SEC Info - Option One Mortgage Loan Trust 2007-4 - ‘8-K’ for 4/6/07

EXHIBIT 99.1

The aggregate principal balance of the Mortgage Loans is expected to equal approximately $1,200,000,004.

The Group I Mortgage Loans have original terms to maturity ranging from 180 months to 360 months and a Cut-off Date Principal Balance of approximately $624,031,176 The Group II Mortgage Loans have original terms to maturity ranging from 180 months to 360 months and a Cut-off Date Principal Balance of approximately $575,968,828.

All of the Mortgage Loans will be secured by first or second mortgages or deeds of trust or other similar security instruments (each, a “Mortgage”). The Mortgages create first or second liens on one- to four-family residential properties consisting of attached or detached one- to four-family dwelling units, individual condominium units and planned unit developments (each, a “Mortgaged Property”). The Group I Mortgage Loans consist of approximately 3,139 Mortgage Loans, all of which are secured by first or second lien Mortgages. Approximately 98.77% of the Group I Mortgage Loans are secured by first Mortgages and approximately 1.23% of the Group I Mortgage Loans are secured by second Mortgages. The Group II Mortgage Loans consist of approximately 2,038 Mortgage Loans, all of which are secured by first or second lien Mortgages. Approximately 95.97% of the Group II Mortgage Loans are secured by first Mortgages and approximately 4.03% of the Group II Mortgage Loans are secured by second Mortgages.

Each Mortgage Loan will accrue interest at the adjustable-rate or fixed-rate calculated as specified under the terms of the related mortgage note (each such rate, a “Mortgage Rate”). Approximately 88.36% of the Group I Mortgage Loans are adjustable-rate Mortgage Loans (the “Adjustable-Rate Group I Mortgage Loans”) and approximately 11.64% of the Group I Mortgage Loans are fixed-rate Mortgage Loans (the “Fixed-Rate Group I Mortgage Loans”). Approximately 87.96% of the Group II Mortgage Loans are adjustable-rate Mortgage Loans (the “Adjustable-Rate Group II Mortgage Loans”) and approximately 12.04% of the Group II Mortgage Loans are fixed-rate Mortgage Loans (the “Fixed-Rate Group II Mortgage Loans”).

Each of the fixed-rate Mortgage Loans has a Mortgage Rate that is fixed for the life of such Mortgage Loan.

Each adjustable-rate Mortgage Loan accrues interest at a Mortgage Rate that is adjustable. Generally, the adjustable-rate Mortgage Loans provide for semi-annual adjustment to the Mortgage Rate thereon and for corresponding adjustments to the monthly payment amount due thereon, in each case on each adjustment date applicable thereto (each such date, an “Adjustment Date”); provided, that the first adjustment for the Adjustable-Rate Group I Mortgage Loans will occur after an period of two years, in the case of approximately 87.80% of the Adjustable-Rate Group I Mortgage Loans; three years, in the case of approximately 4.16% of the Adjustable-Rate Group I Mortgage Loans; five years, in the case of approximately 8.03% of the Adjustable-Rate Group I Mortgage Loans; that the first adjustment for the Adjustable-Rate Group II Mortgage Loans will occur after an period of two years, in the case of approximately 84.40% of the Adjustable-Rate Group II Mortgage Loans; three years, in the case of approximately 2.87% of the Adjustable-Rate Group II Mortgage Loans; five years, in the case of approximately 12.72% of the Adjustable-Rate Group II Mortgage Loans (any adjustable-rate Mortgage Loan having such a delayed first adjustment feature, a “Delayed First Adjustment Mortgage Loan”). On each Adjustment Date for each adjustable-rate Mortgage Loan, the Mortgage Rate thereon will be adjusted to equal the sum, rounded to the nearest or next highest multiple of 0.125%, of Six-Month LIBOR (as defined below) and a fixed percentage amount (the “Gross Margin”). The Mortgage Rate on each adjustable-rate Mortgage Loan will not increase or decrease by more than a stated percentage (1.000% per annum to 3.000% per annum, as specified in the related mortgage note) on the first related Adjustment Date (the “Initial Periodic Rate Cap”) and will not increase or decrease by more than a stated percentage (1.000% per annum to 2.000% per annum, as specified in the related mortgage note) on any Adjustment Date thereafter (the “Subsequent Periodic Rate Cap”). The Adjustable-Rate Group I Mortgage Loans have a weighted average Initial Periodic Rate Cap of approximately 2.914% per annum and a weighted average Subsequent Periodic Rate Cap of approximately 1.022% per annum and the Adjustable-Rate Group II Mortgage Loans have a weighted average Initial Periodic Rate Cap of approximately 2.867% per annum and a weighted average Subsequent Periodic Rate Cap of approximately 1.034% per annum. Each Mortgage Rate on each adjustable-rate Mortgage Loan will not exceed a specified maximum Mortgage Rate over the life of such Mortgage Loan (the “Maximum Mortgage Rate”) or be less than a specified minimum Mortgage Rate over the life of such Mortgage Loan (the “Minimum Mortgage Rate”). Effective with the first monthly payment due on each adjustable-rate Mortgage Loan after each related Adjustment Date, the monthly payment amount will be adjusted to an amount that will amortize fully the outstanding Principal Balance of the related Mortgage Loan over its remaining term, and pay interest at the Mortgage Rate as so adjusted. Due to the application of the Periodic Rate Caps and the Maximum Mortgage Rates, the Mortgage Rate on each such adjustable-rate Mortgage Loan, as adjusted on any related Adjustment Date, may be less than the sum of the Index and the related Gross Margin, rounded as described in this Exhibit 99.1.

Approximately 12.82% of the Group I Mortgage Loans and approximately 25.93% of the Group II Mortgage Loans (in each case, by aggregate principal balance of the Mortgage Loans in the related Loan Group as of the Cut-off Date) (the “Interest Only Mortgage Loans”) provide that for a period of 60 or 120 months after origination, the required monthly payments are limited to accrued interest (each, an “Interest Only Period”). At the end of the Interest Only Period, the monthly payments on each such Mortgage Loan will be recalculated to provide for amortization of the Principal Balance by the maturity date and payment of interest at the then-current Mortgage Rate.

Approximately 69.78% of the Group I Mortgage Loans and approximately 75.09% of the Group II Mortgage Loans provide for payment by the mortgagor of a prepayment charge in limited circumstances on certain prepayments. Generally, each such Mortgage Loan having a prepayment charge provision will provide for payment of a prepayment charge on certain partial prepayments and all prepayments in full made within a stated number of months that is between 0 and 36 months from the date of origination of such Mortgage Loan. The amount of the prepayment charge is provided in the related mortgage note and is generally equal to (i) six months’ interest on the amount prepaid in excess of 20% of the original principal balance of the related Mortgage Loan in any twelve-month period or (ii) 3% of the principal balance of the related Mortgage Loan at the time of prepayment during the first year, 2% of the principal balance of the related Mortgage Loan at the time of prepayment during the second year and 1% of the principal balance of the related Mortgage Loan at the time of prepayment during the third year. The holders of the Class P Certificates will be entitled to all prepayment charges received on the Mortgage Loans, and such amounts will not be available for distribution on the other classes of certificates. Under certain circumstances, as described in the Pooling Agreement, the Servicer may waive the payment of any otherwise applicable prepayment charge. Investors should conduct their own analysis of the effect, if any, that the prepayment charges, and decisions by the Servicer with respect to the waiver thereof, may have on the prepayment performance of the Mortgage Loans. As of July 1, 2003, the Alternative Mortgage Parity Act of 1982 (the “Parity Act”), which regulates the ability of the Originator to impose prepayment charges, was amended, and as a result, the Originator will be required to comply with state and local laws in originating mortgage loans with prepayment charge provisions after July 1, 2003. The Depositor makes no representations as to the effect that the prepayment charges, decisions by the Servicer with respect to the waiver thereof and the recent amendment of the Parity Act, may have on the prepayment performance of the Mortgage Loans. See “Certain Legal Aspects of Mortgage Loans-Enforceability of Certain Provisions-Prepayment Penalties” in the prospectus.

With respect to approximately 0.14% of the Group I Mortgage Loans and approximately 0.03% of the Group II Mortgage Loans (in each case, by aggregate principal balance of the Mortgage Loans in the related Loan Group as of the Cut-off Date) (the “Rate Reduction Mortgage Loans”), if the related borrower makes twenty-four consecutive on-time payments prior to the fourth annual anniversary of the first monthly payment due date and has not had more than one monthly payment that was not an on-time payment, the related Mortgage Rate will be reduced by 1.00%. An on-time payment is defined as one made before the next scheduled payment is due. Any Mortgage Rate reduction earned will be maintained for the life of the loan.

Mortgage Loans Statistics

The following statistical information, unless otherwise specified, is based upon percentages of the Principal Balances of the Mortgage Loans as of the Cut-off Date.

Approximately 48.72% of the Mortgage Loans had loan-to-value ratios at origination in excess of 80.00%. Approximately 21.44% of the Mortgage Loans had a loan-to-value ratio at origination in excess of 90.00% and the weighted average loan-to-value ratio of the Mortgage Loans at origination was approximately 82.03%. There can be no assurance that the loan-to-value ratio of any Mortgage Loan determined at any time after origination is less than or equal to its original loan-to-value ratio. Additionally, the Originator’s determination of the value of a Mortgaged Property used in the calculation of the loan-to-value ratios of the Mortgage Loans may differ from the appraised value of such Mortgaged Property or the actual value of such Mortgaged Property.

Substantially all of the Mortgage Loans have a due date of the first day of the month (the “Due Date”).

The weighted average remaining term to maturity of the Mortgage Loans is approximately 358 months as of the Cut-off Date. None of the Mortgage Loans had a first Due Date prior to January 1, 2006 or after May 1, 2007 or will have a remaining term to maturity of less than 176 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Mortgage Loan is April 1, 2037.

The average Principal Balance of the Mortgage Loans at origination was approximately $231,973. The average Principal Balance of the Mortgage Loans as of the Cut-off Date was approximately $231,794. No Mortgage Loan had a Principal Balance as of the Cut-off Date of greater than approximately $1,600,000 or less than approximately $16,012.

The Mortgage Loans had Mortgage Rates as of the Cut-off Date of not less than 5.000% per annum and not more than 14.850% per annum and the weighted average Mortgage Rate was approximately 8.454% per annum. As of the Cut-off Date, the adjustable-rate Mortgage Loans had Gross Margins ranging from 2.750% to 9.490%, Minimum Mortgage Rates ranging from 2.750% per annum to 12.300% per annum and Maximum Mortgage Rates ranging from 8.700% per annum to 19.650% per annum. As of the Cut-off Date, the adjustable-rate Mortgage Loans had a weighted average Gross Margin of approximately 5.962% per annum, a weighted average Minimum Mortgage Rate of approximately 6.130% per annum and a weighted average Maximum Mortgage Rate of approximately 14.348% per annum. The latest next Adjustment Date following the Cut-off Date on any adjustable-rate Mortgage Loan occurs in April 1, 2022, and the weighted average time until the next Adjustment Date for the adjustable-rate Mortgage Loans following the Cut-off Date is approximately 26 months.

