Agency MBS Transaction Summary
            
Gross purchases from March 15 through March 21, 2018: $2,498 million
Sales (dollar rolls) from March 15 through March 21, 2018: $0 million
Net purchases from March 15 through March 21, 2018: $2,498 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 | 129 | 180 | 0 | 142 |  
                                    |  | 4.0 | Apr | 421 | 592 | 0 | 341 |  
                                    |  | 4.5 | Apr | 121 | 172 | 0 | 76 |  
                                    |  |  |  |  |  |  |  |  
                            | 15 Year | 3.0 | Apr | 71 | 95 | 0 | 0 |  
                            |   | 3.5 | Apr | 69 | 89 | 0 | 0 |  
                                  |  |  |  |  |  |  |  |  
                                    | Total |  |  | 811 | 1,128 | 0 | 559 |  
| *Does not include trades associated with small value exercises. |  |