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 | 780 | 13 | 17,470,781.6 | 82 | 7 | 1,263,859.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,423 | 21 | 87,768,721.8 | 372 | 14 | 13,400,163.3 | 1,497 | 33 | 30,685,073.9 | 0 | 0 | 0.0 |
OTHER | 34 | 16 | 765,239.0 | * | * | * | 31 | 15 | 203,985.0 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 498 | 322 | 691,344.4 | 255 | 151 | 214,071.6 | 29 | 15 | 86,631.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,066 | 603 | 3,424,709.7 | 609 | 264 | 2,651,952.3 | 839 | 455 | 2,393,344.7 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 146 | 77 | 139,333.2 | 31 | 17 | 45,361.6 | 57 | 22 | 70,568.2 | 33 | 20 | 17,783.2 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 448 | 186 | 555,666.7 | 446 | 196 | 595,401.4 | 517 | 238 | 260,722.2 | 7 | 5 | 2,393.1 |
IO/PO | 46 | 26 | 128,647.6 | 17 | 10 | 87,787.0 | 47 | 30 | 145,888.8 | 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 | 107 | 52 | 57,699.7 | 388 | 196 | 646,410.1 |
IO/PO | * | * | * | 15 | 8 | 32,018.1 |
CMBS | ||||||
P&I | 211 | 130 | 652,484.8 | 188 | 60 | 522,895.9 |
IO/PO | 42 | 31 | 1,033,010.6 | 61 | 28 | 1,328,271.9 |
ABS | 405 | 263 | 789,766.7 | 105 | 39 | 107,805.2 |
CBO/CDO/CLO | 14 | 11 | 68,792.2 | 42 | 23 | 120,730.4 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |