ABS Sector Close-Up

May 26, 2003, 12:00 a.m. EDT 1 Min Read

Year to date as of May 21

		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	1,365	1,365			1,365	1,365
Asset-Back Certs
Auto Loans/Recs	27,006	20,091	6,915	26,216	791	5,802	15,801	5,345		35
Cash
Catastrophe Bond
Commercial Loans	921	194	727		921		822	99
Corp Bond/Note	1,099	171	895		1,099	511			56	532
Corporate Loans	2,044	233	1,787		2,044	546			450	1,049
Credit Card Rec	30,516	6,987	23,529	30,160	356	7,737	3,909	17,620	750	500
Debentures	1,485	1,485		1,485		1,485
Equip Loans
Equip. Leases	2,781	1,782	999	1,824	956	481	1,594	637	68
FHLMC	2,225	2,225		2,225		2,225
FNMA	3,480	1,480	1,999	3,480		2,113	1,002	221	144
Floorplan Recs	3,250		3,250	3,224	26		750	2,500
Franchisee Loans	228	228			228				109
Health Care Rec
Insurance Recs	1,141	250	891	519	622	1,141
Junk Bonds	2,293	233	2,060		2,293	734			490	1,069
Legal Fees
Loans	3,175		3,175		3,175	3,175
Mnfrd Housing Ct	260	140	121	260			51	146	3	45
Motorcycle Loans	550	550		550			550
Mutual Fund Fees	175	75	100		175	175
Non-Jumbo Mtg Ln	27,305	7,004	20,024	25,607	1,698	11,156	5,499	9,226	1,144	162
Non-Perf Loans
Oil Contracts
Preferred Sec	725	146	579		725	36			177	512
Prv Issued Sec	479	178	301	87	392	479
Rental Car Rec.	1,775	1,050	725		1,775	650		1,125
Retail Contracts
Rev Cred/Home Eq	82,836	35,112	47,514	75,285	7,551	36,973	25,615	18,430	1,389	284
Sm Business Loan	254		254		254			254
Stranded Costs
Struc Fin Credit	5,683	884	4,763		5,683	2,224		222	2,294	862
Student Loans	13,631	600	11,149	12,509	1,123	1,749	2,595	4,937	3,572	68
Swap Agreement
Tax Liens
Timeshare Loans	303	245	58		303		303
Tobacco Receives	154	154			154			154
Trade Recs
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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