Agency MBS Transaction Summary
            
Gross purchases from April 19 through April 25, 2018: $2,467 million
Sales (dollar rolls) from April 19 through April 25, 2018: $0 million
Net purchases from April 19 through April 25, 2018: $2,467 million
All amounts reflect current face
| 
| 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 | 77 | 111 | 0 | 280 |  
                                    |  | 4.0 | May | 384 | 563 | 0 | 506 |  
                                    |  | 4.5 | May | 84 | 104 | 0 | 126 |  
                                    |  |  |  |  |  |  |  |  
                            | 15 Year | 3.0 | May | 35 | 44 | 0 | 0 |  
                                  |  | 3.5 | May | 67 | 86 | 0 | 0 |  
                                  |  |  |  |  |  |  |  |  
                                    | Total |  |  | 647 | 908 | 0 | 912 |  
| *Does not include trades associated with small value exercises. |  |