ABS Sector Close-Up

Published April 28, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Apr 23

		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	18,877	13,331	5,546	18,198	679	3,573	11,553	3,694		35
Cash
Catastrophe Bond
Commercial Loans
Corp Bond/Note	1,931	1,040	858		1,931	1,344			56	532
Corporate Loans	4,863	151	4,688		4,863	3,525	326	45	265	702
Credit Card Rec	26,586	5,590	20,995	26,230	356	7,411	3,909	15,266
Debentures	1,291	1,291		1,291		1,291
Equip Loans
Equip. Leases	956	421	535		956		613	275	68
FHLMC	1,259	1,259		1,259		1,259
Floorplan Recs	3,250		3,250	3,224	26		750	2,500
FNMA	2,113	1,069	1,044	2,113		2,113
Franchisee Loans	228	228			228				109
Health Care Rec
Insurance Recs
Junk Bonds	1,713	176	1,536		1,713	691				1,022
Leases	450	450			450
Legal Fees
Loans	488	188	301		488	177	311
Mnfrd Housing Ct	260	140	121	260			51	146	3	45
Motorcycle Loans	550	550		550			550
Mutual Fund Fees	175	75	100		175	175
Non-Jumbo Mtg Ln	20,601	4,755	15,611	18,907	1,695	10,833	3,254	6,310	51	103
Non-Perf Loans
Oil Contracts
Preferred Sec	412	118	294		412	36			132	244
Prv Issued Sec	259	77	182		259	259
Rental Car Rec.	1,025	400	625		1,025	650		375
Retail Contracts
Rev Cred/Home Eq	55,994	20,749	35,038	50,806	5,188	23,422	16,882	14,591	781	318
Sm Business Loan	108		108		108			108
Stranded Costs
Struc Fin Credit	4,264	1,109	3,131		4,264	2,163			1,411	652
Student Loans	11,130	600	9,263	11,130		1,134	2,371	3,598	3,248	68
Swap Agreement
Tax Liens
Timeshare Loans	303	245	58		303		303
Tobacco Receives	154	154			154			154
Trade Recs
Truck Loans

Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial

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