| Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market | ||||
| Managers | Proceeds (mils) | Rank | Mkt. Share | # of Issues |
| Lehman Brothers | 35,795.4 | 1 | 10.2 | 84 |
| Countrywide Securities Corp | 31,733.9 | 2 | 9.1 | 50 |
| Royal Bank of Scotland Group | 30,204.5 | 3 | 8.7 | 75 |
| Credit Suisse | 27,350.7 | 4 | 7.8 | 72 |
| Morgan Stanley | 27,249.1 | 5 | 7.8 | 28 |
| Deutsche Bank AG | 25,353.1 | 6 | 7.3 | 54 |
| Merrill Lynch & Co Inc | 20,888.8 | 7 | 6.0 | 35 |
| Bear Stearns & Co Inc | 20,420.3 | 8 | 5.9 | 66 |
| Goldman Sachs & Co | 19,000.7 | 9 | 5.5 | 40 |
| JP Morgan | 17,207.5 | 10 | 4.9 | 38 |
| Industry Total | 348,552.8 | - | 100.0 | 675 |
| Source: Thomson Financial | ||||
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Although the follow-up securitization also issued three classes of notes, the deal amount is also much smaller than the first deal, with raised $217.2 million.
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The deal includes recently introduced senior first class flow (A-1FCF) and last cash flow (A-1LCF) tranches, which benefit from credit enhancement levels of 24.70%.
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