Agency MBS Transaction Summary
            
Gross purchases from March 30 through April 5, 2017: $4,167 million
Sales (dollar rolls) from March 30 through April 5, 2017: $0 million
Net purchases from  March 30 through April 5, 2017: $4,167 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 | 0 | 0 | 0 | 451 |  
                                    |  | 3.5 | May | 440 | 588 | 0 | 0 |  
                                    |  | 4 | Apr | 0 | 0 | 0 | 328 |  
                                    |  | 4 | May | 608 | 820 | 0 | 0 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Apr | 52 | 105 | 0 | 0 |  
                                  |  | 3 | Apr | 123 | 193 | 0 | 0 |  
                                  |  | 3 | May | 123 | 193 | 0 | 0 |  
                                  |  | 3.5 | May | 48 | 95 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,394 | 1,994 | 0 | 779 |  
                                    | *Does not include trades associated with small value exercises. |  |  |