Agency MBS Transaction Summary
            
Gross purchases from May 25 through May 31, 2017: $4,177 million
Sales (dollar rolls) from May 25 through May 31, 2017: $0 million
Net purchases from  May 25 through May 31, 2017: $4,177 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 | June | 210 | 262 | 0 | 300 |  
                                  |  | 3.5 | June | 399 | 536 | 0 | 1,345 |  
                                  |  | 4 | June | 0 | 0 | 0 | 524 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | June | 95 | 105 | 0 | 0 |  
                                  |  | 3 | June | 174 | 227 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 878 | 1,130 | 0 | 2,169 |  
                                    | *Does not include trades associated with small value exercises. |  |