- The amount of retained portfolio mortgage purchase and sales agreements entered into during the month of February totaled $14.8 billion, up from the $0.6 billion entered into during the month of January.
- Total guaranteed PCs and Structured Securities issued have increased at an annualized rate of 11.4% year-to-date and 14.8% in February.
- The single-family delinquency rate for all loans was 71 basis points in January, up from 65 basis points in December.
- Our potential loss in portfolio market value related to PMVS-L and PMVS-YC averaged $331 million and $55 million, respectively, in February, down and unchanged, respectively, from January. Duration Gap averaged 0 months in February, unchanged from January.
