ABS Sector Close-Up

Published April 05, 2004, 12:00 a.m. EDT

1 Min Read

Year to date as of Mar 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
Auto Loans/Recs	17,045	14,154	2,891	14,515	2,530	6,778	7,258	3,009
Comm. Mtg	1,358	1,062	296	922	435	922			212	223
Commercial Loans
Corp Bond/Note	466		466		466	363				103
Corporate Loans	1,492	20	1,472		1,492	1,177			226	89
Credit Card Rec	12,603	6,100	6,502	12,078	524	10,853		1,050	200	500
Debentures	650	650		650		650
Equip Loans
Equip. Leases	1,537	1,537		1,537		911	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	27,318	10,844	16,364	26,525	794	15,128	5,115	6,987	47	40
Oil Receivables
Preferred Sec	1,159	522	637		1,159	815			158	186
Prv Issued Sec	152	152			152	152
Rental Car Rec.	600		600		600			600
Rev Cred/Home Eq	67,608	33,519	34,088	56,982	10,625	45,332	13,637	7,924	617	98
Sm Business Loan
Struc Fin Credit	5,751	2,306	3,445		5,751	1,876		846	2,688	340
Student Loans	10,222	378	9,381	8,323	1,898	6,148	1,295	1,122	639	1,018
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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