The Evolution of the Federal Reserve's Agency MBS Holdings, Accessible Data

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The Evolution of the Federal Reserve's Agency MBS Holdings, Accessible Data

Figure 1- SOMA Agency MBS and Agency Debt

Billions of Dollars

X-axis Date	Y-axis Series 1 SOMA Agency MBS (Billions of Dollars)	Y-axis Series 2 SOMA Agency Debt (Billions of Dollars)
1/2/2008	0	0
1/9/2008	0	0
1/16/2008	0	0
1/23/2008	0	0
1/30/2008	0	0
2/6/2008	0	0
2/13/2008	0	0
2/20/2008	0	0
2/27/2008	0	0
3/5/2008	0	0
3/12/2008	0	0
3/19/2008	0	0
3/26/2008	0	0
4/2/2008	0	0
4/9/2008	0	0
4/16/2008	0	0
4/23/2008	0	0
4/30/2008	0	0
5/7/2008	0	0
5/14/2008	0	0
5/21/2008	0	0
5/28/2008	0	0
6/4/2008	0	0
6/11/2008	0	0
6/18/2008	0	0
6/25/2008	0	0
7/2/2008	0	0
7/9/2008	0	0
7/16/2008	0	0
7/23/2008	0	0
7/30/2008	0	0
8/6/2008	0	0
8/13/2008	0	0
8/20/2008	0	0
8/27/2008	0	0
9/3/2008	0	0
9/10/2008	0	0
9/17/2008	0	0
9/24/2008	0	10
10/1/2008	0	15
10/8/2008	0	14
10/15/2008	0	14
10/22/2008	0	14
10/29/2008	0	14
11/5/2008	0	13
11/12/2008	0	13
11/19/2008	0	13
11/26/2008	0	12
12/3/2008	0	12
12/10/2008	0	16
12/17/2008	0	18
12/24/2008	0	21
12/31/2008	0	20
1/7/2009	0	19
1/14/2009	6	24
1/21/2009	6	24
1/28/2009	7	28
2/4/2009	7	30
2/11/2009	7	32
2/18/2009	65	34
2/25/2009	69	38
3/4/2009	69	38
3/11/2009	69	44
3/18/2009	236	48
3/25/2009	236	50
4/1/2009	237	54
4/8/2009	237	56
4/15/2009	356	61
4/22/2009	368	65
4/29/2009	366	68
5/6/2009	366	71
5/13/2009	432	73
5/20/2009	431	77
5/27/2009	428	80
6/3/2009	428	82
6/10/2009	427	86
6/17/2009	456	90
6/24/2009	467	97
7/1/2009	462	98
7/8/2009	462	98
7/15/2009	526	102
7/22/2009	545	103
7/29/2009	543	106
8/5/2009	543	108
8/12/2009	543	110
8/19/2009	610	112
8/26/2009	623	117
9/2/2009	625	119
9/9/2009	625	123
9/16/2009	685	125
9/23/2009	694	129
9/30/2009	692	131
10/7/2009	692	134
10/14/2009	763	136
10/21/2009	777	140
10/28/2009	774	142
11/4/2009	774	147
11/11/2009	776	150
11/18/2009	847	153
11/25/2009	852	155
12/2/2009	852	155
12/9/2009	854	156
12/16/2009	901	158
12/23/2009	910	160
12/30/2009	908	160
1/6/2010	909	160
1/13/2010	969	161
1/20/2010	971	162
1/27/2010	970	164
2/3/2010	970	165
2/10/2010	977	165
2/17/2010	1026	166
2/24/2010	1033	167
3/3/2010	1027	168
3/10/2010	1029	169
3/17/2010	1066	167
3/24/2010	1074	167
3/31/2010	1069	169
4/7/2010	1069	169
4/14/2010	1102	169
4/21/2010	1102	169
4/28/2010	1096	169
5/5/2010	1097	168
5/12/2010	1098	168
5/19/2010	1119	168
5/26/2010	1113	167
6/2/2010	1114	167
6/9/2010	1114	167
6/16/2010	1128	166
6/23/2010	1129	166
6/30/2010	1118	165
7/7/2010	1118	165
7/14/2010	1129	162
7/21/2010	1125	159
7/28/2010	1117	159
8/4/2010	1118	159
8/11/2010	1119	159
8/18/2010	1113	157
8/25/2010	1103	157
9/1/2010	1103	157
9/8/2010	1103	157
9/15/2010	1092	155
9/22/2010	1092	154
9/29/2010	1079	154
10/6/2010	1079	154
10/13/2010	1079	152
10/20/2010	1066	151
10/27/2010	1051	150
11/3/2010	1051	150
11/10/2010	1051	150
11/17/2010	1038	149
11/24/2010	1038	148
12/1/2010	1023	148
12/8/2010	1023	148
12/15/2010	1009	148
12/22/2010	1008	147
12/29/2010	992	147
1/5/2011	992	147
1/12/2011	992	146