The Mortgage Loans are expected to have the following characteristics as of the Cut-off Date (the sum in any column may not equal the total indicated due to rounding):

Cut-off Date Principal Balances of the Mortgage Loans⁽¹⁾

Principal Balance ($)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
0.01-50,000.00		394	$	13,992,541.83		1.17	%		12.249	%		356		98.69	%		632
50,000.01-100,000.00		609		46,339,791.35		3.86			10.754			357		85.38			625
100,000.01-150,000.00		1,006		125,923,886.00		10.49			9.368			358		81.09			598
150,000.01-200,000.00		806		140,782,729.20		11.73			8.791			358		79.15			598
200,000.01-250,000.00		599		134,218,430.41		11.18			8.466			357		80.71			604
250,000.01-300,000.00		446		122,258,442.72		10.19			8.279			358		80.55			610
300,000.01-350,000.00		342		111,422,246.26		9.29			8.095			358		83.02			614
350,000.01-400,000.00		244		91,462,713.55		7.62			7.895			358		82.78			619
400,000.01-450,000.00		190		80,641,245.64		6.72			8.014			358		82.59			616
450,000.01-500,000.00		149		70,823,049.28		5.90			7.765			358		84.20			631
500,000.01-550,000.00		109		57,157,191.10		4.76			7.788			358		86.26			636
550,000.01-600,000.00		78		44,453,108.95		3.70			8.177			358		86.12			624
600,000.01-650,000.00		54		33,759,471.39		2.81			8.011			358		84.26			625
650,000.01-700,000.00		41		27,759,809.68		2.31			8.109			358		85.54			634
700,000.01-750,000.00		30		21,767,634.10		1.81			7.994			358		79.93			616
750,000.01-800,000.00		21		16,404,491.81		1.37			8.296			358		83.84			620
800,000.01-850,000.00		15		12,381,664.43		1.03			7.988			358		80.64			622
850,000.01-900,000.00		6		5,293,398.39		0.44			7.986			357		73.29			628
900,000.01-950,000.00		1		914,200.00		0.08			8.550			360		70.00			581
950,000.01-1,000,000.00		12		11,722,790.95		0.98			8.031			358		76.77			647
1,000,000.01+		25		30,521,166.62		2.54			7.584			358		71.47			635
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

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⁽¹⁾ The average Cut-off Date Principal Balance of the Mortgage Loans was approximately $231,794.

Credit Scores for the Mortgage Loans⁽¹⁾

Credit Score	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Less than or equal to 500		10	$	2,097,903.51		0.17	%		9.324	%		358		73.07	%		500
501-520		269		57,917,523.49		4.83			9.460			358		72.81			511
521-540		271		63,381,478.69		5.28			9.397			358		74.31			530
541-560		346		81,283,172.23		6.77			9.009			358		74.24			550
561-580		476		110,788,401.62		9.23			8.566			358		78.18			571
581-600		821		163,608,577.62		13.63			8.537			357		82.02			590
601-620		765		170,029,797.73		14.17			8.482			358		82.06			610
621-640		731		171,929,540.61		14.33			8.246			358		84.76			630
641-660		618		156,063,036.00		13.01			8.083			358		86.14			650
661-680		338		86,981,625.26		7.25			8.029			358		86.67			670
681-700		202		54,250,554.22		4.52			7.938			358		84.79			689
701-760		257		66,054,750.60		5.50			7.871			358		88.90			724
761+		49		11,099,156.51		0.92			8.189			359		87.33			780
None		24		4,514,485.57		0.38			9.402			358		65.44			None
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

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⁽¹⁾ The non-zero weighted average credit score of the Mortgage Loans that had credit scores was approximately 614.

Original Terms to Maturity of the Mortgage Loans⁽¹⁾

Original Term (months)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
180		9	$	1,069,430.53		0.09	%		9.050	%		178		61.02	%		617
240		5		490,782.21		0.04			8.920			239		74.92			629
360		5,163		1,198,439,790.92		99.87			8.453			358		82.06			614
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

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⁽¹⁾ The weighted average original term to maturity of the Mortgage Loans was approximately 360 months.

Remaining Terms to Maturity of the Mortgage Loans⁽¹⁾

Remaining Term (months)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
121-180		9	$	1,069,430.53		0.09	%		9.050	%		178		61.02	%		617
181-240		5		490,782.21		0.04			8.920			239		74.92			629
301-360		5,163		1,198,439,790.92		99.87			8.453			358		82.06			614
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

___________________

⁽¹⁾ The weighted average remaining term to maturity of the Mortgage Loans was approximately 358 months.

Property Types of the Mortgage Loans

Property Type	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
2-4 Units Attached		84	$	32,077,879.24		2.67	%		8.115	%		358		80.57	%		634
2-4 Units Detached		302		81,599,878.81		6.80			8.638			358		81.11			631
Condo Conversion Attached		8		1,552,096.47		0.13			8.243			358		90.25			662
Condo High-Rise Attached		21		9,132,217.62		0.76			8.608			358		80.00			641
Condo Low-Rise Attached		196		43,666,380.60		3.64			8.520			358		83.09			630
Condo Low-Rise Detached		2		418,364.50		0.03			6.866			358		95.89			679
Condotel Attached		3		1,342,913.04		0.11			6.458			358		88.72			742
PUD Attached⁽¹⁾		73		14,758,950.27		1.23			8.470			358		82.36			616
PUD Detached⁽¹⁾		539		128,913,361.57		10.74			8.578			358		85.08			611
Single Family Attached		122		21,117,050.46		1.76			8.723			357		80.47			611
Single Family Detached		3,827		865,420,911.08		72.12			8.423			358		81.69			611
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

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⁽¹⁾ PUD refers to a home or “unit” in a Planned Unit Development.

Occupancy Status of the Mortgage Loans⁽¹⁾

Occupancy Status	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Non-owner		592	$	114,952,586.71		9.58	%		9.150	%		358		83.42	%		641
Primary		4,512		1,062,818,895.23		88.57			8.375			358		81.93			611
Second Home		73		22,228,521.72		1.85			8.624			357		79.94			630
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

___________________

⁽¹⁾ Occupancy as represented by the mortgagor at the time of origination.

Purpose of the Mortgage Loans

Purpose	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Cash Out Refinance		2,813	$	757,715,099.32		63.14	%		8.247	%		358		78.93	%		605
Purchase		1,921		339,768,337.93		28.31			8.928			358		88.55			639
Rate/Term Refinance		443		102,516,566.41		8.54			8.416			358		83.34			604
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

Original Loan-to-Value Ratios of the Mortgage Loans⁽¹⁾⁽²⁾

Original Loan-to-Value Ratio (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
0.01 - 49.99		122	$	23,486,603.66		1.96	%		8.197	%		356		40.82	%		580
50.00 - 54.99		77		17,445,328.85		1.45			8.167			355		52.41			591
55.00- 59.99		96		23,584,497.58		1.97			8.000			357		57.96			589
60.00- 64.99		163		43,651,601.57		3.64			7.949			358		62.32			590
65.00 - 69.99		272		72,573,751.19		6.05			8.264			358		67.13			581
70.00 - 74.99		277		76,436,625.72		6.37			8.141			358		71.84			591
75.00 - 79.99		410		108,807,648.86		9.07			8.287			358		76.86			592
80.00		1,058		249,396,448.85		20.78			8.332			358		80.00			615
80.01- 84.99		124		35,384,466.77		2.95			7.733			357		83.50			620
85.00- 89.99		417		114,031,511.13		9.50			8.243			357		86.32			614
90.00- 94.99		800		202,186,678.94		16.85			8.545			358		90.40			626
95.00- 99.99		527		117,743,993.49		9.81			8.888			358		95.13			626
100.00		834		115,270,847.05		9.61			9.411			358		100.00			661
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

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⁽¹⁾ The weighted average original loan-to-value ratio of the Mortgage Loans as of the Cut-off Date was approximately 82.03%.

⁽²⁾ For a description of the determination of loan-to-value ratio by the Originator see “The Originator and Sponsor” in this Exhibit 99.1.

Geographic Distribution of the Mortgaged Properties related to the Mortgage Loans⁽¹⁾

Location	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Alabama		35	$	4,662,424.93		0.39	%		9.248	%		359		85.86	%		597
Alaska		4		1,851,547.10		0.15			7.363			358		76.92			612
Arizona		160		33,633,473.84		2.80			8.453			358		82.15			612
Arkansas		8		885,772.19		0.07			9.434			359		85.24			604
California		768		292,643,945.86		24.39			7.752			358		83.11			626
Colorado		98		19,666,705.76		1.64			8.551			358		86.71			618
Connecticut		92		17,878,154.92		1.49			8.778			358		82.39			611
Delaware		12		1,625,534.01		0.14			9.466			359		78.99			595
District of Columbia		12		3,046,537.82		0.25			8.269			358		72.98			602
Florida		650		132,929,920.60		11.08			8.709			358		79.65			613
Georgia		167		25,675,093.37		2.14			9.160			358		85.38			619
Hawaii		42		18,057,210.84		1.50			7.242			358		82.08			646
Idaho		28		5,857,579.41		0.49			8.476			358		77.85			594
Illinois		147		29,697,304.08		2.47			9.220			358		82.31			592
Indiana		47		5,649,800.36		0.47			9.685			358		90.78			620
Iowa		15		1,482,858.19		0.12			9.971			358		87.36			599
Kansas		12		1,499,655.90		0.12			10.041			359		91.20			620
Kentucky		34		5,473,931.81		0.46			8.883			359		86.32			598
Louisiana		38		6,421,219.82		0.54			9.036			358		85.43			599
Maine		39		6,678,388.76		0.56			8.906			358		77.34			608
Maryland		110		26,330,226.13		2.19			8.434			358		78.58			594
Massachusetts		186		54,296,116.52		4.52			8.321			358		78.10			617
Michigan		173		22,418,086.51		1.87			9.648			358		87.09			603
Minnesota		51		8,885,059.37		0.74			8.673			358		81.93			626
Mississippi		12		1,471,220.89		0.12			9.286			359		91.37			593
Missouri		55		6,624,657.32		0.55			9.625			356		84.34			601
Montana		3		700,087.91		0.06			8.584			359		79.37			654
Nebraska		5		580,345.86		0.05			9.162			359		93.70			636
Nevada		88		20,924,813.17		1.74			8.260			358		82.04			613
New Hampshire		36		7,975,545.48		0.66			8.363			358		82.11			635
New Jersey		244		68,849,477.92		5.74			8.775			358		78.77			605
New York		312		111,934,447.17		9.33			8.174			358		80.05			621
North Carolina		106		18,041,943.24		1.50			8.998			357		83.45			612
North Dakota		2		235,830.67		0.02			9.941			358		92.88			674
Ohio		110		13,358,623.90		1.11			9.698			358		87.03			611
Oklahoma		29		3,580,111.16		0.30			9.403			358		92.06			615
Oregon		71		17,370,947.99		1.45			8.145			358		79.82			605
Pennsylvania		165		26,219,612.56		2.18			8.978			358		83.82			600
Rhode Island		15		4,151,138.31		0.35			9.016			358		79.79			603
South Carolina		44		9,040,723.50		0.75			8.619			358		81.69			630
South Dakota		3		259,505.97		0.02			10.171			359		92.42			609
Tennessee		55		6,410,140.76		0.53			9.205			358		85.32			606
Texas		472		64,761,766.25		5.40			9.239			358		86.16			599
Utah		47		8,512,015.42		0.71			8.404			358		85.18			624
Vermont		17		3,158,294.84		0.26			8.837			358		73.96			603
Virginia		167		32,266,597.43		2.69			8.786			356		79.73			601
Washington		135		37,939,305.69		3.16			8.111			358		82.01			606
Wisconsin		48		6,516,566.67		0.54			9.306			358		86.32			608
Wyoming		8		1,869,735.48		0.16			9.294			359		81.07			615
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

___________________

⁽¹⁾ The greatest ZIP Code geographic concentration of Mortgage Loans was approximately 0.27% in the 11233 ZIP Code.

Documentation Levels of the Mortgage Loans⁽¹⁾

Documentation Level	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Full Documentation		3,063	$	624,306,008.95		52.03	%		8.413	%		358		83.16	%		605
Lite Documentation		217		51,120,356.42		4.26			8.591			358		83.82			621
No Documentation		151		26,352,510.98		2.20			8.664			356		82.26			703
Stated Income Documentation		1,746		498,221,127.31		41.52			8.481			358		80.43			621
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

___________________

⁽¹⁾ For a description of each Documentation Level, see “The Originator and Sponsor” in this Exhibit 99.1.

Current Mortgage Rates of the Mortgage Loans⁽¹⁾

Current Mortgage Rate (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
5.000-5.499		1	$	235,240.42		0.02	%		5.000	%		357		65.00	%		670
5.500-5.999		56		24,028,490.76		2.00			5.869			358		75.06			652
6.000-6.499		121		46,117,692.43		3.84			6.284			358		80.72			650
6.500-6.999		327		115,643,924.27		9.64			6.769			358		79.44			644
7.000-7.499		355		111,867,717.71		9.32			7.250			358		79.63			635
7.500-7.999		623		189,870,438.87		15.82			7.764			358		80.31			619
8.000-8.499		579		163,086,206.16		13.59			8.240			357		82.08			612
8.500-8.999		707		182,527,439.97		15.21			8.746			358		82.62			604
9.000-9.499		497		112,340,532.32		9.36			9.249			358		84.35			602
9.500-9.999		641		115,606,701.06		9.63			9.744			358		84.80			595
10.000-10.499		289		48,335,201.07		4.03			10.212			358		82.87			580
10.500-10.999		229		33,523,452.31		2.79			10.717			358		80.67			576
11.000-11.499		137		16,618,348.49		1.38			11.225			359		84.35			588
11.500-11.999		160		14,429,516.80		1.20			11.737			358		87.05			600
12.000-12.499		104		8,217,650.66		0.68			12.166			356		84.73			590
12.500-12.999		172		9,629,679.52		0.80			12.649			358		99.27			660
13.000-13.499		38		1,902,902.42		0.16			13.226			356		99.30			612
13.500-13.999		74		3,301,191.21		0.28			13.588			357		99.86			609
14.000-14.499		62		2,525,148.22		0.21			14.138			353		99.87			592
14.500-14.999		5		192,528.99		0.02			14.647			357		100.00			613
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

___________________

⁽¹⁾ The weighted average current Mortgage Rate of the Mortgage Loans as of the Cut-off Date was approximately 8.454% per annum.

Gross Margins of the Adjustable-Rate Mortgage Loans⁽¹⁾

Gross Margin (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
2.500-2.999		94	$	23,597,763.86		2.23	%		7.774	%		358		77.84	%		705
3.000-3.499		4		1,051,773.01		0.10			6.739			357		77.26			704
3.500-3.999		3		623,405.63		0.06			7.651			359		80.00			682
4.000-4.499		4		1,177,938.27		0.11			7.979			359		77.77			646
4.500-4.999		10		2,393,672.38		0.23			7.678			358		79.07			617
5.000-5.499		120		24,978,210.68		2.36			8.941			358		83.53			605
5.500-5.999		573		178,345,682.94		16.86			7.793			357		79.03			612
6.000-6.499		2,899		735,053,490.32		69.48			8.393			358		83.33			616
6.500-6.999		214		54,794,503.36		5.18			9.130			358		74.60			562
7.000-7.499		113		25,339,438.51		2.40			9.438			358		75.17			578
7.500-7.999		36		8,724,887.70		0.82			9.069			356		77.75			568
8.000-8.499		6		1,751,082.52		0.17			9.266			357		78.59			576
9.000-9.499		1		166,200.95		0.02			9.990			356		90.00			660
Total		4,077	$	1,057,998,050.13		100.00	%		8.358	%		358		81.76	%		613

___________________

⁽¹⁾ The weighted average Gross Margin of the adjustable-rate Mortgage Loans as of the Cut-off Date was approximately 5.962% per annum.

Month of Next Rate Adjustment for the Adjustable-Rate Mortgage Loans⁽¹⁾

Month of Next Rate Adjustment	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
December 1, 2007		1	$	158,027.58		0.01	%		7.550	%		344		88.89	%		711
September 1, 2008		11		3,649,943.62		0.34			8.648			353		97.81			650
October 1, 2008		6		1,550,982.92		0.15			8.814			354		95.57			622
November 1, 2008		26		8,894,495.53		0.84			7.725			355		81.46			581
December 1, 2008		225		67,753,943.08		6.40			8.221			356		78.78			585
January 1, 2009		751		209,614,862.53		19.81			8.222			357		79.62			596
February 1, 2009		1,382		342,184,421.14		32.34			8.454			358		81.62			614
March 1, 2009		569		130,711,082.64		12.35			8.681			359		86.97			614
April 1, 2009		595		147,159,597.03		13.91			8.681			360		82.64			618
September 1, 2009		1		104,900.04		0.01			10.750			353		94.59			589
November 1, 2009		3		531,593.17		0.05			8.739			355		85.57			587
December 1, 2009		3		748,119.68		0.07			8.049			356		75.05			577
January 1, 2010		40		9,964,413.10		0.94			8.000			357		77.64			609
February 1, 2010		64		15,008,855.24		1.42			8.331			358		83.84			634
March 1, 2010		24		5,644,211.46		0.53			8.062			359		85.97			655
April 1, 2010		25		5,490,938.00		0.52			8.309			360		78.34			624
September 1, 2011		1		169,256.10		0.02			8.450			353		100.00			693
October 1, 2011		3		376,583.61		0.04			8.522			354		89.28			655
November 1, 2011		4		2,833,603.09		0.27			7.672			355		87.97			640
December 1, 2011		22		7,865,087.31		0.74			7.883			356		73.30			603
January 1, 2012		65		18,848,835.76		1.78			7.489			357		79.14			632
February 1, 2012		143		43,101,925.66		4.07			7.686			358		79.70			662
March 1, 2012		66		19,494,741.99		1.84			8.004			359		83.90			662
April 1, 2012		45		16,052,741.00		1.52			7.234			360		78.99			653
March 1, 2022		1		47,688.85		0.00			12.900			359		100.00			632
April 1, 2022		1		37,200.00		0.00			13.650			360		100.00			609
Total		4,077	$	1,057,998,050.13		100.00	%		8.358	%		358		81.76	%		613

___________________

⁽¹⁾ The weighted average time until the next Adjustment Date for the adjustable-rate Mortgage Loans as of the Cut-off Date was approximately 26 months.

Maximum Mortgage Rates of the Adjustable-Rate Mortgage Loans⁽¹⁾

Maximum Mortgage Rate (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
8.500-8.999		1	$	202,694.50		0.02	%		5.700	%		360		68.71	%		623
9.500-9.999		2		1,000,803.09		0.09			6.822			356		85.87			712
10.000-10.499		3		793,999.91		0.08			7.302			357		73.47			580
10.500-10.999		4		1,085,546.57		0.10			7.715			357		70.15			596
11.000-11.499		4		748,732.75		0.07			7.309			356		73.06			627
11.500-11.999		62		25,037,036.24		2.37			6.009			358		75.22			649
12.000-12.499		102		39,143,039.14		3.70			6.292			358		80.59			648
12.500-12.999		268		95,247,395.51		9.00			6.782			358		79.31			643
13.000-13.499		315		97,239,828.21		9.19			7.274			358		80.08			635
13.500-13.999		566		176,005,787.56		16.64			7.761			358		80.60			620
14.000-14.499		534		153,087,560.40		14.47			8.239			358		82.38			613
14.500-14.999		616		162,570,234.50		15.37			8.741			358		82.79			604
15.000-15.499		458		103,376,092.55		9.77			9.229			358		84.73			603
15.500-15.999		508		107,035,804.38		10.12			9.709			358		84.37			593
16.000-16.499		225		41,297,309.15		3.90			10.192			358		82.89			579
16.500-16.999		173		27,470,077.25		2.60			10.717			358		78.58			565
17.000-17.499		97		12,688,285.82		1.20			11.171			358		82.78			569
17.500-17.999		97		9,663,373.93		0.91			11.750			359		84.49			574
18.000-18.499		39		4,150,577.48		0.39			12.162			358		78.19			555
18.500-18.999		2		116,671.19		0.01			12.663			359		100.00			644
19.500-19.999		1		37,200.00		0.00			13.650			360		100.00			609
Total		4,077	$	1,057,998,050.13		100.00	%		8.358	%		358		81.76	%		613

___________________

⁽¹⁾ The weighted average Maximum Mortgage Rate of the adjustable-rate Mortgage Loans as of the Cut-off Date was approximately 14.348% per annum.

Minimum Mortgage Rates of the Adjustable-Rate Mortgage Loans⁽¹⁾

Minimum Mortgage Rate (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
2.500-2.999		92	$	23,290,984.41		2.20	%		7.765	%		358		77.89	%		705
3.000-3.499		3		635,523.01		0.06			6.978			358		78.73			736
3.500-3.999		3		623,405.63		0.06			7.651			359		80.00			682
4.000-4.499		4		1,177,938.27		0.11			7.979			359		77.77			646
4.500-4.999		8		1,547,118.39		0.15			7.610			358		72.40			617
5.000-5.499		111		22,831,963.01		2.16			9.044			358		83.28			602
5.500-5.999		484		150,191,729.42		14.20			7.738			357		77.87			613
6.000-6.499		2,801		712,547,461.04		67.35			8.385			358		83.37			616
6.500-6.999		197		51,908,824.14		4.91			8.967			358		74.11			566
7.000-7.499		105		24,944,558.76		2.36			9.090			358		75.15			588
7.500-7.999		61		17,724,951.17		1.68			7.843			356		82.48			607
8.000-8.499		46		16,055,903.57		1.52			8.276			356		83.34			609
8.500-8.999		52		13,174,204.15		1.25			8.714			356		82.14			581
9.000-9.499		36		7,748,834.87		0.73			9.294			356		85.94			605
9.500-9.999		37		8,018,670.46		0.76			9.719			357		82.24			578
10.000-10.499		17		2,871,929.04		0.27			10.223			357		82.68			551
10.500-10.999		15		1,969,550.13		0.19			10.760			356		79.27			548
11.000-11.499		2		317,595.55		0.03			11.062			356		90.89			628
11.500-11.999		2		312,612.65		0.03			11.792			358		68.79			562
12.000-12.499		1		104,292.46		0.01			12.300			353		95.00			559
Total		4,077	$	1,057,998,050.13		100.00	%		8.358	%		358		81.76	%		613

___________________

⁽¹⁾ The weighted average Minimum Mortgage Rate of the adjustable-rate Mortgage Loans as of the Cut-off Date was approximately 6.130% per annum.

Initial Periodic Rate Caps of the Adjustable-Rate Mortgage Loans⁽¹⁾

Initial Periodic Rate Cap (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
1.000		236	$	57,399,640.44		5.43	%		8.519	%		360		81.00	%		626
3.000		3,841		1,000,598,409.69		94.57			8.348			358		81.81			612
Total		4,077	$	1,057,998,050.13		100.00	%		8.358	%		358		81.76	%		613

___________________

⁽¹⁾ Relates solely to rate adjustments.

Subsequent Periodic Rate Caps of the Adjustable-Rate Mortgage Loans⁽¹⁾

Subsequent Periodic Rate Cap (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
1.000		3,839	$	1,000,191,992.11		94.54	%		8.348	%		358		81.81	%		613
1.500		237		57,650,606.21		5.45			8.521			360		80.98			626
2.000		1		155,451.81		0.01			8.500			359		85.00			601
Total		4,077	$	1,057,998,050.13		100.00	%		8.358	%		358		81.76	%		613

___________________

⁽¹⁾ Relates to all rate adjustments subsequent to rate adjustments.

