ABS Sector Close-Up

Published March 24, 2003, 12:00 a.m. EST

1 Min Read

Year to date as of fix this

			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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