i abs 02582jcz1 amxca series 2004-4 c 03/15/12 ... - Liberty Online

Date: 01/09/09 Executive Inventory Summary Report 

Report#: L100 

Time: 16:53:59 For 12/31/08 

Version: 

User: 

DEREK 

Page#: 1 

Institution: B97 (Corporate America Credit Union) - Portfolio: 1 (INVESTMENT PORTFOLIO) 

P SGrp CUSIP Description Mat Date Rate Par Value Book Value Market Value Gain/(Loss) TE Yld WAL 

I ABS 02582JCZ1 AMXCA SERIES 2004-4 C 03/15/12 1.285 1,025,000.00 1,021,911.02 993,105.38 -28,805.64 1.3799 3.2472 

I ABS 14041GCR5 COAFT SERIES 2005-D C 10/15/12 1.235 2,040,348.81 2,036,615.37 1,765,788.25 -270,827.12 1.3606 1.4722 

I ABS 02586BAA1 AMXCA SEIRES 2007-6 C 01/15/13 1.195 200,000.00 198,572.18 184,255.46 -14,316.72 1.3743 4.0972 

I ABS 02582JEE6 AMXCA SERIES 2006-1 C 12/15/13 1.225 2,250,000.00 2,210,285.34 1,961,967.38 -248,317.96 1.5907 5.0250 

I ABS 02582JET3 AMXCA SERIES 2007-5 C 12/15/14 1.225 10,000,000.00 9,737,757.55 8,213,970.00 -1,523,787.55 1.6820 6.0389 

I ABS 78442GSC1 SLMA SERIES 2006-3 CL 07/25/19 3.615 5,000,000.00 4,982,089.16 4,449,545.00 -532,544.16 3.6552 10.7139 

I ABS 78443CAZ7 SLMA SERIES 2003-C CL 09/15/20 2.386 5,000,000.00 4,995,800.52 3,803,900.00 -1,191,900.52 2.3943 11.8750 

I ABS 78443CBZ6 SLMA SERIES 2005-B CL 03/15/23 2.176 4,000,000.00 3,959,043.94 2,941,852.00 -1,017,191.94 2.2596 14.4056 

I ABS 78443CCA0 SLMA SERIES 2005-B CL 12/15/23 2.266 4,970,000.00 4,894,530.68 2,651,644.10 -2,242,886.58 2.3857 15.1694 

I ABS 31846LAZ9 FAMLT SERIES 1996-1 C 06/20/27 1.268 12,279.63 12,279.63 11,625.99 -653.64 1.2671 0.0389 

I ABS 126673TP7 CWHEL SERIES 2004-T C 01/15/30 1.435 1,894,509.08 1,895,181.17 980,612.68 -914,568.49 1.4318 12.3139 

I ABS 743844CY6 PBHET SERIES 2000-1 C 03/25/30 0.991 3,653,451.50 3,653,451.50 2,822,291.28 -831,160.22 0.9911 0.0389 

I ABS 86358RJ40 ARC SERIES 2002-BC2M 05/25/32 0.721 532,344.42 532,344.42 276,320.03 -256,024.39 0.7212 7.8667 

I ABS 12506YBX6 CDCMC SERIES 2003-HE4 03/25/34 0.781 68,955.82 68,955.82 32,201.66 -36,754.16 0.7812 0.5750 

I ABS 004375AV3 ACCR SERIES 2004-1 CL 04/25/34 0.771 727,261.46 727,672.58 524,013.70 -203,658.88 0.7525 3.0444 

I ABS 43718RAA1 HLMLT SERIES 2004-2 C 04/15/35 1.515 1,158,909.33 1,159,518.38 840,209.26 -319,309.12 1.4646 1.0528 

I ABS 040104MY4 ARSI SERIES 2005-W1 C 05/25/35 0.711 2,656,780.61 2,657,991.15 1,454,617.41 -1,203,373.74 0.7021 5.0917 

I ABS 03072SA96 AMSI SERIES 2005-R3 C 05/25/35 0.671 2,659,664.00 2,661,739.57 2,329,046.75 -332,692.82 0.6526 4.2528 

I ABS 126685DJ2 CWHEL SERIES 2006-C C 05/15/36 1.375 1,978,588.71 1,942,235.76 1,385,012.10 -557,223.66 2.0587 2.7667 

Totals: SGroup 1.697 49,828,093.37 49,347,975.74 37,621,978.43 -11,725,997.31 1.8607 7.7517 

I MBS 31360CND0 FNMA ARM - Pool#: 002 05/01/14 5.250 5,226.77 5,224.29 5,226.77 2.48 5.1914 2.9216 

I MBS 31361DEW5 FNMA ARM - Pool#: 028 05/01/16 4.750 12,464.85 12,464.85 12,496.66 31.81 4.7080 4.0571 

I MBS 313614LU1 FNMA ARM - Pool#: 049 05/01/16 4.800 2,847.85 2,846.44 2,840.87 -5.57 4.5472 0.9486 

I MBS 31362LBF6 FNMA ARM - Pool#: 063 10/01/16 3.943 4,493.43 4,493.43 4,490.82 -2.61 3.9032 4.0777 

I MBS 31346MAT6 FHLMC ARM - Pool#: 64 11/01/16 5.500 4,175.63 4,173.63 4,196.51 22.88 5.3872 4.1447 

I MBS 31362HQ51 FNMA ARM - Pool#: 061 12/01/16 4.370 2,508.50 2,500.97 2,501.29 0.32 4.4127 4.0692 

I MBS 31362GB34 FNMA ARM - Pool#: 060 01/01/17 5.875 3,416.87 3,415.14 3,433.95 18.81 5.8428 3.8508 

I MBS 31361SQY5 FNMA ARM - Pool#: 040 01/01/17 4.010 21,148.48 21,148.48 21,093.25 -55.23 3.9153 2.2675 

I MBS 31362HQ77 FNMA ARM - Pool#: 061 01/01/17 4.370 1,648.23 1,647.42 1,640.65 -6.77 4.3382 3.8226 

I MBS 31362HRA9 FNMA ARM - Pool#: 061 03/01/17 4.010 4,687.26 4,672.98 4,675.02 2.04 4.0537 4.3287 

I MBS 31362HGP8 FNMA ARM - Pool#: 061 04/01/17 6.365 3,473.52 3,471.74 3,566.37 94.63 6.3474 4.4094 

I MBS 31346VHZ5 FHLMC ARM - Pool#: 39 05/01/17 3.943 674.85 674.85 671.57 -3.28 3.7484 2.3320 

I MBS 31362RLZ8 FNMA ARM - Pool#: 068 05/01/17 6.410 1,815.35 1,814.52 1,670.12 -144.40 6.3903 4.3893 

I MBS 31346MAG4 FHLMC ARM - Pool#: 64 06/01/17 5.625 8,672.91 8,668.54 8,672.91 4.37 5.5319 4.7639 

I MBS 313617GP1 FNMA ARM - Pool#: 052 06/01/17 4.370 32,116.90 32,116.90 31,969.13 -147.77 4.3158 3.4907 

I MBS 31362DEW4 FNMA ARM - Pool#: 057 06/01/17 4.375 33,468.98 33,401.49 33,182.17 -219.32 4.3906 4.1720 

I MBS 31362BTM4 FNMA ARM - Pool#: 056 07/01/17 5.375 4,861.81 4,859.44 4,861.81 2.37 5.3588 4.7964 

I MBS 313618S84 FNMA ARM - Pool#: 053 07/01/17 4.370 14,275.98 14,232.20 14,210.29 -21.91 4.4148 3.8665 

I MBS 31362FR96 FNMA ARM - Pool#: 059 08/01/17 4.750 47,293.30 47,293.30 47,285.84 -7.46 4.7184 4.6805 

I MBS 31362DEY0 FNMA ARM - Pool#: 057 08/01/17 4.375 49,463.87 49,463.87 49,030.80 -433.07 4.3441 4.7341 

I MBS 313619MV7 FNMA ARM - Pool#: 054 08/01/17 4.370 15,121.16 15,105.55 15,051.59 -53.96 4.3610 4.4004 

I MBS 31362DK56 FNMA ARM - Pool#: 057 08/01/17 4.861 12,518.55 12,518.55 12,442.14 -76.41 4.8262 4.4798 

I MBS 31362CN22 FNMA ARM - Pool#: 057 09/01/17 4.125 24,095.96 24,095.96 23,987.26 -108.70 4.0255 2.2224 

I MBS 31362CG79 FNMA ARM - Pool#: 056 10/01/17 4.750 897.07 897.07 896.93 -0.14 4.7051 3.9522 

I MBS 31362DEL8 FNMA ARM - Pool#: 057 10/01/17 4.019 117,936.63 117,936.63 117,046.63 -890.00 3.9728 3.7519 

I MBS 31362FEB5 FNMA ARM - Pool#: 059 10/01/17 4.625 18,357.54 18,357.54 18,241.91 -115.63 4.5940 4.7309 

I MBS 31362AVM3 FNMA ARM - Pool#: 055 10/01/17 4.882 5,461.41 5,458.66 5,428.16 -30.50 4.8657 4.8791 

I MBS 31362DEL8 FNMA ARM - Pool#: 057 10/01/17 4.019 22,464.12 22,395.38 22,294.60 -100.78 4.0645 3.7519 

I MBS 31349AR61 FHLMC ARM - Pool#: 74 11/01/17 4.775 21,768.88 21,757.71 21,853.98 96.27 4.5518 2.1572 

I MBS 31346VA74 FHLMC ARM - Pool#: 39 11/01/17 4.000 6,751.24 6,726.88 6,653.55 -73.33 4.0008 4.4003


Report#: L100 


Version: 

User: 

DEREK 

Page#: 2 



I MBS 31346VBP3 FHLMC ARM - Pool#: 39 11/01/17 4.000 33,438.44 33,334.25 32,954.59 -379.66 3.9919 4.8314 

I MBS 31346XAK1 FHLMC ARM - Pool#: 63 12/01/17 6.250 11,489.60 11,483.85 11,489.60 5.75 6.1607 5.1263 

I MBS 31362DED6 FNMA ARM - Pool#: 057 12/01/17 4.048 46,795.25 46,701.76 44,969.30 -1,732.46 4.0639 4.2644 

I MBS 31362FR70 FNMA ARM - Pool#: 059 12/01/17 4.750 29,402.03 29,402.03 29,397.39 -4.64 4.7215 4.8972 

I MBS 31362JTW5 FNMA ARM - Pool#: 062 12/01/17 4.205 154,288.04 154,288.04 153,357.56 -930.48 4.1766 4.9387 

I MBS 31362PBR1 FNMA ARM - Pool#: 066 12/01/17 5.618 6,793.00 6,789.51 6,793.00 3.49 5.6051 4.9260 

I MBS 31362FTS2 FNMA ARM - Pool#: 059 12/01/17 4.000 16,710.58 16,574.18 16,607.09 32.91 4.1623 4.9329 

I MBS 31346VBR9 FHLMC ARM - Pool#: 39 01/01/18 4.000 58,433.63 58,433.63 57,583.42 -850.21 3.9297 5.4105 

I MBS 31360RHN2 FNMA - Pool#: 013737 01/01/18 5.570 1,728.90 1,728.09 1,769.80 41.71 5.5260 3.4777 

I MBS 31362CL32 FNMA ARM - Pool#: 057 01/01/18 4.803 11,259.23 11,259.23 11,179.41 -79.82 4.7725 4.7594 

I MBS 31362DEG9 FNMA ARM - Pool#: 057 01/01/18 3.947 189,484.56 189,484.56 187,780.13 -1,704.43 3.9155 4.6634 

I MBS 31363FCW0 FNMA ARM - Pool#: 087 01/01/18 4.492 18,489.49 18,489.49 18,441.88 -47.61 4.4540 4.3025 

I MBS 31362CET3 FNMA ARM Pool#: 05 01/01/18 5.220 4,177.06 4,175.11 4,205.79 30.68 5.2021 4.7738 

I MBS 313606CS2 FNMA ARM - Pool#: 021 01/01/18 5.760 3,120.13 3,120.13 3,162.57 42.44 5.5674 1.5896 

I MBS 31362EWL6 FNMA ARM - Pool#: 059 02/01/18 4.010 8,076.07 8,076.07 8,056.39 -19.68 3.9809 4.8794 

I MBS 31362FEG4 FNMA ARM - Pool#: 059 02/01/18 4.750 119,707.13 119,707.13 118,853.56 -853.57 4.7226 4.9838 

I MBS 31348PVM9 FHLMC ARM - Pool#: 77 03/01/18 5.706 15,013.50 15,013.50 15,118.79 105.29 5.6123 5.2255 

I MBS 31363ENK7 FNMA ARM - Pool#: 086 03/01/18 4.386 103,988.99 103,988.99 103,226.98 -762.01 4.3474 4.2465 

I MBS 31363ENK7 FNMA ARM - Pool#: 086 03/01/18 4.386 20,777.02 20,777.02 20,624.77 -152.25 4.3474 4.2465 

I MBS 31363ENK7 FNMA ARM - Pool#: 086 03/01/18 4.386 31,165.53 30,667.64 30,937.16 269.52 4.7842 4.2465 

I MBS 31362SX75 FNMA ARM - Pool#: 070 04/01/18 4.447 19,335.39 19,335.39 19,196.41 -138.98 4.4070 4.1747 

I MBS 31346VCE7 FHLMC ARM - Pool#: 39 05/01/18 4.000 26,417.35 26,417.35 26,028.22 -389.13 3.9157 4.7349 

I MBS 313418FD2 FHLMC ARM - Pool#: 77 05/01/18 4.750 5,740.72 5,737.83 5,737.09 -0.74 4.6784 5.2568 

I MBS 31346VBX6 FHLMC ARM - Pool#: 39 05/01/18 4.000 2,737.41 2,728.84 2,697.09 -31.75 3.9946 5.1635 

I MBS 31362DFQ6 FNMA ARM - Pool#: 057 05/01/18 3.948 43,413.11 43,413.11 43,741.99 328.88 3.9073 4.0508 

I MBS 31346VB40 FHLMC ARM - Pool#: 39 06/01/18 4.000 24,388.02 24,388.02 24,027.81 -360.21 3.9234 5.0971 

I MBS 31346VB40 FHLMC ARM - Pool#: 39 06/01/18 4.000 5,419.56 5,397.15 5,339.51 -57.64 4.0168 5.0971 

I MBS 31346VB40 FHLMC ARM - Pool#: 39 06/01/18 4.000 21,678.24 21,610.21 21,358.05 -252.16 3.9943 5.0971 

I MBS 31342CAH8 FHLMC ARM - Pool#: 79 07/01/18 3.943 21,282.30 21,282.30 21,096.56 -185.74 3.8652 4.9967 

I MBS 31362PVE8 FNMA ARM - Pool#: 067 07/01/18 4.019 4,629.86 4,627.49 4,572.40 -55.09 4.0045 5.1681 

I MBS 31363D5T0 FNMA ARM - Pool#: 086 07/01/18 4.375 25,637.53 25,624.26 25,479.79 -144.47 4.3594 5.0132 

I MBS 313633KK4 FNMA ARM - Pool#: 105 07/01/18 4.885 42,174.83 42,153.71 42,242.64 88.93 4.8582 4.1883 

I MBS 31342CAJ4 FHLMC ARM - Pool#: 79 08/01/18 3.943 10,416.76 10,279.75 10,325.29 45.54 4.1578 5.3410 

I MBS 31362NSH0 FNMA ARM - Pool#: 066 08/01/18 3.943 118,853.01 118,853.01 118,074.68 -778.33 3.9144 4.9161 

I MBS 31362NSH0 FNMA ARM - Pool#: 066 08/01/18 3.943 39,617.67 39,494.75 39,358.23 -136.52 3.9868 4.9161 

I MBS 31362DGV4 FNMA ARM - Pool#: 057 09/01/18 5.186 34,984.35 34,984.35 34,873.79 -110.56 5.1647 5.3528 

I MBS 313638LV8 FNMA ARM - Pool#: 110 09/01/18 5.481 2,182.04 2,180.93 2,203.86 22.93 5.0393 0.6530 

I MBS 31363KSR3 FNMA ARM - Pool#: 091 09/01/18 4.686 7,788.08 7,784.14 7,732.10 -52.04 4.6168 2.5397 

I MBS 31346VFA2 FHLMC ARM - Pool#: 39 10/01/18 4.000 2,254.04 2,252.87 2,220.39 -32.48 3.9395 5.3631 

I MBS 31346VFA2 FHLMC ARM - Pool#: 39 10/01/18 4.000 4,598.24 4,579.13 4,529.59 -49.54 4.0180 5.3631 

I MBS 31362NRA6 FNMA ARM - Pool#: 066 10/01/18 3.948 95,092.56 95,092.56 93,424.75 -1,667.81 3.9223 5.1980 

I MBS 313623XD7 FNMA ARM - Pool#: 077 10/01/18 6.355 5,555.41 5,552.55 5,555.41 2.86 6.3544 5.4810 

I MBS 31347ACQ5 FHLMC ARM - Pool#: 84 11/01/18 5.218 25,165.91 25,165.91 25,287.71 121.80 5.1184 4.8396 

I MBS 31348PZG8 FHLMC ARM - Pool#: 77 11/01/18 4.950 72,511.21 72,435.63 72,531.99 96.36 4.8852 5.1201 

I MBS 31348PY20 FHLMC ARM - Pool#: 77 12/01/18 5.530 7,124.36 7,124.36 7,139.04 14.68 5.4124 4.4442 

I MBS 313418WC5 FHLMC ARM - Pool#: 77 12/01/18 5.000 997.11 996.52 997.63 1.11 4.9335 5.5574 

I MBS 31348PY38 FHLMC ARM - Pool#: 77 12/01/18 5.269 34,285.72 34,267.92 34,414.58 146.66 4.9732 1.8387 

I MBS 31348QEQ7 FHLMC ARM - Pool#: 77 12/01/18 5.270 44,733.21 44,733.21 44,733.21 0.00 5.1755 5.0598 

I MBS 31346VE62 FHLMC ARM - Pool#: 39 01/01/19 3.943 11,566.21 11,566.21 11,392.14 -174.07 3.8676 5.1321 

I MBS 31346VE62 FHLMC ARM - Pool#: 39 01/01/19 3.943 7,886.06 7,853.20 7,767.37 -85.83 3.9613 5.1321 

I MBS 31348P2M1 FHLMC ARM - Pool#: 77 01/01/19 5.155 155,573.22 155,573.22 155,892.67 319.45 5.0757 5.6359 

I MBS 31362NS98 FNMA ARM - Pool#: 066 01/01/19 5.488 12,088.46 12,088.46 12,100.31 11.85 5.4692 5.4554 

I MBS 31362TA37 FNMA ARM - Pool#: 070 01/01/19 4.390 15,690.40 15,690.40 15,612.55 -77.85 4.3523 4.3279


Report#: L100 


Version: 

