Agency MBS Transaction Summary
            
Gross purchases from June 29 through July 5, 2017: $3,683 million
Sales (dollar rolls) from June 29 through July 5, 2017: $0 million
Net purchases from June 29 through July 5, 2017: $3,683 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 | Jul | 0 | 0 | 0 | 200 |  
                                  |  | 3 | Aug | 0 | 0 | 0 | 180 |  
                                  |  | 3.5 | Jul | 410 | 598 | 0 | 651 |  
                                  |  | 3.5 | Aug | 0 | 0 | 0 | 589 |  
                                  |  | 4 | Jul | 315 | 446 | 0 | 147 |  
                                  |  | 4 | Aug | 0 | 0 | 0 | 147 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year |  |  | 0 | 0 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 725 | 1,044 | 0 | 1,914 |  
                                    | *Does not include trades associated with small value exercises. |  |