Security Group 1
PSA Prepayment Assumption Rates
Class TE
Classes TG, TK and TL
Distribution Date
0%
100%
275%
350%
550%
0%
100%
275%
350%
550%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
October 2008.................... 100
100
100
100
100
100
100
92
92
92
October 2009.................... 100
100
100
100
100
100
100
75
75
75
October 2010.................... 100
100
100
100
0
100
100
53
53
27
October 2011.................... 100
100
100
100
0
100
100
34
34
0
October 2012.................... 100
100
100
100
0
100
100
19
19
0
October 2013.................... 100
100
100
94
0
100
100
8
8
0
October 2014.................... 100
100
100
71
0
100
100
0
0
0
October 2015.................... 100
100
100
63
0
100
100
0
0
0
October 2016.................... 100
100
100
63
0
100
92
0
0
0
October 2017.................... 100
100
100
63
0
100
78
0
0
0
October 2018.................... 100
100
100
63
0
100
59
0
0
0
October 2019.................... 100
100
100
63
0
100
37
0
0
0
October 2020.................... 100
100
100
63
0
100
12
0
0
0
October 2021.................... 100
100
100
63
0
100
0
0
0
0
October 2022.................... 100
100
100
63
0
100
0
0
0
0
October 2023.................... 100
100
100
63
0
100
0
0
0
0
October 2024.................... 100
100
100
56
0
100
0
0
0
0
October 2025.................... 100
100
100
42
0
100
0
0
0
0
October 2026.................... 100
100
84
31
0
100
0
0
0
0
October 2027.................... 100
100
65
23
0
100
0
0
0
0
October 2028.................... 100
100
51
17
0
100
0
0
0
0
October 2029.................... 100
100
39
12
0
100
0
0
0
0
October 2030.................... 100
100
29
9
0
100
0
0
0
0
October 2031.................... 100
100
21
6
0
95
0
0
0
0
October 2032.................... 100
100
15
4
0
30
0
0
0
0
October 2033.................... 100
100
10
3
0
0
0
0
0
0
October 2034.................... 100
100
7
2
0
0
0
0
0
0
October 2035.................... 100
90
4
1
0
0
0
0
0
0
October 2036.................... 100
40
1
0
0
0
0
0
0
0
October 2037....................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 29.8
28.8
21.8
14.9
2.7
24.7
11.3
3.3
3.3
2.5
Security Group 2
PSA Prepayment Assumption Rates
Classes YC and YD
Class Z
Distribution Date
0%
100%
265%
400%
550%
0%
100%
265%
400%
550%
Initial Percent .................. 100
100
100
100
100
100
100
100
100
100
October 2008....................
99
99
81
67
44
106
106
65
0
0
October 2009....................
99
99
56
16
0
113
113
23
0
0
October 2010....................
98
98
34
0
0
120
120
0
0
0
October 2011....................
97
97
15
0
0
127
127
0
0
0
October 2012....................
96
96
3
0
0
135
135
0
0
0
October 2013....................
95
95
0
0
0
143
143
0
0
0
October 2014....................
94
94
0
0
0
152
152
0
0
0
October 2015....................
93
93
0
0
0
161
161
0
0
0
October 2016....................
92
92
0
0
0
171
171
0
0
0
October 2017....................
91
91
0
0
0
182
182
0
0
0
October 2018....................
90
90
0
0
0
193
193
0
0
0
October 2019....................
88
88
0
0
0
205
205
0
0
0
October 2020....................
87
83
0
0
0
218
218
0
0
0
October 2021....................
85
75
0
0
0
231
231
0
0
0
October 2022....................
84
66
0
0
0
245
245
0
0
0
October 2023....................
82
57
0
0
0
261
261
0
0
0
October 2024....................
80
48
0
0
0
277
277
0
0
0
October 2025....................
78
38
0
0
0
294
294
0
0
0
October 2026....................
76
29
0
0
0
312
312
0
0
0
October 2027....................
74
19
0
0
0
331
331
0
0
0
October 2028....................
72
9
0
0
0
351
351
0
0
0
October 2029....................
70
0
0
0
0
373
371
0
0
0
October 2030....................
67
0
0
0
0
396
309
0
0
0
October 2031....................
64
0
0
0
0
421
248
0
0
0
October 2032....................
53
0
0
0
0
446
191
0
0
0
October 2033....................
25
0
0
0
0
474
137
0
0
0
October 2034....................
0
0
0
0
0
484
90
0
0
0
October 2035....................
0
0
0
0
0
269
47
0
0
0
October 2036....................
0
0
0
0
0
77
13
0
0
0
October 2037....................
0
0
0
0
0
0
0
0
0
0
Weighted Average
Life (years) .................. 21.8
16.1
2.4
1.3
0.9
28.1
25.3
1.4
0.3
0.1
S-21