ABS Sector Close-Up

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

1 Min Read

Year to date as of Apr 7

		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	17,945	15,054	2,891	15,415	2,530	7,678	7,258	3,009
Comm. Mtg	1,654	1,069	585	922	732	922		229	212	290
Commercial Loans
Corp Bond/Note	633		633		633	363		168		103
Corporate Loans	1,543	20	1,523		1,543	1,228			226	89
Credit Card Rec	13,701	6,449	7,252	12,427	1,274	10,853		1,800	200	849
Debentures	835	835		835		835
Equip Loans
Equip. Leases	1,537	1,537		1,537		911	626
Floorplan Recs	1,850		1,850	1,850		1,500	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	1,381	7	1,374		1,381	1,000		306	22	53
Mnfrd Housing Ct	200	200		200		200
Motorcycle Loans	625	625		625		625
Mutual Fund Fees
Non-Jumbo Mtg Ln	37,466	16,333	21,023	36,539	927	24,276	6,115	6,987	47	40
Oil Receivables
Preferred Sec	1,159	522	637		1,159	815			158	186
Prv Issued Sec	326	152	175		326	326
Rental Car Rec.	1,200	600	600		1,200	600		600
Rev Cred/Home Eq	86,404	53,576	32,828	75,496	10,908	63,658	13,637	8,328	617	164
Sm Business Loan
Struc Fin Credit	8,328	3,791	4,537		8,328	2,652		1,111	3,930	635
Student Loans	10,492	378	9,401	8,343	2,148	6,168	1,295	1,122	639	1,268
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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