User: 

DEREK 

Page#: 3 



I MBS 313638LN6 FNMA ARM - Pool#: 110 01/01/19 5.169 2,690.65 2,689.29 2,755.41 66.12 4.9899 1.3525 

I MBS 31346VFC8 FHLMC ARM - Pool#: 39 02/01/19 4.250 2,241.43 2,240.35 2,219.64 -20.71 4.1871 5.4630 

I MBS 31348PT59 FHLMC ARM - Pool#: 77 02/01/19 5.230 5,499.45 5,496.62 5,513.42 16.80 5.1631 5.7426 

I MBS 313623S27 FNMA ARM - Pool#: 077 03/01/19 3.966 6,542.85 6,542.85 6,459.30 -83.55 3.9438 5.5661 

I MBS 31348PYX2 FHLMC ARM - Pool#: 77 04/01/19 4.932 2,896.45 2,896.45 2,897.01 0.56 4.8438 5.1273 

I MBS 313629L47 FNMA ARM - Pool#: 082 04/01/19 5.610 2,311.13 2,310.02 2,301.96 -8.06 5.6075 5.9001 

I MBS 31362NXM3 FNMA ARM - Pool#: 066 04/01/19 3.937 17,840.47 17,840.47 17,431.93 -408.54 3.9153 5.6293 

I MBS 31362NXX9 FNMA ARM - Pool#: 066 05/01/19 6.040 4,747.07 4,747.07 4,746.36 -0.71 6.0314 5.9647 

I MBS 31362THN6 FNMA ARM - Pool#: 070 05/01/19 4.403 73,150.80 73,150.80 73,088.72 -62.08 4.3430 3.3102 

I MBS 313630RA5 FNMA ARM - Pool#: 103 05/01/19 4.375 4,152.25 4,139.33 4,130.16 -9.17 4.4195 5.5233 

I MBS 31348PV98 FHLMC ARM - Pool#: 77 06/01/19 5.604 2,481.42 2,480.10 2,506.37 26.27 5.5050 4.6126 

I MBS 31349GS42 FHLMC ARM - Pool#: 75 07/01/19 5.755 5,016.20 5,013.53 5,007.38 -6.15 5.6865 5.8339 

I MBS 31365BLZ0 FNMA ARM - Pool#: 122 07/01/19 4.534 44,673.29 44,673.29 44,530.35 -142.94 4.5140 5.7081 

I MBS 31288UXH9 FHLMC ARM - Pool#: 84 09/01/19 5.262 16,066.70 16,066.70 16,203.59 136.89 5.1923 6.1871 

I MBS 31362TNL3 FNMA ARM - Pool#: 070 01/01/20 4.522 29,024.93 28,768.91 28,738.83 -30.08 4.6896 5.6110 

I MBS 31348JUF9 FHLMC ARM - Pool#: 63 03/01/20 6.010 7,232.03 7,228.30 7,268.19 39.89 5.9383 5.7461 

I MBS 31348RWG7 FHLMC ARM - Pool#: 78 05/01/20 6.265 1,680.49 1,679.63 1,697.29 17.66 6.1887 5.6486 

I MBS 31348RWH5 FHLMC ARM - Pool#: 78 05/01/20 5.765 2,446.50 2,445.53 2,446.50 0.97 5.6897 5.6989 

I MBS 31364MG91 FNMA ARM - Pool#: 111 06/01/20 4.321 18,344.08 18,344.08 18,310.73 -33.35 4.2919 4.9237 

I MBS 31364NJ70 FNMA ARM - Pool#: 111 06/01/20 4.625 32,588.85 32,554.78 32,572.36 17.58 4.6256 5.4455 

I MBS 31348QCL0 FHLMC ARM - Pool#: 77 08/01/20 4.430 63,410.51 63,410.51 62,388.33 -1,022.18 4.3642 6.0618 

I MBS 31362TVM2 FNMA ARM - Pool#: 070 08/01/20 4.895 7,032.95 7,029.33 7,112.44 83.11 4.8920 6.3362 

I MBS 313632ZV6 FNMA ARM - Pool#: 105 08/01/20 5.373 4,374.81 4,372.57 4,396.68 24.11 5.3626 5.2060 

I MBS 31365DB53 FNMA ARM - Pool#: 124 08/01/20 5.042 9,643.48 9,638.55 9,616.11 -22.44 5.0385 6.1820 

I MBS 3136363H3 FNMA ARM - Pool#: 108 10/01/20 4.825 8,614.68 8,614.68 8,579.40 -35.28 4.8136 6.5683 

I MBS 313627GV7 FNMA ARM - Pool#: 080 11/01/20 3.943 42,372.69 42,283.77 41,971.94 -311.83 3.9651 5.8705 

