Security Group 6
PSA Prepayment Assumption Rates
Classes QX, XF, XI and XS
Class XZ
Distribution Date
0%
125%
251%
400%
550%
0%
125%
251%
400%
550%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
May 2005 ..........................
99
91
83
74
66
108
108
108
108
108
May 2006 ..........................
98
82
69
55
43
117
117
117
117
117
May 2007 ..........................
97
74
57
41
28
127
127
127
127
127
May 2008 ..........................
96
67
47
30
18
138
138
138
138
138
May 2009 ..........................
95
60
39
22
11
149
149
149
149
149
May 2010 ..........................
94
54
32
16
7
161
161
161
161
161
May 2011 ..........................
93
48
26
11
4
175
175
175
175
175
May 2012 ..........................
91
42
21
8
2
189
189
189
189
189
May 2013 ..........................
90
37
17
5
1
205
205
205
205
205
May 2014 ..........................
88
32
13
4
0
222
222
222
222
222
May 2015 ..........................
86
28
10
2
0
240
240
240
240
160
May 2016 ..........................
84
24
8
1
0
260
260
260
260
100
May 2017 ..........................
82
20
6
0
0
282
282
282
282
62
May 2018 ..........................
79
16
4
0
0
305
305
305
218
37
May 2019 ..........................
77
13
2
0
0
331
331
331
147
22
May 2020 ..........................
74
10
1
0
0
358
358
358
96
13
May 2021 ..........................
71
7
0
0
0
388
388
388
61
7
May 2022 ..........................
67
4
0
0
0
420
420
262
35
4
May 2023 ..........................
64
2
0
0
0
455
455
150
18
2
May 2024 ..........................
60
0
0
0
0
493
332
60
7
1
May 2025 ..........................
55
0
0
0
0
534
0
0
0
0
May 2026 ..........................
51
0
0
0
0
578
0
0
0
0
May 2027 ..........................
46
0
0
0
0
626
0
0
0
0
May 2028 ..........................
40
0
0
0
0
678
0
0
0
0
May 2029 ..........................
34
0
0
0
0
734
0
0
0
0
May 2030 ..........................
27
0
0
0
0
795
0
0
0
0
May 2031 ..........................
20
0
0
0
0
861
0
0
0
0
May 2032 ..........................
12
0
0
0
0
932
0
0
0
0
May 2033 ..........................
4
0
0
0
0
1010
0
0
0
0
May 2034 ..........................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 20.2
7.6
4.8
3.2
2.3
29.7
20.2
18.7
15.5
12.3
Security Group 7
PSA Prepayment Assumption Rates
Class ID
Distribution Date
0%
75%
150%
250%
400%
Initial Percent .................. 100
100
100
100
100
May 2005 ..........................
85
60
50
50
50
May 2006 ..........................
68
33
31
31
31
May 2007 ..........................
51
28
25
25
25
May 2008 ..........................
34
22
20
20
20
May 2009 ..........................
32
20
20
20
20
May 2010 ..........................
31
20
20
20
20
May 2011 ..........................
29
20
20
20
17
May 2012 ..........................
27
20
17
17
12
May 2013 ..........................
25
20
12
12
8
May 2014 ..........................
23
20
9
9
5
May 2015 ..........................
20
19
6
6
3
May 2016 ..........................
20
14
4
4
2
May 2017 ..........................
20
9
3
3
1
May 2018 ..........................
20
5
1
1
0
May 2019 ..........................
20
0
0
0
0
May 2020 ..........................
20
0
0
0
0
May 2021 ..........................
20
0
0
0
0
May 2022 ..........................
20
0
0
0
0
May 2023 ..........................
20
0
0
0
0
May 2024 ..........................
19
0
0
0
0
May 2025 ..........................
13
0
0
0
0
May 2026 ..........................
7
0
0
0
0
May 2027 ..........................
1
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) ..................
6.8
3.6
2.9
2.9
2.6
S-30