2011 2010 2009 ABS (Public + 144A) 133,573.6 116,322.2 146,319.2 ABS (Public + 144A excluding CDOs) 126,396.4 113,228.7 144,209.6 ABS (Public Only) 73,180.1 54,482.5 84,146.5 ABS (144A Only) 60,393.5 61,839.7 62,172.7 Non-Agency MBS 65,700.3 54,091.0 9,728.8 Agency MBS 321,579.6 500,815.7 278,277.1 CMBS 32,893.2 26,341.5 6,510.3

MORTGAGE DATA 30-yr. Fixed 15-yr. Fixed 5-yr Treasury 1-yr Treasury- MBA Refi Home Purchase Rate Mortgage Rate Mortgage Indexed ARMs Indexed ARMs Index Index Week ending 12/29/11 3.95%

Navigating the non-agency RMBS market is not an easy task given that the market has seen little primary activity in 2011 and lots of volatility on housing stats.

Credit Suisse is prepping a $450 million term loan for retailer Lord & Taylor, according to a person familiar with the transaction.

A sell-off this week was boosted by a risk-on mentality based on more optimistic expectations regarding the European Union and stronger-than-expected economic data.

GMAC Mortgage on Friday said it will no longer purchase loans originated by mortgage correspondents or brokers in Massachusetts, citing the regulatory environment in the state.

Amherst Securities Group (ASG) yesterday released a detailed report that examines recent trends in modification activity in non-agencies.

DBRS has created the position of chief credit officer, Canadian structured finance and appointed Jerry Marriott to this role as of Dec. 1.

Confidence surveys suggest consumer borrowing might be stabilizing as the economy shows signs of recovery, but it remains unlikely to increase in the short run, according to a Moody's Analytics conference call on the outlook for consumer finance.

The Bank of Ireland announced the results of its tender offers targeting all outstanding tranches of the RMBS issued by Kildare Securities Ltd. and Brunel Residential Mortgage Securitization No.1 PLC.

As derivatives regulators hurry to implement key provisions of the Dodd-Frank Act, they face continuing questions over a firm that failed well after last year's passage of the law.

Toronto-Dominion Bank made an extra payout of $70 million to the previous owners of Chrysler Financial last quarter under an agreement to raise the price of the deal if the auto lender's assets perform better than expected.