Agency MBS Transaction Summary
            
Gross purchases from June 28 through July 4, 2018: $3,007 million
Sales (dollar rolls) from June 28 through July 4, 2018: $0 million
Net purchases from June 28 through July 4, 2018: $3,007 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 | 112 | 172 | 0 | 0 |  
                                    |  | 3.5 | Aug | 0 | 0 | 0 | 90 |  
                                    |  | 4.0 | July | 260 | 399 | 0 | 0 |  
                                    |  | 4.0 | Aug | 260 | 398 | 0 | 411 |  
                                  |  | 4.5 | Aug | 150 | 229 | 0 | 184 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 3.0 | July | 65 | 80 | 0 | 0 |  
                                    |   | 3.5 | July | 87 | 110 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 934 | 1,388 | 0 | 685 |  
| *Does not include trades associated with small value exercises. |  |