CDOs/CLOs

2004 2003 2002 ABS (Public and 144A) 133,498 103,766 80,727 ABS (Public and 144A excluding CDOs) 125,857 97,882 72,294 ABS (Public Only) 111,709 88,991 66,662 ABS (144A Only) 21,789 14,776 14,065 Non-Agency MBS 40,628 50,562 30,445 Agency MBS 39,445 202,601 108,842 CMBS 10,767 9,524 8,115 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 4,797.4 1 27.4 6 Deutsche Bank AG 3,292.0 2 18.8 5 JP Morgan 2,892.7 3 16.5 4 Banc of America Securities LLC 1,263.5 4 7.2 2 Goldman Sachs & Co 1,256.2 5 7.2 1 Credit Suisse First Boston 1,242.7 6 7.1 3 Barclays Capital 977.7 7 5.6 2 BANK ONE Corp 975.0 8 5.6 3 Merrill Lynch & Co Inc 815.0 9 4.7 1 Industry Total 17,512.2 - 100.0 16 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 UBS 2,172.0 1 28.4 3 Citigroup 1,516.0 2 19.8 4 BNP Paribas SA 919.5 3 12.0 1 Merrill Lynch & Co Inc 898.8 4 11.8 2 Bear Stearns & Co Inc 658.9 5 8.6 2 Royal Bank of Scotland Group 603.8 6 7.9 2 First Tennessee Bank 492.3 7 6.4 1 BANK ONE Corp 300.0 8 3.9 1 Banc of America Securities LLC 80.2 9 1.1 1 Industry Total 7,641.4 - 100.0 17 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 3,100.4 1 26.2 4 BANK ONE Corp 2,775.0 2 23.4 4 JP Morgan 2,025.0 3 17.1 4 Lehman Brothers 1,400.0 4 11.8 4 Merrill Lynch & Co Inc 752.2 5 6.4 2 Barclays Capital 750.0 6 6.3 1 Goldman Sachs & Co 350.0 7 3.0 1 Credit Suisse First Boston 250.0 8* 2.1 1 Banc of America Securities LLC 250.0 8* 2.1 1 Deutsche Bank AG 100.0 10* 0.8 1 Wachovia Corp 100.0 10* 0.8 1 Industry Total 11,852.6 - 100.0 18 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 1,000.0 1 74.1 1 Credit Suisse First Boston 350.0 2 25.9 1 Industry Total 1,350.0 - 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 Royal Bank of Scotland Group 9,000.2 1 11.1 14 Lehman Brothers 8,758.0 2 10.8 19 Morgan Stanley 8,445.7 3 10.4 15 Citigroup 7,676.4 4 9.5 20 Credit Suisse First Boston 7,094.1 5 8.7 15 Merrill Lynch & Co Inc 6,730.0 6 8.3 9 Bear Stearns & Co Inc 4,806.7 7 5.9 9 Deutsche Bank AG 4,394.2 8 5.4 18 Banc of America Securities LLC 4,366.1 9 5.4 14 JP Morgan 4,281.4 10 5.3 9 Industry Total 81,124.6 - 100.0 136 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 First Boston 1,989.5 1 20.2 4 Merrill Lynch & Co Inc 1,266.2 2* 12.9 2 JP Morgan 1,266.2 2* 12.9 2 Morgan Stanley 1,012.6 4* 10.3 2 Lehman Brothers 1,012.6 4* 10.3 2 Banc of America Securities LLC 901.6 6* 9.2 2 Citigroup 901.6 6* 9.2 2 UBS 530.0 8 5.4 1 Deutsche Bank AG 489.9 9 5.0 1 RBC Capital Markets 462.0 10 4.7 1 Industry Total 9,832.0 - 100.0 9 Source: Thomson Financial

Year to date as of Mar 17 Coupon Type Market Average Life Buckets Asset Class Volume Pub/144A Fixed Rate Floating Rate Public 144A 0.0 to 0.9 1.0 to 2.9 3.0 to 5.9 6.0 to 7.9 8.0 to 11.0 Aircraft Leases Auto Loans/Recs 17,512 14,621 2,891 15,115 2,397 7,245 7,258 3,009 Comm. Mtg 922 922 922 922 Commercial Loans Corp Bond/Note 103 103 103 103 Corporate Loans 1,432 20 1,412 1,432 1,117 226 89 Credit Card Rec 11,853 6,100 5,752 11,328 524 10,853 300 200 500 Debentures 181 181 181 181 Equip Loans Equip. Leases 937 937 937 311 626 Floorplan Recs 1,350 1,350 1,350 1,000 350 Franchisee Loans Home Impr Loans Installment Recs 1,797 1,797 1,797 1,797 Junk Bonds Leveraged Loans 404 27 377 404 404 Mixed Collateral 1,000 1,000 1,000 1,000 Mnfrd Housing Ct 200 200 200 200 Motorcycle Loans 625 625 625 625 Mutual Fund Fees Non-Jumbo Mtg Ln 25,872 10,727 15,035 25,081 791 14,982 3,815 6,987 47 40 Oil Receivables Preferred Sec 1,159 522 637 1,159 815 158 186 Prv Issued Sec 19 19 19 19 Rental Car Rec. 600 600 600 600 Rev Cred/Home Eq 55,252 28,914 26,339 47,285 7,967 36,130 12,294 6,130 617 98 Sm Business Loan Struc Fin Credit 4,947 2,248 2,700 4,947 1,860 601 2,280 206 Student Loans 9,832 378 8,992 8,684 1,148 6,508 1,295 797 439 793 Tax Liens Ticket Rec Timeshare Loans Tobacco Receives Trade Recs Unspecified/NA Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial

Rev Cred/Home Eq 41% Non-Jumbo Mtg Ln 19% Auto Loans/Recs 13% Credit Card Rec 9% Student Loans 7% Other 10%

Year to date as of 03/11 Term (days) 03/05 03/08 03/09 03/10 03/11 1-week