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 | 919 | 12 | 20,641,500.6 | 130 | 8 | 2,533,161.4 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 4,547 | 23 | 139,673,450.4 | 465 | 15 | 23,550,476.1 | 1,907 | 31 | 32,076,741.0 | 0 | 0 | 0.0 |
OTHER | 6 | 5 | 140,844.0 | 0 | 0 | 0.0 | 27 | 13 | 186,802.0 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 471 | 340 | 1,836,531.6 | 145 | 107 | 926,364.5 | 76 | 30 | 186,286.2 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 656 | 430 | 7,269,306.8 | 242 | 143 | 494,272.1 | 630 | 285 | 8,077,906.8 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 38 | 22 | 160,836.5 | 101 | 93 | 122,096.6 | 104 | 60 | 190,116.3 | 10 | 7 | 5,554.6 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 297 | 152 | 161,473.7 | 280 | 150 | 359,163.9 | 305 | 159 | 354,641.3 | * | * | * |
IO/PO | 26 | 15 | 618,463.7 | 16 | 13 | 214,692.7 | 19 | 11 | 286,624.1 | 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 | 75 | 34 | 9,116.5 | 461 | 199 | 700,600.0 |
IO/PO | 0 | 0 | 0.0 | 13 | 8 | 442,254.8 |
CMBS | ||||||
P&I | 205 | 135 | 874,176.1 | 131 | 80 | 878,407.6 |
IO/PO | 6 | 6 | 20,616.9 | * | * | * |
ABS | 259 | 176 | 955,264.0 | 67 | 38 | 239,895.8 |
CBO/CDO/CLO | 16 | 10 | 64,625.0 | 25 | 13 | 103,875.5 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |