FED Mortgage Funds, 11/9/2020

Agency Commercial Mortgage-Backed Securities Operation Schedule

The New York Fed’s Open Market Trading Desk (the Desk) purchases agency CMBS to sustain the smooth functioning of the agency CMBS market, thereby fostering effective transmission of monetary policy to broader financial conditions. 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.

The operation schedule and parameters are subject to change.

OPERATION DATEOPERATION TIMESECURITY TYPESECURITY DETAILSOPERATION TYPESETTLEMENT DATEMINIMUM LOT SIZE
(MILLION)
MAXIMUM PURCHASE AMOUNT*
(MILLION)
9/17/202011:00 AMGinnie Mae Project LoansGNR pass-through or front sequential, WAL 3+ years, prepay penalty does not accrue to trancheMultiple Price9/22/2020$2.5$250
9/10/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 5+ yearsMultiple Price9/15/2020$2.5$500
9/1/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 5+ yearsMultiple Price9/4/2020$2.5$500
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
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
8/11/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 5+ yearsMultiple Price8/14/2020$2.5$500
8/4/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 5+ yearsMultiple Price8/7/2020$2.5$500
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
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
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
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
6/30/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price7/6/2020$5$500
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
6/16/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price6/19/2020$5$500
6/9/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price6/12/2020$5$500
6/2/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 5+ yearsMultiple Price6/5/2020$5$500
5/28/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price6/2/2020$5$500
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
5/12/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 7+ yearsMultiple Price5/15/2020$5$500
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
5/5/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price5/8/2020$5$500
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
4/28/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)6-month open period, WAL 7+ yearsMultiple Price5/1/2020$5$750
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
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
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
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
4/9/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 7+ yearsMultiple Price4/15/2020$5$750
4/9/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-1 Class, WAL 4+ yearsMultiple Price4/15/2020$5$250
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
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
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
3/31/202011:00 AMFixed-rate Freddie Mac 10-year K-series DealsA-2 Class, WAL 7+ yearsMultiple Price4/1/2020$5$1,000
3/27/202011:00 AMFannie Mae Delegated Underwriting and Servicing (FNMA DUS)10/9.5, WAL 7+ yearsMultiple Price3/30/2020$5$1,000

* deviations above these amounts may occur for operational reasonsRECEIVE E-MAIL ALERTS FOR THIS PAGE


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