Gathering Data of the secondary and primary mortgage market

[Manuel Herrmann]

Dear Members 

Currently I am writing my thesis about the financialization of the US housing market. I have to find a measure for the size (or activity) of the primary and secondary mortgage market on county level. Unfortunately, I am not experienced in gathering information in this field and therefore would be very thankful for any help.

I am especially interested in the following information:

- share of outstanding residential mortgage loans (value and number) in the secondary market and primary market in a county. I already found the aggregated amount of outstanding mortgage loana (number), but was not able to identify the information whether a mortgage loan is classed to the secondary market.

- share of originated residential mortgage in the last 10 years (value and number) in the secondary market and primary market in a county

- At the time I am trying to obtain the needed data on the HDMA website https://www.consumerfinance.gov/data-research/hmda.... But actually I can not find sufficient descriptions of the data. What means "Loan was not originated or was not sold in calendar year covered by register" or "Loan purchased by the institution".

Many thanks in advance for your help.

Manuel Herrmann