UPB at Issuance (in$M)Number of LoansAvg UPBWA Loan AgeWA Interest RateWA CLTVWA LTV% w/ Second Lien% w/ CLTV >75% w/ CLTV < 65WA FICO% w/ FICO<700% w/ FICO>800WA DTI% w/ DTI > 43% w/ DTI < 25% InvestorOccupancy% Cashout Refi% CaliforniaAvg # Risk Layers$65,565273,529$239,7022.05.175.775.13.456.67.874220.49.437.533.311.010.831.416.61.9ComingCohort$285,5691,471,897$194,034-6.478.175.222.163.78.372432.85.838.333.812.54.337.98.41.42006Vintage$24,26098,567$246,13174.876.375.73.858.74.774120.99.537.535.912.210.52819.71.4CAS 2018R07 G1$15,18362,061$244,65984.675.975.4455.65.374120.98.637.434.812.110.932.422.41.4CAS 2018C06 G1$28,733116,174$247,329114.375.975.34.356.15.574319.5936.932.5139.831.522.41.3CAS 2018C05 G1$29,614128,444$230,562124.376.175.63.957.35.174719.29.236.326.612.613.229.519.02.2STACR18DNA3$49,345208,299$236,896164.276.575.94.361.24.774916.710.135.82413.710.625.217.82.1STACR18DNA2$31,135127,544$244,112144.276.175.54.7585.174220.29.43627.214.21028.923.01.3CAS 2018C03 G1$34,733146,937$236,382194.476.675.95.161.84.775616.51035.924.213.41223.719.12.1STACR18DNA1$44,934186,525$240,901184.376.575.85.261.14.974618.210.534.921.115.71024.220.41.1CAS 2018C01 G1$20,62888,483$233,133214.47675.35.556.65.574419.19.535.121.515.211.828.321.81.2CAS 2017C07 G1$56,151223,585$251,14023475.774.95.9556.274914.710.235.321.614.39.529.625.02.1STACR17DNA3$16,48869,367$237,705234.175.674.95.853.86.274518.110.234.62016.410.52921.81.1CAS 2017C06 G1$43,751174,672$250,476253.875.374.75.652.66.875114.511.533.616.719.3826.324.21CAS 2017C05 G1$41,246167,115$246,812283.875.7755.855.66.275214.512.233.516.319.57.722.324.31CAS 2017C03 G1$60,715236,139$257,119273.875.975.1656.5675113.510.934.719.415.88.22524.72STACR17DNA2$33,965137,250$247,4713047675.36.157.45.575114.210.734.920.215.58.523.924.42STACR17DNA1$43,757180,187$242,8473147675.26.256.75.774816.310.734.117.517.79.124.525.81CAS 2017C01 G1$33,123143,561$230,728364.276.375.46.858.85.274518.510.134.318.216.91024.922.51.1CAS 2016C06 G1$24,844106,116$234,129314.27675.35.556.85.674815.79.935.42214.410.626.623.02.1STACR16DNA4$42,178183,335$230,063404.276.775.78.360.84.774717.71134.117.717.510.822.422.81.1CAS 2016C04 G1$26,467114,903$230,350324.276.275.55.958.55.374816.310.235.22114.79.526.422.82.1STACR16DNA3$30,120127,400$236,428354.276.675.67.860.64.975213.711.13521.215.4922.923.12STACR16DNA2$11,86149,687$238,72542476.575.4958.75.175015.811.733.816.618.410.121.827.41CAS 2016C03 G1$36,035146,193$246,4914447674.99.455.25.675214.211.333.81618.210.122.431.11CAS 2016C02 G1$18,99980,606$235,710474.276.275.28.5575.274816.810.534.217.516.811.222.529.71.1CAS 2016C01 G1$35,724144,144$247,83538476.175.18.856.95.675411.911.634.518.816.48.123.527.42STACR16DNA1$26,875121,498$221,203504.477768.563.24.274518.910.434.619.116.31120.425.01.1CAS 2015C04 G1