ABS Sector Close-Up

Published June 28, 2004, 12:00 a.m. EDT

1 Min Read

Year to date as of Jun 23

		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	126	126			126					126
Auto Loans/Recs	34,972	31,354	3,618	30,576	4,397	11,996	17,602	5,375
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	4,054	194	3,860		4,054	1,987	395	370	830	471
Credit Card Rec	26,157	10,099	16,058	22,294	3,864	18,819	650	4,739	700	1,249
Debentures	1,588	1,588		1,588		1,588
Equip Loans
Equip. Leases	4,414	4,164	250	4,164	250	1,988	1,387	529	221	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	47,204	21,294	23,582	44,944	2,261	28,083	9,686	8,920	218	284
Oil Receivables
Preferred Sec	2,382	1,053	1,330		2,382	2,038			158	186
Prv Issued Sec	865	391	380		865	865
Rental Car Rec.	2,400	1,300	1,100		2,400	1,300		1,100
Rev Cred/Home Eq	168,626	94,788	64,834	147,024	21,602	106,430	41,144	18,959	1,467	553
Sm Business Loan	828		828		828			828
Struc Fin Credit	11,165	4,697	6,468		11,165	3,458		1,496	4,730	1,392
Student Loans	23,797	454	21,858	19,344	4,453	11,151	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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