| Name | Mnemonic | Description |
| ABS Assets | ABS | The assets in the portfolio are, or can be, asset-backed securities. |
| Aircraft Finance | AIR | Aircraft hire-purchase or lease receivables |
| Asset Backed Commercial Paper | ABCP | Asset-Backed Commercial Paper …. a bankruptcy-remote SPV, or conduit, that issues commercial paper and uses the proceeds to purchase various types of assets, either through asset purchase or secured lending transactions |
| Automobile Loans | AUTO | Loans provided for the borrower to purchase a new or used motor vehicle |
| Cashflow | CASH | |
| Collateralised Commodity Obligation | CCO | Collateralised Commodity Obligations.. are credit structures where the risk is linked to the performance of an underlying portfolio of commodities. |
| Collateralised Debt Obligations | CDO | Collateralized Debt Obligation….. a financial instrument that allows various debt assets to be securitized into one or more classes of notes |
| Collateralised Loan Obligation | CLO | A debt security backed by a pool of commercial loans (which can be secured or unsecured) |
| Commercial Mortgages | CMBS | Issuance backed by a portfolio of Commercial Mortgages. |
| Commercial Real Estate | CRE | CRE CDOs are essentially, more complex and riskier versions of CMBS, where the investor is offered higher rates of return. Typically they are pools of loans ( subordinate CMBS and REIT debt) made on commercial properties divided into tranches with varying yields and levels of risk. |
| Constant Proportion Debt Obligation | CPDO | Constant Proportion Debt Obligation….. is normally backed by an investment in an index of debt securities (CDS indices), or could be deal specific. As the index is periodically rolled, the SPV must buy protection on the old index, and sell protection on the new index. |
| Consumer Loans | CON | Consumer Loans. The receivables are be loans granted to consumers for a wide variety of purposes: white goods; furniture; general household expense; etc |
| Convertible | CONV | |
| Corporate | CORP | |
| Credit Card Receivables | CARD | Credit-card receivables |
| Debt Issuance Programme | DIP | Debt Issuance Programme, a Master document, which subsequent tranches & issues can be referenced to. |
| Diversified Payment Rights | DPR | Diversified Payments Rights. The issue is secured against future (foreign currency) remittances via the originator's international operations. |
| Electricity | ELEC | The cash-flow is derived from an electricity generating company |
| Equipment Finance | EQUIP | lease & rental contracts (usually corporate) on construction and heavy equipment. |
| Future Flow | FFO | Future flow obligations….. which are backed by receivables from the future processing of payments received by financial institutions. |
| Government Related | GOV | The underlying assets were originated by a Government-owned/related or sovereign-owned/related entity (e.g. future receipts to EU members under the Community Support Framework, the Secretary of State for the Environment, Transport and the Regions ). They may, or may not carry a Sovereign guarantee. |
| Healthcare Receivables | HEALTH | receivables from public & private payments to the healthcare industry |
| High Yield | HYIELD | |
| Hybrid Capital | HYBRID | |
| Medium Term Note | MTN | |
| Mixed Assets | MIXED | |
| Mixed Leases | LEASE | Lease contract receivables from a variety of sources eg aircraft, shipping, equipment |
| Monoline Insured | MONO | Monoline insured. The issue has at least one tranche where the output cashflow is guaranteed by one of the recognised monoline bond insurers |
| Multi Borrower | MULTI | |
| Non-Performing Loans | NPL | Non-performing Loans |
| Real Estate Investment Trust | REIT | Real Estate Investment Trust. |
| Repackaged Assets | REPACK | |
| Residential Mortgages | RMBS | Issuance backed by a portfolio of Residential Mortgages. |
| Sakerstallda Obligationer | SKOBL | Sakerstalida Obligationer. Swedish Covered Bonds |
| SME Assets | SME | Small & Medium Enterprise Loans |
| Subordinated | SUB | |
| Sukuk | SUKUK | the issue displays the characteristics, and the methodology of an Islamic finance instrument. |
| Sukuk Ijarah | SUK_IJA | Malaysian Sukuk-compliant issuance. The stand-alone assets are identified on the balance sheet. The leased assets (aircraft, equipment, shipping etc) can be both fixed and floating |
| Sukuk Musyarakah | SUK_MUS | Malaysian Sukuk-compliant issuance. A Musyarakah arrangement involves a partnership between various parties that provide capital towards the financing of the business venture. While profits are shared based on an agreed ratio, losses are shared on the basis of equity participation. |
| Synthetic | SYN | The owner of the assets has transferred the credit risk to the capital markets via the bond issue. However, actual ownership of the reference obligations (which can be static, or be replenished) remains with the protection buyer. |
| Telecoms | TELCOM | The issuer, or provider of the assets is a Telecoms company. The cash-flow is from a Telecomm company |
| Toll Bridge | BRIDGE | Issuance backed by toll bridge (or related) receivables. |
| Toll Road | ROAD | Issuance backed by toll road or other road based receivables |
| Trade Receivables | TRADE | Trade Receivables ….. the sale of a stock of receivables (diamonds, oil, etc) to a specially created legal entity, and the issuing of debt securities by this entity. |
| Utilities | UTIL | The cash-flow is derived from the Utility company, either electricity, gas, or water |
| Whole Business | WHOLE | Whole Business Securitisation transactions are structured based on the residual cash flows of an operating business. Whole Business Securitisations may be likened to a securitised Leveraged Buy Out – where, it is the value of a business, reflected by the residual cash flows of the business, which is being securitized. |