ABS Sector Close-Up

Published August 18, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Aug 13

		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	2,392	1,365	1,027		2,392	1,365		457	361	208
Asset-Back Certs
Auto Loans/Recs	46,230	35,785	10,445	43,632	2,599	11,305	24,950	9,793	125	35
Cash
Catastrophe Bond
Commercial Loans	311	188	123		311		311
Corp Bond/Note	2,910	419	2,458		2,910	1,440		380	468	622
Corporate Loans	5,914	449	5,430		5,914	1,597	774	161	1,674	1,661
Credit Card Rec	44,308	12,082	32,226	43,456	851	9,287	4,409	28,212	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	2,743	266	2,477		2,743	746			722	1,275
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	1,450	1,450		1,450			1,450
Mutual Fund Fees	342	116	226		342	342
Non-Jumbo Mtg Ln	41,395	13,827	26,820	36,435	4,961	16,141	8,140	15,557	1,173	234
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.	2,275	1,050	1,225	500	1,775	650	230	1,395
Retail Contracts
Rev Cred/Home Eq	139,105	57,710	79,925	127,675	11,429	64,038	39,579	32,477	2,200	666
Sm Business Loan	845		845		845	391		454
Stranded Costs
Struc Fin Credit	15,296	2,770	12,489		15,296	7,572	352	2,346	2,923	2,021
Student Loans	23,284	600	19,716	21,547	1,736	3,864	4,627	7,573	5,229	1,280
Swap Agreement
Tax Liens	86	86			86		86
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