Level from micro data on public operating REITs compiled by and purchased from S&P Global. Level is calculated as a the sum of Non-Agency Securities (SNL key 134365) from all mortgage REITs Mortgage REITs are defined as investment companies with a Mortgage REIT, MBS REIT, or Specialty Finance REIT primary focus. Revaluations are estimated using the Merrill Master Corporate Bond index. Unadjusted transactions are calculated as the change in level, less revaluations, less any other changes in volume. Data for the most recent ten years show no significant seasonality.
Last edited on: 07/19/2021