| 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 | 1,923 | 19 | 39,448,982.0 | 528 | 11 | 7,471,603.9 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 2,314 | 23 | 58,831,476.4 | 197 | 18 | 12,021,288.9 | 1,962 | 38 | 52,826,192.7 | 0 | 0 | 0.0 |
| OTHER | 15 | 6 | 450,130.0 | * | * | * | 47 | 14 | 284,670.1 | 0 | 0 | 0.0 |
| AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
| SINGLE FAMILY 15Y | 333 | 220 | 897,575.0 | 140 | 88 | 740,464.4 | 99 | 52 | 43,572.1 | 0 | 0 | 0.0 |
| SINGLE FAMILY 30Y | 987 | 547 | 2,208,727.6 | 469 | 218 | 1,081,991.3 | 1,617 | 1,193 | 5,729,370.9 | 0 | 0 | 0.0 |
| ADJUSTABLE/HYBRID | 19 | 12 | 68,916.8 | 10 | 7 | 12,848.7 | 39 | 21 | 41,170.3 | 10 | 6 | 11,135.0 |
| OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
| AGENCY CMO | ||||||||||||
| P&I | 252 | 127 | 270,361.4 | 204 | 105 | 265,474.1 | 316 | 149 | 219,954.7 | * | * | * |
| IO/PO | 18 | 9 | 158,727.1 | 15 | 7 | 155,046.7 | 19 | 15 | 357,395.4 | 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 | 56 | 23 | 84,472.7 | 348 | 157 | 194,270.4 |
| IO/PO | 0 | 0 | 0.0 | * | * | * |
| CMBS | ||||||
| P&I | 228 | 157 | 677,756.1 | 136 | 54 | 307,723.5 |
| IO/PO | 11 | 11 | 31,521.3 | 9 | 6 | 928,128.3 |
| ABS | 296 | 217 | 731,458.1 | 45 | 37 | 35,679.7 |
| CBO/CDO/CLO | 30 | 22 | 141,607.5 | 23 | 12 | 109,252.2 |
| OTHER | 0 | 0 | 0.0 | * | * | * |