| 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) |
|
| AGENCY PASS-THRU (TBA, STIP, $ ROLLS) | ||||||||||||
| SINGLE FAMILY 15Y | 1,823 | 22 | 40,965,070.7 | 244 | 16 | 7,329,282.3 | 9 | 5 | 80,195.6 | - | - | - |
| SINGLE FAMILY 30Y | 7,195 | 34 | 325,906,809.7 | 1,300 | 21 | 45,241,596.5 | 761 | 21 | 20,378,423.5 | - | - | - |
| OTHER | 9 | 8 | 152,393.3 | * | * | * | 511 | 32 | 18,078,618.6 | - | - | - |
| AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
| SINGLE FAMILY 15Y | 551 | 330 | 2,425,655.0 | 233 | 129 | 1,027,263.2 | 64 | 44 | 197,356.2 | - | - | - |
| SINGLE FAMILY 30Y | 2,157 | 1,332 | 26,563,808.3 | 699 | 502 | 4,768,420.5 | 639 | 363 | 6,398,779.1 | - | - | - |
| ADJUSTABLE/HYBRID | 108 | 55 | 261,981.0 | 65 | 37 | 313,445.3 | 86 | 34 | 127,840.9 | 16 | 10 | 128,224.9 |
| OTHER | - | - | - | - | - | - | - | - | - | - | - | - |
| AGENCY CMO | ||||||||||||
| P&I | 327 | 171 | 740,592.4 | 350 | 185 | 606,005.4 | 681 | 255 | 400,602.5 | * | * | * |
| IO/PO | 78 | 32 | 961,815.0 | 33 | 20 | 479,006.5 | 13 | 12 | 256,815.1 | - | - | - |
| 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 | 218 | 105 | 384,995.9 | 721 | 386 | 7,919,557.5 |
| IO/PO | * | * | * | 7 | 2 | 236,815.9 |
| CMBS | ||||||
| P&I | 250 | 132 | 1,170,758.7 | 119 | 59 | 644,431.9 |
| IO/PO | * | * | * | 6 | 4 | 28,291.2 |
| ABS | 232 | 152 | 995,286.0 | 31 | 16 | 145,883.2 |
| CBO/CDO/CLO | 43 | 26 | 513,931.7 | 27 | 20 | 246,999.9 |
| OTHER | - | - | - | - | - | - |