Analysis of agency issuance for 13 months through August 2011

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

Issuer

	8/2010	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011	6/2011	7/2011	8/2011
Fannie Mae	48.774	47.957	55.054	50.673	29.835	24.645	19.118	16.222	6.934	11.319	17.371	21.078	22.778
Federal Farm Credit Banks	7.942	15.908	12.116	9.164	7.664	6.542	6.963	7.264	5.851	7.069	11.108	5.784	14.262
Federal Home Loan Banks	39.457	31.073	49.096	52.794	14.238	29.680	27.385	29.384	23.091	24.048	54.926	48.096	61.533
Freddie Mac	22.190	21.306	24.685	14.301	23.944	28.923	29.529	30.990	11.140	28.151	31.603	25.693	28.640
Private Export Funding Corp.	0	0	0	0	0	0.100	0	0	0	0	0	0	0
Tennessee Valley Authority	0	0	0	0	0	0	1.488	0	0	0	0	0	0
Total	118.362	116.243	140.950	126.931	75.680	89.890	84.484	83.860	47.016	70.587	115.008	100.651	127.212
	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	43.856	247	139.466	917	371.758	1880	322.984	1690	19.41%
Federal Farm Credit Banks	28.944	264	20.769	190	24.028	237	20.045	192	64.842	619	117.636	1074	109.694	1009	9.02%
Federal Home Loan Banks	116.127	1024	86.449	1060	102.065	1338	109.628	915	298.143	3313	484.799	5124	445.342	4681	41.48%
Freddie Mac	62.929	384	89.442	446	70.893	347	54.333	337	214.668	1130	321.094	1743	298.904	1617	29.87%
Private Export Funding Corp.	0	0	0.100	1	0	0	0	0	0.100	1	0.100	1	0.100	1	0.01%
Tennessee Valley Authority	0	0	1.488	1	0	0	0	0	1.488	1	1.488	1	1.488	1	0.21%
Total	343.562	2221	258.234	1985	232.611	2305	227.863	1691	718.708	5981	1296.875	9823	1178.513	8999	100.00%
Tenor
	8/2010	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011	6/2011	7/2011	8/2011
Less than 1.5 years	12.803	14.708	29.764	27.163	5.583	17.896	14.276	14.259	1.593	5.542	25.191	26.190	41.318
1.5 to 2 years	27.093	24.397	42.939	20.088	26.259	25.638	24.526	23.434	8.796	20.410	15.623	15.765	25.428
2.25 to 4.75 years	42.478	28.293	36.986	45.840	14.718	32.011	26.851	20.280	21.092	32.488	49.801	33.268	28.493
5	18.058	28.272	12.220	18.195	13.346	5.466	7.507	14.852	8.423	6.241	11.836	12.270	17.063
5.25 to 9.75 years	7.942	9.892	7.195	6.498	3.449	5.217	3.246	5.890	2.568	3.399	5.903	7.506	7.943
10	4.115	4.638	5.387	4.498	5.940	2.046	3.824	2.985	2.049	1.171	3.172	2.454	3.276
10.25 to 24.75 years	5.872	6.044	6.460	4.360	6.383	1.616	3.745	2.159	2.210	1.336	3.454	2.907	3.661
25 years and longer	0	0	0	0.290	0	0	0.510	0	0.286	0	0.029	0.291	0.030
Total	118.362	116.243	140.950	126.931	75.680	89.890	84.484	83.860	47.016	70.587	115.008	100.651	127.212
	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	67.508	208	146.264	482	236.285	713	223.482	677	20.35%
1.5 to 2 years	89.287	166	73.599	195	44.830	177	41.194	151	159.622	523	300.399	810	273.307	752	22.22%
2.25 to 4.75 years	97.547	558	79.142	716	103.381	917	61.760	435	244.283	2068	412.599	3105	370.122	2843	33.98%
5	43.761	484	27.826	340	26.501	435	29.334	387	83.660	1162	173.752	1956	155.694	1798	11.64%
5.25 to 9.75 years	17.140	324	14.352	264	11.869	320	15.449	244	41.670	828	76.645	1442	68.702	1297	5.80%
10	15.825	202	8.855	157	6.392	146	5.730	129	20.976	432	45.554	756	41.439	699	2.92%
10.25 to 24.75 years	17.202	331	7.519	167	7.000	176	6.568	133	21.088	476	50.205	1030	44.333	922	2.91%
