Issuance volume

2012 2011 2010 ABS (Public + 144A) 85,145.9 52,971.4 57,196.6 ABS (Public + 144A excluding CDOs) 79,055.7 50,675.6 56,130.4 ABS (Public Only) 51,373.8 31,134.2 24,089.1 ABS (144A Only) 33,772.1 21,837.2 33,107.5 Non-Agency MBS 20,950.8 26,488.8 7,934.8 Agency MBS 126,798.4 197,911.6 205,764.4 CMBS 12,110.2 14,177.4 8,384.0

2012 2011 2010 ABS (Public + 144A) 84,120.7 51,871.4 54,973.4 ABS (Public + 144A excluding CDOs) 78,030.6 49,575.6 54,157.0 ABS (Public Only) 50,623.8 30,134.2 24,089.1 ABS (144A Only) 33,497.0 21,737.2 30,884.3 Non-Agency MBS 16,782.1 25,040.6 7,934.8 Agency MBS 112,523.7 173,096.3 205,764.4 CMBS 8,081.5 12,799.3 8,384.0

2012 2011 2010 ABS (Public + 144A) 65,181.3 38,022.9 40,511.2 ABS (Public + 144A excluding CDOs) 61,430.8 36,503.1 39,943.4 ABS (Public Only) 43,396.3 20,451.3 15,981.6 ABS (144A Only) 21,785.1 17,571.6 24,529.7 Non-Agency MBS 11,770.7 20,222.3 7,477.1 Agency MBS 82,870.1 106,412.8 133,336.1 CMBS 5,170.1 11,358.3 5,865.4

2012 2011 2010 ABS (Public + 144A) 46,622.7 28,799.3 31,574.3 ABS (Public + 144A excluding CDOs) 45,210.1 27,679.5 31,399.3 ABS (Public Only) 32,967.5 14,093.1 10,715.9 ABS (144A Only) 13,655.2 14,706.2 20,858.4 Non-Agency MBS 6,323.2 14,174.3 5,253.8 Agency MBS 47,824.8 85,996.0 114,256.5 CMBS 3,591.8 10,662.0 4,041.9

2012 2011 2010 ABS (Public + 144A) 26,097.7 17,569.6 19,548.5 ABS (Public + 144A excluding CDOs) 25,917.2 16,449.8 19,373.5 ABS (Public Only) 20,964.1 9,977.2 7,986.0 ABS (144A Only) 5,133.5 7,592.4 11,562.5 Non-Agency MBS 4,340.1 10,986.2 2,134.6 Agency MBS 15,750.9 51,829.5 88,313.2 CMBS 1,990.1 7,580.0 2,048.0

2012 2011 2010 ABS (Public + 144A) 10,383.2 4,542.7 2,863.6 ABS (Public + 144A excluding CDOs) 10,202.7 4,542.7 2,863.6 ABS (Public Only) 8,334.8 3,144.7 241.6 ABS (144A Only) 2,048.4 1,397.9 2,622.0 Non-Agency MBS 1,048.3 1,603.1 - Agency MBS - 19,495.5 518.7 CMBS - - -

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

2011 2010 2009 ABS (Public + 144A) 129,424.0 109,083.3 135,049.0 ABS (Public + 144A excluding CDOs) 122,709.1 107,615.3 133,377.4 ABS (Public Only) 73,741.5 51,852.0 79,181.5 ABS (144A Only) 55,682.5 57,231.3 55,867.5 Non-Agency MBS 61,203.1 46,327.3 7,998.1 Agency MBS 289,944.1 411,182.1 232,156.8 CMBS 30,772.5 23,941.3 4,143.8

2011 2010 2009 ABS (Public + 144A) 111,324.0 99,341.6 122,625.7 ABS (Public + 144A excluding CDOs) 105,082.1 97,873.6 120,954.0 ABS (Public Only) 64,675.8 46,872.8 72,301.6 ABS (144A Only) 46,648.3 52,468.8 50,324.1 Non-Agency MBS 54,165.0 24,557.8 7,598.1 Agency MBS 272,183.6 383,654.7 199,646.5 CMBS 29,152.0 18,239.3 3,698.4

2011 2010 2009 ABS (Public + 144A) 96,622.9 92,037.8 112,575.8 ABS (Public + 144A excluding CDOs) 92,960.4 90,787.5 111,003.2 ABS (Public Only) 55,466.2 45,097.9 67,398.2 ABS (144A Only) 41,156.7 46,939.8 45,177.7 Non-Agency MBS 45,591.7 18,948.8 7,558.4 Agency MBS 227,791.6 338,820.8 190,783.6 CMBS 26,679.6 17,658.6 3,698.4

