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 | 547 | 12 | 4,874,400.1 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,491 | 21 | 94,929,597.9 | 0 | 0 | 0.0 | * | * | * | 1,063 | 26 | 32,578,419.9 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 21 | 10 | 611,515.1 | 0 | 0 | 0.0 | 14 | 6 | 107,372.9 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 406 | 289 | 656,851.1 | 69 | 46 | 156,083.9 | 101 | 73 | 69,626.3 | 26 | 12 | 31,838.9 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,109 | 764 | 5,154,285.2 | 51 | 24 | 381,516.2 | 238 | 119 | 475,291.9 | 748 | 397 | 3,304,249.5 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 228 | 223 | 89,075.4 | 20 | 12 | 38,391.0 | 44 | 12 | 38,097.0 | 50 | 31 | 44,450.4 |
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 | - | - | - | 176 | 99 | 350,419.7 | 182 | 104 | 417,041.8 | 168 | 75 | 94,389.7 | * | * | * |
IO/PO | - | - | - | 16 | 9 | 225,402.4 | 15 | 8 | 166,691.9 | 12 | 9 | 240,546.2 | 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 | 52 | 37 | 135,143.8 | 183 | 102 | 399,302.7 |
IO/PO | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
NON-AGENCY CMBS | ||||||
P&I | 120 | 87 | 401,060.6 | 40 | 26 | 204,717.9 |
IO/PO | 0 | 0 | 0.0 | * | * | * |
AGENCY CMBS | ||||||
P&I | 59 | 33 | 218,735.8 | 58 | 33 | 131,220.2 |
IO/PO | * | * | * | 5 | 3 | 380,269.2 |
ABS | 339 | 209 | 456,226.4 | 56 | 33 | 177,757.9 |
CBO/CDO/CLO | 58 | 45 | 248,918.8 | 30 | 22 | 73,938.6 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |