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 | 724 | 14 | 6,363,327.8 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 4,729 | 26 | 95,073,796.0 | 0 | 0 | 0.0 | * | * | * | 1,454 | 32 | 31,142,430.5 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 47 | 21 | 405,570.5 | 0 | 0 | 0.0 | 12 | 7 | 142,933.0 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 239 | 168 | 1,288,765.1 | 8 | 6 | 79,906.1 | 56 | 50 | 51,199.6 | 15 | 13 | 8,907.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 614 | 336 | 7,549,300.8 | 18 | 12 | 154,114.1 | 237 | 136 | 190,410.6 | 358 | 168 | 1,912,480.7 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | * | * | * | 0 | 0 | 0.0 | * | * | * | 5 | 4 | 52,826.5 |
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 | - | - | - | 167 | 82 | 198,103.0 | 167 | 91 | 80,629.6 | 134 | 68 | 189,453.6 | 11 | 8 | 58,145.0 |
IO/PO | - | - | - | 39 | 23 | 70,097.3 | 14 | 8 | 16,761.9 | 35 | 11 | 64,953.4 | 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 | 28 | 19 | 21,715.8 | 162 | 73 | 25,339.6 |
IO/PO | * | * | * | * | * | * |
NON-AGENCY CMBS | ||||||
P&I | 64 | 60 | 116,620.6 | 8 | 5 | 15,529.8 |
IO/PO | * | * | * | * | * | * |
AGENCY CMBS | ||||||
P&I | 52 | 32 | 268,379.6 | 42 | 29 | 420,433.6 |
IO/PO | * | * | * | 22 | 7 | 226,442.7 |
ABS | 162 | 129 | 590,632.2 | 13 | 12 | 9,946.9 |
CBO/CDO/CLO | 13 | 10 | 25,116.0 | * | * | * |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |