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 Trust Assets have the assumed characteris- tics shown under "Assumed Characteristics of the Mortgage Loans Underlying the Group 1 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 underlying a Group 1 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  Securities  are  always  received  on  the  20th  day  of  the  month, whether or not a Business Day, commencing in January 2008. 4.  A termination of the Trust or the Underlying Trusts does not occur. 5.  The Closing Date for the Securities is December 26, 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 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 20th of the month 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. 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 S-21