ABS Sector Close-Up

Published April 19, 2004, 12:00 a.m. EDT

1 Min Read

Year to date as of Apr 14

		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	18,245	15,354	2,891	15,715	2,530	7,978	7,258	3,009
Comm. Mtg	918	147	771		918	213		229	212	263
Commercial Loans
Corp Bond/Note	633		633		633	363		168		103
Corporate Loans	1,904	20	1,884		1,904	1,589			226	89
Credit Card Rec	15,400	7,798	7,602	14,126	1,274	12,552		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	194				194	194
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	38,102	16,959	21,033	37,167	934	24,892	6,119	6,998	50	43
Oil Receivables
Preferred Sec	1,574	522	1,052		1,574	1,230			158	186
Prv Issued Sec	850	675	175		850	850
Rental Car Rec.	1,200	600	600		1,200	600		600
Rev Cred/Home Eq	99,385	64,092	35,294	85,316	14,069	76,575	13,642	8,387	617	164
Sm Business Loan
Struc Fin Credit	7,794	3,163	4,631		7,794	1,730		1,111	4,085	868
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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