Security Group 11
PSA Prepayment Assumption Rates
Class IN
Distribution Date
0%
75%
150%
250%
400%
Initial Percent .................. 100
100
100
100
100
May 2005 ..........................
98
94
91
87
82
May 2006 ..........................
95
87
79
69
59
May 2007 ..........................
92
80
68
54
40
May 2008 ..........................
89
72
58
41
25
May 2009 ..........................
86
65
48
29
16
May 2010 ..........................
83
59
39
19
10
May 2011 ..........................
79
52
31
11
6
May 2012 ..........................
75
45
23
6
4
May 2013 ..........................
71
39
16
3
2
May 2014 ..........................
67
33
10
2
1
May 2015 ..........................
63
26
4
0
0
May 2016 ..........................
58
20
3
0
0
May 2017 ..........................
53
14
2
0
0
May 2018 ..........................
47
8
1
0
0
May 2019 ..........................
42
5
0
0
0
May 2020 ..........................
36
4
0
0
0
May 2021 ..........................
29
3
0
0
0
May 2022 ..........................
22
2
0
0
0
May 2023 ..........................
15
1
0
0
0
May 2024 ..........................
7
0
0
0
0
May 2025 ..........................
5
0
0
0
0
May 2026 ..........................
4
0
0
0
0
May 2027 ..........................
2
0
0
0
0
May 2028 ..........................
1
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) .................. 12.7
7.6
5.2
3.7
3.0
Security Group 12
PSA Prepayment Assumption Rates
Class IO
Distribution Date
0%
75%
150%
250%
400%
Initial Percent .................. 100
100
100
100
100
May 2005 ..........................
98
94
92
92
92
May 2006 ..........................
95
86
79
79
79
May 2007 ..........................
93
78
67
67
67
May 2008 ..........................
90
70
55
55
49
May 2009 ..........................
87
62
45
45
34
May 2010 ..........................
84
55
35
35
24
May 2011 ..........................
81
48
26
25
16
May 2012 ..........................
78
41
18
18
9
May 2013 ..........................
74
34
12
12
5
May 2014 ..........................
70
28
7
7
1
May 2015 ..........................
66
21
3
3
0
May 2016 ..........................
62
15
0
0
0
May 2017 ..........................
57
9
0
0
0
May 2018 ..........................
52
3
0
0
0
May 2019 ..........................
47
0
0
0
0
May 2020 ..........................
42
0
0
0
0
May 2021 ..........................
36
0
0
0
0
May 2022 ..........................
30
0
0
0
0
May 2023 ..........................
23
0
0
0
0
May 2024 ..........................
16
0
0
0
0
May 2025 ..........................
8
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) .................. 13.4
6.9
4.9
4.9
4.3
S-33