89 Chapter 3 - Security Design and Credit Rating Risk Panel D: Distribution by Year of Issuance and Credit Rating One Credit Rating Two Credit Ratings AAA Non-AAA AAA Non-AAA Tranche Count N 666 2668 1995 3602 Mean 6.68 8.09 7.90 8.36 Median 6.00 7.00 9.00 8.00 Std 4.20 3.49 3.21 3.30 Tranche Size N 666 2668 1995 3602 Mean 388 46.7 256 33.2 Median 162 20 191 20 Std 903 151 452 176 Log Tranche Size N 666 2668 1995 3602 Mean 18.43 16.82 18.69 16.80 Median 18.90 16.81 19.07 16.81 Std 1.93 1.07 1.46 0.82 Capital Allocation N 666 2668 1995 3602 Mean 0.30 0.16 0.38 0.17 Median 0.26 0.14 0.35 0.15 Std 0.25 0.14 0.22 0.14 Top Ten Issuer N 666 2668 1995 3602 Mean 0.41 0.40 0.31 0.27 Median 0 0 0 0 Std 0.49 0.49 0.46 0.45 Transaction Size N 666 2668 1995 3602 Mean 872 626 650 630 Median 500 466 459 446 Std 134 740 811 842 Log Transaction Size N 666 2668 1995 3602 Mean 20.10 20.04 20.05 20.00 Median 20.03 19.96 19.92 19.92 Std 0.91 0.67 0.61 0.63 Credit Rating N 666 2668 1995 3602 Mean 1 8.13 1.04 7.34 Median 1 9.00 1 6.00 Std 0 3.77 0.49 3.54 Euro Market N 666 2668 1995 3602 Mean 0.68 0.49 0.29 0.33 Median 1 1 1 1 Std 0.47 0.50 0.46 0.47 Year of Issuance N 666 2668 1995 3602 Mean 2007 2008 2006 2005 Median 2007 2009 2006 2006 Std 3.55 4.30 3.16 2.36
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