ABS Sector Close-Up

Published November 17, 2003, 12:00 a.m. EST

1 Min Read

Year to date as of Nov 12

			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
Auto Loans/Recs	65,301		50,174		15,127		61,696		3,605		18,375		34,275		12,468		125		35
Cash	599		249		350				599		599
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	58,321		17,892		40,429		57,469		851		18,075		5,408		30,337		2,000		2,500
Equip Loans	177				177				177		177
Equip. Leases	8,001		4,614		3,388		5,558		2,443		2,996		4,098		832		75
Floorplan Recs	6,926		2,132		4,794		6,610		316		2,132		1,271		3,524
Franchisee Loans	228		228						228								109
Home Impr Loans	8		8						8		8
Junk Bonds	4,429		450		3,980				4,429		1,066						1,743		1,621
Leases	628		628						628										178
Loans	2,998				2,998				2,998		2,998
Mnfrd Housing Ct	714		593		121		575		139				103		186		11		359
Mutual Fund Fees	342		116		226				342		342
Non-Jumbo Mtg Ln	63,188		24,258		36,436		55,932		7,256		29,645		13,419		18,443		1,256		275
Oil Receivables	750		750						750		750
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
Rev Cred/Home Eq	192,281		78,178		104,348		171,360		20,921		82,524		60,105		43,786		3,741		1,898
Sm Business Loan	1,045				1,045				1,045		401				644
Struc Fin Credit	24,259		4,976		19,246				24,259		11,154		758		3,821		4,860		3,584
Student Loans	34,205		1,900		26,043		27,933		6,272		10,382		5,691		9,032		6,636		1,352
Tax Liens	86		86						86				86
Ticket Rec	210				210				210		210
Timeshare Loans	303		245		58				303				303
Tobacco Receives	154		154						154						154
Trade Recs	225		105		120				225		225
Unspecified/NA	667		542		125				667		667

Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial

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