On January 30, 2013 a Exhibit,Appendix was filed involving a dispute between Hsbc Bank Usa, National Association, In Its Capacity As Trustee Of Nomura Home Equity Loan, Inc., Asset Backed Certificates, Series 2007-2, and Nomura Credit & Capital, Inc., for Commercial Division in the District Court of New York County.
August 04, 2022
January 30, 2013
Commercial Division
Active
CHERNOV, JOEL A Attorney for the Defendant
CRANER, MATTHEW LAWRENCE Attorney for the Defendant
Darden Restaurants Attorney for the Plaintiff
DELUCIA, EILEEN MONAGHAN Attorney for the Plaintiff
DEMAY, BRENDON THOMAS Attorney for the Plaintiff
DUNOGUE, AGNES Attorney for the Defendant
EBERSOLE, JOSHUA TIMOTHY Attorney for the Defendant
Freedom Trust 2011-2 Non Party
GIUDICE, LAUREN NICOLE Attorney for the Plaintiff
HEALY, DWIGHT A. Attorney for the Plaintiff
HEIDLAGE, BENJAMIN FREDERICK Attorney for the Plaintiff
Holwell Shuster & Goldberg LLP Attorney for the Plaintiff
HOPPIN LEGAL, PLLC Attorney for the Plaintiff
HOPPIN, MARGARET BARRINGER Attorney for the Plaintiff
HOSCHANDER, JEFFREY DAVID Attorney for the Defendant
HSBC BANK USA, NATIONAL ASSOCIATION, in its capacity as Trustee of Nomura Home Equity Loan, Inc., Asset Backed Certificates, Series 2007-2 Plaintiff
ISRAELI, AVI BRIAN Attorney for the Plaintiff
KAHN, DANIEL AARON Attorney for the Defendant
KLEBAN, DAVID SAMUEL Attorney
NELSON, MEREDITH JAYNE Attorney for the Plaintiff
NOMURA CREDIT & CAPITAL, INC. Defendant
Olifant Fund, Ltd., FFI Fund Ltd., and FYI Ltd. Non Party
ORDWAY, DEMIAN ALEXANDER Attorney for the Plaintiff
SELENDY GAY ELSBERG PLLC Attorney for the Plaintiff
SHOLL, HANNAH SUZANNE Attorney for the Plaintiff
SHUSTER, MICHAEL STEVEN Attorney for the Plaintiff
STOVALL, AMIANNA Attorney for the Defendant
SULLIVAN, DANIEL MARTIN Attorney for the Plaintiff
TEPLIN, STEPHANIE ANN Attorney
UNGAR, DORIT Attorney for the Plaintiff
JAYANT TAMBE Attorney
HOWARD SIDMAN Attorney
JULIET BUCK Attorney
ZACHARY MAZIN Attorney
ABDALLAH SALAM Attorney
WILLIAM FOLEY Attorney
JOSEPH BOYLAN Attorney
LERON THUMIM Attorneys for Plaintiffs
TOBY FUTTER Attorneys for Plaintiffs
JOHN ANSBRO Attorneys for Defendants
Richard Jacobsen Attorneys for Defendants
KATHERINE MACO Attorneys for Defendants
ELISABETH MUELLER Attorney
KATHERINE STOLLER Attorney
PHILIPP SMAYLOVSKY Attorney
ALVIN LI Attorneys for Plaintiffs
NATHAN MONROE-YAVNEH Attorneys for Plaintiffs
CHRISTOPHER JOHNSON Attorney
COURTNEY STATFELD Attorney
AYANA RIVERS Attorney
KAREN SEBASKI Attorneys for Plaintiffs
CEALAGH FITZPATRICK Attorney
MATTHEW MOORE Attorney
ADAM GOLDSTEIN Attorney
KEISHA JAMES Attorney
BLAIR KAMINSKY Attorney
DANIEL GOLDBERG Attorney
NEIL LIEBERMAN Attorney
COLIN FITZPATRICK Attorney
ANDREW BREIDENBACH Attorney
ANGELA GIL Attorney
ADAM KIRGIS Attorney
NADIA KLEIN Attorney
DANIEL FLEMING Attorney
DAVID MARK Attorney
KALITAMARA MOODY Attorney
ROBERT SCHEEF Attorney
JOSEPH FRANK Attorney
DAVID SCHIEFELBEIN Attorney
JACK CHEN Attorney
ASHLEY HAMMETT Attorney
LANI PERLMAN Attorneys for Plaintiffs
CASEY HOWARD Attorney
FRED KNOPF Attorneys for Plaintiffs
HARRIS BERKMAN Attorneys for Plaintiffs
LARA ROMERO Attorney
MATTHEW WARGIN Attorney
PAUL LEVINSON Attorneys for Plaintiffs
CINDY MCBENNETT Attorney
JONATHAN KOPPELL Attorneys for Plaintiffs
EMILY SCHULTZ Attorney
MICHAEL FAY Attorney
RACHEL GUPTA Attorney
JANE BYRNE Attorney
D. TRICE Attorney
HOLLY ENGELMANN Attorneys for Plaintiffs
MARTHA PAMPEL Attorney
NANCY PRAHOFER Attorney
PARUL BHATIA Attorney
AMANDA DOLLINGER Attorney
JOHN PAUL Attorney
MARK SULLIVAN Attorneys for Plaintiffs
MICHAEL CARLINSKY Attorney
MARK ZAUDERER Attorney
CRAIG SINGER Attorney
JASON COHEN Attorneys for Defendants
BARAK STEINER Attorney
MICHAEL ONUFER Attorney
JEAN KIM Attorney
BRUCE CLARK Attorneys for Defendants
WILLIAM PORTER Attorney
JONAH PERLIN Attorney
NOAH WEISSMAN Attorney
DORIT BLACK Attorneys for Plaintiffs
CARLA BROWN Attorney
DAVID WOLLMUTH Attorney
JAY HANDLIN Attorney
Ronald Aranoff Attorney
SAMANTHA GLAZER Attorney
PAUL RUGANI Attorneys for Defendants
JENNY KIM Attorneys for Defendants
THOMAS EGLER Attorneys for Plaintiffs
STEPHEN POSS Attorneys for Plaintiffs
WILLIAM BRADY Attorneys for Plaintiffs
Christopher Johnson Attorney
JAMES SERRITELLA Attorney
JARED SIEGEL Attorney
BRENDAN CARROLL Attorney
ANDREW SPILLANE Attorney
LAUREN WEINSTEIN Attorney
BRIAN WEINSTEIN Attorney
JENNIFER DELGADO Attorney
ALEXANDRA DROZ Attorney
JEFFREY SCOTT Attorney
Michael Ware Attorney
PAMELA MILLER Attorney
MONIQUE GAYLOR Attorney
DANIEL GIMMEL Attorney
STEPHEN SELTZER Attorney
MARIA DA SILVA Attorney
Andrew Benard Attorney
CHRISTOPHER FONTENELLI Attorney
EARL KNOTT Attorneys for Plaintiffs
MICHAEL SCHUSTER Attorneys for Plaintiffs
Erik Haas Attorneys for Plaintiffs
BARRY LEVIN Attorneys for Defendants
DAVID WOLL Attorneys for Defendants
MARY VYSKOCIL Attorneys for Defendants
Brian Weinstein Attorneys for Defendants
ELISABETH GRIPPANDO Attorneys for Defendants
ERIK HAAS Attorneys for Plaintiffs
John Ansbro Attorneys for Defendants
DANIEL BROCKETT Attorneys for Plaintiffs
PHILIPPE SELENDY Attorneys for Plaintiffs
PENNY SHANE Attorneys for Defendants
Darrell Cafasso Attorneys for Defendants
MATTHEW LIPPERT Attorneys for Defendants
ANDREW BRAUNSTEIN Attorney
William Foley Attorney
EVAN STEIN Attorney
RICHARD LANDAU Attorney
JONATHAN KOPP Attorney
MICHELLE PARTHUM Attorneys for Plaintiffs
MATTHEW CORMACK Attorneys for Defendants
DANIEL MAGY Attorneys for Defendants
LESLEY CHEN Attorneys for Defendants
DAVID KISTENBROKER Attorney
DANIEL HENDLER Attorney
Christopher Malloy Attorney
P. JOHNSON Attorneys for Plaintiffs
ALEX COHEN Attorneys for Defendants
RYAN NELSON Attorneys for Defendants
