ABS Sector Close-Up

Published July 14, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Jul 9

			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	36,446		28,855		7,591		34,603		1,842		10,107		19,227		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	36,402		11,283		24,779		32,242		4,160		13,870		6,899		14,113		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	121,233		50,906		69,013		110,747		10,486		57,170		34,674		26,901		1,829		514
Sm Business Loan	645				645				645		391				254
Stranded Costs
Struc Fin Credit	12,142		2,352		9,753				12,142		7,155		352		671		2,393		1,489
Student Loans	17,671		600		14,319		16,300		1,371		3,648		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

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