Citibank Credit Card Issuance Trust 2008-A5
Date: 4/15/2008 Seller: Citibank, N.A. Amount: $500 million Sector: credit card ABS
Class Amount MDY/S&P/FTC/DBRS Avg. Life Benchmark Guidance Spread Coupon Price Yield
A5 $500.0 Aaa/AAA/AAA/NA 5.00y SWAPS n/a +137.5bp 4.85% 99.8680 4.88%
Credit Enhancement: sr/sub Manager: Citigroup Global Markets
Notes: Settles: 04/22/08; co-mgrs:Banc of America Securities, RBS Greenwich Capital, Merrill Lynch


American Express Credit Account Master Trust 2008-3
Date: 4/11/2008 Seller: American Express Centurion Bank Amount: $1.7 billion Sector: credit card ABS
Class Amount MDY/S&P/FTC/DBRS Avg. Life Benchmark Guidance Spread Coupon Price Yield
A $1500.0 Aaa/AAA/NA/NA n/a 1M LIBOR n/a +95bp n/a 100.0000 3.67%
B $93.0 A2/A/NA/NA n/a 1M LIBOR n/a +350bp n/a 100.0000 6.22%
Sub $110.0 Baa2/NA/NA/NA n/a 1M LIBOR n/a n/a n/a n/a n/a
JPMorgan Securities undefined undefined undefined undefined undefined undefined undefined undefined undefined
Credit Enhancement: sr/sub Manager: Barclays Capital, RBS Greenwich Capital Markets,
Notes: Settles: 04/17/08; co-mgrs:Banc of America Securities, BNP Paribas, Citigroup Global Markets, Wachovia Securities, Williams Capital Group, CastleOak Securities; Collateral type: bank/general purpose


American Express Credit Account Master Trust 2008-4
Date: 4/11/2008 Seller: American Express Centurion Bank Amount: $607 million Sector: credit card ABS
Class Amount MDY/S&P/FTC/DBRS Avg. Life Benchmark Guidance Spread Coupon Price Yield
A $535.0 Aaa/AAA/NA/NA n/a 1M LIBOR n/a +140bp n/a 100.0000 n/a
B $33.0 A2/A/NA/NA n/a 1M LIBOR n/a +425bp n/a 100.0000 n/a
Sub $39.0 Baa2/NA/NA/NA n/a 1M LIBOR n/a n/a n/a n/a n/a
JPMorgan Securities undefined undefined undefined undefined undefined undefined undefined undefined undefined
Credit Enhancement: sr/sub Manager: Barclays Capital, RBS Greenwich Capital Markets,
Notes: Settles: 04/17/08; co-mgrs: Banc of America Securities, BNP Paribas, Citigroup Global Markets, Wachovia Securities, Williams Capital Group, CastleOak Securities; Collateral type: bank/general purpose


Citigroup Commercial Mortgage Trust 2008-C7
Date: 4/11/2008 Seller: Citibank, N.A. Amount: $1.84 billion Sector: commercial mortgages
Class Amount MDY/S&P/FTC/DBRS Avg. Life Benchmark Guidance Spread Coupon Price Yield
A1 $18.0 Aaa/AAA/NA/NA 2.29y SWAPS +250bp n/a n/a 100.2492 5.15%
A2A $103.0 Aaa/AAA/NA/NA 4.16y SWAPS +275bp n/a n/a 100.4988 5.93%
A2B $225.0 Aaa/AAA/NA/NA 5.21y SWAPS +275bp n/a n/a 100.0452 6.21%
A3 $77.0 Aaa/AAA/NA/NA 6.26y SWAPS +290bp n/a n/a 98.5881 6.52%
ASB $74.0 Aaa/AAA/NA/NA 7.12y SWAPS +245bp n/a n/a 99.3743 6.36%
A4 $623.0 Aaa/AAA/NA/NA 9.24y SWAPS +225bp n/a n/a 99.9199 6.27%
AM $160.0 Aaa/AAA/NA/NA 9.38y SWAPS +375bp n/a n/a 90.1154 7.78%
AJ $124.0 Aaa/AAA/NA/NA 9.50y SWAPS +600bp n/a n/a 77.4533 10.04%
B $18.0 Aa1/AA+/NA/NA 9.63y n/a n/a n/a n/a n/a n/a
C $18.0 Aa2/AA/NA/NA 9.63y n/a n/a n/a n/a n/a n/a
D $18.0 Aa3/AA-/NA/NA 9.63y n/a n/a n/a n/a n/a n/a
E $9.0 A1/A+/NA/NA 9.63y n/a n/a n/a n/a n/a n/a
F $16.0 A2/A/NA/NA 9.63y n/a n/a n/a n/a n/a n/a
G $18.0 A3/A-/NA/NA 9.63y n/a n/a n/a n/a n/a n/a
H $18.0 Baa1/BBB+/NA/NA 9.63y n/a n/a n/a n/a n/a n/a
J $16.0 Baa2/BBB/NA/NA 9.63y n/a n/a n/a n/a n/a n/a
K $18.0 Baa3/BBB-/NA/NA 9.70y n/a n/a n/a n/a n/a n/a
L $11.0 Ba1/BB+/NA/NA 9.71y n/a n/a n/a n/a n/a n/a
M $6.0 Ba2/BB/NA/NA 9.71y n/a n/a n/a n/a n/a n/a
N $6.0 Ba3/BB-/NA/NA 9.71y n/a n/a n/a n/a n/a n/a
O $6.0 B1/B+/NA/NA 9.72y n/a n/a n/a n/a n/a n/a
P $6.0 B1/B/NA/NA 9.79y n/a n/a n/a n/a n/a n/a
Q $4.0 B3/B-/NA/NA 9.79y n/a n/a n/a n/a n/a n/a
S $30.0 NA/NA/NA/NA 9.84y n/a n/a n/a n/a n/a n/a
A1A $172.0 Aaa/AAA/NA/NA 8.86y n/a n/a n/a n/a n/a n/a
AMA $24.0 Aaa/AAA/NA/NA 9.46y n/a n/a n/a n/a n/a n/a
AJA $19.0 Aaa/AAA/NA/NA 9.50y n/a n/a n/a n/a n/a n/a
X $0.0 Aaa/AAA/NA/NA n/a n/a n/a n/a n/a n/a n/a
Credit Enhancement: sr/sub Manager: Citigroup Global Markets, Goldman Sachs
Notes: Settles: 04/25/08 co-mgrs: Merrill Lynch, Morgan Stanley; Collateral type: commercial MBS


