Security Group 2 PSA Prepayment Assumption Rates Distribution Date Class IJ 0% 125% 250% 375% 500% Class IK 0% 125% 250% 375% 500% Class IL 0% 125% 250% 375% 500% Class IM 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 92 100 100 100 100 91 100 100 100 100 96 December 2014................                100 100 100 100 57 100 100 100 100 52 100 100 100 100 45 100 100 100 100 75 December 2015................                100 100 100 93 30 100 100 100 92 23 100 100 100 91 13 100 100 100 96 58 December 2016................                100 98 98 64 21 100 98 98 59 16 100 97 97 54 9 100 99 99 79 40 December 2017................                100 90 90 40 14 100 89 89 32 11 100 87 87 23 6 100 94 94 66 27 December 2018................                100 65 65 27 10 100 61 61 20 7 100 55 55 11 4 100 80 80 51 18 December 2019................                100 44 44 20 7 100 38 38 15 5 100 29 29 9 3 100 68 68 39 12 December 2020................                100 30 30 15 4 100 23 23 11 3 100 13 13 6 2 100 58 58 29 8 December 2021................                100 24 24 11 3 100 18 18 9 2 100 10 10 5 1 100 46 46 22 6 December 2022................                100 19 19 8 2 100 14 14 6 2 100 8 8 4 1 100 36 36 16 4 December 2023................                100 15 15 6 1 100 11 11 5 1 100 6 6 3 1 100 28 28 12 3 December 2024................                100 12 12 5 1 100 9 9 3 1 100 5 5 2 0 100 22 22 9 2 December 2025................                100 9 9 3 1 100 7 7 3 0 100 4 4 1 0 100 17 17 6 1 December 2026................                100 7 7 2 0 100 5 5 2 0 100 3 3 1 0 100 13 13 5 1 December 2027................ 98 5 5 2 0 98 4 4 1 0 98 2 2 1 0 99 10 10 3 0 December 2028................ 90 4 4 1 0 89 3 3 1 0 88 2 2 1 0 94 8 8 2 0 December 2029................ 52 3 3 1 0 47 2 2 1 0 39 1 1 0 0 73 6 6 2 0 December 2030................ 22 2 2 1 0 17 2 2 0 0 9 1 1 0 0 42 4 4 1 0 December 2031................ 2 2 2 0 0 1 1 1 0 0 1 1 1 0 0 3 3 3 1 0 December 2032................ 1 1 1 0 0 1 1 1 0 0 0 0 0 0 0 2 2 2 1 0 December 2033................ 1 1 1 0 0 1 1 1 0 0 0 0 0 0 0 1 1 1 0 0 December 2034................ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 December 2035................ 0 0 0 0 0 0 0 0 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)  ..................   22.2    12.8    12.8    10.5 8.0 22.1 12.4 12.4 10.1 7.7 21.9 11.8 11.8 9.6 7.3 22.7 14.5 14.5 11.9 9.0 PSA Prepayment Assumption Rates Distribution Date Classes IO, MA, MC, MD, ME, MG, MH, MK, ML and MN 0% 125% 250% 375% 500% Class IN 0% 125% 250% 375% 500% Class IP 0% 125% 250% 375% 500% Class IT 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 95 100 100 100 100 94 100 100 100 100 96 100 100 100 100 95 December 2014................                100 100 100 100 71 100 100 100 100 64 100 100 100 100 73 100 100 100 100 68 December 2015................                100 100 100 95 51 100 100 100 94 42 100 100 100 96 55 100 100 100 95 47 December 2016................                100 99 99 75 35 100 98 98 70 28 100 99 99 78 37 100 99 99 73 32 December 2017................                100 93 93 59 24 100 92 92 50 19 100 94 94 63 26 100 93 93 55 22 December 2018................                100 76 76 46 16 100 71 71 37 13 100 78 78 49 17 100 74 74 42 15 December 2019................                100 63 63 34 11 100 54 54 28 9 100 66 66 37 12 100 59 59 31 10 December 2020................                100 51 51 26 7 100 42 42 21 6 100 55 55 27 8 100 47 47 24 7 December 2021................                100 40 40 19 5 100 33 33 16 4 100 43 43 21 5 100 37 37 18 5 December 2022................                100 32 32 14 3 100 26 26 12 3 100 34 34 15 4 100 29 29 13 3 December 2023................                100 25 25 11 2 100 20 20 9 2 100 27 27 11 2 100 23 23 10 2 December 2024................                100 19 19 8 2 100 16 16 6 1 100 21 21 8 2 100 18 18 7 1 December 2025................                100 15 15 6 1 100 12 12 5 1 100 16 16 6 1 100 14 14 5 1 December 2026................                100 12 12 4 1 100 9 9 3 1 100 12 12 4 1 100 11 11 4 1 December 2027................ 99 9 9 3 0 99 7 7 2 0 99 9 9 3 0 99 8 8 3 0 December 2028................ 93 7 7 2 0 92 5 5 2 0 94 7 7 2 0 93 6 6 2 0 December 2029................ 68 5 5 2 0 61 4 4 1 0 71 5 5 2 0 65 5 5 1 0 December 2030................ 37 4 4 1 0 30 3 3 1 0 40 4 4 1 0 34 3 3 1 0 December 2031................ 3 3 3 1 0 2 2 2 1 0 3 3 3 1 0 2 2 2 1 0 December 2032................ 2 2 2 0 0 1 1 1 0 0 2 2 2 0 0 2 2 2 0 0 December 2033................ 1 1 1 0 0 1 1 1 0 0 1 1 1 0 0 1 1 1 0 0 December 2034................ 1 1 1 0 0 1 1 1 0 0 1 1 1 0 0 1 1 1 0 0 December 2035................ 0 0 0 0 0 0 0 0 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)  ..................   22.6    14.1    14.1    11.6 8.8 22.4 13.5 13.5 11.1 8.4 22.7 14.3 14.3 11.8 8.9 22.5 13.8 13.8 11.4 8.6 S-26