ABS Sector Close-Up

August 18, 2003, 12:00 a.m. EDT 1 Min Read

Year to date as of Aug 13

			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	2,392		1,365		1,027				2,392		1,365				457		361		208
Asset-Back Certs
Auto Loans/Recs	46,230		35,785		10,445		43,632		2,599		11,305		24,950		9,793		125		35
Cash
Catastrophe Bond
Commercial Loans	311		188		123				311				311
Corp Bond/Note	2,910		419		2,458				2,910		1,440				380		468		622
Corporate Loans	5,914		449		5,430				5,914		1,597		774		161		1,674		1,661
Credit Card Rec	44,308		12,082		32,226		43,456		851		9,287		4,409		28,212		1,500		900
Debentures	2,444		2,444				2,444				2,444
Equip Loans
Equip. Leases	6,288		4,318		1,970		4,591		1,697		2,016		3,530		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	2,743		266		2,477				2,743		746						722		1,275
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	1,450		1,450				1,450						1,450
Mutual Fund Fees	342		116		226				342		342
Non-Jumbo Mtg Ln	41,395		13,827		26,820		36,435		4,961		16,141		8,140		15,557		1,173		234
Non-Perf Loans
Oil Contracts
Preferred Sec	1,034		204		805				1,034		108				108		177		640
Prv Issued Sec	1,626		984		517		87		1,539		1,626
Rental Car Rec.	2,275		1,050		1,225		500		1,775		650		230		1,395
Retail Contracts
Rev Cred/Home Eq	139,105		57,710		79,925		127,675		11,429		64,038		39,579		32,477		2,200		666
Sm Business Loan	845				845				845		391				454
Stranded Costs
Struc Fin Credit	15,296		2,770		12,489				15,296		7,572		352		2,346		2,923		2,021
Student Loans	23,284		600		19,716		21,547		1,736		3,864		4,627		7,573		5,229		1,280
Swap Agreement
Tax Liens	86		86						86				86
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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