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 | 639 | 10 | 7,824,647.2 | 62 | 8 | 656,875.3 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 4,126 | 20 | 71,501,605.9 | 533 | 18 | 19,377,997.7 | 1,314 | 33 | 29,028,334.4 | 0 | 0 | 0.0 |
OTHER | 25 | 14 | 278,313.7 | * | * | * | 34 | 20 | 186,918.3 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 424 | 228 | 466,962.6 | 340 | 248 | 491,605.6 | 30 | 19 | 14,853.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,086 | 607 | 3,257,019.6 | 749 | 348 | 4,360,215.1 | 1,109 | 951 | 2,632,580.6 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 387 | 289 | 347,521.0 | 20 | 11 | 96,358.7 | 35 | 22 | 5,362.8 | 14 | 6 | 21,126.0 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 392 | 193 | 567,059.0 | 353 | 199 | 367,904.1 | 333 | 160 | 254,672.4 | 5 | 3 | 5,692.1 |
IO/PO | 82 | 58 | 757,304.1 | 45 | 41 | 132,272.7 | 37 | 24 | 366,282.7 | * | * | * |
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 | 152 | 63 | 57,443.7 | 601 | 279 | 626,235.5 |
IO/PO | * | * | * | 7 | 4 | 274,327.2 |
CMBS | ||||||
P&I | 177 | 125 | 540,056.4 | 134 | 51 | 446,158.8 |
IO/PO | 7 | 6 | 703,893.9 | 12 | 12 | 282,341.0 |
ABS | 392 | 239 | 842,880.1 | 62 | 38 | 133,362.6 |
CBO/CDO/CLO | 24 | 18 | 166,966.0 | 24 | 17 | 53,764.3 |
OTHER | 0 | 0 | 0.0 | * | * | * |