ABS Sector Close-Up

Published June 16, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Jun 11

		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	34,095	26,903	7,192	33,137	958	9,556	18,141	6,340		35
Cash
Catastrophe Bond
Commercial Loans	921	194	727		921		822	99
Corp Bond/Note	1,532	366	1,133		1,532	944			56	532
Corporate Loans	2,344	251	2,068		2,344	564			696	1,084
Credit Card Rec	34,791	8,638	26,153	34,434	356	8,037	3,909	21,595	750	500
Debentures	1,670	1,670		1,670		1,670
Equip Loans
Equip. Leases	4,820	3,510	1,310	3,864	956	1,208	2,876	668	68
FHLMC	2,231	2,231		2,231		2,231
FNMA	4,756	2,757	1,999	4,756		3,390	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	399	278	121	260	139		103	185	11	45
Motorcycle Loans	975	975		975			975
Mutual Fund Fees	175	75	100		175	175
Non-Jumbo Mtg Ln	33,513	9,019	24,154	29,361	4,153	11,606	6,899	13,488	1,173	197
Non-Perf Loans
Oil Contracts
Preferred Sec	1,034	204	805		1,034	108		108	177	640
Prv Issued Sec	487	178	309	87	400	487
Rental Car Rec.	1,775	1,050	725		1,775	650		1,125
Retail Contracts
Rev Cred/Home Eq	102,604	42,084	59,206	94,761	7,843	46,852	29,711	23,812	1,661	425
Sm Business Loan	254		254		254			254
Stranded Costs
Struc Fin Credit	6,925	1,254	5,635		6,925	2,566	352	671	2,294	960
Student Loans	15,298	600	12,164	13,927	1,371	2,400	2,777	5,384	3,927	99
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