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Newly Issued Loans

as of 8/31/2015

Download DDA Beta Download Newly Issued Loans

Description Price Performance Profile Yield Attribution(%) Interest Rate Risk CECL
Price Int.
Rate(%)
Index Margin
(%)
Servicing
(BP)
WAM FICO LTV
(%)
-100 -50 Base 50 100 200 300 400 YTM time
value
option
spread
credit
spread
clean
OAS
eff.dur eff.conv
[1]=[2]+[3]+[4]+[5] [2] [3] [4] [5]
Fix30 800 100.00 3.614 FIXED 0.00 25 360 800 80 104.4 102.6 100.0 96.7 92.9 85.2 78.1 71.8 3.389 2.287 0.279 0.007 0.816 6.03 -3.00 0.030
Fix30 730 100.00 3.836 FIXED 0.00 25 360 730 80 104.3 102.6 100.0 96.8 93.1 85.5 78.4 72.2 3.616 2.244 0.321 0.024 1.027 5.85 -2.13 0.089
Fix30 690 100.00 4.013 FIXED 0.00 25 360 690 80 104.3 102.6 100.0 96.8 93.3 85.8 78.7 72.5 3.798 2.202 0.353 0.048 1.196 5.77 -3.31 0.160
Fix30 670 100.00 4.227 FIXED 0.00 25 360 670 80 104.3 102.6 100.0 97.0 93.5 86.1 79.1 72.9 4.016 2.149 0.394 0.060 1.413 5.55 2.14 0.185
Fix30 650 100.00 4.657 FIXED 0.00 25 360 650 80 104.2 102.5 100.0 97.0 93.7 86.5 79.6 73.5 4.455 2.038 0.445 0.064 1.908 5.76 -1.57 0.176
Fix30 630 100.00 5.203 FIXED 0.00 25 360 630 80 103.9 102.4 100.0 97.0 93.8 86.7 79.9 73.9 5.012 1.791 0.546 0.065 2.609 5.43 -1.58 0.170
 
Fix15 800 100.00 2.844 FIXED 0.00 25 180 800 80 103.5 102.1 100.0 97.4 94.8 89.5 84.7 80.2 2.609 1.939 0.100 0.002 0.568 4.78 -1.89 0.006
Fix15 730 100.00 3.066 FIXED 0.00 25 180 730 80 103.3 102.0 100.0 97.5 94.8 89.6 84.7 80.2 2.834 1.935 0.124 0.005 0.769 4.59 -1.99 0.018
Fix15 690 100.00 3.243 FIXED 0.00 25 180 690 80 103.3 102.0 100.0 97.6 94.9 89.6 84.8 80.2 3.013 1.929 0.144 0.013 0.927 4.51 -1.70 0.037
Fix15 670 100.00 3.457 FIXED 0.00 25 180 670 80 103.1 102.0 100.0 97.6 95.0 89.8 84.9 80.4 3.230 1.912 0.172 0.016 1.130 4.41 -1.51 0.039
Fix15 650 100.00 3.887 FIXED 0.00 25 180 650 80 103.0 101.9 100.0 97.7 95.2 90.0 85.1 80.6 3.667 1.840 0.242 0.018 1.566 4.27 -1.66 0.030
Fix15 630 100.00 4.433 FIXED 0.00 25 180 630 80 102.8 101.8 100.0 97.7 95.2 90.0 85.2 80.7 4.222 1.680 0.322 0.019 2.202 4.39 -2.36 0.026
 
