Agency MBS Transaction Summary
            
    
    Gross purchases from August 14 through August 20: $7,477 million 
Sales (dollar rolls) from August 14 through August 20: $0 million
Net purchases from August 14 through August 20: $7,477 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 | 3.5 | Sep | 471 | 627 | 0 | 384 |  
                            |  | 3.5 | Oct | 473 | 628 | 0 | 385 |  
                            |  | 4 | Sep | 524 | 824 | 0 | 295 |  
                            |  | 4 | Oct | 523 | 824 | 0 | 298 |  
                            |  |  |  |  |  |  |  |  
                            | 15 Year | 2.5 | Oct | 103 | 153 | 0 | 0 |  
                            |  | 3 | Oct | 315 | 548 | 0 | 0 |  
                            |  | 3.5 | Oct | 52 | 50 | 0 | 0 |  
                            |  |  |  |  |  |  |  |   
                            | Total |  |  | 2,461 | 3,654 | 0 | 1,362 |  
                          	| *Does not include trades associated with small value exercises. |  |  |