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ABS

ABS Sector Close-Up

September 22, 2003, 12:00 a.m. EDT 1 Min Read
Year to date as of Sep 17
  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 52,712 39,731 12,981 49,884 2,828 11,787 29,898 10,844 125 35
Cash 399 199 200 399 399
Catastrophe Bond
Commercial Loans 1,561 1,438 123 1,561 1,250 311
Corp Bond/Note 2,770 419 2,318 2,770 1,300 380 468 622
Corporate Loans 6,004 446 5,524 6,004 1,734 774 161 1,652 1,659
Credit Card Rec 48,472 12,543 35,929 47,620 851 10,576 5,408 28,837 1,500 2,150
Debentures 2,648 2,648 2,648 2,648
Equip Loans
Equip. Leases 5,563 3,593 1,970 3,866 1,697 1,291 3,530 668 75
FHLMC 2,231 2,231 2,231 2,231
FNMA 5,679 3,680 1,999 5,679 4,312 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 3,756 323 3,434 3,756 1,066 1,246 1,445
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 49,530 16,868 31,645 43,608 5,922 18,305 12,347 17,279 1,173 275
Non-Perf Loans
Oil Contracts
Preferred Sec 1,222 231 966 1,222 108 108 177 828
Prv Issued Sec 1,653 988 540 87 1,566 1,653
Rental Car Rec. 2,275 1,050 1,225 500 1,775 650 230 1,395
Retail Contracts 750 750 750 197 404 149
Rev Cred/Home Eq 158,576 67,379 83,254 144,754 13,822 71,750 46,110 36,582 2,738 978
Sm Business Loan 845 845 845 391 454
Stranded Costs
Struc Fin Credit 18,258 3,270 14,951 18,258 8,236 747 2,346 3,967 2,880
Student Loans 25,434 600 21,449 23,698 1,736 4,281 4,902 8,244 6,019 1,277
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
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