| Year to date as of Jul 14 | |||||||||||||||||||
| 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 | 126 | 126 | 126 | 126 | |||||||||||||||
| Auto Loans/Recs | 38,691 | 34,759 | 3,932 | 32,812 | 5,879 | 15,374 | 17,886 | 5,432 | |||||||||||
| Comm. Mtg | 1,913 | 650 | 1,263 | 1,913 | 276 | 229 | 829 | 540 | |||||||||||
| Commercial Loans | |||||||||||||||||||
| Corp Bond/Note | 3,555 | 1,130 | 2,425 | 3,555 | 2,026 | 746 | 45 | 738 | |||||||||||
| Corporate Loans | 4,954 | 264 | 4,690 | 4,954 | 2,457 | 395 | 370 | 1,192 | 539 | ||||||||||
| Credit Card Rec | 27,572 | 10,299 | 17,273 | 23,709 | 3,864 | 19,284 | 1,400 | 4,739 | 900 | 1,249 | |||||||||
| Debentures | 1,838 | 1,838 | 1,838 | 1,838 | |||||||||||||||
| Equip Loans | |||||||||||||||||||
| Equip. Leases | 4,414 | 4,164 | 250 | 4,164 | 250 | 1,989 | 1,388 | 529 | 221 | 289 | |||||||||
| Floorplan Recs | 5,026 | 840 | 4,186 | 4,902 | 124 | 4,014 | 830 | 182 | |||||||||||
| Franchisee Loans | 194 | 194 | 194 | ||||||||||||||||
| Home Impr Loans | |||||||||||||||||||
| Installment Recs | 1,797 | 1,797 | 1,797 | 1,797 | |||||||||||||||
| Junk Bonds | |||||||||||||||||||
| Leveraged Loans | 1,174 | 64 | 1,110 | 1,174 | 38 | 10 | 284 | 842 | |||||||||||
| Mixed Collateral | 1,881 | 7 | 1,874 | 1,881 | 1,500 | 306 | 22 | 53 | |||||||||||
| Mnfrd Housing Ct | 200 | 200 | 200 | 200 | |||||||||||||||
| Motorcycle Loans | 2,740 | 2,740 | 2,740 | 313 | 1,923 | 504 | |||||||||||||
| Mutual Fund Fees | 331 | 331 | 331 | 331 | |||||||||||||||
| Non-Jumbo Mtg Ln | 59,978 | 27,364 | 29,480 | 57,518 | 2,460 | 35,675 | 13,399 | 9,805 | 772 | 312 | |||||||||
| Oil Receivables | |||||||||||||||||||
| Preferred Sec | 2,886 | 1,557 | 1,330 | 2,886 | 2,542 | 158 | 186 | ||||||||||||
| Prv Issued Sec | 1,119 | 391 | 380 | 1,119 | 1,119 | ||||||||||||||
| Rental Car Rec. | 2,400 | 1,300 | 1,100 | 2,400 | 1,300 | 1,100 | |||||||||||||
| Rev Cred/Home Eq | 194,676 | 106,359 | 75,231 | 169,844 | 24,832 | 123,853 | 43,210 | 25,438 | 1,549 | 553 | |||||||||
| Sm Business Loan | 828 | 828 | 828 | 828 | |||||||||||||||
| Struc Fin Credit | 13,292 | 4,911 | 8,380 | 13,292 | 4,261 | 2,507 | 4,928 | 1,508 | |||||||||||
| Student Loans | 27,806 | 4,062 | 22,058 | 22,744 | 5,061 | 14,959 | 3,239 | 4,044 | 3,663 | 1,808 | |||||||||
| Tax Liens | |||||||||||||||||||
| Ticket Rec | |||||||||||||||||||
| Timeshare Loans | 771 | 386 | 385 | 771 | 471 | 300 | |||||||||||||
| Tobacco Receives | |||||||||||||||||||
| Trade Recs | |||||||||||||||||||
| Unspecified/NA | |||||||||||||||||||
| Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial | |||||||||||||||||||
-
Almost all five A1 tranches benefit from credit enhancement levels of 26.10%. The A1A tranche, however, has a credit enhancement level of 36.10%.
9h ago -
The Federal Reserve's vice chair outlined the ongoing modernization efforts for the central bank's lending facility of last resort, including coordination with the Federal Home Loan Banks.
10h ago -
The deal's obligor concentrations—its top and top five obligors account for 9.45% and 37.95% of the pool—are reigned in by WEF's focus on mission-critical essential use equipment.
September 21 -
The release of Fannie Mae and Freddie Mac's internal metrics support this process, but other measures will still be needed, according to Bank of America.
September 21 -
Ed Comber, a pioneer in music catalog securitization, also joined the firm as a partner in structured finance and securitization.
September 21 -
Given current rates are higher than the MBA and Fannie Mae forecasts, the industry could see further downside risk to the housing outlooks in October.
September 21








