Agency MBS Transaction Summary
            
Gross purchases from April 6 through April 12, 2017: $4,441 million
Sales (dollar rolls) from April 6 through April 12, 2017: $0 million
Net purchases from  April 6 through April 12, 2017: $4,441 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 | May | 420 | 560 | 0 | 998 |  
                                    |  | 4 | May | 580 | 780 | 0 | 656 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 3 | May | 120 | 174 | 0 | 0 |  
                                  |  | 3.5 | May | 48 | 105 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,168 | 1,619 | 0 | 1,654 |  
                                    | *Does not include trades associated with small value exercises. |  |