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 3,788.8 1 100.0 3 Industry Total 3,788.8 - 100.0 3 Source: Thomson Financial

auto ABS 5% credit card ABS 3% real estate ABS 86% student loan ABS 5%

Year to date as of 01/19 Term (days) 01/13 01/16 01/17 01/18 01/19 1-week

Full Credit to Book (Equal if Joint) U.S. Public ABS Market/144A Market Managers Proceeds (mils) Rank Mkt. Share # of Issues - - - - - Industry Total - - - - 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 Deutsche Bank AG 500.0 1 85.9 1 JP Morgan 82.0 2 14.1 1 Industry Total 582.0 - 100.0 2 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 - - - - - Industry Total - - - - 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 - - - - - Industry Total - - - - 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 Morgan Stanley 1,167.5 1 57.5 2 JP Morgan 840.1 2 41.4 1 Banc of America Securities LLC 23.2 3 1.1 1 Industry Total 2,030.8 - 100.0 4 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 1,277.8 1 100.0 2 Industry Total 1,277.8 - 100.0 2 Source: Thomson Financial

auto ABS 15% credit card ABS 9% global MBS 3% real estate ABS 59% student loan ABS 9% other 4%