ABS Sector Close-Up

Published October 20, 2003, 12:00 a.m. EDT

1 Min Read

Year to date as of Oct 15

			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	58,529		44,267		14,262		55,614		2,916		16,543		30,571		11,232		125		35
Cash	599		249		350				599		599
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	6,000		544		5,422				6,000		1,425		774		161		1,860		1,757
Credit Card Rec	52,622		14,343		38,279		51,770		851		13,026		5,408		29,837		2,000		2,350
Debentures	3,445		3,445				3,445				3,445
Equip Loans
Equip. Leases	7,133		4,224		2,909		5,008		2,125		2,584		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	4,061		440		3,622				4,061		1,066						1,453		1,543
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	54,421		17,546		34,710		47,197		7,224		22,638		12,414		17,688		1,256		275
Non-Perf Loans
Oil Contracts
Preferred Sec	2,061		651		1,385				2,061		854				108		177		921
Prv Issued Sec	1,848		1,108		615		157		1,691		1,848
Rental Car Rec.	3,625		2,400		1,225		500		3,125		1,500		230		1,895
Retail Contracts	750		750				750				197		404		149
Rev Cred/Home Eq	187,430		80,430		97,598		160,379		27,051		84,228		54,856		40,706		3,144		1,674
Sm Business Loan	845				845				845		391				454
Stranded Costs
Struc Fin Credit	18,796		3,274		15,486				18,796		8,530		747		2,346		4,418		2,674
Student Loans	29,047		1,900		23,295		26,544		2,503		6,613		5,502		8,244		6,224		1,352
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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