<CrossSectionalData xmlns="http://www.SDMX.org/resources/SDMXML/schemas/v2_0/message" xmlns:cross="http://www.SDMX.org/resources/SDMXML/schemas/v2_0/cross" xmlns:n1="http://www.newyorkfed.org/xml/schemas/AMBS" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.SDMX.org/resources/SDMXML/schemas/v2_0/message https://registry.sdmx.org/schemas/v2_0/SDMXMessage.xsd http://www.newyorkfed.org/xml/schemas/AMBS https://markets.newyorkfed.org/static/schema/AMBSSchema.xsd">
<Header>
<ID>AMBS20210908210335</ID>
<Test>false</Test>
<Name xml:lang="en">
Federal Reserve Bank of New York - AMBS Results
</Name>
<Prepared>2021-09-08T17:03:35-04:00</Prepared>
<Sender id="FRBNY">
<Name xml:lang="en">Federal Reserve Bank of New York</Name>
<Contact>
<Name xml:lang="en">Digital Strategy</Name>
<Email>ny.webcommunications@ny.frb.org</Email>
</Contact>
</Sender>
</Header>
<cross:DataSet xsi:type="n1:DataSetType">
<n1:Group AVAILABILITY="A" DISCLAIMER="G">


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 090821 1" OPERATION_DATE="2021-09-08" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:01Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-10-21" CLASS_TYPE="C" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="6885000000" TOTAL_AMT_ACCEPTED_PAR="1990000000" OBS_CONF="F" LAST_UPDATED="2021-09-08T10:20:47-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1510000000" SECURITY_DESCRIPTION="G2SF 2 10/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="480000000" SECURITY_DESCRIPTION="G2SF 2.5 10/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 090821 3" OPERATION_DATE="2021-09-08" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:00Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-10-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="6515000000" TOTAL_AMT_ACCEPTED_PAR="3171000000" OBS_CONF="F" LAST_UPDATED="2021-09-08T11:50:47-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1405000000" SECURITY_DESCRIPTION="FNCL 2 10/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1766000000" SECURITY_DESCRIPTION="FNCL 2.5 10/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 090721 1" OPERATION_DATE="2021-09-07" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:00Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-10-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="6705000000" TOTAL_AMT_ACCEPTED_PAR="3171000000" OBS_CONF="F" LAST_UPDATED="2021-09-07T10:20:57-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1491000000" SECURITY_DESCRIPTION="FNCL 2 10/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1680000000" SECURITY_DESCRIPTION="FNCL 2.5 10/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 090721 3" OPERATION_DATE="2021-09-07" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:01Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-10-19" CLASS_TYPE="B" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="2524000000" TOTAL_AMT_ACCEPTED_PAR="1418000000" OBS_CONF="F" LAST_UPDATED="2021-09-07T11:50:55-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="932000000" SECURITY_DESCRIPTION="FNCI 1.5 10/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="486000000" SECURITY_DESCRIPTION="FNCI 2 10/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 090321 1" OPERATION_DATE="2021-09-03" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:00Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-10-21" CLASS_TYPE="C" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="6195000000" TOTAL_AMT_ACCEPTED_PAR="1990000000" OBS_CONF="F" LAST_UPDATED="2021-09-03T10:20:52-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="880000000" SECURITY_DESCRIPTION="G2SF 2 10/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1110000000" SECURITY_DESCRIPTION="G2SF 2.5 10/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 090221 1" OPERATION_DATE="2021-09-02" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:01Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-10-19" CLASS_TYPE="B" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="3976000000" TOTAL_AMT_ACCEPTED_PAR="1420000000" OBS_CONF="F" LAST_UPDATED="2021-09-02T10:20:56-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="965000000" SECURITY_DESCRIPTION="FNCI 1.5 10/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="455000000" SECURITY_DESCRIPTION="FNCI 2 10/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 090221 4" OPERATION_DATE="2021-09-02" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:01Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-10-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="8932000000" TOTAL_AMT_ACCEPTED_PAR="3171000000" OBS_CONF="F" LAST_UPDATED="2021-09-02T11:50:48-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="2277000000" SECURITY_DESCRIPTION="FNCL 2 10/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="894000000" SECURITY_DESCRIPTION="FNCL 2.5 10/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 090121 1" OPERATION_DATE="2021-09-01" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:01Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-10-21" CLASS_TYPE="C" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="6385000000" TOTAL_AMT_ACCEPTED_PAR="1990000000" OBS_CONF="F" LAST_UPDATED="2021-09-01T10:21:20-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1260000000" SECURITY_DESCRIPTION="G2SF 2 10/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="730000000" SECURITY_DESCRIPTION="G2SF 2.5 10/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 090121 3" OPERATION_DATE="2021-09-01" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:01Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-10-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="7683000000" TOTAL_AMT_ACCEPTED_PAR="3171000000" OBS_CONF="F" LAST_UPDATED="2021-09-01T11:51:00-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="2045000000" SECURITY_DESCRIPTION="FNCL 2 10/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1126000000" SECURITY_DESCRIPTION="FNCL 2.5 10/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 083121 