Agency MBS Transaction Summary
            
Gross purchases from February 16 through February 22, 2017: $5,383 million 
Sales (dollar rolls) from February 16 through February 22, 2017: $0 million
Net purchases from  February 16 through February 22, 2017: $5,383 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 | Mar | 0 | 0 | 0 | 210 |  
                                    |  | 3.5 | Mar | 404 | 558 | 0 | 1,275 |  
                                    |  | 4 | Mar | 551 | 689 | 0 | 656 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Mar | 70 | 70 | 0 | 0 |  
                                  |  | 3 | Mar | 367 | 533 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,392 | 1,850 | 0 | 2,141 |  
                                    | *Does not include trades associated with small value exercises. |  |  |