Year to date as of Jul 16
  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 36,446 28,930 7,516 34,603 1,842 10,107 19,227 6,929 125 35
Cash
Catastrophe Bond
Commercial Loans 311 188 123 311 311
Corp Bond/Note 1,882 366 1,483 1,882 1,294 56 532
Corporate Loans 4,384 385 3,965 4,384 1,392 774 161 906 1,152
Credit Card Rec 40,398 10,833 29,566 39,547 851 9,087 3,909 25,753 750 900
Debentures 1,681 1,681 1,681 1,681
Equip Loans
Equip. Leases 5,493 3,593 1,900 3,866 1,627 1,291 3,460 668 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 36,706 11,587 24,779 32,539 4,166 14,167 6,899 14,113 1,173 203
Non-Perf Loans
Oil Contracts
Preferred Sec 1,034 204 805 1,034 108 108 177 640
Prv Issued Sec 835 203 507 87 748 835
Rental Car Rec. 1,775 1,050 725 1,775 650 1,125
Retail Contracts
Rev Cred/Home Eq 123,460 51,783 70,364 112,287 11,173 57,899 35,826 27,247 1,829 514
Sm Business Loan 645 645 645 391 254
Stranded Costs
Struc Fin Credit 12,317 2,378 9,902 12,317 7,155 352 671 2,568 1,489
Student Loans 19,352 600 16,000 17,616 1,736 3,648 3,627 6,408 4,739 218
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

Subscribe Now

Access to a full range of industry content, analysis and expert commentary.

30-Day Free Trial

No credit card required. Access coverage of the securitization marketplace, including breaking news updated throughout the day.