HYB7/1 800 100.00 2.759 1YLIBOR 2.74 25 360 800 80 103.4 102.0 100.0 97.8 95.5 91.0 86.6 82.4 2.944 1.945 0.067 0.003 0.929 4.24 -0.78 0.011
HYB7/1 730 100.00 2.981 1YLIBOR 2.74 25 360 730 80 103.1 101.8 100.0 97.9 95.7 91.3 87.0 82.9 3.002 1.796 0.096 0.010 1.101 4.00 -0.89 0.034
HYB7/1 690 100.00 3.158 1YLIBOR 2.74 25 360 690 80 103.0 101.8 100.0 97.9 95.7 91.3 87.0 82.9 3.164 1.775 0.109 0.019 1.262 3.95 -1.04 0.061
HYB7/1 670 100.00 3.372 1YLIBOR 2.74 25 360 670 80 102.8 101.8 100.0 98.0 95.8 91.4 87.1 82.9 3.348 1.726 0.131 0.022 1.469 3.87 -1.01 0.065
HYB7/1 650 100.00 3.802 1YLIBOR 2.74 25 360 650 80 102.4 101.7 100.0 98.0 95.8 91.4 87.1 83.0 3.716 1.565 0.197 0.023 1.931 3.84 -0.75 0.056
HYB7/1 630 100.00 4.348 1YLIBOR 2.74 25 360 630 80 102.0 101.6 100.0 98.0 95.8 91.2 86.9 82.8 4.212 1.286 0.289 0.023 2.613 3.81 -1.39 0.044
 
HYB5/1 800 100.00 2.754 1YLIBOR 2.75 25 360 800 80 102.4 101.4 100.0 98.4 96.8 93.3 90.0 86.6 3.091 1.736 0.035 0.010 1.310 3.07 -0.45 0.033
HYB5/1 730 100.00 2.976 1YLIBOR 2.75 25 360 730 80 102.3 101.4 100.0 98.4 96.8 93.4 90.0 86.7 3.080 1.528 0.051 0.030 1.471 3.06 -0.56 0.080
HYB5/1 690 100.00 3.153 1YLIBOR 2.75 25 360 690 80 102.3 101.4 100.0 98.4 96.7 93.3 90.0 86.7 3.185 1.439 0.063 0.059 1.623 3.05 -0.60 0.149
HYB5/1 670 100.00 3.367 1YLIBOR 2.75 25 360 670 80 102.2 101.4 100.0 98.4 96.7 93.3 89.9 86.6 3.360 1.380 0.075 0.068 1.836 3.04 -0.62 0.166
HYB5/1 650 100.00 3.797 1YLIBOR 2.75 25 360 650 80 102.1 101.3 100.0 98.5 96.8 93.3 89.8 86.5 3.742 1.303 0.083 0.071 2.285 2.79 0.96 0.165
HYB5/1 630 100.00 4.343 1YLIBOR 2.75 25 360 630 80 102.0 101.3 100.0 98.6 97.0 93.4 89.8 86.4 4.242 1.203 0.095 0.073 2.871 2.78 -0.93 0.154
 
HYB3/1 800 100.00 2.748 1YLIBOR 2.76 25 360 800 80 101.6 101.0 100.0 98.8 97.7 95.3 92.9 90.7 3.555 1.698 0.004 0.018 1.835 2.26 -0.34 0.062
HYB3/1 730 100.00 2.970 1YLIBOR 2.76 25 360 730 80 101.5 101.0 100.0 98.9 97.7 95.3 93.0 90.7 3.606 1.612 0.010 0.044 1.941 2.21 -0.39 0.131
HYB3/1 690 100.00 3.147 1YLIBOR 2.76 25 360 690 80 101.6 101.0 100.0 98.9 97.7 95.3 93.0 90.7 3.677 1.554 0.017 0.091 2.015 2.21 -0.43 0.244
HYB3/1 670 100.00 3.361 1YLIBOR 2.76 25 360 670 80 101.5 101.0 100.0 98.9 97.7 95.3 93.0 90.7 3.799 1.511 0.023 0.113 2.151 2.21 -0.47 0.275
HYB3/1 650 100.00 3.791 1YLIBOR 2.76 25 360 650 80 101.5 101.0 100.0 98.9 97.7 95.3 92.9 90.7 4.126 1.505 0.030 0.119 2.472 2.08 0.56 0.264
HYB3/1 630 100.00 4.337 1YLIBOR 2.76 25 360 630 80 101.6 100.9 100.0 98.9 97.8 95.3 92.9 90.6 4.526 1.474 0.040 0.123 2.889 2.10 -0.68 0.265
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