ABS Sector Close-Up

Published March 22, 2004, 12:00 a.m. EST

1 Min Read

Year to date as of Mar 17

		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	17,512	14,621	2,891	15,115	2,397	7,245	7,258	3,009
Comm. Mtg	922	922		922		922
Commercial Loans
Corp Bond/Note	103		103		103					103
Corporate Loans	1,432	20	1,412		1,432	1,117			226	89
Credit Card Rec	11,853	6,100	5,752	11,328	524	10,853		300	200	500
Debentures	181	181		181		181
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
Installment Recs	1,797	1,797			1,797	1,797
Junk Bonds
Leveraged Loans	404	27	377		404					404
Mixed Collateral	1,000		1,000		1,000	1,000
Mnfrd Housing Ct	200	200		200		200
Motorcycle Loans	625	625		625		625
Mutual Fund Fees
Non-Jumbo Mtg Ln	25,872	10,727	15,035	25,081	791	14,982	3,815	6,987	47	40
Oil Receivables
Preferred Sec	1,159	522	637		1,159	815			158	186
Prv Issued Sec	19	19			19	19
Rental Car Rec.	600		600		600			600
Rev Cred/Home Eq	55,252	28,914	26,339	47,285	7,967	36,130	12,294	6,130	617	98
Sm Business Loan
Struc Fin Credit	4,947	2,248	2,700		4,947	1,860		601	2,280	206
Student Loans	9,832	378	8,992	8,684	1,148	6,508	1,295	797	439	793
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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