ABS Sector Close-Up

Published September 29, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Sep 24

			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	3,124		464		2,627				3,124		1,310				380		468		966
Corporate Loans	5,985		427		5,524				5,985		1,715		774		161		1,652		1,659
Credit Card Rec	48,672		12,543		36,129		47,820		851		10,576		5,408		28,837		1,500		2,350
Debentures	2,648		2,648				2,648				2,648
Equip Loans
Equip. Leases	7,460		3,786		3,674		5,763		1,697		2,422		4,218		745		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	50,298		16,515		32,778		44,376		5,922		20,134		12,347		16,238		1,153		275
Non-Perf Loans
Oil Contracts
Preferred Sec	1,222		231		966				1,222		108				108		177		828
Prv Issued Sec	1,723		1,058		540		157		1,566		1,723
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	168,635		70,084		90,005		152,557		16,078		72,010		51,920		39,493		3,957		1,089
Sm Business Loan	845				845				845		391				454
Stranded Costs
Struc Fin Credit	18,338		3,276		15,025				18,338		8,242		747		2,346		4,014		2,906
Student Loans	25,634		600		21,549		23,898		1,736		4,481		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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