ABS Sector Close-Up

Published January 05, 2004, 12:00 a.m. EST

1 Min Read

Year to date as of Dec 31

			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	3,429		2,202		1,227				3,429		2,402				457		361		208
Auto Loans/Recs	79,778		61,318		18,460		75,534		4,244		24,112		39,688		15,718		125		113
Cash	599		249		350				599		599
Commercial Loans	311		188		123				311				311
Corp Bond/Note	5,803		1,901		3,869				5,803		3,317				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	63,350		17,611		45,739		62,369		981		20,969		5,408		31,974		2,000		3,000
Equip Loans	547				547				547		177				338		32
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	728		728						728		500						109
Home Impr Loans	8		8						8		8
Junk Bonds	8,429		1,764		6,665				8,429		3,018						2,390		3,020
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	79,501		32,348		43,931		71,558		7,943		39,095		17,259		21,427		1,262		307
Oil Receivables	750		750						750		750
Preferred Sec	2,087		678		1,385				2,087		854				108		204		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	216,940		89,161		116,586		195,563		21,377		93,366		67,482		49,224		4,577		2,064
Sm Business Loan	845				845				845		401				444
Struc Fin Credit	27,697		5,616		22,045				27,697		12,238		758		4,851		5,463		4,306
Student Loans	39,450		1,900		30,551		32,680		6,770		11,818		6,150		10,269		7,338		2,513
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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