Percentages of Original Class Principal (or Class Notional) Balances
and Weighted Average Lives
CPR Prepayment Assumption Rates
Class A
Class B
Class C
Distribution Date
0%
5%
15%
25%
40%
0%
5%
15%
25%
40%
0%
5%
15%
25%
40%
Initial Percent ..................
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
August 2007......................
93
92
89
85
81
100
100
100
100
100
100
100
100
100
100
August 2008......................
85
80
68
58
42
100
100
100
100
100
100
100
100
100
100
August 2009......................
78
65
43
23
0
100
100
100
100
90
100
100
100
100
100
August 2010......................
70
52
20
0
0
100
100
100
82
0
100
100
100
100
92
August 2011......................
64
38
0
0
0
100
100
88
0
0
100
100
100
91
37
August 2012......................
57
25
0
0
0
100
100
13
0
0
100
100
100
47
0
August 2013......................
52
12
0
0
0
100
100
0
0
0
100
100
74
14
0
August 2014......................
46
1
0
0
0
100
100
0
0
0
100
100
47
0
0
August 2015......................
41
0
0
0
0
100
67
0
0
0
100
100
24
0
0
August 2016......................
36
0
0
0
0
100
32
0
0
0
100
100
4
0
0
August 2017......................
30
0
0
0
0
100
0
0
0
0
100
99
0
0
0
August 2018......................
24
0
0
0
0
100
0
0
0
0
100
83
0
0
0
August 2019......................
18
0
0
0
0
100
0
0
0
0
100
68
0
0
0
August 2020......................
12
0
0
0
0
100
0
0
0
0
100
53
0
0
0
August 2021......................
5
0
0
0
0
100
0
0
0
0
100
39
0
0
0
August 2022......................
0
0
0
0
0
95
0
0
0
0
100
25
0
0
0
August 2023......................
0
0
0
0
0
71
0
0
0
0
100
12
0
0
0
August 2024......................
0
0
0
0
0
45
0
0
0
0
100
0
0
0
0
August 2025......................
0
0
0
0
0
18
0
0
0
0
100
0
0
0
0
August 2026......................
0
0
0
0
0
0
0
0
0
0
95
0
0
0
0
August 2027......................
0
0
0
0
0
0
0
0
0
0
81
0
0
0
0
August 2028......................
0
0
0
0
0
0
0
0
0
0
66
0
0
0
0
August 2029......................
0
0
0
0
0
0
0
0
0
0
52
0
0
0
0
August 2030......................
0
0
0
0
0
0
0
0
0
0
36
0
0
0
0
August 2031......................
0
0
0
0
0
0
0
0
0
0
20
0
0
0
0
August 2032......................
0
0
0
0
0
0
0
0
0
0
5
0
0
0
0
August 2033......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2034......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2035......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2036......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2037......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2038......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2039......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2040......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2041......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2042......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2043......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2044......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2045......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
August 2046......................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) ..................
7.6
4.1
2.7
2.1
1.7
17.8
9.5
5.5
4.3
3.4
23.1
14.3
8.0
6.0
4.8
S-22