Agency MBS Transaction Summary
            
Gross purchases from March 17 through March 23, 2016: $5,816 million 
Sales (dollar rolls) from  March 17 through March 23, 2016: $0 million
Net purchases from  March 17 through March 23, 2016: $5,816 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 | Apr | 876 | 1,080 | 0 | 613 |  
                                  |  | 3.5 | Apr | 910 | 1,226 | 0 | 560 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Apr | 131 | 184 | 0 | 0 |  
                                  |  | 3 | Apr | 105 | 131 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,022 | 2,621 | 0 | 1,173 |  
                                    | *Does not include trades associated with small value exercises. |  |  |