Agency MBS Transaction Summary
            
Gross purchases from April 26 through May 2, 2018: $2,084 million
Sales (dollar rolls) from April 26 through May 2, 2018: $0 million
Net purchases from April 26 through May 2, 2018: $2,084 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 | May | 90 | 129 | 0 | 0 |  
                                    |  | 3.5 | June | 0 | 0 | 0 | 143 |  
                                  |  | 4.0 | May | 373 | 552 | 0 | 0 |  
                                  |  | 4.0 | June | 0 | 0 | 0 | 284 |  
                                  |  | 4.5 | May | 81 | 103 | 0 | 0 |  
                                    |  | 4.5 | June | 0 | 0 | 0 | 72 |  
                                    |  |  |  |  |  |  |  |  
                            | 15 Year | 3.0 | May | 39 | 47 | 0 | 0 |  
                                  |  | 3.5 | May | 76 | 95 | 0 | 0 |  
                                  |  |  |  |  |  |  |  |  
                                    | Total |  |  | 659 | 926 | 0 | 499 |  
| *Does not include trades associated with small value exercises. |  |