elow. Mezzanine CDOs: Average Collateral Composition CDO Vintage % Assets Subprime % Assets Alt-A % Assets CES % Assets Other CDOs Total Nonprime 2003 33.7% 7.6% 1.8% 7.0% 50.1% 2004 43.2% 10.1% 2.7% 5.9% 61.9% 2005 55.1% 9.3% 2.2% 5.9% 72.5% 2006 64.2% 6.9% 2.1% 5.5% 78