Agency MBS Transaction Summary
            
Gross purchases from March 16 through March 22, 2017: $4,147 million
Sales (dollar rolls) from March 16 through March 22, 2017: $200 million
Net purchases from  March 16 through March 22, 2017: $3,947 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 | 3.5 | Apr | 446 | 604 | 0 | 508 |  
                                    |  | 4 | Apr | 475 | 625 | 0 | 498 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Apr | 52 | 52 | 0 | 0 |  
                                    |  | 3 | Apr | 262 | 472 | 0 | 0 |  
                                    |  | 3.5 | Apr | 48 | 105 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,283 | 1,858 | 0 | 1,006 |  
                                    | *Does not include trades associated with small value exercises. |  |  |