ABS Sector Close-Up

Published June 14, 2004, 12:00 a.m. EDT

1 Min Read

Year to date as of Jun 9

		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	28,528	24,910	3,618	24,571	3,957	10,503	13,265	4,761
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	3,289	194	3,095		3,289	1,987			830	471
Credit Card Rec	22,260	10,099	12,161	19,816	2,444	15,874	650	3,787	700	1,249
Debentures	1,296	1,296		1,296		1,296
Equip Loans
Equip. Leases	3,978	3,728	250	3,728	250	1,847	1,091	528	223	289
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	47,986	21,294	25,012	45,725	2,261	29,512	9,259	8,748	169	284
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	154,546	87,335	60,313	133,252	21,294	100,297	37,332	15,055	1,303	488
Sm Business Loan	828		828		828			828
Struc Fin Credit	11,305	4,836	6,468		11,305	3,598		1,496	4,730	1,392
Student Loans	23,722	378	21,858	19,344	4,378	11,076	3,239	3,844	3,663	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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