Agency MBS Transaction Summary
            
Gross purchases from August 2 through August 8, 2018: $1,735 million
Sales (dollar rolls) from August 2 through August 8, 2018: $0 million
Net purchases from August 2 through August 8, 2018: $1,735 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 | Sep | 148 | 197 | 0 | 0 |  
                                    |  | 4.0 | Sep | 355 | 552 | 0 | 0 |  
                                  |  | 4.5 | Sep | 87 | 132 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 3.0 | Sep | 29 | 40 | 0 | 0 |  
                                  |  | 3.5 | Sep | 85 | 110 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 704 | 1,031 | 0 | 0 |  
| *Does not include trades associated with small value exercises. |  |