PETER SHAKRO Attorneys for Defendants
JORDAN BOTJER Attorneys for Defendants
NATHANIEL BRONSTEIN Attorneys for Defendants
ELIZABETH CURRAN Attorney
ALEXANDER SHAPIRO Attorney
Henry Ricardo Attorneys for Plaintiffs
CORBAN RHODES Attorneys for Plaintiffs
JOEL BERNSTEIN Attorneys for Plaintiffs
LAUREN MOSKOWITZ Attorneys for Defendants
HENRY NEWMAN Attorney
RICHARD KIM Attorney
JAMES BOYLAN Attorney
DAVID HOLAHAN Attorney
William Russell Attorney
Isaac Rethy Attorney
For full print and download access, please subscribe at https://www.trellis.law/.
Please wait a moment while we load this page.
Preview
FILED: NEW YORK COUNTY CLERK 08/04/2022 07:27 PM INDEX NO. 650337/2013 NYSCEF DOC. NO. 2313 RECEIVED NYSCEF: 08/04/2022 Exhibit 311 FILED: NEW YORK COUNTY CLERK 08/04/2022 07:27 PM INDEX NO. 650337/2013 NYSCEF DOC. NO. 2313 RECEIVED NYSCEF: 08/04/2022 From: Orfe, Michael (rmbstapes@moodys.com)' To: Orfe, Michael; 'Salwan, Rishi';'Moodys Rating Agency CC: Crowley, Timothy; Lee, Randall; Stairiker,Kara Sent: 4/24/2007 7:56:30 PM Subject: RE: NHELI 2007-3 Attachments: nheli2007-3_M3_PROSSUP.csv; nheli2007-3_RAStrats_prossup.pdf Attached please findthe proposed finalcollateral pool for the above referenced transaction. Please provide sign offon levels. If you have any questions, please letme know. Thanks -Mike From: Orfe, Michael Sent: Monday, April09, 2007 3:46 PM (rmbstapes@moodys.com)' To: 'Salwan, Rishi';'Moodys Rating Agency Cc: Crowley, Timothy; Orfe, Michael; Lee, Randall; Stairiker,Kara Subject: NHELI 2007-3 Attached please findan updated collateraltape and for strats ourNHELI 2007-3 securitization now scheduled to closethe endof April.Please provide feedback. Ifyou have alw questions,please letineknow. Thanks - Mike Michael S. Orfe Assistant Vice President Nomura Credit and Capital, Inc. 2 World Financial Center, Building B 21st Floor New York, NY 10281 (P)212-667-2334 (F)646-587-8618 CONFIDENTIAL NOM_LBFI 02251587 FILED: NEW YORK COUNTY CLERK 08/04/2022 07:27 PM INDEX NO. 650337/2013 NYSCEF DOC. NO. 2313 RECEIVED NYSCEF: 08/04/2022 Document Produced Natively CONFIDENTIAL NOM_LBFI 02251588 FILED: NEW YORK COUNTY CLERK 08/04/2022 07:27 PM INDEX NO. 650337/2013 NYSCEF DOC. NO. 2313 RECEIVED NYSCEF: 08/04/2022 Pages Redacted FILED: NEW YORK COUNTY CLERK 08/04/2022 07:27 PM INDEX NO. 650337/2013 NYSCEF DOC. NO. 2313 RECEIVED NYSCEF: 08/04/2022 Nomura PreliminaryCollateralAnalysis NHELI 2007-3 5,292records Balance:1,144,802,765 Sunmary %by WeightedWeighted Weighted Weighted As-of / Cut-off Date:2007-04-01 Onrent CurrentAverage AverageAverageAverage Number ofLoans: 5,292 Number of PrincipalPrincipalCouponRemaining Ong FICO Total Curent BalanS:1,144,802,764.92 Product Type Loans BalanceBalance Tenn LTV Score Maximum Balano:1,248,549.19 Ami2yflyrLibor-45yrAmort. 