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ABS

ABS Sector Close-Up

May 31, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of May 26
  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 27,954 24,336 3,618 23,997 3,957 10,187 13,121 4,645
Comm. Mtg 1,258 375 883 1,258 229 593 410
Commercial Loans
Corp Bond/Note 3,116 966 2,150 3,116 1,839 746 45 485
Corporate Loans 2,871 165 2,706 2,871 1,969 478 424
Credit Card Rec 19,960 9,599 10,361 18,166 1,794 14,724 3,787 200 1,249
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 4,186 4,186 4,062 124 3,836 350
Franchisee Loans 194 194 194
Home Impr Loans
Installment Recs 1,797 1,797 1,797 1,797
Junk Bonds
Leveraged Loans 1,174 64 1,110 1,174 38 10 284 842
Mixed Collateral 1,381 7 1,374 1,381 1,000 306 22 53
Mnfrd Housing Ct 200 200 200 200
Motorcycle Loans 2,740 2,740 2,740 313 1,923 504
Mutual Fund Fees 331 331 331 331
Non-Jumbo Mtg Ln 42,373 17,718 24,136 41,439 934 26,184 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 484 159 325 484 484
Rental Car Rec. 2,400 1,300 1,100 2,400 1,300 1,100
Rev Cred/Home Eq 139,079 79,445 58,657 120,729 18,350 87,424 35,644 14,316 1,244 450
Sm Business Loan 200 200 200 200
Struc Fin Credit 10,905 4,799 6,106 10,905 3,198 1,496 4,730 1,392
Student Loans 21,196 378 19,332 17,608 3,588 10,286 2,956 3,067 3,079 1,808
Tax Liens
Ticket Rec
Timeshare Loans 621 386 236 621 471 150
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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