Agency MBS Transaction Summary
            
Gross purchases from June 15 through June 21, 2017: $6,971 million
Sales (dollar rolls) from June 15 through June 21, 2017: $400 million
Net purchases from June 15 through June 21, 2017: $6,571 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 | July | 368 | 475 | 0 | 420 |  
                                  |  | 3.5 | July | 984 | 1,353 | 0 | 1,128 |  
                                  |  | 4 | July | 367 | 583 | 0 | 662 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | July | 105 | 158 | 0 | 0 |  
                                  |  | 3 | July | 158 | 210 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,982 | 2,779 | 0 | 2,210 |  
                                    | *Does not include trades associated with small value exercises. |  |