•   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. The decrement tables set forth below are based on the assumption that the Mortgage Loans prepay at the indicated percentages of PSA (the "PSA Prepayment Assumption Rates"). As used in the table, each of the PSA Prepayment Assumption Rates reflects a percentage of the 100% PSA assumed prepayment rate. The Mortgage Loans will not prepay at any of the PSA Prepayment Assumption Rates and the timing of changes in the rate of prepayments actually experienced on the Mortgage Loans will not follow the pattern described for the PSA assumption. The  decrement  tables  set  forth  below  illustrate  the  percentage  of  the  Original  Class Principal Balance (or, in the case of a Notional Class, the original Class Notional Balance) that would  remain  outstanding  following  the  distribution  made  each  specified  month  for  each Regular or MX Class, based on the assumption that the related Mortgage Loans prepay at the PSA Prepayment Assumption Rates. The percentages set forth in the following decrement tables have been rounded to the nearest whole percentage (including rounding down to zero). The decrement tables also indicate the Weighted Average Life of each Class under each PSA Prepayment Assumption Rate. The Weighted Average Life of each Class is calculated by: (a)  multiplying  the  net  reduction,  if  any,  of  the  Class  Principal  Balance  (or  the  net reduction of the Class Notional Balance, in the case of a Notional Class) from one Distribution Date to the next Distribution Date by the number of years from the date of issuance thereof to the related Distribution Date, (b)  summing the results, and (c)  dividing the sum by the aggregate amount of the assumed net reductions in principal balance or notional amount, as applicable, referred to in clause (a). The  information  shown  for  each  Notional  Class  is  for  illustrative  purposes  only,  as  a Notional Class is not entitled to distributions of principal and has no weighted average life. The weighted average life shown for each Notional Class has been calculated on the assumption that a reduction in the Class Notional Balance thereof is a distribution of principal. The Weighted Average Lives are likely to vary, perhaps significantly, from those set forth in the tables below due to the differences between the actual characteristics of   the   Mortgage   Loans   underlying   the   related   Trust   Assets   and   the   Modeling Assumptions. S-19