Agency MBS Transaction Summary
            
Gross purchases from September 6 through September 12, 2018: $869 million
Sales (dollar rolls) from September 6 through September 12, 2018: $0 million
Net purchases from September 6 through September 12, 2018: $869 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 | Oct | 71 | 103 | 0 | 0 |  
                                  |  | 4.0 | Oct | 192 | 276 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 3.0 | Oct | 26 | 30 | 0 | 0 |  
                                  |  | 3.5 | Oct | 53 | 65 | 0 | 0 |  
                                  |  | 4.0 | Oct | 24 | 29 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 366 | 503 | 0 | 0 |  
| *Does not include trades associated with small value exercises. |  |