Assumed Characteristics of the Mortgage Loans Underlying the Group 1, 3, 4, 5 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 $200,000,000 357 2 6.88% Group 3 Trust Assets $200,000,000 357 2 6.88% Group 4 Trust Assets $  50,000,000 358 1 6.91% Group 5 Trust Assets $  50,000,000 357 3 6.867% Group 8 Trust Assets $119,417,560 352 7 6.06% 1As of October 1, 2007. 2Does not include the  Group 5 Trust Assets that will be added to pay the Trustee Fee. 3The Mortgage Loans underlying the Group 1, 3, 4, 5 and 8 Trust Assets may bear interest at rates ranging from 0.25% to 1.50% per annum above the related Certificate Rate. The actual remaining terms to maturity, loan ages and Mortgage Rates of many of the Mortgage Loans underlying the Group 1, 3, 4, 5 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 characteris- tics 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 Special, Principal Only,  Interest  Only  or  Interest  Only  Inverse  Floating  Rate  Class.  See  "Description  of  the Securities – Form of Securities" in this Supplement. S-4