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 | 293 | 24 | 3,566,296.9 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 5,280 | 37 | 231,884,098.4 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 1,599 | 29 | 30,696,967.3 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 13 | 9 | 737,857.0 | 0 | 0 | 0.0 | 31 | 12 | 399,895.1 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 381 | 235 | 223,555.8 | 34 | 19 | 242,575.9 | 66 | 46 | 176,388.8 | 17 | 9 | 16,613.4 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 2,090 | 920 | 5,562,717.3 | 17 | 13 | 419,301.2 | 181 | 73 | 53,595.3 | 597 | 321 | 4,273,968.4 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 14 | 8 | 97,485.5 | 10 | 10 | 47,089.6 | 10 | 10 | 43,249.3 | 27 | 11 | 58,643.3 |
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 | - | - | - | 149 | 99 | 118,417.2 | 130 | 81 | 304,100.2 | 181 | 85 | 411,608.5 | 9 | 4 | 28,511.1 |
IO/PO | - | - | - | 21 | 14 | 124,324.8 | 19 | 12 | 45,453.5 | 12 | 10 | 182,385.1 | * | * | * |
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 | 23 | 19 | 101,712.8 | 154 | 81 | 74,867.4 |
IO/PO | 0 | 0 | 0.0 | 6 | 2 | 145.0 |
NON-AGENCY CMBS | ||||||
P&I | 118 | 83 | 409,116.9 | 26 | 18 | 78,232.9 |
IO/PO | 7 | 4 | 53,628.6 | * | * | * |
AGENCY CMBS | ||||||
P&I | 82 | 49 | 1,048,813.8 | 42 | 25 | 944,811.8 |
IO/PO | * | * | * | * | * | * |
ABS | 282 | 144 | 922,451.8 | 56 | 37 | 103,717.0 |
CBO/CDO/CLO | 132 | 87 | 596,944.3 | 34 | 21 | 76,845.3 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |