Assumed Characteristics of the Mortgage Loans Underlying the Group 1, 2 and 3 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 $580,357,142 358 2 6.88% Group 2 Trust Assets $250,000,000 351 9 6.95% Group 3 Trust Assets $105,000,000 305 51 6.00% ¹As of July 1, 2007. ²Does not include the Group 1 Trust Assets that will be added to pay the Trustee Fee. ³The Mortgage Loans underlying the Group 1 and 2 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, in the case of the Group 1 and 2 Trust Assets, Mortgage Rates of many of the Mortgage Loans underlying the Group 1, 2 and 3 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. Underlying Callable Securities: The Group 4 Trust Assets include an Underlying Certificate which is backed by underlying callable securities (the "Underlying Callable Securities") as described in the Series 2007-C2 Offering Circular attached to the 2007-029 supplement. The Underlying  Callable  Securities  are  subject  to  redemption  on  any  related  distribution  date occurring in November 2007 or thereafter. Any redemption would result in the concurrent payment  in  full  of  the  Group  4  Securities.  See  "Risk  Factors – Early  redemption  of  the underlying callable securities underlying the group 4 trust assets will significantly affect yields on the group 4 securities" in this Supplement. 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, Special or 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 or on Schedule I to this Supplement. B-4