Agency MBS Transaction Summary
            
Gross purchases from June 7 through June 13, 2018: $1,508 million
Sales (dollar rolls) from June 7 through June 13, 2018: $0 million
Net purchases from June 7 through June 13, 2018: $1,508 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 | 0 | 0 | 0 | 51 |  
                                    |  | 4.0 | July | 157 | 235 | 0 | 329 |  
                                  |  | 4.5 | July | 171 | 235 | 0 | 120 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 3.0 | July | 21 | 27 | 0 | 0 |  
                                    |   | 3.5 | July | 71 | 91 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 420 | 588 | 0 | 500 |  
| *Does not include trades associated with small value exercises. |  |