Issuance volume

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

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