1/19/2011	980	146
1/26/2011	965	145
2/2/2011	965	145
2/9/2011	965	145
2/16/2011	958	144
2/23/2011	958	144
3/2/2011	949	143
3/9/2011	949	143
3/16/2011	944	140
3/23/2011	944	132
3/30/2011	937	132
4/6/2011	937	132
4/13/2011	937	131
4/20/2011	933	128
4/27/2011	927	126
5/4/2011	927	125
5/11/2011	927	125
5/18/2011	924	121
5/25/2011	918	119
6/1/2011	918	119
6/8/2011	918	119
6/15/2011	915	118
6/22/2011	914	118
6/29/2011	909	117
7/6/2011	909	115
7/13/2011	909	115
7/20/2011	904	114
7/27/2011	897	112
8/3/2011	897	112
8/10/2011	897	112
8/17/2011	893	111
8/24/2011	892	110
8/31/2011	885	110
9/7/2011	885	110
9/14/2011	885	110
9/21/2011	879	108
9/28/2011	871	108
10/5/2011	871	108
10/12/2011	871	108
10/19/2011	862	108
10/26/2011	849	108
11/2/2011	849	108
11/9/2011	849	108
11/16/2011	842	107
11/23/2011	842	106
11/30/2011	827	106
12/7/2011	827	106
12/14/2011	858	106
12/21/2011	852	105
12/28/2011	837	104
1/4/2012	838	104
1/11/2012	840	102
1/18/2012	847	101
1/25/2012	836	101
2/1/2012	836	101
2/8/2012	836	101
2/15/2012	848	101
2/22/2012	853	101
2/29/2012	841	101
3/7/2012	841	100
3/14/2012	854	100
3/21/2012	851	99
3/28/2012	837	96
4/4/2012	837	96
4/11/2012	837	96
4/18/2012	855	95
4/25/2012	848	95
5/2/2012	848	95
5/9/2012	848	95
5/16/2012	858	94
5/23/2012	865	93
5/30/2012	852	93
6/6/2012	852	93
6/13/2012	868	93
6/20/2012	868	91
6/27/2012	855	91
7/4/2012	855	91
7/11/2012	855	91
7/18/2012	863	91
7/25/2012	853	91
8/1/2012	853	91
8/8/2012	853	91
8/15/2012	854	89
8/22/2012	859	87
8/29/2012	844	87
9/5/2012	844	87
9/12/2012	844	87
9/19/2012	850	87
9/26/2012	835	83
10/3/2012	835	83
10/10/2012	835	83
10/17/2012	862	83
10/24/2012	868	83
10/31/2012	852	82
11/7/2012	852	82
11/14/2012	889	82
11/21/2012	901	79
11/28/2012	884	79
12/5/2012	884	79
12/12/2012	929	79
12/19/2012	933	79
12/26/2012	927	77
1/2/2013	927	77
1/9/2013	927	76
1/16/2013	948	75
1/23/2013	983	75
1/30/2013	966	75
2/6/2013	966	75
2/13/2013	1010	75
2/20/2013	1033	75
2/27/2013	1016	74
3/6/2013	1016	74
3/13/2013	1061	74
3/20/2013	1086	72
3/27/2013	1071	72
4/3/2013	1071	72
4/10/2013	1071	72
4/17/2013	1126	72
4/24/2013	1136	72
5/1/2013	1122	72
5/8/2013	1122	72
5/15/2013	1150	72
5/22/2013	1179	72
5/29/2013	1165	71
6/5/2013	1165	71
6/12/2013	1165	71
6/19/2013	1209	71
6/26/2013	1208	71
7/3/2013	1208	69
7/10/2013	1208	69
7/17/2013	1235	67
7/24/2013	1261	67
7/31/2013	1247	67
8/7/2013	1247	67
8/14/2013	1300	66
8/21/2013	1303	66
8/28/2013	1291	66
9/4/2013	1291	66
9/11/2013	1291	64
9/18/2013	1340	64
9/25/2013	1342	64
10/2/2013	1342	61
10/9/2013	1342	61
10/16/2013	1388	60
10/23/2013	1401	59
10/30/2013	1394	59
11/6/2013	1394	59
11/13/2013	1435	59
11/20/2013	1434	58
11/27/2013	1440	58
12/4/2013	1440	58
12/11/2013	1483	57
12/18/2013	1485	57
12/25/2013	1497	57
1/1/2014	1490	57
1/8/2014	1490	56
1/15/2014	1525	55
1/22/2014	1539	55
1/29/2014	1532	55
2/5/2014	1532	51
2/12/2014	1532	51
2/19/2014	1569	51
2/26/2014	1570	51
3/5/2014	1570	51
3/12/2014	1570	51
3/19/2014	1603	47
3/26/2014	1603	47
4/2/2014	1603	47
4/9/2014	1603	47
4/16/2014	1633	47
4/23/2014	1639	45
4/30/2014	1632	45
5/7/2014	1632	45
5/14/2014	1656	45
5/21/2014	1656	44
5/28/2014	1648	44
6/4/2014	1648	44
6/11/2014	1648	44
6/18/2014	1668	44
6/25/2014	1664	44
7/2/2014	1664	44
7/9/2014	1664	44
7/16/2014	1677	43
7/23/2014	1684	43
7/30/2014	1674	42
8/6/2014	1674	42
8/13/2014	1689	42
8/20/2014	1682	42
8/27/2014	1678	42
9/3/2014	1678	42
9/10/2014	1678	42
9/17/2014	1700	40
9/24/2014	1706	40
10/1/2014	1696	40
10/8/2014	1696	40
10/15/2014	1713	40
10/22/2014	1715	40
10/29/2014	1718	40
11/5/2014	1718	40
11/12/2014	1718	40
11/19/2014	1735	40
11/26/2014	1730	39
12/3/2014	1730	39
12/10/2014	1730	39
12/17/2014	1742	39
12/24/2014	1747	39
12/31/2014	1737	39
1/7/2015	1737	39
1/14/2015	1752	39
1/21/2015	1751	38
1/28/2015	1739	38
2/4/2015	1739	38
2/11/2015	1739	37
2/18/2015	1749	37
2/25/2015	1740	37
3/4/2015	1740	37
3/11/2015	1740	37
3/18/2015	1746	37
3/25/2015	1732	37
4/1/2015	1732	37
4/8/2015	1732	37
4/15/2015	1734	36
4/22/2015	1737	36
4/29/2015	1719	36
5/6/2015	1719	36
5/13/2015	1744	36
5/20/2015	1737	36
5/27/2015	1722	36
6/3/2015	1722	36
6/10/2015	1722	36
6/17/2015	1741	36
6/24/2015	1746	36
7/1/2015	1732	36
7/8/2015	1732	36
7/15/2015	1744	36
7/22/2015	1749	35
7/29/2015	1735	35
8/5/2015	1735	35
8/12/2015	1735	35
8/19/2015	1748	35
8/26/2015	1737	35
9/2/2015	1737	35
9/9/2015	1737	35
9/16/2015	1745	35
9/23/2015	1753	35
9/30/2015	1741	35
10/7/2015	1741	35
10/14/2015	1756	35
10/21/2015	1755	34
10/28/2015	1744	34
11/4/2015	1744	34
11/11/2015	1744	34
11/18/2015	1754	33
11/25/2015	1745	33
12/2/2015	1745	33
12/9/2015	1745	33
12/16/2015	1753	33
12/23/2015	1758	33
12/30/2015	1747	33
1/6/2016	1747	33
1/13/2016	1761	33
1/20/2016	1750	31
1/27/2016	1744	31
2/3/2016	1744	31
2/10/2016	1744	31
2/17/2016	1757	31
2/24/2016	1761	31
3/2/2016	1752	31
3/9/2016	1752	31
3/16/2016	1758	29
3/23/2016	1763	29
3/30/2016	1753	29
4/6/2016	1753	29
4/13/2016	1766	29
4/20/2016	1760	27
4/27/2016	1745	27
5/4/2016	1745	27
5/11/2016	1745	27
5/18/2016	1755	25
5/25/2016	1743	25
6/1/2016	1743	25
6/8/2016	1743	25
6/15/2016	1751	25
6/22/2016	1759	25
6/29/2016	1744	25
7/6/2016	1744	25
7/13/2016	1744	25
7/20/2016	1757	22
7/27/2016	1741	22
8/3/2016	1741	22
8/10/2016	1741	22
8/17/2016	1753	22
8/24/2016	1759	22
8/31/2016	1744	22
9/7/2016	1744	22
9/14/2016	1763	22
9/21/2016	1757	20
9/28/2016	1737	20
10/5/2016	1737	20
10/12/2016	1737	20
10/19/2016	1751	18
10/26/2016	1736	18
11/2/2016	1736	18
11/9/2016	1736	18
11/16/2016	1748	18
11/23/2016	1759	18
11/30/2016	1741	18
12/7/2016	1741	18
12/14/2016	1760	18
12/21/2016	1758	16
12/28/2016	1741	16
1/4/2017	1741	16
1/11/2017	1741	16
1/18/2017	1751	16
1/25/2017	1745	16
2/1/2017	1745	16
2/8/2017	1745	16
2/15/2017	1760	15
2/22/2017	1774	13
3/1/2017	1763	13
3/8/2017	1763	13
3/15/2017	1771	13
3/22/2017	1778	13
3/29/2017	1769	13
4/5/2017	1769	13
4/12/2017	1781	13
4/19/2017	1777	12
4/26/2017	1769	12
5/3/2017	1769	12
5/10/2017	1769	12
5/17/2017	1778	9
5/24/2017	1780	9
5/31/2017	1771	9
6/7/2017	1771	9
6/14/2017	1783	8
6/21/2017	1781	8
6/28/2017	1770	8
7/5/2017	1770	8
7/12/2017	1770	8
7/19/2017	1779	8
7/26/2017	1769	8
8/2/2017	1769	8
8/9/2017	1769	8
