CDOs/CLOs

Rev Cred/Home Eq 41% Auto Loans/Recs 13% Non-Jumbo Mtg Ln 12% Credit Card Rec 12% Student Loans 6% Other 16%

There is word that American Airlines is in preliminary discussion with the Oklahoma Development Finance Authority regarding a sale-leaseback transaction involving two of the company's maintenance facilities in Tulsa.

Year to date as of 10/16 Term (days) 10/10 10/13 10/14 10/15 10/16 1-week

2003 2002 2001 ABS (Public and 144A) 435,172 341,460 289,869 ABS (Public and 144A excluding CDOs) 405,335 302,605 253,221 ABS (Public Only) 348,448 271,297 217,249 ABS (144A Only) 86,724 70,163 72,620 Non-Agency MBS 257,605 189,894 141,910 Agency MBS 467,040 431,292 266,907 CMBS 54,722 39,373 47,171 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 7,871.8 1 15.4 11 Credit Suisse First Boston 5,805.2 2 11.4 10 Deutsche Bank AG 5,349.0 3 10.5 9 Morgan Stanley 4,823.9 4 9.5 8 BANK ONE Corp 4,734.7 5 9.3 8 Citigroup 4,389.3 6 8.6 6 Barclays Capital 3,555.3 7 7.0 9 Banc of America Securities LLC 3,512.5 8 6.9 7 Bear Stearns & Co Inc 2,856.5 9 5.6 1 Wachovia Corp 1,853.6 10 3.6 7 Industry Total 50,984.7 - 100.0 62 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 4,898.5 1 16.4 14 Deutsche Bank AG 3,455.4 2 11.6 9 Wachovia Corp 2,886.6 3 9.7 10 Citigroup 2,755.6 4 9.2 8 Bear Stearns & Co Inc 2,514.8 5 8.4 10 Morgan Stanley 2,156.8 6 7.2 6 Merrill Lynch & Co Inc 1,891.7 7 6.3 7 UBS 1,520.0 8 5.1 4 Lehman Brothers 1,493.4 9 5.0 5 Goldman Sachs & Co 1,362.5 10 4.6 5 Industry Total 29,837.3 - 100.0 89 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 11,920.9 1 22.7 19 BANK ONE Corp 9,606.6 2 18.3 19 JP Morgan 8,253.7 3 15.7 15 Barclays Capital 5,373.8 4 10.2 10 Morgan Stanley 3,954.5 5 7.5 5 Banc of America Securities LLC 3,312.3 6 6.3 10 Deutsche Bank AG 3,309.6 7 6.3 12 Lehman Brothers 2,048.1 8 3.9 7 Credit Suisse First Boston 1,819.1 9 3.5 6 Wachovia Corp 1,528.0 10 2.9 6 Industry Total 52,621.6 - 100.0 89 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 1,375.0 1 20.7 5 Merrill Lynch & Co Inc 1,042.4 2 15.7 2 Banc of America Securities LLC 922.7 3 13.9 2 JP Morgan 875.0 4 13.2 4 Barclays Capital 710.7 5* 10.7 1 Lehman Brothers 710.7 5* 10.7 1 Citigroup 500.0 7* 7.5 1 BANK ONE Corp 500.0 7* 7.5 1 Industry Total 6,636.5 - 100.0 9 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 30,211.1 1 12.8 73 Morgan Stanley 21,814.8 2 9.2 46 Citigroup 20,758.8 3 8.8 55 Royal Bank of Scotland Group 20,618.8 4 8.7 42 Countrywide Securities Corp 18,235.5 5 7.7 33 JP Morgan 17,469.1 6 7.4 22 Bear Stearns & Co Inc 16,188.5 7 6.8 36 Deutsche Bank AG 16,163.8 8 6.8 37 Credit Suisse First Boston 15,794.3 9 6.7 42 Banc of America Securities LLC 15,385.7 10 6.5 49 Industry Total 236,955.2 - 100.0 469 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 5,332.8 1 19.9 10 Morgan Stanley 4,244.2 2 15.8 8 Merrill Lynch & Co Inc 3,869.4 3 14.4 7 Deutsche Bank AG 3,841.8 4 14.3 7 Credit Suisse First Boston 3,583.8 5 13.4 7 JP Morgan 1,846.7 6 6.9 5 UBS 1,368.0 7 5.1 4 Banc of America Securities LLC 1,186.3 8 4.4 3 Lehman Brothers 956.3 9 3.6 2 BANK ONE Corp 507.6 10 1.9 1 Industry Total 26,796.8 - 100.0 26 Source: Thomson Financial