Agency MBS Transaction Summary
            
Gross purchases from April 20 through April 26, 2017: $6,957 million
Sales (dollar rolls) from April 20 through April 26, 2017: $0 million
Net purchases from  April 20 through April 26, 2017: $6,957 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 | 826 | 1,121 | 0 | 1,338 |  
                                    |  | 4 | May | 915 | 1,180 | 0 | 552 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | May | 52 | 52 | 0 | 0 |  
                                  |  | 3 | May | 350 | 467 | 0 | 0 |  
                                  |  | 3.5 | May | 52 | 52 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,195 | 2,872 | 0 | 1,890 |  
                                    | *Does not include trades associated with small value exercises. |  |