8/16/2017	1778	8
8/23/2017	1779	7
8/30/2017	1768	7
9/6/2017	1768	7
9/13/2017	1782	7
9/20/2017	1771	7
9/27/2017	1768	7
10/4/2017	1768	7
10/11/2017	1768	7
10/18/2017	1778	7
10/25/2017	1771	7
11/1/2017	1771	7
11/8/2017	1771	7
11/15/2017	1776	7
11/22/2017	1779	4
11/29/2017	1767	4
12/6/2017	1767	4
12/13/2017	1780	4
12/20/2017	1775	4
12/27/2017	1765	4
1/3/2018	1765	4
1/10/2018	1765	4
1/17/2018	1770	4
1/24/2018	1771	4
1/31/2018	1761	4
2/7/2018	1761	4
2/14/2018	1772	4
2/21/2018	1769	4
2/28/2018	1760	4
3/7/2018	1760	4
3/14/2018	1769	4
3/21/2018	1763	4
3/28/2018	1754	4
4/4/2018	1754	4
4/11/2018	1754	4
4/18/2018	1756	4
4/25/2018	1745	4
5/2/2018	1745	4
5/9/2018	1745	4
5/16/2018	1746	4
5/23/2018	1744	4
5/30/2018	1735	4
6/6/2018	1735	4
6/13/2018	1740	2
6/20/2018	1731	2
6/27/2018	1721	2
7/4/2018	1721	2
7/11/2018	1721	2
7/18/2018	1722	2
7/25/2018	1710	2
8/1/2018	1710	2
8/8/2018	1710	2
8/15/2018	1708	2
8/22/2018	1707	2
8/29/2018	1697	2
9/5/2018	1697	2
9/12/2018	1697	2
9/19/2018	1695	2
9/26/2018	1682	2
10/3/2018	1682	2
10/10/2018	1682	2
10/17/2018	1680	2
10/24/2018	1677	2
10/31/2018	1669	2
11/7/2018	1669	2
11/14/2018	1671	2
11/21/2018	1662	2
11/28/2018	1653	2
12/5/2018	1653	2
12/12/2018	1653	2
12/19/2018	1649	2
12/26/2018	1637	2
1/2/2019	1637	2
1/9/2019	1637	2
1/16/2019	1633	2
1/23/2019	1629	2
1/30/2019	1622	2
2/6/2019	1622	2
2/13/2019	1622	2
2/20/2019	1614	2
2/27/2019	1608	2
3/6/2019	1608	2
3/13/2019	1608	2
3/20/2019	1599	2
3/27/2019	1593	2
4/3/2019	1593	2
4/10/2019	1593	2
4/17/2019	1588	2
4/24/2019	1583	2
5/1/2019	1575	2
5/8/2019	1575	2
5/15/2019	1570	2
5/22/2019	1564	2
5/29/2019	1555	2
6/5/2019	1555	2
6/12/2019	1555	2
6/19/2019	1549	2
6/26/2019	1533	2
7/3/2019	1533	2
7/10/2019	1533	2
7/17/2019	1527	2
7/24/2019	1522	2
7/31/2019	1512	2
8/7/2019	1512	2
8/14/2019	1514	2
8/21/2019	1501	2
8/28/2019	1490	2
9/4/2019	1490	2
9/11/2019	1490	2
9/18/2019	1484	2
9/25/2019	1467	2
10/2/2019	1467	2
10/9/2019	1467	2
10/16/2019	1463	2
10/23/2019	1458	2
10/30/2019	1446	2
11/6/2019	1446	2
11/13/2019	1450	2
11/20/2019	1437	2
11/27/2019	1424	2
12/4/2019	1424	2
12/11/2019	1424	2
12/18/2019	1422	2
12/25/2019	1420	2
1/1/2020	1409	2
1/8/2020	1409	2
1/15/2020	1404	2
1/22/2020	1399	2
1/29/2020	1387	2
2/5/2020	1387	2
2/12/2020	1392	2
2/19/2020	1386	2
2/26/2020	1372	2
3/4/2020	1372	2
3/11/2020	1372	2
3/18/2020	1367	2
3/25/2020	1385	2
4/1/2020	1458	2
4/8/2020	1460	2
4/15/2020	1568	2
4/22/2020	1622	2
4/29/2020	1605	2
5/6/2020	1605	2
5/13/2020	1784	2
5/20/2020	1863	2
5/27/2020	1835	2
6/3/2020	1836	2
6/10/2020	1836	2
6/17/2020	1919	2
6/24/2020	1943	2
7/1/2020	1911	2
7/8/2020	1911	2
7/15/2020	1948	2
7/22/2020	1971	2
7/29/2020	1933	2
8/5/2020	1933	2
8/12/2020	1934	2
8/19/2020	1978	2
8/26/2020	1949	2
9/2/2020	1949	2
9/9/2020	1950	2
9/16/2020	2005	2
9/23/2020	2025	2
9/30/2020	1983	2
10/7/2020	1983	2
10/14/2020	2047	2
10/21/2020	2047	2
10/28/2020	2000	2
11/4/2020	2000	2
11/11/2020	2000	2
11/18/2020	2051	2
11/25/2020	2004	2
12/2/2020	2004	2
12/9/2020	2004	2
12/16/2020	2079	2
12/23/2020	2087	2
12/30/2020	2039	2
1/6/2021	2039	2
1/13/2021	2040	2
