Level from FNMA Condensed Consolidated Balance Sheets, Note 5 Investments in Securities, Trading Securities, sum of Alt-A, Subprime, CMBS, ABS, column Fair Value, plus Available-for-Sale Securities, sum Subprime, CMBS, and Alt-A, column Fair Value. Transactions calculated as the change in the corresponding book values. 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