7 1,348,022.650.127.961 355.82 77.97 628 Minimum Balance: 8,035.24 Ann2yr/6mo 1363 231,349,001.27 20.21 8.599 354.52 81.89 619 Average Curent Balance: 216,327.05 - IO Ann2ye6mo 467 157,534,796.41 13.76 7.806 354.16 81.42 652 Weighted Average Coupon 8.281 Libar-40yrAmort. Ann2ye6mo 1355 369,737,759.91 32.30 8.307 354.28 81.62 620 Maximum Coupon: 13.000 Libar-45yrAmort. Ann2ye6mo 3 815,133.47 0.077.907 356.00 82.99 616 Minimum Coupon5.500 Libar-50yrAmort. Ann2ye6mo 512 149,4 19,490.22 13.05 8.074 355.78 81.18 628 Weighted Average Original Term:354.13 Ann3yflyrLibor-45yrAmort. 1 196,849.10 0.028.000 356.00 63.55 540 Weighted Average Term·348.69 Remaining - Ann3yflyrLibor50yrAmort.2 985,698.61 0.098.018 355.86 74.74 628 Weighted Average Seasoning: 5.43 Arm3y#6mo 87 11,104,508.300.97 9.184 354.43 79.68 612 Weighted Average Original IOTenn:60.60 - IO Ann3y#6mo 11 3,686,540.00 0.32 7.325 354.55 78.49 682 5States: Top CA(48%),FL(10%),TX(8%),AZ(6%),IL(4%) Libar-40yrAmo1t. Ann3yf6mo 48 11,662,776.601.02 8.211 354.75 84.81 618 Top5ZipCodes: 92336(l%),92509(1%),92704(0%),92345(0%),92392(0%) Libar-45yrAmort. Ann3ye6mo 6 1,461,404.050.138.998 354.78 84.56 613 Weighted Average FICO Score: 628.7 Libar-50yrAmort. Ann3ye6mo 11 3,106,023.85 0.27 7.202 355.82 79.62 620 Weighted Average OrigLTV(First Liens Only):80.87 Ami5yr/6mo 7 1,658,245.420.147.592 355.15 76.29 696 Weighted Average OrigCLTY:90.10 - Ann5ye6mo IO 12 3,714,582.50 0.32 7.983 355.01 77.85 670 %ofportfolio withOngLTVover 80%:34.28 Libar-40yrAmort. Ann5ye6mo 8 2,648,409.07 0.23 7.548 354.28 79.42 673 %ofportfolio withOngLTVover 80% &noM1:34.24 Libar-50yrAmort. Ann5ye6mo 6 1,417,354.560.127.337 355.49 80.00 708 %withLPMI:0.00 - IO Ann103r/6mo 1 200,000.00 0.027.175 356.00 80.00 804 Weighted Average LPMI:0.000 Libor-40yrAmort. Ann103r/6mo 1 177,965.42 0.027.550 356.00 90.00 666 %ofportfolio Conforming: 76.78 Libor-50yrAmort. Ann103r/6mo 1 467,166.89 0.047.105 356.00 85.00 621 %ofportfolio Junbo:23.22 Balloon 15/30 492 33,722,558.092.95 10.824174.55 99.34 659 %ofportfolio withFull/Alt Does:57.24 Balloon 15/40 4 364,782.89 0.0311.975175.26 99.46 642 %Owner Occupied: 93.7 Balloon30/40 126 29,345,211.862.56 7.850 354.67 78.40 629 %FixedRate: 16.8 Balloon30/45 1 160,462.00 0.018.990 356.00 95.00 605 %IO: 15.0 Balloon30/50 54 14,376,200.651.26 7.780 355.81 78.49 635 %Seconds: 3.1 Fixed 15yr 32 3,230,699.27 0.28 8.359 174.11 74.67 623 %ofTotal- Simultaneous Pool Seconds: 45.1 Fixed 20yr 1 62,460.710.01 9.900 236.00 66.81 543 %Prepay Penalty: 83.0 Fixed 30yr 654 104,285,832.319.11 7.952 354.39 76.69 632 %NoPrepay Penalty: 17.0 30yr-IO Fixed 19 6,562,828.84 0.57 7.362 352.17 75.39 661 Total: 5292 1,144,802,764.92 100.008.281 348.69 81.46 629 Additional information isavatinhle upon request. The material contained herein ispreliminary and hamd onsources which we}mlieve t herelinh!a, hutitisnotcomplete, and wedonotrepresent that itisarairate. 