Security Group 3
PSA Prepayment Assumption Rates
Class EB
Class YD
Distribution Date
0%
75%
150%
250%
400%
0%
75%
150%
250%
400%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
May 2005 .......................... 100
100
98
92
84
100
100
100
100
100
May 2006 .......................... 100
100
94
79
27
100
100
100
100
100
May 2007 .......................... 100
100
90
56
1
100
100
100
100
39
May 2008 .......................... 100
100
88
33
0
100
100
100
100
0
May 2009 .......................... 100
100
85
17
0
100
100
100
100
0
May 2010 .......................... 100
100
84
7
0
100
100
100
100
0
May 2011 .......................... 100
100
83
1
0
100
100
100
78
0
May 2012 .......................... 100
100
82
0
0
100
100
100
26
0
May 2013 .......................... 100
100
81
0
0
100
100
100
15
0
May 2014 .......................... 100
100
79
0
0
100
100
100
12
0
May 2015 .......................... 100
100
76
0
0
100
100
100
10
0
May 2016 .......................... 100
100
73
0
0
100
100
99
8
0
May 2017 .......................... 100
100
69
0
0
100
100
62
7
0
May 2018 .......................... 100
100
64
0
0
100
100
25
6
0
May 2019 .......................... 100
100
58
0
0
100
100
0
5
0
May 2020 .......................... 100
98
52
0
0
100
100
0
4
0
May 2021 .......................... 100
95
46
0
0
100
100
0
3
0
May 2022 .......................... 100
89
41
0
0
100
0
0
2
0
May 2023 .......................... 100
86
36
0
0
100
0
0
2
0
May 2024 .......................... 100
82
31
0
0
100
0
0
2
0
May 2025 .......................... 100
77
26
0
0
100
0
0
1
0
May 2026 .......................... 100
70
22
0
0
100
0
0
1
0
May 2027 .......................... 100
62
18
0
0
100
0
0
1
0
May 2028 .......................... 100
51
14
0
0
100
0
0
1
0
May 2029 ..........................
94
40
11
0
0
100
0
0
0
0
May 2030 ..........................
83
30
8
0
0
0
0
0
0
0
May 2031 ..........................
66
19
5
0
0
0
0
0
0
0
May 2032 ..........................
33
9
2
0
0
0
0
0
0
0
May 2033 ..........................
0
0
0
0
0
0
0
0
0
0
May 2034 ..........................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 27.3
23.6
15.7
3.4
1.6
25.6
17.5
13.3
8.4
3.0
Security Group 4
PSA Prepayment Assumption Rates
Class IY
Distribution Date
0%
75%
150%
250%
400%
Initial Percent .................. 100
100
100
100
100
May 2005 .......................... 100
99
99
98
97
May 2006 ..........................
99
98
97
95
93
May 2007 ..........................
99
94
68
65
33
May 2008 ..........................
99
58
25
22
1
May 2009 ..........................
98
24
6
2
0
May 2010 ..........................
98
8
4
1
0
May 2011 ..........................
97
7
3
0
0
May 2012 ..........................
92
6
2
0
0
May 2013 ..........................
77
5
1
0
0
May 2014 ..........................
60
4
0
0
0
May 2015 ..........................
43
3
0
0
0
May 2016 ..........................
25
2
0
0
0
May 2017 ..........................
8
1
0
0
0
May 2018 ..........................
7
1
0
0
0
May 2019 ..........................
7
0
0
0
0
May 2020 ..........................
6
0
0
0
0
May 2021 ..........................
5
0
0
0
0
May 2022 ..........................
4
0
0
0
0
May 2023 ..........................
3
0
0
0
0
May 2024 ..........................
2
0
0
0
0
May 2025 ..........................
1
0
0
0
0
May 2026 ..........................
0
0
0
0
0
May 2027 ..........................
0
0
0
0
0
May 2028 ..........................
0
0
0
0
0
May 2029 ..........................
0
0
0
0
0
May 2030 ..........................
0
0
0
0
0
May 2031 ..........................
0
0
0
0
0
May 2032 ..........................
0
0
0
0
0
May 2033 ..........................
0
0
0
0
0
May 2034 ..........................
0
0
0
0
0
Weighted Average
Life (years) .................. 10.8
4.6
3.5
3.3
2.8
S-28