1" OPERATION_DATE="2021-08-31" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:01Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-09-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="10748000000" TOTAL_AMT_ACCEPTED_PAR="3171000000" OBS_CONF="F" LAST_UPDATED="2021-08-31T10:20:43-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="2571000000" SECURITY_DESCRIPTION="FNCL 2 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="600000000" SECURITY_DESCRIPTION="FNCL 2.5 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 083121 3" OPERATION_DATE="2021-08-31" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:01Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-09-16" CLASS_TYPE="B" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="3634000000" TOTAL_AMT_ACCEPTED_PAR="1418000000" OBS_CONF="F" LAST_UPDATED="2021-08-31T11:50:46-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="723000000" SECURITY_DESCRIPTION="FNCI 1.5 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="695000000" SECURITY_DESCRIPTION="FNCI 2 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 083021 1" OPERATION_DATE="2021-08-30" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:01Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-09-21" CLASS_TYPE="C" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="5315000000" TOTAL_AMT_ACCEPTED_PAR="1990000000" OBS_CONF="F" LAST_UPDATED="2021-08-30T10:20:47-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1510000000" SECURITY_DESCRIPTION="G2SF 2 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="480000000" SECURITY_DESCRIPTION="G2SF 2.5 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 083021 3" OPERATION_DATE="2021-08-30" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:02Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-09-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="8318000000" TOTAL_AMT_ACCEPTED_PAR="3171000000" OBS_CONF="F" LAST_UPDATED="2021-08-30T11:50:46-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="2436000000" SECURITY_DESCRIPTION="FNCL 2 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="735000000" SECURITY_DESCRIPTION="FNCL 2.5 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 082721 2" OPERATION_DATE="2021-08-27" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:01Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-09-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="6749000000" TOTAL_AMT_ACCEPTED_PAR="3171000000" OBS_CONF="F" LAST_UPDATED="2021-08-27T11:50:52-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="2508000000" SECURITY_DESCRIPTION="FNCL 2 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="663000000" SECURITY_DESCRIPTION="FNCL 2.5 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 082621 1" OPERATION_DATE="2021-08-26" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:01Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-09-21" CLASS_TYPE="C" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="5465000000" TOTAL_AMT_ACCEPTED_PAR="1992000000" OBS_CONF="F" LAST_UPDATED="2021-08-26T10:20:58-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1499000000" SECURITY_DESCRIPTION="G2SF 2 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="493000000" SECURITY_DESCRIPTION="G2SF 2.5 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 082621 3" OPERATION_DATE="2021-08-26" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:01Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-09-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="8648000000" TOTAL_AMT_ACCEPTED_PAR="2905000000" OBS_CONF="F" LAST_UPDATED="2021-08-26T11:50:50-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1474000000" SECURITY_DESCRIPTION="FNCL 2 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1431000000" SECURITY_DESCRIPTION="FNCL 2.5 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 082521 1" OPERATION_DATE="2021-08-25" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:01Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-09-16" CLASS_TYPE="B" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="4777000000" TOTAL_AMT_ACCEPTED_PAR="1476000000" OBS_CONF="F" LAST_UPDATED="2021-08-25T10:20:50-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1220000000" SECURITY_DESCRIPTION="FNCI 1.5 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="256000000" SECURITY_DESCRIPTION="FNCI 2 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 082521 3" OPERATION_DATE="2021-08-25" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:01Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-09-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="6944000000" TOTAL_AMT_ACCEPTED_PAR="2907000000" OBS_CONF="F" LAST_UPDATED="2021-08-25T11:50:51-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1701000000" SECURITY_DESCRIPTION="FNCL 2 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1206000000" SECURITY_DESCRIPTION="FNCL 2.5 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 082421 1" OPERATION_DATE="2021-08-24" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="10:00:01Z" OPERATION_CLOSE_TIME="10:20:00Z" OPERATION_SETTLEMENT_DATE="2021-09-14" CLASS_TYPE="A" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="7056000000" TOTAL_AMT_ACCEPTED_PAR="2907000000" OBS_CONF="F" LAST_UPDATED="2021-08-24T10:20:52-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="2318000000" SECURITY_DESCRIPTION="FNCL 2 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="589000000" SECURITY_DESCRIPTION="FNCL 2.5 9/21"/>
	</n1:Section>


	<n1:Section AUCTION_STATUS="Results" OPERATION_ID="OR 082421 3" OPERATION_DATE="2021-08-24" OPERATION_DIRECTION="P" OPERATION_TYPE="Outright TBA Purchase" AUCTION_METHOD="M" OPERATION_RELEASE_TIME="11:30:01Z" OPERATION_CLOSE_TIME="11:50:00Z" OPERATION_SETTLEMENT_DATE="2021-09-21" CLASS_TYPE="C" NOTE="" TOTAL_AMT_SUBMITTED_ORIGINAL_FACE="" TOTAL_AMT_ACCEPTED_ORIGINAL_FACE="" TOTAL_AMT_SUBMITTED_CURRENT_FACE="" TOTAL_AMT_ACCEPTED_CURRENT_FACE="" TOTAL_AMT_SUBMITTED_PAR="6360000000" TOTAL_AMT_ACCEPTED_PAR="1990000000" OBS_CONF="F" LAST_UPDATED="2021-08-24T11:51:14-04:00">
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="920000000" SECURITY_DESCRIPTION="G2SF 2 9/21"/>
			<n1:TBA_DETAIL INCLUSION_EXCLUSION_FLAG="I" AMT_ACCEPTED_PAR="1070000000" SECURITY_DESCRIPTION="G2SF 2.5 9/21"/>
	</n1:Section>
</n1:Group>
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