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 | 642,852.3 | 64 | 34 | 482,960.9 | 54 | 28 | 370,313.4 | 30 | 15 | 37,232.6 | 0 | 0 | 0.0 |
SINGLE FAMILY 30Y | 3,664 | 1,237 | 16,262,381.6 | 20 | 14 | 160,783.2 | 270 | 145 | 227,587.7 | 1,002 | 433 | 10,882,348.2 | 0 | 0 | 0.0 |
ADJUSTABLE/HYBRID | 0 | 0 | 0.0 | 11 | 5 | 41,532.4 | 8 | 4 | 49,332.1 | * | * | * | * | * | * |
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 | - | - | - | 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 | 35 | 19 | 149,194.4 |
IO/PO | 7 | 4 | 283,701.4 | 0 | 0 | 0.0 |
AGENCY CMBS | ||||||
P&I | 31 | 20 | 46,210.1 | 46 | 28 | 221,636.5 |
IO/PO | 16 | 11 | 786,027.2 | * | * | * |
ABS | 226 | 151 | 572,765.5 | 89 | 44 | 359,752.4 |
CBO/CDO/CLO | 77 | 66 | 212,107.2 | 10 | 7 | 48,300.0 |
OTHER | 0 | 0 | 0.0 | 0 | 0 | 0.0 |