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 | 1,419 | 16 | 19,508,360.9 | 49 | 9 | 390,078.6 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,474 | 23 | 88,653,581.8 | 257 | 16 | 8,004,509.3 | 1,087 | 29 | 18,994,583.6 | 0 | 0 | 0.0 |
OTHER | 20 | 8 | 403,545.9 | 0 | 0 | 0.0 | 11 | 9 | 67,880.0 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 336 | 204 | 958,409.4 | 107 | 64 | 84,461.0 | 46 | 23 | 33,855.1 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,209 | 584 | 1,719,812.5 | 710 | 300 | 1,865,072.4 | 776 | 408 | 3,830,260.1 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 43 | 34 | 54,296.9 | 26 | 21 | 258,743.6 | 51 | 26 | 142,636.0 | 12 | 4 | 9,150.1 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 261 | 157 | 589,422.2 | 262 | 141 | 99,170.5 | 554 | 283 | 566,270.3 | 23 | 13 | 71,341.2 |
IO/PO | 29 | 19 | 348,586.0 | 15 | 10 | 366,657.6 | 13 | 10 | 143,386.2 | 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 | 89 | 42 | 47,032.6 | 357 | 183 | 475,378.2 |
IO/PO | * | * | * | 13 | 1 | 12,904.9 |
CMBS | ||||||
P&I | 204 | 137 | 639,633.1 | 166 | 89 | 437,419.7 |
IO/PO | 27 | 14 | 1,408,899.1 | 11 | 7 | 265,351.3 |
ABS | 396 | 236 | 1,762,879.8 | 104 | 47 | 130,521.2 |
CBO/CDO/CLO | 34 | 25 | 136,739.1 | 20 | 12 | 71,794.7 |
OTHER | * | * | * | 0 | 0 | 0.0 |