Issuance volume

2008 2007 2006 ABS (Public + 144A) 152,239.5 777,731.7 861,762.7 ABS (Public + 144A excluding CDOs) 132,065.8 522,234.0 634,019.1 ABS (Public Only) 114,359.8 369,608.2 511,021.8 ABS (144A Only) 37,879.7 408,123.5 350,740.9 Non-Agency MBS 42,819.7 597,150.9 523,360.9 Agency MBS 133,506.1 196,526.2 205,149.9 CMBS 16,021.9 206,621.4 130,451.2

2008 2007 2006 ABS (Public + 144A) 151,272.5 763,102.3 834,921.4 ABS (Public + 144A excluding CDOs) 131,854.6 512,650.8 615,494.7 ABS (Public Only) 114,359.8 361,735.7 495,466.5 ABS (144A Only) 36,912.7 401,366.6 339,454.8 Non-Agency MBS 43,843.8 592,746.3 504,934.5 Agency MBS 133,506.1 196,526.2 202,764.7 CMBS 17,046.0 206,621.4 118,924.0

2008 2007 2006 ABS (Public + 144A) 150,072.5 753,790.7 796,106.6 ABS (Public + 144A excluding CDOs) 130,654.6 505,539.2 580,812.6 ABS (Public Only) 113,159.8 356,113.1 479,957.6 ABS (144A Only) 36,912.7 397,677.6 316,203.6 Non-Agency MBS 43,843.8 590,239.8 500,502.5 Agency MBS 133,506.1 196,526.2 202,764.7 CMBS 17,046.0 205,819.7 115,692.1

2008 2007 2006 ABS (Public + 144A) 148,076.8 749,741.9 777,288.6 ABS (Public + 144A excluding CDOs) 129,158.9 502,491.5 567,500.5 ABS (Public Only) 112,405.2 354,160.9 467,202.5 ABS (144A Only) 35,671.6 395,581.0 310,086.7 Non-Agency MBS 43,577.9 589,109.1 494,595.5 Agency MBS 133,506.1 196,526.2 202,764.7 CMBS 16,939.7 205,819.7 110,882.4

2008 2007 2006 ABS (Public + 144A) 141,531.3 723,346.2 713,242.7 ABS (Public + 144A excluding CDOs) 125,084.4 484,806.2 522,496.8 ABS (Public Only) 108,331.7 341,153.3 430,255.2 ABS (144A Only) 33,199.6 382,192.9 282,986.3 Non-Agency MBS 42,050.5 551,165.6 446,182.2 Agency MBS 119,562.8 184,191.8 180,446.6 CMBS 16,939.7 187,597.9 101,526.3

2008 2007 2006 ABS (Public + 144A) 139,218.3 708,103.0 673,386.9 ABS (Public + 144A excluding CDOs) 123,272.4 474,631.3 499,851.8 ABS (Public Only) 106,518.6 335,040.6 411,359.3 ABS (144A Only) 32,699.6 373,062.4 262,027.6 Non-Agency MBS 41,994.3 531,215.1 432,273.4 Agency MBS 119,562.8 184,191.8 180,446.6 CMBS 14,603.0 171,638.0 94,851.9

2008 2007 2006 ABS (Public + 144A) 136,337.8 702,904.2 665,605.3 ABS (Public + 144A excluding CDOs) 120,774.2 473,158.2 495,553.7 ABS (Public Only) 104,020.5 335,040.6 407,235.9 ABS (144A Only) 32,314.4 367,863.5 258,369.4 Non-Agency MBS 41,334.6 525,819.6 431,115.7 Agency MBS 101,109.0 169,707.3 171,427.2 CMBS 14,603.0 168,421.6 94,851.9

2008 2007 2006 ABS (Public + 144A) 131,887.7 690,487.8 641,479.2 ABS (Public + 144A excluding CDOs) 117,209.3 464,967.1 477,703.1 ABS (Public Only) 101,521.6 329,400.6 393,992.6 ABS (144A Only) 30,366.1 361,087.2 247,487.3 Non-Agency MBS 40,575.5 486,704.1 389,331.5 Agency MBS 101,002.7 151,638.3 158,300.4 CMBS 14,603.0 166,915.1 92,387.2

2008 2007 2006 ABS (Public + 144A) 126,304.1 671,798.8 624,698.3 ABS (Public + 144A excluding CDOs) 112,157.5 453,535.8 467,974.0 ABS (Public Only) 99,097.2 320,215.7 384,803.3 ABS (144A Only) 27,206.9 351,583.1 239,895.0 Non-Agency MBS 39,023.8 476,868.7 384,834.1 Agency MBS 101,002.7 151,638.3 158,300.4 CMBS 14,603.0 158,188.6 88,930.4

2008 2007 2006 ABS (Public + 144A) 125,624.1 656,666.7 610,354.3 ABS (Public + 144A excluding CDOs) 111,757.5 442,627.0 459,911.9 ABS (Public Only) 99,097.2 314,229.3 380,734.2 ABS (144A Only) 26,526.9 342,437.4 229,620.0 Non-Agency MBS 38,378.1 471,937.1 384,559.7 Agency MBS 101,002.7 151,638.3 158,300.4 CMBS 13,556.1 155,254.8 88,930.4

