ABS Sector Close-Up

Published December 08, 2003, 12:00 a.m. EST

1 Min Read

Year to date as of Dec 3

			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	77,763		59,537		18,226		73,519		4,244		22,885		39,143		15,475		125		113
Cash	599		249		350				599		599
Commercial Loans	311		188		123				311				311
Corp Bond/Note	5,349		1,896		3,420				5,349		2,863				874		468		1,144
Corporate Loans	8,069		606		7,426				8,069		2,124		1,206		161		2,624		1,932
Credit Card Rec	62,851		17,611		45,240		61,869		981		20,969		5,408		31,974		2,000		2,500
Equip Loans	514				514				514		177				337
Equip. Leases	9,128		5,167		3,960		6,684		2,443		3,230		4,743		1,080		75
Floorplan Recs	7,846		2,132		5,714		7,010		836		2,532		1,790		3,524
Franchisee Loans	228		228						228								109
Home Impr Loans	8		8						8		8
Junk Bonds	7,919		1,695		6,224				7,919		2,970						2,038		2,911
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	991		116		875				991		991
Non-Jumbo Mtg Ln	75,134		27,981		43,931		67,363		7,770		34,727		17,259		21,427		1,262		307
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	211,994		86,334		114,478		191,177		20,818		92,228		65,975		47,322		4,215		2,027
Sm Business Loan	845				845				845		401				444
Struc Fin Credit	25,056		5,291		19,728				25,056		11,400		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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