Agency MBS Transaction Summary
            
Gross purchases from May 25 through May 31, 2017: $4,177 million
Sales (dollar rolls) from May 25 through May 31, 2017: $0 million
Net purchases from  May 25 through May 31, 2017: $4,177 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 | 
                                    June | 
                                    210 | 
                                    262 | 
                                    0 | 
                                    300 | 
                                 
                                
                                  |   | 
                                  3.5 | 
                                  June | 
                                  399 | 
                                  536 | 
                                  0 | 
                                  1,345 | 
                                 
                                
                                  |   | 
                                  4 | 
                                  June | 
                                  0 | 
                                  0 | 
                                  0 | 
                                  524 | 
                                                        
                                
                                  |   | 
                                    | 
                                    | 
                                    | 
                                    | 
                                    | 
                                    | 
                                 
                                
                                    | 
                                     15 Year 
                                     | 
                                  2.5 | 
                                  June | 
                                  95 | 
                                  105 | 
                                  0 | 
                                  0 | 
                                 
                                
                                  |   | 
                                  3 | 
                                  June | 
                                  174 | 
                                  227 | 
                                  0 | 
                                  0 | 
                                 
                                
                                    |   | 
                                      | 
                                      | 
                                      | 
                                      | 
                                      | 
                                      | 
                                 
                                
                                    | Total | 
                                      | 
                                      | 
                                    878 | 
                                    1,130 | 
                                    0 | 
                                    2,169 | 
                                 
                                
                                    | 
                                     *Does not include trades associated with small value exercises. 
                                     | 
                                 
                            
                         
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