Issuance volume

2009 2008 2007 ABS (Public + 144A) 5,333.9 39,466.2 151,031.5 ABS (Public + 144A excluding CDOs) 3,098.3 35,988.2 107,654.0 ABS (Public Only) 2,919.5 27,330.0 89,737.0 ABS (144A Only) 2,414.4 12,136.2 61,294.5 Non-Agency MBS .0 6,615.2 82,581.7 Agency MBS 8,061.5 8,406.4 12,553.7 CMBS .0 1,231.6 22,394.3

2009 2008 2007 ABS (Public + 144A) 4,261.4 35,130.2 120,463.5 ABS (Public + 144A excluding CDOs) 2,025.8 32,202.2 90,130.5 ABS (Public Only) 1,847.0 26,130.0 77,838.6 ABS (144A Only) 2,414.4 9,000.2 42,625.5 Non-Agency MBS .0 5,179.1 61,934.7 Agency MBS 8,061.5 8,406.4 12,553.7 CMBS .0 1,231.6 12,337.8

2009 2008 2007 ABS (Public + 144A) 4,261.4 30,399.4 89,510.1 ABS (Public + 144A excluding CDOs) 2,025.8 28,547.3 70,745.0 ABS (Public Only) 1,847.0 22,825.1 62,548.6 ABS (144A Only) 2,414.4 7,574.3 26,962.1 Non-Agency MBS .0 3,952.9 48,462.2 Agency MBS 8,061.5 8,406.4 12,553.7 CMBS .0 56.3 3,389.6

2009 2008 2007 ABS (Public + 144A) 3,583.6 28,391.3 66,364.2 ABS (Public + 144A excluding CDOs) 1,348.0 26,539.2 53,249.9 ABS (Public Only) 1,300.0 22,225.1 47,867.6 ABS (144A Only) 2,283.6 6,166.1 18,496.5 Non-Agency MBS .0 3,472.3 47,660.7 Agency MBS 8,061.5 8,406.4 12,553.7 CMBS .0 56.3 3,389.6

2009 2008 2007 ABS (Public + 144A) .0 16,785.6 29,344.8 ABS (Public + 144A excluding CDOs) .0 15,966.0 27,492.6 ABS (Public Only) .0 12,874.1 24,966.5 ABS (144A Only) .0 3,911.4 4,378.4 Non-Agency MBS .0 256.9 3,488.5 Agency MBS .0 .0 .0 CMBS .0 56.3 1,401.0

2009 2008 2007 ABS (Public + 144A) .0 16,785.6 29,344.8 ABS (Public + 144A excluding CDOs) .0 15,966.0 27,492.6 ABS (Public Only) .0 12,874.1 24,966.5 ABS (144A Only) .0 3,911.4 4,378.4 Non-Agency MBS .0 256.9 3,488.5 Agency MBS .0 .0 .0 CMBS .0 56.3 1,401.0

2009 2008 2007 ABS (Public + 144A) .0 7,369.1 9,148.7 ABS (Public + 144A excluding CDOs) .0 7,286.5 8,419.1 ABS (Public Only) .0 4,738.7 6,756.2 ABS (144A Only) .0 2,630.4 2,392.6 Non-Agency MBS .0 56.3 .0 Agency MBS .0 .0 .0 CMBS .0 56.3 .0

2008 2007 2006 ABS (Public + 144A) 159,822.9 898,022.6 1,252,425.6 ABS (Public + 144A excluding CDOs) 138,806.7 616,282.3 900,907.3 ABS (Public Only) 106,082.2 439,851.5 714,937.6 ABS (144A Only) 53,740.7 458,171.1 537,487.4 Non-Agency MBS 45,056.0 701,851.4 788,799.3 Agency MBS 145,317.6 239,238.8 262,222.2 CMBS 16,164.0 246,468.3 197,702.5

2008 2007 2006 ABS (Public + 144A) 159,999.9 894,755.2 1,240,995.8 ABS (Public + 144A excluding CDOs) 138,983.7 616,014.8 892,788.4 ABS (Public Only) 106,259.3 439,851.5 707,365.8 ABS (144A Only) 53,740.7 454,903.7 533,630.6 Non-Agency MBS 44,948.4 698,512.9 767,012.6 Agency MBS 141,549.2 230,145.0 251,477.0 CMBS 16,164.0 246,468.3 196,716.2

2008 2007 2006 ABS (Public + 144A) 158,591.5 891,221.8 1,184,258.7 ABS (Public + 144A excluding CDOs) 137,683.8 614,021.0 857,748.7 ABS (Public Only) 116,160.6 439,851.5 676,280.2 ABS (144A Only) 42,430.9 451,370.3 507,978.5 Non-Agency MBS 44,544.0 687,342.7 723,042.2 Agency MBS 141,290.6 230,145.0 251,477.0 CMBS 16,164.0 237,427.4 176,970.3

2008 2007 2006 ABS (Public + 144A) 157,207.5 886,052.4 1,149,196.8 ABS (Public + 144A excluding CDOs) 136,920.8 609,301.6 836,489.7 ABS (Public Only) 115,397.6 438,969.1 658,030.3 ABS (144A Only) 41,809.9 447,083.2 491,166.6 Non-Agency MBS 44,472.1 683,563.9 717,414.4 Agency MBS 141,290.6 230,145.0 251,477.0 CMBS 16,164.0 237,427.4 171,737.5

2008 2007 2006 ABS (Public + 144A) 157,207.5 867,202.5 1,116,335.4 ABS (Public + 144A excluding CDOs) 136,920.8 592,508.8 814,011.7 ABS (Public Only) 115,397.6 425,313.2 638,449.6 ABS (144A Only) 41,809.9 441,889.3 477,886.3 Non-Agency MBS 44,472.1 674,423.0 686,536.6 Agency MBS 139,107.5 215,584.7 232,258.4 CMBS 16,164.0 236,511.8 167,297.5

2008 2007 2006 ABS (Public + 144A) 156,707.5 862,390.3 1,087,815.3 ABS (Public + 144A excluding CDOs) 136,420.8 590,426.5 798,487.0 ABS (Public Only) 115,020.8 423,231.0 629,882.5 ABS (144A Only) 41,686.7 439,159.3 457,932.8 Non-Agency MBS 44,472.1 665,669.8 676,188.4 Agency MBS 139,107.5 215,584.7 232,058.4 CMBS 16,164.0 228,358.8 160,835.9

2008 2007 2006 ABS (Public + 144A) 156,857.9 852,949.7 1,046,965.7 ABS (Public + 144A excluding CDOs) 136,109.2 582,990.2 765,434.3 ABS (Public Only) 115,020.8 416,208.6 606,572.5 ABS (144A Only) 41,837.1 436,741.1 440,393.2 Non-Agency MBS 43,192.2 662,373.7 663,376.2 Agency MBS 139,107.5 215,584.7 232,058.4 CMBS 16,021.9 225,062.6 154,971.4

2008 2007 2006 ABS (Public + 144A) 156,857.9 846,718.9 1,034,355.3 ABS (Public + 144A excluding CDOs) 136,109.2 578,335.0 759,369.2 ABS (Public Only) 115,020.8 412,319.0 603,630.7 ABS (144A Only) 41,837.1 434,400.0 430,724.5 Non-Agency MBS 43,192.2 660,037.2 657,963.3 Agency MBS 139,107.5 215,584.7 232,058.4 CMBS 16,021.9 222,726.2 152,939.2

2008 2007 2006 ABS (Public + 144A) 156,857.9 838,048.6 1,004,955.9 ABS (Public + 144A excluding CDOs) 136,109.2 572,889.4 741,212.6 ABS (Public Only) 115,020.8 408,247.2 589,451.5 ABS (144A Only) 41,837.1 429,801.4 415,504.5 Non-Agency MBS 43,151.1 644,523.8 635,708.2 Agency MBS 137,108.1 204,581.4 219,214.9 CMBS 16,021.9 216,156.9 149,586.7

2008 2007 2006 ABS (Public + 144A) 154,163.3 824,014.3 970,491.3 ABS (Public + 144A excluding CDOs) 133,414.6 561,217.9 712,198.9 ABS (Public Only) 114,985.8 399,802.7 571,858.4 ABS (144A Only) 39,177.5 424,211.6 398,632.9 Non-Agency MBS 43,116.6 635,552.6 594,932.0 Agency MBS 137,108.1 202,961.7 219,214.9 CMBS 16,021.9 216,156.9 146,014.7

2008 2007 2006 ABS (Public + 144A) 154,101.5 816,119.9 949,268.7 ABS (Public + 144A excluding CDOs) 133,352.8 556,551.4 697,169.8 ABS (Public Only) 114,985.8 396,075.3 562,299.5 ABS (144A Only) 39,115.7 420,044.6 386,968.6 Non-Agency MBS 42,867.5 633,077.0 580,093.0 Agency MBS 137,108.1 202,961.7 219,214.9 CMBS 16,021.9 213,681.3 133,429.8

2008 2007 2006 ABS (Public + 144A) 154,101.5 804,577.7 940,858.2 ABS (Public + 144A excluding CDOs) 133,352.8 545,009.2 690,359.9 ABS (Public Only) 114,985.8 387,082.0 558,094.7 ABS (144A Only) 39,115.7 417,495.7 382,763.5 Non-Agency MBS 42,819.7 632,494.9 579,293.0 Agency MBS 137,108.1 202,961.7 219,214.9 CMBS 16,021.9 213,496.3 132,629.8

2008 2007 2006 ABS (Public + 144A) 153,150.5 791,712.7 916,838.4 ABS (Public + 144A excluding CDOs) 132,976.8 533,388.2 673,309.2 ABS (Public Only) 114,609.8 376,735.4 545,768.7 ABS (144A Only) 38,540.7 414,977.4 371,070.4 Non-Agency MBS 42,819.7 626,613.5 575,175.2 Agency MBS 133,506.1 202,961.7 219,214.9 CMBS 16,021.9 210,097.1 132,629.8