| ABS SECTOR CLOSE-UP | |||||||||||||||||||
| Year to date as of May 28 | |||||||||||||||||||
| 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 | 1,365 | 1,365 | 1,365 | 1,365 | |||||||||||||||
| Asset-Back Certs | |||||||||||||||||||
| Auto Loans/Recs | 30,062 | 23,204 | 6,859 | 29,272 | 791 | 6,418 | 17,466 | 6,121 | 35 | ||||||||||
| Cash | |||||||||||||||||||
| Catastrophe Bond | |||||||||||||||||||
| Commercial Loans | 921 | 194 | 727 | 921 | 822 | 99 | |||||||||||||
| Corp Bond/Note | 1,249 | 321 | 895 | 1,249 | 661 | 56 | 532 | ||||||||||||
| Corporate Loans | 2,044 | 233 | 1,787 | 2,044 | 546 | 450 | 1,049 | ||||||||||||
| Credit Card Rec | 30,939 | 6,987 | 23,953 | 30,583 | 356 | 7,737 | 3,909 | 18,044 | 750 | 500 | |||||||||
| Debentures | 1,485 | 1,485 | 1,485 | 1,485 | |||||||||||||||
| Equip Loans | |||||||||||||||||||
| Equip. Leases | 3,951 | 2,641 | 1,310 | 2,995 | 956 | 1,208 | 2,038 | 637 | 68 | ||||||||||
| FHLMC | 2,225 | 2,225 | 2,225 | 2,225 | |||||||||||||||
| FNMA | 3,480 | 1,480 | 1,999 | 3,480 | 2,113 | 1,002 | 221 | 144 | |||||||||||
| Floorplan Recs | 3,250 | 3,250 | 3,224 | 26 | 750 | 2,500 | |||||||||||||
| Franchisee Loans | 228 | 228 | 228 | 109 | |||||||||||||||
| Health Care Rec | |||||||||||||||||||
| Insurance Recs | 1,763 | 250 | 1,513 | 1,141 | 622 | 1,141 | 622 | ||||||||||||
| Junk Bonds | 2,293 | 233 | 2,060 | 2,293 | 734 | 490 | 1,069 | ||||||||||||
| Legal Fees | |||||||||||||||||||
| Loans | 3,175 | 3,175 | 3,175 | 3,175 | |||||||||||||||
| Mnfrd Housing Ct | 260 | 140 | 121 | 260 | 51 | 146 | 3 | 45 | |||||||||||
| Motorcycle Loans | 975 | 975 | 975 | 975 | |||||||||||||||
| Mutual Fund Fees | 175 | 75 | 100 | 175 | 175 | ||||||||||||||
| Non-Jumbo Mtg Ln | 29,888 | 7,543 | 22,029 | 26,186 | 3,703 | 11,156 | 6,899 | 10,361 | 1,149 | 173 | |||||||||
| Non-Perf Loans | |||||||||||||||||||
| Oil Contracts | |||||||||||||||||||
| Preferred Sec | 1,034 | 204 | 805 | 1,034 | 108 | 108 | 177 | 640 | |||||||||||
| Prv Issued Sec | 479 | 178 | 301 | 87 | 392 | 479 | |||||||||||||
| Rental Car Rec. | 1,775 | 1,050 | 725 | 1,775 | 650 | 1,125 | |||||||||||||
| Retail Contracts | |||||||||||||||||||
| Rev Cred/Home Eq | 89,331 | 36,688 | 51,596 | 81,687 | 7,644 | 38,879 | 26,645 | 21,668 | 1,604 | 392 | |||||||||
| Sm Business Loan | 254 | 254 | 254 | 254 | |||||||||||||||
| Stranded Costs | |||||||||||||||||||
| Struc Fin Credit | 6,083 | 884 | 5,163 | 6,083 | 2,566 | 279 | 2,294 | 862 | |||||||||||
| Student Loans | 14,035 | 600 | 11,149 | 12,912 | 1,123 | 2,152 | 2,595 | 4,937 | 3,572 | 68 | |||||||||
| Swap Agreement | |||||||||||||||||||
| Tax Liens | |||||||||||||||||||
| Timeshare Loans | 303 | 245 | 58 | 303 | 303 | ||||||||||||||
| Tobacco Receives | 154 | 154 | 154 | 154 | |||||||||||||||
| Trade Recs | |||||||||||||||||||
| Truck Loans | |||||||||||||||||||
| Leases | 450 | 450 | 450 | ||||||||||||||||
| Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial | |||||||||||||||||||
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