Agency MBS Transaction Summary
            
Gross purchases from July 19 through July 25, 2018: $1,406 million
Sales (dollar rolls) from July 19 through July 25, 2018: $0 million
Net purchases from July 19 through July 25, 2018: $1,406 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 | Aug | 0 | 0 | 0 | 49 |  
                                    |  | 4.0 | Aug | 184 | 277 | 0 | 292 |  
                                  |  | 4.5 | Aug | 78 | 117 | 0 | 166 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 3.0 | Aug | 45 | 62 | 0 | 0 |  
                                    |  | 3.5 | Aug | 60 | 76 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 367 | 532 | 0 | 507 |  
| *Does not include trades associated with small value exercises. |  |