ABS Sector Close-Up

Published May 19, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of May 14

			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	23,056		17,086		5,971		22,266		791		4,961		13,602		4,436				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	1,744		183		1,537				1,744		546						450		749
Credit Card Rec	29,792		6,987		22,805		29,435		356		7,612		3,909		17,521		750
Debentures	1,485		1,485				1,485				1,485
Equip Loans
Equip. Leases	1,808		1,067		742		852		956		253		1,052		434		68
FHLMC	2,225		2,225				2,225				2,225
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	3,175				3,175				3,175		3,175
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	23,960		7,026		16,658		22,262		1,698		11,453		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	77,429		33,260		43,963		70,060		7,369		35,565		22,957		17,214		1,324		224
Sm Business Loan	254				254				254						254
Stranded Costs
Struc Fin Credit	5,683		884		4,763				5,683		2,224				222		2,294		862
Student Loans	13,631		600		11,149		12,509		1,123		1,749		2,595		4,937		3,572		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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