ABS Sector Close-Up

Published July 21, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Jul 16

			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		28,930		7,516		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	40,398		10,833		29,566		39,547		851		9,087		3,909		25,753		750		900
Debentures	1,681		1,681				1,681				1,681
Equip Loans
Equip. Leases	5,493		3,593		1,900		3,866		1,627		1,291		3,460		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	36,706		11,587		24,779		32,539		4,166		14,167		6,899		14,113		1,173		203
Non-Perf Loans
Oil Contracts
Preferred Sec	1,034		204		805				1,034		108				108		177		640
Prv Issued Sec	835		203		507		87		748		835
Rental Car Rec.	1,775		1,050		725				1,775		650				1,125
Retail Contracts
Rev Cred/Home Eq	123,460		51,783		70,364		112,287		11,173		57,899		35,826		27,247		1,829		514
Sm Business Loan	645				645				645		391				254
Stranded Costs
Struc Fin Credit	12,317		2,378		9,902				12,317		7,155		352		671		2,568		1,489
Student Loans	19,352		600		16,000		17,616		1,736		3,648		3,627		6,408		4,739		218
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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