With December's spike in extension rates, loan deferrals reached their highest levels since the summer. As a result, the percentage of loans in active extension status increased to 1.0% and 7.65% for prime and public subprime issuers, respectively. COVID-19-related extensions recorded an average of 4.1 and 3.0 full payments for prime and subprime public issuers, respectively. In addition, obligors with high FICO scores have needed fewer COVID-19-related extensions.
ABS Auto Loan Extensions Related to Covid-19 - December 2020 Update
U.S. Conduit CMBS Update Q1 2021: Signs of Improvement
U.S. Auto Loan ABS Tracker: February 2021 Performance
Newhaven CLO, DAC European Reset CLO Notes Assigned Ratings
KA Finanz AG Public Sector Covered Bond Ratings Withdrawn At The Issuer's Request