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 | 744 | 12 | 10,944,691.9 | 138 | 9 | 2,025,299.7 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,619 | 22 | 87,662,593.5 | 481 | 16 | 18,202,830.7 | 1,473 | 34 | 22,887,359.1 | 0 | 0 | 0.0 |
OTHER | 20 | 11 | 249,881.0 | 0 | 0 | 0.0 | 32 | 13 | 161,018.2 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 321 | 264 | 1,268,281.3 | 113 | 82 | 155,978.8 | 57 | 40 | 89,250.8 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 517 | 354 | 1,532,646.1 | 254 | 142 | 3,662,836.2 | 497 | 309 | 524,363.6 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 32 | 17 | 49,247.9 | 18 | 11 | 66,692.8 | 13 | 6 | 3,830.6 | 6 | 5 | 5,544.9 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 244 | 123 | 375,311.7 | 257 | 117 | 588,151.6 | 206 | 103 | 192,334.4 | 8 | 4 | 12,524.9 |
IO/PO | 33 | 17 | 447,279.1 | 13 | 7 | 57,600.6 | 27 | 9 | 147,378.3 | 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 | 77 | 42 | 219,262.4 | 556 | 273 | 869,441.6 |
IO/PO | 0 | 0 | 0.0 | 8 | 3 | 609,928.4 |
CMBS | ||||||
P&I | 197 | 135 | 740,899.1 | 53 | 28 | 175,253.9 |
IO/PO | 14 | 10 | 1,252,771.8 | 54 | 21 | 2,942,427.9 |
ABS | 233 | 169 | 493,108.9 | 26 | 19 | 73,019.1 |
CBO/CDO/CLO | 65 | 43 | 493,058.3 | 25 | 16 | 169,975.0 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |