Issuance volume

2010 2009 2008 ABS (Public + 144A) 101,248.3 122,636.2 160,642.9 ABS (Public + 144A excluding CDOs) 99,780.3 120,964.5 138,746.7 ABS (Public Only) 51,011.1 72,301.6 111,623.1 ABS (144A Only) 50,237.2 50,334.6 49,019.8 Non-Agency MBS 15,070.9 7,598.1 44,795.0 Agency MBS 358,454.7 201,689.4 138,049.2 CMBS 15,722.1 3,698.4 16,164.0

2010 2009 2008 ABS (Public + 144A) 85,977.1 114,035.3 158,897.5 ABS (Public + 144A excluding CDOs) 84,726.8 112,462.6 137,001.4 ABS (Public Only) 41,729.0 68,398.1 110,873.1 ABS (144A Only) 44,248.1 45,637.2 48,024.5 Non-Agency MBS 13,112.0 7,558.4 44,384.8 Agency MBS 307,228.5 191,330.1 137,836.8 CMBS 9,372.4 3,698.4 16,164.0

2010 2009 2008 ABS (Public + 144A) 84,004.0 88,105.2 152,462.9 ABS (Public + 144A excluding CDOs) 82,753.8 86,532.6 133,201.8 ABS (Public Only) 38,860.2 55,667.0 108,883.4 ABS (144A Only) 45,143.8 32,438.3 43,579.5 Non-Agency MBS 10,526.0 7,137.6 43,978.5 Agency MBS 262,948.4 162,425.0 133,901.3 CMBS 9,372.4 3,488.1 16,057.7

2010 2009 2008 ABS (Public + 144A) 72,807.8 79,519.1 139,601.3 ABS (Public + 144A excluding CDOs) 71,557.6 77,976.8 123,448.5 ABS (Public Only) 32,384.5 52,142.2 99,961.2 ABS (144A Only) 40,423.3 27,376.9 39,640.1 Non-Agency MBS 8,170.2 5,730.5 42,367.0 Agency MBS 228,579.7 118,239.1 110,357.9 CMBS 7,953.0 2,954.4 16,057.7

2010 2009 2008 ABS (Public + 144A) 62,995.0 60,783.0 127,887.3 ABS (Public + 144A excluding CDOs) 61,928.8 59,240.7 113,167.0 ABS (Public Only) 26,711.7 41,495.0 92,319.1 ABS (144A Only) 36,283.4 19,288.0 35,568.2 Non-Agency MBS 6,735.5 5,256.1 30,709.7 Agency MBS 206,513.1 75,288.6 80,397.7 CMBS 976.4 2,201.8 13,114.9

2010 2009 2008 ABS (Public + 144A) 56,595.9 41,004.1 106,843.0 ABS (Public + 144A excluding CDOs) 56,028.1 39,461.8 93,435.9 ABS (Public Only) 23,549.5 30,713.6 76,475.2 ABS (144A Only) 33,046.4 10,290.5 30,367.7 Non-Agency MBS 4,643.2 5,043.2 24,607.0 Agency MBS 176,579.4 52,190.7 66,095.7 CMBS - 1,755.4 11,691.7

2010 2009 2008 ABS (Public + 144A) 43,211.0 24,857.1 74,898.4 ABS (Public + 144A excluding CDOs) 42,643.2 24,660.3 65,380.1 ABS (Public Only) 15,367.9 18,963.5 53,102.7 ABS (144A Only) 27,843.0 5,893.6 21,795.7 Non-Agency MBS 4,412.5 337.9 22,395.4 Agency MBS 128,041.7 44,799.5 51,011.5 CMBS - 1,755.4 9,531.9

2010 2009 2008 ABS (Public + 144A) 35,491.4 14,862.3 62,171.1 ABS (Public + 144A excluding CDOs) 34,923.6 14,665.5 53,673.3 ABS (Public Only) 11,190.8 10,757.6 44,067.8 ABS (144A Only) 24,300.6 4,104.7 18,103.3 Non-Agency MBS 3,879.7 337.9 17,786.3 Agency MBS 114,520.8 33,180.5 50,399.8 CMBS - 1,255.1 6,829.0

2010 2009 2008 ABS (Public + 144A) 18,628.0 4,524.8 35,127.2 ABS (Public + 144A excluding CDOs) 18,453.0 4,328.0 32,202.2 ABS (Public Only) 7,204.1 3,389.5 27,663.7 ABS (144A Only) 11,423.9 1,135.3 7,463.5 Non-Agency MBS 2,081.7 - 5,179.1 Agency MBS 39,583.5 11,252.5 8,406.4 CMBS - 579.2 1,231.6

2010 2009 2008 ABS (Public + 144A) 7,857.1 1,631.4 20,386.8 ABS (Public + 144A excluding CDOs) 7,857.1 1,631.4 19,192.8 ABS (Public Only) 2,980.1 1,300.0 16,998.2 ABS (144A Only) 4,877.0 331.4 3,388.6 Non-Agency MBS 317.4 - 1,299.3 Agency MBS 12,694.1 5,812.7 106.3 CMBS - 341.2 56.3

