ABS Sector Close-Up

February 16, 2004, 12:00 a.m. EST 1 Min Read

Year to date as of Feb 11

		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
Auto Loans/Recs	5,797	3,546	2,251	3,400	2,397	4,186	666	945
Cash
Commercial Loans
Corp Bond/Note
Corporate Loans	1,022		1,022		1,022	1,022
Credit Card Rec	2,402	1,950	452	1,950	452	2,202		200
Equip Loans
Equip. Leases
Floorplan Recs
Franchisee Loans
Home Impr Loans
Junk Bonds
Leases
Loans
Mnfrd Housing Ct	200	200		200		200
Mutual Fund Fees
Non-Jumbo Mtg Ln	7,893	3,244	4,648	7,887	6	3,356	725	3,812
Oil Receivables
Preferred Sec
Prv Issued Sec	19	19			19	19
Rental Car Rec.	600		600		600			600
Rev Cred/Home Eq	28,247	15,230	12,950	25,454	2,793	23,164	2,871	1,900	291	20
Sm Business Loan
Struc Fin Credit	1,636	717	920		1,636	222		411	1,004
Student Loans	3,467	378	2,626	2,319	1,148	2,487	980
Tax Liens
Ticket Rec
Timeshare Loans
Tobacco Receives
Trade Recs
Unspecified/NA

Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial

MORE FROM ASSET SECURITIZATION REPORT

RMBS

Velocity Capital Commercial Loan prepares to float $295.1 million

The fixed-rate loans are divided into three sub-pools that relied on rating methods from the RMBS, CMBS and ABS sectors to assess their risks.

By Donna M. Mitchell

4h ago
House Financial Services Leadership

House banking panel advances measures to nullify credit card, ESG rules

The House Financial Services Committee also sent to the full House two bipartisan bills, including one that would prevent large banks from opting out of having to recognize Accumulated Other Comprehensive Income in regulatory capital.

By Claire Williams

9h ago
Esoteric ABS

Sunrun Neptune 2024-1 prepares to issue $230 million in residential solar ABS

The portfolio does not have any meaningful originations that have completed a full repayment cycle, making the company's performance data thin.

By Donna M. Mitchell

10h ago
Home equity loans

Wold joins Hometap to lead U.S. structured products business

Formerly of Wells Fargo, she will coordinate several key units to create a structure for a sustained capital markets program that capitalizes on recent innovation and growth in home equity finance.

By Donna M. Mitchell

April 17
MBS

Freddie Mac's home equity product proposal stokes mixed early reactions

The Structured Finance Association questions whether funding closed-end seconds is an appropriate role for the government-sponsored enterprise, while newer lenders welcome the liquidity support.

By Donna M. Mitchell

April 17
Regulation and compliance

CFPB makes structural changes after expanding authority over nonbanks

The CFPB has dissolved the Office of Supervision, Enforcement and Fair Lending and eliminated the job of associate director in a move that impacts how it designates nonbanks for supervision.

By Kate Berry

April 17