| 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 | 369 | 9 | 8,741,506.5 | 44 | 9 | 659,757.6 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 2,524 | 20 | 72,584,822.7 | 264 | 13 | 13,684,882.7 | 1,213 | 25 | 25,787,884.9 | 0 | 0 | 0.0 |
| OTHER | 16 | 9 | 324,145.9 | * | * | * | 20 | 13 | 127,814.5 | 0 | 0 | 0.0 |
| AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
| SINGLE FAMILY 15Y | 329 | 195 | 1,316,022.2 | 123 | 66 | 170,063.0 | 41 | 18 | 38,161.9 | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 1,052 | 628 | 3,488,750.1 | 592 | 315 | 5,211,395.1 | 922 | 595 | 4,853,003.2 | 0 | 0 | 0.0 |
| ADJUSTABLE/HYBRID | 48 | 33 | 34,536.3 | 82 | 66 | 109,211.7 | 57 | 26 | 47,986.9 | 16 | 12 | 22,081.0 |
| OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
| AGENCY CMO | ||||||||||||
| P&I | 337 | 162 | 183,396.5 | 303 | 173 | 339,707.9 | 341 | 156 | 246,224.1 | 5 | 4 | 3,617.1 |
| IO/PO | 98 | 49 | 102,213.3 | 37 | 20 | 49,516.6 | 54 | 26 | 26,164.0 | 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 | 57 | 37 | 42,567.7 | 346 | 193 | 1,322,295.9 |
| IO/PO | * | * | * | 5 | 4 | 34,530.9 |
| CMBS | ||||||
| P&I | 216 | 127 | 405,096.2 | 171 | 55 | 273,072.3 |
| IO/PO | 13 | 9 | 899,589.0 | 8 | 5 | 1,020,876.9 |
| ABS | 297 | 200 | 1,303,931.9 | 50 | 31 | 86,685.4 |
| CBO/CDO/CLO | 12 | 8 | 29,792.3 | 40 | 28 | 173,980.7 |
| OTHER | 0 | 0 | 0.0 | * | * | * |