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 | 887 | 15 | 14,495,529.9 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 7,162 | 27 | 295,348,371.9 | 0 | 0 | 0.0 | 11 | 4 | 155,001.3 | 1,637 | 24 | 55,087,807.3 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 36 | 14 | 565,119.4 | * | * | * | 43 | 15 | 356,725.9 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 330 | 181 | 1,846,971.0 | 57 | 39 | 196,603.2 | 65 | 48 | 277,127.7 | 33 | 15 | 51,443.8 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,382 | 765 | 19,159,920.5 | 67 | 23 | 456,125.0 | 613 | 404 | 7,482,517.0 | 451 | 204 | 6,047,288.3 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 17 | 11 | 59,354.0 | 14 | 12 | 96,976.1 | 5 | 4 | 4,136.2 | 34 | 22 | 40,494.8 |
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 | - | - | - | 279 | 126 | 701,120.1 | 276 | 125 | 420,721.4 | 225 | 100 | 403,690.6 | 11 | 10 | 78,501.1 |
IO/PO | - | - | - | 11 | 10 | 200,772.5 | 29 | 20 | 401,377.0 | 13 | 10 | 126,081.4 | 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 | 55 | 34 | 68,793.1 | 285 | 125 | 156,876.0 |
IO/PO | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
NON-AGENCY CMBS | ||||||
P&I | 101 | 75 | 288,419.0 | 33 | 22 | 80,624.5 |
IO/PO | 0 | 0 | 0.0 | 6 | 4 | 107,181.7 |
AGENCY CMBS | ||||||
P&I | 57 | 34 | 83,835.5 | 70 | 33 | 311,269.0 |
IO/PO | * | * | * | 21 | 10 | 2,463,301.3 |
ABS | 274 | 196 | 805,674.1 | 45 | 24 | 95,800.3 |
CBO/CDO/CLO | 58 | 41 | 302,226.2 | 76 | 47 | 144,465.1 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |