| 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 | 712 | 12 | 11,892,314.8 | 98 | 11 | 1,562,547.3 | * | * | * | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 3,893 | 21 | 120,371,091.4 | 343 | 19 | 10,565,458.8 | 1,773 | 38 | 30,046,622.4 | 0 | 0 | 0.0 |
| OTHER | 12 | 10 | 136,787.0 | * | * | * | 48 | 14 | 143,017.5 | 0 | 0 | 0.0 |
| AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
| SINGLE FAMILY 15Y | 367 | 233 | 1,122,828.1 | 188 | 130 | 416,198.0 | 25 | 16 | 3,588.4 | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 795 | 438 | 3,301,379.9 | 427 | 178 | 2,452,634.1 | 387 | 231 | 1,613,567.1 | 0 | 0 | 0.0 |
| ADJUSTABLE/HYBRID | 58 | 34 | 227,322.9 | 22 | 16 | 249,069.1 | 12 | 6 | 17,558.7 | * | * | * |
| OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
| AGENCY CMO | ||||||||||||
| P&I | 264 | 132 | 100,596.9 | 274 | 144 | 193,499.1 | 254 | 130 | 30,362.1 | 5 | 3 | 2,359.1 |
| IO/PO | 21 | 16 | 180,695.0 | 34 | 14 | 127,001.2 | 34 | 11 | 110,720.1 | 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 | 30 | 20 | 59,803.7 | 452 | 204 | 627,885.7 |
| IO/PO | 0 | 0 | 0.0 | 9 | 3 | 122,616.9 |
| CMBS | ||||||
| P&I | 161 | 114 | 568,147.8 | 87 | 34 | 377,630.6 |
| IO/PO | * | * | * | 6 | 5 | 112,692.1 |
| ABS | 266 | 172 | 839,589.6 | 15 | 12 | 46,207.1 |
| CBO/CDO/CLO | 17 | 11 | 153,965.9 | 11 | 8 | 36,730.0 |
| OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |