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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