Security Group 2
PSA Prepayment Assumption Rates
Class CA
Class CO
Class EO
Classes OT, TS, TX and XF
Distribution Date
0%
100%
180%
250%
400%
0%
100%
180%
250%
400%
0%
100%
180%
250%
400%
0%
100%
180%
250%
400%
Initial Percent ..................
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
July 2008............................
92
61
52
52
52
100
100
92
81
57
99
94
86
76
54
100
100
84
83
83
July 2009............................
92
61
40
40
40
100
100
81
54
1
99
94
76
52
7
100
100
62
59
2
July 2010............................
92
61
29
29
0
100
100
71
34
0
99
94
67
32
0
100
100
43
38
0
July 2011............................
92
61
20
20
0
100
100
64
19
0
99
94
60
19
0
100
100
29
23
0
July 2012............................
92
61
12
12
0
100
100
59
9
0
99
94
55
9
0
100
100
18
12
0
July 2013............................
92
61
7
7
0
100
100
55
3
0
99
94
51
4
0
100
100
11
4
0
July 2014............................
92
61
3
3
0
100
100
53
0
0
99
94
49
1
0
100
100
7
0
0
July 2015............................
92
61
0
0
0
100
100
52
0
0
99
94
47
0
0
100
100
4
0
0
July 2016............................
92
59
0
0
0
100
100
50
0
0
99
94
46
0
0
100
100
0
0
0
July 2017............................
92
55
0
0
0
100
100
47
0
0
99
93
44
0
0
100
100
0
0
0
July 2018............................
92
47
0
0
0
100
100
44
0
0
99
92
41
0
0
100
100
0
0
0
July 2019............................
92
37
0
0
0
100
100
41
0
0
99
90
38
0
0
100
100
0
0
0
July 2020............................
92
26
0
0
0
100
100
38
0
0
99
88
35
0
0
100
100
0
0
0
July 2021............................
92
13
0
0
0
100
100
34
0
0
99
86
31
0
0
100
100
0
0
0
July 2022............................
92
0
0
0
0
100
100
31
0
0
99
84
28
0
0
100
100
0
0
0
July 2023............................
92
0
0
0
0
100
92
27
0
0
99
78
25
0
0
100
84
0
0
0
July 2024............................
92
0
0
0
0
100
84
24
0
0
99
72
22
0
0
100
68
0
0
0
July 2025............................
92
0
0
0
0
100
76
21
0
0
99
66
19
0
0
100
52
0
0
0
July 2026............................
92
0
0
0
0
100
68
18
0
0
99
60
17
0
0
100
36
0
0
0
July 2027............................
92
0
0
0
0
100
60
15
0
0
99
54
14
0
0
100
21
0
0
0
July 2028............................
92
0
0
0
0
100
52
13
0
0
99
48
12
0
0
100
5
0
0
0
July 2029............................
92
0
0
0
0
100
45
11
0
0
99
41
10
0
0
100
0
0
0
0
July 2030............................
92
0
0
0
0
100
38
9
0
0
99
35
8
0
0
100
0
0
0
0
July 2031............................
92
0
0
0
0
100
31
7
0
0
99
28
6
0
0
100
0
0
0
0
July 2032............................
92
0
0
0
0
100
24
5
0
0
99
22
5
0
0
100
0
0
0
0
July 2033............................
49
0
0
0
0
100
17
3
0
0
92
16
3
0
0
100
0
0
0
0
July 2034............................
0
0
0
0
0
99
11
2
0
0
83
10
2
0
0
98
0
0
0
0
July 2035............................
0
0
0
0
0
69
5
1
0
0
60
5
1
0
0
37
0
0
0
0
July 2036............................
