| Year to date as of Jul 2 | |||||||||||||||||||
| 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 | 36,061 | 28,494 | 7,567 | 34,603 | 1,458 | 10,054 | 18,896 | 6,929 | 125 | 35 | |||||||||
| Cash | |||||||||||||||||||
| Catastrophe Bond | |||||||||||||||||||
| Commercial Loans | 311 | 188 | 123 | 311 | 311 | ||||||||||||||
| Corp Bond/Note | 1,882 | 366 | 1,483 | 1,882 | 1,294 | 56 | 532 | ||||||||||||
| Corporate Loans | 4,384 | 385 | 3,965 | 4,384 | 1,392 | 774 | 161 | 906 | 1,152 | ||||||||||
| Credit Card Rec | 39,903 | 10,338 | 29,566 | 39,547 | 356 | 9,087 | 3,909 | 25,258 | 750 | 900 | |||||||||
| Debentures | 1,670 | 1,670 | 1,670 | 1,670 | |||||||||||||||
| Equip Loans | |||||||||||||||||||
| Equip. Leases | 5,480 | 3,679 | 1,801 | 3,866 | 1,613 | 1,279 | 3,458 | 668 | 75 | ||||||||||
| 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 | 3,462 | 3,462 | 3,436 | 26 | 750 | 2,712 | |||||||||||||
| Franchisee Loans | 228 | 228 | 228 | 109 | |||||||||||||||
| Health Care Rec | |||||||||||||||||||
| Insurance Recs | 622 | 622 | 622 | 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 | 714 | 593 | 121 | 575 | 139 | 103 | 186 | 11 | 359 | ||||||||||
| Motorcycle Loans | 975 | 975 | 975 | 975 | |||||||||||||||
| Mutual Fund Fees | 342 | 116 | 226 | 342 | 342 | ||||||||||||||
| Non-Jumbo Mtg Ln | 35,775 | 11,281 | 24,154 | 31,617 | 4,159 | 13,868 | 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 | 119,622 | 50,778 | 67,530 | 109,636 | 9,986 | 56,429 | 34,124 | 26,582 | 1,829 | 514 | |||||||||
| Sm Business Loan | 645 | 645 | 645 | 391 | 254 | ||||||||||||||
| Stranded Costs | |||||||||||||||||||
| Struc Fin Credit | 11,502 | 2,294 | 9,171 | 11,502 | 6,515 | 352 | 671 | 2,393 | 1,489 | ||||||||||
| Student Loans | 16,641 | 600 | 13,289 | 15,270 | 1,371 | 2,618 | 3,357 | 5,384 | 4,428 | 142 | |||||||||
| 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 July 07, 2003, 12:00 a.m. EDT
1 Min Read
