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 | 965 | 14 | 11,163,900.2 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 5,989 | 25 | 153,929,983.7 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 1,552 | 23 | 59,188,471.1 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 19 | 12 | 189,021.0 | * | * | * | 16 | 14 | 266,206.4 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 379 | 239 | 1,409,136.8 | 41 | 35 | 674,632.4 | 112 | 77 | 555,254.6 | 16 | 12 | 2,382.9 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,035 | 568 | 8,476,491.6 | 62 | 31 | 914,572.2 | 255 | 142 | 1,305,934.0 | 649 | 309 | 5,483,596.0 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 24 | 19 | 35,129.4 | 13 | 12 | 8,726.9 | 14 | 13 | 6,410.4 | 37 | 26 | 10,405.7 |
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 | - | - | - | 257 | 133 | 135,761.3 | 287 | 159 | 224,478.6 | 263 | 132 | 121,447.0 | 10 | 7 | 57,103.5 |
IO/PO | - | - | - | 22 | 16 | 200,235.5 | 22 | 13 | 169,554.4 | 22 | 15 | 462,249.5 | * | * | * |
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 | 94 | 61 | 184,582.8 | 275 | 153 | 363,884.3 |
IO/PO | 0 | 0 | 0.0 | * | * | * |
NON-AGENCY CMBS | ||||||
P&I | 167 | 128 | 754,921.5 | 46 | 24 | 261,185.1 |
IO/PO | * | * | * | 0 | 0 | 0.0 |
AGENCY CMBS | ||||||
P&I | 75 | 49 | 173,123.4 | 50 | 30 | 270,868.8 |
IO/PO | * | * | * | 16 | 9 | 684,257.3 |
ABS | 347 | 250 | 1,352,914.6 | 42 | 33 | 171,144.3 |
CBO/CDO/CLO | 115 | 84 | 465,057.2 | 76 | 53 | 189,444.6 |
OTHER | 0 | 0 | 0.0 | * | * | * |