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	0.15%
Total	343.562	2221	258.234	1985	232.611	2305	227.863	1691	718.708	5981	1296.875	9823	1178.513	8999	100.00%
CallYears
	8/2010	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011	6/2011	7/2011	8/2011
NC	75.247	74.894	93.342	79.917	50.908	61.199	52.912	48.330	28.015	41.659	63.177	63.455	66.036
Less than 1 year	37.666	36.902	44.177	43.206	18.928	23.704	26.294	27.630	15.079	25.754	42.448	30.734	50.481
1 to 1.99 years	4.834	3.960	3.062	3.466	5.365	4.587	4.823	7.196	3.497	3.015	9.204	5.724	10.695
2 to 4.99 years	0.565	0.416	0.335	0.327	0.450	0.399	0.454	0.679	0.424	0.159	0.178	0.563	0
5 years and longer	0.050	0.070	0.035	0.015	0.030	0	0	0.025	0	0	0	0.175	0
Total	118.362	116.243	140.950	126.931	75.680	89.890	84.484	83.860	47.016	70.587	115.008	100.651	127.212
	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	129.491	918	424.783	3207	799.091	5527	723.844	5017	59.10%
Less than 1 year	106.311	598	77.628	590	83.281	739	81.215	571	242.125	1900	423.004	2921	385.338	2722	33.68%
1 to 1.99 years	11.895	242	16.606	301	15.717	272	16.419	186	48.742	759	69.431	1176	64.597	1080	6.78%
2 to 4.99 years	1.112	44	1.533	64	0.761	34	0.563	15	2.856	113	4.949	189	4.384	171	0.40%
5 years and longer	0.080	4	0.025	1	0	0	0.175	1	0.200	2	0.400	10	0.350	9	0.02%
Total	343.562	2221	258.234	1985	232.611	2305	227.863	1691	718.708	5981	1296.875	9823	1178.513	8999	100.00%
Face Amount
	8/2010	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011	6/2011	7/2011	8/2011
Less than $100 million	22.044	20.669	17.430	18.427	18.821	14.430	15.500	18.997	16.397	15.670	24.113	19.703	20.625
$100 to $199 million	13.846	15.933	13.925	12.682	14.097	10.089	11.153	13.479	10.058	8.833	18.363	13.190	16.466
$200 to $499 million	17.402	20.175	16.471	14.006	15.738	9.946	8.843	14.474	5.977	10.933	19.813	21.656	31.488
$500 to $999 million	22.040	10.475	23.750	22.735	7.500	12.125	10.150	9.650	4.035	4.628	12.750	14.070	24.890
$1 to $1.99 billion	15.560	26.030	28.389	29.098	5.280	18.300	13.848	2.260	4.560	11.528	21.981	8.660	21.750
$2 to $4.99 billion	6.990	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 billion and higher	20.480	20.962	28.986	22.988	0	21.000	10.000	6.000	0	0	4.993	9.991	0
Total	118.362	116.243	140.950	126.931	75.680	89.890	84.484	83.860	47.016	70.587	115.008	100.651	127.212
	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	40.328	1138	145.435	4348	242.826	6980	220.781	6405	20.24%
$100 to $199 million	40.704	355	34.721	294	37.254	318	29.656	247	101.631	859	172.114	1463	158.268	1344	14.14%
$200 to $499 million	46.215	172	33.263	127	36.723	140	53.144	196	123.130	463	206.922	778	189.520	711	17.14%
$500 to $999 million	53.985	102	31.925	59	21.413	38	38.960	70	92.298	167	178.798	331	156.758	289	12.84%
$1 to $1.99 billion	62.768	59	34.408	34	38.069	38	30.410	29	102.887	101	207.245	199	191.685	184	14.31%
$2 to $4.99 billion	33.240	11	37.990	12	37.977	12	25.374	9	101.342	33	143.570	48	136.580	45	14.09%
$5 billion and higher	51.974	7	37.000	7	4.993	1	9.991	2	51.984	10	145.400	24	124.920	21	7.23%
Total	343.562	2221	258.234	1985	232.611	2305	227.863	1691	718.708	5981	1296.875	9823	1178.513	8999	100.00%

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