| 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 | 460 | 11 | 4,212,746.7 | 25 | 8 | 317,435.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 2,186 | 15 | 57,447,715.0 | 129 | 14 | 4,107,904.1 | 653 | 24 | 14,074,800.7 | 0 | 0 | 0.0 |
| OTHER | 24 | 14 | 390,833.0 | * | * | * | 10 | 7 | 99,658.6 | 0 | 0 | 0.0 |
| AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
| SINGLE FAMILY 15Y | 185 | 128 | 258,550.5 | 145 | 82 | 85,273.7 | 17 | 10 | 1,055.3 | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 398 | 230 | 721,477.4 | 226 | 112 | 1,445,501.3 | 276 | 138 | 351,822.5 | 0 | 0 | 0.0 |
| ADJUSTABLE/HYBRID | 22 | 15 | 11,563.1 | 29 | 26 | 26,026.2 | 34 | 20 | 16,996.1 | * | * | * |
| OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
| AGENCY CMO | ||||||||||||
| P&I | 238 | 104 | 111,440.1 | 199 | 80 | 101,907.9 | 288 | 114 | 182,766.5 | * | * | * |
| IO/PO | 23 | 7 | 2,441.1 | 18 | 8 | 50,436.5 | 41 | 15 | 34,863.1 | * | * | * |
| 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 | 26 | 20 | 158,221.9 | 356 | 156 | 252,060.1 |
| IO/PO | * | * | * | 5 | 2 | 701.1 |
| CMBS | ||||||
| P&I | 99 | 70 | 130,231.8 | 33 | 21 | 44,260.5 |
| IO/PO | * | * | * | 0 | 0 | 0.0 |
| ABS | 210 | 143 | 1,904,030.0 | 10 | 5 | 18,051.9 |
| CBO/CDO/CLO | 13 | 10 | 28,621.5 | 15 | 9 | 69,085.0 |
| OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |