Security Group 8
PSA Prepayment Assumption Rates
Classes IM and TU
Class TH
Class TM
Distribution Date
0%
165%
203%
400%
500%
0%
165%
203%
400%
500%
0%
165%
203%
400%
500%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
October 2008....................
98
90
90
90
90
100
100
92
0
0
100
100
76
31
0
October 2009....................
95
75
75
75
75
100
100
79
0
0
100
100
36
0
0
October 2010....................
92
59
59
59
52
100
100
67
0
0
100
100
0
0
0
October 2011....................
90
45
45
44
30
100
100
59
0
0
100
100
0
0
0
October 2012....................
86
32
32
27
14
100
100
53
0
0
100
100
0
0
0
October 2013....................
83
20
20
15
3
100
100
50
0
0
100
100
0
0
0
October 2014....................
80
10
10
5
0
100
100
49
0
0
100
100
0
0
0
October 2015....................
76
0
0
0
0
100
100
49
0
0
100
97
0
0
0
October 2016....................
72
0
0
0
0
100
100
49
0
0
100
0
0
0
0
October 2017....................
68
0
0
0
0
100
100
49
0
0
100
0
0
0
0
October 2018....................
63
0
0
0
0
100
100
49
0
0
100
0
0
0
0
October 2019....................
58
0
0
0
0
100
100
27
0
0
100
0
0
0
0
October 2020....................
53
0
0
0
0
100
72
0
0
0
100
0
0
0
0
October 2021....................
48
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2022....................
42
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2023....................
36
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2024....................
29
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2025....................
22
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2026....................
14
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2027....................
6
0
0
0
0
100
0
0
0
0
100
0
0
0
0
October 2028....................
0
0
0
0
0
100
0
0
0
0
32
0
0
0
0
October 2029....................
0
0
0
0
0
100
0
0
0
0
0
0
0
0
0
October 2030....................
0
0
0
0
0
100
0
0
0
0
0
0
0
0
0
October 2031....................
0
0
0
0
0
100
0
0
0
0
0
0
0
0
0
October 2032....................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
October 2033....................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
October 2034....................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
October 2035....................
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
October 2036....................
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
Weighted Average
Life (years) .................. 12.6
3.8
3.8
3.7
3.2
24.6
13.3
7.2
0.5
0.4
20.9
8.2
1.6
0.9
0.7
PSA Prepayment Assumption Rates
Class TN
Class ZT
Distribution Date
0%
165%
203%
400%
500%
0%
165%
203%
400%
500%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
October 2008.................... 100
100
100
100
91
106
106
106
106
106
October 2009.................... 100
100
100
56
24
112
112
112
112
112
October 2010.................... 100
100
100
17
0
118
118
118
118
118
October 2011.................... 100
100
96
0
0
125
125
125
125
125
October 2012.................... 100
100
93
0
0
132
132
132
132
132
October 2013.................... 100
100
92
0
0
139
139
139
139
139
October 2014.................... 100
100
91
0
0
147
147
147
147
110
October 2015.................... 100
100
90
0
0
155
155
155
136
76
October 2016.................... 100
85
62
0
0
164
164
164
101
52
October 2017.................... 100
59
38
0
0
173
173
173
75
35
October 2018.................... 100
36
15
0
0
183
183
183
55
24
October 2019.................... 100
14
0
0
0
193
193
193
41
16
October 2020.................... 100
0
0
0
0
204
204
175
30
11
October 2021.................... 100
0
0
0
0
216
208
148
22
7
October 2022.................... 100
0
0
0
0
228
180
125
16
5
October 2023.................... 100
0
0
0
0
241
155
105
12
3
October 2024.................... 100
0
0
0
0
254
133
87
8
2
October 2025.................... 100
0
0
0
0
269
113
72
6
1
October 2026.................... 100
0
0
0
0
284
95
60
4
1
October 2027.................... 100
0
0
0
0
300
80
49
3
1
October 2028.................... 100
0
0
0
0
317
66
39
2
0
October 2029....................
75
0
0
0
0
334
54
31
1
0
October 2030....................
43
0
0
0
0
353
43
24
1
0
October 2031....................
10
0
0
0
0
373
34
18
1
0
October 2032....................
0
0
0
0
0
384
25
14
0
0
October 2033....................
0
0
0
0
0
318
18
9
0
0
October 2034....................
0
0
0
0
0
246
12
6
0
0
October 2035....................
0
0
0
0
0
170
6
3
0
0
October 2036....................
0
0
0
0
0
88
1
1
0
0
October 2037....................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 22.8
10.5
9.3
2.2
1.6
27.6
19.2
17.5
10.9
9.0
S-30