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Exhibit 794

Secondary Market Corporate Credit Facility transaction-specific disclosures (Section 11(s)), workbook released 30 December 2021

Exhibit 794 ยท Dataset

Secondary Market Corporate Credit Facility transaction-specific disclosures (Section 11(s)), workbook released 30 December 2021

Fed workbook with three sheets: bond trades, ETF trades and counterparties. Footnote: "Includes all ETFs purchased through December 31, 2020." Derived by the researcher from the ETF sheet (926 trades, 12 May to 23 July 2020): purchase amounts total $8,434,795,268; by ETF sponsor BlackRock $4.125 billion (48.9%), Vanguard $2.884 billion (34.2%), State Street $1.317 billion (15.6%), others under 1%. Largest funds: LQD $2.349 billion, VCSH $1.494 billion, VCIT $1.390 billion. Bond sheet: 2,670 trades, $5.834 billion. Local copy SHA-256 42ddce76d524cc76a3e41fd81b0bf71ae4a35c2fea472d684bb752a710579146. The sheet records purchases only.

Source
Board of Governors of the Federal Reserve System
Date
30 December 2021
Grade
Primary record
Document
https://www.federalreserve.gov/publications/files/section-11s-smccf-transaction-specific-disclosures-12-30-21.xlsx
Accessed
2026-11-09
Cited by
Findings citing this exhibit
Note
Downloaded 10 November 2026; sums re-derivable by summing column J of sheet "Trade-level ETF" grouped by column A.

Cited by

Finding POL-8.10
Primary record The Fed's trade-level workbook records $8,434,795,268 of ETF purchases by the Secondary Market Corporate Credit Facility between 12 May and 23 July 2020. BlackRock-sponsored ETFs were 48.9 percent of the total, Vanguard 34.2 percent and State Street 15.6 percent.