| Year to date as of Mar 2 | |||||||||||||||||||
| 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 | 41,391 | 36,622 | 4,769 | 35,132 | 6,259 | 16,580 | 18,742 | 6,069 | |||||||||||
| Comm. Mtg | 2,899 | 1,294 | 1,605 | 2,899 | 1,261 | 229 | 829 | 540 | |||||||||||
| Commercial Loans | |||||||||||||||||||
| Corp Bond/Note | 3,846 | 1,696 | 2,150 | 3,846 | 2,569 | 746 | 45 | 485 | |||||||||||
| Corporate Loans | 5,352 | 286 | 5,066 | 5,352 | 2,480 | 395 | 370 | 1,192 | 914 | ||||||||||
| Credit Card Rec | 28,632 | 10,299 | 18,333 | 24,659 | 3,974 | 19,334 | 1,400 | 5,749 | 900 | 1,249 | |||||||||
| Debentures | 2,122 | 2,122 | 2,122 | 2,122 | |||||||||||||||
| Equip Loans | |||||||||||||||||||
| Equip. Leases | 4,744 | 4,469 | 275 | 4,164 | 580 | 2,293 | 1,388 | 554 | 221 | 289 | |||||||||
| Floorplan Recs | 8,026 | 840 | 7,186 | 7,902 | 124 | 4,014 | 830 | 3,182 | |||||||||||
| 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 | 501 | 331 | 170 | 501 | 501 | ||||||||||||||
| Non-Jumbo Mtg Ln | 68,520 | 31,864 | 33,291 | 65,728 | 2,793 | 41,621 | 14,956 | 10,760 | 849 | 319 | |||||||||
| Oil Receivables | |||||||||||||||||||
| Preferred Sec | 3,597 | 2,268 | 1,330 | 3,597 | 3,253 | 158 | 186 | ||||||||||||
| Prv Issued Sec | 1,852 | 1,079 | 380 | 590 | 1,262 | 1,852 | |||||||||||||
| Rental Car Rec. | 2,400 | 1,300 | 1,100 | 2,400 | 1,300 | 1,100 | |||||||||||||
| Rev Cred/Home Eq | 216,332 | 125,057 | 77,504 | 186,006 | 30,325 | 143,388 | 44,757 | 25,956 | 1,606 | 553 | |||||||||
| Sm Business Loan | 828 | 828 | 828 | 828 | |||||||||||||||
| Struc Fin Credit | 14,838 | 6,458 | 8,380 | 14,838 | 5,807 | 2,507 | 4,928 | 1,508 | |||||||||||
| Student Loans | 30,626 | 6,957 | 21,983 | 25,639 | 4,986 | 17,780 | 3,239 | 4,044 | 3,663 | 1,808 | |||||||||
| Tax Liens | |||||||||||||||||||
| Ticket Rec | |||||||||||||||||||
| Timeshare Loans | 635 | 386 | 250 | 635 | 336 | 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 | |||||||||||||||||||
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The 30-year fixed is still over 20 basis points higher than its February bottom, but fell 7 basis points this past week on Iran peace hopes, Freddie Mac said.
7h ago -
February's securitization from Vertical Bridge was the sector's largest-ever deal and included the sector's first single-B rated tranche.
7h ago -
A decline in Middle East travel and higher fuel prices should not put a major dent in the company's performance, execs said Thursday.
8h ago -
Unlike some of FIGRE Trust's previous securitizations, there is no performance trigger related to the net weighted average coupon rate.
April 22 -
Credit risk transfers, a means by which banks can move risk off their balance sheets, earned considerable bipartisan support in a House Financial Services subcommittee hearing Wednesday.
April 22 -
Loans were underwritten to Fannie and Freddie guidelines, or to Ginnie Mae standards that apply to securities backed by jumbo loans ineligible for GSE pools because of their loan size.
April 22









