MM0001|01|3140MMMM1|03/01/2016|FNAR 02.780 LB-MM0001|28800352.00||2.780|04/25/2016|MEGA POOL|MULTIPLE|91|318750.96|02/2046|09/01/2022|80|P9D|N|W|W|3.425|7.707|0.000|4|360|356|69|753|0.00|0.00|LB|10/01/2022|58.22|71|1.605|355173.75|12|2.000|Settled MM0001|02|MAX|625500|4.000|90|814|360|6|359 MM0001|02|Q75|413200|3.625|80|783|360|5|356 MM0001|02|Q50|350000|3.375|74|755|360|4|356 MM0001|02|Q25|291139|3.250|61|725|360|4|355 MM0001|02|MIN|120000|2.750|17|624|360|1|343 MM0001|03|PURCHASE|55|60.44|60.51|17428499.67 MM0001|03|REFINANCE|36|39.56|39.49|11371855.36 MM0001|04|1|89|97.80|97.62|28113979.91 MM0001|04|2-4|2|2.20|2.38|686375.12 MM0001|05|Investment|3|3.30|3.51|1010791.74 MM0001|05|Owner Occupied|81|89.01|89.16|25679580.50 MM0001|05|Second Home|7|7.69|7.33|2109982.79 MM0001|06|CONDO|13|14.29|12.31|3546474.79 MM0001|06|PUD|48|52.75|52.53|15129387.10 MM0001|06|SF|30|32.97|35.15|10124493.14 MM0001|08|2015|89|97.80|97.61|28110851.63 MM0001|08|2016|2|2.20|2.39|689503.40 MM0001|09|Alabama|1|1.10|1.44|413699.50 MM0001|09|Arizona|3|3.30|1.83|527062.76 MM0001|09|California|24|26.37|29.98|8635016.42 MM0001|09|Colorado|7|7.69|8.07|2323680.93 MM0001|09|Connecticut|1|1.10|0.60|172304.61 MM0001|09|Delaware|1|1.10|1.38|396623.29 MM0001|09|Florida|6|6.59|6.19|1784006.25 MM0001|09|Georgia|6|6.59|5.79|1668293.88 MM0001|09|Hawaii|1|1.10|1.72|496127.46 MM0001|09|Idaho|1|1.10|1.24|356942.72 MM0001|09|Illinois|4|4.40|3.94|1133409.91 MM0001|09|Louisiana|1|1.10|0.67|194260.32 MM0001|09|Maryland|1|1.10|1.51|435382.95 MM0001|09|Massachusetts|4|4.40|3.54|1019106.41 MM0001|09|Minnesota|1|1.10|1.43|411156.88 MM0001|09|Mississippi|1|1.10|0.68|194613.20 MM0001|09|Nevada|3|3.30|3.48|1002046.41 MM0001|09|North Carolina|5|5.49|5.19|1494453.72 MM0001|09|Ohio|1|1.10|0.52|150605.99 MM0001|09|Oregon|3|3.30|4.30|1238660.85 MM0001|09|South Carolina|3|3.30|3.19|918079.29 MM0001|09|Texas|6|6.59|5.23|1507239.43 MM0001|09|Utah|3|3.30|3.69|1062939.22 MM0001|09|Virginia|2|2.20|2.38|685573.59 MM0001|09|Wisconsin|2|2.20|2.01|579069.04 MM0001|10|ABC MORTGAGE 1|25|27.47|24.77|7134182.57 MM0001|10|ABC MORTGAGE 2|12|13.19|13.78|3968306.84 MM0001|10|ABC MORTGAGE 3|19|20.88|19.59|5643312.58 MM0001|10|ABC MORTGAGE 4|28|30.77|33.79|9730371.86 MM0001|10|REMAINING|7|7.69|8.07|2324181.18 MM0001|11|10/01/2015|2.01 to 3.00|2|2.20|2.00|576395.52 MM0001|11|10/01/2015|3.01 to 4.00|3|3.30|3.31|954083.94 MM0001|11|11/01/2015|2.01 to 3.00|2|2.20|1.79|516457.80 MM0001|11|11/01/2015|3.01 to 4.00|28|30.77|28.34|8160963.43 MM0001|11|12/01/2015|2.01 