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 | 757 | 14 | 5,333,956.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 4,287 | 27 | 80,135,152.1 | 0 | 0 | 0.0 | * | * | * | 1,500 | 27 | 43,767,852.2 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 33 | 15 | 677,028.6 | 0 | 0 | 0.0 | 15 | 11 | 152,644.0 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 268 | 139 | 710,998.5 | 41 | 25 | 241,743.1 | 79 | 49 | 102,213.0 | 29 | 16 | 39,351.2 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,000 | 535 | 10,273,449.5 | 62 | 33 | 595,116.0 | 358 | 160 | 361,377.8 | 606 | 246 | 3,519,737.1 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 118 | 62 | 24,633.8 | 73 | 41 | 22,768.0 | 44 | 39 | 366,391.0 | 11 | 11 | 5,993.9 |
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 | - | - | - | 262 | 125 | 107,845.4 | 320 | 126 | 35,562.3 | 174 | 84 | 252,142.1 | 14 | 4 | 62,775.5 |
IO/PO | - | - | - | 26 | 13 | 208,849.0 | 8 | 5 | 63,727.3 | 34 | 12 | 286,705.2 | * | * | * |
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 | 49 | 36 | 55,264.6 | 158 | 85 | 100,665.7 |
IO/PO | 0 | 0 | 0.0 | 6 | 2 | 128,930.8 |
NON-AGENCY CMBS | ||||||
P&I | 68 | 51 | 277,494.3 | 21 | 13 | 101,464.8 |
IO/PO | 6 | 6 | 171,193.2 | 0 | 0 | 0.0 |
AGENCY CMBS | ||||||
P&I | 53 | 36 | 69,912.1 | 75 | 49 | 108,336.0 |
IO/PO | 0 | 0 | 0.0 | * | * | * |
ABS | 185 | 156 | 451,386.5 | 28 | 17 | 47,709.8 |
CBO/CDO/CLO | 51 | 43 | 169,540.8 | 11 | 7 | 34,859.2 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |