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MBS – PASS THROUGHS
Products included:
· U.S. Mortgage-Backed Pass-Through Securities
Related Products covered in other QARs:
· Agency CMOs, agency ARMs, and mortgage derivatives – Covered in the
Agency CMOs questionnaire
· Non-Agency CMOs, Non-agency ARMs, and sub-prime – Covered in the Non-
agency CMOs, Non-agency ARMs, and sub-prime ABS questionnaire
· CMBS: United States - Covered in the CMBS questionnaire

MBS – AGENCY CMOs
Products included:
· Agency CMOs, agency ARMs, and mortgage derivative
Related Products covered in other QARs:
· U.S. dollar denominated MBS pass-throughs (including 5-, 7-, 15-, 30-year
paper backed by Ginnie Mae, Fannie Mae, or Freddie Mac)-Covered in the
MBS pass-throughs questionnaire
· Non-agency CMOs, Non-agency ARMs, and sub-prime-Covered in the Non-
agency CMOs, Non-agency ARMs, and sub-prime ABS questionnaire
· CMBS: United States - Covered in the CMBS questionnaire
NON-AGENCY RMBS
Products included:
· Non-Agency-Backed CMOs/ARMs (whole loan), Fixed Hybrids, Pay Option
ARMs, Sub-Prime, and 2nd Lien HELOCs.
Related Products covered in other QARs:
· U.S. dollar denominated MBS pass-throughs (including 5-, 7-, 15-, 30-year
paper backed by Ginnie Mae, Fannie Mae, or Freddie Mac) - Covered in the
MBS pass-throughs questionnaire
· U.S. agency CMOs, agency ARMs, and mortgage derivatives - Covered in the
Agency CMOs questionnaire. CMBS: United States - Covered in the CMBS
questionnaire

COMMERCIAL MORTGAGE-BACKED SECURITIES (CMBS)
Products included:
· Secondary Agency CMBS
· New Issue Agency CMBS
· Secondary Private Label/Non-Agency CMBS
· New Issue Private Label/Non-Agency CMBS
· CMBX

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