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 | 331 | 23 | 3,585,174.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 7,352 | 34 | 332,241,532.1 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 2,234 | 34 | 65,110,598.7 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 30 | 10 | 823,548.0 | 0 | 0 | 0.0 | 33 | 9 | 320,975.3 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 242 | 136 | 648,722.9 | 64 | 34 | 483,989.0 | 54 | 28 | 370,614.0 | 30 | 15 | 37,363.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,498 | 1,107 | 15,920,237.4 | 62 | 38 | 268,082.6 | 278 | 154 | 298,595.5 | 895 | 360 | 10,415,965.4 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 11 | 5 | 41,987.5 | 8 | 4 | 49,240.4 | * | * | * | * | * | * |
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 | - | - | - | 195 | 97 | 618,072.4 | 197 | 105 | 927,594.2 | 427 | 173 | 1,707,664.5 | 5 | 4 | 83,892.1 |
IO/PO | - | - | - | 5 | 4 | 24,408.0 | 29 | 6 | 58,692.8 | * | * | * | * | * | * |
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 | 87 | 72 | 156,805.1 | 132 | 79 | 83,182.1 |
IO/PO | 0 | 0 | 0.0 | 6 | 3 | 1,735.4 |
NON-AGENCY CMBS | ||||||
P&I | 128 | 106 | 373,441.0 | 32 | 17 | 142,194.4 |
IO/PO | 7 | 4 | 283,701.4 | * | * | * |
AGENCY CMBS | ||||||
P&I | 31 | 20 | 46,210.1 | 46 | 28 | 221,636.5 |
IO/PO | 16 | 11 | 786,027.2 | * | * | * |
ABS | 225 | 150 | 570,765.5 | 88 | 43 | 359,252.4 |
CBO/CDO/CLO | 77 | 66 | 212,107.2 | 10 | 7 | 48,300.0 |
OTHER | 0 | 0 | 0.0 | * | * | * |