CPR Prepayment Assumption Rates
Class D
Class Z
Class IO
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......................
100
100
100
100
100
106
106
106
106
106
97
97
95
94
92
August 2008......................
100
100
100
100
100
112
112
112
112
112
94
92
87
82
75
August 2009......................
100
100
100
100
100
118
118
118
118
118
91
86
76
67
56
August 2010......................
100
100
100
100
100
125
125
125
125
125
88
80
66
55
42
August 2011......................
100
100
100
100
100
133
133
133
133
133
86
74
56
42
29
August 2012......................
100
100
100
100
85
140
140
140
140
140
83
69
47
32
18
August 2013......................
100
100
100
100
26
148
148
148
148
148
81
64
39
23
11
August 2014......................
100
100
100
76
0
157
157
157
157
132
79
59
32
17
7
August 2015......................
100
100
100
36
0
166
166
166
166
78
77
55
27
13
4
August 2016......................
100
100
100
5
0
176
176
176
176
46
76
51
22
9
2
August 2017......................
100
100
74
0
0
186
186
186
137
27
74
47
19
7
1
August 2018......................
100
100
44
0
0
197
197
197
100
16
72
44
15
5
1
August 2019......................
100
100
18
0
0
208
208
208
73
9
69
40
13
4
0
August 2020......................
100
100
0
0
0
220
220
209
53
5
67
37
10
3
0
August 2021......................
100
100
0
0
0
233
233
173
39
3
65
34
9
2
0
August 2022......................
100
100
0
0
0
246
246
142
28
2
63
31
7
1
0
August 2023......................
100
100
0
0
0
260
260
116
20
1
60
29
6
1
0
August 2024......................
100
98
0
0
0
275
275
95
15
1
58
26
5
1
0
August 2025......................
100
72
0
0
0
291
291
77
11
0
55
24
4
1
0
August 2026......................
100
47
0
0
0
308
308
62
8
0
52
21
3
0
0
August 2027......................
100
23
0
0
0
326
326
51
5
0
50
19
3
0
0
August 2028......................
100
0
0
0
0
345
345
41
4
0
47
17
2
0
0
August 2029......................
100
0
0
0
0
365
309
33
3
0
44
15
2
0
0
August 2030......................
100
0
0
0
0
386
274
26
2
0
41
14
1
0
0
August 2031......................
100
0
0
0
0
409
242
21
1
0
38
12
1
0
0
August 2032......................
100
0
0
0
0
432
214
17
1
0
35
11
1
0
0
August 2033......................
77
0
0
0
0
457
188
13
1
0
33
9
1
0
0
August 2034......................
43
0
0
0
0
484
162
10
0
0
30
8
1
0
0
August 2035......................
7
0
0
0
0
512
139
8
0
0
27
7
0
0
0
August 2036......................
0
0
0
0
0
471
117
6
0
0
24
6
0
0
0
August 2037......................
0
0
0
0
0
417
99
4
0
0
21
5
0
0
0
August 2038......................
0
0
0
0
0
360
81
3
0
0
18
4
0
0
0
August 2039......................
0
0
0
0
0
300
65
2
0
0
15
3
0
0
0
August 2040......................
0
0
0
0
0
241
50
2
0
0
12
2
0
0
0
August 2041......................
0
0
0
0
0
187
37
1
0
0
9
2
0
0
0
August 2042......................
0
0
0
0
0
144
27
1
0
0
7
1
0
0
0
August 2043......................
0
0
0
0
0
103
18
0
0
0
5
1
0
0
0
August 2044......................
0
0
0
0
0
61
10
0
0
0
3
1
0
0
0
August 2045......................
0
0
0
0
0
17
3
0
0
0
1
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) .................. 27.8
19.9
11.9
8.7
6.6
34.0
28.4
18.6
13.3
9.6
20.0
12.5
7.0
5.1
3.9
S-23