Level from Freddie Mac. In 10-Q SEC filings for the first through the third quarter, the data are shown in "Note 4: Mortgage Loans," single-family held by consolidated trusts. In the 10-K, which reports fourth-quarter data, the data are shown in "Note 5: Mortgage Loans and Loan Loss Reserves." Unadjusted transactions are the change in the level, less other volume changes. Other volume changes include charge-offs beginning 2010:Q1. Gross charge-offs data are available in Freddie Mac's 10-Q and 10-K SEC filings. Seasonally adjusted transactions are obtained using X-13-ARIMA procedure.
Last edited on: 06/04/2014