Agency MBS Transaction Summary
            
Gross purchases from July 28 through August 03, 2016: $10,542 million 
Sales (dollar rolls) from  July 28 through August 03, 2016: $0 million
Net purchases from  July 28 through August 03, 2016: $10,542 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 | Aug | 945 | 1,326 | 0 | 987 |  
                                    |  | 3 | Sep | 945 | 1,326 | 0 | 1,974 |  
                                    |  | 3.5 | Aug | 144 | 210 | 0 | 357 |  
                                    |  | 3.5 | Sep | 144 | 210 | 0 | 714 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Sep | 420 | 840 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,598 | 3,912 | 0 | 4,032 |  
                                    | *Does not include trades associated with small value exercises. |  |  |