ABS Sector Close-Up

Published May 24, 2004, 12:00 a.m. EDT

1 Min Read

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

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