| Year to date as of Jul 7 | |||||||||||||||||||
| 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 | 36,454 | 32,823 | 3,632 | 31,076 | 5,379 | 13,137 | 17,886 | 5,432 | |||||||||||
| Comm. Mtg | 1,913 | 650 | 1,263 | 1,913 | 276 | 229 | 829 | 540 | |||||||||||
| Commercial Loans | |||||||||||||||||||
| Corp Bond/Note | 3,555 | 1,130 | 2,425 | 3,555 | 2,026 | 746 | 45 | 738 | |||||||||||
| Corporate Loans | 4,454 | 194 | 4,260 | 4,454 | 2,387 | 395 | 370 | 830 | 471 | ||||||||||
| Credit Card Rec | 27,072 | 10,099 | 16,973 | 23,209 | 3,864 | 18,984 | 1,400 | 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 | 5,026 | 840 | 4,186 | 4,902 | 124 | 4,014 | 830 | 182 | |||||||||||
| 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 | 1,881 | 7 | 1,874 | 1,881 | 1,500 | 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 | 57,234 | 25,764 | 28,337 | 54,944 | 2,290 | 35,290 | 11,214 | 9,630 | 772 | 312 | |||||||||
| Oil Receivables | |||||||||||||||||||
| Preferred Sec | 2,382 | 1,053 | 1,330 | 2,382 | 2,038 | 158 | 186 | ||||||||||||
| Prv Issued Sec | 1,119 | 391 | 380 | 1,119 | 1,119 | ||||||||||||||
| Rental Car Rec. | 2,400 | 1,300 | 1,100 | 2,400 | 1,300 | 1,100 | |||||||||||||
| Rev Cred/Home Eq | 192,097 | 104,670 | 74,869 | 168,512 | 23,585 | 122,180 | 42,778 | 24,978 | 1,537 | 553 | |||||||||
| Sm Business Loan | 828 | 828 | 828 | 828 | |||||||||||||||
| Struc Fin Credit | 12,279 | 4,842 | 7,437 | 12,279 | 3,511 | 2,244 | 4,928 | 1,508 | |||||||||||
| Student Loans | 26,797 | 3,454 | 21,858 | 22,344 | 4,453 | 14,151 | 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 | |||||||||||||||||||
ABS Sector Close-Up
July 12, 2004, 12:00 a.m. EDT 1 Min Read
