Security Group 2 PSA Prepayment Assumption Rates Distribution Date Class IU 0% 125% 250% 375% 500% Class IV 0% 125% 250% 375% 500% Class IW 0% 125% 250% 375% 500% Class IX 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 97 100 100 100 100 96 100 100 100 100 96 December 2014................    100 100 100 100 52 100 100 100 100 80 100 100 100 100 78 100 100 100 100 73 December 2015................    100 100 100 92 24 100 100 100 97 64 100 100 100 96 61 100 100 100 95 54 December 2016................    100 98 98 60 16 100 99 99 83 44 100 99 99 81 42 100 99 99 77 37 December 2017................    100 89 89 33 11 100 95 95 71 30 100 95 95 69 29 100 94 94 62 25 December 2018................    100 61 61 21 8 100 83 83 57 20 100 82 82 54 19 100 78 78 48 17 December 2019................    100 39 39 16 5 100 74 74 43 14 100 71 71 41 13 100 65 65 36 12 December 2020................    100 24 24 12 3 100 64 64 32 9 100 61 61 31 9 100 53 53 27 8 December 2021................    100 19 19 9 2 100 50 50 24 6 100 48 48 23 6 100 42 42 20 5 December 2022................    100 15 15 7 2 100 40 40 18 4 100 38 38 17 4 100 33 33 15 4 December 2023................    100 12 12 5 1 100 31 31 13 3 100 30 30 13 3 100 26 26 11 2 December 2024................    100 9 9 4 1 100 24 24 10 2 100 23 23 9 2 100 20 20 8 2 December 2025................    100 7 7 3 0 100 19 19 7 1 100 18 18 7 1 100 16 16 6 1 December 2026................    100 5 5 2 0 100 14 14 5 1 100 14 14 5 1 100 12 12 4 1 December 2027................ 98 4 4 1 0 99 11 11 4 1 99 11 11 4 1 99 9 9 3 0 December 2028................ 89 3 3 1 0 95 8 8 3 0 95 8 8 3 0 94 7 7 2 0 December 2029................ 48 2 2 1 0 77 6 6 2 0 75 6 6 2 0 70 5 5 2 0 December 2030................ 17 2 2 0 0 47 5 5 1 0 45 4 4 1 0 39 4 4 1 0 December 2031................ 1 1 1 0 0 3 3 3 1 0 3 3 3 1 0 3 3 3 1 0 December 2032................ 1 1 1 0 0 2 2 2 1 0 2 2 2 1 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................ 0 0 0 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)  ..................   22.1    12.4    12.4    10.2 7.7 22.8 14.8 14.8 12.2 9.3 22.8 14.7 14.7 12.1 9.2 22.6 14.2 14.2 11.7 8.9 PSA Prepayment Assumption Rates Distribution Date Class IY 0% 125% 250% 375% 500% Class JI 0% 125% 250% 375% 500% Class KJ 0% 125% 250% 375% 500% Class LI 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 92 100 100 100 100 91 100 100 100 100 97 100 100 100 100 94 December 2014................    100 100 100 100 48 100 100 100 100 42 100 100 100 100 83 100 100 100 100 62 December 2015................    100 100 100 91 17 100 100 100 90 8 100 100 100 97 69 100 100 100 94 38 December 2016................    100 98 98 56 12 100 97 97 51 6 100 99 99 86 47 100 98 98 68 26 December 2017................    100 88 88 27 8 100 87 87 19 4 100 96 96 76 32 100 91 91 47 18 December 2018................    100 58 58 15 6 100 53 53 8 3 100 86 86 62 22 100 69 69 34 12 December 2019................    100 33 33 12 4 100 25 25 6 2 100 78 78 46 15 100 51 51 26 8 December 2020................    100 17 17 9 3 100 8 8 4 1 100 69 69 35 10 100 38 38 19 6 December 2021................    100 14 14 7 2 100 7 7 3 1 100 55 55 26 7 100 30 30 14 4 December 2022................    100 11 11 5 1 100 5 5 2 1 100 43 43 19 5 100 24 24 11 3 December 2023................    100 8 8 4 1 100 4 4 2 0 100 34 34 14 3 100 19 19 8 2 December 2024................    100 7 7 3 1 100 3 3 1 0 100 26 26 11 2 100 14 14 6 1 December 2025................    100 5 5 2 0 100 3 3 1 0 100 20 20 8 1 100 11 11 4 1 December 2026................    100 4 4 1 0 100 2 2 1 0 100 16 16 6 1 100 9 9 3 0 December 2027................ 98 3 3 1 0 98 1 1 0 0 99 12 12 4 1 99 7 7 2 0 December 2028................ 88 2 2 1 0 87 1 1 0 0 96 9 9 3 0 91 5 5 2 0 December 2029................ 43 2 2 1 0 36 1 1 0 0 81 7 7 2 0 58 4 4 1 0 December 2030................ 13 1 1 0 0 6 1 1 0 0 50 5 5 1 0 28 3 3 1 0 December 2031................ 1 1 1 0 0 0 0 0 0 0 3 3 3 1 0 2 2 2 1 0 December 2032................ 1 1 1 0 0 0 0 0 0 0 2 2 2 1 0 1 1 1 0 0 December 2033................ 0 0 0 0 0 0 0 0 0 0 2 2 2 0 0 1 1 1 0 0 December 2034................ 0 0 0 0 0 0 0 0 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)  ..................   22.0    12.0    12.0 9.8 7.5 21.8 11.5 11.5 9.4 7.1 22.9 15.2 15.2 12.5 9.5 22.3 13.3 13.3 10.9 8.3 S-27