Year to date as of Oct 1
  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 3,229 2,202 1,027 3,229 2,202 457 361 208
Asset-Back Certs
Auto Loans/Recs 55,656 42,675 12,981 52,740 2,916 14,643 29,952 10,878 125 35
Cash 399 199 200 399 399
Catastrophe Bond
Commercial Loans 311 188 123 311 311
Corp Bond/Note 4,374 1,714 2,627 4,374 2,560 380 468 966
Corporate Loans 5,985 427 5,524 5,985 1,715 774 161 1,652 1,659
Credit Card Rec 50,322 12,543 37,779 49,470 851 11,226 5,408 29,837 1,500 2,350
Debentures 2,655 2,655 2,655 2,655
Equip Loans
Equip. Leases 6,997 4,088 2,909 5,008 1,990 2,449 3,752 721 75
FHLMC 2,231 2,231 2,231 2,231
FNMA 4,402 2,403 1,999 4,402 3,036 1,002 221 144
Floorplan Recs 6,636 2,132 4,504 6,610 26 2,132 1,271 3,234
Franchisee Loans 228 228 228 109
Health Care Rec
Insurance Recs 622 622 622 622
Junk Bonds 3,756 323 3,434 3,756 1,066 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 52,894 18,939 32,950 45,749 7,144 23,058 11,297 16,960 1,153 275
Non-Perf Loans
Oil Contracts
Preferred Sec 1,941 651 1,265 1,941 828 108 177 828
Prv Issued Sec 1,723 1,058 540 157 1,566 1,723
Rental Car Rec. 2,275 1,050 1,225 500 1,775 650 230 1,395
Retail Contracts 750 750 750 197 404 149
Rev Cred/Home Eq 170,046 69,237 92,902 153,121 16,925 72,844 52,622 39,715 3,126 1,574
Sm Business Loan 845 845 845 391 454
Stranded Costs
Struc Fin Credit 18,506 3,274 15,196 18,506 8,240 747 2,346 4,418 2,674
Student Loans 27,334 1,900 21,949 25,198 2,136 5,781 4,902 8,244 6,019 1,277
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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