Modeling Assumptions Unless otherwise indicated, the tables that follow have been prepared on the basis of the characteristics of the Underlying Certificates, the priorities of distributions on the Underlying Certificates and the following assumptions (the "Modeling Assumptions"), among others: 1.  The Mortgage Loans underlying the Group 1, 3, 4, 5 and 8 Trust Assets have the assumed characteristics shown under "Assumed Characteristics of the Mortgage Loans Underlying the Group 1, 3, 4, 5 and 8 Trust Assets" in the Terms Sheet, except in the case of information set forth under the 0% PSA Prepayment Assumption Rate, for which each Mortgage Loan underly- ing a Group 1, 3, 4, 5 and 8 Trust Asset is assumed to have an original and a remaining term to maturity of 360  months and a Mortgage Rate of 1.50% per annum higher than the related Certificate Rate. 2.  The  Mortgage  Loans  prepay  at  the  constant  percentages  of  PSA  (described  below) shown in the related table. 3.  Distributions on the Group 1, 2, 3, 4, 5, 6 and 8 Securities are always received on the 20th day of the month and distributions on the Group 7 Securities are always received on the 16th day of the month, in each case, whether or not a Business Day, commencing in November 2007. 4.  A termination of the Trust or the Underlying Trusts does not occur. 5.  The Closing Date for the Securities is October 30, 2007. 6.  No expenses or fees are paid by the Trust other than the Trustee Fee. 7.  Distributions  on  the  Underlying  Certificates  are  made  as  described  in  the  related Underlying Certificate Disclosure Documents. 8.  Each Class is held from the Closing Date and is not exchanged in whole or in part. When  reading  the  tables  and  the  related  text,  investors  should  bear  in  mind  that  the Modeling Assumptions, like any other stated assumptions, are unlikely to be entirely consistent with actual experience. •   For example, most of the Mortgage Loans will not have the characteristics assumed, many Distribution Dates will occur on a Business Day after the 16th or 20th day of the month, as applicable, and the Trustee may cause a termination of the Trust as described under "Description of the Securities – Termination" in this Supplement. •   In addition, distributions on the Securities are based on Certificate Factors and Calcu- lated Certificate Factors, if applicable, which may not reflect actual receipts on the Trust Assets. See "Description of the Securities – Distributions" in the Base Offering Circular. Decrement Tables Prepayments  of  mortgage  loans  are  commonly  measured  by  a  prepayment  standard  or model. The model used in this Supplement ("PSA") is the standard prepayment assumption model of The Securities Industry and Financial Markets Association. PSA represents an assumed rate  of  prepayment  each  month  relative  to  the  then  outstanding  principal  balance  of  the Mortgage Loans to which the model is applied. See "Yield, Maturity and Prepayment Consider- ations – Standard Prepayment Assumption Models" in the Base Offering Circular. S-21