Security Group 2
PSA Prepayment Assumption Rates
Class AB
Class AC
Class AD
Class AE
Distribution Date
0%
100%
175%
300%
400%
0%
100%
175%
300%
400%
0%
100%
175%
300%
400%
0%
100%
175%
300%
400%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
May 2005 .......................... 100
100
99
84
62
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
May 2006 .......................... 100
100
94
12
0
100
100
100
100
0
100
100
100
100
77
100
100
100
100
100
May 2007 .......................... 100
100
74
0
0
100
100
100
0
0
100
100
100
0
0
100
100
100
87
0
May 2008 .......................... 100
100
58
0
0
100
100
100
0
0
100
100
100
0
0
100
100
100
0
0
May 2009 .......................... 100
100
46
0
0
100
100
100
0
0
100
100
100
0
0
100
100
100
0
0
May 2010 .......................... 100
100
37
0
0
100
100
100
0
0
100
100
100
0
0
100
100
100
0
0
May 2011 .......................... 100
100
27
0
0
100
100
100
0
0
100
100
100
0
0
100
100
100
0
0
May 2012 .......................... 100
100
19
0
0
100
100
100
0
0
100
100
100
0
0
100
100
100
0
0
May 2013 .......................... 100
100
15
0
0
100
100
100
0
0
100
100
100
0
0
100
100
100
0
0
May 2014 .......................... 100
100
9
0
0
100
100
100
0
0
100
100
100
0
0
100
100
100
0
0
May 2015 .......................... 100
100
2
0
0
100
100
100
0
0
100
100
100
0
0
100
100
100
0
0
May 2016 .......................... 100
100
0
0
0
100
100
88
0
0
100
100
100
0
0
100
100
100
0
0
May 2017 .......................... 100
100
0
0
0
100
100
71
0
0
100
100
100
0
0
100
100
100
0
0
May 2018 .......................... 100
100
0
0
0
100
100
53
0
0
100
100
100
0
0
100
100
100
0
0
May 2019 .......................... 100
99
0
0
0
100
100
35
0
0
100
100
100
0
0
100
100
100
0
0
May 2020 .......................... 100
98
0
0
0
100
100
17
0
0
100
100
100
0
0
100
100
100
0
0
May 2021 .......................... 100
90
0
0
0
100
100
0
0
0
100
100
98
0
0
100
100
100
0
0
May 2022 .......................... 100
71
0
0
0
100
100
0
0
0
100
100
21
0
0
100
100
100
0
0
May 2023 .......................... 100
52
0
0
0
100
100
0
0
0
100
100
0
0
0
100
100
77
0
0
May 2024 .......................... 100
34
0
0
0
100
100
0
0
0
100
100
0
0
0
100
100
47
0
0
May 2025 .......................... 100
16
0
0
0
100
100
0
0
0
100
100
0
0
0
100
100
19
0
0
May 2026 .......................... 100
0
0
0
0
100
96
0
0
0
100
100
0
0
0
100
100
0
0
0
May 2027 .......................... 100
0
0
0
0
100
61
0
0
0
100
100
0
0
0
100
100
0
0
0
May 2028 .......................... 100
0
0
0
0
100
27
0
0
0
100
100
0
0
0
100
100
0
0
0
May 2029 .......................... 100
0
0
0
0
100
0
0
0
0
100
72
0
0
0
100
100
0
0
0
May 2030 .......................... 100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
100
66
0
0
0
May 2031 ..........................
96
0
0
0
0
100
0
0
0
0
100
0
0
0
0
100
4
0
0
0
May 2032 ..........................
47
0
0
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
May 2033 ..........................
0
0
0
0
0
38
0
0
0
0
100
0
0
0
0
100
0
0
0
0
May 2034 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 27.9 19.1
5.3
1.5
1.1
28.9
23.3
14.2
2.5
1.8
29.3
25.2
17.6
2.9
2.0
29.5
26.3
20.0
3.2
2.2
PSA Prepayment Assumption Rates
Class AG
Class AH
Class AK
Class AL
Distribution Date
0%
100%
175%
300%
400%
0%
100%
175%
300%
400%
0%
100%
175%
300%
400%
0%
100%
175%
300%
400%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
May 2005 .......................... 100
100
100
100
100
100
100
99
69
23
100
100
100
100
100
100
100
100
100
100
May 2006 .......................... 100
100
100
100
100
100
100
88
0
0
100
100
100
32
0
100
100
100
100
0
May 2007 .......................... 100
100
100
100
0
100
100
47
0
0
100
100
100
0
0
100
100
100
0
0
May 2008 .......................... 100
100
100
3
0
100
100
15
0
0
100
100
100
0
0
100
100
100
0
0
May 2009 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
92
0
0
100
100
100
0
0
May 2010 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
77
0
0
100
100
100
0
0
May 2011 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
58
0
0
100
100
100
0
0
May 2012 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
44
0
0
100
100
100
0
0
May 2013 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
36
0
0
100
100
100
0
0
May 2014 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
26
0
0
100
100
100
0
0
May 2015 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
13
0
0
100
100
100
0
0
May 2016 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
0
0
0
100
100
97
0
0
May 2017 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
0
0
0
100
100
49
0
0
May 2018 .......................... 100
100
100
0
0
100
100
0
0
0
100
100
0
0
0
100
100
0
0
0
May 2019 .......................... 100
100
100
0
0
100
98
0
0
0
100
100
0
0
0
100
100
0
0
0
May 2020 .......................... 100
100
100
0
0
100
96
0
0
0
100
100
0
0
0
100
100
0
0
0
May 2021 .......................... 100
100
100
0
0
100
79
0
0
0
100
100
0
0
0
100
100
0
0
0
May 2022 .......................... 100
100
100
0
0
100
41
0
0
0
100
100
0
0
0
100
100
0
0
0
May 2023 .......................... 100
100
100
0
0
100
4
0
0
0
100
100
0
0
0
100
100
0
0
0
May 2024 .......................... 100
100
100
0
0
100
0
0
0
0
100
70
0
0
0
100
100
0
0
0
May 2025 .......................... 100
100
100
0
0
100
0
0
0
0
100
38
0
0
0
100
100
0
0
0
May 2026 .......................... 100
100
95
0
0
100
0
0
0
0
100
6
0
0
0
100
100
0
0
0
May 2027 .......................... 100
100
78
0
0
100
0
0
0
0
100
0
0
0
0
100
22
0
0
0
May 2028 .......................... 100
100
62
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
May 2029 .......................... 100
100
47
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
May 2030 .......................... 100
100
34
0
0
99
0
0
0
0
100
0
0
0
0
100
0
0
0
0
May 2031 .......................... 100
100
23
0
0
92
0
0
0
0
100
0
0
0
0
100
0
0
0
0
May 2032 .......................... 100
59
13
0
0
0
0
0
0
0
94
0
0
0
0
100
0
0
0
0
May 2033 .......................... 100
17
3
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
May 2034 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 29.8 28.2 25.1
3.7
2.4
27.6
17.7
3.0
1.2
0.8
28.3
20.6
8.0
1.9
1.4
28.8
22.7
13.0
2.3
1.7
S-25