Year to date as of Jul 30 | |||||||||||||||||||
Coupon Type | Market | Average Life Buckets | |||||||||||||||||
Asset Class | Volume Pub/144A | Fixed Rate | Floating Rate | Public | 144A | 0.0 to 0.9 | 1.0 to 2.9 | 3.0 to 5.9 | 6.0 to 7.9 | 8.0 to 11.0 | |||||||||
Aircraft Leases | 1,365 | 1,365 | 1,365 | 1,365 | |||||||||||||||
Asset-Back Certs | |||||||||||||||||||
Auto Loans/Recs | 41,350 | 33,382 | 7,968 | 38,846 | 2,505 | 10,983 | 22,056 | 8,128 | 125 | 35 | |||||||||
Cash | |||||||||||||||||||
Catastrophe Bond | |||||||||||||||||||
Commercial Loans | 311 | 188 | 123 | 311 | 311 | ||||||||||||||
Corp Bond/Note | 2,246 | 419 | 1,794 | 2,246 | 1,300 | 348 | 598 | ||||||||||||
Corporate Loans | 4,734 | 422 | 4,277 | 4,734 | 1,392 | 774 | 161 | 906 | 1,501 | ||||||||||
Credit Card Rec | 41,898 | 11,332 | 30,566 | 41,047 | 851 | 9,087 | 3,909 | 26,503 | 1,500 | 900 | |||||||||
Debentures | 2,104 | 2,104 | 2,104 | 2,104 | |||||||||||||||
Equip Loans | |||||||||||||||||||
Equip. Leases | 6,288 | 4,318 | 1,970 | 4,591 | 1,697 | 2,016 | 3,530 | 668 | 75 | ||||||||||
FHLMC | 2,231 | 2,231 | 2,231 | 2,231 | |||||||||||||||
FNMA | 4,756 | 2,757 | 1,999 | 4,756 | 3,390 | 1,002 | 221 | 144 | |||||||||||
Floorplan Recs | 3,462 | 3,462 | 3,436 | 26 | 750 | 2,712 | |||||||||||||
Franchisee Loans | 228 | 228 | 228 | 109 | |||||||||||||||
Health Care Rec | |||||||||||||||||||
Insurance Recs | 622 | 622 | 622 | 622 | |||||||||||||||
Junk Bonds | 2,293 | 233 | 2,060 | 2,293 | 734 | 490 | 1,069 | ||||||||||||
Legal Fees | |||||||||||||||||||
Loans | 3,175 | 3,175 | 3,175 | 3,175 | |||||||||||||||
Mnfrd Housing Ct | 714 | 593 | 121 | 575 | 139 | 103 | 186 | 11 | 359 | ||||||||||
Motorcycle Loans | 975 | 975 | 975 | 975 | |||||||||||||||
Mutual Fund Fees | 342 | 116 | 226 | 342 | 342 | ||||||||||||||
Non-Jumbo Mtg Ln | 38,654 | 12,884 | 25,429 | 33,837 | 4,816 | 15,465 | 6,899 | 14,763 | 1,173 | 203 | |||||||||
Non-Perf Loans | |||||||||||||||||||
Oil Contracts | |||||||||||||||||||
Preferred Sec | 1,034 | 204 | 805 | 1,034 | 108 | 108 | 177 | 640 | |||||||||||
Prv Issued Sec | 1,626 | 984 | 517 | 87 | 1,539 | 1,626 | |||||||||||||
Rental Car Rec. | 1,775 | 1,050 | 725 | 1,775 | 650 | 1,125 | |||||||||||||
Retail Contracts | |||||||||||||||||||
Rev Cred/Home Eq | 134,818 | 58,268 | 75,236 | 123,458 | 11,360 | 63,869 | 37,360 | 30,645 | 2,134 | 667 | |||||||||
Sm Business Loan | 645 | 645 | 645 | 391 | 254 | ||||||||||||||
Stranded Costs | |||||||||||||||||||
Struc Fin Credit | 14,791 | 2,692 | 12,063 | 14,791 | 7,571 | 352 | 2,304 | 2,659 | 1,824 | ||||||||||
Student Loans | 20,215 | 816 | 16,647 | 18,479 | 1,736 | 3,864 | 3,955 | 6,530 | 4,937 | 218 | |||||||||
Swap Agreement | |||||||||||||||||||
Tax Liens | |||||||||||||||||||
Timeshare Loans | 303 | 245 | 58 | 303 | 303 | ||||||||||||||
Tobacco Receives | 154 | 154 | 154 | 154 | |||||||||||||||
Trade Recs | 225 | 105 | 120 | 225 | 225 | ||||||||||||||
Truck Loans | |||||||||||||||||||
Leases | 450 | 450 | 450 | ||||||||||||||||
Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial |
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Spreads ranging from 16-18 basis points over the three-month, interpolated yield curve on the P1 (Moody's) and F1+ (Fitch) notes, to 160 to 170 over the benchmark on the class D notes.
2h ago -
Mortgage rates rose 7 basis points this week, Freddie Mac said, and more increases are likely following a weaker than expected gross domestic product report.
3h ago -
Broken down by product type, the agency's NJCLASS Standard Fixed product should account for a large majority of the loans, 75.4%. NJCLASS Consolidation will account for the next-largest group, 14.1%.
April 24 -
The notes will price against Treasurys, with spreads expected to fall between 85 and 90 basis points over the benchmark.
April 24 -
The JPMorgan Chase CEO took aim Tuesday at the proposed Basel III endgame rules, hindrances to mergers and bureaucratic burdens. "I would love to have a more productive relationship with regulators, but I think it takes conversation," Dimon said.
April 24 -
Bluegreen Vacation originated the loans and Fitch expressed confidence in its record of good performance as servicer.
April 23