I MBS 31362TSH7 FNMA ARM - Pool#: 070 11/01/20 6.531 7,266.44 7,262.71 6,685.12 -577.59 6.5464 6.8714 

I MBS 31348T4J8 FHLMC ARM - Pool#: 86 12/01/20 6.796 3,112.17 3,110.58 3,112.17 1.59 6.7377 6.6829 

I MBS 31346VKS7 FHLMC ARM - Pool#: 39 01/01/21 4.019 52,435.27 52,435.27 52,066.53 -368.74 3.9327 4.7274 

I MBS 31364TSN2 FNMA ARM - Pool#: 116 02/01/21 5.870 4,555.69 4,553.35 4,706.50 153.15 5.8659 5.5563 

I MBS 31369HRC8 FNMA ARM - Pool#: 211 09/01/21 4.565 3,646.66 3,645.32 3,646.66 1.34 4.5389 4.4650 

I MBS 31365RVK7 FNMA ARM - Pool#: 135 10/01/21 4.830 68,463.87 67,912.23 68,962.69 1,050.46 4.9628 7.3030 

I MBS 31288UTY7 FHLMC ARM - Pool#: 84 01/01/22 5.799 3,718.47 3,716.48 3,800.28 83.80 5.7336 6.1508 

I MBS 31288UXE6 FHLMC ARM - Pool#: 84 08/01/22 6.081 6,335.99 6,332.56 6,473.82 141.26 6.0433 8.0289 

I MBS 31360QTQ4 FNMA ARM - Pool#: 013 06/01/23 5.873 2,999.07 2,935.97 2,999.07 63.10 6.5619 3.4179 

I MBS 31371UQ51 FNMA ARM - Pool#: 262 09/01/23 4.615 5,407.97 5,405.50 5,407.97 2.47 4.6086 6.3514 

I MBS 31360QT27 FNMA ARM - Pool#: 013 12/01/23 5.087 4,274.12 4,271.87 4,279.34 7.47 5.0896 7.1194 

I MBS 31360FC45 FNMA ARM - Pool#: 004 04/01/24 5.024 3,668.20 3,666.34 3,676.69 10.35 4.9907 3.8197 

I MBS 31360YJ62 FNMA ARM - Pool#: 020 06/01/24 4.891 4,219.89 4,217.73 4,212.75 -4.98 4.8914 7.0398 

I MBS 31360YKN3 FNMA ARM - Pool#: 020 10/01/24 5.500 4,153.81 4,151.66 4,156.40 4.74 5.4796 4.6469 

I MBS 31373MHT5 FNMA ARM - Pool#: 297 11/01/24 5.251 10,810.13 10,804.17 10,711.26 -92.91 5.2638 8.7520 

I MBS 31376R4T5 FNMA ARM - Pool#: 363 12/01/24 5.939 715.85 715.60 715.85 0.25 5.1287 0.4225 

I MBS 3136055W3 FNMA ARM - Pool#: 021 08/01/25 4.359 36,956.72 36,956.72 36,823.51 -133.21 4.3543 8.3271 

I MBS 31360QU74 FNMA ARM - Pool#: 013 08/01/25 4.405 5,207.49 5,204.78 5,188.93 -15.85 4.3535 2.9419 

I MBS 313612MP5 FNMA ARM - Pool#: 048 09/01/25 4.192 15,678.95 15,678.95 15,590.68 -88.27 3.9240 0.9632 

I MBS 3136056A0 FNMA ARM - Pool#: 021 12/01/25 4.253 13,101.67 13,101.67 13,053.39 -48.28 4.2177 4.4646 

I MBS 31375KR25 FNMA ARM - Pool#: 337 02/01/26 4.874 4,206.96 4,204.85 4,206.96 2.11 4.8628 5.2904 

I MBS 31375QKJ2 FNMA ARM - Pool#: 341 06/01/26 5.473 5,806.36 5,803.18 5,746.51 -56.67 5.4867 8.4630 

I MBS 31376SZC6 FNMA ARM - Pool#: 364 06/01/26 6.863 9,182.54 9,177.42 9,578.49 401.07 6.9038 10.5099 

I MBS 31376V4F6 FNMA ARM - Pool#: 367 07/01/26 6.423 6,613.00 6,609.37 6,880.63 271.26 6.4571 10.5298 

I MBS 31361PEA6 FNMA ARM - Pool#: 037 11/01/26 4.668 16,525.12 16,525.12 16,501.69 -23.43 4.6408 5.0817 

I MBS 31362S6V2 FNMA ARM - Pool#: 070 01/01/27 6.127 1,747.69 1,746.83 1,818.03 71.20 6.1192 5.4272 

I MBS 31348SNV2 FHLMC ARM - Pool#: 78 02/01/27 5.267 10,225.34 10,219.62 10,245.31 25.69 5.2489 10.7727


Report#: L100 


Version: 

