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 | 1,381 | 16 | 19,324,553.1 | 82 | 10 | 733,947.4 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 5,205 | 23 | 177,750,058.6 | 560 | 19 | 21,518,316.7 | 1,652 | 34 | 22,469,504.9 | 0 | 0 | 0.0 |
OTHER | 11 | 8 | 312,310.0 | 0 | 0 | 0.0 | 41 | 16 | 253,273.0 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 387 | 214 | 1,104,343.2 | 190 | 101 | 214,166.8 | 76 | 32 | 63,654.1 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,375 | 736 | 7,496,961.4 | 441 | 221 | 2,333,183.8 | 870 | 363 | 3,182,453.6 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 323 | 293 | 330,518.9 | 59 | 37 | 330,387.0 | 57 | 29 | 95,094.2 | 12 | 6 | 18,527.7 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 437 | 210 | 474,637.3 | 435 | 209 | 534,560.0 | 419 | 186 | 204,385.5 | 5 | 3 | 24,780.8 |
IO/PO | 37 | 19 | 251,402.8 | 18 | 9 | 158,503.1 | 32 | 16 | 338,647.0 | * | * | * |
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 | 143 | 60 | 429,484.9 | 766 | 304 | 1,314,553.1 |
IO/PO | * | * | * | 16 | 4 | 81,158.8 |
CMBS | ||||||
P&I | 213 | 124 | 749,206.9 | 175 | 104 | 635,220.4 |
IO/PO | 10 | 5 | 299,277.8 | 63 | 22 | 2,011,478.1 |
ABS | 282 | 168 | 854,757.5 | 80 | 30 | 114,389.9 |
CBO/CDO/CLO | 29 | 18 | 252,740.0 | 34 | 20 | 124,585.4 |
OTHER | 0 | 0 | 0.0 | * | * | * |