Issuance volume

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

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