| 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 | 1,852 | 23 | 48,685,580.6 | 293 | 17 | 12,101,282.4 | 10 | 5 | 78,880.0 | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 7,914 | 29 | 313,775,201.2 | 1,465 | 26 | 44,355,465.1 | 856 | 16 | 31,184,211.3 | 0 | 0 | 0.0 |
| OTHER | 15 | 10 | 240,026.7 | 6 | 4 | 225,716.8 | 521 | 34 | 16,097,347.9 | 0 | 0 | 0.0 |
| AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
| SINGLE FAMILY 15Y | 488 | 255 | 2,545,223.3 | 244 | 122 | 1,027,845.4 | 68 | 38 | 133,964.1 | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 1,681 | 1,081 | 4,195,559.6 | 523 | 337 | 3,515,046.1 | 974 | 591 | 4,840,833.6 | 0 | 0 | 0.0 |
| ADJUSTABLE/HYBRID | 162 | 66 | 319,171.1 | 40 | 23 | 162,809.9 | 78 | 36 | 185,750.6 | 31 | 14 | 60,969.6 |
| OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
| AGENCY CMO | ||||||||||||
| P&I | 328 | 170 | 527,543.2 | 415 | 221 | 851,725.0 | 648 | 244 | 734,810.5 | 5 | 4 | 9,923.5 |
| IO/PO | 62 | 31 | 704,751.9 | 40 | 21 | 309,032.7 | 19 | 12 | 553,903.4 | 0 | 0 | 0.0 |
| 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 | 268 | 117 | 360,470.8 | 930 | 398 | 3,589,505.6 |
| IO/PO | 0 | 0 | 0.0 | 9 | 5 | 59,757.2 |
| CMBS | ||||||
| P&I | 204 | 121 | 1,080,459.0 | 85 | 43 | 932,552.9 |
| IO/PO | 6 | 4 | 694,360.4 | 9 | 3 | 503,469.1 |
| ABS | 269 | 164 | 1,703,836.5 | 50 | 32 | 88,825.0 |
| CBO/CDO/CLO | 36 | 25 | 544,897.2 | 40 | 20 | 202,643.5 |
| OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |