Security Group 1
PSA Prepayment Assumption Rates
Class YB
Class YC
Class Z
Distribution Date
0%
100%
170%
260%
400%
0%
100%
170%
260%
400%
0%
100%
170%
260%
400%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
October 2008.................... 100
100
100
100
100
100
100
100
100
100
106
106
106
106
106
October 2009.................... 100
100
100
100
0
100
100
100
100
50
112
112
112
112
112
October 2010.................... 100
100
100
100
0
100
100
100
100
0
118
118
118
118
118
October 2011.................... 100
100
100
100
0
100
100
100
100
0
125
125
125
125
125
October 2012.................... 100
100
100
45
0
100
100
100
100
0
132
132
132
132
132
October 2013.................... 100
100
100
0
0
100
100
100
57
0
139
139
139
139
139
October 2014.................... 100
100
100
0
0
100
100
100
4
0
147
147
147
147
147
October 2015.................... 100
100
100
0
0
100
100
100
0
0
155
155
155
155
155
October 2016.................... 100
100
79
0
0
100
100
100
0
0
164
164
164
164
164
October 2017.................... 100
100
51
0
0
100
100
100
0
0
173
173
173
173
173
October 2018.................... 100
100
20
0
0
100
100
100
0
0
183
183
183
183
183
October 2019.................... 100
100
0
0
0
100
100
79
0
0
193
193
193
193
193
October 2020.................... 100
54
0
0
0
100
100
19
0
0
204
204
204
204
200
October 2021.................... 100
0
0
0
0
100
41
0
0
0
216
216
216
216
145
October 2022.................... 100
0
0
0
0
100
0
0
0
0
228
228
228
228
104
October 2023.................... 100
0
0
0
0
100
0
0
0
0
241
241
241
241
74
October 2024.................... 100
0
0
0
0
100
0
0
0
0
254
254
254
254
53
October 2025.................... 100
0
0
0
0
100
0
0
0
0
269
269
269
243
37
October 2026.................... 100
0
0
0
0
100
0
0
0
0
284
284
284
187
26
October 2027.................... 100
0
0
0
0
100
0
0
0
0
300
300
300
141
17
October 2028.................... 100
0
0
0
0
100
0
0
0
0
317
317
317
105
12
October 2029.................... 100
0
0
0
0
100
0
0
0
0
334
334
294
75
8
October 2030.................... 100
0
0
0
0
100
0
0
0
0
353
353
215
52
5
October 2031.................... 100
0
0
0
0
100
0
0
0
0
373
373
147
33
3
October 2032.................... 100
0
0
0
0
100
0
0
0
0
394
274
88
19
1
October 2033....................
51
0
0
0
0
100
0
0
0
0
417
126
38
8
1
October 2034....................
0
0
0
0
0
0
0
0
0
0
440
55
16
3
0
October 2035....................
0
0
0
0
0
0
0
0
0
0
465
0
0
0
0
October 2036....................
0
0
0
0
0
0
0
0
0
0
491
0
0
0
0
October 2037....................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 26.0
13.1
10.0
5.0
1.9
26.3
14.0
12.5
6.2
2.0
29.7
25.7
24.0
20.8
15.9
Security Group 2
PSA Prepayment Assumption Rates
Class A
Classes FA, FH, FI, FJ, FX
and QA
Class FC
4.12% LIBOR
Class FC
5.12% LIBOR
Distribution Date
0%
100%
352%
550%
750%
0%
100%
352%
550%
750%
0%
100%
352%
550%
750%
0%
100%
352%
550%
750%
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
92
88
85
99
97
93
90
86
99
97
94
90
87
99
97
94
90
87
October 2009....................
97
91
76
66
55
98
92
79
69
59
98
92
79
69
59
98
92
79
69
59
October 2010....................
96
83
58
41
26
97
86
62
46
32
97
86
62
46
33
97
86
62
46
33
October 2011....................
94
76
43
24
10
96
79
48
30
18
96
79
48
30
18
96
79
48
30
18
October 2012....................
92
70
31
12
1
95
74
37
20
10
95
73
37
20
10
95
73
37
20
10
October 2013....................
91
63
21
4
0
94
68
29
13
5
94
68
29
13
5
94
68
29
13
5
October 2014....................
89
57
14
0
0
92
63
22
9
3
92
63
23
9
3
92
62
23
9
3
October 2015....................
86
51
8
0
0
91
58
17
6
2
91
58
17
6
2
91
57
17
6
2
October 2016....................
84
46
3
0
0
89
53
13
4
1
89
53
13
4
1
89
53
13
4
1
October 2017....................
82
40
0
0
0
88
49
10
2
0
87
48
10
2
0
87
48
10
2
0
October 2018....................
79
35
0
0
0
86
45
8
2
0
85
44
8
2
0
85
44
8
2
0
October 2019....................
76
30
0
0
0
84
41
6
1
0
83
40
6
1
0
83
40
6
1
0
October 2020....................
73
26
0
0
0
82
38
5
1
0
81
37
5
1
0
81
37
5
1
0
October 2021....................
69
21
0
0
0
79
34
4
0
0
79
33
4
0
0
78
33
4
0
0
October 2022....................
66
17
0
0
0
77
31
3
0
0
76
30
3
0
0
76
30
3
0
0
October 2023....................
62
13
0
0
0
74
28
2
0
0
73
27
2
0
0
73
27
2
0
0
October 2024....................
58
9
0
0
0
71
25
2
0
0
70
24
2
0
0
70
24
2
0
0
October 2025....................
53
5
0
0
0
68
22
1
0
0
67
21
1
0
0
67
21
1
0
0
October 2026....................
48
1
0
0
0
64
20
1
0
0
63
19
1
0
0
63
18
1
0
0
October 2027....................
43
0
0
0
0
60
17
1
0
0
59
16
1
0
0
59
16
1
0
0
October 2028....................
37
0
0
0
0
56
15
0
0
0
55
14
0
0
0
55
13
0
0
0
October 2029....................
31
0
0
0
0
52
13
0
0
0
51
12
0
0
0
50
11
0
0
0
October 2030....................
24
0
0
0
0
47
11
0
0
0
46
9
0
0
0
45
9
0
0
0
October 2031....................
17
0
0
0
0
42
9
0
0
0
40
7
0
0
0
40
7
0
0
0
October 2032....................
10
0
0
0
0
36
7
0
0
0
34
6
0
0
0
34
5
0
0
0
October 2033....................
1
0
0
0
0
30
6
0
0
0
28
4
0
0
0
28
3
0
0
0
October 2034....................
0
0
0
0
0
23
4
0
0
0
21
2
0
0
0
21
1
0
0
0
October 2035....................
0
0
0
0
0
16
3
0
0
0
14
0
0
0
0
13
0
0
0
0
October 2036....................
0
0
0
0
0
8
1
0
0
0
6
0
0
0
0
5
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) .................. 17.1
8.8
4.0
2.9
2.3
20.5
11.4
4.9
3.4
2.7
20.2
11.1
5.0
3.5
2.7
20.2
11.1
5.0
3.5
2.7
S-20