Agency MBS Transaction Summary
            
Gross purchases from February 1 through February 7, 2018: $3,592 million
Sales (dollar rolls) from February 1 through February 7, 2018: $0 million
Net purchases from February 1 through February 7, 2018: $3,592 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 | Mar | 103 | 137 | 0 | 90 |  
                                    |  | 3.5 | Mar | 462 | 612 | 0 | 507 |  
                                    |  | 4.0 | Mar | 323 | 433 | 0 | 229 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Mar | 32 | 44 | 0 | 0 |  
                                    |  | 3.0 | Mar | 166 | 228 | 0 | 0 |  
                                    |  | 3.5 | Mar | 94 | 132 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,180 | 1,586 | 0 | 826 |  
| *Does not include trades associated with small value exercises. |  |