ABS Sector Close-Up

Published May 05, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Apr 30

			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	21,108		15,594		5,513		20,317		791		4,503		12,523		4,024				35
Cash
Catastrophe Bond
Commercial Loans	682		188		495				682				638		45
Corp Bond/Note	1,999		1,071		895				1,999		1,411						56		532
Corporate Loans	4,492		151		4,317				4,492		3,525						265		702
Credit Card Rec	27,342		5,590		21,751		26,985		356		7,088		3,909		15,595		750
Debentures	1,291		1,291				1,291				1,291
Equip Loans
Equip. Leases	1,808		1,067		742		852		956		253		1,052		434		68
FHLMC	1,259		1,259				1,259				1,259
Floorplan Recs	3,250				3,250		3,224		26				750		2,500
FNMA	3,480		1,480		1,999		3,480				2,113		1,002		221		144
Franchisee Loans	228		228						228								109
Health Care Rec
Insurance Recs
Junk Bonds	2,043		201		1,842				2,043		716						306		1,022
Leases	450		450						450
Legal Fees
Loans	177				177				177		177
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	22,591		5,725		16,611		20,896		1,695		11,130		4,254		6,983		51		123
Non-Perf Loans
Oil Contracts
Preferred Sec	725		146		579				725		36						177		512
Prv Issued Sec	479		178		301		87		392		479
Rental Car Rec.	1,775		1,050		725				1,775		650				1,125
Retail Contracts
Rev Cred/Home Eq	68,965		27,571		41,188		62,733		6,232		28,522		21,063		17,739		1,273		298
Sm Business Loan	108				108				108						108
Stranded Costs
Struc Fin Credit	5,004		1,161		3,820				5,004		2,224						2,004		709
Student Loans	11,370		600		9,263		11,370				1,373		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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