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ABS

ABS Sector Close-Up

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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