Level from Freddie Mac, Consolidated Balance Sheets, Note 7: Investments in Securities, Table 7.1 - Available-For-Sale Securities, Retained portfolio, Mortgage-related Securities, sum of Subprime, Commercial mortgage-backed securities, Alt-A and other, MTA Option ARM, and Manufactured housing, column Fair Value; plus Table 7.8 - Trading Securities, Mortgage-related securities issued by, Other. Since 2015Q4, trading securities level provided by FHFA. Transactions are calculated as the change in the corresponding book value. Data for the most recent ten years show no significant seasonality. Before 2008:Q2, levels reported at book value.
Last edited on: 03/08/2021