Agency MBS Transaction Summary
            
Gross purchases from September 20 through September 26, 2018: $1,145 million
Sales (dollar rolls) from September 20 through September 26, 2018: $0 million
Net purchases from September 20 through September 26, 2018: $1,145 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 | 46 | 64 | 0 | 49 |  
                                  |  | 4.0 | Oct | 192 | 268 | 0 | 246 |  
                                  |  | 4.5 | Oct | 0 | 0 | 0 | 179 |  
                                    |  |  |  |  |  |  |  |  
                                  | 15 Year | 3.0 | Oct | 14 | 16 | 0 | 0 |  
                                  |  | 3.5 | Oct | 33 | 38 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 285 | 386 | 0 | 474 |  
| *Does not include trades associated with small value exercises. |  |