1¬toheconmdered asanofertosell orsolicitation ofaroffer tohuysecurities. any Allmaterial set for½ issubject torhnnge without notice. These mnterinh are prrvided for informational purposes and are only, intended foryour solelyuse andnctbequoted, may circulated orotherwise referred towithout ourexpress consent. Information inthis material assets regarding any securities bachng any discussed herein mpersedes allprior information such assets. regarding informatson Any inthe material.. whether the assets regarding securities backing eny discussed herein orotherwise, willbesuperseded initsentirety bythe information contained inany forany circular finalofferingsecurities widtoyou.0mura actually S'curitiesInc. and certain ofits International, affiliates have (collectively, mmura) may aposit1on inthe securities referenced herein and make inay purchases from and/or sales tocustomers either asprinc1pal orasagent foranother person. Inaddition, mmuraactasanunderwriter inay ofsuch securities. herein mtwithstandingtothe anything the asset inforrnation contrary, set forth herein bebased may only ofassett onasampletobeincluded inthe trust onthe date and closingnotnecessarily astat1stically relevant sample. Although 0mura believes the asset information willberepresentative ofthe finaltheasset pool, characterist1cs nonetheless may vary. spect ficcharacteristics Accordingly, ofthe securities described herein differ may from those shown herein due todsferences between the actual assets orfactor(s) underlying and the hypothetical assets orfactor(s) used inprepanng these materials. Except asotherwise specified inthe the securities circular, offering referenced herein besold may inone or inore negotiated transactions and atvarying prices asdetermined bykmura. M:\ Subprime\deals\NHELI 2007-3\collateral\NHELI-2007-3_prossup_small.cas Apr 24,200719:45 Page1 of 9 CONFIDENTIAL NOM_LBFI 02251589 FILED: NEW YORK COUNTY CLERK 08/04/2022 07:27 PM INDEX NO. 650337/2013 NYSCEF DOC. NO. 2313 RECEIVED NYSCEF: 08/04/2022 Nomura PreliminaryCollateralAnalysis NHELI 2007-3 5,292records Balance:1,144,802,765 %by WeightedWeighted Weighted Weighted %by WeightedWeighted Weighted Weighted Current CurrentCurrentAveqeAverageAverageAverageOngmal Oment Orrent Average AverageAverageAverage Principal Number of PrincipalPrincipalCouponRemaining Orig FICO Principal Number of PrincipalPrincipalCouponRemaining Ong FICO Balance (5) Loans BalanceBalance Tenn LTV Score Balance (5) Loans BalanceBalance Tenn LTV Score 0.01-20,000.00 22 360,831.56 0.039.926 198.8096.50 632 0.01-20,000.00 21 352,796.32 0.039.887 199.32 96M3 632 - 40,000.00 20,000.01 150 4,441,008.65 0.39 10.581 186.5899.58 651 - 40,000.00 20,000.01 150 4,441,008.65 0.39 10.581186.58 99.58 651 - 60,000.00 40,000.01 231 11,988,384.341.05 10.232274.18 88.95 