ABS Sector Close-Up

Published August 11, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Aug 6

		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	41,444	33,476	7,968	38,846	2,599	11,006	22,127	8,129	125	35
Cash
Catastrophe Bond
Commercial Loans	311	188	123		311		311
Corp Bond/Note	2,630	419	2,178		2,630	1,300		240	468	622
Corporate Loans	4,734	422	4,277		4,734	1,392	774	161	906	1,501
Credit Card Rec	42,598	11,332	31,266	41,747	851	9,287	4,409	26,503	1,500	900
Debentures	2,444	2,444		2,444		2,444
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	41,658	12,949	26,289	36,697	4,961	18,470	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	1,626	984	517	87	1,539	1,626
Rental Car Rec.	1,775	1,050	725		1,775	650		1,125
Retail Contracts
Rev Cred/Home Eq	137,539	57,133	78,934	126,136	11,403	63,466	39,572	31,517	2,174	666
Sm Business Loan	645		645		645	391		254
Stranded Costs
Struc Fin Credit	14,546	2,707	11,802		14,546	7,219	352	2,346	2,673	1,874
Student Loans	22,240	600	18,672	20,504	1,736	3,864	4,327	7,423	4,937	979
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