UMBS | 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) |
TRADE COUNT |
UNIQUE SEC ID'S |
$ TRADES (000'S) |
|
AGENCY PASS-THRU (TBA, STIP, $ ROLLS) | |||||||||||||||
SINGLE FAMILY 15Y | 1,436 | 16 | 20,861,829.0 | 0 | 0 | 0.0 | 16 | 4 | 293,308.9 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 4,785 | 22 | 105,980,583.1 | 0 | 0 | 0.0 | 13 | 5 | 53,605.0 | 2,455 | 34 | 57,946,562.1 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 24 | 12 | 663,070.5 | 0 | 0 | 0.0 | 15 | 7 | 139,394.7 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 254 | 158 | 653,768.2 | 19 | 13 | 45,218.6 | 96 | 64 | 75,267.3 | 33 | 11 | 28,230.2 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 983 | 557 | 3,664,136.9 | 37 | 17 | 263,356.5 | 395 | 225 | 935,027.1 | 1,117 | 581 | 5,970,798.6 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 10 | 8 | 49,205.6 | 8 | 5 | 19,985.6 | 252 | 167 | 128,133.6 | 32 | 18 | 52,251.8 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
AGENCY CMO | |||||||||||||||
P&I | - | - | - | 281 | 167 | 224,415.8 | 219 | 150 | 367,636.3 | 273 | 167 | 266,005.3 | 28 | 21 | 397,044.1 |
IO/PO | - | - | - | 10 | 8 | 176,746.1 | 25 | 10 | 109,797.6 | 11 | 4 | 145,723.6 | 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 | 76 | 47 | 109,952.8 | 328 | 143 | 145,482.0 |
IO/PO | 0 | 0 | 0.0 | * | * | * |
NON-AGENCY CMBS | ||||||
P&I | 123 | 93 | 380,911.2 | 60 | 38 | 167,146.8 |
IO/PO | * | * | * | * | * | * |
AGENCY CMBS | ||||||
P&I | 94 | 43 | 451,494.4 | 108 | 64 | 606,647.9 |
IO/PO | 0 | 0 | 0.0 | 17 | 9 | 3,428,142.6 |
ABS | 258 | 174 | 386,612.1 | 57 | 36 | 136,681.1 |
CBO/CDO/CLO | 31 | 26 | 102,582.9 | 8 | 5 | 17,521.8 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |