With our continued focus on market transparency and intelligence, dv01 has expanded to and is now offering our latest benchmark dataset in the auto sector. Comprised of over 180 auto securitizations across nearly 20 issuers sourced from EDGAR, our latest benchmark provides vast insight to the auto sector.
The benchmarks are broken out by Prime and Subprime issuers.
|California Republic Bancorp||Prime||CRART|
|Capital One Financial Corp||Prime||COPAR|
|Carvana Group LLC||Prime||CRVNA|
|Fifth Third Bancorp||Prime||FITAT|
|JM Family Enterprises||Prime||WOART|
|US Auto Association||Prime||USAA|
|JM Family Enterprises||Subprime||WOSAT|
Accessing the Auto benchmarks can be done through the Intelligence page of the dv01 app and navigating to the Auto tab in the Pool Selector:
Prime and Subprime Auto Benchmarks (and underlying pools):
- All collateral for both the individual deals and the Prime and Subprime Benchmarks will be updated no later than the last day of each month for the Reporting Period ending at the end of the previous month
- New deals that close by the 15th of a given calendar month will be included by the end of that same calendar month. Deals that close after the 15th of a given calendar month will be updated by the end of the following calendar month
* The benchmark is composed of only public issuance, so all 144a issuance is excluded. There are certain issuers, such as Carvana and Exeter, who have historically operated as 144a issuers, but have recently begun public issuance, which is why there will be fewer deals from these issuers.