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ABS

ABS Sector Close-Up

October 13, 2003, 12:00 a.m. EDT 1 Min Read
Year to date as of Oct 15
  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
Asset-Back Certs
Auto Loans/Recs 58,529 44,267 14,262 55,614 2,916 16,543 30,571 11,232 125 35
Cash 599 249 350 599 599
Catastrophe Bond
Commercial Loans 311 188 123 311 311
Corp Bond/Note 4,374 1,714 2,627 4,374 2,560 380 468 966
Corporate Loans 6,000 544 5,422 6,000 1,425 774 161 1,860 1,757
Credit Card Rec 52,622 14,343 38,279 51,770 851 13,026 5,408 29,837 2,000 2,350
Debentures 3,445 3,445 3,445 3,445
Equip Loans
Equip. Leases 7,133 4,224 2,909 5,008 2,125 2,584 3,752 721 75
FHLMC 2,231 2,231 2,231 2,231
FNMA 4,402 2,403 1,999 4,402 3,036 1,002 221 144
Floorplan Recs 6,636 2,132 4,504 6,610 26 2,132 1,271 3,234
Franchisee Loans 228 228 228 109
Health Care Rec
Insurance Recs 622 622 622 622
Junk Bonds 4,061 440 3,622 4,061 1,066 1,453 1,543
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 54,421 17,546 34,710 47,197 7,224 22,638 12,414 17,688 1,256 275
Non-Perf Loans
Oil Contracts
Preferred Sec 2,061 651 1,385 2,061 854 108 177 921
Prv Issued Sec 1,848 1,108 615 157 1,691 1,848
Rental Car Rec. 3,625 2,400 1,225 500 3,125 1,500 230 1,895
Retail Contracts 750 750 750 197 404 149
Rev Cred/Home Eq 187,430 80,430 97,598 160,379 27,051 84,228 54,856 40,706 3,144 1,674
Sm Business Loan 845 845 845 391 454
Stranded Costs
Struc Fin Credit 18,796 3,274 15,486 18,796 8,530 747 2,346 4,418 2,674
Student Loans 29,047 1,900 23,295 26,544 2,503 6,613 5,502 8,244 6,224 1,352
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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