Agency Mortgage-Backed Securities Purchase Archive

Purchases in agency MBS by investment managers acting as agents for the System Open Market Account (SOMA).

  • Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.
  • Purchases executed during this period and prior periods, which have settled, will be reported on H.4.1: Factors Affecting Reserve Balances

Gross purchases from March 12 through March 18: $28,195 million
Net purchases from March 12 through March 18: $19,675 million
All amounts reflect current face.
Purchases ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 4,650 2,150 100
4.5 7,800 3,000 1,800
5
5.5 2,900 250
6 3,000 1,250
15 Year1
4 695
4.5 450
5 150
Other2
Total
13,145 11,650 3,400
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Gross purchases from March 5 through March 11: $61,378 million
Net purchases from March 5 through March 11: $27,104 million
All amounts reflect current face.
Purchases ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 2,274 9,200
4.5 6,950 12,350 500
5 7,800 2,564
5.5 100 11,940
6 1,000 4,400 1,600
6.5 500
15 Year1
4.5 100 100
Other2
Total
18,724 40,554 2,100
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Gross purchases from February 26 through March 4: $58,999 million
Net purchases from February 26 through March 4: $30,149 million
All amounts reflect current face.
Purchases ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 3,600 1,900
4.5 8,800 9,200 850
5 4,827 1,410
5.5 1,119 12,993 500
6 13,050
6.5 100
15 Year1
4 200 200
4.5 250
Other2
Total
18,646 39,003 1,350
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Transactions from February 19 through February 25: $24,999 million
All amounts reflect current face.
Transactions ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 800 1,250
4.5 3,400 12,250 500
5 3,296 942 500
5.5 150
6 290 677
6.5 544 300
15 Year1
4 100
Other2
Total
8,430 15,569 1,000
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Transactions from February 12 through February 18: $19,867 million
All amounts reflect current face.
Transactions ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 500 200
4.5 6,150 8,000 800
5 800 1,016 200
5.5 830
6 221 300
15 Year1
4 250
4.5 600
Other2
Total
7,921 10,946 1,000
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Transactions from February 5 through February 11: $23,220 million
All amounts reflect current face.
Transactions ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 3,500 500
4.5 8,750 250 200
5 1,906 2,199
5.5 300 3,815 1,200
6 400
15 Year1
4 200
Other2
Total
14,656 7,164 1,400
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Transactions from January 29 through February 4: $22,277 million
All amounts reflect current face.
Transactions ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 750
4.5 6,000 500 1,650
5 1,098 1,002
5.5 979 3,574
6 290 3,288 400
6.5 1,243
15 Year1
4 400
4.5 100 450
Other2
4 453
4.5 100
Total
9,717 10,510 2,050
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Transactions from January 22 through January 28: $16,836 million
All amounts reflect current face.
Transactions ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 200
4.5 1,750 200 1,800
5 2,195 1,134 1,600
5.5 1,050 4,705 801
6 400 100
6.5 300
15 Year1
4 150
4.5 250
Other2
4 200
Total
5,346 7,190 4,301
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Transactions from January 15 through January 21: $19,009 million
All amounts reflect current face.
Transactions ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 250 700 100
4.5 2,200 1,850 1,550
5 1,700 1,750
5.5 1,000 5,808
6 900 200
15 Year1
4 100
4.5 100 600
5 100
5.5 100
Other2
Total
5,450 11,708 1,850
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Transactions from January 8 through January 14: $23,405 million
All amounts reflect current face.
Transactions
Transactions ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4 2,050 3,350 100
4.5 7,850 50 1,850
5 2,700 599
5.5 750
6 225 1,031
15 Year1
4 2,000 600
Other2
5 250
Total
15,825 5,630 1,950
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

Transactions from January 5 through January 7: $10,213 (million)
All amounts reflect current face.
Transactions
Transactions ($ million)
Maturity
30 Year
Coupon
FHLMC
FNMA
GNMA
4
 900 600
4.5
 2,900 100 450
5
 1,700 1,300
5.5
 500 138
6
 94 450
6.5
 24 50
15 Year1
4
425
100
4.5
257
50
5
100
25
Other2
4 50
Total
6,899 2,864 450
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.

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