ABS Sector Close-Up

Published July 12, 2004, 12:00 a.m. EDT

1 Min Read

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

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