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 | 686 | 17 | 8,007,204.2 | 79 | 8 | 1,191,699.4 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,494 | 19 | 89,901,368.2 | 281 | 14 | 7,118,737.3 | 1,423 | 31 | 19,499,845.4 | 0 | 0 | 0.0 |
OTHER | 15 | 10 | 325,783.5 | 0 | 0 | 0.0 | 23 | 11 | 194,276.1 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 266 | 172 | 192,070.2 | 114 | 67 | 1,349,739.5 | 29 | 19 | 40,874.6 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 623 | 386 | 1,826,680.1 | 423 | 228 | 2,476,915.4 | 279 | 190 | 483,595.2 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 83 | 64 | 153,334.5 | 69 | 36 | 87,443.2 | 17 | 9 | 38,546.5 | 12 | 8 | 9,203.4 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 223 | 111 | 552,269.0 | 221 | 134 | 333,944.9 | 173 | 99 | 365,361.3 | * | * | * |
IO/PO | 25 | 19 | 101,774.3 | 17 | 8 | 3,389.4 | 36 | 24 | 234,846.4 | 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 | 60 | 30 | 11,705.0 | 377 | 173 | 4,806,700.5 |
IO/PO | 0 | 0 | 0.0 | * | * | * |
CMBS | ||||||
P&I | 121 | 86 | 361,391.9 | 105 | 36 | 287,055.0 |
IO/PO | * | * | * | 15 | 10 | 358,830.8 |
ABS | 184 | 130 | 528,219.7 | 40 | 19 | 65,442.0 |
CBO/CDO/CLO | 12 | 9 | 463,582.2 | 42 | 14 | 138,980.0 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |