Percentages of Original Class Principal (or Class Notional) Balances
and Weighted Average Lives
Security Group 1
PSA Prepayment Assumption Rates
Classes F, S and SI
Classes FD, PB and SD
Classes IP, PA and PC
Distribution Date
0%
125%
210%
240%
500%
0%
125%
210%
240%
500%
0%
125%
210%
240%
500%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
June 2006 ..........................
99
99
81
81
35
100
100
100
100
100
97
88
88
88
88
June 2007 ..........................
97
97
58
58
0
100
100
100
100
100
94
73
73
73
56
June 2008 ..........................
96
96
39
39
0
100
100
100
100
100
91
59
59
59
26
June 2009 ..........................
94
94
25
23
0
100
100
100
100
100
87
46
46
46
4
June 2010 ..........................
93
93
15
11
0
100
100
100
100
66
84
34
34
34
0
June 2011 ..........................
91
91
7
4
0
100
100
100
100
31
80
23
23
23
0
June 2012 ..........................
90
90
3
1
0
100
100
100
100
7
76
13
12
12
0
June 2013 ..........................
88
88
0
0
0
100
100
100
100
0
72
3
3
3
0
June 2014 ..........................
86
84
0
0
0
100
82
82
82
0
67
0
0
0
0
June 2015 ..........................
84
78
0
0
0
100
58
58
58
0
62
0
0
0
0
June 2016 ..........................
82
71
0
0
0
100
37
37
37
0
57
0
0
0
0
June 2017 ..........................
79
63
0
0
0
100
20
20
20
0
52
0
0
0
0
June 2018 ..........................
77
54
0
0
0
100
4
4
4
0
46
0
0
0
0
June 2019 ..........................
75
35
0
0
0
100
0
0
0
0
40
0
0
0
0
June 2020 ..........................
72
12
0
0
0
100
0
0
0
0
33
0
0
0
0
June 2021 ..........................
69
0
0
0
0
100
0
0
0
0
26
0
0
0
0
June 2022 ..........................
67
0
0
0
0
100
0
0
0
0
19
0
0
0
0
June 2023 ..........................
64
0
0
0
0
100
0
0
0
0
12
0
0
0
0
June 2024 ..........................
60
0
0
0
0
100
0
0
0
0
3
0
0
0
0
June 2025 ..........................
57
0
0
0
0
83
0
0
0
0
0
0
0
0
0
June 2026 ..........................
54
0
0
0
0
53
0
0
0
0
0
0
0
0
0
June 2027 ..........................
50
0
0
0
0
21
0
0
0
0
0
0
0
0
0
June 2028 ..........................
33
0
0
0
0
0
0
0
0
0
0
0
0
0
0
June 2029 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
June 2030 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
June 2031 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
June 2032 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
June 2033 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
June 2034 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
June 2035 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 18.1
12.0
2.8
2.7
0.9
21.1
10.5
10.5
10.5
5.6
11.5
3.9
3.9
3.9
2.3
PSA Prepayment Assumption Rates
Class ZA
Class ZB
Distribution Date
0%
125%
210%
240%
500%
0%
125%
210%
240%
500%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
June 2006 .......................... 105
105
96
67
0
105
105
105
105
105
June 2007 .......................... 110
110
91
29
0
110
110
110
110
110
June 2008 .......................... 116
116
88
4
0
116
116
116
116
116
June 2009 .......................... 122
122
89
0
0
122
122
122
122
122
June 2010 .......................... 128
128
92
0
0
128
128
128
128
128
June 2011 .......................... 135
135
97
0
0
135
135
135
135
135
June 2012 .......................... 142
142
102
0
0
142
142
142
142
142
June 2013 .......................... 149
149
107
0
0
149
149
149
149
114
June 2014 .......................... 157
157
103
0
0
157
157
157
157
78
June 2015 .......................... 165
165
96
0
0
165
165
165
165
53
June 2016 .......................... 173
173
89
0
0
173
173
173
173
36
June 2017 .......................... 182
182
82
0
0
182
182
182
182
24
June 2018 .......................... 191
191
74
0
0
191
191
191
191
16
June 2019 .......................... 201
201
29
0
0
201
201
201
170
11
June 2020 .......................... 211
211
0
0
0
211
211
189
139
7
June 2021 .......................... 222
186
0
0
0
222
222
157
113
5
June 2022 .......................... 234
117
0
0
0
234
234
129
92
3
June 2023 .......................... 246
51
0
0
0
246
246
106
74
2
June 2024 .......................... 258
0
0
0
0
258
249
86
59
1
June 2025 .......................... 271
0
0
0
0
271
212
70
46
1
June 2026 .......................... 285
0
0
0
0
285
178
55
36
1
June 2027 .......................... 300
0
0
0
0
300
147
43
27
0
June 2028 .......................... 315
0
0
0
0
315
119
33
21
0
June 2029 .......................... 304
0
0
0
0
331
93
24
15
0
June 2030 .......................... 151
0
0
0
0
348
70
17
10
0
June 2031 ..........................
0
0
0
0
0
356
48
11
7
0
June 2032 ..........................
0
0
0
0
0
229
29
6
4
0
June 2033 ..........................
0
0
0
0
0
94
11
2
1
0
June 2034 ..........................
0
0
0
0
0
0
0
0
0
0
June 2035 ..........................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 24.9
17.2
11.8
1.5
0.2
27.4
23.0
19.0
17.7
10.0
S-22