to 3.00|5|5.49|5.22|1502250.95 MM0001|11|12/01/2015|3.01 to 4.00|29|31.87|35.54|10236781.68 MM0001|11|01/01/2016|2.01 to 3.00|1|1.10|0.88|254650.38 MM0001|11|01/01/2016|3.01 to 4.00|17|18.68|17.92|5161507.64 MM0001|11|02/01/2016|3.01 to 4.00|2|2.20|2.60|747760.29 MM0001|11|03/01/2016|2.01 to 3.00|2|2.20|2.39|689503.40 MM0001|12|2.51 to 3.00|12|13.19|12.29|3539258.05 MM0001|12|3.01 to 3.50|52|57.14|57.59|16585845.64 MM0001|12|3.51 to 4.00|27|29.67|30.12|8675251.34 MM0001|13|2.250|91|100.00|100.00|28800355.03 MM0001|14|09/01/2022|5.31|1.600|1.580|3.875|2.875|3.215|2.215|8.215|7.215|0.000|0.000 MM0001|14|10/01/2022|30.13|1.600|1.580|3.875|3.000|3.225|2.330|8.225|4.340|0.000|0.000 MM0001|14|11/01/2022|40.76|1.600|1.580|4.000|2.750|3.340|2.090|8.340|7.090|0.000|0.000 MM0001|14|12/01/2022|18.81|1.600|1.580|3.750|2.875|3.080|2.215|8.080|7.215|0.000|0.000 MM0001|14|01/01/2023|2.60|2.000|1.600|3.875|3.750|3.500|3.225|8.500|8.225|0.000|0.000 MM0001|14|02/01/2023|2.39|2.000|2.000|3.000|2.875|2.750|2.625|7.750|7.625|0.000|0.000 MM0001|15|09/01/2022|1.590|3.335|2.675|7.675|0.000 MM0001|15|10/01/2022|1.592|3.487|2.829|7.586|0.000 MM0001|15|11/01/2022|1.589|3.442|2.781|7.781|0.000 MM0001|15|12/01/2022|1.587|3.321|2.658|7.658|0.000 MM0001|15|01/01/2023|1.813|3.808|3.372|8.372|0.000 MM0001|15|02/01/2023|2.000|2.945|2.695|7.695|0.000 MM0001|16|3140MMMM2|4324607.63 MM0001|16|3140MMMM3|3044504.57 MM0001|16|3140MMMM4|2361258.83 MM0001|16|3140MMMM5|1956847.93 MM0001|16|3140MMMM6|1115705.60 MM0001|16|3140MMMM7|1000181.80 MM0001|16|3140MMMM8|2968124.99 MM0001|16|3140MMMM9|5286722.08 MM0001|16|3140MMM10|2598167.79 MM0001|16|3140MMM11|1208475.58 MM0001|16|3140MMM12|1847460.17 MM0001|16|3140MMM13|1088296.02 MM0001|17|BROKER|22|24.18|26.23|7555172.05 MM0001|17|CORRESPONDENT|31|34.07|31.99|9211913.78 MM0001|17|RETAIL|38|41.76|41.78|12033269.20 MM0002|01|3140MMM14|03/01/2016|FNMS 04.000 CL-MM0002|46853396.00|4.000||04/25/2016|MEGA POOL|ABC MORTGAGE|691|68945.74|12/2045|||||||4.607|||8|358|347|67|726|0.00|0.00|CL||4.56|68||70868.56|||Settled MM0002|02|MAX|85000|5.125|103|825|360|13|357 MM0002|02|Q75|80000|4.750|80|777|360|12|355 MM0002|02|Q50|73375|4.625|70|728|360|8|352 MM0002|02|Q25|63890|4.375|55|678|360|4|347 MM0002|02|MIN|28500|4.250|5|583|276|3|105 MM0002|03|PURCHASE|122|17.66|17.64|8266451.80 MM0002|03|REFINANCE|569|82.34|82.36|38586944.74 MM0002|04|1|680|98.41|98.36|46083556.17 MM0002|04|2-4|11|1.59|1.64|769840.37 MM0002|05|Investment|127|18.38|18.00|8434939.13 MM0002|05|Owner Occupied|540|78.15|78.40|36732213.51 MM0002|05|Second Home|24|3.47|3.60|1686243.90 MM0002|06|CONDO|86|12.45|12.51|5860283.98 MM0002|06|PUD|54|7.81|7.79|3647744.49 MM0002|06|SF|551|79.74|79.71|37345368.07 MM0002|08|2015|691|100.00|100.00|46853396.54 MM0002|09|Alabama|16|2.32|2.27|1064658.63 MM0002|09|Arizona|21|3.04|3.16|1482127.26 MM0002|09|Arkansas|18|2.60|2.68|1254400.69 MM0002|09|California|23|3.33|3.22|1509798.46 MM0002|09|Colorado|8|1.16|0.97|455994.47 MM0002|09|Connecticut|8|1.16|1.24|581264.29 MM0002|09|Delaware|2|0.29|0.29|137688.84 MM0002|09|Florida|67|9.70|9.19|4307239.23 MM0002|09|Georgia|33|4.78|4.69|2196972.21 MM0002|09|Idaho|5|0.72|0.79|372125.37 MM0002|09|Illinois|21|3.04|3.22|1508087.99 MM0002|09|Indiana|19|2.75|2.78|1303970.80 MM0002|09|Iowa|9|1.30|1.25|584415.29 MM0002|09|Kansas|10|1.45|1.53|718643.36 MM0002|09|Kentucky|16|2.32|2.34|1095682.49 MM0002|09|Louisiana|6|0.87|0.84|392369.13 MM0002|09|Maine|2|0.29|0.25|118533.37 MM0002|09|Maryland|5|0.72|0.78|364128.33 MM0002|09|Massachusetts|3|0.43|0.48|225988.13 MM0002|09|Michigan|56|8.10|7.93|3716534.14 MM0002|09|Minnesota|9|1.30|1.24|582351.54 MM0002|09|Mississippi|6|0.87|0.85|398392.46 MM0002|09|Missouri|18|2.60|2.55|1194077.08 MM0002|09|Montana|4|0.58|0.58|273553.10 MM0002|09|Nebraska|7|1.01|1.06|497305.79 MM0002|09|Nevada|9|1.30|1.34|627466.52 MM0002|09|New Hampshire|4|0.58|0.57|265755.68 MM0002|09|New Jersey|13|1.88|1.95|913308.29 MM0002|09|New Mexico|3|0.43|0.52|242888.57 MM0002|09|New York|14|2.03|2.08|973462.62 MM0002|09|North Carolina|21|3.04|2.96|1385219.75 MM0002|09|North Dakota|1|0.14|0.15|71567.39 MM0002|09|Ohio|42|6.08|6.03|2824025.65 MM0002|09|Oklahoma|15|2.17|2.13|997708.50 MM0002|09|Oregon|7|1.01|1.04|485472.96 MM0002|09|Pennsylvania|35|5.07|5.19|2432287.28 MM0002|09|South Carolina|23|3.33|3.51|1644950.66 MM0002|09|South Dakota|2|0.29|0.29|133934.87 MM0002|09|Tennessee|18|2.60|2.55|1192619.25 MM0002|09|Texas|59|8.54|8.87|4158155.85 MM0002|09|Utah|1|0.14|0.14|65326.40 MM0002|09|Vermont|3|0.43|0.47|221080.72 MM0002|09|Virginia|8|1.16|1.24|579254.29 MM0002|09|Washington|6|0.87|0.75|351048.89 MM0002|09|West Virginia|1|0.14|0.13|62673.73 MM0002|09|Wisconsin|11|1.59|1.50|701978.76 MM0002|09|Wyoming|3|0.43|0.40|186907.46 MM0002|10|ABC MOTRGAGE|691|100.00|100.00|46853396.54 MM0002|16|3140MMM15|17728278.81 MM0002|16|3140MMM16|13370339.79 MM0002|16|3140MMM17|15754778.02 MM0002|17|BROKER|29|4.20|4.11|1927955.20 MM0002|17|CORRESPONDENT|3|0.43|0.45|209711.65 MM0002|17|RETAIL|659|95.37|95.44|44715729.69