Agency MBS Transaction Summary
            
Gross purchases from March 8 through March 14, 2018: $3,195 million
Sales (dollar rolls) from March 8 through March 14, 2018: $0 million
Net purchases from March 8 through March 14, 2018: $3,195 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 | Apr | 88 | 120 | 0 | 321 |  
                                    |  | 4.0 | Apr | 516 | 703 | 0 | 749 |  
                                    |  | 4.5 | Apr | 152 | 208 | 0 | 127 |  
                                    |  |  |  |  |  |  |  |  
                            | 15 Year | 3.5 | Apr | 89 | 122 | 0 | 0 |  
                                  |  |  |  |  |  |  |  |  
                                    | Total |  |  | 845 | 1,153 | 0 | 1,197 |  
| *Does not include trades associated with small value exercises. |  |