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 | 1,058 | 17 | 16,818,200.4 | 77 | 9 | 1,089,258.3 | * | * | * | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 6,489 | 24 | 317,003,817.0 | 930 | 20 | 65,507,746.9 | 1,284 | 31 | 34,933,201.3 | 0 | 0 | 0.0 |
OTHER | 32 | 8 | 529,534.2 | * | * | * | 24 | 13 | 118,689.7 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 398 | 230 | 401,884.7 | 214 | 113 | 201,909.2 | 14 | 5 | 25,011.3 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,691 | 945 | 14,492,138.3 | 1,353 | 730 | 8,306,098.2 | 616 | 281 | 5,519,172.6 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 16 | 10 | 20,880.8 | 5 | 5 | 31,932.7 | 13 | 8 | 40,981.3 | 12 | 7 | 26,735.8 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 351 | 165 | 220,626.3 | 298 | 162 | 339,588.1 | 388 | 175 | 322,489.9 | 22 | 20 | 45,328.9 |
IO/PO | 57 | 31 | 318,280.9 | 24 | 12 | 105,187.2 | 22 | 13 | 217,113.9 | 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 | 50 | 34 | 91,033.4 | 292 | 170 | 986,293.5 |
IO/PO | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
NON-AGENCY CMBS | ||||||
P&I | 177 | 100 | 527,011.6 | 21 | 13 | 149,210.3 |
IO/PO | 6 | 4 | 263,840.7 | * | * | * |
AGENCY CMBS | ||||||
P&I | 69 | 41 | 293,858.6 | 67 | 38 | 148,828.8 |
IO/PO | * | * | * | * | * | * |
ABS | 476 | 302 | 1,748,896.8 | 67 | 47 | 225,273.9 |
CBO/CDO/CLO | 107 | 67 | 564,609.0 | 16 | 8 | 29,925.0 |
OTHER | * | * | * | 0 | 0 | 0.0 |