ABS Sector Close-Up

July 07, 2003, 12:00 a.m. EDT 1 Min Read

Year to date as of Jul 2

		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	36,061	28,494	7,567	34,603	1,458	10,054	18,896	6,929	125	35
Cash
Catastrophe Bond
Commercial Loans	311	188	123		311		311
Corp Bond/Note	1,882	366	1,483		1,882	1,294			56	532
Corporate Loans	4,384	385	3,965		4,384	1,392	774	161	906	1,152
Credit Card Rec	39,903	10,338	29,566	39,547	356	9,087	3,909	25,258	750	900
Debentures	1,670	1,670		1,670		1,670
Equip Loans
Equip. Leases	5,480	3,679	1,801	3,866	1,613	1,279	3,458	668	75
FHLMC	2,231	2,231		2,231		2,231
FNMA	4,756	2,757	1,999	4,756		3,390	1,002	221	144
Floorplan Recs	3,462		3,462	3,436	26		750	2,712
Franchisee Loans	228	228			228				109
Health Care Rec
Insurance Recs	622		622	622				622
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	714	593	121	575	139		103	186	11	359
Motorcycle Loans	975	975		975			975
Mutual Fund Fees	342	116	226		342	342
Non-Jumbo Mtg Ln	35,775	11,281	24,154	31,617	4,159	13,868	6,899	13,488	1,173	197
Non-Perf Loans
Oil Contracts
Preferred Sec	1,034	204	805		1,034	108		108	177	640
Prv Issued Sec	505	178	327	87	418	505
Rental Car Rec.	1,775	1,050	725		1,775	650		1,125
Retail Contracts
Rev Cred/Home Eq	119,622	50,778	67,530	109,636	9,986	56,429	34,124	26,582	1,829	514
Sm Business Loan	645		645		645	391		254
Stranded Costs
Struc Fin Credit	11,502	2,294	9,171		11,502	6,515	352	671	2,393	1,489
Student Loans	16,641	600	13,289	15,270	1,371	2,618	3,357	5,384	4,428	142
Swap Agreement
Tax Liens
Timeshare Loans	303	245	58		303		303
Tobacco Receives	154	154			154			154
Trade Recs	225	105	120		225	225
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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