CDOs/CLOs

Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market Managers Proceeds (mils) Rank Mkt. Share # of Issues Citigroup 9,933.7 1 14.4 19 Merrill Lynch & Co Inc 8,676.4 2 12.6 11 Deutsche Bank AG 6,810.1 3 9.9 11 Banc of America Securities LLC 6,806.9 4 9.9 17 UBS 4,779.0 5 6.9 12 Bear Stearns & Co Inc 4,685.3 6 6.8 10 Credit Suisse 4,179.4 7 6.1 7 Morgan Stanley 3,006.3 8 4.4 14 JP Morgan 2,600.9 9 3.8 11 Wachovia Corp 2,557.3 10 3.7 7 Industry Total 69,000.7 - 100.0 142 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 6,149.7 1 27.5 12 Citigroup 5,646.1 2 25.2 9 Banc of America Securities LLC 4,410.0 3 19.7 8 Deutsche Bank AG 2,549.9 4 11.4 7 Morgan Stanley 1,829.0 5 8.2 2 Credit Suisse 625.0 6 2.8 2 Barclays Capital 500.0 7 2.2 1 Lehman Brothers 250.0 8 1.1 1 Wachovia Corp 249.9 9 1.1 1 Royal Bank of Scotland Group 175.0 10 0.8 1 Industry Total 22,384.5 - 100.0 35 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 Lehman Brothers 20,105.2 1 11.3 47 Credit Suisse 18,595.0 2 10.4 37 Morgan Stanley 15,306.7 3 8.6 19 Countrywide Securities Corp 15,001.3 4 8.4 17 Deutsche Bank AG 12,705.6 5 7.1 23 Merrill Lynch & Co Inc 11,781.7 6 6.6 16 Bear Stearns & Co Inc 11,735.6 7 6.6 32 JP Morgan 11,358.4 8 6.4 22 Royal Bank of Scotland Group 11,241.3 9 6.3 16 Citigroup 8,663.0 10 4.9 24 Industry Total 178,665.3 - 100.0 347 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 4,793.6 1 23.1 7 Deutsche Bank AG 2,801.0 2 13.5 3 Credit Suisse 2,466.6 3 11.9 4 Merrill Lynch & Co Inc 2,301.0 4 11.1 2 Banc of America Securities LLC 2,027.7 5 9.8 3 Goldman Sachs & Co 1,803.8 6 8.7 2 Lehman Brothers 1,284.7 7 6.2 1 UBS 998.7 8 4.8 2 Morgan Stanley 768.2 9 3.7 1 SunTrust Banks 382.5 10 1.8 1 Industry Total 20,733.7 - 100.0 15 Source: Thomson Financial

auto ABS 8% credit card ABS 9% enterprise finance 0% equipment ABS 1% real estate ABS 72% structured settlements 0% student loan ABS 8% trade receivables 1%

Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market Managers Proceeds (mils) Rank Mkt. Share # of Issues Citigroup 5,077.2 1 22.1 11 JP Morgan 3,956.1 2 17.2 10 Wachovia Corp 2,313.9 3 10.1 4 Deutsche Bank AG 2,020.4 4 8.8 7 Merrill Lynch & Co Inc 1,847.5 5 8.0 4 Barclays Capital 1,725.5 6 7.5 4 Royal Bank of Scotland Group 1,606.8 7 7.0 3 Banc of America Securities LLC 1,374.9 8 6.0 1 Credit Suisse 950.0 9 4.1 2 Bear Stearns & Co Inc 824.9 10 3.6 1 Industry Total 22,969.4 - 100.0 27 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 & Co Inc 8,676.4 1 14.0 11 Citigroup 8,319.0 2 13.4 16 Banc of America Securities LLC 6,161.5 3 9.9 16 UBS 4,779.0 4 7.7 12 Deutsche Bank AG 4,716.5 5 7.6 8 Bear Stearns & Co Inc 4,301.6 6 6.9 9 Credit Suisse 3,779.4 7 6.1 6 Morgan Stanley 2,622.5 8 4.2 13 Wachovia Corp 2,557.3 9 4.1 7 Goldman Sachs & Co 2,280.9 10 3.7 4 Industry Total 62,179.5 - 100.0 129 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 6,149.7 1 29.6 12 Citigroup 4,447.1 2 21.4 7 Banc of America Securities LLC 3,973.2 3 19.2 7 Deutsche Bank AG 2,549.9 4 12.3 7 Morgan Stanley 1,829.0 5 8.8 2 Credit Suisse 625.0 6 3.0 2 Barclays Capital 500.0 7 2.4 1 Lehman Brothers 250.0 8 1.2 1 Wachovia Corp 249.9 9 1.2 1 Royal Bank of Scotland Group 175.0 10 0.8 1 Industry Total 20,748.8 - 100.0 32 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 Credit Suisse 17,143.3 1 10.5 33 Lehman Brothers 15,130.9 2 9.3 34 Countrywide Securities Corp 15,001.3 3 9.2 17 Morgan Stanley 13,244.8 4 8.1 17 Deutsche Bank AG 12,377.3 5 7.6 22 Merrill Lynch & Co Inc 11,121.3 6 6.8 15 JP Morgan 10,634.7 7 6.5 18 Royal Bank of Scotland Group 10,564.5 8 6.5 14 Bear Stearns & Co Inc 10,364.3 9 6.3 30 Citigroup 8,663.0 10 5.3 24 Industry Total 163,446.2 - 100.0 320 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 4,462.2 1 21.9 6 Deutsche Bank AG 2,801.0 2 13.7 3 Credit Suisse 2,466.6 3 12.1 4 Merrill Lynch & Co Inc 2,301.0 4 11.3 2 Banc of America Securities LLC 2,027.7 5 9.9 3 Goldman Sachs & Co 1,803.8 6 8.8 2 Lehman Brothers 1,284.7 7 6.3 1 UBS 998.7 8 4.9 2 Morgan Stanley 768.2 9 3.8 1 SunTrust Banks 382.5 10 1.9 1 Industry Total 20,402.3 - 100.0 14 Source: Thomson Financial