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 | 757 | 11 | 16,647,920.6 | 72 | 7 | 1,073,578.8 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,630 | 19 | 65,008,914.5 | 317 | 15 | 10,391,620.8 | 1,237 | 35 | 47,676,447.9 | 0 | 0 | 0.0 |
OTHER | 33 | 14 | 488,503.0 | * | * | * | 35 | 16 | 322,084.6 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 391 | 202 | 578,799.3 | 156 | 98 | 214,572.2 | 54 | 19 | 142,347.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,263 | 653 | 3,044,919.7 | 705 | 327 | 8,635,143.4 | 948 | 604 | 1,950,056.6 | 6 | 3 | 9,622.2 |
ADJUSTABLE/HYBRID | 65 | 39 | 147,697.4 | 25 | 16 | 84,405.0 | 17 | 13 | 23,193.0 | 34 | 23 | 66,982.9 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 386 | 173 | 246,949.6 | 351 | 186 | 202,305.7 | 450 | 185 | 116,186.8 | 7 | 5 | 14,602.0 |
IO/PO | 42 | 26 | 533,019.8 | 29 | 15 | 142,780.1 | 31 | 17 | 149,554.2 | * | * | * |
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 | 68 | 35 | 31,437.7 | 515 | 249 | 553,399.8 |
IO/PO | * | * | * | * | * | * |
CMBS | ||||||
P&I | 224 | 139 | 508,650.7 | 162 | 48 | 378,695.1 |
IO/PO | 5 | 3 | 447,487.7 | 31 | 23 | 312,636.1 |
ABS | 374 | 263 | 1,821,716.8 | 41 | 24 | 145,805.7 |
CBO/CDO/CLO | 5 | 5 | 7,773.3 | 28 | 18 | 178,202.1 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |