Having two weeks of data on the Federal Reserve's gross purchase commitments after it announced its third round of quantitative easing, investors have been able to get a feel of how the agency's new purchase allocations across the agency MBS sector are.

In a report released Friday, Wells Fargo analysts reviewed the Fed's three different time frames of gross purchase activity. They are the following: the first two weeks of QE3, the two weeks leading up to QE3 and the time since inception, which spans October 2011 to August 2012.

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