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 | 1,783 | 17 | 51,290,665.4 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 8,900 | 32 | 313,357,801.2 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 1,163 | 33 | 31,976,931.2 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 19 | 10 | 300,701.0 | 0 | 0 | 0.0 | 20 | 13 | 356,252.6 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 630 | 301 | 7,034,425.0 | 64 | 30 | 298,712.4 | 66 | 50 | 117,960.8 | 10 | 9 | 27,014.3 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,921 | 862 | 19,354,776.1 | 60 | 46 | 634,446.8 | 255 | 115 | 394,268.9 | 584 | 236 | 9,617,832.3 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 13 | 10 | 18,676.3 | * | * | * | 0 | 0 | 0.0 | 14 | 6 | 22,733.3 |
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 | - | - | - | 185 | 99 | 48,321.1 | 282 | 117 | 332,800.4 | 156 | 72 | 63,173.3 | 10 | 7 | 17,171.2 |
IO/PO | - | - | - | 22 | 14 | 193,505.6 | 44 | 18 | 301,602.8 | 50 | 10 | 475,746.7 | 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 | 81 | 53 | 130,081.0 | 333 | 180 | 236,088.0 |
IO/PO | * | * | * | 24 | 12 | 2,290.4 |
NON-AGENCY CMBS | ||||||
P&I | 104 | 83 | 475,932.6 | 31 | 18 | 81,755.0 |
IO/PO | 17 | 10 | 136,040.4 | * | * | * |
AGENCY CMBS | ||||||
P&I | 83 | 46 | 273,071.3 | 104 | 51 | 333,551.0 |
IO/PO | 0 | 0 | 0.0 | 5 | 3 | 494,708.0 |
ABS | 198 | 143 | 656,687.0 | 48 | 32 | 110,231.5 |
CBO/CDO/CLO | 83 | 69 | 156,249.1 | 41 | 28 | 78,754.9 |
OTHER | * | * | * | * | * | * |