2008 2007 2006 ABS (Public + 144A) 124,247.4 652,422.8 605,046.6 ABS (Public + 144A excluding CDOs) 110,483.2 439,250.1 456,387.0 ABS (Public Only) 98,565.3 311,091.6 377,395.7 ABS (144A Only) 25,682.1 341,331.2 227,650.9 Non-Agency MBS 36,539.6 470,413.7 384,239.7 Agency MBS 81,877.4 151,638.3 157,873.7 CMBS 13,171.9 154,498.1 88,930.4

2008 2007 2006 ABS (Public + 144A) 121,270.9 625,545.3 565,606.7 ABS (Public + 144A excluding CDOs) 108,201.8 425,676.9 432,034.6 ABS (Public Only) 96,638.8 302,259.2 354,995.2 ABS (144A Only) 24,632.1 323,286.1 210,611.5 Non-Agency MBS 27,306.1 421,800.8 334,054.6 Agency MBS 79,025.8 114,848.4 133,586.8 CMBS 12,244.3 148,415.5 85,602.8

2008 2007 2006 ABS (Public + 144A) 117,993.1 585,476.6 519,119.7 ABS (Public + 144A excluding CDOs) 104,924.0 402,277.4 395,827.0 ABS (Public Only) 93,663.3 287,463.0 324,750.5 ABS (144A Only) 24,329.8 298,013.7 194,368.6 Non-Agency MBS 26,469.1 397,772.6 314,056.5 Agency MBS 78,232.1 114,848.4 129,264.4 CMBS 12,085.5 128,227.9 73,738.9

2008 2007 2006 ABS (Public + 144A) 111,061.1 563,116.7 505,213.6 ABS (Public + 144A excluding CDOs) 97,991.9 388,227.6 385,017.2 ABS (Public Only) 89,597.5 279,339.3 316,308.2 ABS (144A Only) 21,463.6 283,777.4 188,904.8 Non-Agency MBS 26,241.1 390,856.4 305,908.4 Agency MBS 78,232.1 114,848.4 127,570.1 CMBS 12,085.5 122,955.5 69,497.7

2008 2007 2006 ABS (Public + 144A) 103,511.6 529,936.8 476,796.2 ABS (Public + 144A excluding CDOs) 91,164.1 363,618.6 365,169.2 ABS (Public Only) 82,769.7 266,956.2 297,740.5 ABS (144A Only) 20,741.9 262,980.7 179,055.7 Non-Agency MBS 25,988.8 384,117.0 302,805.4 Agency MBS 78,232.1 114,848.4 127,294.0 CMBS 10,126.9 117,330.9 68,797.7

2008 2007 2006 ABS (Public + 144A) 102,866.0 501,288.4 458,922.7 ABS (Public + 144A excluding CDOs) 90,518.6 342,739.3 349,645.6 ABS (Public Only) 80,983.0 254,108.1 290,345.4 ABS (144A Only) 21,883.0 247,180.3 168,577.3 Non-Agency MBS 24,401.3 333,175.0 289,640.8 Agency MBS 65,619.5 86,569.4 100,758.9 CMBS 10,126.9 107,138.8 66,274.4

2008 2007 2006 ABS (Public + 144A) 100,504.1 470,942.0 408,295.9 ABS (Public + 144A excluding CDOs) 88,953.5 320,168.8 307,966.0 ABS (Public Only) 80,917.7 238,673.8 256,622.7 ABS (144A Only) 19,586.4 232,268.1 151,673.7 Non-Agency MBS 23,751.9 305,380.5 260,802.7 Agency MBS 65,418.3 86,569.4 100,258.9 CMBS 9,477.4 99,492.1 60,540.9

2008 2007 2006 ABS (Public + 144A) 88,754.3 444,939.8 387,816.9 ABS (Public + 144A excluding CDOs) 77,703.7 302,019.6 293,217.6 ABS (Public Only) 71,977.8 225,426.9 243,322.7 ABS (144A Only) 16,776.5 219,513.0 144,494.7 Non-Agency MBS 23,751.9 300,775.6 251,063.5 Agency MBS 65,418.3 86,569.4 94,923.2 CMBS 9,477.4 98,288.2 53,508.8

2008 2007 2006 ABS (Public + 144A) 85,609.7 431,483.3 371,850.2 ABS (Public + 144A excluding CDOs) 76,725.3 293,043.9 279,576.6 ABS (Public Only) 69,640.6 219,071.2 232,135.3 ABS (144A Only) 15,969.2 212,412.1 139,714.9 Non-Agency MBS 18,480.3 283,011.9 250,991.1 Agency MBS 65,418.3 86,569.4 94,923.2 CMBS 9,276.2 86,782.0 53,508.8

2008 2007 2006 ABS (Public + 144A) 77,504.1 415,977.8 357,694.6 ABS (Public + 144A excluding CDOs) 68,739.7 282,330.5 271,765.7 ABS (Public Only) 59,647.4 209,265.0 226,873.0 ABS (144A Only) 17,856.7 206,712.8 130,821.6 Non-Agency MBS 18,428.5 277,947.7 250,499.9 Agency MBS 50,784.1 86,569.4 94,923.2 CMBS 9,276.2 83,851.3 53,384.8