User: 

DEREK 

Page#: 4 



I MBS 313612HK2 FNMA ARM - Pool#: 047 04/01/27 4.795 18,649.62 18,639.59 18,629.99 -9.60 4.7170 2.3646 

I MBS 31362S6K6 FNMA ARM - Pool#: 070 05/01/27 4.790 3,783.67 3,781.91 3,783.67 1.76 4.7766 5.3207 

I MBS 31380ADD1 FNMA ARM - Pool#: 434 11/01/27 5.387 4,486.85 4,484.48 4,468.72 -15.76 5.4082 10.9947 

I MBS 31362XKJ2 FNMA ARM - Pool#: 074 11/01/27 5.177 7,359.61 7,335.33 7,365.03 29.70 5.2311 9.3561 

I MBS 31362VFC7 FNMA ARM - Pool#: 072 02/01/28 4.928 3,364.53 3,362.70 3,362.16 -0.54 4.9365 8.6685 

I MBS 31362VFH6 FNMA ARM - Pool#: 072 07/01/28 4.026 15,021.83 14,972.85 14,971.11 -1.74 4.0698 7.1958 

I MBS 31362S5F8 FNMA ARM - Pool#: 070 01/01/29 4.794 23,242.29 23,144.15 23,232.41 88.26 4.8780 3.3616 

I MBS 31346SY83 FHLMC ARM - Pool#: 64 03/01/29 6.340 10,367.99 10,362.17 10,367.99 5.82 6.3347 12.4802 

I MBS 31374TUX5 FNMA ARM - Pool#: 323 05/01/29 5.036 2,268.38 2,267.14 2,253.20 -13.94 5.0504 9.9207 

I MBS 31363EHV0 FNMA ARM - Pool#: 086 06/01/29 5.377 3,543.47 3,541.53 3,512.09 -29.44 5.2811 2.1861 

I MBS 31346VHJ1 FHLMC ARM - Pool#: 39 01/01/30 3.948 7,096.90 7,066.01 6,980.16 -85.85 3.9727 6.9700 

I MBS 31346VHL6 FHLMC ARM - Pool#: 39 04/01/30 3.948 7,348.64 7,315.96 7,219.89 -96.07 3.9759 9.7751 

I MBS 313630NV3 FNMA ARM - Pool#: 103 06/01/30 5.969 636.04 620.86 638.11 17.25 6.4700 6.1597 

I MBS 31346VJD2 FHLMC ARM - Pool#: 39 10/01/30 4.027 33,527.84 33,381.04 33,002.12 -378.92 4.0530 8.2529 

I MBS 3128JRES1 FHLMC ARM - Pool#: 84 08/01/31 4.194 531,539.22 533,332.77 522,795.40 -10,537.37 4.0746 6.8127 

I MBS 31388JK53 FNMA ARM - Pool#: 606 09/01/31 5.178 12,184.63 12,177.86 12,103.24 -74.62 5.1997 12.3860 

I MBS 31385XCP0 FNMA ARM - Pool#: 555 05/01/36 4.437 138,599.28 138,599.28 138,381.42 -217.86 4.4272 7.6151 

I MBS 31376JEV7 FNMA ARM - Pool#: 356 06/01/36 4.776 33,868.03 33,792.47 33,816.48 24.01 4.7967 4.1970 

Totals: SGroup 4.458 3,925,264.85 3,923,794.82 3,898,828.40 -24,966.42 4.4192 5.3344 

