Assumed Characteristics of the Mortgage Loans Underlying the Group 1, 3, 4, 5, 7 and 8 Trust Assets¹: Principal Balance² Weighted Average Remaining Term to Maturity (in months) Weighted Average Loan Age (in months) Weighted Average Mortgage Rate³ Group 1 Trust Assets $58,088,511 344 14 6.000% Group 3 Trust Assets $118,125,000 314 42 6.500% Group 4 Trust Assets $11,250,000 314 42 6.500% Group 5 Trust Assets $116,666,667 318 39 6.500% Group 7 Trust Assets $268,750,000 358 2 6.433% Group 8 Trust Assets $128,333,334 321 33 6.500% ¹As of June 1, 2007. ²Does not include the Group 7 Trust Assets that will be added to pay the Trustee Fee. ³The Mortgage Loans underlying the Group 7 Trust Assets may bear interest at rates ranging from 0.25% to 1.50% per annum above the related Certifi- cate Rate. The actual remaining terms to maturity, loan ages and, in the case of the Group 7 Trust Assets, Mortgage Rates of many of the Mortgage Loans underlying the Group 1, 3, 4, 5, 7 and 8 Trust Assets will differ from the weighted averages shown above, perhaps significantly. See "The Trust Assets – The Mortgage Loans" in this Supplement. See Exhibit A to this Supplement for certain information  regarding  the  characteristics  of  the  Mortgage  Loans  included  in  the  related Underlying Trusts. Issuance of Securities: The Securities, other than the Residual Securities, will initially be issued in book-entry form through the book-entry system of the U.S. Federal Reserve Banks (the "Fedwire  Book-Entry  System").  The  Residual  Securities  will  be  issued  in  fully  registered, certificated form. See "Description of the Securities – Form of Securities" in this Supplement. Modification  and  Exchange:  If  you  own  exchangeable  Securities  you  will  be  able,  upon notice and payment of an exchange fee, to exchange them for a proportionate interest in the related Securities shown on Schedule I to this Supplement. See "Description of the Securi- ties – Modification and Exchange" in this Supplement. Increased Minimum Denomination Classes: Each Class that constitutes a Principal Only, Interest Only, Inverse Floating Rate, Special or Interest Only Inverse Floating Rate Class. See "Description of the Securities – Form of Securities" in this Supplement. Interest Rates: The Interest Rates for the Fixed Rate Classes are shown on the front cover of this Supplement. B-12