2009 2008 2007 ABS (Public + 144A) 151,432.7 162,994.8 891,711.1 ABS (Public + 144A excluding CDOs) 149,624.0 140,100.9 614,021.0 ABS (Public Only) 82,983.6 111,886.0 439,851.5 ABS (144A Only) 68,449.1 51,108.7 451,859.6 Non-Agency MBS 29,251.2 46,177.5 689,803.5 Agency MBS 256,344.3 142,723.3 230,145.0 CMBS 5,103.8 16,164.0 237,427.4

2009 2008 2007 ABS (Public + 144A) 141,905.4 160,439.6 862,927.8 ABS (Public + 144A excluding CDOs) 140,283.8 138,440.8 590,724.1 ABS (Public Only) 78,948.0 111,123.1 423,528.5 ABS (144A Only) 62,957.4 49,316.6 439,399.3 Non-Agency MBS 26,005.2 46,044.0 670,943.6 Agency MBS 222,074.9 141,767.4 215,584.7 CMBS 4,143.8 16,164.0 231,528.8

ABS ALL (ytd) 2009 2008 2007 ABS (Public + 144A) 123,189.5 159,455.3 797,497.3 ABS (Public + 144A excluding CDOs) 121,616.8 137,559.1 538,678.8 ABS (Public Only) 69,878.8 111,123.1 381,408.1 ABS (144A Only) 53,310.6 48,332.2 416,089.3 Non-Agency MBS 23,863.1 44,384.8 629,819.3 Agency MBS 185,793.8 137,844.8 202,961.7 CMBS 3,960.9 16,164.0 211,673.4

2009 2008 2007 ABS (Public + 144A) 115,478.9 158,344.4 763,050.3 ABS (Public + 144A excluding CDOs) 113,906.2 136,448.2 512,598.8 ABS (Public Only) 65,447.0 110,873.1 361,683.7 ABS (144A Only) 50,031.9 47,471.3 401,366.6 Non-Agency MBS 20,978.0 44,384.8 593,713.1 Agency MBS 174,835.5 134,619.4 196,526.2 CMBS 1,780.0 16,164.0 206,621.4

2009 2008 2007 ABS (Public + 144A) 94,613.3 147,169.8 725,992.2 ABS (Public + 144A excluding CDOs) 93,071.0 129,131.7 487,452.2 ABS (Public Only) 55,267.3 104,813.4 342,457.7 ABS (144A Only) 39,346.1 42,356.5 383,534.6 Non-Agency MBS 20,310.0 42,970.5 551,165.6 Agency MBS 129,532.7 123,952.2 184,191.8 CMBS 1,780.0 16,057.7 187,597.9 Agency MBS

2009 2008 2007 ABS (Public + 144A) 77,916.3 136,757.6 677,009.0 ABS (Public + 144A excluding CDOs) 76,421.6 120,604.8 457,085.5 ABS (Public Only) 47,749.3 97,117.5 323,728.7 ABS (144A Only) 30,167.0 39,640.1 353,280.4 Non-Agency MBS 12,173.5 42,367.0 476,868.7 Agency MBS 107,097.1 105,572.8 151,638.3 CMBS 1,780.0 16,057.7 158,188.6

2009 2008 2007 ABS (Public + 144A) 58,421.6 127,887.3 588,885.8 ABS (Public + 144A excluding CDOs) 56,926.8 113,167.0 404,425.2 ABS (Public Only) 40,112.6 92,319.1 289,336.5 ABS (144A Only) 18,309.0 35,568.2 299,549.4 Non-Agency MBS 9,415.9 39,820.5 399,874.1 Agency MBS 72,707.2 80,397.7 114,848.4 CMBS 1,517.4 14,201.4 137,779.8

2009 2008 2007 ABS (Public + 144A) 38,345.4 108,848.5 479,158.5 ABS (Public + 144A excluding CDOs) 36,850.6 95,435.7 326,883.6 ABS (Public Only) 29,032.1 78,475.1 240,196.5 ABS (144A Only) 9,313.3 30,373.4 238,962.1 Non-Agency MBS 6,658.0 25,256.4 306,471.3 Agency MBS 44,799.5 66,095.7 86,569.4 CMBS 1,517.4 12,341.2 99,492.1

2009 2008 2007 ABS (Public + 144A) 37,296.0 99,591.0 450,657.1 ABS (Public + 144A excluding CDOs) 35,801.2 86,292.4 306,671.5 ABS (Public Only) 28,032.7 72,181.8 227,908.5 ABS (144A Only) 9,263.3 27,409.3 222,748.6 Non-Agency MBS 6,658.0 24,607.0 300,189.5 Agency MBS 44,799.5 66,095.7 86,569.4 CMBS 1,517.4 11,691.7 98,288.2

2009 2008 2007 ABS (Public + 144A) 21,892.4 77,147.7 377,736.1 ABS (Public + 144A excluding CDOs) 21,695.7 67,629.5 260,812.0 ABS (Public Only) 17,282.0 55,352.0 192,042.9 ABS (144A Only) 4,610.5 21,795.7 185,693.2 Non-Agency MBS 72.6 22,395.4 228,455.3 Agency MBS 30,598.8 51,011.5 61,986.9 CMBS 1,017.1 9,531.9 69,549.6