Fed H8 Data Update. I think I see Ackman’s trade impact. All banks’ unrealized gains drop $7.89B to -$19.3B. Big Banks sitting at -$18.4B…. January 29, 2022 12:28 pm by IWB by laflammaster We are primarily funded by readers. Please subscribe and donate to support us! MBS and Treasury securities dropped a whopping $19.5B to end up in -$29.5B position. Big banks’ unrealized gains on Treasury and MBS dropped by $17B to -$23.4B.