ABS Sector Close-Up

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Year to date as of Jul 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	126	126			126					126
Auto Loans/Recs	38,691	34,759	3,932	32,812	5,879	15,374	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	4,954	264	4,690		4,954	2,457	395	370	1,192	539
Credit Card Rec	27,572	10,299	17,273	23,709	3,864	19,284	1,400	4,739	900	1,249
Debentures	1,838	1,838		1,838		1,838
Equip Loans
Equip. Leases	4,414	4,164	250	4,164	250	1,989	1,388	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	59,978	27,364	29,480	57,518	2,460	35,675	13,399	9,805	772	312
Oil Receivables
Preferred Sec	2,886	1,557	1,330		2,886	2,542			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	194,676	106,359	75,231	169,844	24,832	123,853	43,210	25,438	1,549	553
Sm Business Loan	828		828		828			828
Struc Fin Credit	13,292	4,911	8,380		13,292	4,261		2,507	4,928	1,508
Student Loans	27,806	4,062	22,058	22,744	5,061	14,959	3,239	4,044	3,663	1,808
Tax Liens
Ticket Rec
Timeshare Loans	771	386	385		771		471	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