From 2016Q2: Level provided by FHFA. Between 2010Q1 and 2016Q1: Level from Freddie Mac 10-K or 10-Q, table Freddie Mac Mortgage-Related Securities (previously titled PCs and Structured Securities), column Issued by Non-Consolidated Trusts, row Other Guarantee Transactions: All Other Guarantee Transactions: Single-family. Unadjusted transactions are the change in the level; seasonally adjusted transactions are obtained using X-13-ARIMA procedure. Prior to 2010:Q1, level from Freddie Mac, annual and quarterly reports, table Issued Guaranteed PC's and Structured Securities, Total single-family. Unadjusted transactions are the change in the level, less other volume changes. Other volume changes include charge-offs from 2007:Q1 to 2009:Q4. Gross charge-offs data are available in Freddie Mac's 10-Q and 10-K SEC filings. Recent data show no significant seasonality.
Last edited on: 03/06/2018