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 | 747 | 14 | 8,903,323.0 | 46 | 7 | 496,890.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,610 | 18 | 98,398,827.2 | 292 | 15 | 14,701,629.0 | 1,192 | 22 | 17,355,268.0 | 0 | 0 | 0.0 |
OTHER | 18 | 10 | 196,762.0 | 0 | 0 | 0.0 | 36 | 15 | 114,715.8 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 347 | 198 | 1,361,036.4 | 139 | 86 | 369,178.2 | 26 | 13 | 36,338.5 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 728 | 398 | 4,170,104.3 | 394 | 183 | 1,979,982.3 | 574 | 246 | 4,963,395.3 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 38 | 23 | 164,992.8 | 22 | 15 | 36,348.5 | 35 | 25 | 56,564.1 | 44 | 25 | 49,469.9 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 245 | 110 | 216,460.4 | 205 | 123 | 266,887.8 | 345 | 115 | 135,560.4 | 7 | 6 | 6,988.7 |
IO/PO | 11 | 11 | 276,625.9 | 44 | 25 | 208,054.8 | 9 | 5 | 38,071.2 | 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 | 48 | 33 | 57,002.7 | 360 | 156 | 354,287.8 |
IO/PO | * | * | * | 9 | 8 | 9,806.0 |
CMBS | ||||||
P&I | 113 | 73 | 395,562.6 | 99 | 63 | 350,022.6 |
IO/PO | * | * | * | 9 | 5 | 728,876.5 |
ABS | 252 | 193 | 946,714.2 | 30 | 20 | 117,204.6 |
CBO/CDO/CLO | 25 | 21 | 97,603.9 | 18 | 11 | 76,398.4 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |