ABS Sector Close-Up

March 15, 2004, 12:00 a.m. EST 1 Min Read

Year to date as of Mar 10

		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	18,391	15,500	2,891	15,994	2,397	9,044	6,562	2,785
Cash
Commercial Loans
Corp Bond/Note	103		103		103					103
Corporate Loans	1,836	47	1,789		1,836	1,117			226	493
Credit Card Rec	9,452	4,700	4,752	8,928	524	8,452		300	200	500
Equip Loans
Equip. Leases	937	937		937		311	626
Floorplan Recs	1,350		1,350	1,350		1,000	350
Franchisee Loans
Home Impr Loans
Junk Bonds
Leases
Loans
Mnfrd Housing Ct	200	200		200		200
Mutual Fund Fees
Non-Jumbo Mtg Ln	24,067	10,334	13,622	23,681	386	12,992	1,398	9,589	47	40
Oil Receivables
Preferred Sec	667	30	637		667	323			158	186
Prv Issued Sec	19	19			19	19
Rental Car Rec.	600		600		600			600
Rev Cred/Home Eq	49,752	26,621	23,064	43,561	6,190	37,859	6,229	5,204	440	20
Sm Business Loan
Struc Fin Credit	4,647	1,948	2,700		4,647	1,560		601	2,280	206
Student Loans	5,689	378	4,849	4,541	1,148	4,710	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

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