Agency MBS Transaction Summary
            
Gross purchases from February 22 through February 28, 2018: $2,985 million
Sales (dollar rolls) from February 22 through February 28, 2018: $0 million
Net purchases from February 22 through February 28, 2018: $2,985 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 | 3.5 | Mar | 246 | 336 | 0 | 339 |  
                                    |  | 4.0 | Mar | 592 | 806 | 0 | 365 |  
                                    |  |  |  |  |  |  |  |  
                            | 15 Year | 3.0 | Mar | 56 | 77 | 0 | 0 |  
                            |  | 3.5 | Mar | 71 | 97 | 0 | 0 |  
                                  |  |  |  |  |  |  |  |  
                                    | Total |  |  | 965 | 1,316 | 0 | 704 |  
| *Does not include trades associated with small value exercises. |  |