Level from micro data on public operating REITs compiled by and purchased from SNL Financial. Level is calculated as the sum of Total Securities (SNL key 132191) from all mortgage REITs multiplied by an FOF estimated proportion of Agency Securities to Total Securities owned, determined at a company level . Mortgage REITs are defined as investment companies with a Mortgage REIT, MBS REIT, or Specialty Finance REIT primary focus. Unadjusted flow is the change in the level; data for the most recent ten years show no significant seasonality.
Last edited on: 05/16/2016