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 | 307 | 22 | 1,932,430.5 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 4,272 | 38 | 95,120,232.2 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 1,465 | 32 | 32,506,420.3 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 41 | 17 | 431,605.0 | 0 | 0 | 0.0 | 9 | 8 | 48,968.6 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 283 | 155 | 136,220.6 | 22 | 13 | 233,812.5 | 39 | 27 | 1,984.7 | 19 | 5 | 7,824.3 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,912 | 801 | 4,434,351.7 | 34 | 26 | 108,531.2 | 167 | 62 | 12,041.5 | 604 | 252 | 1,376,311.7 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | * | * | * | 0 | 0 | 0.0 | * | * | * | * | * | * |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | |||||||||||||||
P&I | - | - | - | 120 | 81 | 97,931.9 | 87 | 55 | 79,425.0 | 246 | 81 | 74,389.2 | 11 | 6 | 16,126.5 |
IO/PO | - | - | - | * | * | * | 11 | 4 | 18,747.8 | 14 | 5 | 27,063.6 | * | * | * |
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 | 31 | 21 | 187,892.4 | 124 | 84 | 64,766.9 |
IO/PO | * | * | * | 0 | 0 | 0.0 |
NON-AGENCY CMBS | ||||||
P&I | 112 | 73 | 243,441.7 | 16 | 11 | 47,016.5 |
IO/PO | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMBS | ||||||
P&I | 59 | 41 | 169,786.9 | 38 | 24 | 68,130.8 |
IO/PO | * | * | * | 5 | 5 | 155,162.4 |
ABS | 201 | 137 | 599,752.4 | 32 | 20 | 92,810.0 |
CBO/CDO/CLO | 84 | 70 | 401,617.1 | 18 | 13 | 83,417.3 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |