Series Comparison

Series Characteristics Comparison Table

Series 06Series 05Series 04Series 03Series 02Series 01
Index Profile
Inception Date9/12/243/20/249/13/233/10/239/13/223/10/22
WeightingEqual by Loan CountEqual by Loan CountEqual by Loan CountEqual by Loan CountEqual by Loan CountEqual by Loan Count
CurrencyUSDUSDUSDUSDUSDUSD
HedgingUnhedgedUnhedgedUnhedgedUnhedgedUnhedgedUnhedged
Rebalance FrequencyStaticStaticStaticStaticStaticStatic
Index Totals & Percentages
Constituents488,423563,201458,544637,411805,4471,154,603
FHA / VA / Other63% / 34% / 3%64% / 33% / 3%61% / 36% / 3%58% / 39% / 3%52% / 43% / 5%51% / 44% / 5%
Purchase Loan77%80%81%77%62%55%
Averages at Inception
Loan Coupon6.49%6.40%6.12%5.13%3.33%2.91%
FICO696693688686689694
LTV92%92%93%92%91%91%
DTI44%44%44%43%42%41%
Loan Balance323,658317,147306,226305,648293,035276,174
Loan Age (mths)7.17.37.27.37.57.3