Agency MBS Transaction Summary
            
Gross purchases from May 11 through May 17, 2017: $6,058 million
Sales (dollar rolls) from May 11 through May 17, 2017: $200 million
Net purchases from  May 11 through May 17, 2017: $5,858 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 | June | 546 | 775 | 0 | 1,522 |  
                                  |  | 4 | June | 700 | 950 | 0 | 594 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | June | 105 | 105 | 0 | 0 |  
                                  |  | 3 | June | 280 | 350 | 0 | 0 |  
                                  |  | 3.5 | June | 52 | 79 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,683 | 2,259 | 0 | 2,116 |  
                                    | *Does not include trades associated with small value exercises. |  |