Agency MBS Transaction Summary
            
Gross purchases from August 9 through August 15, 2018: $1,782 million
Sales (dollar rolls) from August 9 through August 15, 2018: $0 million
Net purchases from August 9 through August 15, 2018: $1,782 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 | 0 | 0 | 0 | 131 |  
                                    |  | 4.0 | Sep | 177 | 275 | 0 | 522 |  
                                  |  | 4.5 | Sep | 89 | 131 | 0 | 286 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 3.5 | Sep | 52 | 64 | 0 | 0 |  
                                  |  | 4.0 | Sep | 24 | 31 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 342 | 501 | 0 | 939 |  
| *Does not include trades associated with small value exercises. |  |