Analysis of agency issuance for 13 months through September 2011

Columns are amount in billions of dollars, count of deals, percentage of total in dollars.

Issuer

	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011	6/2011	7/2011	8/2011	9/2011
Fannie Mae	47.957	55.054	50.673	29.835	24.645	19.118	16.222	6.934	11.319	17.371	21.078	22.778	42.434
Federal Farm Credit Banks	15.908	12.116	9.164	7.664	6.542	6.963	7.264	5.851	7.069	11.108	5.784	14.262	11.849
Federal Home Loan Banks	31.073	49.096	52.794	14.238	29.680	27.385	29.384	23.091	24.048	54.926	48.096	64.499	29.943
Freddie Mac	21.306	24.685	14.301	23.944	28.923	29.529	30.990	11.140	28.151	31.603	25.693	30.090	38.380
Private Export Funding Corp.	0	0	0	0	0.100	0	0	0	0	0	0	0	0.299
Tennessee Valley Authority	0	0	0	0	0	1.488	0	0	0	0	0	0	0
Total	116.243	140.950	126.931	75.680	89.890	84.484	83.860	47.016	70.587	115.008	100.651	131.628	122.906
	Q4/2010	Count	Q1/2011	Count	Q2/2011	Count	Q3/2011	Count	YTD	Count	Total	Count	Last 12 months	Count	YTD Share
Fannie Mae	135.562	549	59.985	287	35.625	383	86.289	464	181.900	1134	365.418	1907	317.461	1683	21.50%
Federal Farm Credit Banks	28.944	264	20.769	190	24.028	237	31.895	296	76.692	723	121.544	1113	105.636	987	9.06%
Federal Home Loan Banks	116.127	1024	86.449	1060	102.065	1338	142.538	1255	331.053	3653	478.252	5021	447.180	4677	39.13%
Freddie Mac	62.929	384	89.442	446	70.893	347	94.164	504	254.499	1297	338.734	1784	317.428	1681	30.08%
Private Export Funding Corp.	0	0	0.100	1	0	0	0.299	1	0.399	2	0.399	2	0.399	2	0.05%
Tennessee Valley Authority	0	0	1.488	1	0	0	0	0	1.488	1	1.488	1	1.488	1	0.18%
Total	343.562	2221	258.234	1985	232.611	2305	355.185	2520	846.030	6810	1305.835	9828	1189.592	9031	100.00%
Tenor
	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011	6/2011	7/2011	8/2011	9/2011
Less than 1.5 years	14.708	29.764	27.163	5.583	17.896	14.276	14.259	1.593	5.542	25.191	26.190	42.168	14.101
1.5 to 2 years	24.397	42.939	20.088	26.259	25.638	24.526	23.434	8.796	20.410	15.623	15.765	25.503	39.689
2.25 to 4.75 years	28.293	36.986	45.840	14.718	32.011	26.851	20.280	21.092	32.488	49.801	33.268	29.278	32.761
5	28.272	12.220	18.195	13.346	5.466	7.507	14.852	8.423	6.241	11.836	12.270	18.618	19.807
5.25 to 9.75 years	9.892	7.195	6.498	3.449	5.217	3.246	5.890	2.568	3.399	5.903	7.506	8.694	7.726
10	4.638	5.387	4.498	5.940	2.046	3.824	2.985	2.049	1.171	3.172	2.454	3.421	3.035
10.25 to 24.75 years	6.044	6.460	4.360	6.383	1.616	3.745	2.159	2.210	1.336	3.454	2.907	3.916	5.788
25 years and longer	0	0	0.290	0	0	0.510	0	0.286	0	0.029	0.291	0.030	0
Total	116.243	140.950	126.931	75.680	89.890	84.484	83.860	47.016	70.587	115.008	100.651	131.628	122.906
	Q4/2010	Count	Q1/2011	Count	Q2/2011	Count	Q3/2011	Count	YTD	Count	Total	Count	Last 12 months	Count	YTD Share
Less than 1.5 years	62.509	155	46.430	143	32.326	131	82.459	272	161.215	546	238.433	741	223.725	701	19.05%
1.5 to 2 years	89.287	166	73.599	195	44.830	177	80.956	227	199.385	599	313.071	828	288.673	765	23.57%
2.25 to 4.75 years	97.547	558	79.142	716	103.381	917	95.306	602	277.829	2235	403.668	3010	375.375	2793	32.84%
5	43.761	484	27.826	340	26.501	435	50.696	605	105.022	1380	177.056	2016	148.783	1864	12.41%
5.25 to 9.75 years	17.140	324	14.352	264	11.869	320	23.926	391	50.146	975	77.180	1444	67.287	1299	5.92%
10	15.825	202	8.855	157	6.392	146	8.910	185	24.157	488	44.619	755	39.981	690	2.86%
10.25 to 24.75 years	17.202	331	7.519	167	7.000	176	12.611	234	27.131	577	50.376	1023	44.333	908	3.19%
25 years and longer	0.290	1	0.510	3	0.315	3	0.321	4	1.146	10	1.436	11	1.436	11	0.13%
Total	343.562	2221	258.234	1985	232.611	2305	355.185	2520	846.030	6810	1305.835	9828	1189.592	9031	100.00%
CallYears
	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011	6/2011	7/2011	8/2011	9/2011
NC	74.894	93.342	79.917	50.908	61.199	52.912	48.330	28.015	41.659	63.177	63.455	67.287	78.519
Less than 1 year	36.902	44.177	43.206	18.928	23.704	26.294	27.630	15.079	25.754	42.448	30.734	52.596	37.975
1 to 1.99 years	3.960	3.062	3.466	5.365	4.587	4.823	7.196	3.497	3.015	9.204	5.724	11.745	6.117
2 to 4.99 years	0.416	0.335	0.327	0.450	0.399	0.454	0.679	0.424	0.159	0.178	0.563	0	0.295
5 years and longer	0.070	0.035	0.015	0.030	0	0	0.025	0	0	0	0.175	0	0
Total	116.243	140.950	126.931	75.680	89.890	84.484	83.860	47.016	70.587	115.008	100.651	131.628	122.906
	Q4/2010	Count	Q1/2011	Count	Q2/2011	Count	Q3/2011	Count	YTD	Count	Total	Count	Last 12 months	Count	YTD Share
NC	224.166	1333	162.441	1029	132.851	1260	209.261	1417	504.554	3706	803.614	5516	728.719	5039	59.64%
Less than 1 year	106.311	598	77.628	590	83.281	739	121.305	832	282.215	2161	425.428	2983	388.526	2759	33.35%
1 to 1.99 years	11.895	242	16.606	301	15.717	272	23.586	250	55.909	823	71.764	1144	67.803	1065	6.61%
2 to 4.99 years	1.112	44	1.533	64	0.761	34	0.858	20	3.151	118	4.679	176	4.263	162	0.38%
5 years and longer	0.080	4	0.025	1	0	0	0.175	1	0.200	2	0.350	9	0.280	6	0.02%
Total	343.562	2221	258.234	1985	232.611	2305	355.185	2520	846.030	6810	1305.835	9828	1189.592	9031	100.00%
Face Amount
	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011	6/2011	7/2011	8/2011	9/2011
Less than $100 million	20.669	17.430	18.427	18.821	14.430	15.500	18.997	16.397	15.670	24.113	19.703	21.892	18.204
$100 to $199 million	15.933	13.925	12.682	14.097	10.089	11.153	13.479	10.058	8.833	18.363	13.190	17.791	20.590
$200 to $499 million	20.175	16.471	14.006	15.738	9.946	8.843	14.474	5.977	10.933	19.813	21.656	31.063	23.647
$500 to $999 million	10.475	23.750	22.735	7.500	12.125	10.150	9.650	4.035	4.628	12.750	14.070	24.890	7.925
$1 to $1.99 billion	26.030	28.389	29.098	5.280	18.300	13.848	2.260	4.560	11.528	21.981	8.660	24.000	36.544
$2 to $4.99 billion	2.000	12.000	6.995	14.245	4.000	14.990	19.000	5.988	18.994	12.995	13.381	11.993	5.999
$5 billion and higher	20.962	28.986	22.988	0	21.000	10.000	6.000	0	0	4.993	9.991	0	9.997
Total	116.243	140.950	126.931	75.680	89.890	84.484	83.860	47.016	70.587	115.008	100.651	131.628	122.906
	Q4/2010	Count	Q1/2011	Count	Q2/2011	Count	Q3/2011	Count	YTD	Count	Total	Count	Last 12 months	Count	YTD Share
Less than $100 million	54.678	1515	48.926	1452	56.180	1758	59.799	1637	164.906	4847	240.252	6904	219.583	6362	19.49%
$100 to $199 million	40.704	355	34.721	294	37.254	318	51.571	436	123.546	1048	180.183	1533	164.250	1403	14.60%
$200 to $499 million	46.215	172	33.263	127	36.723	140	76.366	282	146.352	549	212.742	797	192.567	721	17.30%
$500 to $999 million	53.985	102	31.925	59	21.413	38	46.885	85	100.223	182	164.683	304	154.208	284	11.85%
$1 to $1.99 billion	62.768	59	34.408	34	38.069	38	69.204	65	141.682	137	230.479	220	204.449	196	16.75%
$2 to $4.99 billion	33.240	11	37.990	12	37.977	12	31.372	11	107.340	35	142.579	47	140.579	46	12.69%
$5 billion and higher	51.974	7	37.000	7	4.993	1	19.988	4	61.981	12	134.917	23	113.955	19	7.33%
Total	343.562	2221	258.234	1985	232.611	2305	355.185	2520	846.030	6810	1305.835	9828	1189.592	9031	100.00%

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