Agency MBS Transaction Summary
            
Gross purchases from January 18 through January 24, 2018: $2,984 million
Sales (dollar rolls) from January 18 through January 24, 2018: $0 million
Net purchases from January 18 through January 24, 2018: $2,984 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.* |  
| Maturity | Coupon | Settlement Month | FHLMC | FNMA | GNMA | GNMA2 |  
                                    | 30 Year | 3.0 | Feb | 130 | 174 | 0 | 112 |  
                                    |  | 3.5 | Feb | 372 | 494 | 0 | 478 |  
                                    |  | 4.0 | Feb | 185 | 249 | 0 | 161 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Feb | 24 | 33 | 0 | 0 |  
                                    |  | 3.0 | Feb | 241 | 331 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 952 | 1,281 | 0 | 751 |  
| *Does not include trades associated with small value exercises. |  |