From 2017Q1: Level based on staff estimates and data from FHFA. Before 2017Q1: Level from Fannie Mae. In 10-Q SEC filings for the first through the third quarter, in the section "Notes to Condensed Consolidated Financial Statements," the data are shown in the table "Mortgage Loans," single-family, of consolidated trusts. In the 10-K, which reports fourth-quarter data, the table is in the section "Notes to Consolidated Financial Statements." 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 FNMA's 10-Q and 10-K SEC filings. Seasonally adjusted transactions are obtained using X-13-ARIMA procedure.
Last edited on: 03/06/2018