Agency MBS Transaction Summary
            
Gross purchases from January 28 through February 03, 2016: $7,002 million 
Sales (dollar rolls) from  January 28 through February 03, 2016: $0 million	
Net purchases from  January 28 through February 03, 2016: $7,002 million
All amounts reflect current face
    
        
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                        | Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |  
                
                    
                        | Transactions
                        ($ million) |  
                        | 
                            
                                
                                    | Maturity | Coupon | Settlement
                                    Month | FHLMC | FNMA | GNMA | GNMA2 |  
                                    | 30 Year | 3 | Feb | 394 | 341 | 0 | 197 |  
                                  |  | 3 | Mar | 0 | 0 | 0 | 450 |  
                                  |  | 3.5 | Feb | 472 | 709 | 0 | 774 |  
                                  |  | 3.5 | Mar | 472 | 709 | 0 | 1,286 |  
                                    |  | 4 | Feb | 0 | 0 | 0 | 158 |  
                                    |  | 4 | Mar | 158 | 236 | 0 | 175 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Feb | 69 | 69 | 0 | 0 |  
                                    |  | 3 | Feb | 158 | 175 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,723 | 2,239 | 0 | 3,040 |  
                                    | *Does not include trades associated with small value exercises. |  |  |