2011 2010 2009 ABS (Public + 144A) 85,659.5 83,142.1 88,105.2 ABS (Public + 144A excluding CDOs) 81,997.0 81,891.9 86,532.6 ABS (Public Only) 46,577.7 39,513.6 55,667.0 ABS (144A Only) 39,081.8 43,628.5 32,438.3 Non-Agency MBS 43,102.4 13,826.0 7,137.6 Agency MBS 218,508.4 311,702.3 162,425.0 CMBS 24,270.4 15,257.5 3,488.1

2011 2010 2009 ABS (Public + 144A) 79,895.1 73,463.6 79,519.1 ABS (Public + 144A excluding CDOs) 76,412.7 72,213.3 77,976.8 ABS (Public Only) 44,473.2 32,105.4 52,142.2 ABS (144A Only) 35,421.9 41,358.2 27,376.9 Non-Agency MBS 36,513.0 11,021.0 5,730.5 Agency MBS 208,488.8 252,791.6 107,237.5 CMBS 21,783.9 11,589.0 2,468.9

2011 2010 2009 ABS (Public + 144A) 55,633.5 57,656.5 41,229.1 ABS (Public + 144A excluding CDOs) 53,487.6 56,840.1 39,686.8 ABS (Public Only) 34,643.0 24,125.9 30,713.6 ABS (144A Only) 20,990.4 33,530.6 10,515.5 Non-Agency MBS 24,888.7 8,129.2 5,043.2 Agency MBS 147,237.7 205,764.4 67,818.5 CMBS 12,867.3 8,385.6 2,201.8

2011 2010 2009 ABS (Public + 144A) 52,906.2 54,768.9 41,004.1 ABS (Public + 144A excluding CDOs) 50,760.4 53,952.4 39,461.8 ABS (Public Only) 32,249.9 24,125.9 30,713.6 ABS (144A Only) 20,656.3 30,643.0 10,290.5 Non-Agency MBS 23,503.4 8,129.2 5,043.2 Agency MBS 144,661.7 186,887.1 52,190.7 CMBS 11,482.0 8,385.6 1,755.4

2011 2010 2009 ABS (Public + 144A) 37,240.4 41,410.7 24,857.1 ABS (Public + 144A excluding CDOs) 35,860.6 40,842.9 24,660.3 ABS (Public Only) 21,011.8 16,018.3 18,963.5 ABS (144A Only) 16,228.5 25,392.4 5,893.6 Non-Agency MBS 19,058.1 7,671.5 337.9 Agency MBS 108,738.9 133,336.1 35,173.0 CMBS 10,794.1 5,867.1 1,255.1

2011 2010 2009 ABS (Public + 144A) 26,657.0 32,375.3 14,347.6 ABS (Public + 144A excluding CDOs) 25,625.6 32,200.3 14,150.8 ABS (Public Only) 14,681.6 10,715.9 10,242.9 ABS (144A Only) 11,975.4 21,659.4 4,104.7 Non-Agency MBS 13,676.5 6,987.9 337.9 Agency MBS 84,734.1 125,596.5 32,804.1 CMBS 10,703.6 5,561.0 1,255.1

2011 2010 2009 ABS (Public + 144A) 15,271.6 18,841.6 2,463.0 ABS (Public + 144A excluding CDOs) 14,240.3 18,666.6 2,463.0 ABS (Public Only) 8,550.9 7,717.4 1,847.0 ABS (144A Only) 6,720.8 11,124.2 616.0 Non-Agency MBS 10,216.9 2,081.7 - Agency MBS 34,195.5 41,715.2 10,500.2 CMBS 9,040.1 - 341.2

2011 2010 2009 ABS (Public + 144A) 3,579.2 3,282.1 331.4 ABS (Public + 144A excluding CDOs) 3,579.2 3,282.1 331.4 ABS (Public Only) 2,857.3 1,126.7 - ABS (144A Only) 722.0 2,155.4 331.4 Non-Agency MBS 1,511.0 - - Agency MBS - 22,530.1 3,513.4 CMBS - - -

2010 2009 2008 ABS (Public + 144A) 119,611.1 144,424.5 163,494.8 ABS (Public + 144A excluding CDOs) 116,777.5 142,565.8 140,600.9 ABS (Public Only) 60,305.4 82,714.5 112,386.0 ABS (144A Only) 59,305.7 61,710.1 51,108.7 Non-Agency MBS 24,180.5 9,728.8 46,177.5 Agency MBS 425,467.4 258,325.8 142,723.3 CMBS 21,758.9 5,779.6 16,164.0

2010 2009 2008 ABS (Public + 144A) 107,753.1 136,425.1 160,939.6 ABS (Public + 144A excluding CDOs) 106,285.0 134,753.4 138,940.8 ABS (Public Only) 51,617.6 79,655.9 111,623.1 ABS (144A Only) 56,135.5 56,769.2 49,316.6 Non-Agency MBS 21,090.8 7,998.1 46,044.0 Agency MBS 395,931.2 243,165.4 141,767.4 CMBS 19,587.0 4,587.9 16,164.0