ABS Sector Close-Up

August 23, 2004, 12:00 a.m. EDT 1 Min Read

Year to date as of Aug 18

		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	41,391	36,622	4,769	35,132	6,259	16,580	18,742	6,069
Comm. Mtg	2,899	1,294	1,605		2,899	1,261		229	829	540
Commercial Loans
Corp Bond/Note	3,846	1,696	2,150		3,846	2,569		746	45	485
Corporate Loans	5,352	286	5,066		5,352	2,480	395	370	1,192	914
Credit Card Rec	28,632	10,299	18,333	24,659	3,974	19,334	1,400	5,749	900	1,249
Debentures	2,122	2,122		2,122		2,122
Equip Loans
Equip. Leases	4,744	4,469	275	4,164	580	2,293	1,388	554	221	289
Floorplan Recs	8,026	840	7,186	7,902	124	4,014	830	3,182
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	501	331	170		501	501
Non-Jumbo Mtg Ln	68,520	31,864	33,291	65,728	2,793	41,621	14,956	10,760	849	319
Oil Receivables
Preferred Sec	3,597	2,268	1,330		3,597	3,253			158	186
Prv Issued Sec	1,852	1,079	380	590	1,262	1,852
Rental Car Rec.	2,400	1,300	1,100		2,400	1,300		1,100
Rev Cred/Home Eq	216,332	125,057	77,504	186,006	30,325	143,388	44,757	25,956	1,606	553
Sm Business Loan	828		828		828			828
Struc Fin Credit	14,838	6,458	8,380		14,838	5,807		2,507	4,928	1,508
Student Loans	30,626	6,957	21,983	25,639	4,986	17,780	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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