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 | 671 | 28 | 13,129,856.2 | - | - | - | - | - | - | - | - | - | - | - | - |
SINGLE FAMILY 30Y | 7,187 | 40 | 365,946,236.8 | - | - | - | - | - | - | 2,392 | 34 | 68,922,407.1 | - | - | - |
OTHER | - | - | - | 39 | 16 | 911,756.8 | * | * | * | 51 | 10 | 306,213.8 | - | - | - |
AGENCY PASS-THRU (SPECIFIED) | |||||||||||||||
SINGLE FAMILY 15Y | 413 | 271 | 443,654.8 | 52 | 31 | 200,550.3 | 62 | 26 | 616,912.4 | 15 | 13 | 4,268.8 | - | - | - |
SINGLE FAMILY 30Y | 3,202 | 1,549 | 24,158,667.6 | 13 | 13 | 17,234.9 | 130 | 66 | 16,115.4 | 958 | 372 | 8,557,336.6 | - | - | - |
ADJUSTABLE/HYBRID | - | - | - | 8 | 5 | 25,740.5 | 18 | 11 | 178,904.0 | 13 | 6 | 131,516.4 | 26 | 8 | 21,298.2 |
OTHER | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
AGENCY CMO | |||||||||||||||
P&I | - | - | - | 186 | 96 | 374,827.5 | 210 | 104 | 502,495.3 | 250 | 119 | 818,794.3 | 33 | 23 | 110,023.7 |
IO/PO | - | - | - | 5 | 4 | 189,830.3 | 9 | 8 | 121,585.9 | 31 | 28 | 143,336.6 | * | * | * |
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 | 75 | 61 | 243,618.7 | 142 | 83 | 76,702.4 |
IO/PO | * | * | * | 8 | 6 | 32,753.0 |
NON-AGENCY CMBS | ||||||
P&I | 233 | 160 | 727,171.6 | 57 | 41 | 169,433.9 |
IO/PO | * | * | * | * | * | * |
AGENCY CMBS | ||||||
P&I | 56 | 36 | 177,028.6 | 73 | 43 | 342,554.6 |
IO/PO | - | - | - | 6 | 5 | 149,203.0 |
ABS | 382 | 251 | 1,211,097.1 | 74 | 49 | 190,244.0 |
CBO/CDO/CLO | 141 | 111 | 851,589.6 | 62 | 36 | 210,695.0 |
OTHER | - | - | - | - | - | - |