Agency MBS Transaction Summary
            
Gross purchases from May 18 through May 24, 2017: $5,252 million
Sales (dollar rolls) from May 18 through May 24, 2017: $0 million
Net purchases from  May 18 through May 24, 2017: $5,252 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 | June | 604 | 775 | 0 | 1,450 |  
                                  |  | 4 | June | 700 | 902 | 0 | 375 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 3 | June | 140 | 175 | 0 | 0 |  
                                  |  | 3.5 | June | 52 | 79 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,496 | 1,931 | 0 | 1,825 |  
                                    | *Does not include trades associated with small value exercises. |  |