ABS Sector Close-Up

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

1 Min Read

Year to date as of May 7

			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	4,742		183		4,535				4,742		3,544						450		749
Credit Card Rec	28,544		5,739		22,805		28,188		356		7,612		3,909		16,274		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
FNMA	3,480		1,480		1,999		3,480				2,113		1,002		221		144
Floorplan Recs	3,250				3,250		3,224		26				750		2,500
Franchisee Loans	228		228						228								109
Health Care Rec
Insurance Recs	1,141		250		891		519		622		1,141
Junk Bonds	2,293		233		2,060				2,293		734						490		1,069
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	23,637		6,703		16,658		21,942		1,695		11,130		4,254		7,961		51		156
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	73,558		31,803		41,550		66,539		7,020		32,821		22,064		16,981		1,324		224
Sm Business Loan	254				254				254						254
Stranded Costs
Struc Fin Credit	5,301		884		4,381				5,301		2,224				222		2,004		770
Student Loans	12,493		600		10,010		11,370		1,123		1,749		2,371		4,345		3,248		68
Swap Agreement
Tax Liens
Timeshare Loans	303		245		58				303				303
Tobacco Receives	154		154						154						154
Trade Recs
Truck Loans
Leases	450		450						450

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

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