| ABS SECTOR CLOSE-UP | |||||||||||||||||||
| Year to date as of Sep 29 | |||||||||||||||||||
| 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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