ABS Sector Close-Up

July 28, 2003, 12:00 a.m. EDT 1 Min Read

Year to date as of Jul 23

		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	39,218	31,250	7,968	36,946	2,272	10,572	20,855	7,608	125	35
Cash
Catastrophe Bond
Commercial Loans	311	188	123		311		311
Corp Bond/Note	2,246	419	1,794		2,246	1,300			348	598
Corporate Loans	4,734	422	4,277		4,734	1,392	774	161	906	1,501
Credit Card Rec	40,648	10,833	29,816	39,797	851	9,087	3,909	26,003	750	900
Debentures	1,681	1,681		1,681		1,681
Equip Loans
Equip. Leases	6,288	4,318	1,970	4,591	1,697	2,016	3,530	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	37,356	11,587	25,429	32,539	4,816	14,167	6,899	14,763	1,173	203
Non-Perf Loans
Oil Contracts
Preferred Sec	1,034	204	805		1,034	108		108	177	640
Prv Issued Sec	1,455	823	507	87	1,368	1,455
Rental Car Rec.	1,775	1,050	725		1,775	650		1,125
Retail Contracts
Rev Cred/Home Eq	128,596	54,642	72,641	117,345	11,251	59,874	36,846	29,153	2,004	575
Sm Business Loan	645		645		645	391		254
Stranded Costs
Struc Fin Credit	14,160	2,704	11,420		14,160	7,204	352	2,077	2,642	1,805
Student Loans	20,215	816	16,647	18,479	1,736	3,864	3,955	6,530	4,937	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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