Agency MBS Transaction Summary
            
    
    Gross purchases from May 22 through May 28: $7,264 million 
Sales (dollar rolls) from May 22 through May 28: $0 million
Net purchases from May 22 through May 28: $7,264 million
                  All amounts reflect current face
            
            
               
                | 
                
            
            	| Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |  
                     
                      | Transactions 
                        ($ million) |   
                      | 
                           
                            | Maturity | Coupon | Settlement 
                                Month | FHLMC | FNMA | GNMA | GNMA2 |  
                            | 30 Year | 3.5 | July | 759 | 1,143 | 0 | 667 |  
                            |  | 3.5 | Aug | 236 | 315 | 0 | 300 |  
                            |  | 4 | July | 548 | 831 | 0 | 517 |  
                            |  | 4 | Aug | 366 | 550 | 0 | 150 |  
                            |  |  |  |  |  |  |  |  
                            | 15 Year | 3 | July | 0 | 157 | 0 | 0 |  
                            |  | 3 | Aug | 260 | 310 | 0 | 0 |  
                            |  | 3.5 | July | 0 | 105 | 0 | 0 |  
                            |  | 3.5 | Aug | 0 | 50 | 0 | 0 |  
                            |  |  |  |  |  |  |  |   
                            | Total |  |  | 2,169 | 3,461 | 0 | 1,634 |  
                          	| *Does not include trades associated with small value exercises. |  |  |