Year to date as of Aug 13
  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 2,392 1,365 1,027 2,392 1,365 457 361 208
Asset-Back Certs
Auto Loans/Recs 46,230 35,785 10,445 43,632 2,599 11,305 24,950 9,793 125 35
Cash
Catastrophe Bond
Commercial Loans 311 188 123 311 311
Corp Bond/Note 2,910 419 2,458 2,910 1,440 380 468 622
Corporate Loans 5,914 449 5,430 5,914 1,597 774 161 1,674 1,661
Credit Card Rec 44,308 12,082 32,226 43,456 851 9,287 4,409 28,212 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 2,743 266 2,477 2,743 746 722 1,275
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 1,450 1,450 1,450 1,450
Mutual Fund Fees 342 116 226 342 342
Non-Jumbo Mtg Ln 41,395 13,827 26,820 36,435 4,961 16,141 8,140 15,557 1,173 234
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. 2,275 1,050 1,225 500 1,775 650 230 1,395
Retail Contracts
Rev Cred/Home Eq 139,105 57,710 79,925 127,675 11,429 64,038 39,579 32,477 2,200 666
Sm Business Loan 845 845 845 391 454
Stranded Costs
Struc Fin Credit 15,296 2,770 12,489 15,296 7,572 352 2,346 2,923 2,021
Student Loans 23,284 600 19,716 21,547 1,736 3,864 4,627 7,573 5,229 1,280
Swap Agreement
Tax Liens 86 86 86 86
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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