Agency MBS Transaction Summary
            
Gross purchases from June 22 through June 28, 2017: $5,107 million
Sales (dollar rolls) from June 22 through June 28, 2017: $0 million
Net purchases from June 22 through June 28, 2017: $5,107 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 | 228 | 333 | 0 | 410 |  
                                  |  | 3.5 | July | 667 | 1,041 | 0 | 1,153 |  
                                  |  | 4 | July | 193 | 269 | 0 | 278 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | July | 70 | 79 | 0 | 0 |  
                                  |  | 3 | July | 158 | 228 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,316 | 1,950 | 0 | 1,841 |  
                                    | *Does not include trades associated with small value exercises. |  |