Security Group 2
PSA Prepayment Assumption Rates
Distribution Date
Class HJ
0%
125%
250%
375%
500%
Class IA
0%
125%
250%
375%
500%
Class IB
0%
125%
250%
375%
500%
Class IC
0%
125%
250%
375%
500%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2008................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2009................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2010................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2011................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2012................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2013................ 100
100
100
100
98
100
100
100
100
93
100
100
100
100
92
100
100
100
100
91
December 2014................ 100
100
100
100
85
100
100
100
100
58
100
100
100
100
50
100
100
100
100
44
December 2015................ 100
100
100
97
72
100
100
100
93
33
100
100
100
92
20
100
100
100
91
11
December 2016................ 100
99
99
87
49
100
98
98
65
22
100
98
98
58
13
100
97
97
53
8
December 2017................ 100
96
96
79
33
100
90
90
42
15
100
88
88
29
9
100
87
87
21
5
December 2018................ 100
88
88
64
23
100
66
66
29
10
100
59
59
18
6
100
54
54
10
3
December 2019................ 100
80
80
48
15
100
46
46
22
7
100
35
35
13
4
100
28
28
7
2
December 2020................ 100
71
71
36
10
100
32
32
16
5
100
20
20
10
3
100
11
11
6
2
December 2021................ 100
56
56
27
7
100
26
26
12
3
100
16
16
7
2
100
9
9
4
1
December 2022................ 100
44
44
20
5
100
20
20
9
2
100
12
12
6
1
100
7
7
3
1
December 2023................ 100
35
35
15
3
100
16
16
7
1
100
10
10
4
1
100
5
5
2
0
December 2024................ 100
27
27
11
2
100
12
12
5
1
100
7
7
3
1
100
4
4
2
0
December 2025................ 100
21
21
8
1
100
10
10
4
1
100
6
6
2
0
100
3
3
1
0
December 2026................ 100
16
16
6
1
100
7
7
3
0
100
4
4
2
0
100
2
2
1
0
December 2027................
99
12
12
4
1
98
6
6
2
0
98
3
3
1
0
98
2
2
1
0
December 2028................
97
9
9
3
0
91
4
4
1
0
89
3
3
1
0
87
1
1
0
0
December 2029................
83
7
7
2
0
54
3
3
1
0
45
2
2
1
0
38
1
1
0
0
December 2030................
52
5
5
1
0
24
2
2
1
0
14
1
1
0
0
8
1
1
0
0
December 2031................
4
4
4
1
0
2
2
2
0
0
1
1
1
0
0
1
1
1
0
0
December 2032................
2
2
2
1
0
1
1
1
0
0
1
1
1
0
0
0
0
0
0
0
December 2033................
2
2
2
0
0
1
1
1
0
0
0
0
0
0
0
0
0
0
0
0
December 2034................
1
1
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
December 2035................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
December 2036................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
December 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) .................. 23.0 15.3 15.3 12.6
9.6
22.2
13.0
13.0
10.6
8.1
22.0
12.2
12.2
10.0
7.6
21.8
11.7
11.7
9.5
7.2
PSA Prepayment Assumption Rates
Distribution Date
Class ID
0%
125%
250%
375%
500%
Class IE
0%
125%
250%
375%
500%
Class IG
0%
125%
250%
375%
500%
Class IH
0%
125%
250%
375%
500%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2008................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2009................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2010................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2011................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2012................ 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
December 2013................ 100
100
100
100
96
100
100
100
100
95
100
100
100
100
95
100
100
100
100
94
December 2014................ 100
100
100
100
72
100
100
100
100
70
100
100
100
100
67
100
100
100
100
61
December 2015................ 100
100
100
95
53
100
100
100
95
50
100
100
100
95
46
100
100
100
93
37
December 2016................ 100
99
99
76
36
100
99
99
75
34
100
99
99
72
31
100
98
98
67
25
December 2017................ 100
93
93
61
25
100
93
93
58
23
100
92
92
54
21
100
91
91
45
17
December 2018................ 100
77
77
47
17
100
75
75
44
16
100
73
73
41
15
100
68
68
33
12
December 2019................ 100
64
64
35
11
100
61
61
33
11
100
58
58
31
10
100
50
50
24
8
December 2020................ 100
53
53
26
8
100
49
49
25
7
100
46
46
23
7
100
36
36
18
5
December 2021................ 100
42
42
20
5
100
39
39
19
5
100
36
36
17
5
100
29
29
14
4
December 2022................ 100
33
33
15
4
100
31
31
14
3
100
29
29
13
3
100
23
23
10
2
December 2023................ 100
26
26
11
2
100
24
24
10
2
100
22
22
10
2
100
18
18
8
2
December 2024................ 100
20
20
8
2
100
19
19
8
1
100
17
17
7
1
100
14
14
6
1
December 2025................ 100
16
16
6
1
100
15
15
6
1
100
14
14
5
1
100
11
11
4
1
December 2026................ 100
12
12
4
1
100
11
11
4
1
100
10
10
4
1
100
8
8
3
0
December 2027................
99
9
9
3
0
99
9
9
3
0
99
8
8
3
0
99
6
6
2
0
December 2028................
94
7
7
2
0
93
6
6
2
0
93
6
6
2
0
91
5
5
2
0
December 2029................
69
5
5
2
0
67
5
5
1
0
64
4
4
1
0
57
4
4
1
0
December 2030................
38
4
4
1
0
36
4
4
1
0
33
3
3
1
0
27
3
3
1
0
December 2031................
3
3
3
1
0
3
3
3
1
0
2
2
2
1
0
2
2
2
1
0
December 2032................
2
2
2
0
0
2
2
2
0
0
2
2
2
0
0
1
1
1
0
0
December 2033................
1
1
1
0
0
1
1
1
0
0
1
1
1
0
0
1
1
1
0
0
December 2034................
1
1
1
0
0
1
1
1
0
0
1
1
1
0
0
0
0
0
0
0
December 2035................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
December 2036................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
December 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) .................. 22.6 14.2 14.2 11.7
8.8
22.6
14.0
14.0
11.5
8.7
22.5
13.8
13.8
11.3
8.6
22.3
13.2
13.2
10.8
8.2
S-25