ABS Sector Close-Up

Published May 10, 2004, 12:00 a.m. EDT

1 Min Read

Year to date as of May 5

		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	22,818	19,597	3,221	18,875	3,943	9,475	9,752	3,591
Comm. Mtg	1,258	375	883		1,258			229	593	410
Commercial Loans
Corp Bond/Note	2,342	658	1,685		2,342	1,690		168		485
Corporate Loans	2,382	147	2,235		2,382	1,762			478	142
Credit Card Rec	15,900	7,798	8,102	14,626	1,274	12,552		2,300	200	849
Debentures	1,051	1,051		1,051		1,051
Equip Loans
Equip. Leases	2,540	2,290	250	2,290	250	1,664	626	250
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	2,114	2,114		2,114		313	1,297	504
Mutual Fund Fees	331	331			331	331
Non-Jumbo Mtg Ln	38,530	16,939	21,079	37,596	934	24,848	6,250	7,298	50	71
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.	2,400	1,300	1,100		2,400	1,300		1,100
Rev Cred/Home Eq	118,212	76,091	42,120	102,209	16,003	88,326	18,570	10,094	943	279
Sm Business Loan
Struc Fin Credit	9,757	4,742	5,015		9,757	2,936		1,111	4,683	1,002
Student Loans	16,450	378	14,853	13,633	2,817	7,500	2,493	2,760	1,989	1,708
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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