Security Group 1
PSA Prepayment Assumption Rates
Class Z
Distribution Date
0%
100%
295%
350%
600%
Initial Percent .................. 100
100
100
100
100
October 2008.................... 106
106
106
106
106
October 2009.................... 113
113
113
113
113
October 2010.................... 120
120
120
120
120
October 2011.................... 127
127
127
127
127
October 2012.................... 135
135
135
135
135
October 2013.................... 143
143
143
143
143
October 2014.................... 152
152
152
152
152
October 2015.................... 161
161
161
161
161
October 2016.................... 171
171
171
171
171
October 2017.................... 182
182
182
182
182
October 2018.................... 193
193
193
193
121
October 2019.................... 205
205
205
205
75
October 2020.................... 218
218
218
218
47
October 2021.................... 231
231
231
231
29
October 2022.................... 245
245
245
245
18
October 2023.................... 261
248
248
248
11
October 2024.................... 277
187
187
187
7
October 2025.................... 294
140
140
140
4
October 2026.................... 312
104
104
104
2
October 2027.................... 331
77
77
77
1
October 2028.................... 351
56
56
56
1
October 2029.................... 373
41
41
41
1
October 2030.................... 396
29
29
29
0
October 2031.................... 157
20
20
20
0
October 2032....................
14
14
14
14
0
October 2033....................
9
9
9
9
0
October 2034....................
5
5
5
5
0
October 2035....................
3
3
3
3
0
October 2036....................
1
1
1
1
0
October 2037....................
0
0
0
0
0
Weighted Average
Life (years) .................. 24.0
19.1
19.1
19.1
12.2
Security Group 2
PSA Prepayment Assumption Rates
Classes FC and SC
Distribution Date
0%
100%
350%
500%
700%
Initial Percent .................. 100
100
100
100
100
October 2008....................
99
97
91
87
83
October 2009....................
98
91
75
66
55
October 2010....................
97
84
59
46
31
October 2011....................
95
78
46
32
18
October 2012....................
94
73
35
22
10
October 2013....................
92
67
28
15
6
October 2014....................
91
62
21
10
3
October 2015....................
89
57
17
7
2
October 2016....................
87
53
13
5
1
October 2017....................
85
48
10
3
1
October 2018....................
83
44
8
2
0
October 2019....................
81
40
6
2
0
October 2020....................
78
37
4
1
0
October 2021....................
75
33
3
1
0
October 2022....................
73
30
3
0
0
October 2023....................
70
27
2
0
0
October 2024....................
66
24
1
0
0
October 2025....................
63
22
1
0
0
October 2026....................
59
19
1
0
0
October 2027....................
55
17
1
0
0
October 2028....................
51
15
0
0
0
October 2029....................
46
13
0
0
0
October 2030....................
41
11
0
0
0
October 2031....................
36
9
0
0
0
October 2032....................
31
7
0
0
0
October 2033....................
25
5
0
0
0
October 2034....................
18
4
0
0
0
October 2035....................
11
2
0
0
0
October 2036....................
4
1
0
0
0
October 2037....................
0
0
0
0
0
Weighted Average
Life (years) .................. 19.4
11.2
4.8
3.5
2.6
S-24