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 | 1,079 | 27 | 28,692,164.4 | - | - | - | - | - | - | - | - | - | - | - | - |
SINGLE FAMILY 30Y | 4,463 | 36 | 225,274,686.9 | - | - | - | - | - | - | 1,733 | 32 | 44,693,600.5 | - | - | - |
OTHER | - | - | - | 30 | 19 | 673,897.0 | - | - | - | 66 | 5 | 380,211.9 | - | - | - |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 465 | 247 | 1,760,325.8 | 48 | 33 | 371,241.8 | 21 | 12 | 37,498.2 | 39 | 9 | 144,117.5 | - | - | - |
SINGLE FAMILY 30Y | 2,529 | 1,202 | 6,665,770.0 | 26 | 23 | 9,667.0 | 180 | 69 | 31,596.5 | 821 | 320 | 7,044,568.2 | - | - | - |
ADJUSTABLE/HYBRID | - | - | - | 7 | 5 | 18,891.8 | 7 | 4 | 63,040.0 | 14 | 11 | 83,867.0 | * | * | * |
OTHER | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
AGENCY CMO | |||||||||||||||
P&I | - | - | - | 108 | 68 | 284,557.0 | 141 | 79 | 341,712.4 | 249 | 124 | 910,508.8 | 20 | 16 | 39,081.0 |
IO/PO | - | - | - | 5 | 5 | 322,226.4 | * | * | * | 350 | 188 | 6,686,721.1 | - | - | - |
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 | 57 | 44 | 350,468.3 | 116 | 77 | 102,141.2 |
IO/PO | * | * | * | 6 | 2 | 542.3 |
NON-AGENCY CMBS | ||||||
P&I | 139 | 105 | 482,374.3 | 52 | 34 | 282,246.9 |
IO/PO | - | - | - | 12 | 4 | 92,741.5 |
AGENCY CMBS | ||||||
P&I | 24 | 16 | 29,609.1 | 35 | 24 | 140,514.3 |
IO/PO | - | - | - | * | * | * |
ABS | 295 | 213 | 535,902.3 | 79 | 51 | 617,329.2 |
CBO/CDO/CLO | 86 | 71 | 581,815.7 | 34 | 17 | 304,700.1 |
OTHER | - | - | - | - | - | - |