ABS Sector Close-Up

Published April 26, 2004, 12:00 a.m. EDT

1 Min Read

Year to date as of Apr 21

		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	19,930	16,692	2,891	17,250	2,680	9,663	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	2,290	2,290		2,290		1,664	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	38,106	16,959	21,037	37,167	939	24,896	6,119	6,998	50	43
Oil Receivables
Preferred Sec	2,070	1,019	1,052		2,070	1,726			158	186
Prv Issued Sec	858	682	175		858	858
Rental Car Rec.	1,200	600	600		1,200	600		600
Rev Cred/Home Eq	101,729	65,966	35,764	86,510	15,220	79,616	13,667	7,665	617	164
Sm Business Loan
Struc Fin Credit	8,170	3,251	4,919		8,170	1,773		1,111	4,291	995
Student Loans	12,551	378	11,460	10,403	2,148	7,978	1,544	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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