Agency MBS Transaction Summary
            
Gross purchases from April 27 through May 3, 2017: $3,562 million
Sales (dollar rolls) from April 27 through May 3, 2017: $0 million
Net purchases from  April 27 through May 3, 2017: $3,562 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 | 158 |  
                                  |  | 3.5 | May | 356 | 487 | 0 | 682 |  
                                  |  | 3.5 | June | 0 | 0 | 0 | 618 |  
                                    |  | 4 | May | 238 | 321 | 0 | 0 |  
                                    |  | 4 | June | 0 | 0 | 0 | 289 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 3 | June | 127 | 190 | 0 | 0 |  
                                  |  | 3.5 | June | 48 | 48 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 769 | 1,046 | 0 | 1,747 |  
                                    | *Does not include trades associated with small value exercises. |  |