Credit Grade of the Mortgage Loans

Credit Grade	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
A		333	$	84,773,378.66		7.06	%		8.629	%		358		75.36	%		567
AA		616		158,651,235.70		13.22			8.606			358		80.51			584
AA+		3,515		819,903,136.24		68.33			8.270			358		84.23			628
AAA		238		35,443,546.30		2.95			8.528			358		81.53			704
B		290		66,739,068.84		5.56			9.320			358		74.46			558
C		136		26,155,819.62		2.18			9.714			358		70.49			563
CC		49		8,333,818.30		0.69			10.680			356		62.36			559
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

Product Type of the Mortgage Loans

Product	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
15/15 6 Month LIBOR		2	$	84,888.85		0.01	%		13.229	%		359		100.00	%		622
2/13 6 Month LIBOR		1		201,764.62		0.02			7.450			178		46.03			596
2/28 6 Month LIBOR		2,127		451,569,094.76		37.63			8.954			358		80.19			594
2/28 6 Month LIBOR 40/30 Balloon		833		249,553,487.24		20.80			8.185			358		81.81			605
2/28 6 Month LIBOR 50/30 Balloon		166		51,662,755.95		4.31			8.031			359		88.45			640
2/28 6 Month LIBOR IO		439		158,690,253.50		13.22			7.552			358		85.21			642
3/27 6 Month LIBOR		78		16,177,925.70		1.35			8.728			358		79.60			606
3/27 6 Month LIBOR 40/30 Balloon		47		11,438,532.12		0.95			8.232			358		84.63			623
3/27 6 Month LIBOR 50/30 Balloon		5		1,532,642.87		0.13			6.811			359		80.20			640
3/27 6 Month LIBOR IO		30		8,343,930.00		0.70			7.413			358		81.52			672
5/25 6 Month LIBOR		128		32,560,806.73		2.71			8.295			358		80.08			637
5/25 6 Month LIBOR 40/30 Balloon		71		20,636,143.82		1.72			7.541			357		77.62			626
5/25 6 Month LIBOR 50/30 Balloon		16		6,065,254.86		0.51			6.892			360		77.66			655
5/25 6 Month LIBOR IO		134		49,480,569.11		4.12			7.386			358		81.38			670
Fixed Rate 15 Year		7		787,980.74		0.07			9.142			179		65.08			625
Fixed Rate 15 Year Rate Reduction		1		79,685.17		0.01			12.200			178		58.82			585
Fixed Rate 20 Year		5		490,782.21		0.04			8.920			239		74.92			629
Fixed Rate 30 Year		966		101,588,904.77		8.47			9.701			358		84.70			620
Fixed Rate 30 Year IO		33		12,832,672.33		1.07			7.296			359		83.07			650
Fixed Rate 30 Year Rate Reduction		6		938,555.02		0.08			10.570			359		65.34			549
Fixed Rate 40/30 Balloon		65		19,552,957.44		1.63			7.992			358		82.64			618
Fixed Rate 50/30 Balloon		17		5,730,415.85		0.48			7.784			359		86.63			645
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

Historical Delinquency of the Mortgage Loans Since Origination

Historical Delinquency	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
30 - 59 Days (times)
0		5,176	$	1,199,972,114.64		100.00	%		8.454	%		358		82.03	%		614
1		1		27,889.02		0.00			9.990			355		100.00			606
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

60 - 89 Days (times)
0		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

90 - 119 Days (times)
0		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

120+ Days (times)
0		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614
Total		5,177	$	1,200,000,003.66		100.00	%		8.454	%		358		82.03	%		614

Group I Mortgage Loans Statistics

The following statistical information, unless otherwise specified, is based upon percentages of the Principal Balances of the Group I Mortgage Loans as of the Cut-off Date.

Approximately 45.45% of the Group I Mortgage Loans had loan-to-value ratios at origination in excess of 80.00%. Approximately 16.17% of the Group I Mortgage Loans had a loan-to-value ratio at origination in excess of 90.00% and the weighted average loan-to-value ratio of the Group I Mortgage Loans at origination was approximately 80.23%. There can be no assurance that the loan-to-value ratio of any Mortgage Loan determined at any time after origination is less than or equal to its original loan-to-value ratio. Additionally, the Originator’s determination of the value of a Mortgaged Property used in the calculation of the loan-to-value ratios of the Mortgage Loans may differ from the appraised value of such Mortgaged Property or the actual value of such Mortgaged Property.

Substantially all of the Group I Mortgage Loans have a Due Date of the first day of the month.

The weighted average remaining term to maturity of the Group I Mortgage Loans is approximately 358 months as of the Cut-off Date. None of the Group I Mortgage Loans had a first Due Date prior to October 1, 2006 or after May 1, 2007 or will have a remaining term to maturity of less than 178 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group I Mortgage Loan is April 1, 2037.

The average Principal Balance of the Group I Mortgage Loans at origination was approximately $198,978. The average Principal Balance of the Group I Mortgage Loans as of the Cut-off Date was approximately $198,799. No Group I Mortgage Loan had a Principal Balance as of the Cut-off Date of greater than approximately $800,000 or less than approximately $18,136.

The Group I Mortgage Loans had Mortgage Rates as of the Cut-off Date of not less than 5.000% per annum and not more than 14.850% per annum and the weighted average Mortgage Rate was approximately 8.609% per annum. As of the Cut-off Date, the Adjustable-Rate Group I Mortgage Loans had Gross Margins ranging from 2.750% to 9.490%, Minimum Mortgage Rates ranging from 2.750% per annum to 12.300% per annum and Maximum Mortgage Rates ranging from 8.700% per annum to 19.650% per annum. As of the Cut-off Date, the Adjustable-Rate Group I Mortgage Loans had a weighted average Gross Margin of approximately 6.028% per annum, a weighted average Minimum Mortgage Rate of approximately 6.215% per annum and a weighted average Maximum Mortgage Rate of approximately 14.533% per annum. The latest next Adjustment Date following the Cut-off Date on any Adjustable-Rate Group I Mortgage Loan occurs in April 2022, and the weighted average time until the next Adjustment Date for the Adjustable-Rate Group I Mortgage Loans following the Cut-off Date is approximately 25 months.

The Group I Mortgage Loans are expected to have the following characteristics as of the Cut-off Date (the sum in any column may not equal the total indicated due to rounding):

Cut-off Date Principal Balances of the Group I Mortgage Loans⁽¹⁾

Principal Balance ($)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
0.01-50,000.00		160	$	5,588,627.53		0.90	%		12.448	%		356		98.52	%		622
50,000.01-100,000.00		332		25,925,149.04		4.15			10.541			357		82.33			619
100,000.01-150,000.00		712		89,321,693.17		14.31			9.366			358		79.77			593
150,000.01-200,000.00		588		102,592,056.73		16.44			8.826			358		77.90			592
200,000.01-250,000.00		451		101,225,126.39		16.22			8.509			357		79.22			598
250,000.01-300,000.00		343		94,035,439.12		15.07			8.318			358		79.49			606
300,000.01-350,000.00		253		82,419,107.87		13.21			8.122			358		81.49			606
350,000.01-400,000.00		187		70,197,483.79		11.25			7.884			358		81.09			612
400,000.01-450,000.00		66		27,369,855.59		4.39			8.043			358		83.06			606
450,000.01-500,000.00		17		8,131,508.07		1.30			7.970			358		80.64			634
500,000.01-550,000.00		17		8,907,578.84		1.43			7.821			358		84.53			638
550,000.01-600,000.00		5		2,867,070.67		0.46			7.361			358		83.30			626
600,000.01-650,000.00		3		1,886,444.31		0.30			8.291			358		80.91			605
650,000.01-700,000.00		3		2,036,450.08		0.33			7.709			358		88.29			689
700,000.01-750,000.00		1		727,584.51		0.12			8.900			358		72.84			583
750,000.01-800,000.00		1		800,000.00		0.13			9.450			360		69.87			599
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ The average Cut-off Date Principal Balance of the Group I Mortgage Loans was approximately $198,799.

Credit Scores for the Group I Mortgage Loans⁽¹⁾

Credit Score	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Less than or equal to 500		5	$	1,128,803.18		0.18	%		9.591	%		358		73.22	%		500
501-520		208		40,919,251.04		6.56			9.551			358		72.87			510
521-540		210		42,997,594.86		6.89			9.490			358		73.29			530
541-560		258		54,181,986.55		8.68			9.107			358		73.49			551
561-580		331		68,497,555.36		10.98			8.593			358		76.38			571
581-600		525		98,523,289.73		15.79			8.489			357		80.40			590
601-620		436		80,219,583.52		12.86			8.539			358		81.68			610
621-640		413		77,623,534.75		12.44			8.394			358		82.97			630
641-660		358		76,027,350.26		12.18			8.160			358		85.44			650
661-680		182		38,753,193.92		6.21			8.263			357		86.74			670
681-700		84		16,658,911.46		2.67			8.164			358		85.91			689
701-760		96		21,973,311.97		3.52			7.814			359		88.71			723
761+		13		2,621,024.78		0.42			8.566			359		88.65			782
None		20		3,905,784.33		0.63			9.431			358		64.81			None
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ The non-zero weighted average credit score of the Group I Mortgage Loans that had credit scores was approximately 603.

Original Terms to Maturity of the Group I Mortgage Loans⁽¹⁾

Original Term (months)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
180		4	$	640,169.29		0.10	%		8.585	%		178		52.83	%		628
240		1		85,324.26		0.01			8.450			238		80.00			581
360		3,134		623,305,682.16		99.88			8.609			358		80.26			603
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ The weighted average original term to maturity of the Group I Mortgage Loans was approximately 360 months.

Remaining Terms to Maturity of the Group I Mortgage Loans⁽¹⁾

Remaining Term (months)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
121-180		4	$	640,169.29		0.10	%		8.585	%		178		52.83	%		628
181-240		1		85,324.26		0.01			8.450			238		80.00			581
301-360		3,134		623,305,682.16		99.88			8.609			358		80.26			603
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ The weighted average remaining term to maturity of the Group I Mortgage Loans was approximately 358 months.

Property Types of the Group I Mortgage Loans

Property Type	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
2-4 Units Attached		48	$	17,204,775.39		2.76	%		7.982	%		358		77.66	%		618
2-4 Units Detached		219		56,880,415.35		9.11			8.731			358		78.88			623
Condo High-Rise Attached		6		2,179,564.85		0.35			8.398			357		85.16			630
Condo Low-Rise Attached		112		22,912,468.60		3.67			8.368			358		80.30			622
PUD Attached⁽¹⁾		46		8,910,411.09		1.43			8.550			358		81.23			607
PUD Detached⁽¹⁾		222		48,992,968.71		7.85			8.559			358		82.29			601
Single Family Attached		80		12,368,707.44		1.98			9.111			358		77.79			597
Single Family Detached		2,406		454,581,864.28		72.85			8.624			358		80.29			599
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ PUD refers to a home or “unit” in a Planned Unit Development.

Occupancy Status of the Group I Mortgage Loans⁽¹⁾

Occupancy Status	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Non-owner		463	$	87,072,452.72		13.95	%		9.270	%		358		84.33	%		639
Primary		2,633		527,601,219.19		84.55			8.499			358		79.50			597
Second Home		43		9,357,503.80		1.50			8.661			358		83.47			618
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ Occupancy as represented by the mortgagor at the time of origination.

Purpose of the Group I Mortgage Loans

Purpose	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Cash Out Refinance		2,143	$	471,998,044.49		75.64	%		8.463	%		358		78.37	%		598
Purchase		644		83,106,253.06		13.32			9.415			358		88.56			635
Rate/Term Refinance		352		68,926,878.16		11.05			8.638			358		82.96			599
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

Original Loan-to-Value Ratios of the Group I Mortgage Loans⁽¹⁾⁽²⁾

Original Loan-to-Value Ratio (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
0.01 - 49.99		100	$	17,434,505.91		2.79	%		8.453	%		355		40.87	%		573
50.00- 54.99		63		12,724,397.06		2.04			8.417			354		52.18			583
55.00- 59.99		72		15,146,731.02		2.43			8.151			358		57.88			584
60.00- 64.99		125		26,759,778.04		4.29			8.038			358		62.31			581
65.00- 69.99		200		43,366,751.39		6.95			8.522			358		67.11			573
70.00- 74.99		197		44,418,322.85		7.12			8.417			358		72.04			582
75.00- 79.99		296		65,072,607.08		10.43			8.511			358		76.86			584
80.00		579		115,514,719.27		18.51			8.546			358		80.00			596
80.01- 84.99		89		20,623,104.30		3.30			8.106			357		83.33			615
85.00- 89.99		295		65,778,705.90		10.54			8.440			358		86.28			606
90.00- 94.99		528		107,627,335.31		17.25			8.798			358		90.36			624
95.00- 99.99		308		57,540,324.49		9.22			9.014			358		95.08			628
100.00		287		32,023,893.09		5.13			9.583			358		100.00			660
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ The weighted average original loan-to-value ratio of the Group I Mortgage Loans as of the Cut-off Date was approximately 80.23%.

⁽²⁾ For a description of the determination of loan-to-value ratio by the Originator see “The Originator and Sponsor” in this Exhibit 99.1.