1/20/2021	2100	2
1/27/2021	2070	2
2/3/2021	2070	2
2/10/2021	2070	2
2/17/2021	2171	2
2/24/2021	2181	2
3/3/2021	2133	2
3/10/2021	2133	2
3/17/2021	2221	2
3/24/2021	2235	2
3/31/2021	2185	2
4/7/2021	2185	2
4/14/2021	2249	2
4/21/2021	2247	2
4/28/2021	2191	2
5/5/2021	2191	2
5/12/2021	2191	2
5/19/2021	2278	2
5/26/2021	2244	2
6/2/2021	2244	2
6/9/2021	2244	2
6/16/2021	2328	2
6/23/2021	2354	2
6/30/2021	2320	2
7/7/2021	2320	2
7/14/2021	2402	2
7/21/2021	2422	2
7/28/2021	2385	2
8/4/2021	2385	2
8/11/2021	2385	2
8/18/2021	2466	2
8/25/2021	2438	2
9/1/2021	2438	2
9/8/2021	2438	2
9/15/2021	2514	2
9/22/2021	2537	2
9/29/2021	2495	2
10/6/2021	2495	2
10/13/2021	2495	2
10/20/2021	2547	2
10/27/2021	2528	2
11/3/2021	2528	2
11/10/2021	2593	2
11/17/2021	2603	2
11/24/2021	2610	2
12/1/2021	2571	2
12/8/2021	2571	2
12/15/2021	2628	2
12/22/2021	2650	2
12/29/2021	2615	2
1/5/2022	2616	2
1/12/2022	2616	2
1/19/2022	2686	2
1/26/2022	2661	2
2/2/2022	2661	2
2/9/2022	2661	2
2/16/2022	2705	2
2/23/2022	2718	2
3/2/2022	2691	2
3/9/2022	2691	2
3/16/2022	2730	2
3/23/2022	2739	2
3/30/2022	2715	2
4/6/2022	2715	2
4/13/2022	2740	2
4/20/2022	2731	2
4/27/2022	2715	2
5/4/2022	2715	2
5/11/2022	2715	2
5/18/2022	2734	2
5/25/2022	2707	2
6/1/2022	2707	2
6/8/2022	2707	2
6/15/2022	2728	2
6/22/2022	2729	2
6/29/2022	2709	2
7/6/2022	2709	2
7/13/2022	2709	2
7/20/2022	2726	2
7/27/2022	2717	2
8/3/2022	2718	2
8/10/2022	2718	2
8/17/2022	2727	2
8/24/2022	2726	2
8/31/2022	2709	2
9/7/2022	2709	2
9/14/2022	2719	2
9/21/2022	2715	2
9/28/2022	2698	2
10/5/2022	2698	2
10/12/2022	2698	2
10/19/2022	2699	2
10/26/2022	2679	2
11/2/2022	2679	2
11/9/2022	2679	2
11/16/2022	2677	2
11/23/2022	2672	2
11/30/2022	2659	2
12/7/2022	2659	2
12/14/2022	2659	2
12/21/2022	2653	2
12/28/2022	2641	2
1/4/2023	2641	2
1/11/2023	2641	2
1/18/2023	2640	2
1/25/2023	2625	2
2/1/2023	2625	2
2/8/2023	2625	2
2/15/2023	2624	2
2/22/2023	2620	2
3/1/2023	2610	2
3/8/2023	2610	2
3/15/2023	2609	2
3/22/2023	2605	2
3/29/2023	2594	2
4/5/2023	2594	2
4/12/2023	2594	2
4/19/2023	2593	2
4/26/2023	2576	2
5/3/2023	2576	2
5/10/2023	2576	2
5/17/2023	2574	2
5/24/2023	2570	2
5/31/2023	2558	2
6/7/2023	2558	2
6/14/2023	2558	2
6/21/2023	2553	2
6/28/2023	2538	2
7/5/2023	2538	2
7/12/2023	2538	2
7/19/2023	2538	2
7/26/2023	2518	2
8/2/2023	2518	2
8/9/2023	2518	2
8/16/2023	2517	2
8/23/2023	2513	2
8/30/2023	2499	2
9/6/2023	2499	2
9/13/2023	2499	2
9/20/2023	2494	2
9/27/2023	2480	2
10/4/2023	2480	2
10/11/2023	2480	2
10/18/2023	2480	2
10/25/2023	2463	2
11/1/2023	2463	2
11/8/2023	2463	2
11/15/2023	2463	2
11/22/2023	2460	2
11/29/2023	2447	2
12/6/2023	2447	2
12/13/2023	2447	2
12/20/2023	2443	2
12/27/2023	2432	2
1/3/2024	2432	2
1/10/2024	2432	2
1/17/2024	2432	2
1/24/2024	2429	2
1/31/2024	2417	2
2/7/2024	2417	2
2/14/2024	2417	2
2/21/2024	2414	2
2/28/2024	2403	2
3/6/2024	2403	2
3/13/2024	2403	2
3/20/2024	2400	2
3/27/2024	2388	2
4/3/2024	2388	2
4/10/2024	2388	2
4/17/2024	2388	2
4/24/2024	2385	2
5/1/2024	2372	2
5/8/2024	2372	2
5/15/2024	2372	2
5/22/2024	2368	2
5/29/2024	2355	2
6/5/2024	2355	2
6/12/2024	2355	2
6/19/2024	2355	2
6/26/2024	2336	2

