Agency MBS Transaction Summary
            
Gross purchases from February 25 through March 02, 2016: $4,456 million 
Sales (dollar rolls) from  February 25 through March 02, 2016: $0 million
Net purchases from  February 25 through March 02, 2016: $4,456 million
All amounts reflect current face
    
        
            | 
                
                    
                        | Transactions
                        ($ million) |  
                        | 
                            
                                
                                    | Maturity | Coupon | Settlement
                                    Month | FHLMC | FNMA | GNMA | GNMA2 |  
                                    | 30 Year | 3 | Mar | 456 | 475 | 0 | 368 |  
                                  |  | 3 | Apr | 0 | 0 | 0 | 507 |  
                                  |  | 3.5 | Mar | 368 | 420 | 0 | 394 |  
                                  |  | 3.5 | Apr | 0 | 0 | 0 | 420 |  
                                    |  | 4 | Mar | 0 | 0 | 0 | 52 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Mar | 131 | 131 | 0 | 0 |  
                                  |  | 2.5 | Apr | 131 | 131 | 0 | 0 |  
                                  |  | 3 | Mar | 105 | 131 | 0 | 0 |  
                                    |  | 3 | Apr | 105 | 131 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,296 | 1,419 | 0 | 1,741 |  
                                    | *Does not include trades associated with small value exercises. |  |  |