0
0
0
0
0
36
0
0
0
0
33
0
0
0
0
0
0
0
0
0
July 2037............................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 23.9
7.8
2.1
2.1
1.3
28.6
21.5
10.2
2.5
1.1
27.9
19.6
9.5
2.4
1.1
27.8
18.2
3.1
2.7
1.5
PSA Prepayment Assumption Rates
Class PA
Class PB
Class PC
Class PO
Distribution Date
0%
100%
180%
250%
400%
0%
100%
180%
250%
400%
0%
100%
180%
250%
400%
0%
100%
180%
250%
400%
Initial Percent ..................
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
July 2008............................
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
97
86
78
70
55
July 2009............................
97
84
84
84
84
100
100
100
100
100
100
100
100
100
100
97
86
66
49
15
July 2010............................
95
69
69
69
58
100
100
100
100
100
100
100
100
100
100
97
86
56
32
0
July 2011............................
92
54
54
54
29
100
100
100
100
100
100
100
100
100
100
97
86
48
19
0
July 2012............................
89
41
41
41
7
100
100
100
100
100
100
100
100
100
100
97
86
42
10
0
July 2013............................
85
28
28
28
0
100
100
100
100
78
100
100
100
100
100
97
86
38
4
0
July 2014............................
82
16
16
16
0
100
100
100
100
48
100
100
100
100
100
97
86
35
1
0
July 2015............................
78
4
4
4
0
100
100
100
100
25
100
100
100
100
100
97
86
33
0
0
July 2016............................
73
0
0
0
0
100
85
85
85
8
100
100
100
100
100
97
85
32
0
0
July 2017............................
69
0
0
0
0
100
63
63
63
0
100
100
100
100
89
97
84
30
0
0
July 2018............................
64
0
0
0
0
100
45
45
45
0
100
100
100
100
66
97
81
28
0
0
July 2019............................
59
0
0
0
0
100
30
30
30
0
100
100
100
100
48
97
77
26
0
0
July 2020............................
53
0
0
0
0
100
17
17
17
0
100
100
100
100
35
97
73
24
0
0
July 2021............................
47
0
0
0
0
100
7
7
7
0
100
100
100
100
26
97
69
22
0
0
July 2022............................
41
0
0
0
0
100
0
0
0
0
100
95
95
95
19
97
64
20
0
0
July 2023............................
34
0
0
0
0
100
0
0
0
0
100
77
77
77
14
97
59
17
0
0
July 2024............................
27
0
0
0
0
100
0
0
0
0
100
62
62
62
10
97
54
15
0
0
July 2025............................
19
0
0
0
0
100
0
0
0
0
100
50
50
50
7
97
49
13
0
0
July 2026............................
11
0
0
0
0
100
0
0
0
0
100
39
39
39
5
97
44
12
0
0
July 2027............................
2
0
0
0
0
100
0
0
0
0
100
31
31
31
4
97
39
10
0
0
July 2028............................
0
0
0
0
0
80
0
0
0
0
100
24
24
24
2
97
34
8
0
0
July 2029............................
0
0
0
0
0
54
0
0
0
0
100
18
18
18
2
97
29
7
0
0
July 2030............................
0
0
0
0
0
27
0
0
0
0
100
14
14
14
1
97
24
5
0
0
July 2031............................
0
0
0
0
0
0
0
0
0
0
93
10
10
10
1
97
20
4
0
0
July 2032............................
0
0
0
0
0
0
0
0
0
0
14
7
7
7
0
97
15
3
0
0
July 2033............................
0
0
0
0
0
0
0
0
0
0
5
5
5
5
0
82
11
2
0
0
July 2034............................
0
0
0
0
0
0
0
0
0
0
3
3
3
3
0
63
7
1
0
0
July 2035............................
0
0
0
0
0
0
0
0
0
0
1
1
1
1
0
44
3
1
0
0
July 2036............................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
23
0
0
0
0
July 2037............................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 12.7
4.5
4.5
4.5
3.3
22.1
11.0
11.0
11.0
7.1
24.7
18.9
18.9
18.9
12.8
26.9
16.6
7.3
2.4
1.2
S-19