Issuance volume

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

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