ABS Sector Close-Up

Published December 01, 2003, 12:00 a.m. EST

1 Min Read

Year to date as of Nov 26

		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	74,217	57,538	16,680	70,473	3,744	22,339	37,673	13,945	125	113
Cash	599	249	350		599	599
Commercial Loans	311	188	123		311		311
Corp Bond/Note	5,073	1,743	3,297		5,073	2,710		750	468	1,144
Corporate Loans	7,769	574	7,160		7,769	2,095	1,206	161	2,392	1,891
Credit Card Rec	62,351	17,611	44,740	61,369	981	20,219	5,408	32,223	2,000	2,500
Equip Loans	177		177		177	177
Equip. Leases	9,128	5,167	3,960	6,684	2,443	3,230	4,743	1,080	75
Floorplan Recs	7,446	2,132	5,314	6,610	836	2,132	1,790	3,524
Franchisee Loans	228	228			228				109
Home Impr Loans	8	8			8	8
Junk Bonds	6,167	954	5,212		6,167	1,966			1,743	2,458
Leases	1,388	1,388			1,388	760				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	71,513	24,385	43,808	64,125	7,388	31,130	17,247	21,334	1,344	275
Oil Receivables	750	750			750	750
Preferred Sec	2,061	651	1,385		2,061	854		108	177	921
Prv Issued Sec	1,899	1,159	615	198	1,701	1,899
Rental Car Rec.	4,125	2,400	1,725	1,000	3,125	1,500	460	2,165
Rev Cred/Home Eq	203,334	82,754	109,397	183,141	20,193	86,694	64,196	46,263	4,030	1,925
Sm Business Loan	1,045		1,045		1,045	401		644
Struc Fin Credit	24,810	5,045	19,728		24,810	11,154	758	4,077	5,087	3,652
Student Loans	36,963	1,900	28,601	30,193	6,770	11,281	5,939	9,685	7,020	1,926
Tax Liens	86	86			86		86
Ticket Rec	220	10	210		220	220
Timeshare Loans	848	715	133		848	170	678
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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