| 2016 | 2015 | 2014 | |
|---|---|---|---|
| ABS (Public + 144A) | 189,948.0 | 237,703.2 | 271,659.3 |
| ABS (Public + 144A excluding CDOs) | 169,229.2 | 172,797.6 | 190,133.9 |
| ABS (Public Only) | 77,694.6 | 93,597.9 | 112,827.4 |
| ABS (144A Only) | 115,253.4 | 144,105.3 | 158,831.9 |
| Non-Agency MBS | 62,399.7 | 108,528.0 | 102,355.2 |
| Agency MBS | 222,416.6 | 183,969.2 | 184,884.2 |
| CMBS | 88,753.5 | 84,548.7 | 78,034.0 |
| Source: Thomson Reuters | |||
Loans with original terms longer than 60 months now represent 71.7% of the pool, up from 70.4% in the prior deal.
The latest government-sponsored enterprise changes include a more flexible sampling and a longer maximum term for some manufactured housing loans, respectively.
Loans with original balances higher than $100,000 accounted for 16.1% of the pool, down from 20.3% in the 2025-2 pool of the Hilton Grand Vacations Trust.
Losses stemming from the 2022 vintage have been offset by excess spread, while cure and roll rates signal caution.
United Wholesale Mortgage lost ground to RKT in one category but held onto a healthy lead in another, an analysis of Home Mortgage Disclosure Act data shows.
All 244 underlying loans initially had a period of fixed rates between 60 and 120 months at origination and are currently ARMs, although none are interest-only.
