Security Group 2 PSA Prepayment Assumption Rates Class FC 6.12% LIBOR Class FC 6.50% LIBOR and above Class FZ 4.12% LIBOR Class FZ 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 94 90 87 99 97 94 90 87 105 105 0 0 0 106 106 0 0 0 October 2009.................... 98 92 79 69 59 98 92 79 69 59 110 110 0 0 0 112 112 0 0 0 October 2010.................... 97 85 62 46 33 97 85 62 46 33 115 115 0 0 0 118 118 0 0 0 October 2011.................... 96 79 48 30 18 96 79 48 30 18 120 120 0 0 0 125 125 0 0 0 October 2012.................... 95 73 37 20 10 95 73 37 20 10 126 126 0 0 0 132 132 0 0 0 October 2013.................... 93 68 29 13 5 93 68 29 13 5 132 132 0 0 0 140 140 0 0 0 October 2014.................... 92 62 23 9 3 92 62 23 9 3 138 138 0 0 0 148 148 0 0 0 October 2015.................... 91 57 17 6 2 91 57 17 6 2 145 145 0 0 0 157 157 0 0 0 October 2016.................... 89 53 13 4 1 89 53 13 4 1 152 152 0 0 0 166 166 0 0 0 October 2017.................... 87 48 10 2 0 87 48 10 2 0 159 159 0 0 0 175 175 0 0 0 October 2018.................... 85 44 8 2 0 85 44 8 2 0 166 166 0 0 0 185 185 0 0 0 October 2019.................... 83 40 6 1 0 83 40 6 1 0 174 174 0 0 0 196 196 0 0 0 October 2020.................... 81 36 5 1 0 81 36 5 1 0 182 182 0 0 0 207 207 0 0 0 October 2021.................... 78 33 4 0 0 78 33 4 0 0 191 191 0 0 0 219 219 0 0 0 October 2022.................... 76 30 3 0 0 76 29 3 0 0 200 200 0 0 0 232 232 0 0 0 October 2023.................... 73 26 2 0 0 73 26 2 0 0 209 209 0 0 0 245 245 0 0 0 October 2024.................... 70 23 2 0 0 69 23 2 0 0 219 219 0 0 0 259 259 0 0 0 October 2025.................... 66 21 1 0 0 66 20 1 0 0 230 230 0 0 0 274 274 0 0 0 October 2026.................... 63 18 1 0 0 62 18 1 0 0 240 240 0 0 0 290 290 0 0 0 October 2027.................... 59 15 1 0 0 58 15 1 0 0 252 252 0 0 0 307 307 0 0 0 October 2028.................... 54 13 0 0 0 54 13 0 0 0 264 264 0 0 0 325 325 0 0 0 October 2029.................... 50 11 0 0 0 49 10 0 0 0 276 276 0 0 0 343 343 0 0 0 October 2030.................... 45 8 0 0 0 44 8 0 0 0 289 289 0 0 0 363 363 0 0 0 October 2031.................... 39 6 0 0 0 39 6 0 0 0 303 303 0 0 0 384 384 0 0 0 October 2032.................... 33 4 0 0 0 33 4 0 0 0 317 317 0 0 0 406 406 0 0 0 October 2033.................... 27 2 0 0 0 27 2 0 0 0 332 332 0 0 0 430 430 0 0 0 October 2034.................... 20 1 0 0 0 20 0 0 0 0 348 348 0 0 0 454 454 0 0 0 October 2035.................... 12 0 0 0 0 12 0 0 0 0 364 364 0 0 0 481 429 0 0 0 October 2036.................... 4 0 0 0 0 4 0 0 0 0 381 189 0 0 0 508 189 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)  ..................   20.1    11.0 5.0 3.5 2.7 20.0 11.0 5.0 3.5 2.7 29.9 29.0 0.2 0.1 0.1 29.8 28.8 0.2 0.1 0.1 PSA Prepayment Assumption Rates Class FZ 6.12% LIBOR Class FZ 6.50% LIBOR and above Class ZA Distribution Date 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 October 2008....................    107 107 0 0 0 107 107 0 0 0 106 106 106 106 106 October 2009....................    114 114 0 0 0 115 115 0 0 0 112 112 112 112 112 October 2010....................    122 122 0 0 0 123 123 0 0 0 119 119 119 119 119 October 2011....................    130 130 0 0 0 132 132 0 0 0 126 126 126 126 126 October 2012....................    139 139 0 0 0 142 142 0 0 0 133 133 133 133 133 October 2013....................    148 148 0 0 0 152 152 0 0 0 141 141 141 141 80 October 2014....................    159 159 0 0 0 163 163 0 0 0 149 149 149 134 43 October 2015....................    169 169 0 0 0 175 175 0 0 0 158 158 158 88 23 October 2016....................    181 181 0 0 0 187 187 0 0 0 168 168 168 58 13 October 2017....................    193 193 0 0 0 201 201 0 0 0 177 177 160 38 7 October 2018....................    207 207 0 0 0 215 215 0 0 0 188 188 123 25 4 October 2019....................    221 221 0 0 0 231 231 0 0 0 199 199 94 16 2 October 2020....................    236 236 0 0 0 247 247 0 0 0 211 211 72 11 1 October 2021....................    252 252 0 0 0 265 265 0 0 0 223 223 55 7 1 October 2022....................    269 269 0 0 0 285 285 0 0 0 236 236 42 4 0 October 2023....................    287 287 0 0 0 305 305 0 0 0 250 250 32 3 0 October 2024....................    307 307 0 0 0 327 327 0 0 0 265 265 24 2 0 October 2025....................    328 328 0 0 0 351 351 0 0 0 281 281 18 1 0 October 2026....................    350 350 0 0 0 376 376 0 0 0 297 297 13 1 0 October 2027....................    374 374 0 0 0 403 403 0 0 0 315 271 10 0 0 October 2028....................    400 400 0 0 0 433 433 0 0 0 334 236 7 0 0 October 2029....................    427 427 0 0 0 464 464 0 0 0 353 203 5 0 0 October 2030....................    456 456 0 0 0 497 497 0 0 0 374 171 4 0 0 October 2031....................    487 487 0 0 0 533 533 0 0 0 396 142 3 0 0 October 2032....................    521 521 0 0 0 572 572 0 0 0 420 114 2 0 0 October 2033....................    556 556 0 0 0 613 613 0 0 0 444 88 1 0 0 October 2034....................    594 594 0 0 0 658 658 0 0 0 362 63 1 0 0 October 2035....................    635 429 0 0 0 705 429 0 0 0 251 40 0 0 0 October 2036....................    678 189 0 0 0 756 189 0 0 0 130 18 0 0 0 October 2037.................... 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Weighted Average Life (years)  ..................   29.8 28.6 0.2 0.1 0.1 29.7 28.4 0.2 0.1 0.1 28.2 24.0 13.3 9.2 6.8 S-21