ABS Sector Close-Up

Published October 27, 2003, 12:00 a.m. EST

1 Min Read

Year to date as of Oct 22

			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	59,273		45,010		14,262		55,800		3,472		17,100		30,758		11,232		125		35
Cash	599		249		350				599		599
Catastrophe Bond
Commercial Loans	311		188		123				311				311
Corp Bond/Note	4,923		1,743		3,147				4,923		2,560				750		468		1,144
Corporate Loans	6,668		554		6,080				6,668		1,725		774		161		2,150		1,835
Credit Card Rec	54,922		16,493		38,429		54,070		851		15,176		5,408		29,837		2,000		2,500
Debentures	3,849		3,849				3,849				3,849
Equip Loans	177				177				177		177
Equip. Leases	7,770		4,224		3,546		5,326		2,443		2,903		3,983		809		75
FHLMC	2,231		2,231				2,231				2,231
FNMA	2,410		412		1,999		2,410				1,044		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	4,429		450		3,980				4,429		1,066						1,743		1,621
Legal Fees
Loans	2,998				2,998				2,998		2,998
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	55,786		18,910		34,711		48,544		7,242		24,001		12,414		17,689		1,256		275
Non-Perf Loans
Oil Contracts
Preferred Sec	2,061		651		1,385				2,061		854				108		177		921
Prv Issued Sec	1,863		1,123		615		162		1,701		1,863
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	181,638		72,321		99,915		161,359		20,280		77,255		57,249		41,710		3,382		1,815
Sm Business Loan	845				845				845		391				454
Stranded Costs	500		500				500				500
Struc Fin Credit	21,308		3,535		17,736				21,308		10,425		747		2,717		4,418		2,920
Student Loans	30,972		1,900		23,295		26,544		4,428		8,538		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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