| Year to date as of Jun 18 | |||||||||||||||||||
| 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 | 34,527 | 26,960 | 7,567 | 33,069 | 1,458 | 9,488 | 18,141 | 6,715 | 125 | 35 | |||||||||
| Cash | |||||||||||||||||||
| Catastrophe Bond | |||||||||||||||||||
| Commercial Loans | 921 | 194 | 727 | 921 | 822 | 99 | |||||||||||||
| Corp Bond/Note | 1,882 | 366 | 1,483 | 1,882 | 1,294 | 56 | 532 | ||||||||||||
| Corporate Loans | 2,644 | 287 | 2,333 | 2,644 | 587 | 906 | 1,152 | ||||||||||||
| Credit Card Rec | 36,954 | 9,038 | 27,916 | 36,597 | 356 | 8,212 | 3,909 | 23,183 | 750 | 900 | |||||||||
| 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 | 505 | 178 | 327 | 87 | 418 | 505 | |||||||||||||
| Rental Car Rec. | 1,775 | 1,050 | 725 | 1,775 | 650 | 1,125 | |||||||||||||
| Retail Contracts | |||||||||||||||||||
| Rev Cred/Home Eq | 105,564 | 43,439 | 60,811 | 96,859 | 8,705 | 46,946 | 31,270 | 25,018 | 1,740 | 446 | |||||||||
| Sm Business Loan | 254 | 254 | 254 | 254 | |||||||||||||||
| Stranded Costs | |||||||||||||||||||
| Struc Fin Credit | 7,772 | 1,293 | 6,443 | 7,772 | 3,266 | 352 | 671 | 2,294 | 1,108 | ||||||||||
| 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 | 225 | 105 | 120 | 225 | 225 | ||||||||||||||
| 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 | |||||||||||||||||||
ABS Sector Close-Up
Published June 23, 2003, 12:00 a.m. EDT
1 Min Read
