Agency MBS Transaction Summary
            
Gross purchases from May 31 through June 6, 2018: $2,157 million
Sales (dollar rolls) from May 31 through June 6, 2018: $0 million
Net purchases from May 31 through June 6, 2018: $2,157 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 | July | 100 | 147 | 0 | 53 |  
                                    |  | 4.0 | July | 318 | 472 | 0 | 329 |  
                                  |  | 4.5 | July | 174 | 234 | 0 | 120 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 3.0 | June | 23 | 29 | 0 | 0 |  
                                    |   | 3.5 | June | 70 | 88 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 685 | 970 | 0 | 502 |  
| *Does not include trades associated with small value exercises. |  |