Security Group 3
PSA Prepayment Assumption Rates
Classes NF and NS
Distribution Date
0%
250%
502%
800%
1050%
Initial Percent .................. 100
100
100
100
100
June 2006 ..........................
99
90
80
69
60
June 2007 ..........................
98
76
56
37
23
June 2008 ..........................
97
64
39
19
9
June 2009 ..........................
96
53
27
10
3
June 2010 ..........................
95
45
18
5
1
June 2011 ..........................
94
37
13
3
0
June 2012 ..........................
92
31
9
1
0
June 2013 ..........................
91
26
6
1
0
June 2014 ..........................
89
21
4
0
0
June 2015 ..........................
88
18
3
0
0
June 2016 ..........................
86
15
2
0
0
June 2017 ..........................
84
12
1
0
0
June 2018 ..........................
82
10
1
0
0
June 2019 ..........................
79
8
1
0
0
June 2020 ..........................
77
7
0
0
0
June 2021 ..........................
74
5
0
0
0
June 2022 ..........................
71
4
0
0
0
June 2023 ..........................
68
3
0
0
0
June 2024 ..........................
64
3
0
0
0
June 2025 ..........................
60
2
0
0
0
June 2026 ..........................
56
2
0
0
0
June 2027 ..........................
52
1
0
0
0
June 2028 ..........................
47
1
0
0
0
June 2029 ..........................
42
1
0
0
0
June 2030 ..........................
36
0
0
0
0
June 2031 ..........................
30
0
0
0
0
June 2032 ..........................
23
0
0
0
0
June 2033 ..........................
16
0
0
0
0
June 2034 ..........................
8
0
0
0
0
June 2035 ..........................
0
0
0
0
0
Weighted Average
Life (years) .................. 20.5
5.9
3.1
1.9
1.5
Security Group 4
PSA Prepayment Assumption Rates
Class CB
Classes EI, FE and SG
Classes GA and GI
Distribution Date
0%
150%
334%
500%
700%
0%
150%
334%
500%
700%
0%
150%
334%
500%
700%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
June 2006 .......................... 100
100
100
100
100
99
96
92
89
85
99
95
90
86
81
June 2007 .......................... 100
100
100
100
100
98
89
78
69
59
97
85
71
58
45
June 2008 .......................... 100
100
100
100
100
97
79
62
48
34
96
72
49
30
11
June 2009 .......................... 100
100
100
100
76
95
71
49
33
19
94
61
31
10
0
June 2010 .......................... 100
100
100
89
43
94
64
38
23
11
92
51
17
0
0
June 2011 .......................... 100
100
100
61
25
93
57
30
16
6
90
42
6
0
0
June 2012 .......................... 100
100
92
42
14
91
51
23
11
4
88
34
0
0
0
June 2013 .......................... 100
100
72
29
8
89
45
18
7
2
86
26
0
0
0
June 2014 .......................... 100
100
56
20
4
88
40
14
5
1
84
20
0
0
0
June 2015 .......................... 100
100
44
13
3
86
36
11
3
1
81
14
0
0
0
June 2016 .......................... 100
100
34
9
1
84
32
9
2
0
78
8
0
0
0
June 2017 .......................... 100
100
26
6
1
82
28
7
2
0
75
3
0
0
0
June 2018 .......................... 100
96
20
4
0
79
24
5
1
0
72
0
0
0
0
June 2019 .......................... 100
84
16
3
0
77
21
4
1
0
69
0
0
0
0
June 2020 .......................... 100
74
12
2
0
74
19
3
0
0
65
0
0
0
0
June 2021 .......................... 100
64
9
1
0
71
16
2
0
0
61
0
0
0
0
June 2022 .......................... 100
55
7
1
0
68
14
2
0
0
57
0
0
0
0
June 2023 .......................... 100
48
5
1
0
65
12
1
0
0
53
0
0
0
0
June 2024 .......................... 100
41
4
0
0
61
10
1
0
0
48
0
0
0
0
June 2025 .......................... 100
34
3
0
0
57
9
1
0
0
43
0
0
0
0
June 2026 .......................... 100
29
2
0
0
53
7
1
0
0
37
0
0
0
0
June 2027 .......................... 100
24
2
0
0
49
6
0
0
0
31
0
0
0
0
June 2028 .......................... 100
19
1
0
0
44
5
0
0
0
25
0
0
0
0
June 2029 .......................... 100
15
1
0
0
39
4
0
0
0
18
0
0
0
0
June 2030 .......................... 100
12
1
0
0
34
3
0
0
0
11
0
0
0
0
June 2031 .......................... 100
9
0
0
0
28
2
0
0
0
3
0
0
0
0
June 2032 ..........................
84
6
0
0
0
22
1
0
0
0
0
0
0
0
0
June 2033 ..........................
58
3
0
0
0
15
1
0
0
0
0
0
0
0
0
June 2034 ..........................
30
1
0
0
0
8
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) .................. 28.3
18.7
10.6
7.3
5.3
19.9
8.9
5.0
3.6
2.7
17.0
5.6
3.1
2.3
1.9
S-25