Level from FNMA Condensed Consolidated Balance Sheets, Note 5 Investments in Securities, Trading Securities, sum of Fannie Mae single-class MBS and Fannie Mae structured MBS at market value; plus Table 28 Composition of Mortgage Credit Book of Business, Mortgage portfolio, Agency mortgage-related securities, sum of Conventional and Government, column Total; plus Available-for-Sale Securities, sum of Fannie Mae single-class MBS and Fannie Mae structured MBS column Total Amortized Cost converted to fair value using PC073161703. Transactions calculated as the change in the corresponding book values, which are implied from PC073161703 for Trading Securities and Mortgage Credit Book of Business. Before 2008:Q2 levels reported at book value.
Last edited on: 03/09/2021