Agency MBS Transaction Summary
            
Gross purchases from May 4 through May 10, 2017: $7,139 million
Sales (dollar rolls) from May 4 through May 10, 2017: $0 million
Net purchases from  May 4 through May 10, 2017: $7,139 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 | June | 0 | 0 | 0 | 142 |  
                                  |  | 3.5 | June | 1,087 | 1,461 | 0 | 1,364 |  
                                  |  | 4 | June | 786 | 1,062 | 0 | 289 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | June | 52 | 105 | 0 | 0 |  
                                  |  | 3 | June | 267 | 420 | 0 | 0 |  
                                  |  | 3.5 | June | 52 | 52 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,244 | 3,100 | 0 | 1,795 |  
                                    | *Does not include trades associated with small value exercises. |  |