ABS Sector Close-Up

Published May 17, 2004, 12:00 a.m. EDT

1 Min Read

Year to date as of May 12

		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	26,115	21,112	5,003	22,158	3,957	10,095	11,780	4,240
Comm. Mtg	1,258	375	883		1,258			229	593	410
Commercial Loans
Corp Bond/Note	2,470	786	1,685		2,470	1,818		168		485
Corporate Loans	2,571	147	2,424		2,571	1,951			478	142
Credit Card Rec	17,011	7,798	9,213	15,301	1,710	13,226		2,736	200	849
Debentures	1,296	1,296		1,296		1,296
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	40,138	17,252	22,369	39,204	934	24,971	7,089	7,880	80	105
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	121,403	75,948	45,455	105,337	16,066	87,519	21,904	10,746	955	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	18,221	378	16,624	14,633	3,588	8,611	2,663	2,760	2,379	1,808
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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