Geographic Distribution of the Mortgaged Properties related to the Group I Mortgage Loans⁽¹⁾

Location	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Alabama		25	$	3,403,169.73		0.55	%		9.457	%		359		87.55	%		598
Alaska		3		1,027,423.77		0.16			8.616			358		87.71			597
Arizona		85		16,991,228.90		2.72			8.431			358		79.08			598
Arkansas		7		742,139.07		0.12			9.934			359		86.25			586
California		372		108,237,241.33		17.34			7.817			358		77.77			606
Colorado		66		10,868,407.44		1.74			8.686			358		86.81			614
Connecticut		74		13,731,189.95		2.20			8.814			358		81.78			606
Delaware		12		1,625,534.01		0.26			9.466			359		78.99			595
District of Columbia		9		1,789,338.89		0.29			8.162			358		68.37			613
Florida		345		67,416,470.69		10.80			8.727			358		78.60			600
Georgia		108		14,102,261.20		2.26			9.422			358		86.60			612
Hawaii		25		9,303,463.95		1.49			7.232			358		82.81			633
Idaho		16		2,788,089.08		0.45			8.385			358		75.27			593
Illinois		116		20,720,954.89		3.32			9.228			358		82.04			591
Indiana		34		4,030,633.37		0.65			9.631			358		89.16			606
Iowa		11		1,071,253.51		0.17			9.743			358		86.63			607
Kansas		7		803,563.23		0.13			9.968			359		88.01			623
Kentucky		23		3,355,395.82		0.54			9.350			358		86.42			588
Louisiana		23		3,546,567.78		0.57			9.226			358		81.28			594
Maine		24		4,395,602.64		0.70			9.059			358		75.99			604
Maryland		70		15,682,369.54		2.51			8.486			358		77.79			583
Massachusetts		134		32,078,297.43		5.14			8.340			358		76.61			614
Michigan		125		16,467,610.75		2.64			9.592			358		86.72			600
Minnesota		36		5,891,388.67		0.94			9.022			358		85.30			607
Mississippi		6		869,954.14		0.14			9.308			358		91.94			582
Missouri		35		4,581,220.76		0.73			9.466			358		83.51			595
Montana		3		700,087.91		0.11			8.584			359		79.37			654
Nebraska		4		409,345.86		0.07			9.282			359		95.24			633
Nevada		59		14,345,778.63		2.30			8.145			358		81.24			596
New Hampshire		25		5,393,496.41		0.86			8.687			358		84.84			625
New Jersey		175		43,049,516.84		6.90			8.849			358		76.73			600
New York		172		49,307,871.50		7.90			8.311			357		76.32			604
North Carolina		73		10,071,071.81		1.61			9.268			356		83.62			606
North Dakota		1		151,874.68		0.02			10.350			358		100.00			712
Ohio		74		9,397,410.15		1.51			9.714			358		86.90			609
Oklahoma		12		1,761,924.18		0.28			9.065			358		93.29			626
Oregon		48		9,886,770.44		1.58			8.200			358		80.42			602
Pennsylvania		113		18,068,898.91		2.90			9.104			358		83.58			597
Rhode Island		12		2,903,378.94		0.47			8.973			358		82.72			619
South Carolina		31		5,100,641.44		0.82			9.112			358		82.36			603
South Dakota		1		29,567.68		0.00			13.300			355		100.00			613
Tennessee		39		4,308,278.76		0.69			9.477			359		85.01			596
Texas		213		28,426,977.14		4.56			9.268			358		84.50			594
Utah		30		5,400,382.00		0.87			8.337			358		84.74			623
Vermont		12		2,032,881.27		0.33			9.072			357		67.24			608
Virginia		124		21,449,424.96		3.44			8.790			356		78.81			598
Washington		85		20,575,168.25		3.30			8.132			358		82.39			608
Wisconsin		39		5,275,401.82		0.85			9.319			358		85.89			609
Wyoming		3		464,255.59		0.07			8.759			358		81.03			601
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ The greatest ZIP Code geographic concentration of Group I Mortgage Loans was approximately 0.29% in the 10466 ZIP Code.

Documentation Levels of the Group I Mortgage Loans⁽¹⁾

Documentation Level	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Full Documentation		1,904	$	346,604,784.77		55.54	%		8.552	%		358		81.73	%		596
Lite Documentation		108		22,927,769.96		3.67			8.642			358		82.02			620
No Documentation		31		5,993,623.44		0.96			8.013			351		75.64			681
Stated Income Documentation		1,096		248,504,997.54		39.82			8.700			358		78.08			610
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ For a description of each Documentation Level, see “The Originator and Sponsor” in this Exhibit 99.1.

Current Mortgage Rates of the Group I Mortgage Loans⁽¹⁾

Current Mortgage Rate (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
5.000-5.499		1	$	235,240.42		0.04	%		5.000	%		357		65.00	%		670
5.500-5.999		28		8,578,729.86		1.37			5.844			358		73.25			641
6.000-6.499		60		18,158,346.21		2.91			6.247			358		78.58			637
6.500-6.999		165		46,173,051.42		7.40			6.785			358		76.73			638
7.000-7.499		216		57,503,149.32		9.21			7.262			357		78.21			623
7.500-7.999		375		93,881,543.47		15.04			7.770			358		78.78			610
8.000-8.499		356		82,551,416.20		13.23			8.246			357		80.23			603
8.500-8.999		440		91,491,282.10		14.66			8.741			358		80.31			596
9.000-9.499		334		66,067,631.43		10.59			9.255			358		83.14			595
9.500-9.999		424		74,333,110.78		11.91			9.743			358		82.80			589
10.000-10.499		209		31,477,904.49		5.04			10.219			358		80.42			576
10.500-10.999		163		22,759,971.01		3.65			10.709			358		78.97			573
11.000-11.499		96		12,395,438.10		1.99			11.219			358		81.76			576
11.500-11.999		86		7,644,449.10		1.23			11.758			357		84.19			588
12.000-12.499		68		6,207,218.86		0.99			12.173			358		80.65			570
12.500-12.999		38		1,507,678.84		0.24			12.692			357		99.07			643
13.000-13.499		17		736,173.64		0.12			13.247			356		98.20			610
13.500-13.999		31		1,161,605.33		0.19			13.624			356		99.86			605
14.000-14.499		29		1,058,975.28		0.17			14.137			355		99.83			588
14.500-14.999		3		108,259.85		0.02			14.686			358		100.00			614
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

___________________

⁽¹⁾ The weighted average current Mortgage Rate of the Group I Mortgage Loans as of the Cut-off Date was approximately 8.609% per annum.

Gross Margins of the Adjustable-Rate Group I Mortgage Loans⁽¹⁾

Gross Margin (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
2.500-2.999		30	$	5,915,159.41		1.07	%		7.784	%		358		77.81	%		695
3.000-3.499		2		607,249.00		0.11			6.532			357		75.25			677
3.500-3.999		1		255,819.31		0.05			7.750			359		80.00			658
4.000-4.499		1		203,888.27		0.04			12.220			358		75.00			523
4.500-4.999		8		1,568,752.23		0.28			7.665			358		74.53			606
5.000-5.499		89		16,281,053.99		2.95			9.141			358		82.58			595
5.500-5.999		393		96,994,459.09		17.59			8.011			357		78.96			605
6.000-6.499		1,800		367,184,826.89		66.59			8.569			358		81.40			607
6.500-6.999		164		36,095,429.26		6.55			9.166			358		73.08			558
7.000-7.499		89		18,042,133.81		3.27			9.487			358		73.55			573
7.500-7.999		32		7,054,170.52		1.28			9.128			357		77.00			571
8.000-8.499		5		1,004,197.38		0.18			9.100			356		73.83			551
9.000-9.499		1		166,200.95		0.03			9.990			356		90.00			660
Total		2,615	$	551,373,340.11		100.00	%		8.553	%		358		80.07	%		602

___________________

⁽¹⁾ The weighted average Gross Margin of the Adjustable-Rate Group I Mortgage Loans as of the Cut-off Date was approximately 6.028% per annum.

Month of Next Rate Adjustment for the Adjustable-Rate Group I Mortgage Loans⁽¹⁾

Month of Next Rate Adjustment	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
September 1, 2008		7	$	1,691,140.14		0.31	%		9.038	%		353		96.83	%		638
October 1, 2008		4		661,339.19		0.12			9.821			354		94.24			602
November 1, 2008		13		3,085,825.89		0.56			7.844			355		83.14			596
December 1, 2008		171		42,777,394.28		7.76			8.353			356		78.35			581
January 1, 2009		535		125,146,492.81		22.70			8.367			357		79.08			590
February 1, 2009		891		175,991,386.86		31.92			8.628			358		79.45			602
March 1, 2009		338		64,376,973.86		11.68			8.936			359		84.06			603
April 1, 2009		357		70,370,082.40		12.76			8.951			360		80.49			611
September 1, 2009		1		104,900.04		0.02			10.750			353		94.59			589
November 1, 2009		3		531,593.17		0.10			8.739			355		85.57			587
December 1, 2009		3		748,119.68		0.14			8.049			356		75.05			577
January 1, 2010		31		7,022,644.16		1.27			8.009			357		75.42			600
February 1, 2010		41		8,085,091.35		1.47			8.470			358		83.93			626
March 1, 2010		14		2,716,144.49		0.49			8.630			359		83.10			640
April 1, 2010		17		3,724,458.00		0.68			8.644			360		78.52			620
September 1, 2011		1		169,256.10		0.03			8.450			353		100.00			693
October 1, 2011		2		274,114.19		0.05			8.306			354		87.79			658
November 1, 2011		1		229,500.00		0.04			7.150			355		90.00			581
December 1, 2011		13		3,322,857.07		0.60			8.260			356		73.96			608
January 1, 2012		43		10,529,495.38		1.91			7.628			357		78.08			615
February 1, 2012		76		16,963,555.31		3.08			7.926			358		79.52			646
March 1, 2012		30		7,152,840.74		1.30			8.121			359		83.04			651
April 1, 2012		22		5,660,935.00		1.03			7.720			360		78.75			648
April 1, 2022		1		37,200.00		0.01			13.650			360		100.00			609
Total		2,615	$	551,373,340.11		100.00	%		8.553	%		358		80.07	%		602

___________________

⁽¹⁾ The weighted average time until the next Adjustment Date for the Adjustable-Rate Group I Mortgage Loans as of the Cut-off Date was approximately 25 months.

Maximum Mortgage Rates of the Adjustable-Rate Group I Mortgage Loans⁽¹⁾

Maximum Mortgage Rate (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
8.500-8.999		1	$	202,694.50		0.04	%		5.700	%		360		68.71	%		623
9.500-9.999		1		173,700.00		0.03			6.500			360		90.00			816
10.000-10.499		3		793,999.91		0.14			7.302			357		73.47			580
10.500-10.999		2		227,581.31		0.04			7.662			357		67.06			582
11.000-11.499		4		748,732.75		0.14			7.309			356		73.06			627
11.500-11.999		33		9,254,334.38		1.68			6.129			358		73.80			638
12.000-12.499		51		15,401,784.02		2.79			6.266			358		78.60			631
12.500-12.999		137		37,679,377.06		6.83			6.812			358		76.32			635
13.000-13.499		198		51,917,951.22		9.42			7.301			357		78.55			621
13.500-13.999		337		84,852,007.57		15.39			7.775			358		78.86			610
14.000-14.499		334		77,702,253.73		14.09			8.260			358		80.57			604
14.500-14.999		376		79,693,078.29		14.45			8.741			358		80.62			597
15.000-15.499		305		59,836,047.35		10.85			9.243			358		83.24			597
15.500-15.999		364		67,625,687.47		12.26			9.728			358		82.45			589
16.000-16.499		163		25,847,940.17		4.69			10.205			358		80.29			574
16.500-16.999		129		19,211,720.79		3.48			10.714			358		77.18			564
17.000-17.499		78		10,283,459.60		1.87			11.163			358		81.79			572
17.500-17.999		61		5,851,167.24		1.06			11.759			359		83.97			583
18.000-18.499		37		4,032,622.75		0.73			12.163			358		78.01			553
19.500-19.999		1		37,200.00		0.01			13.650			360		100.00			609
Total		2,615	$	551,373,340.11		100.00	%		8.553	%		358		80.07	%		602

___________________

⁽¹⁾ The weighted average Maximum Mortgage Rate of the Adjustable-Rate Group I Mortgage Loans as of the Cut-off Date was approximately 14.533% per annum.

Minimum Mortgage Rates of the Adjustable-Rate Group I Mortgage Loans⁽¹⁾

Minimum Mortgage Rate (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
2.500-2.999		29	$	5,783,379.96		1.05	%		7.799	%		358		77.76	%		695
3.000-3.499		1		190,999.00		0.03			6.875			358		75.79			726
3.500-3.999		1		255,819.31		0.05			7.750			359		80.00			658
4.000-4.499		1		203,888.27		0.04			12.220			358		75.00			523
4.500-4.999		7		1,356,963.90		0.25			7.503			358		71.34			608
5.000-5.499		85		15,517,860.70		2.81			9.182			358		82.28			592
5.500-5.999		331		81,639,289.97		14.81			7.969			357		77.99			606
6.000-6.499		1,742		356,102,711.96		64.58			8.561			358		81.41			607
6.500-6.999		147		32,504,135.38		5.90			9.085			358		72.96			561
7.000-7.499		81		17,155,197.70		3.11			9.253			358		74.30			580
7.500-7.999		43		10,697,416.57		1.94			7.857			357		79.67			600
8.000-8.499		31		7,627,080.87		1.38			8.232			357		78.27			594
8.500-8.999		33		6,635,246.27		1.20			8.716			356		78.83			580
9.000-9.499		26		5,270,671.66		0.96			9.264			356		87.00			610
9.500-9.999		28		5,934,343.52		1.08			9.744			357		79.77			564
10.000-10.499		11		2,023,426.32		0.37			10.243			357		82.48			551
10.500-10.999		13		1,740,408.09		0.32			10.783			357		79.49			543
11.000-11.499		2		317,595.55		0.06			11.062			356		90.89			628
11.500-11.999		2		312,612.65		0.06			11.792			358		68.79			562
12.000-12.499		1		104,292.46		0.02			12.300			353		95.00			559
Total		2,615	$	551,373,340.11		100.00	%		8.553	%		358		80.07	%		602

___________________

⁽¹⁾ The weighted average Minimum Mortgage Rate of the Adjustable-Rate Group I Mortgage Loans as of the Cut-off Date was approximately 6.215% per annum.

Initial Periodic Rate Caps of the Adjustable-Rate Group I Mortgage Loans⁽¹⁾

Initial Periodic Rate Cap (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
1.000		136	$	23,702,297.59		4.30	%		9.060	%		360		79.81	%		620
3.000		2,479		527,671,042.52		95.70			8.530			358		80.08			602
Total		2,615	$	551,373,340.11		100.00	%		8.553	%		358		80.07	%		602

___________________

⁽¹⁾ Relates solely to rate adjustments.

Subsequent Periodic Rate Caps of the Adjustable-Rate Group I Mortgage Loans⁽¹⁾

Subsequent Periodic Rate Cap (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
1.000		2,478	$	527,420,076.75		95.66	%		8.530	%		358		80.08	%		602
1.500		137		23,953,263.36		4.34			9.058			360		79.76			620
Total		2,615	$	551,373,340.11		100.00	%		8.553	%		358		80.07	%		602

___________________

⁽¹⁾ Relates to all rate adjustments subsequent to rate adjustments.

Credit Grade of the Group I Mortgage Loans

Credit Grade	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
A		250	$	54,433,686.50		8.72	%		8.761	%		358		74.96	%		567
AA		452		98,597,155.08		15.80			8.697			358		79.66			576
AA+		1,995		385,440,820.62		61.77			8.381			358		82.84			622
AAA		60		9,103,411.37		1.46			7.998			358		78.19			693
B		228		46,997,389.18		7.53			9.396			358		73.79			555
C		112		22,318,164.90		3.58			9.741			358		70.56			565
CC		42		7,140,548.06		1.14			10.626			358		62.55			559
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

Product Type of the Group I Mortgage Loans

Product	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
15/15 6 Month LIBOR		1	$	37,200.00		0.01	%		13.650	%		360		100.00	%		609
2/13 6 Month LIBOR		1		201,764.62		0.03			7.450			178		46.03			596
2/28 6 Month LIBOR		1,496		281,063,304.80		45.04			9.061			358		79.15			592
2/28 6 Month LIBOR 40/30 Balloon		539		127,790,367.52		20.48			8.214			358		79.88			595
2/28 6 Month LIBOR 50/30 Balloon		78		18,562,407.89		2.97			8.035			359		88.07			627
2/28 6 Month LIBOR IO		202		56,482,790.60		9.05			7.558			358		83.01			630
3/27 6 Month LIBOR		59		11,316,157.16		1.81			8.769			358		77.88			604
3/27 6 Month LIBOR 40/30 Balloon		36		7,444,863.40		1.19			8.383			358		83.55			615
3/27 6 Month LIBOR 50/30 Balloon		1		211,788.33		0.03			8.700			357		95.00			598
3/27 6 Month LIBOR IO		14		3,960,142.00		0.63			7.240			358		79.42			652
5/25 6 Month LIBOR		80		17,204,372.61		2.76			8.396			358		79.04			627
5/25 6 Month LIBOR 40/30 Balloon		49		11,631,802.00		1.86			7.685			358		76.49			623
5/25 6 Month LIBOR 50/30 Balloon		9		2,029,135.83		0.33			7.322			360		76.48			648
5/25 6 Month LIBOR IO		50		13,437,243.35		2.15			7.492			358		82.86			660
Fixed Rate 15 Year		3		438,404.67		0.07			9.108			179		55.96			643
Fixed Rate 20 Year		1		85,324.26		0.01			8.450			238		80.00			581
Fixed Rate 30 Year		451		53,723,960.56		8.61			9.385			358		81.50			605
Fixed Rate 30 Year IO		19		6,124,143.92		0.98			7.349			359		81.94			634
Fixed Rate 30 Year Rate Reduction		5		850,209.95		0.14			10.458			359		65.37			535
Fixed Rate 40/30 Balloon		35		9,312,132.49		1.49			8.280			358		83.10			611
Fixed Rate 50/30 Balloon		10		2,123,659.75		0.34			7.726			359		83.98			646
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

Historical Delinquency of the Group I Mortgage Loans Since Origination

Historical Delinquency	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
30 - 59 Days (times)
0		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

60 - 89 Days (times)
0		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

90 - 119 Days (times)
0		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

120+ Days (times)
0		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603
Total		3,139	$	624,031,175.71		100.00	%		8.609	%		358		80.23	%		603

Group II Mortgage Loans Statistics

The following statistical information, unless otherwise specified, is based upon percentages of the Principal Balances of the Group II Mortgage Loans as of the Cut-off Date.

Approximately 52.26% the Group II Mortgage Loans had loan-to-value ratios at origination in excess of 80.00%. Approximately 27.15% of the Group II Mortgage Loans had a loan-to-value ratio at origination in excess of 90.00% and the weighted average loan-to-value ratio of the Group II Mortgage Loans at origination was approximately 83.99%. There can be no assurance that the loan-to-value ratio of any Mortgage Loan determined at any time after origination is less than or equal to its original loan-to-value ratio. Additionally, the Originator’s determination of the value of a Mortgaged Property used in the calculation of the loan-to-value ratios of the Mortgage Loans may differ from the appraised value of such Mortgaged Property or the actual value of such Mortgaged Property.

Substantially all of the Group II Mortgage Loans have a Due Date of the first day of the month (the “Due Date”).

The weighted average remaining term to maturity of the Group II Mortgage Loans is approximately 358 months as of the Cut-off Date. None of the Group II Mortgage Loans had a first Due Date prior to January 1, 2006 or after May 1, 2007 or will have a remaining term to maturity of less than 176 months or greater than 360 months as of the Cut-off Date. The latest maturity date of any Group II Mortgage Loan is April 1, 2037.

The average Principal Balance of the Group II Mortgage Loans at origination was approximately $282,793. The average Principal Balance of the Group II Mortgage Loans as of the Cut-off Date was approximately $282,615. No Group II Mortgage Loan had a Principal Balance as of the Cut-off Date of greater than approximately $1,600,000 or less than approximately $16,012.

The Group II Mortgage Loans had Mortgage Rates as of the Cut-off Date of not less than 5.600% per annum and not more than 14.750% per annum and the weighted average Mortgage Rate was approximately 8.286% per annum. As of the Cut-off Date, the Adjustable-Rate Group II Mortgage Loans had Gross Margins ranging from 2.750% to 8.490%, Minimum Mortgage Rates ranging from 2.750% per annum to 10.650% per annum and Maximum Mortgage Rates ranging from 9.890% per annum to 18.900% per annum. As of the Cut-off Date, the Adjustable-Rate Group II Mortgage Loans had a weighted average Gross Margin of approximately 5.891% per annum, a weighted average Minimum Mortgage Rate of approximately 6.036% per annum and a weighted average Maximum Mortgage Rate of approximately 14.146% per annum. The latest next Adjustment Date following the Cut-off Date on any Adjustable-Rate Group II Mortgage Loan occurs in March 2022, and the weighted average time until the next Adjustment Date for the Adjustable-Rate Group II Mortgage Loans following the Cut-off Date is approximately 27 months.

The Group II Mortgage Loans are expected to have the following characteristics as of the Cut-off Date (the sum in any column may not equal the total indicated due to rounding):

Cut-off Date Principal Balances of the Group II Mortgage Loans⁽¹⁾

Principal Balance ($)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
0.01-50,000.00		234	$	8,403,914.30		1.46	%		12.117	%		356		98.80	%		639
50,000.01-100,000.00		277		20,414,642.31		3.54			11.025			356		89.26			632
100,000.01-150,000.00		294		36,602,192.83		6.35			9.373			357		84.30			609
150,000.01-200,000.00		218		38,190,672.47		6.63			8.698			358		82.51			616
200,000.01-250,000.00		148		32,993,304.02		5.73			8.334			358		85.27			623
250,000.01-300,000.00		103		28,223,003.60		4.90			8.148			358		84.08			623
300,000.01-350,000.00		89		29,003,138.39		5.04			8.020			358		87.37			636
350,000.01-400,000.00		57		21,265,229.76		3.69			7.932			358		88.36			641
400,000.01-450,000.00		124		53,271,390.05		9.25			8.000			358		82.35			621
450,000.01-500,000.00		132		62,691,541.21		10.88			7.738			358		84.66			630
500,000.01-550,000.00		92		48,249,612.26		8.38			7.782			358		86.59			635
550,000.01-600,000.00		73		41,586,038.28		7.22			8.234			358		86.31			624
600,000.01-650,000.00		51		31,873,027.08		5.53			7.995			358		84.45			626
650,000.01-700,000.00		38		25,723,359.60		4.47			8.140			358		85.33			629
700,000.01-750,000.00		29		21,040,049.59		3.65			7.962			358		80.18			617
750,000.01-800,000.00		20		15,604,491.81		2.71			8.237			358		84.55			621
800,000.01-850,000.00		15		12,381,664.43		2.15			7.988			358		80.64			622
850,000.01-900,000.00		6		5,293,398.39		0.92			7.986			357		73.29			628
900,000.01-950,000.00		1		914,200.00		0.16			8.550			360		70.00			581
950,000.01-1,000,000.00		12		11,722,790.95		2.04			8.031			358		76.77			647
1,000,000.01+		25		30,521,166.62		5.30			7.584			358		71.47			635
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ The average Cut-off Date Principal Balance of the Group II Mortgage Loans was approximately $282,615.

Credit Scores for the Group II Mortgage Loans⁽¹⁾

Credit Score	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Less than or equal to 500		5	$	969,100.33		0.17	%		9.013	%		358		72.89	%		500
501-520		61		16,998,272.45		2.95			9.242			358		72.69			513
521-540		61		20,383,883.83		3.54			9.201			358		76.47			530
541-560		88		27,101,185.68		4.71			8.812			358		75.76			549
561-580		145		42,290,846.26		7.34			8.521			358		81.10			571
581-600		296		65,085,287.89		11.30			8.610			357		84.46			591
601-620		329		89,810,214.21		15.59			8.431			358		82.40			610
621-640		318		94,306,005.86		16.37			8.124			358		86.23			630
641-660		260		80,035,685.74		13.90			8.009			358		86.81			650
661-680		156		48,228,431.34		8.37			7.840			358		86.61			670
681-700		118		37,591,642.76		6.53			7.839			358		84.29			689
701-760		161		44,081,438.63		7.65			7.899			358		89.00			724
761+		36		8,478,131.73		1.47			8.072			358		86.92			780
None		4		608,701.24		0.11			9.215			359		69.46			None
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ The non-zero weighted average credit score of the Group II Mortgage Loans that had credit scores was approximately 626.

Original Terms to Maturity of the Group II Mortgage Loans⁽¹⁾

Original Term (months)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
180		5	$	429,261.24		0.07	%		9.744	%		178		73.22	%		599
240		4		405,457.95		0.07			9.019			239		73.85			639
360		2,029		575,134,108.76		99.86			8.284			358		84.00			626
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ The weighted average original term to maturity of the Group II Mortgage Loans was approximately 360 months.

Remaining Terms to Maturity of the Group II Mortgage Loans⁽¹⁾

Remaining Term (months)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
121-180		5	$	429,261.24		0.07	%		9.744	%		178		73.22	%		599
181-240		4		405,457.95		0.07			9.019			239		73.85			639
301-360		2,029		575,134,108.76		99.86			8.284			358		84.00			626
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ The weighted average remaining term to maturity of the Group II Mortgage Loans was approximately 358 months.

Property Types of the Group II Mortgage Loans

Property Type	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
2-4 Units Attached		36	$	14,873,103.85		2.58	%		8.269	%		358		83.92	%		652
2-4 Units Detached		83		24,719,463.46		4.29			8.423			358		86.24			647
Condo Conversion Attached		8		1,552,096.47		0.27			8.243			358		90.25			662
Condo High-Rise Attached		15		6,952,652.77		1.21			8.674			358		78.38			644
Condo Low-Rise Attached		84		20,753,912.00		3.60			8.687			358		86.17			639
Condo Low-Rise Detached		2		418,364.50		0.07			6.866			358		95.89			679
Condotel Attached		3		1,342,913.04		0.23			6.458			358		88.72			742
PUD Attached⁽¹⁾		27		5,848,539.18		1.02			8.348			358		84.08			630
PUD Detached⁽¹⁾		317		79,920,392.86		13.88			8.589			358		86.79			617
Single Family Attached		42		8,748,343.02		1.52			8.174			355		84.25			632
Single Family Detached		1,421		410,839,046.80		71.33			8.201			358		83.24			624
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ PUD refers to a home or “unit” in a Planned Unit Development.

Occupancy Status of the Group II Mortgage Loans⁽¹⁾

Occupancy Status	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Non-owner		129	$	27,880,133.99		4.84	%		8.775	%		358		80.58	%		645
Primary		1,879		535,217,676.04		92.92			8.253			358		84.32			625
Second Home		30		12,871,017.92		2.23			8.596			357		77.37			639
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ Occupancy as represented by the mortgagor at the time of origination.

Purpose of the Group II Mortgage Loans

Purpose	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Cash Out Refinance		670	$	285,717,054.83		49.61	%		7.889	%		358		79.87	%		616
Purchase		1,277		256,662,084.87		44.56			8.770			358		88.55			640
Rate/Term Refinance		91		33,589,688.25		5.83			7.960			357		84.12			615
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

Original Loan-to-Value Ratios of the Group II Mortgage Loans⁽¹⁾⁽²⁾

Original Loan-to-Value Ratio (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
0.01- 49.99		22	$	6,052,097.75		1.05	%		7.461	%		358		40.67	%		600
50.00- 54.99		14		4,720,931.79		0.82			7.495			358		53.04			610
55.00- 59.99		24		8,437,766.56		1.46			7.729			356		58.09			598
60.00- 64.99		38		16,891,823.53		2.93			7.808			357		62.33			605
65.00- 69.99		72		29,206,999.80		5.07			7.882			357		67.16			591
70.00- 74.99		80		32,018,302.87		5.56			7.757			358		71.56			603
75.00- 79.99		114		43,735,041.78		7.59			7.953			358		76.86			604
80.00		479		133,881,729.58		23.24			8.146			358		80.00			632
80.01- 84.99		35		14,761,362.47		2.56			7.212			357		83.75			627
85.00- 89.99		122		48,252,805.23		8.38			7.975			357		86.37			624
90.00- 94.99		272		94,559,343.63		16.42			8.256			358		90.44			628
95.00- 99.99		219		60,203,669.00		10.45			8.768			358		95.17			625
100.00		547		83,246,953.96		14.45			9.345			358		100.00			661
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ The weighted average original loan-to-value ratio of the Group II Mortgage Loans as of the Cut-off Date was approximately 83.99%.

⁽²⁾ For a description of the determination of loan-to-value ratio by the Originator see “The Originator and Sponsor” in this Exhibit 99.1.

Geographic Distribution of the Mortgaged Properties related to the Group II Mortgage Loans⁽¹⁾

Location	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Alabama		10	$	1,259,255.20		0.22	%		8.681	%		359		81.32	%		595
Alaska		1		824,123.33		0.14			5.800			358		63.46			631
Arizona		75		16,642,244.94		2.89			8.475			358		85.29			627
Arkansas		1		143,633.12		0.02			6.849			357		80.00			698
California		396		184,406,704.53		32.02			7.714			358		86.25			638
Colorado		32		8,798,298.32		1.53			8.383			358		86.60			622
Connecticut		18		4,146,964.97		0.72			8.658			358		84.43			625
District of Columbia		3		1,257,198.93		0.22			8.422			358		79.54			586
Florida		305		65,513,449.91		11.37			8.690			357		80.73			626
Georgia		59		11,572,832.17		2.01			8.841			358		83.89			627
Hawaii		17		8,753,746.89		1.52			7.254			358		81.31			659
Idaho		12		3,069,490.33		0.53			8.559			358		80.20			594
Illinois		31		8,976,349.19		1.56			9.203			358		82.94			593
Indiana		13		1,619,166.99		0.28			9.819			359		94.82			656
Iowa		4		411,604.68		0.07			10.566			359		89.26			579
Kansas		5		696,092.67		0.12			10.125			358		94.89			616
Kentucky		11		2,118,535.99		0.37			8.142			359		86.15			612
Louisiana		15		2,874,652.04		0.50			8.802			358		90.55			604
Maine		15		2,282,786.12		0.40			8.610			359		79.94			617
Maryland		40		10,647,856.59		1.85			8.359			358		79.75			610
Massachusetts		52		22,217,819.09		3.86			8.294			358		80.24			623
Michigan		48		5,950,475.76		1.03			9.802			359		88.11			609
Minnesota		15		2,993,670.70		0.52			7.985			359		75.29			665
Mississippi		6		601,266.75		0.10			9.255			359		90.55			609
Missouri		20		2,043,436.56		0.35			9.982			351		86.20			615
Nebraska		1		171,000.00		0.03			8.875			360		90.00			643
Nevada		29		6,579,034.54		1.14			8.510			358		83.76			650
New Hampshire		11		2,582,049.07		0.45			7.688			358		76.40			658
New Jersey		69		25,799,961.08		4.48			8.651			358		82.18			614
New York		140		62,626,575.67		10.87			8.065			358		82.98			635
North Carolina		33		7,970,871.43		1.38			8.656			358		83.22			619
North Dakota		1		83,955.99		0.01			9.200			359		80.00			606
Ohio		36		3,961,213.75		0.69			9.658			358		87.32			617
Oklahoma		17		1,818,186.98		0.32			9.730			358		90.87			604
Oregon		23		7,484,177.55		1.30			8.072			358		79.03			608
Pennsylvania		52		8,150,713.65		1.42			8.699			357		84.35			608
Rhode Island		3		1,247,759.37		0.22			9.115			358		72.97			568
South Carolina		13		3,940,082.06		0.68			7.981			358		80.82			664
South Dakota		2		229,938.29		0.04			9.768			359		91.44			608
Tennessee		16		2,101,862.00		0.36			8.646			358		85.96			626
Texas		259		36,334,789.11		6.31			9.217			357		87.45			603
Utah		17		3,111,633.42		0.54			8.520			359		85.94			624
Vermont		5		1,125,413.57		0.20			8.413			358		86.09			592
Virginia		43		10,817,172.47		1.88			8.776			357		81.54			607
Washington		50		17,364,137.44		3.01			8.086			359		81.57			604
Wisconsin		9		1,241,164.85		0.22			9.251			358		88.15			603
Wyoming		5		1,405,479.89		0.24			9.470			359		81.08			620
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ The greatest ZIP Code geographic concentration of Group II Mortgage Loans was approximately 0.48% in the 92562 ZIP Code.

Documentation Levels of the Group II Mortgage Loans⁽¹⁾

Documentation Level	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
Full Documentation		1,159	$	277,701,224.18		48.21	%		8.238	%		358		84.93	%		615
Lite Documentation		109		28,192,586.46		4.89			8.549			358		85.29			622
No Documentation		120		20,358,887.54		3.53			8.855			358		84.20			709
Stated Income Documentation		650		249,716,129.77		43.36			8.263			358		82.77			633
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ For a description of each Documentation Level, see “The Originator and Sponsor” in this Exhibit 99.1.

Current Mortgage Rates of the Group II Mortgage Loans⁽¹⁾

Current Mortgage Rate (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
5.500-5.999		28	$	15,449,760.90		2.68	%		5.883	%		359		76.07	%		658
6.000-6.499		61		27,959,346.22		4.85			6.308			358		82.11			659
6.500-6.999		162		69,470,872.85		12.06			6.759			358		81.24			648
7.000-7.499		139		54,364,568.39		9.44			7.238			358		81.14			647
7.500-7.999		248		95,988,895.40		16.67			7.758			358		81.80			629
8.000-8.499		223		80,534,789.96		13.98			8.234			358		83.98			622
8.500-8.999		267		91,036,157.87		15.81			8.751			358		84.93			613
9.000-9.499		163		46,272,900.89		8.03			9.240			358		86.07			611
9.500-9.999		217		41,273,590.28		7.17			9.745			358		88.41			604
10.000-10.499		80		16,857,296.58		2.93			10.198			359		87.43			588
10.500-10.999		66		10,763,481.30		1.87			10.734			359		84.26			583
11.000-11.499		41		4,222,910.39		0.73			11.242			359		91.96			622
11.500-11.999		74		6,785,067.70		1.18			11.713			359		90.28			613
12.000-12.499		36		2,010,431.80		0.35			12.144			351		97.31			652
12.500-12.999		134		8,122,000.68		1.41			12.641			358		99.31			663
13.000-13.499		21		1,166,728.78		0.20			13.213			356		100.00			613
13.500-13.999		43		2,139,585.88		0.37			13.568			357		99.87			611
14.000-14.499		33		1,466,172.94		0.25			14.138			352		99.89			595
14.500-14.999		2		84,269.14		0.01			14.598			357		100.00			613
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

___________________

⁽¹⁾ The weighted average current Mortgage Rate of the Group II Mortgage Loans as of the Cut-off Date was approximately 8.286% per annum.

Gross Margins of the Adjustable-Rate Group II Mortgage Loans⁽¹⁾

Gross Margin (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
2.500-2.999		64	$	17,682,604.45		3.49	%		7.771	%		358		77.85	%		709
3.000-3.499		2		444,524.01		0.09			7.022			358		80.00			741
3.500-3.999		2		367,586.32		0.07			7.583			358		80.00			699
4.000-4.499		3		974,050.00		0.19			7.091			359		78.35			672
4.500-4.999		2		824,920.15		0.16			7.702			357		87.69			637
5.000-5.499		31		8,697,156.69		1.72			8.566			358		85.31			624
5.500-5.999		180		81,351,223.85		16.06			7.534			357		79.11			620
6.000-6.499		1,099		367,868,663.43		72.61			8.218			358		85.25			625
6.500-6.999		50		18,699,074.10		3.69			9.059			358		77.55			570
7.000-7.499		24		7,297,304.70		1.44			9.317			357		79.16			589
7.500-7.999		4		1,670,717.18		0.33			8.819			356		80.93			553
8.000-8.499		1		746,885.14		0.15			9.490			357		85.00			611
Total		1,462	$	506,624,710.02		100.00	%		8.145	%		358		83.61	%		625

___________________

⁽¹⁾ The weighted average Gross Margin of the Adjustable-Rate Group II Mortgage Loans as of the Cut-off Date was approximately 5.891% per annum.