630 - 60,000.00 40,000.01 231 11,936,562.381.04 10.246273.72 89.00 630 - 80,000.00 60,000.01 327 23,124,001.652.02 9.762 307.37 85.64 619 - 80,000.00 60,000.01 326 23,024,431.302.01 9.760 307.78 85.63 619 - 100,000.00 80,000.01 417 38,028,123.523.32 9.018 327.18 83.21 615 - 100,000.00 80,000.01 416 37,893,012.343.31 9.031 326.70 83.31 615 - 120,000.00 100,000.01 442 48,639,237.734.25 B.927 337.14 81.84 617 - 120,000.00 100,000.01 444 48,814,103.054.26 8.918 337.21 81.74 616 - 140,000.00 120,000.01 409 53,475,121.724.67 B.740 341.66 81.60 616 - 140,000.00 120,000.01 406 53,035,387.624.63 8.750 341.54 81.67 616 - 160,000.00 140,000.01 368 55,273,996.834.83 B.540 345.95 80.26 616 - 140,000.01 160,000.00 370 55,513,862.054.85 8.537 345.99 80.24 616 - 180,000.00 160,000.01 332 56,557,449.844.94 8.421 348.28 80.25 617 - 180,000.00 160,000.01 332 56,518,102.614.94 8.423 348.28 80.30 617 - 200,000.00 180,000.01 287 54,919,117.634.80 8.414 352.66 80.58 619 - 200,000.00 180,000.01 285 54,479,494.614.76 8.414 352.72 80.61 619 - 220,000.00 200,000.01 245 51,675,596.434.51 8.342 353.69 81.19 621 - 220,000.00 200,000.01 244 51,377,063.154.49 8.351 353.64 81.13 619 - 240,000.00 220,000.01 246 56,868,544.824.97 8.283 354.03 80.65 624 - 240,000.00 220,000.01 250 57,725,792.435.04 8.276 354.01 80.58 625 - 260,000.00 240,000.01 184 46,291,963.804.04 8.116 352.60 80.12 625 - 260,000.00 240,000.01 182 45,752,763.884.00 8.121 352.57 80.05 624 - 280,000.00 260,000.01 205 55,529,332.684.85 8.144 354.49 80.41 625 - 280,000.00 260,000.01 208 56,308,330.814.92 8.136 354.50 80.50 625 - 300,000.00 280,000.01 178 51,683,901.734.51 7.945 354.68 79.55 624 - 280,000.01 300,000.00 178 51,683,901.734.51 7.945 354.68 79.55 624 - 320,000.00 300,000.01 174 54,136,155.304.73 7.963 354.56 81.02 637 - 320,000.00 300,000.01 173 53,816,335.604.70 7.956 354.58 81.03 637 - 340,000.00 320,000.01 125 41,277,100.903.61 8.094 354.64 81.34 621 - 340,000.00 320,000.01 125 41,257,762.373.60 8.113 354.62 81.38 620 - 360,000.00 340,000.01 135 47,395,628.674.14 8.021 354.60 80.62 626 - 360,000.00 340,000.01 135 47,374,926.974.14 8.002 354.60 80.47 626 - 380,000.00 360,000.01 106 39,332,232.413.44 8.107 354.55 81.59 631 - 380,000.00 360,000.01 107 39,692,092.343.47 8.118 354.54 81.72 631 - 400,000.00 380,000.01 97 37,918,957.913.31 8.005 352.58 81.88 633 - 400,000.00 380,000.01 95 37,123,932.773.24 7.989 352.56 81.87 633 - 420,000.00 400,000.01 79 32,481,443.302.84 8.107 354.50 83.57 644 - 420,000.00 400,000.01 81 33,276,468.442.91 8.122 354.48 83.54 644 - 440,000.00 420,000.01 86 37,114,351.713.24 8.074 354.48 82.11 637 - 440,000.00 420,000.01 84 36,235,738.113.17 8.054 354.47 81.92 638 - 460,000.00 440,000.01 62 27,958,323.542.44 8.096 354.39 80.21 639 - 460,000.00 440,000.01 63 28,377,747.512.48 8.100 354.38 80.35 639 - 480,000.00 460,000.01 62 29,