Agency MBS Transaction Summary
            
Gross purchases from August 25 through August 31, 2016: $6,927 million 
Sales (dollar rolls) from  August 25 through August 31, 2016: $0 million
Net purchases from  August 25 through August 31, 2016: $6,927 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 | Sep | 1,512 | 2,058 | 0 | 1,932 |  
                                    |  | 3.5 | Sep | 168 | 232 | 0 | 588 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Sep | 122 | 315 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,802 | 2,605 | 0 | 2,520 |  
                                    | *Does not include trades associated with small value exercises. |  |  |