Stacked area chart, January 2008 to June 2024. The y-axis goes from $0 to $3500 billion. The data is in billions of dollars and is weekly. The GFC (Global Financial Crisis) Response & LSAP I (Large Scale Asset Purchases), LSAP III, Start of Balance Sheet Runoff, COVID-19 Response, and the second Start of Balance Sheet Runoff are marked in the time series. SOMA Agency MBS is at zero until January 2009, when it begins to increase, reaching slightly above $1100 billion in April 2010. It then decreases to about $850 billion in late-2011, where it remains relatively stable until late-2012, when it starts increasing to a level of around $1700 billion in September 2014. It remains relatively constant until early-2018, when it starts to decline to around $1300 billion in March 2020. It then rapidly increases to $1900 billion in mid-2020, where it continues to increase at a slower rate. It reaches just above $2700 billion in mid-2022 and steadily declines to slightly above $2300 billion in June 2024. SOMA Agency Debt begins at zero and rapidly increases to just under $170 billion in mid-2010. It then slowly declines to $2 billion in June 2018, where it stays for the remainder of the period plotted.

Note: Key identifies in order from bottom to top.

Source: Board of Governors of the Federal Reserve System, H.4.1

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Figure 2- Quarterly Agency MBS Purchases by Coupon

Billions of Dollars
Percent

X-axis Date	Y-axis Series 1 <=2% (Billions of Dollars)	Y-axis Series 2 2.5% (Billions of Dollars)	Y-axis Series 3 3% (Billions of Dollars)	Y-axis Series 4 3.5% (Billions of Dollars)	Y-axis Series 5 4% (Billions of Dollars)	Y-axis Series 6 4.5% (Billions of Dollars)	Y-axis Series 7 >= 5% (Billions of Dollars)	Y-axis Series 8 30-Year Mortgage Rate (Percent)
3/31/2009	0	0	0	0	74	144	78	5.06
6/30/2009	0	0	0	0	86	192	43	5.03
9/30/2009	0	0	0	0	7	68	212	5.16
12/31/2009	0	0	0	0	12	81	113	4.92
3/31/2010	0	0	0	0	10	90	38	5
6/30/2010	0	0	0	0	0	3	-3	4.91
9/30/2010	0	0	0	0	0	7	-7	4.45
12/31/2010	0	0	0	0	0	0	0	4.41
3/31/2011	0	0	0	0	0	0	0	4.85
6/30/2011	0	0	0	0	0	0	0	4.66
9/30/2011	0	0	0	0	0	0	0	4.31
12/31/2011	0	0	6	40	33	0	0	4.01
3/31/2012	0	1	7	52	22	0	0	3.92
6/30/2012	0	4	12	55	10	0	0	3.79
9/30/2012	0	11	59	41	0	0	0	3.55
12/31/2012	1	41	141	32	0	0	0	3.36
3/31/2013	5	36	152	25	0	0	0	3.5
6/30/2013	8	31	124	39	1	0	0	3.68
9/30/2013	0	7	27	68	84	12	0	4.44
12/31/2013	0	2	14	63	82	3	0	4.3
3/31/2014	0	1	11	42	87	3	0	4.36
6/30/2014	0	0	7	43	64	0	0	4.23
9/30/2014	0	1	7	46	42	0	0	4.14
12/31/2014	0	2	8	38	18	0	0	3.97
3/31/2015	0	5	31	40	4	0	0	3.73
6/30/2015	0	7	41	51	7	0	0	3.83
9/30/2015	0	4	16	47	14	0	0	3.95
12/31/2015	0	2	15	42	11	0	0	3.9
3/31/2016	0	3	25	38	6	0	0	3.74
6/30/2016	0	7	55	29	0	0	0	3.59
9/30/2016	0	8	82	18	0	0	0	3.45
12/31/2016	1	8	70	34	3	0	0	3.81
3/31/2017	0	3	18	44	23	0	0	4.17
6/30/2017	0	1	11	37	21	0	0	3.99
9/30/2017	0	2	18	42	14	0	0	3.88
12/31/2017	0	1	11	35	16	0	0	3.92
3/31/2018	0	0	5	20	20	2	0	4.27
6/30/2018	0	0	1	7	17	6	0	4.54
9/30/2018	0	0	0	3	13	5	0	4.57
12/31/2018	0	0	0	0	2	1	0	4.78
3/31/2019	0	0	0	0	0	0	0	4.37
6/30/2019	0	0	1	1	0	0	0	4.01
9/30/2019	0	1	8	4	0	0	0	3.66
12/31/2019	0	3	14	3	0	0	0	3.7
3/31/2020	6	81	108	53	43	11	0	3.51
6/30/2020	50	229	145	42	29	1	0	3.23
9/30/2020	161	141	17	0	0	0	0	2.95
12/31/2020	280	75	0	0	0	0	0	2.76
3/31/2021	317	54	0	0	0	0	0	2.88
6/30/2021	204	141	0	0	0	0	0	3
9/30/2021	193	109	0	0	0	0	0	2.87
12/31/2021	160	134	3	0	0	0	0	3.08
3/31/2022	54	77	42	12	1	0	0	3.79
6/30/2022	0	2	9	28	35	21	1	5.24
9/30/2022	0	0	0	0	8	10	7	5.58
12/31/2022	0	0	0	0	0	0	0	6.69
3/31/2023	0	0	0	0	0	0	0	6.36
6/30/2023	0	0	0	0	0	0	0	6.49
9/30/2023	0	0	0	0	0	0	0	7.04
12/31/2023	0	0	0	0	0	0	0	7.29
3/31/2024	0	0	0	0	0	0	0	6.75
6/30/2024	0	0	0	0	0	0	0	6.99

Note: Values are rounded to billions of dollars.

Source: Board of Governors of the Federal Reserve System; Federal Reserve Bank of New York; Federal Home Mortgage Corporation

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Figure 3- Monthly Agency MBS Principal Payments and Redemption Caps

Billions of Dollars

X-axis Date	Y-axis Series 1 Monthly Redemption Cap (Billions of Dollars)	Y-axis Series 2 Redemptions (Billions of Dollars)	Y-axis Series 3 Reinvestment into Agency MBS (Billions of Dollars)
6/1/2022	17.5	17.5	13
7/1/2022	17.5	17.5	12
8/1/2022	17.5	17.5	7.8
9/1/2022	35	25.35	0
10/1/2022	35	22.75	0
11/1/2022	35	19.73	0
12/1/2022	35	17.21	0
1/1/2023	35	16.63	0
2/1/2023	35	14.75	0
3/1/2023	35	15.61	0
4/1/2023	35	18.75	0
5/1/2023	35	17.61	0
6/1/2023	35	20.03	0
7/1/2023	35	20.5	0
8/1/2023	35	18.68	0
9/1/2023	35	19.25	0
10/1/2023	35	16.79	0
11/1/2023	35	15.99	0
12/1/2023	35	15.1	0
1/1/2024	35	14.61	0
2/1/2024	35	13.98	0
3/1/2024	35	14.84	0
4/1/2024	35	16.24	0
5/1/2024	35	17.4	0
6/1/2024	35	18.7	0

Source: Federal Reserve Bank of New York

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Figure 4. SOMA Agency MBS Holdings and Agency MBS Universe by Coupon

Billions of Dollars

X-axis Coupon	Y-axis Series 1 SOMA Agency MBS Holdings (Billions of Dollars)	Y-axis Series 2 Agency MBS Universe (Billions of Dollars)
<2%	147	414
[2,3)%	1558	3820
[3,4)%	448	1779
[4,5)%	158	964
[5,6)%	16	882
[6,7)%	1	668
>=7%	0	92

Note: Values are rounded to billions of dollars. Key identifies in order from left to right.

Source: Federal Reserve Bank of New York; Authors’ calculations based on eMBS security-level data

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Figure 5. Projections for 30-Year Primary Mortgage Rate

Percent

X-axis Date	Y-axis Series 1 Baseline (Percent)	Y-axis Series 2 High-Rate Scenario (Percent)	Y-axis Series 3 Low-Rate Scenario (Percent)
6/30/2024	6.61	6.97	6.07
9/30/2024	6.48	6.94	5.74
12/31/2024	6.35	6.9	5.53
3/31/2025	6.23	6.87	5.32
6/30/2025	6.12	6.89	5.13
9/30/2025	6.02	6.92	4.95
12/31/2025	5.93	6.97	4.8
3/31/2026	5.86	7.03	4.66
6/30/2026	5.79	7.11	4.54
9/30/2026	5.73	7.18	4.44
12/31/2026	5.69	7.27	4.36
3/31/2027	5.65	7.32	4.28
6/30/2027	5.62	7.37	4.2
9/30/2027	5.6	7.39	4.14
12/31/2027	5.58	7.41	4.09
3/31/2028	5.56	7.43	4.05
6/30/2028	5.54	7.43	4.01
9/30/2028	5.52	7.43	3.98
12/31/2028	5.51	7.42	3.95
3/31/2029	5.5	7.4	3.92
6/30/2029	5.49	7.38	3.9
9/30/2029	5.48	7.35	3.9
12/31/2029	5.47	7.31	3.9
3/31/2030	5.46	7.27	3.9
6/30/2030	5.45	7.23	3.91
9/30/2030	5.44	7.18	3.93
12/31/2030	5.44	7.14	3.95
3/31/2031	5.43	7.09	3.98
6/30/2031	5.43	7.03	4.01
9/30/2031	5.43	6.98	4.04
12/31/2031	5.42	6.93	4.07
3/31/2032	5.42	6.87	4.11
6/30/2032	5.42	6.82	4.14
9/30/2032	5.41	6.77	4.18
12/31/2032	5.41	6.72	4.21
3/31/2033	5.41	6.67	4.25
6/30/2033	5.41	6.62	4.28
9/30/2033	5.4	6.57	4.31
12/31/2033	5.4	6.53	4.35
3/31/2034	5.4	6.48	4.38
6/30/2034	5.4	6.44	4.41
9/30/2034	5.4	6.41	4.43
12/31/2034	5.4	6.37	4.46
3/31/2035	5.4	6.34	4.48
6/30/2035	5.4	6.31	4.51
9/30/2035	5.4	6.28	4.53
12/31/2035	5.4	6.25	4.55

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Figure 6. Projections of SOMA Agency MBS Principal Payments

Billions of Dollars

X-axis Date	Y-axis Series 1 Baseline (Billions of Dollars)	Y-axis Series 2 High-Rate Scenario (Billions of Dollars)	Y-axis Series 3 Low-Rate Scenario (Billions of Dollars)
12/31/2024	199	199	200
12/31/2025	194	193	199
12/31/2026	178	177	191
12/31/2027	166	165	188
12/31/2028	157	155	176
12/31/2029	149	148	164
12/31/2030	141	141	150
12/31/2031	133	132	135
12/31/2032	124	124	123
12/31/2033	115	115	110
12/31/2034	105	106	98
12/31/2035	96	96	88

Note: Key identifies in order from left to right.

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Figure 7. Projections for SOMA Agency MBS Holdings

Billions of Dollars

X-axis Date	Y-axis Series 1 Baseline (Billions of Dollars)	Y-axis Series 2 High-Rate Scenario (Billions of Dollars)	Y-axis Series 3 Low-Rate Scenario (Billions of Dollars)
9/30/2024	2266	2267	2266
12/31/2024	2219	2219	2218
3/31/2025	2176	2176	2174
6/30/2025	2122	2123	2120
9/30/2025	2069	2070	2066
12/31/2025	2025	2026	2019
3/31/2026	1984	1985	1976
6/30/2026	1935	1937	1924
9/30/2026	1888	1889	1873
12/31/2026	1847	1849	1828
3/31/2027	1810	1813	1787
6/30/2027	1764	1767	1735
9/30/2027	1719	1722	1685
12/31/2027	1681	1684	1641
3/31/2028	1645	1649	1600
6/30/2028	1602	1607	1552
9/30/2028	1560	1565	1505
12/31/2028	1524	1529	1465
3/31/2029	1490	1496	1427
6/30/2029	1449	1455	1382
9/30/2029	1409	1415	1339
12/31/2029	1375	1381	1301
3/31/2030	1343	1350	1265
6/30/2030	1305	1311	1225
9/30/2030	1266	1274	1185
12/31/2030	1234	1241	1150
3/31/2031	1203	1211	1119
6/30/2031	1167	1175	1083
9/30/2031	1132	1139	1047
12/31/2031	1101	1108	1016
3/31/2032	1072	1080	987
6/30/2032	1038	1046	954
9/30/2032	1005	1013	922
12/31/2032	976	984	893
3/31/2033	950	958	867
6/30/2033	919	927	837
9/30/2033	888	896	808
12/31/2033	862	870	783
3/31/2034	837	845	760
6/30/2034	808	816	733
9/30/2034	781	788	708
12/31/2034	756	764	685
3/31/2035	733	741	664
6/30/2035	707	715	640
9/30/2035	682	690	617
12/31/2035	660	668	597

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Last Update: September 20, 2024

Accessible Version