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 | 608 | 20 | 12,389,926.7 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 5,026 | 28 | 130,478,826.5 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 3,911 | 36 | 115,878,044.2 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 29 | 13 | 1,077,324.0 | 0 | 0 | 0.0 | 32 | 14 | 180,390.2 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 481 | 232 | 1,514,919.2 | 55 | 29 | 453,682.4 | 61 | 41 | 188,076.7 | 46 | 24 | 23,972.8 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 1,745 | 825 | 8,410,200.4 | 87 | 60 | 697,196.4 | 264 | 130 | 416,571.4 | 797 | 390 | 7,195,447.8 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 11 | 8 | 69,916.5 | 17 | 10 | 46,290.8 | 15 | 8 | 3,232.0 | * | * | * |
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 | - | - | - | 99 | 55 | 163,467.1 | 92 | 45 | 178,945.5 | 112 | 47 | 91,332.4 | 21 | 8 | 9,890.6 |
IO/PO | - | - | - | 164 | 41 | 290,664.1 | 63 | 16 | 174,444.3 | 83 | 20 | 429,010.7 | 61 | 31 | 679,784.7 |
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 | 50 | 37 | 57,328.5 | 114 | 55 | 37,888.9 |
IO/PO | 0 | 0 | 0.0 | * | * | * |
NON-AGENCY CMBS | ||||||
P&I | 157 | 108 | 352,093.7 | 47 | 26 | 139,804.1 |
IO/PO | 0 | 0 | 0.0 | * | * | * |
AGENCY CMBS | ||||||
P&I | 44 | 29 | 120,861.3 | 53 | 32 | 250,408.3 |
IO/PO | * | * | * | 14 | 5 | 696,616.1 |
ABS | 218 | 139 | 234,111.2 | 41 | 28 | 68,828.9 |
CBO/CDO/CLO | 88 | 64 | 331,117.3 | 36 | 26 | 250,845.2 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |