Analysis of agency issuance for 13 months through May 2011

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

Issuer

	5/2010	6/2010	7/2010	8/2010	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011
Fannie Mae	27.314	39.854	38.239	48.774	47.957	55.054	50.673	29.835	24.645	19.118	16.222	6.934	11.319
Federal Farm Credit Banks	6.121	17.105	11.437	7.942	15.908	12.116	9.164	7.664	6.542	6.963	7.264	5.851	7.069
Federal Home Loan Banks	50.864	28.020	42.073	39.457	31.073	49.096	52.794	14.238	29.680	27.385	29.384	23.091	23.503
Freddie Mac	21.264	38.298	30.746	22.190	21.306	24.685	14.301	23.944	28.923	29.529	30.990	11.035	27.631
Private Export Funding Corp.	0	0.102	0	0	0	0	0	0	0.100	0	0	0	0
Tennessee Valley Authority	0.528	0	0	0	0	0	0	0	0	1.488	0	0	0
Total	106.091	123.379	122.495	118.362	116.243	140.950	126.931	75.680	89.890	84.484	83.860	46.911	69.522
	Q3/2010	Count	Q4/2010	Count	Q1/2011	Count	Q2/2011	Count	YTD	Count	Total	Count	Last 12 months	Count	YTD Share
Fannie Mae	134.969	607	135.562	549	59.985	287	18.253	185	78.239	472	415.938	1982	388.624	1851	20.88%
Federal Farm Credit Banks	35.287	277	28.944	264	20.769	190	12.920	124	33.689	314	121.146	1038	115.025	988	8.99%
Federal Home Loan Banks	112.603	1123	116.127	1024	86.449	1060	46.594	774	133.043	1834	440.657	4662	389.793	4330	35.51%
Freddie Mac	74.242	359	62.929	384	89.442	446	38.666	192	128.107	638	324.841	1645	303.576	1568	34.19%
Private Export Funding Corp.	0	0	0	0	0.100	1	0	0	0.100	1	0.202	2	0.202	2	0.03%
Tennessee Valley Authority	0	0	0	0	1.488	1	0	0	1.488	1	2.016	2	1.488	1	0.40%
Total	357.101	2366	343.562	2221	258.234	1985	116.433	1275	374.667	3260	1304.800	9331	1198.709	8740	100.00%
Tenor
	5/2010	6/2010	7/2010	8/2010	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011
Less than 1.5 years	36.498	8.975	18.064	12.803	14.708	29.764	27.163	5.583	17.896	14.276	14.259	1.593	5.542
1.5 to 2 years	23.112	30.185	31.768	27.093	24.397	42.939	20.088	26.259	25.638	24.526	23.434	8.796	20.365
2.25 to 4.75 years	28.085	43.380	40.918	42.478	28.293	36.986	45.840	14.718	32.011	26.851	20.280	21.092	31.743
5	6.067	9.347	11.456	18.058	28.272	12.220	18.195	13.346	5.466	7.507	14.852	8.423	5.991
5.25 to 9.75 years	5.725	14.347	7.935	7.942	9.892	7.195	6.498	3.449	5.217	3.246	5.890	2.568	3.399
10	2.672	6.247	3.954	4.115	4.638	5.387	4.498	5.940	2.046	3.824	2.985	2.049	1.146
10.25 to 24.75 years	2.932	8.951	8.398	5.872	6.044	6.460	4.360	6.383	1.616	3.745	2.159	2.105	1.336
25 years and longer	1.000	1.943	0	0	0	0	0.290	0	0	0.510	0	0.286	0
Total	106.091	123.379	122.495	118.362	116.243	140.950	126.931	75.680	89.890	84.484	83.860	46.911	69.522
	Q3/2010	Count	Q4/2010	Count	Q1/2011	Count	Q2/2011	Count	YTD	Count	Total	Count	Last 12 months	Count	YTD Share
Less than 1.5 years	45.574	137	62.509	155	46.430	143	7.135	51	53.565	194	207.123	621	170.625	530	14.29%
1.5 to 2 years	83.259	191	89.287	166	73.599	195	29.162	105	102.759	300	328.603	807	305.492	736	27.42%
2.25 to 4.75 years	111.689	688	97.547	558	79.142	716	52.834	551	131.977	1267	412.678	2954	384.593	2789	35.22%
5	57.787	432	43.761	484	27.826	340	14.414	228	42.240	568	159.202	1688	153.135	1612	11.27%
5.25 to 9.75 years	25.771	418	17.140	324	14.352	264	5.967	169	20.318	433	83.304	1438	77.580	1345	5.42%
10	12.707	164	15.825	202	8.855	157	3.195	82	12.049	239	49.499	726	46.827	681	3.22%
10.25 to 24.75 years	20.315	336	17.202	331	7.519	167	3.441	88	10.961	255	60.364	1088	57.431	1039	2.92%
25 years and longer	0	0	0.290	1	0.510	3	0.286	1	0.796	4	4.029	9	3.029	8	0.22%
Total	357.101	2366	343.562	2221	258.234	1985	116.433	1275	374.667	3260	1304.800	9331	1198.709	8740	100.00%
CallYears
	5/2010	6/2010	7/2010	8/2010	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011
NC	70.540	75.558	81.874	75.247	74.894	93.342	79.917	50.908	61.199	52.912	48.330	28.015	41.509
Less than 1 year	31.346	36.611	31.609	37.666	36.902	44.177	43.206	18.928	23.704	26.294	27.630	14.974	24.914
1 to 1.99 years	3.849	10.568	8.069	4.834	3.960	3.062	3.466	5.365	4.587	4.823	7.196	3.497	2.940
2 to 4.99 years	0.325	0.608	0.944	0.565	0.416	0.335	0.327	0.450	0.399	0.454	0.679	0.424	0.159
5 years and longer	0.030	0.035	0	0.050	0.070	0.035	0.015	0.030	0	0	0.025	0	0
Total	106.091	123.379	122.495	118.362	116.243	140.950	126.931	75.680	89.890	84.484	83.860	46.911	69.522
	Q3/2010	Count	Q4/2010	Count	Q1/2011	Count	Q2/2011	Count	YTD	Count	Total	Count	Last 12 months	Count	YTD Share
NC	232.016	1429	224.166	1333	162.441	1029	69.524	696	231.965	1725	834.245	5337	763.705	5004	61.91%
Less than 1 year	106.177	589	106.311	598	77.628	590	39.888	400	117.515	990	397.961	2580	366.614	2414	31.36%
1 to 1.99 years	16.863	295	11.895	242	16.606	301	6.438	154	23.044	455	66.220	1192	62.371	1113	6.15%
2 to 4.99 years	1.925	49	1.112	44	1.533	64	0.582	25	2.115	89	6.086	209	5.760	198	0.56%
5 years and longer	0.120	4	0.080	4	0.025	1	0	0	0.025	1	0.290	13	0.260	11	0.01%
Total	357.101	2366	343.562	2221	258.234	1985	116.433	1275	374.667	3260	1304.800	9331	1198.709	8740	100.00%
Face Amount
	5/2010	6/2010	7/2010	8/2010	9/2010	10/2010	11/2010	12/2010	1/2011	2/2011	3/2011	4/2011	5/2011
Less than $100 million	12.942	23.035	18.108	22.044	20.669	17.430	18.427	18.821	14.430	15.500	18.997	16.397	14.955
$100 to $199 million	11.567	20.742	15.032	13.846	15.933	13.925	12.682	14.097	10.089	11.153	13.479	9.953	8.733
$200 to $499 million	20.287	24.473	22.160	17.402	20.175	16.471	14.006	15.738	9.946	8.843	14.474	5.977	10.683
$500 to $999 million	16.953	12.890	16.565	22.040	10.475	23.750	22.735	7.500	12.125	10.150	9.650	4.035	4.628
$1 to $1.99 billion	32.849	19.252	33.981	15.560	26.030	28.389	29.098	5.280	18.300	13.848	2.260	4.560	11.528
$2 to $4.99 billion	5.499	12.987	10.650	6.990	2.000	12.000	6.995	14.245	4.000	14.990	19.000	5.988	18.994
$5 billion and higher	5.995	9.999	5.999	20.480	20.962	28.986	22.988	0	21.000	10.000	6.000	0	0
Total	106.091	123.379	122.495	118.362	116.243	140.950	126.931	75.680	89.890	84.484	83.860	46.911	69.522
	Q3/2010	Count	Q4/2010	Count	Q1/2011	Count	Q2/2011	Count	YTD	Count	Total	Count	Last 12 months	Count	YTD Share
Less than $100 million	60.821	1578	54.678	1515	48.926	1452	31.353	1009	80.279	2461	231.755	6485	218.813	6134	21.43%
$100 to $199 million	44.811	380	40.704	355	34.721	294	18.687	162	53.407	456	171.232	1464	159.665	1366	14.25%
$200 to $499 million	59.737	230	46.215	172	33.263	127	16.660	65	49.923	192	200.635	762	180.348	684	13.32%
$500 to $999 million	49.080	93	53.985	102	31.925	59	8.663	15	40.588	74	173.496	322	156.543	292	10.84%
$1 to $1.99 billion	75.571	70	62.768	59	34.408	34	16.088	16	50.496	50	240.937	228	208.089	197	13.49%
$2 to $4.99 billion	19.640	7	33.240	11	37.990	12	24.982	8	62.973	20	134.338	45	128.839	43	16.80%
$5 billion and higher	47.441	8	51.974	7	37.000	7	0	0	37.000	7	152.408	25	146.413	24	9.87%
Total	357.101	2366	343.562	2221	258.234	1985	116.433	1275	374.667	3260	1304.800	9331	1198.709	8740	100.00%

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