[Slide with dark red header bar, no legible title]

Measured Values (CPR)

[Note: table printed very small; values transcribed at limit of legibility — blank cells are blank in the source]

Coupon Less Market Range	Commercial Fixed	Commercial RE Fixed	Commercial RE Var Adj	Construction Fixed	Consumer Var Adj	Home Equity Fixed	Home Equity Var Adj
-99.999 to -4.000	5.71%	12.28%	0.18%			15.90%	40.14%
-3.999 to -3.000	19.33%	2.21%	0.19%	80.40%		6.87%	38.58%
-2.999 to -2.000	15.61%	5.78%	0.13%	0.14%		11.72%	44.22%
-1.999 to -1.000	27.54%	23.77%	7.88%	36.18%		18.75%	40.85%
-.999 to 0.000	37.43%	22.36%	29.22%	43.27%	20.08%	24.04%	23.70%
.001 to 1.000	51.09%	24.58%	8.95%	52.72%	27.77%	30.46%	29.31%
1.001 to 2.000	32.60%	18.43%	37.36%	72.80%	21.32%	26.17%	49.38%
2.001 to 3.000	30.27%	54.12%	45.31%	31.92%	15.61%	33.29%	38.39%
3.001 to 4.000	7.45%	82.48%	0.62%		20.53%	11.32%	36.61%
4.001 to 99.999	0.10%				69.08%	24.63%	20.93%

Coupon Less Market Range	Mortgage Fixed - 10 Yr	Mortgage Fixed - 15 Yr	Mortgage Fixed - 20 Yr	Mortgage Fixed - 30 Yr	Mortgage Var Adj	New Vehicle Fixed	Other Consumer Fixed	Other Loans Fixed
-99.999 to -4.000	62.86%	37.25%	16.09%	80.54%	1.12%	14.87%	20.98%	8.88%
-3.999 to -3.000	2.14%	17.64%	5.63%	3.35%	2.69%	16.70%	17.72%	27.77%
-2.999 to -2.000	8.26%	14.02%	5.34%	4.70%	18.84%	19.00%	20.81%	12.23%
-1.999 to -1.000	17.85%	18.11%	5.86%	6.38%	12.64%	19.32%	21.30%	24.75%
-.999 to 0.000	23.27%	17.67%	9.59%	7.77%	11.84%	18.96%	21.73%	30.03%
.001 to 1.000	18.26%	22.98%	12.60%	16.37%	16.14%	19.23%	22.15%	25.31%
1.001 to 2.000	18.83%	25.09%	20.15%	17.94%	30.05%	21.68%	23.76%	98.72%
2.001 to 3.000	21.28%	26.35%	30.37%	12.25%	43.79%	22.91%	26.37%	0.56%
3.001 to 4.000	13.17%	15.47%	18.02%	16.79%	44.92%	36.60%	21.78%
4.001 to 99.999	44.06%	10.77%	24.73%	35.52%	64.65%	40.28%	28.92%	0.00%

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[Slide with dark red header bar, no legible title]

Interpolated Values (CPR)

[Note: table printed very small; values transcribed at limit of legibility. Cells highlighted blue in the source correspond to retained measured observations]

Coupon Less Market Range	Commercial Fixed	Commercial RE Fixed	Commercial RE Var Adj	Construction Fixed	Consumer Var Adj	Home Equity Fixed	Home Equity Var Adj
-99.999 to -4.000	5.71%	0.00%	0.18%	14.93%	17.49%	2.02%	1.25%
-3.999 to -3.000	10.66%	2.21%	2.75%	22.01%	18.14%	6.87%	6.57%
-2.999 to -2.000	15.61%	5.78%	5.31%	29.10%	18.79%	11.72%	12.48%
-1.999 to -1.000	19.86%	14.07%	7.88%	36.18%	19.43%	18.75%	18.09%
-.999 to 0.000	24.10%	22.36%	8.41%	43.27%	20.08%	24.04%	23.70%
.001 to 1.000	28.35%	24.58%	8.95%	52.72%	20.77%	25.10%	29.31%
1.001 to 2.000	32.60%	39.35%	37.36%	72.80%	21.37%	26.17%	31.75%
2.001 to 3.000	36.84%	54.12%	45.31%	81.86%	37.28%	33.29%	34.18%
3.001 to 4.000	41.09%	82.48%	53.26%	90.93%	53.19%	40.47%	36.61%
4.001 to 99.999	45.34%	100.00%	61.20%	100.00%	69.08%	47.54%	39.04%

Coupon Less Market Range	Mortgage Fixed - 10 Yr	Mortgage Fixed - 15 Yr	Mortgage Fixed - 20 Yr	Mortgage Fixed - 30 Yr	Mortgage Var Adj	New Vehicle Fixed	Other Consumer Fixed	Other Loans Fixed
-99.999 to -4.000	0.00%	10.34%	5.51%	2.00%	1.12%	14.87%	14.62%	8.88%
-3.999 to -3.000	2.14%	12.19%	5.63%	3.35%	2.69%	16.70%	17.72%	14.17%
-2.999 to -2.000	8.26%	14.02%	5.74%	4.70%	7.67%	17.45%	20.81%	19.46%
-1.999 to -1.000	17.85%	15.84%	5.86%	6.38%	12.64%	18.21%	21.30%	24.75%
-.999 to 0.000	18.05%	17.67%	9.59%	7.77%	14.39%	18.96%	21.73%	30.03%
.001 to 1.000	18.26%	22.98%	12.60%	16.37%	16.14%	19.23%	22.15%	64.38%
1.001 to 2.000	18.83%	25.09%	20.15%	17.94%	30.05%	21.68%	23.76%	98.72%
2.001 to 3.000	21.28%	26.35%	21.68%	23.80%	43.79%	22.91%	26.37%	99.15%
3.001 to 4.000	32.67%	27.62%	23.21%	29.66%	44.92%	36.60%	27.64%	99.57%
4.001 to 99.999	44.06%	28.89%	24.73%	35.52%	64.65%	40.28%	20.92%	100.00%

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