ABS Sector Close-Up

September 08, 2003, 12:00 a.m. EDT 1 Min Read

Year to date as of Sep 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	2,392		1,365		1,027				2,392		1,365				457		361		208
Asset-Back Certs
Auto Loans/Recs	49,549		37,620		11,929		46,721		2,828		10,816		27,779		10,771		125		35
Cash	399		199		200				399		399
Catastrophe Bond
Commercial Loans	1,561		1,438		123				1,561		1,250		311
Corp Bond/Note	2,770		419		2,318				2,770		1,300				380		468		622
Corporate Loans	6,004		446		5,524				6,004		1,734		774		161		1,652		1,659
Credit Card Rec	45,747		12,243		33,504		44,896		851		10,576		4,409		28,362		1,500		900
Debentures	2,648		2,648				2,648				2,648
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	3,436		323		3,114				3,436		746						1,246		1,445
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	47,716		17,928		28,770		42,005		5,711		21,492		8,161		16,504		1,173		234
Non-Perf Loans
Oil Contracts
Preferred Sec	1,222		231		966				1,222		108				108		177		828
Prv Issued Sec	1,653		988		540		87		1,566		1,653
Rental Car Rec.	2,275		1,050		1,225		500		1,775		650		230		1,395
Retail Contracts
Rev Cred/Home Eq	146,243		62,940		80,439		133,142		13,101		68,130		41,802		32,781		2,384		748
Sm Business Loan	845				845				845		391				454
Stranded Costs
Struc Fin Credit	16,523		2,791		13,695				16,523		7,599		352		2,346		3,937		2,207
Student Loans	25,436		600		21,451		23,700		1,736		4,281		4,902		8,244		6,018		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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