ABS Sector Close-Up

Published June 09, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Jun 4

		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	30,062	23,204	6,859	29,272	791	6,418	17,466	6,121		35
Cash
Catastrophe Bond
Commercial Loans	921	194	727		921		822	99
Corp Bond/Note	1,249	321	895		1,249	661			56	532
Corporate Loans	2,044	233	1,787		2,044	546			450	1,049
Credit Card Rec	30,939	6,987	23,953	30,583	356	7,737	3,909	18,044	750	500
Debentures	1,485	1,485		1,485		1,485
Equip Loans
Equip. Leases	3,951	2,641	1,310	2,995	956	1,208	2,038	637	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	1,763	250	1,513	1,141	622	1,141		622
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	975	975		975			975
Mutual Fund Fees	175	75	100		175	175
Non-Jumbo Mtg Ln	29,888	7,543	22,029	26,186	3,703	11,156	6,899	10,361	1,149	173
Non-Perf Loans
Oil Contracts
Preferred Sec	1,034	204	805		1,034	108		108	177	640
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	89,331	36,688	51,596	81,687	7,644	38,879	26,645	21,668	1,604	392
Sm Business Loan	254		254		254			254
Stranded Costs
Struc Fin Credit	6,083	884	5,163		6,083	2,566		279	2,294	862
Student Loans	14,035	600	11,149	12,912	1,123	2,152	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