Year to date as of 04/12 | ||||||||||
Term (days) | 04/06 | 04/07 | 04/10 | 04/11 | 04/12 | 1-week Change (bps)* | 5-day Average | 52-wk High | 52-wk Low | |
AA Financial | ||||||||||
1-day | 4.74 | 4.73 | 4.75 | 4.75 | 4.72 | -2.00 | 4.74 | 4.82 | 2.70 | |
7-day | 4.71 | 4.71 | 4.74 | 4.73 | 4.73 | -1.00 | 4.72 | 4.77 | 2.71 | |
15-day | 4.70 | 4.73 | 4.74 | 4.73 | 4.75 | 0.00 | 4.73 | 4.75 | 2.75 | |
30-day | 4.77 | 4.76 | 4.75 | 4.76 | 4.79 | 1.80 | 4.77 | 4.79 | 2.84 | |
60-day | 4.84 | 4.86 | 4.87 | 4.87 | 4.89 | 4.20 | 4.87 | 4.89 | 2.94 | |
90-day | 4.91 | 4.89 | 4.93 | 4.93 | 4.93 | 5.40 | 4.92 | 4.93 | 2.96 | |
AA Nonfinancial | ||||||||||
1-day | 4.74 | 4.72 | 4.75 | 4.76 | 4.75 | -1.40 | 4.74 | 4.83 | 2.70 | |
7-day | 4.71 | 4.71 | 4.74 | 4.73 | 4.74 | -1.80 | 4.73 | 4.80 | 2.70 | |
15-day | 4.73 | 4.70 | 4.74 | 4.74 | 4.72 | 1.00 | 4.73 | 4.74 | 2.74 | |
30-day | 4.80 | 4.72 | 4.71 | 4.75 | − | 2.17 | 4.74 | 4.80 | 2.81 | |
60-day | − | 4.77 | − | 4.77 | − | 2.00 | 4.77 | 4.79 | 2.92 | |
90-day | − | 4.83 | − | − | − | 1.00 | 4.83 | 4.83 | 3.05 | |
A2/P2 Nonfinancial | ||||||||||
1-day | 4.81 | 4.80 | 4.81 | 4.82 | 4.80 | -3.20 | 4.81 | 4.94 | 2.76 | |
7-day | 4.81 | 4.83 | 4.81 | 4.84 | 4.84 | 0.00 | 4.83 | 4.85 | 2.79 | |
15-day | 4.82 | 4.84 | 4.85 | 4.84 | 4.84 | -0.80 | 4.84 | 4.88 | 2.84 | |
30-day | 4.88 | 4.86 | 4.91 | 4.90 | 4.95 | 3.00 | 4.90 | 4.95 | 2.95 | |
60-day | 4.98 | 4.95 | 4.97 | 4.99 | 4.96 | 3.60 | 4.97 | 4.99 | 3.07 | |
90-day | 4.97 | 4.97 | 4.98 | 4.99 | 5.01 | 0.90 | 4.98 | 5.06 | 3.11 | |
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank |
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The trust employs a 24-month revolving period. There is an increased risk that collateral quality could deteriorate as the transaction evolves with new collateral.
March 27 - Yahoo Finance Feed
The banking giant has launched an online platform that links small-business owners and entrepreneurs in need of capital to community development financial institutions. The platform was developed in partnership with Community Reinvestment Fund USA.
March 27 -
Audited financials, proof of fidelity bonds and errors and omissions insurance must be provided on Ginnie Mae Central after May 13.
March 27 -
Aside from the cash flow stabilization, another credit positive to the deal, TAH Operations is property manager to the portfolio, and has strong processes and controls.
March 27 -
Four tranches of class A notes make up the capital structure, and they all benefit from 3.00% in total initial hard credit enhancement.
March 26 -
Seven of the loans, 27.7% of the pool balance, are secured by multiple properties or have a component of cross-collateralization, benefitting from greater cash flow stability.
March 26