Percentages of Original Class Principal Balances
and Weighted Average Lives
Security Group 1
PSA Prepayment Assumption Rates
Class AB
Class ZA
Distribution Date
0%
100%
189%
300%
500%
0%
100%
189%
300%
500%
Initial Percent ..................
100
100
100
100
100
100
100
100
100
100
January 2007 ....................
99
92
87
80
68
106
106
106
106
106
January 2008 ....................
97
85
75
64
45
112
112
112
112
112
January 2009 ....................
96
78
64
50
30
118
118
118
118
118
January 2010 ....................
94
71
55
39
19
125
125
125
125
125
January 2011 ....................
93
65
47
30
11
132
132
132
132
132
January 2012 ....................
91
59
40
23
6
139
139
139
139
139
January 2013 ....................
89
53
33
17
2
147
147
147
147
147
January 2014 ....................
87
48
28
12
0
155
155
155
155
130
January 2015 ....................
85
43
23
8
0
164
164
164
164
88
January 2016 ....................
82
38
18
5
0
173
173
173
173
60
January 2017 ....................
80
33
14
2
0
183
183
183
183
40
January 2018 ....................
77
29
11
0
0
193
193
193
181
27
January 2019 ....................
74
25
7
0
0
204
204
204
142
18
January 2020 ....................
71
21
5
0
0
216
216
216
111
12
January 2021 ....................
68
18
2
0
0
228
228
228
87
8
January 2022 ....................
64
14
0
0
0
241
241
233
67
5
January 2023 ....................
61
11
0
0
0
254
254
194
51
4
January 2024 ....................
57
7
0
0
0
269
269
159
39
2
January 2025 ....................
52
4
0
0
0
284
284
129
29
1
January 2026 ....................
48
1
0
0
0
300
300
104
22
1
January 2027 ....................
43
0
0
0
0
317
278
81
16
1
January 2028 ....................
38
0
0
0
0
334
225
62
11
0
January 2029 ....................
32
0
0
0
0
353
176
46
8
0
January 2030 ....................
26
0
0
0
0
373
130
32
5
0
January 2031 ....................
19
0
0
0
0
394
87
20
3
0
January 2032 ....................
12
0
0
0
0
417
47
10
1
0
January 2033 ....................
5
0
0
0
0
440
9
2
0
0
January 2034 ....................
0
0
0
0
0
391
0
0
0
0
January 2035 ....................
0
0
0
0
0
202
0
0
0
0
January 2036 ....................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 17.9
8.4
5.6
3.8
2.3
28.9
23.6
20.0
15.6
10.2
Security Group 2
PSA Prepayment Assumption Rates
Classes LA, LB and LC
Class LD
Class LE
Distribution Date
0%
100%
187%
300%
500%
0%
100%
187%
300%
500%
0%
100%
187%
300%
500%
Initial Percent ..................
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
January 2007 ....................
100
100
100
100
55
100
100
100
100
100
100
100
100
100
100
January 2008 ....................
100
100
100
100
13
100
100
100
100
100
100
100
100
100
100
January 2009 ....................
100
100
100
100
0
100
100
100
100
81
100
100
100
100
100
January 2010 ....................
100
100
100
100
0
100
100
100
100
74
100
100
100
100
100
January 2011 ....................
100
100
100
100
0
100
100
100
100
74
100
100
100
100
100
January 2012 ....................
100
100
100
100
0
100
100
100
100
74
100
100
100
100
100
January 2013 ....................
100
100
100
86
0
100
100
100
100
23
100
100
100
100
100
January 2014 ....................
100
100
100
47
0
100
100
100
100
0
100
100
100
100
82
January 2015 ....................
100
100
100
16
0
100
100
100
100
0
100
100
100
100
56
January 2016 ....................
100
100
100
0
0
100
100
100
81
0
100
100
100
100
38
January 2017 ....................
100
100
73
0
0
100
100
100
41
0
100
100
100
100
26
January 2018 ....................
100
100
47
0
0
100
100
100
8
0
100
100
100
100
17
January 2019 ....................
100
100
25
0
0
100
100
100
0
0
100
100
100
84
12
January 2020 ....................
100
100
5
0
0
100
100
100
0
0
100
100
100
66
8
January 2021 ....................
100
100
0
0
0
100
100
76
0
0
100
100
100
52
5
January 2022 ....................
100
89
0
0
0
100
100
46
0
0
100
100
100
41
4
January 2023 ....................
100
67
0
0
0
100
100
20
0
0
100
100
100
32
2
January 2024 ....................
100
47
0
0
0
100
100
0
0
0
100
100
97
24
2
January 2025 ....................
100
27
0
0
0
100
100
0
0
0
100
100
81
19
1
January 2026 ....................
100
9
0
0
0
100
100
0
0
0
100
100
66
14
1
January 2027 ....................
100
0
0
0
0
100
84
0
0
0
100
100
53
10
0
January 2028 ....................
100
0
0
0
0
100
52
0
0
0
100
100
42
8
0
January 2029 ....................
100
0
0
0
0
100
22
0
0
0
100
100
33
6
0
January 2030 ....................
100
0
0
0
0
100
0
0
0
0
100
95
25
4
0
January 2031 ....................
85
0
0
0
0
100
0
0
0
0
100
72
18
3
0
January 2032 ....................
37
0
0
0
0
100
0
0
0
0
100
51
12
2
0
January 2033 ....................
0
0
0
0
0
73
0
0
0
0
100
32
7
1
0
January 2034 ....................
0
0
0
0
0
0
0
0
0
0
81
15
3
0
0
January 2035 ....................
0
0
0
0
0
0
0
0
0
0
6
1
0
0
0
January 2036 ....................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 25.7
17.9
12.0
8.0
1.2
27.2
22.1
15.9
10.8
5.8
28.4
26.2
21.9
16.2
10.1
S-15