UMBS | FNMA | FHLMC | GNMA | OTHER AGENCY | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRADE COUNT |
UNIQUE SEC ID'S |
$ TRADES (000'S) |
TRADE COUNT |
UNIQUE SEC ID'S |
$ TRADES (000'S) |
TRADE COUNT |
UNIQUE SEC ID'S |
$ TRADES (000'S) |
TRADE COUNT |
UNIQUE SEC ID'S |
$ TRADES (000'S) |
TRADE COUNT |
UNIQUE SEC ID'S |
$ TRADES (000'S) |
|
AGENCY PASS-THRU (TBA, STIP, $ ROLLS) | |||||||||||||||
SINGLE FAMILY 15Y | 294 | 20 | 3,154,477.3 | - | - | - | - | - | - | - | - | - | - | - | - |
SINGLE FAMILY 30Y | 5,715 | 38 | 149,396,014.2 | - | - | - | - | - | - | 1,794 | 40 | 43,265,318.3 | - | - | - |
OTHER | - | - | - | 15 | 8 | 323,977.0 | - | - | - | 15 | 8 | 57,803.0 | - | - | - |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 323 | 195 | 922,333.1 | 40 | 21 | 633,408.2 | 57 | 26 | 25,407.1 | 50 | 16 | 10,291.1 | - | - | - |
SINGLE FAMILY 30Y | 3,526 | 1,296 | 8,118,670.4 | 31 | 17 | 56,285.7 | 379 | 133 | 118,242.5 | 1,272 | 556 | 3,195,692.4 | - | - | - |
ADJUSTABLE/HYBRID | - | - | - | 12 | 7 | 59,085.3 | 7 | 6 | 31,409.4 | 21 | 16 | 77,562.6 | 6 | 6 | 14,975.7 |
OTHER | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
AGENCY CMO | |||||||||||||||
P&I | - | - | - | 142 | 71 | 283,279.2 | 89 | 46 | 185,770.1 | 336 | 147 | 463,595.6 | 5 | 4 | 34,423.9 |
IO/PO | - | - | - | 8 | 7 | 54,104.4 | 8 | 6 | 257,874.7 | 19 | 14 | 132,893.6 | - | - | - |
INVESTMENT GRADE | NON-INVESTMENT GRADE † | |||||
---|---|---|---|---|---|---|
TRADE COUNT | UNIQUE SEC ID'S | $ TRADES (000'S) | TRADE COUNT | UNIQUE SEC ID'S | $ TRADES (000'S) | |
NON-AGENCY CMO | ||||||
P&I | 81 | 53 | 143,254.3 | 125 | 71 | 26,688.1 |
IO/PO | 7 | 4 | 135,676.3 | * | * | * |
NON-AGENCY CMBS | ||||||
P&I | 127 | 93 | 463,768.7 | 34 | 23 | 91,963.9 |
IO/PO | - | - | - | * | * | * |
AGENCY CMBS | ||||||
P&I | 41 | 28 | 83,769.6 | 46 | 29 | 178,823.7 |
IO/PO | * | * | * | * | * | * |
ABS | 347 | 214 | 661,814.9 | 53 | 39 | 118,406.9 |
CBO/CDO/CLO | 141 | 89 | 971,082.5 | 19 | 11 | 33,645.0 |
OTHER | - | - | - | - | - | - |