    100 100 100 100 0 82 25 25 25 0 100 100 100 100 82 June 2010 ..........................    100 100 100 64 0 78 13 13 13 0 100 100 100 100 52 June 2011 ..........................    100 100 100 12 0 74 1 1 1 0 100 100 100 100 30 June 2012 ..........................    100 100 100 0 0 70 0 0 0 0 100 81 81 81 14 June 2013 ..........................    100 100 100 0 0 65 0 0 0 0 100 61 61 61 2 June 2014 ..........................    100 100 84 0 0 60 0 0 0 0 100 45 45 45 0 June 2015 ..........................    100 100 51 0 0 55 0 0 0 0 100 31 31 31 0 June 2016 ..........................    100 100 16 0 0 49 0 0 0 0 100 19 19 19 0 June 2017 ..........................    100 100 0 0 0 43 0 0 0 0 100 10 10 10 0 June 2018 ..........................    100 69 0 0 0 37 0 0 0 0 100 2 2 2 0 June 2019 ..........................    100 0 0 0 0 30 0 0 0 0 100 0 0 0 0 June 2020 ..........................    100 0 0 0 0 23 0 0 0 0 100 0 0 0 0 June 2021 ..........................    100 0 0 0 0 15 0 0 0 0 100 0 0 0 0 June 2022 ..........................    100 0 0 0 0 7 0 0 0 0 100 0 0 0 0 June 2023 ..........................    100 0 0 0 0 0 0 0 0 0 96 0 0 0 0 June 2024 ..........................    100 0 0 0 0 0 0 0 0 0 77 0 0 0 0 June 2025 ..........................    100 0 0 0 0 0 0 0 0 0 56 0 0 0 0 June 2026 ..........................    100 0 0 0 0 0 0 0 0 0 33 0 0 0 0 June 2027 ..........................    100 0 0 0 0 0 0 0 0 0 9 0 0 0 0 June 2028 ..........................    100 0 0 0 0 0 0 0 0 0 0 0 0 0 0 June 2029 ..........................    100 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 June 2031 .......................... 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 June 2033 .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................   26.7 15.2 12.0 7.3 3.0 12.0 4.2 4.2 4.2 3.3 22.2 11.0 11.0 11.0 7.3 Security Group 8 PSA Prepayment Assumption Rates Distribution Date Classes WA, WC, WD, WE, WG, WH, WI, WJ, WK, WL, WM, WN, WO, WP, WT, WU, WV and WX 0% 355% 400% 600% 800% Class WZ 0% 355% 400% 600% 800% Class ZW 0% 355% 400% 600% 800% Initial Percent ..................    100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 June 2004 .......................... 97 91 91 91 91 106 106 106 106 106 106 100 96 80 63 June 2005 .......................... 94 72 72 72 71 112 112 112 112 112 112 100 89 41 0 June 2006 .......................... 90 50 50 50 37 118 118 118 118 118 118 100 82 9 0 June 2007 .......................... 87 33 33 33 18 125 125 125 125 125 125 100 79 0 0 June 2008 .......................... 83 20 20 20 9 132 132 132 132 132 132 96 74 0 0 June 2009 .......................... 79 13 13 13 4 139 139 139 139 139 139 85 64 0 0 June 2010 .......................... 74 8 8 8 2 147 147 147 147 147 147 73 54 0 0 June 2011 .......................... 70 5 5 5 1 155 155 155 155 155 155 61 44 0 0 June 2012 .......................... 65 3 3 3 0 164 164 164 164 154 164 50 35 0 0 June 2013 .......................... 60 1 1 1 0 173 173 173 173 78 173 40 27 0 0 June 2014 .......................... 54 0 0 0 0 183 183 183 183 40 183 32 21 0 0 June 2015 .......................... 49 0 0 0 0 193 181 181 181 20 193 25 16 0 0 June 2016 .......................... 42 0 0 0 0 204 110 110 110 10 204 19 12 0 0 June 2017 .......................... 36 0 0 0 0 216 66 66 66 5 216 15 9 0 0 June 2018 .......................... 29 0 0 0 0 228 39 39 39 3 228 11 7 0 0 June 2019 .......................... 22 0 0 0 0 241 22 22 22 1 241 9 5 0 0 June 2020 .......................... 14 0 0 0 0 254 12 12 12 1 254 7 4 0 0 June 2021 .......................... 6 0 0 0 0 269 5 5 5 0 269 5 3 0 0 June 2022 .......................... 0 0 0 0 0 1 1 1 1 0 278 4 2 0 0 June 2023 .......................... 0 0 0 0 0 0 0 0 0 0 260 3 1 0 0 June 2024 .......................... 0 0 0 0 0 0 0 0 0 0 240 2 1 0 0 June 2025 .......................... 0 0 0 0 0 0 0 0 0 0 219 1 1 0 0 June 2026 .......................... 0 0 0 0 0 0 0 0 0 0 197 1 0 0 0 June 2027 .......................... 0 0 0 0 0 0 0 0 0 0 174 1 0 0 0 June 2028 .......................... 0 0 0 0 0 0 0 0 0 0 149 0 0 0 0 June 2029 .......................... 0 0 0 0 0 0 0 0 0 0 123 0 0 0 0 June 2030 .......................... 0 0 0 0 0 0 0 0 0 0 95 0 0 0 0 June 2031 .......................... 0 0 0 0 0 0 0 0 0 0 65 0 0 0 0 June 2032 .......................... 0 0 0 0 0 0 0 0 0 0 33 0 0 0 0 June 2033 .......................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................   11.0 3.5 3.5 3.5 2.8 18.8 13.8 13.8 13.8 10.4 25.0 9.9 7.8 1.8 1.2 S-30