ABS Sector Close-Up

Published October 06, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Oct 1

			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	3,229		2,202		1,027				3,229		2,202				457		361		208
Asset-Back Certs
Auto Loans/Recs	55,656		42,675		12,981		52,740		2,916		14,643		29,952		10,878		125		35
Cash	399		199		200				399		399
Catastrophe Bond
Commercial Loans	311		188		123				311				311
Corp Bond/Note	4,374		1,714		2,627				4,374		2,560				380		468		966
Corporate Loans	5,985		427		5,524				5,985		1,715		774		161		1,652		1,659
Credit Card Rec	50,322		12,543		37,779		49,470		851		11,226		5,408		29,837		1,500		2,350
Debentures	2,655		2,655				2,655				2,655
Equip Loans
Equip. Leases	6,997		4,088		2,909		5,008		1,990		2,449		3,752		721		75
FHLMC	2,231		2,231				2,231				2,231
FNMA	4,402		2,403		1,999		4,402				3,036		1,002		221		144
Floorplan Recs	6,636		2,132		4,504		6,610		26		2,132		1,271		3,234
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	52,894		18,939		32,950		45,749		7,144		23,058		11,297		16,960		1,153		275
Non-Perf Loans
Oil Contracts
Preferred Sec	1,941		651		1,265				1,941		828				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	170,046		69,237		92,902		153,121		16,925		72,844		52,622		39,715		3,126		1,574
Sm Business Loan	845				845				845		391				454
Stranded Costs
Struc Fin Credit	18,506		3,274		15,196				18,506		8,240		747		2,346		4,418		2,674
Student Loans	27,334		1,900		21,949		25,198		2,136		5,781		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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