Month of Next Rate Adjustment for the Adjustable-Rate Group II Mortgage Loans⁽¹⁾

Month of Next Rate Adjustment	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
December 1, 2007		1	$	158,027.58		0.03	%		7.550	%		344		88.89	%		711
September 1, 2008		4		1,958,803.48		0.39			8.312			353		98.65			661
October 1, 2008		2		889,643.73		0.18			8.065			354		96.56			637
November 1, 2008		13		5,808,669.64		1.15			7.662			355		80.57			573
December 1, 2008		54		24,976,548.80		4.93			7.994			356		79.53			592
January 1, 2009		216		84,468,369.72		16.67			8.008			357		80.42			604
February 1, 2009		491		166,193,034.28		32.80			8.269			358		83.93			627
March 1, 2009		231		66,334,108.78		13.09			8.434			359		89.80			625
April 1, 2009		238		76,789,514.63		15.16			8.433			360		84.61			624
January 1, 2010		9		2,941,768.94		0.58			7.977			357		82.94			630
February 1, 2010		23		6,923,763.89		1.37			8.168			358		83.75			644
March 1, 2010		10		2,928,066.97		0.58			7.535			359		88.62			669
April 1, 2010		8		1,766,480.00		0.35			7.603			360		77.95			634
October 1, 2011		1		102,469.42		0.02			9.100			354		93.27			647
November 1, 2011		3		2,604,103.09		0.51			7.718			355		87.79			645
December 1, 2011		9		4,542,230.24		0.90			7.607			356		72.82			600
January 1, 2012		22		8,319,340.38		1.64			7.313			357		80.49			654
February 1, 2012		67		26,138,370.35		5.16			7.530			358		79.82			672
March 1, 2012		36		12,341,901.25		2.44			7.937			359		84.40			669
April 1, 2012		23		10,391,806.00		2.05			6.970			360		79.13			656
March 1, 2022		1		47,688.85		0.01			12.900			359		100.00			632
Total		1,462	$	506,624,710.02		100.00	%		8.145	%		358		83.61	%		625

___________________

⁽¹⁾ The weighted average time until the next Adjustment Date for the Adjustable-Rate Group II Mortgage Loans as of the Cut-off Date was approximately 27 months.

Maximum Mortgage Rates of the Adjustable-Rate Group II Mortgage Loans⁽¹⁾

Maximum Mortgage Rate (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
9.500-9.999		1	$	827,103.09		0.16	%		6.890	%		355		85.00	%		690
10.500-10.999		2		857,965.26		0.17			7.729			357		70.98			599
11.500-11.999		29		15,782,701.86		3.12			5.939			359		76.05			655
12.000-12.499		51		23,741,255.12		4.69			6.309			358		81.89			658
12.500-12.999		131		57,568,018.45		11.36			6.762			358		81.27			649
13.000-13.499		117		45,321,876.99		8.95			7.243			358		81.83			651
13.500-13.999		229		91,153,779.99		17.99			7.748			358		82.22			630
14.000-14.499		200		75,385,306.67		14.88			8.218			358		84.26			623
14.500-14.999		240		82,877,156.21		16.36			8.741			358		84.87			611
15.000-15.499		153		43,540,045.20		8.59			9.210			358		86.78			611
15.500-15.999		144		39,410,116.91		7.78			9.677			358		87.68			601
16.000-16.499		62		15,449,368.98		3.05			10.171			358		87.24			587
16.500-16.999		44		8,258,356.46		1.63			10.723			359		81.86			566
17.000-17.499		19		2,404,826.22		0.47			11.204			359		87.02			557
17.500-17.999		36		3,812,206.69		0.75			11.738			359		85.28			561
18.000-18.499		2		117,954.73		0.02			12.123			359		84.57			603
18.500-18.999		2		116,671.19		0.02			12.663			359		100.00			644
Total		1,462	$	506,624,710.02		100.00	%		8.145	%		358		83.61	%		625

___________________

⁽¹⁾ The weighted average Maximum Mortgage Rate of the Adjustable-Rate Group II Mortgage Loans as of the Cut-off Date was approximately 14.146% per annum.

Minimum Mortgage Rates of the Adjustable-Rate Group II Mortgage Loans⁽¹⁾

Minimum Mortgage Rate (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
2.500-2.999		63	$	17,507,604.45		3.46	%		7.753	%		358		77.93	%		708
3.000-3.499		2		444,524.01		0.09			7.022			358		80.00			741
3.500-3.999		2		367,586.32		0.07			7.583			358		80.00			699
4.000-4.499		3		974,050.00		0.19			7.091			359		78.35			672
4.500-4.999		1		190,154.49		0.04			8.375			358		80.00			684
5.000-5.499		26		7,314,102.31		1.44			8.753			358		85.41			623
5.500-5.999		153		68,552,439.45		13.53			7.463			357		77.73			622
6.000-6.499		1,059		356,444,749.08		70.36			8.209			358		85.33			626
6.500-6.999		50		19,404,688.76		3.83			8.768			358		76.05			575
7.000-7.499		24		7,789,361.06		1.54			8.732			357		77.03			606
7.500-7.999		18		7,027,534.60		1.39			7.820			356		86.75			619
8.000-8.499		15		8,428,822.70		1.66			8.315			356		87.92			623
8.500-8.999		19		6,538,957.88		1.29			8.712			357		85.50			582
9.000-9.499		10		2,478,163.21		0.49			9.357			357		83.68			594
9.500-9.999		9		2,084,326.94		0.41			9.650			359		89.24			618
10.000-10.499		6		848,502.72		0.17			10.175			357		83.16			549
10.500-10.999		2		229,142.04		0.05			10.585			356		77.62			579
Total		1,462	$	506,624,710.02		100.00	%		8.145	%		358		83.61	%		625

___________________

⁽¹⁾ The weighted average Minimum Mortgage Rate of the Adjustable-Rate Group II Mortgage Loans as of the Cut-off Date was approximately 6.036% per annum.

Initial Periodic Rate Caps of the Adjustable-Rate Group II Mortgage Loans⁽¹⁾

Initial Periodic Rate Cap (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
1.000		100	$	33,697,342.85		6.65	%		8.138	%		360		81.85	%		630
3.000		1,362		472,927,367.17		93.35			8.145			358		83.73			625
Total		1,462	$	506,624,710.02		100.00	%		8.145	%		358		83.61	%		625

___________________

⁽¹⁾ Relates solely to rate adjustments.

Subsequent Periodic Rate Caps of the Adjustable-Rate Group II Mortgage Loans⁽¹⁾

Subsequent Periodic Rate Cap (%)	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
1.000		1,361	$	472,771,915.36		93.32	%		8.145	%		358		83.73	%		625
1.500		100		33,697,342.85		6.65			8.138			360		81.85			630
2.000		1		155,451.81		0.03			8.500			359		85.00			601
Total		1,462	$	506,624,710.02		100.00	%		8.145	%		358		83.61	%		625

___________________

⁽¹⁾ Relates to all rate adjustments subsequent to rate adjustments.

Credit Grade of the Group II Mortgage Loans

Credit Grade	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
A		83	$	30,339,692.16		5.27	%		8.392	%		358		76.09	%		569
AA		164		60,054,080.62		10.43			8.455			358		81.89			597
AA+		1,520		434,462,315.62		75.43			8.172			358		85.45			633
AAA		178		26,340,134.93		4.57			8.711			358		82.69			708
B		62		19,741,679.66		3.43			9.139			358		76.04			565
C		24		3,837,654.72		0.67			9.555			359		70.07			551
CC		7		1,193,270.24		0.21			11.004			346		61.19			561
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

Product Type of the Group II Mortgage Loans

Product	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
15/15 6 Month LIBOR		1	$	47,688.85		0.01	%		12.900	%		359		100.00	%		632
2/28 6 Month LIBOR		631		170,505,789.96		29.60			8.776			358		81.90			599
2/28 6 Month LIBOR 40/30 Balloon		294		121,763,119.72		21.14			8.155			358		83.84			615
2/28 6 Month LIBOR 50/30 Balloon		88		33,100,348.06		5.75			8.028			359		88.67			647
2/28 6 Month LIBOR IO		237		102,207,462.90		17.75			7.548			358		86.43			648
3/27 6 Month LIBOR		19		4,861,768.54		0.84			8.634			358		83.63			609
3/27 6 Month LIBOR 40/30 Balloon		11		3,993,668.72		0.69			7.951			358		86.64			638
3/27 6 Month LIBOR 50/30 Balloon		4		1,320,854.54		0.23			6.508			360		77.83			646
3/27 6 Month LIBOR IO		16		4,383,788.00		0.76			7.570			358		83.41			690
5/25 6 Month LIBOR		48		15,356,434.12		2.67			8.183			358		81.25			647
5/25 6 Month LIBOR 40/30 Balloon		22		9,004,341.82		1.56			7.354			357		79.09			631
5/25 6 Month LIBOR 50/30 Balloon		7		4,036,119.03		0.70			6.676			360		78.25			658
5/25 6 Month LIBOR IO		84		36,043,325.76		6.26			7.346			358		80.83			673
Fixed Rate 15 Year		4		349,576.07		0.06			9.184			178		76.51			602
Fixed Rate 15 Year Rate Reduction		1		79,685.17		0.01			12.200			178		58.82			585
Fixed Rate 20 Year		4		405,457.95		0.07			9.019			239		73.85			639
Fixed Rate 30 Year		515		47,864,944.21		8.31			10.055			358		88.29			637
Fixed Rate 30 Year IO		14		6,708,528.41		1.16			7.248			358		84.10			664
Fixed Rate 30 Year Rate Reduction		1		88,345.07		0.02			11.650			358		65.00			687
Fixed Rate 40/30 Balloon		30		10,240,824.95		1.78			7.731			358		82.23			624
Fixed Rate 50/30 Balloon		7		3,606,756.10		0.63			7.818			359		88.18			645
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

Historical Delinquency of the Group II Mortgage Loans Since Origination

Historical Delinquency	Number of Mortgage Loans		Aggregate Principal Balance		Percentage of Aggregate Principal Balance of Mortgage Loans			Weighted Average Mortgage Rate			Weighted Average Stated Remaining Term (months)		Weighted Average Original LTV			Non-Zero Weighted Average FICO
30 - 59 Days (times)
0		2,037	$	575,940,938.93		100.00	%		8.286	%		358		83.99	%		626
1		1		27,889.02		0.00			9.990			355		100.00			606
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

60 - 89 Days (times)
0		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

90 - 119 Days (times)
0		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

120+ Days (times)
0		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626
Total		2,038	$	575,968,827.95		100.00	%		8.286	%		358		83.99	%		626

Option One Mortgage Loan Trust 2007-4 – ‘8-K’ for 4/6/07 – EX-99.1

On: Monday, 5/7/07, at 10:15am ET · For: 4/6/07 · Accession #: 882377-7-1342 · File #: 333-130870-09

Previous ‘8-K’: ‘8-K’ on 4/19/07 for 4/6/07 · Next & Latest: ‘8-K’ on 5/16/07 for 4/6/07

Current Report — Form 8-K
Filing Table of Contents

EX-99.1 — Characteristics of the Mortgage Pool

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Dates Referenced Herein and Documents Incorporated by Reference

This ‘8-K’ Filing	Date	Other Filings

	4/1/37
	4/1/22
	3/1/22
	4/1/12
	3/1/12
	2/1/12
	1/1/12
	12/1/11
	11/1/11
	10/1/11
	9/1/11
	4/1/10
	3/1/10
	2/1/10
	1/1/10
	12/1/09
	11/1/09
	9/1/09
	4/1/09
	3/1/09
	2/1/09
	1/1/09
	12/1/08
	11/1/08
	10/1/08
	9/1/08
	12/1/07
Filed on:	5/7/07
	5/1/07
For Period End:	4/6/07	8-K, FWP
	10/1/06
	1/1/06
	7/1/03
		List all Filings

Option One Mortgage Loan Trust 2007-4 – ‘8-K’ for 4/6/07 – EX-99.1

On: Monday, 5/7/07, at 10:15am ET · For: 4/6/07 · Accession #: 882377-7-1342 · File #: 333-130870-09

Previous ‘8-K’: ‘8-K’ on 4/19/07 for 4/6/07 · Next & Latest: ‘8-K’ on 5/16/07 for 4/6/07

Current Report — Form 8-KFiling Table of Contents

EX-99.1 — Characteristics of the Mortgage Pool

This exhibit is an HTML Document rendered as filed. [ Alternative Formats ]

Dates Referenced Herein and Documents Incorporated by Reference

Current Report — Form 8-K
Filing Table of Contents