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 | 314 | 18 | 4,107,575.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 6,213 | 32 | 261,516,353.7 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 2,216 | 39 | 60,701,105.8 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 31 | 13 | 486,811.0 | 0 | 0 | 0.0 | 28 | 6 | 157,549.2 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 427 | 274 | 299,153.2 | 95 | 57 | 349,316.6 | 75 | 49 | 43,738.5 | 5 | 5 | 9,284.8 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 4,023 | 1,497 | 13,315,540.2 | 32 | 27 | 12,637.6 | 281 | 142 | 61,026.7 | 1,173 | 521 | 4,326,240.0 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 24 | 12 | 17,729.8 | 21 | 13 | 22,021.9 | 55 | 31 | 29,042.7 | 18 | 7 | 81,417.6 |
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 | 116 | 170,832.2 | 211 | 123 | 157,356.8 | 295 | 148 | 165,162.5 | 20 | 12 | 30,717.4 |
IO/PO | - | - | - | 43 | 26 | 131,868.3 | 24 | 16 | 82,009.7 | 20 | 11 | 17,518.5 | 6 | 3 | 16,746.3 |
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 | 213 | 125 | 871,886.3 | 322 | 176 | 341,158.0 |
IO/PO | * | * | * | * | * | * |
NON-AGENCY CMBS | ||||||
P&I | 282 | 187 | 800,569.1 | 84 | 48 | 235,693.2 |
IO/PO | * | * | * | * | * | * |
AGENCY CMBS | ||||||
P&I | 73 | 44 | 155,616.2 | 70 | 48 | 200,328.2 |
IO/PO | * | * | * | * | * | * |
ABS | 651 | 344 | 1,245,514.7 | 119 | 82 | 212,674.3 |
CBO/CDO/CLO | 151 | 110 | 477,534.5 | 81 | 50 | 308,343.1 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |