ABS Sector Close-Up

Published June 23, 2003, 12:00 a.m. EDT

1 Min Read

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