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 | 947 | 12 | 13,630,437.6 | 88 | 7 | 1,383,624.7 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,126 | 22 | 89,814,177.8 | 275 | 15 | 10,218,343.7 | 1,368 | 28 | 26,065,877.8 | 0 | 0 | 0.0 |
OTHER | 13 | 9 | 105,831.6 | 0 | 0 | 0.0 | 21 | 10 | 131,258.6 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 411 | 236 | 631,465.4 | 238 | 138 | 539,068.6 | 46 | 26 | 25,063.8 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,168 | 659 | 2,904,659.0 | 598 | 333 | 2,002,787.4 | 824 | 509 | 2,557,503.0 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 38 | 28 | 163,079.4 | 48 | 44 | 102,128.1 | 37 | 24 | 155,792.8 | 40 | 22 | 98,359.6 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 369 | 199 | 419,796.5 | 332 | 185 | 253,570.4 | 398 | 194 | 166,971.7 | 7 | 5 | 18,214.1 |
IO/PO | 8 | 7 | 223,436.5 | 16 | 11 | 225,811.6 | 6 | 6 | 120,316.6 | 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 | 61 | 37 | 114,633.2 | 321 | 162 | 525,960.6 |
IO/PO | 0 | 0 | 0.0 | * | * | * |
CMBS | ||||||
P&I | 162 | 108 | 312,945.1 | 186 | 68 | 284,663.8 |
IO/PO | 8 | 7 | 511,468.0 | * | * | * |
ABS | 356 | 258 | 622,320.5 | 69 | 40 | 128,631.2 |
CBO/CDO/CLO | 15 | 13 | 47,150.0 | 10 | 6 | 48,900.0 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |