ABS Sector Close-Up

February 23, 2004, 12:00 a.m. EST 1 Min Read

Year to date as of Feb 18

		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	8,089	5,024	3,066	5,692	2,397	4,586	2,027	1,477
Cash
Commercial Loans
Corp Bond/Note
Corporate Loans	1,337	20	1,317		1,337	1,022			226	89
Credit Card Rec	3,002	2,550	452	2,550	452	2,802		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	8,092	3,443	4,648	8,086	6	3,555	725	3,812
Oil Receivables
Preferred Sec	344	30	314		344				158	186
Prv Issued Sec	19	19			19	19
Rental Car Rec.	600		600		600			600
Rev Cred/Home Eq	32,850	17,828	14,956	29,987	2,863	26,755	3,505	2,279	291	20
Sm Business Loan
Struc Fin Credit	1,636	717	920		1,636	222		411	1,004
Student Loans	3,997	378	3,156	2,849	1,148	3,017	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

Politics and policy

Fed: Inflation, policy uncertainty are top financial stability concerns

According to the Federal Reserve Board's latest financial stability report, persistent inflation and policy uncertainty are the primary worries for banks. Survey respondents expressed heightened anxiety over murky policy outlooks due to geopolitical turmoil and rapidly approaching domestic elections.

By Ebrima Santos Sanneh

6h ago
CMBS

BANK5 2024-5YR6 moves ahead with $984.3 million in CRE beneficial ownership certificates

With a high proportion of fixed-rate, interest-only underlying loans, the notes have almost no amortization, and three CRE loans have standalone, investment-grade opinions.

By Donna M. Mitchell

9h ago
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

April 18
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

April 18
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

April 18
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