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ABS

ABS Sector Close-Up

December 08, 2003, 12:00 a.m. EST 1 Min Read
Year to date as of Dec 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 3,229 2,202 1,027 3,229 2,202 457 361 208
Auto Loans/Recs 77,763 59,537 18,226 73,519 4,244 22,885 39,143 15,475 125 113
Cash 599 249 350 599 599
Commercial Loans 311 188 123 311 311
Corp Bond/Note 5,349 1,896 3,420 5,349 2,863 874 468 1,144
Corporate Loans 8,069 606 7,426 8,069 2,124 1,206 161 2,624 1,932
Credit Card Rec 62,851 17,611 45,240 61,869 981 20,969 5,408 31,974 2,000 2,500
Equip Loans 514 514 514 177 337
Equip. Leases 9,128 5,167 3,960 6,684 2,443 3,230 4,743 1,080 75
Floorplan Recs 7,846 2,132 5,714 7,010 836 2,532 1,790 3,524
Franchisee Loans 228 228 228 109
Home Impr Loans 8 8 8 8
Junk Bonds 7,919 1,695 6,224 7,919 2,970 2,038 2,911
Leases 1,388 1,388 1,388 760 178
Loans 2,998 2,998 2,998 2,998
Mnfrd Housing Ct 714 593 121 575 139 103 186 11 359
Mutual Fund Fees 991 116 875 991 991
Non-Jumbo Mtg Ln 75,134 27,981 43,931 67,363 7,770 34,727 17,259 21,427 1,262 307
Oil Receivables 750 750 750 750
Preferred Sec 2,061 651 1,385 2,061 854 108 177 921
Prv Issued Sec 1,899 1,159 615 198 1,701 1,899
Rental Car Rec. 4,125 2,400 1,725 1,000 3,125 1,500 460 2,165
Rev Cred/Home Eq 211,994 86,334 114,478 191,177 20,818 92,228 65,975 47,322 4,215 2,027
Sm Business Loan 845 845 845 401 444
Struc Fin Credit 25,056 5,291 19,728 25,056 11,400 758 4,077 5,087 3,652
Student Loans 36,963 1,900 28,601 30,193 6,770 11,281 5,939 9,685 7,020 1,926
Tax Liens 86 86 86 86
Ticket Rec 220 10 210 220 220
Timeshare Loans 848 715 133 848 170 678
Tobacco Receives 154 154 154 154
Trade Recs 225 105 120 225 225
Unspecified/NA 667 542 125 667 667
Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial
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