Security Group 1
CPR Prepayment Assumption Rates
Class E
Class F
Class Z
Class IO
Distribution Date
0%
5%
15%
25%
40%
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
100
100
100
100
100
June 2008 ..........................
100
100
100
100
100
100
100
100
100
100
105
105
105
105
105
97
96
94
91
87
June 2009 ..........................
100
100
100
97
57
100
100
100
100
100
110
110
110
110
110
94
89
80
71
59
June 2010 ..........................
100
100
80
51
51
100
100
100
100
100
115
115
115
115
115
91
82
66
52
35
June 2011 ..........................
100
100
51
51
48
100
100
100
100
93
120
120
120
120
120
88
75
55
38
21
June 2012 ..........................
100
89
51
51
24
100
100
100
100
47
126
126
126
126
126
85
69
45
28
12
June 2013 ..........................
100
71
51
45
10
100
100
100
88
19
132
132
132
132
132
83
64
37
20
7
June 2014 ..........................
100
55
51
30
1
100
100
100
59
3
138
138
138
138
138
80
59
31
15
4
June 2015 ..........................
100
51
51
19
0
100
100
100
37
0
145
145
145
145
92
78
55
25
11
2
June 2016 ..........................
100
51
46
11
0
100
100
90
21
0
152
152
152
152
54
77
51
21
8
1
June 2017 ..........................
100
51
36
4
0
100
100
70
9
0
159
159
159
159
32
75
47
18
6
1
June 2018 ..........................
98
51
27
0
0
100
100
54
0
0
166
166
166
161
19
73
44
15
4
0
June 2019 ..........................
91
51
20
0
0
100
100
39
0
0
174
174
174
118
11
71
41
12
3
0
June 2020 ..........................
84
51
14
0
0
100
100
27
0
0
183
183
183
86
6
69
38
10
2
0
June 2021 ..........................
77
51
9
0
0
100
100
17
0
0
191
191
191
63
4
68
35
8
2
0
June 2022 ..........................
71
51
4
0
0
100
100
8
0
0
200
200
200
46
2
66
32
7
1
0
June 2023 ..........................
63
51
0
0
0
100
100
1
0
0
210
210
210
33
1
64
30
6
1
0
June 2024 ..........................
56
51
0
0
0
100
100
0
0
0
220
220
176
24
1
62
27
5
1
0
June 2025 ..........................
51
51
0
0
0
100
100
0
0
0
230
230
145
18
0
60
25
4
0
0
June 2026 ..........................
51
45
0
0
0
100
87
0
0
0
241
241
119
13
0
58
23
3
0
0
June 2027 ..........................
51
38
0
0
0
100
75
0
0
0
252
252
97
9
0
56
21
3
0
0
June 2028 ..........................
51
33
0
0
0
100
64
0
0
0
264
264
79
7
0
53
19
2
0
0
June 2029 ..........................
51
27
0
0
0
100
52
0
0
0
277
277
64
5
0
51
17
2
0
0
June 2030 ..........................
51
21
0
0
0
100
42
0
0
0
290
290
52
3
0
48
16
1
0
0
June 2031 ..........................
51
16
0
0
0
100
32
0
0
0
304
304
42
2
0
46
14
1
0
0
June 2032 ..........................
51
11
0
0
0
100
22
0
0
0
318
318
34
2
0
43
13
1
0
0
June 2033 ..........................
51
6
0
0
0
100
13
0
0
0
333
333
27
1
0
40
11
1
0
0
June 2034 ..........................
51
2
0
0
0
100
3
0
0
0
349
349
21
1
0
37
10
1
0
0
June 2035 ..........................
51
0
0
0
0
100
0
0
0
0
365
326
16
1
0
34
9
0
0
0
June 2036 ..........................
51
0
0
0
0
100
0
0
0
0
383
281
13
0
0
31
7
0
0
0
June 2037 ..........................
46
0
0
0
0
90
0
0
0
0
401
238
10
0
0
28
6
0
0
0
June 2038 ..........................
36
0
0
0
0
70
0
0
0
0
420
199
7
0
0
24
5
0
0
0
June 2039 ..........................
25
0
0
0
0
49
0
0
0
0
440
163
5
0
0
21
4
0
0
0
June 2040 ..........................
14
0
0
0
0
27
0
0
0
0
461
128
4
0
0
17
3
0
0
0
June 2041 ..........................
2
0
0
0
0
5
0
0
0
0
482
96
2
0
0
14
3
0
0
0
June 2042 ..........................
0
0
0
0
0
0
0
0
0
0
377
67
2
0
0
10
2
0
0
0
June 2043 ..........................
0
0
0
0
0
0
0
0
0
0
291
49
1
0
0
8
1
0
0
0
June 2044 ..........................
0
0
0
0
0
0
0
0
0
0
208
33
1
0
0
6
1
0
0
0
June 2045 ..........................
0
0
0
0
0
0
0
0
0
0
121
18
0
0
0
3
0
0
0
0
June 2046 ..........................
0
0
0
0
0
0
0
0
0
0
45
7
0
0
0
1
0
0
0
0
June 2047 ..........................
0
0
0
0
0
0
0
0
0
0
4
1
0
0
0
0
0
0
0
0
June 2048 ..........................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 23.3 14.3
7.4
5.1
3.5
31.9
22.4
11.6
7.7
5.1
36.7
32.0
20.9
14.1
9.1
20.6
12.0
6.0
4.1
2.8
S-30