Security Group 3
PSA Prepayment Assumption Rates
Classes DI, FD, FG, FM, FN,
GF, HF, IA, IB, IC, ID, IH, IL,
IS, IT, IW, IX, IY, MI, NF, SD,
UF and VF
Classes EO, FB and SP
Class JA
Class JB
Distribution Date
0%
100%
295%
350%
600%
0%
100%
295%
350%
600%
0%
100%
295%
350%
600%
0%
100%
295%
350%
600%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
October 2008....................
99
97
94
93
89
98
95
95
95
95
100
100
88
84
66
100
100
100
100
100
October 2009....................
98
92
82
79
66
97
87
87
87
87
100
100
63
50
0
100
100
100
100
74
October 2010....................
97
86
67
62
42
95
75
75
75
70
100
100
34
13
0
100
100
100
100
0
October 2011....................
96
79
54
48
27
93
65
65
65
44
100
100
14
0
0
100
100
100
40
0
October 2012....................
95
74
44
37
17
91
54
54
54
27
100
100
0
0
0
100
100
100
0
0
October 2013....................
94
68
36
29
11
89
45
45
45
16
100
100
0
0
0
100
100
64
0
0
October 2014....................
92
63
29
23
7
86
36
36
36
9
100
100
0
0
0
100
100
48
0
0
October 2015....................
91
58
23
18
4
84
28
28
28
5
100
100
0
0
0
100
100
42
0
0
October 2016....................
89
53
19
14
3
81
21
21
21
2
100
100
0
0
0
100
100
37
0
0
October 2017....................
88
49
15
10
2
78
15
15
15
0
100
100
0
0
0
100
100
30
0
0
October 2018....................
86
45
12
8
1
75
11
11
11
0
100
100
0
0
0
100
100
24
0
0
October 2019....................
84
41
10
6
1
71
8
8
8
0
100
100
0
0
0
100
100
18
0
0
October 2020....................
82
38
8
5
0
67
5
5
5
0
100
100
0
0
0
100
100
12
0
0
October 2021....................
79
34
6
4
0
63
3
3
3
0
100
100
0
0
0
100
100
6
0
0
October 2022....................
77
31
5
3
0
58
1
1
1
0
100
94
0
0
0
100
100
2
0
0
October 2023....................
74
28
4
2
0
53
0
0
0
0
100
84
0
0
0
100
100
0
0
0
October 2024....................
71
25
3
2
0
48
0
0
0
0
100
74
0
0
0
100
100
0
0
0
October 2025....................
68
22
2
1
0
42
0
0
0
0
100
64
0
0
0
100
100
0
0
0
October 2026....................
64
20
2
1
0
36
0
0
0
0
100
55
0
0
0
100
100
0
0
0
October 2027....................
60
17
1
1
0
29
0
0
0
0
100
46
0
0
0
100
100
0
0
0
October 2028....................
56
15
1
0
0
22
0
0
0
0
100
37
0
0
0
100
100
0
0
0
October 2029....................
52
13
1
0
0
14
0
0
0
0
100
28
0
0
0
100
100
0
0
0
October 2030....................
47
11
1
0
0
5
0
0
0
0
100
20
0
0
0
100
100
0
0
0
October 2031....................
42
9
0
0
0
0
0
0
0
0
100
12
0
0
0
100
100
0
0
0
October 2032....................
36
7
0
0
0
0
0
0
0
0
100
4
0
0
0
100
100
0
0
0
October 2033....................
30
6
0
0
0
0
0
0
0
0
100
0
0
0
0
100
87
0
0
0
October 2034....................
23
4
0
0
0
0
0
0
0
0
76
0
0
0
0
100
55
0
0
0
October 2035....................
16
2
0
0
0
0
0
0
0
0
45
0
0
0
0
100
25
0
0
0
October 2036....................
8
1
0
0
0
0
0
0
0
0
10
0
0
0
0
100
0
0
0
0
October 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) .................. 20.5 11.4
5.7
5.0
3.2
15.3
6.0
6.0
6.0
4.1
27.8
19.7
2.5
2.0
1.2
29.6
27.2
8.3
3.9
2.1
PSA Prepayment Assumption Rates
Class JC
Classes KA and KI
Class KB
Class KC
Distribution Date
0%
100%
295%
350%
600%
0%
100%
295%
350%
600%
0%
100%
295%
350%
600%
0%
100%
295%
350%
600%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
October 2008.................... 100
100
100
100
100
100
100
91
91
91
100
100
100
100
100
100
100
100
100
100
October 2009.................... 100
100
100
100
100
100
100
72
72
72
100
100
100
100
100
100
100
100
100
100
October 2010.................... 100
100
100
100
0
100
100
47
47
0
100
100
100
100
0
100
100
100
100
0
October 2011.................... 100
100
100
100
0
100
100
27
27
0
100
100
100
100
0
100
100
100
100
0
October 2012.................... 100
100
100
0
0
100
100
10
6
0
100
100
100
100
0
100
100
100
100
0
October 2013.................... 100
100
100
0
0
100
100
0
0
0
100
100
87
0
0
100
100
100
38
0
October 2014.................... 100
100
100
0
0
100
100
0
0
0
100
100
42
0
0
100
100
100
0
0
October 2015.................... 100
100
100
0
0
100
99
0
0
0
100
100
17
0
0
100
100
100
0
0
October 2016.................... 100
100
100
0
0
100
91
0
0
0
100
100
3
0
0
100
100
100
0
0
October 2017.................... 100
100
100
0
0
100
76
0
0
0
100
100
0
0
0
100
100
76
0
0
October 2018.................... 100
100
100
0
0
100
54
0
0
0
100
100
0
0
0
100
100
48
0
0
October 2019.................... 100
100
100
0
0
100
29
0
0
0
100
100
0
0
0
100
100
22
0
0
October 2020.................... 100
100
100
0
0
100
2
0
0
0
100
100
0
0
0
100
100
0
0
0
October 2021.................... 100
100
100
0
0
100
0
0
0
0
100
0
0
0
0
100
55
0
0
0
October 2022.................... 100
100
100
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2023.................... 100
100
89
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2024.................... 100
100
74
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2025.................... 100
100
61
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2026.................... 100
100
50
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2027.................... 100
100
40
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2028.................... 100
100
32
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2029.................... 100
100
25
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2030.................... 100
100
19
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2031.................... 100
100
14
0
0
100
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2032.................... 100
100
10
0
0
44
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2033.................... 100
100
7
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
October 2034.................... 100
100
5
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
October 2035.................... 100
100
3
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
October 2036.................... 100
84
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
October 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) .................. 29.9 29.3 19.8
4.7
2.2
24.9
11.0
3.0
3.0
2.1
25.7
13.5
7.0
5.4
2.6
25.9
14.0
11.0
6.0
2.7
S-25