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 | 387 | 21 | 5,195,716.0 | - | - | - | - | - | - | - | - | - | - | - | - |
SINGLE FAMILY 30Y | 3,888 | 39 | 131,058,010.4 | - | - | - | - | - | - | 1,179 | 37 | 28,626,257.3 | - | - | - |
OTHER | - | - | - | 26 | 15 | 744,567.0 | * | * | * | 16 | 9 | 172,256.2 | - | - | - |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 377 | 194 | 312,624.9 | 41 | 23 | 266,539.8 | 55 | 33 | 52,234.7 | 15 | 9 | 12,442.9 | - | - | - |
SINGLE FAMILY 30Y | 2,700 | 1,087 | 8,579,647.3 | 5 | 3 | 443.4 | 219 | 85 | 22,225.1 | 1,066 | 489 | 3,588,152.1 | - | - | - |
ADJUSTABLE/HYBRID | - | - | - | 7 | 5 | 71,704.4 | 10 | 7 | 72,777.9 | 5 | 4 | 11,980.5 | * | * | * |
OTHER | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
AGENCY CMO | |||||||||||||||
P&I | - | - | - | 162 | 95 | 295,499.2 | 184 | 96 | 190,573.6 | 306 | 117 | 200,964.7 | 11 | 7 | 15,163.8 |
IO/PO | - | - | - | 19 | 10 | 179,228.8 | 16 | 8 | 623,119.6 | 33 | 30 | 144,240.2 | - | - | - |
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 | 96 | 64 | 264,721.1 | 132 | 79 | 33,520.2 |
IO/PO | 6 | 4 | 553,803.5 | 6 | 2 | 22,892.5 |
NON-AGENCY CMBS | ||||||
P&I | 199 | 157 | 397,172.9 | 49 | 30 | 218,383.9 |
IO/PO | - | - | - | 10 | 4 | 566,663.0 |
AGENCY CMBS | ||||||
P&I | 44 | 23 | 28,639.3 | 81 | 48 | 52,490.4 |
IO/PO | * | * | * | 5 | 5 | 101,157.5 |
ABS | 293 | 194 | 469,345.5 | 24 | 19 | 26,673.3 |
CBO/CDO/CLO | 103 | 77 | 515,556.7 | 56 | 35 | 155,213.0 |
OTHER | - | - | - | - | - | - |