Sallie Mae Student Loan Trust 2008-4
Date: 4/11/2008 Seller: Sallie Mae Amount: $998 million Sector: student loan ABS
Class Amount MDY/S&P/FTC/DBRS Avg. Life Benchmark Guidance Spread Coupon Price Yield
A1 $236.0 Aaa/AAA/AAA/NA 1.00y 3M LIBOR n/a +68bp n/a n/a 3.39%
A2 $314.0 Aaa/AAA/AAA/NA 3.00y 3M LIBOR n/a +105bp n/a n/a 3.76%
A3 $139.0 Aaa/AAA/AAA/NA 5.00y 3M LIBOR n/a +125bp n/a n/a 3.96%
A4 $280.0 Aaa/AAA/AAA/NA n/a 3M LIBOR n/a +165bp n/a n/a 4.36%
B $29.0 Aa1/AA/AA+/NA 8.80y 3M LIBOR n/a +185bp n/a n/a 4.56%
Credit Enhancement: sr/sub Manager: RBS Greenwich Capital, JPMorgan Securities, Credit Suisse
Notes: Settles: 04/17/08; Collateral type: FFELP


CNH Equipment Trust 2008-A
Date: 4/10/2008 Seller: CNH Global N.V. Amount: $485 million Sector: equipment ABS
Class Amount MDY/S&P/FTC/DBRS Avg. Life Benchmark Guidance Spread Coupon Price Yield
A1 $133.0 Prime-1/A-1+/F1+/NA 0.42y SWAPS n/a +6bp 2.75% 100.0000 2.75%
A2 $133.0 Aaa/AAA/AAA/NA 1.15y 1M LIBOR n/a +120bp n/a 100.0000 3.93%
A3 $125.0 Aaa/AAA/AAA/NA 2.20y SWAPS n/a +150bp 4.12% 99.9847 4.16%
A4A $69.0 Aaa/AAA/AAA/NA 3.46y SWAPS n/a +195bp 4.93% 99.9905 4.98%
A4B $25.0 Aaa/AAA/AAA/NA 3.46y 1M LIBOR n/a +195bp n/a 100.0000 4.68%
Credit Enhancement: sr/sub Manager: Banc of America Securities, BNP Paribas
Notes: Settles: 04/18/08; co-mgs: Citigroup Global Markets, Deutsche Bank Securities, Societe Generale Corporate & Investment Banking, Credit Suisse


Consumer Portfolio Services Auto Receivables Trust 2008-A
Date: 4/8/2008 Seller: Consumer Portfolio Services Amount: $308 million Sector: auto ABS
Class Amount MDY/S&P/FTC/DBRS Avg. Life Benchmark Guidance Spread Coupon Price Yield
A1 $39.0 Prime-1/A-1+/NA/NA 0.13y n/a n/a n/a 3.47% n/a n/a
A2 $95.0 Aaa/AAA/NA/NA 1.00y n/a n/a n/a 4.95% n/a n/a
A3 $88.0 Aaa/AAA/NA/NA 2.52y n/a n/a n/a 6.48% n/a n/a
A4 $22.0 Aaa/AAA/NA/NA 3.95y n/a n/a n/a 7.13% n/a n/a
B $19.0 NA/NA/NA/NA n/a n/a n/a n/a 10.00% n/a n/a
C $14.0 NA/NA/NA/NA n/a n/a n/a n/a 10.00% n/a n/a
D $31.0 NA/NA/NA/NA n/a n/a n/a n/a 10.00% n/a n/
Credit Enhancement: sr/sub Manager: Bear Stearns, JPMorgan Securities, UBS
Notes: Settles 04/10/08; Collateral type: auto loans

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