Agency MBS Transaction Summary
            
Gross purchases from February 23 through March 1, 2017: $6,416 million 
Sales (dollar rolls) from February 23 through March 1, 2017: $0 million
Net purchases from  February 23 through March 1, 2017: $6,416 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 | 158 | 190 | 0 | 105 |  
                                    |  | 3 | Apr | 0 | 0 | 0 | 105 |  
                                    |  | 3.5 | Mar | 808 | 1,116 | 0 | 669 |  
                                    |  | 3.5 | Apr | 0 | 0 | 0 | 788 |  
                                    |  | 4 | Mar | 499 | 689 | 0 | 328 |  
                                    |  | 4 | Apr | 0 | 0 | 0 | 385 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Mar | 52 | 105 | 0 | 0 |  
                                  |  | 3 | Mar | 174 | 245 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,691 | 2,345 | 0 | 2,380 |  
                                    | *Does not include trades associated with small value exercises. |  |  |