Year to date as of Aug 6
  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 41,444 33,476 7,968 38,846 2,599 11,006 22,127 8,129 125 35
Cash
Catastrophe Bond
Commercial Loans 311 188 123 311 311
Corp Bond/Note 2,630 419 2,178 2,630 1,300 240 468 622
Corporate Loans 4,734 422 4,277 4,734 1,392 774 161 906 1,501
Credit Card Rec 42,598 11,332 31,266 41,747 851 9,287 4,409 26,503 1,500 900
Debentures 2,444 2,444 2,444 2,444
Equip Loans
Equip. Leases 6,288 4,318 1,970 4,591 1,697 2,016 3,530 668 75
FHLMC 2,231 2,231 2,231 2,231
FNMA 4,756 2,757 1,999 4,756 3,390 1,002 221 144
Floorplan Recs 3,462 3,462 3,436 26 750 2,712
Franchisee Loans 228 228 228 109
Health Care Rec
Insurance Recs 622 622 622 622
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 714 593 121 575 139 103 186 11 359
Motorcycle Loans 975 975 975 975
Mutual Fund Fees 342 116 226 342 342
Non-Jumbo Mtg Ln 41,658 12,949 26,289 36,697 4,961 18,470 6,899 14,763 1,173 203
Non-Perf Loans
Oil Contracts
Preferred Sec 1,034 204 805 1,034 108 108 177 640
Prv Issued Sec 1,626 984 517 87 1,539 1,626
Rental Car Rec. 1,775 1,050 725 1,775 650 1,125
Retail Contracts
Rev Cred/Home Eq 137,539 57,133 78,934 126,136 11,403 63,466 39,572 31,517 2,174 666
Sm Business Loan 645 645 645 391 254
Stranded Costs
Struc Fin Credit 14,546 2,707 11,802 14,546 7,219 352 2,346 2,673 1,874
Student Loans 22,240 600 18,672 20,504 1,736 3,864 4,327 7,423 4,937 979
Swap Agreement
Tax Liens
Timeshare Loans 303 245 58 303 303
Tobacco Receives 154 154 154 154
Trade Recs 225 105 120 225 225
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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