Agency MBS Transaction Summary
            
Gross purchases from February 11 through February 17, 2016: $4,944 million 
Sales (dollar rolls) from  February 11 through February 17, 2016: $100 million
Net purchases from  February 11 through February 17, 2016: $4,844 million
All amounts reflect current face
    
        
            | 
                
                    
                        | 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 | Mar | 578 | 682 | 0 | 332 |  
                                  |  | 3.5 | Mar | 875 | 1,050 | 0 | 356 |  
                                    |  | 4 | Mar | 158 | 262 | 0 | 152 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Mar | 105 | 158 | 0 | 0 |  
                                    |  | 3 | Mar | 105 | 131 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,821 | 2,283 | 0 | 840 |  
                                    | *Does not include trades associated with small value exercises. |  |  |