UPB at Issuance(in $M)Number of LoansAvg UPBWA Loan AgeWA Interest RateWA CLTVWA LTV% w/ Second Lien% w/ CLTV >90% w/ CLTV >95WA MI Coverage% w/ Low MIWA FICO% w/ FICO<700% w/ FICO>800WA DTI% w/ DTI > 43% w/ DTI < 25% InvestorOccupancy% Cashout Refi% CaliforniaAvg # Risk Layers$55,771227,952$244,6601.05.093.092.74.764.620.625.424.974117.66.238.632.56.00.53.510.52.5ComingCohort$49,935303,008$164,835-6.590.690.50.937.62.623.324.870746.13.340.641.08.43.721.51.72.22006Vintage$28,079115,586$242,92564.892.992.80.363.820.626.120.374316.36.638.334.77.60.409.81.9CAS 2019R01 G2$10,52843,325$242,997104.392.592.50.461.218.425.519.874316.76.238.234.580.4012.31.9CAS 2018C06 G2$24,723103,753$238,284134.292.592.50.460.719.325.419.874217.46.437.6318.50.4013.11.9CAS 2018C04 G2$36,193153,661$235,539134.292.592.50.163.810.625.219.974715.46.436.824.18.50.50.410.62.7STACR18HQA2$40,102167,181$239,872184.392.492.40.262.19.825.218.474814.26.636.320.28.90.40.410.72.7STACR18HQA1$26,501112,133$236,333164.392.692.50.361.216.425.915.874317.16.635.819.410.20.3010.91.7CAS 2018C02 G2$13,33356,296$236,843194.492.692.50.462.113.926.113.274416.36.735.617.710.30.4011.31.6CAS 2017C07 G2$21,64188,375$244,877234.191.891.70.356.35.624.414.174713.26.736.119.59.50.30.513.32.6STACR17HQA3$15,50966,489$233,259224.392.292.20.559.61225.71274316.76.535.618.410.50.3011.21.6CAS 2017C06 G2$31,604129,587$243,885273.891.691.60.2553.624.212.374713.96.935.617.510.40.30.412.22.6STACR17HQA2$30,154125,573$240,129253.791.991.80.556.510.725.41074614.87.234.71512.60.2011.91.6CAS 2017C04 G2$39,988170,672$234,300293.992.192.10.358.98.9267.774615.47.234.614.412.90.2011.21.6CAS 2017C02 G2$29,659123,472$240,20730491.891.80.256.62.324.310.974813.9735.416.8110.20.410.82.6STACR17HQA1$22,51596,747$232,722334.192.1920.457.8626.2574416.76.534.914.911.80.2011.81.6CAS 2016C07 G2$13,84760,173$230,114324.291.891.80.2561.424.310.174614.76.635.718.210.20.20.410.92.6STACR16HQA4$15,70968,900$228,003344.291.891.80.256.3024.67.974814735.316.310.70.20.39.32.6STACR16HQA3$38,668169,519$228,102394.292.292.20.458.15.326.43.774516.36.834.71412.10.2010.51.6CAS 2016C05 G2$18,45580,001$230,689364.292920.257.2024.78.474913.47.235.115.811.60.20.28.82.6STACR16HQA2$25,391110,204$230,404434.191.891.80.556.34.526.13.3746156.734.312.9130.10.312.01.6CAS 2016C03 G2$17,93176,568$234,19038491.691.50.353.7023.611.575012.27.334.614.312.70.10.211.32.6STACR16HQA1$10,82847,896$226,067474.391.791.60.655.21.625.62.874416.86.234.914.711.70.23.112.81.6CAS 2016C01 G2$18,16983,164$218,470504.492920.357.9026.21.374317.26.23515.311.10.23.611.11.6CAS 2015C04 G2$17,10374,432$229,786394.291.691.50.354023.810.774913.26.83514.811.50.20.211.42.6STACR15HQA2$19,37789,103$217,466414.492.392.30.260.8024.99.574814.36.734.913.5110.10.19.22.5STACR15HQA1