ABS Sector Close-Up

Published July 26, 2004, 12:00 a.m. EDT

1 Min Read

Year to date as of Jul 21

		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	39,891	35,459	4,432	34,012	5,879	15,091	19,098	5,702
Comm. Mtg	2,556	1,294	1,263		2,556	919		229	829	540
Commercial Loans
Corp Bond/Note	3,894	1,744	2,150		3,894	2,618		746	45	485
Corporate Loans	5,352	286	5,066		5,352	2,480	395	370	1,192	914
Credit Card Rec	28,472	10,299	18,173	24,609	3,864	20,184	1,400	4,739	900	1,249
Debentures	1,838	1,838		1,838		1,838
Equip Loans
Equip. Leases	4,440	4,164	275	4,164	275	1,989	1,388	554	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	67,095	30,774	33,189	64,472	2,624	40,570	14,699	10,727	772	312
Oil Receivables
Preferred Sec	3,597	2,268	1,330		3,597	3,253			158	186
Prv Issued Sec	1,755	981	380	590	1,164	1,755
Rental Car Rec.	2,400	1,300	1,100		2,400	1,300		1,100
Rev Cred/Home Eq	204,085	114,535	75,788	177,737	26,348	132,186	43,904	25,765	1,606	553
Sm Business Loan	828		828		828			828
Struc Fin Credit	13,935	5,555	8,380		13,935	4,904		2,507	4,928	1,508
Student Loans	27,761	4,092	21,983	22,775	4,986	14,915	3,239	4,044	3,663	1,808
Tax Liens
Ticket Rec
Timeshare Loans	635	386	250		635		336	300
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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