CDOs/CLOs

Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market Managers Proceeds (mils) Rank Mkt. Share # of Issues JP Morgan 3,281.4 1 29.3 7 HSBC Holdings PLC 1,458.7 2 13.0 2 Barclays Capital 1,348.8 3 12.1 2 Banc of America Securities LLC 1,347.1 4 12.0 3 ABN AMRO 1,117.0 5 10.0 2 Wachovia Corp 998.8 6 8.9 2 Royal Bank of Scotland Group 599.3 7 5.4 1 Credit Suisse 550.0 8 4.9 1 Morgan Stanley 492.3 9 4.4 1 Industry Total 11,193.2 - 100.0 12 Source: Thomson Financial

Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market Managers Proceeds (mils) Rank Mkt. Share # of Issues Merrill Lynch 12,297.4 1 20.5 13 Citigroup 10,420.5 2 17.4 12 UBS 6,086.0 3 10.2 8 Barclays Capital 5,703.0 4 9.5 3 Banc of America Securities LLC 4,886.4 5 8.2 4 Deutsche Bank AG 4,567.3 6 7.6 7 Bear Stearns & Co Inc 3,497.6 7 5.8 7 JP Morgan 2,847.5 8 4.8 6 Morgan Stanley 2,603.6 9 4.3 12 Wachovia Corp 2,564.4 10 4.3 5 Industry Total 59,958.6 - 100.0 84 Source: Thomson Financial

Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market Managers Proceeds (mils) Rank Mkt. Share # of Issues JP Morgan 5,769.9 1 28.7 7 Banc of America Securities LLC 5,127.4 2 25.5 8 Citigroup 3,125.0 3 15.5 3 Morgan Stanley 1,929.0 4 9.6 2 Deutsche Bank AG 1,425.0 5 7.1 8 Wachovia Corp 962.5 6 4.8 3 Barclays Capital 625.0 7 3.1 1 HSBC Holdings PLC 500.0 8* 2.5 1 Lehman Brothers 500.0 8* 2.5 4 Royal Bank of Scotland Group 87.5 10* 0.4 1 Credit Suisse 87.5 10* 0.4 1 Industry Total 20,138.8 - 100.0 31 Source: Thomson Financial

Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market Managers Proceeds (mils) Rank Mkt. Share # of Issues Source: Thomson Financial

Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market Managers Proceeds (mils) Rank Mkt. Share # of Issues Citigroup 9,097.9 1 12.3 14 Deutsche Bank AG 7,349.9 2 9.9 14 Merrill Lynch 7,066.4 3 9.6 7 Barclays Capital 6,061.1 4 8.2 12 Royal Bank of Scotland Group 4,879.6 5 6.6 9 Lehman Brothers 4,868.2 6 6.6 11 Countrywide Securities Corp 4,742.0 7 6.4 3 Bear Stearns & Co Inc 4,475.3 8 6.1 13 Morgan Stanley 4,342.5 9 5.9 4 Goldman Sachs & Co 4,251.7 10 5.8 5 Industry Total 73,982.5 - 100.0 106 Source: Thomson Financial

Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market Managers Proceeds (mils) Rank Mkt. Share # of Issues Banc of America Securities LLC 3,504.0 1 25.6 4 Goldman Sachs & Co 1,555.7 2 11.4 2 Lehman Brothers 1,380.7 3 10.1 1 Barclays Capital 1,343.3 4* 9.8 1 Morgan Stanley 1,343.3 4* 9.8 1 Credit Suisse 1,343.3 4* 9.8 1 UBS 1,132.7 7 8.3 3 JP Morgan 716.2 8 5.2 2 Citigroup 550.1 9 4.0 2 Merrill Lynch 422.5 10 3.1 1 Industry Total 13,666.9 - 100.0 8 Source: Thomson Financial

auto ABS 10% credit card ABS 10% equipment ABS 1% real estate ABS 68% student loan ABS 12% trade receivables 0%

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