Security Group 2 PSA Prepayment Assumption Rates Distribution Date Class CI 0% 125% 250% 375% 500% Class CJ 0% 125% 250% 375% 500% Class DI 0% 125% 250% 375% 500% Class DJ 0% 125% 250% 375% 500% Initial Percent ..................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2008................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2009................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2010................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2011................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2012................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2013................                100 100 100 100 94 100 100 100 100 99 100 100 100 100 93 100 100 100 100 98 December 2014................                100 100 100 100 60 100 100 100 100 91 100 100 100 100 57 100 100 100 100 90 December 2015................                100 100 100 93 35 100 100 100 99 81 100 100 100 93 31 100 100 100 98 80 December 2016................                100 98 98 66 24 100 100 100 93 56 100 98 98 64 21 100 100 100 92 55 December 2017................                100 91 91 44 16 100 98 98 88 38 100 90 90 40 15 100 98 98 86 37 December 2018................                100 67 67 31 11 100 93 93 72 26 100 65 65 28 10 100 92 92 71 25 December 2019................                100 49 49 24 8 100 89 89 54 18 100 45 45 21 7 100 87 87 53 17 December 2020................                100 35 35 18 5 100 81 81 41 12 100 31 31 16 5 100 80 80 40 12 December 2021................                100 28 28 13 3 100 64 64 31 8 100 25 25 12 3 100 63 63 30 8 December 2022................                100 22 22 10 2 100 51 51 23 5 100 19 19 9 2 100 50 50 22 5 December 2023................                100 17 17 7 2 100 40 40 17 4 100 15 15 6 1 100 39 39 17 4 December 2024................                100 13 13 5 1 100 31 31 12 2 100 12 12 5 1 100 30 30 12 2 December 2025................                100 10 10 4 1 100 24 24 9 2 100 9 9 3 1 100 23 23 9 2 December 2026................                100 8 8 3 0 100 18 18 7 1 100 7 7 3 0 100 18 18 7 1 December 2027................ 99 6 6 2 0 100 14 14 5 1 98 5 5 2 0 100 14 14 5 1 December 2028................ 91 5 5 1 0 98 11 11 3 0 90 4 4 1 0 98 10 10 3 0 December 2029................ 56 3 3 1 0 90 8 8 2 0 53 3 3 1 0 89 8 8 2 0 December 2030................ 26 2 2 1 0 59 6 6 2 0 23 2 2 1 0 58 6 6 2 0 December 2031................ 2 2 2 0 0 4 4 4 1 0 2 2 2 0 0 4 4 4 1 0 December 2032................ 1 1 1 0 0 3 3 3 1 0 1 1 1 0 0 3 3 3 1 0 December 2033................ 1 1 1 0 0 2 2 2 0 0 1 1 1 0 0 2 2 2 0 0 December 2034................ 0 0 0 0 0 1 1 1 0 0 0 0 0 0 0 1 1 1 0 0 December 2035................ 0 0 0 0 0 1 1 1 0 0 0 0 0 0 0 1 1 1 0 0 December 2036................ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 December 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)  ..................   22.3    13.1    13.1    10.8 8.2 23.1 15.9 15.9 13.1 10.0 22.2 12.9 12.9 10.6 8.0 23.1 15.8 15.8 13.0 9.9 PSA Prepayment Assumption Rates Distribution Date Class EI 0% 125% 250% 375% 500% Class EJ 0% 125% 250% 375% 500% Class GI 0% 125% 250% 375% 500% Class HI 0% 125% 250% 375% 500% Initial Percent ..................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2008................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2009................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2010................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2011................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2012................                100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 December 2013................                100 100 100 100 93 100 100 100 100 98 100 100 100 100 92 100 100 100 100 92 December 2014................                100 100 100 100 54 100 100 100 100 89 100 100 100 100 51 100 100 100 100 47 December 2015................                100 100 100 92 27 100 100 100 98 78 100 100 100 92 22 100 100 100 91 16 December 2016................                100 98 98 62 18 100 99 99 91 53 100 98 98 59 15 100 98 98 55 11 December 2017................                100 89 89 36 12 100 97 97 85 36 100 89 89 31 10 100 88 88 26 7 December 2018................                100 63 63 24 9 100 91 91 69 25 100 60 60 19 7 100 57 57 14 5 December 2019................                100 41 41 18 6 100 86 86 52 17 100 37 37 14 5 100 32 32 10 3 December 2020................                100 27 27 13 4 100 78 78 39 11 100 22 22 11 3 100 16 16 8 2 December 2021................                100 21 21 10 3 100 61 61 29 8 100 17 17 8 2 100 12 12 6 2 December 2022................                100 17 17 7 2 100 48 48 22 5 100 13 13 6 1 100 10 10 4 1 December 2023................                100 13 13 6 1 100 38 38 16 3 100 11 11 4 1 100 8 8 3 1 December 2024................                100 10 10 4 1 100 30 30 12 2 100 8 8 3 1 100 6 6 2 0 December 2025................                100 8 8 3 1 100 23 23 9 2 100 6 6 2 0 100 5 5 2 0 December 2026................                100 6 6 2 0 100 18 18 6 1 100 5 5 2 0 100 4 4 1 0 December 2027................ 98 5 5 2 0 100 13 13 5 1 98 4 4 1 0 98 3 3 1 0 December 2028................ 90 3 3 1 0 98 10 10 3 0 89 3 3 1 0 88 2 2 1 0 December 2029................ 50 3 3 1 0 88 8 8 2 0 46 2 2 1 0 41 2 2 0 0 December 2030................ 19 2 2 1 0 57 6 6 2 0 16 2 2 0 0 11 1 1 0 0 December 2031................ 1 1 1 0 0 4 4 4 1 0 1 1 1 0 0 1 1 1 0 0 December 2032................ 1 1 1 0 0 3 3 3 1 0 1 1 1 0 0 1 1 1 0 0 December 2033................ 1 1 1 0 0 2 2 2 0 0 0 0 0 0 0 0 0 0 0 0 December 2034................ 0 0 0 0 0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 December 2035................ 0 0 0 0 0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 December 2036................ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 December 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)  ..................   22.1    12.6    12.6    10.3 7.8 23.1 15.7 15.7 12.9 9.8 22.0 12.3 12.3 10.1 7.6 21.9 11.9 11.9 9.8 7.4 S-24