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ABS Sector Close-Up

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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