ABS Sector Close-Up

January 12, 2004, 12:00 a.m. EST 1 Min Read

Year to date as of Jan 14

		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	4,663	3,030	1,633		4,663	3,217	230	646	361	208
Auto Loans/Recs	79,232	61,587	17,646	74,987	4,245	23,567	39,688	15,718	125	113
Cash	599	249	350		599	599
Commercial Loans	311	188	123		311		311
Corp Bond/Note	6,217	1,901	4,283		6,217	3,731		874	468	1,144
Corporate Loans	9,101	1,136	7,928		9,101	2,685	1,464	221	2,624	2,084
Credit Card Rec	66,230	18,210	48,020	65,149	1,081	21,705	5,508	33,228	2,790	3,000
Equip Loans	547		547		547	177		338	32
Equip. Leases	9,128	5,168	3,960	6,685	2,443	3,230	4,743	1,080	75
Floorplan Recs	8,346	2,132	6,214	7,510	836	3,032	1,790	3,524
Franchisee Loans	728	728			728	500			109
Home Impr Loans	8	8			8	8
Junk Bonds	8,840	1,798	7,043		8,840	3,018		44	2,711	3,066
Leases	632	632			632					182
Loans	2,998		2,998		2,998	2,998
Mnfrd Housing Ct	714	593	121	575	139		103	186	11	359
Mutual Fund Fees	991	116	875		991	991
Non-Jumbo Mtg Ln	80,682	36,961	40,095	76,616	4,066	43,228	15,888	19,826	1,262	326
Oil Receivables	750	750			750	750
Preferred Sec	2,382	678	1,679		2,382	1,134		108	218	921
Prv Issued Sec	1,916	1,176	615	215	1,701	1,916
Rental Car Rec.	4,125	2,400	1,725	1,000	3,125	1,500	460	2,165
Rev Cred/Home Eq	232,263	95,492	125,525	207,730	24,533	100,807	72,528	51,532	4,831	2,337
Sm Business Loan	1,415		1,415		1,415	401		444	570
Struc Fin Credit	32,866	8,535	24,295		32,866	13,762	758	5,752	7,380	5,133
Student Loans	40,629	1,990	31,640	32,681	7,948	12,068	6,150	10,270	7,340	2,513
Tax Liens	86	86			86		86
Ticket Rec	220	10	210		220	220
Timeshare Loans	848	715	133		848	170	678
Tobacco Receives	154	154			154			154
Trade Recs	225	105	120		225	225
Unspecified/NA	667	542	125		667	667

Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial

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