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 | 671 | 13 | 5,844,709.0 | 14 | 4 | 88,940.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,747 | 19 | 87,742,780.1 | 112 | 7 | 1,823,795.8 | 1,090 | 26 | 18,415,612.5 | 0 | 0 | 0.0 |
OTHER | 17 | 7 | 197,222.0 | 0 | 0 | 0.0 | 17 | 8 | 187,560.1 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | ||||||||||||
SINGLE FAMILY 15Y | 230 | 155 | 383,810.5 | 56 | 35 | 81,550.5 | 9 | 4 | 13,401.5 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 424 | 273 | 2,178,643.3 | 307 | 169 | 1,234,655.2 | 487 | 271 | 2,063,451.3 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | * | * | * | 0 | 0 | 0.0 | 18 | 12 | 78,301.2 | 12 | 10 | 4,125.1 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | ||||||||||||
P&I | 130 | 82 | 230,856.3 | 130 | 83 | 199,631.2 | 183 | 105 | 51,808.4 | 6 | 6 | 27,023.6 |
IO/PO | 27 | 16 | 56,900.8 | 22 | 7 | 25,833.8 | 9 | 5 | 210,090.4 | 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 | 32 | 16 | 37,939.6 | 122 | 69 | 37,646.9 |
IO/PO | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
NON-AGENCY CMBS | ||||||
P&I | 92 | 67 | 269,761.8 | 27 | 14 | 89,707.1 |
IO/PO | 6 | 2 | 35,100.0 | * | * | * |
AGENCY CMBS | ||||||
P&I | 42 | 27 | 49,765.3 | 72 | 34 | 242,418.8 |
IO/PO | 0 | 0 | 0.0 | 5 | 4 | 1,498,277.7 |
ABS | 192 | 153 | 455,580.3 | 26 | 18 | 67,848.2 |
CBO/CDO/CLO | 22 | 18 | 73,995.0 | 17 | 14 | 58,684.3 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |