| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 04/01 | ||||||||||
| Term (days) | 03/26 | 03/29 | 03/30 | 03/31 | 04/01 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 0.99 | 1.03 | 1.00 | 1.04 | 1.01 | 2.80 | 1.01 | 1.37 | 0.89 | |
| 7-day | 1.00 | 1.02 | 0.96 | 1.02 | 1.00 | 0.80 | 1.00 | 1.26 | 0.92 | |
| 15-day | 1.01 | 1.01 | 1.02 | 1.01 | 1.01 | 0.60 | 1.01 | 1.25 | 0.91 | |
| 30-day | 1.01 | 1.03 | 1.02 | 1.02 | 1.01 | 0.40 | 1.02 | 1.25 | 0.92 | |
| 60-day | 1.03 | 1.04 | 1.03 | 1.02 | 1.04 | 1.00 | 1.03 | 1.26 | 0.89 | |
| 90-day | 1.02 | 1.03 | 1.04 | 1.04 | 1.04 | 0.60 | 1.03 | 1.25 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 0.98 | 1.06 | 1.00 | 1.04 | 1.01 | 3.40 | 1.02 | 1.33 | 0.89 | |
| 7-day | 0.96 | 1.01 | 1.01 | 1.02 | 1.00 | 0.60 | 1.00 | 1.27 | 0.90 | |
| 15-day | 0.98 | 1.01 | 1.00 | 1.06 | 1.01 | 2.00 | 1.01 | 1.25 | 0.95 | |
| 30-day | 0.99 | 1.05 | 1.00 | 0.99 | 1.00 | 2.40 | 1.01 | 1.25 | 0.91 | |
| 60-day | 0.99 | 0.99 | 1.00 | 1.01 | 0.99 | -0.20 | 1.00 | 1.25 | 0.90 | |
| 90-day | 1.02 | 1.00 | 1.00 | 1.02 | − | − | 1.01 | 1.25 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.06 | 1.07 | 1.07 | 1.09 | 1.06 | 2.80 | 1.07 | 1.47 | 1.00 | |
| 7-day | 1.08 | 1.08 | 1.09 | 1.10 | 1.07 | 1.60 | 1.08 | 1.40 | 1.03 | |
| 15-day | 1.08 | 1.07 | 1.07 | 1.08 | 1.07 | -0.20 | 1.07 | 1.42 | 1.05 | |
| 30-day | 1.13 | 1.08 | 1.08 | 1.16 | 1.08 | − | 1.11 | 1.54 | 1.07 | |
| 60-day | 1.09 | 1.18 | 1.13 | 1.13 | 1.10 | -2.60 | 1.13 | 1.54 | 1.06 | |
| 90-day | 1.14 | 1.12 | 1.16 | 1.20 | − | 1.70 | 1.16 | 1.61 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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Classes A1 through A3, which is composed of seven tranches, are expected to pay coupons of 6.39%.
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Most borrowers, 61.2%, fall within SoFi Bank's highest tiers 1 and 2, and they have a WA income of $156,504.That's an improvement from their earnings on SCLP 2026-3.
Angel Oak Mortgage raises $228.2 million from mostly non-QM assets
Most of the A1 tranches, are expected to pay a coupon of 5.83%, except for the A-1 last-cash flow tranche, which is expected to pay 5.93%.
