From 2017Q4: Level based on a staff estimate. From 2010Q1-2017Q3: Level from Fannie Mae 10-K or 10-Q, table Composition of Mortgage Credit Book of Business, sum of Single-Family Conventional and Single-Family Government columns for rows Fannie Mae MBS and Unconsolidated Fannie Mae MBS Unadjusted transactions are the change in the level; seasonally adjusted transactions are obtained using X-13-ARIMA procedure. Prior to 2010:Q1, level from FNMA, Monthly Volume Summary, Table 4 Fannie Mae Guaranteed Securities and Mortgage Loans, Total Fannie Mae MBS column End Balance, less 96 percent of unpaid principal balance of mortgage-related securities that were consolidated on the balance sheet as loans, located in 10-K or 10-Q, Table 20: Mortgage Portfolio Composition, footnote 2. 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 Fannie Mae's 10-Q and 10-K SEC filings. Recent data show no significant seasonality.
Last edited on: 03/06/2018