John,
Regarding this section:
My understanding is that you found the $\4,841,000,000 by going to this page:
https://www.newyorkfed.org/markets/ambs/ambs_schedule
downloading these spreadsheets:
filtering the 'Agency' to 'GNMA2', and noting the sum of the 'Trade Amount' column.
I did so and was able to get the various values described:
My question is, how did you know to check those particular spreadsheets given that there are many listed on that page?
Did you just download all of them and check the data as needed?