Security Group 2
PSA Prepayment Assumption Rates
Class DA
Class DZ
Distribution Date
0%
100%
228%
350%
500%
0%
100%
228%
350%
500%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
April 2005..........................
93
90
87
83
79
105
105
105
105
105
April 2006..........................
85
77
68
59
49
109
109
109
109
109
April 2007..........................
77
63
47
34
20
114
114
114
114
114
April 2008..........................
68
50
30
15
0
120
120
120
120
118
April 2009..........................
60
37
15
0
0
125
125
125
124
77
April 2010..........................
50
25
3
0
0
131
131
131
90
49
April 2011..........................
40
14
0
0
0
137
137
110
64
31
April 2012..........................
30
3
0
0
0
143
143
84
45
19
April 2013..........................
19
0
0
0
0
150
126
63
31
12
April 2014..........................
8
0
0
0
0
157
100
46
21
7
April 2015..........................
0
0
0
0
0
150
75
32
13
4
April 2016..........................
0
0
0
0
0
115
53
21
8
2
April 2017..........................
0
0
0
0
0
79
32
11
4
1
April 2018..........................
0
0
0
0
0
40
12
4
1
0
April 2019..........................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) ..................
5.8
4.1
3.0
2.4
2.0
12.9
11.2
9.3
7.7
6.2
Security Group 3
PSA Prepayment Assumption Rates
Classes F and S
Class LA
Distribution Date
0%
150%
285%
450%
600%
0%
150%
285%
450%
600%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
April 2005..........................
99
96
96
96
96
100
95
69
36
6
April 2006..........................
97
89
89
80
72
100
84
0
0
0
April 2007..........................
96
81
73
58
46
100
71
0
0
0
April 2008..........................
94
73
60
42
29
100
60
0
0
0
April 2009..........................
92
65
49
30
18
100
52
0
0
0
April 2010..........................
91
58
40
21
11
100
46
0
0
0
April 2011..........................
89
52
32
15
7
100
41
0
0
0
April 2012..........................
87
46
26
11
4
100
38
0
0
0
April 2013..........................
84
40
21
8
3
100
37
0
0
0
April 2014..........................
82
36
17
6
2
100
36
0
0
0
April 2015..........................
80
31
14
4
1
100
35
0
0
0
April 2016..........................
77
27
11
3
1
100
34
0
0
0
April 2017..........................
74
24
9
2
0
100
32
0
0
0
April 2018..........................
71
20
7
1
0
100
30
0
0
0
April 2019..........................
68
18
6
1
0
100
28
0
0
0
April 2020..........................
65
15
4
1
0
100
26
0
0
0
April 2021..........................
62
13
3
0
0
100
24
0
0
0
April 2022..........................
58
11
3
0
0
100
22
0
0
0
April 2023..........................
54
9
2
0
0
100
19
0
0
0
April 2024..........................
50
8
2
0
0
100
17
0
0
0
April 2025..........................
45
6
1
0
0
100
15
0
0
0
April 2026..........................
41
5
1
0
0
100
13
0
0
0
April 2027..........................
35
4
1
0
0
100
11
0
0
0
April 2028..........................
30
3
0
0
0
100
9
0
0
0
April 2029..........................
25
2
0
0
0
100
7
0
0
0
April 2030..........................
19
2
0
0
0
100
5
0
0
0
April 2031..........................
12
1
0
0
0
100
3
0
0
0
April 2032..........................
5
1
0
0
0
100
2
0
0
0
April 2033..........................
0
0
0
0
0
81
0
0
0
0
April 2034..........................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 18.3
8.9
6.2
4.3
3.4
29.4
9.4
1.3
0.8
0.6
S-21