Year to date as of Sep 3
  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 49,549 37,620 11,929 46,721 2,828 10,816 27,779 10,771 125 35
Cash 399 199 200 399 399
Catastrophe Bond
Commercial Loans 1,561 1,438 123 1,561 1,250 311
Corp Bond/Note 2,770 419 2,318 2,770 1,300 380 468 622
Corporate Loans 6,004 446 5,524 6,004 1,734 774 161 1,652 1,659
Credit Card Rec 45,747 12,243 33,504 44,896 851 10,576 4,409 28,362 1,500 900
Debentures 2,648 2,648 2,648 2,648
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 3,436 323 3,114 3,436 746 1,246 1,445
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 47,716 17,928 28,770 42,005 5,711 21,492 8,161 16,504 1,173 234
Non-Perf Loans
Oil Contracts
Preferred Sec 1,222 231 966 1,222 108 108 177 828
Prv Issued Sec 1,653 988 540 87 1,566 1,653
Rental Car Rec. 2,275 1,050 1,225 500 1,775 650 230 1,395
Retail Contracts
Rev Cred/Home Eq 146,243 62,940 80,439 133,142 13,101 68,130 41,802 32,781 2,384 748
Sm Business Loan 845 845 845 391 454
Stranded Costs
Struc Fin Credit 16,523 2,791 13,695 16,523 7,599 352 2,346 3,937 2,207
Student Loans 25,436 600 21,451 23,700 1,736 4,281 4,902 8,244 6,018 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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