| Year to date as of May 19 | |||||||||||||||||||
| 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 | 27,504 | 22,500 | 5,003 | 23,547 | 3,957 | 10,095 | 12,874 | 4,534 | |||||||||||
| Comm. Mtg | 1,258 | 375 | 883 | 1,258 | 229 | 593 | 410 | ||||||||||||
| Commercial Loans | |||||||||||||||||||
| Corp Bond/Note | 2,916 | 786 | 2,130 | 2,916 | 1,839 | 546 | 45 | 485 | |||||||||||
| Corporate Loans | 2,871 | 165 | 2,706 | 2,871 | 1,969 | 478 | 424 | ||||||||||||
| Credit Card Rec | 17,511 | 7,798 | 9,713 | 15,801 | 1,710 | 13,226 | 3,236 | 200 | 849 | ||||||||||
| Debentures | 1,296 | 1,296 | 1,296 | 1,296 | |||||||||||||||
| Equip Loans | |||||||||||||||||||
| Equip. Leases | 3,188 | 2,938 | 250 | 2,938 | 250 | 1,847 | 1,091 | 250 | |||||||||||
| Floorplan Recs | 3,974 | 3,974 | 3,850 | 124 | 3,624 | 350 | |||||||||||||
| Franchisee Loans | 194 | 194 | 194 | ||||||||||||||||
| Home Impr Loans | |||||||||||||||||||
| Installment Recs | 1,797 | 1,797 | 1,797 | 1,797 | |||||||||||||||
| Junk Bonds | |||||||||||||||||||
| Leveraged Loans | 819 | 64 | 754 | 819 | 38 | 781 | |||||||||||||
| 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 | 41,905 | 17,250 | 24,136 | 40,971 | 934 | 25,716 | 7,763 | 8,165 | 139 | 108 | |||||||||
| Oil Receivables | |||||||||||||||||||
| Preferred Sec | 2,382 | 1,053 | 1,330 | 2,382 | 2,038 | 158 | 186 | ||||||||||||
| Prv Issued Sec | 1,008 | 682 | 325 | 1,008 | 1,008 | ||||||||||||||
| Rental Car Rec. | 2,400 | 1,300 | 1,100 | 2,400 | 1,300 | 1,100 | |||||||||||||
| Rev Cred/Home Eq | 128,803 | 74,802 | 54,001 | 110,980 | 17,823 | 86,167 | 28,044 | 13,145 | 1,168 | 279 | |||||||||
| Sm Business Loan | |||||||||||||||||||
| Struc Fin Credit | 10,905 | 4,799 | 6,106 | 10,905 | 3,198 | 1,496 | 4,730 | 1,392 | |||||||||||
| Student Loans | 19,689 | 378 | 17,824 | 16,101 | 3,588 | 8,778 | 2,956 | 3,067 | 3,079 | 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 | |||||||||||||||||||
ABS Sector Close-Up
Published May 24, 2004, 12:00 a.m. EDT
1 Min Read
