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 | 274 | 20 | 1,829,633.5 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 4,910 | 34 | 230,008,500.9 | 0 | 0 | 0.0 | 0 | 0 | 0.0 | 3,371 | 35 | 58,201,624.7 | 0 | 0 | 0.0 |
OTHER | 0 | 0 | 0.0 | 12 | 6 | 285,929.0 | * | * | * | 16 | 10 | 61,645.2 | 0 | 0 | 0.0 |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 781 | 312 | 638,992.8 | 68 | 41 | 943,100.5 | 58 | 39 | 290,726.0 | 16 | 10 | 6,681.1 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 10,595 | 1,122 | 6,385,560.5 | 19 | 11 | 45,484.2 | 145 | 94 | 607,375.6 | 831 | 341 | 9,954,308.7 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 19 | 12 | 76,223.4 | 15 | 11 | 62,718.6 | 12 | 10 | 25,447.6 | 11 | 8 | 168,527.1 |
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 | - | - | - | 175 | 94 | 480,275.4 | 204 | 99 | 795,844.6 | 421 | 131 | 439,815.2 | 20 | 9 | 91,545.6 |
IO/PO | - | - | - | 17 | 12 | 391,831.6 | 29 | 13 | 335,171.3 | 30 | 22 | 1,134,376.0 | 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 | 115 | 79 | 510,350.3 | 331 | 187 | 305,605.9 |
IO/PO | 0 | 0 | 0.0 | 0 | 0 | 0.0 |
NON-AGENCY CMBS | ||||||
P&I | 222 | 155 | 522,401.7 | 79 | 44 | 243,728.7 |
IO/PO | 0 | 0 | 0.0 | * | * | * |
AGENCY CMBS | ||||||
P&I | 46 | 28 | 125,514.6 | 53 | 39 | 179,369.9 |
IO/PO | * | * | * | 8 | 6 | 949,632.0 |
ABS | 457 | 279 | 701,440.4 | 87 | 55 | 395,692.1 |
CBO/CDO/CLO | 144 | 118 | 387,128.8 | 66 | 46 | 176,791.4 |
OTHER | 0 | 0 | 0.0 | * | * | * |