Agency MBS Transaction Summary
            
Gross purchases from April 13 through April 19, 2017: $6,421 million
Sales (dollar rolls) from April 13 through April 19, 2017: $1,000 million
Net purchases from  April 13 through April 19, 2017: $5,421 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 | May | 0 | 0 | 0 | 420 |  
                                    |  | 3.5 | May | 560 | 760 | 0 | 1,275 |  
                                    |  | 4 | May | 570 | 760 | 0 | 1,452 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | May | 52 | 52 | 0 | 0 |  
                                  |  | 3 | May | 175 | 245 | 0 | 0 |  
                                  |  | 3.5 | May | 0 | 100 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,357 | 1,917 | 0 | 3,147 |  
                                    | *Does not include trades associated with small value exercises. |  |