FED Mortgage Bonds per Sept.1rst 2020

Agency Commercial Mortgage-Backed Securities Operation Results

Effective March 23, 2020, the Federal Open Market Committee (FOMC) directed the Open Market Trading Desk (the Desk) at the Federal Reserve Bank of New York to purchase agency commercial MBS (CMBS) on behalf of the System Open Market Account (SOMA). The Desk will purchase in the open market agency CMBS secured primarily by multifamily home mortgages that are guaranteed fully as to principal and interest by Fannie Mae, Freddie Mac, and Ginnie Mae and that the Desk has determined are suitable for purchase.

OPERATION DATEOPERATION TIMESECURITY TYPESECURITY DETAILSOPERATION TYPESETTLEMENT DATEMINIMUM LOT SIZE (MILLION)MAXIMUM PURCHASE AMOUNT* (MILLION)TOTAL AMOUNT ACCEPTED (MILLION)TOTAL AMOUNT SUBMITTED (MILLION)
9/1/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 5+ yearsMultiple Price9/4/2020$2.5$500$0$35
8/25/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 5+ yearsMultiple Price8/28/2020$2.5$500$4$276
8/18/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price8/21/2020$2.5$250$8$132
8/11/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 5+ yearsMultiple Price8/14/2020$2.5$500$6$494
8/4/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 5+ yearsMultiple Price8/7/2020$2.5$500$82$243
7/28/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 5+ yearsMultiple Price7/31/2020$2.5$500$69$443
7/21/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price7/24/2020$2.5$250$0$250
7/14/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 5+ yearsMultiple Price7/17/2020$2.5$500$57$548
7/7/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price7/10/2020$5$250$0$316
6/30/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price7/6/2020$5$500$0$948
6/23/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price6/26/2020$5$250$33$347
6/16/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price6/19/2020$5$500$29$864
6/9/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price6/12/2020$5$500$54$788
6/2/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 5+ yearsMultiple Price6/5/2020$5$500$0$234
5/28/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price6/2/2020$5$500$207$1,711
5/19/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price5/22/2020$5$250$48$656
5/12/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 7+ yearsMultiple Price5/15/2020$5$500$259$833
5/7/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price5/12/2020$5$250$236$984
5/5/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price5/8/2020$5$500$200$2,015
4/30/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price5/5/2020$5$250$255$1,404
4/28/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price5/1/2020$5$750$406$2,307
4/23/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price4/28/2020$5$500$293$1,436
4/21/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price4/24/2020$5$1,000$357$3,129
4/16/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price4/21/2020$5$500$428$1,799
4/14/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price4/17/2020$5$1,500$734$4,494
4/9/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 7+ yearsMultiple Price4/15/2020$5$750$176$892
4/9/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-1 Class, WAL 4+ yearsMultiple Price4/15/2020$5$250$44$56
4/7/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price4/13/2020$5$2,000$2,031$6,026
4/3/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price4/6/2020$5$500$497$2,577
4/2/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price4/3/2020$5$1,500$1,503$6,478
3/31/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 7+ yearsMultiple Price4/1/2020$5$1,000$421$835
3/27/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)10/9.5, WAL 7+ yearsMultiple Price3/30/2020$5$1,000$1,038$1,825
FED Mortgage Bonds Security, 9/1/2020

* deviations above these amounts may occur for operational reasons

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