I PCMO 12669E5B8 CWHL SERIES 2003-50 C 11/25/18 5.000 2,043,872.23 2,016,798.82 1,878,023.24 -138,775.58 5.2993 5.0556 

I PCMO 32051GUZ6 FHASI SERIES 2005-5 C 10/25/20 5.000 3,352,354.37 3,302,775.01 3,035,784.84 -266,990.17 5.2069 8.9583 

I PCMO 05948KZ69 BOAA SERIES 2005-12 C 01/25/21 5.250 2,808,033.62 2,777,509.35 2,475,627.02 -301,882.33 5.4072 8.6833 

I PCMO 59020UAS4 MLCC SERIES 2004-A CL 04/25/29 0.721 261,001.86 256,276.31 192,714.90 -63,561.41 0.9950 6.8444 

I PCMO 59020UTB1 MLCC SERIES 2005-A CL 03/25/30 0.701 675,673.05 668,899.98 484,203.52 -184,696.46 1.7301 0.9833 

I PCMO 22541NZP7 CSFB SERIES 2003-AR2 02/25/33 1.471 840,900.79 780,697.05 677,551.61 -103,145.44 2.1911 11.2278 

I PCMO 76110HAD1 RALI SERIES 2003-QS4 03/25/33 0.901 2,826,510.20 2,767,484.37 2,293,616.93 -473,867.44 1.2558 6.1222 

I PCMO 81743PAP1 SEMT SERIES 2003-2 CL 06/20/33 1.168 1,161,934.77 1,161,934.74 865,475.25 -296,459.49 1.1673 0.0389 

I PCMO 76110HLF4 RALI SER 2003-RQ19 CL 10/25/33 5.750 2,314,821.20 2,296,867.30 2,234,523.52 -62,343.78 6.0228 3.1278 

I PCMO 000780PQ3 AMAC SERIES 2003-13 C 01/25/34 5.500 1,108,983.17 1,105,175.77 1,100,089.68 -5,086.09 5.5610 6.7667 

I PCMO 81744FAA5 SEMT SERIES 2004-1 CL 02/20/34 2.164 3,531,905.22 2,907,703.60 2,615,289.28 -292,414.32 3.6576 15.5222 

I PCMO 05949ANR7 BOAMS SERIES 2004-7 C 08/25/34 5.500 2,960,900.00 2,951,237.74 2,788,541.57 -162,696.17 5.5364 12.4444 

I PCMO 76111XQD8 RFMSI SERIES 2004-S9 12/25/34 5.000 4,045,773.55 3,980,440.89 3,857,285.01 -123,155.88 5.1717 12.9167 

I PCMO 61913PAG7 MHL SERIES 2007-2 CLA 12/25/34 0.841 1,085,846.57 1,074,349.43 769,660.54 -304,688.89 1.1113 4.0111 

I PCMO 863576BW3 SASC SERIES 2005-6 CL 05/25/35 5.500 1,055,128.89 1,049,974.07 1,010,519.62 -39,454.45 5.5687 9.0722 

I PCMO 576433ZX7 MARM SERIES 2005-6 CL 05/25/35 0.771 703,692.69 671,683.80 627,514.09 -44,169.71 1.0523 17.7528 

I PCMO 94983CAV9 WFMBS SER 2005-AR10 C 06/25/35 3.622 2,200,000.00 2,192,844.03 2,177,047.40 -15,796.63 4.9339 0.2500 

I PCMO 94982BAC4 WFMBS SERIES 2005-AR8 06/25/35 4.671 3,886,732.92 3,634,597.91 3,077,787.20 -556,810.71 7.0757 3.0028 

I PCMO 362341EJ4 GSR SERIES 2005-6F CL 07/25/35 5.500 17,150,000.00 17,058,385.76 16,383,557.93 -674,827.83 5.5767 8.8417 

I PCMO 362341MH9 GSR SERIES 2005-7F CL 09/25/35 5.000 2,786,655.28 2,778,783.34 2,544,238.56 -234,544.78 5.0242 17.5778 

I PCMO 1729733K3 CMSI SERIES 2005-7 CL 10/25/35 5.500 2,959,490.47 2,969,275.75 2,867,373.37 -101,902.38 5.3607 2.5417 

I PCMO 94982WBE3 WFMBS SERIES 2005-9 C 10/25/35 5.250 4,032,395.03 3,990,213.70 3,881,039.08 -109,174.62 5.3989 8.8556 

I PCMO 94982WAF1 WFMBS SERIES 2005-9 C 10/25/35 5.500 3,312,453.42 3,352,701.97 3,202,913.90 -149,788.07 5.2923 7.0139 

I PCMO 12668AKN4 CWALT SERIES 2005-53T 11/25/35 5.000 4,654,106.45 4,566,874.72 4,185,628.75 -381,245.97 5.6386 3.2167 

I PCMO 251510HN6 DBALT SERIES 2005-5 C 11/25/35 5.500 615,926.71 586,641.28 590,415.03 3,773.75 7.1099 3.3250 

I PCMO 007036SE7 ARMT SERIES 2005-9 CL 11/25/35 0.741 411,819.12 258,757.42 334,984.59 76,227.17 14.3006 3.5000 

I PCMO 126694PF9 CWHL SERIES 2005-28 C 12/25/35 5.500 3,471,310.70 3,464,199.85 3,359,492.84 -104,707.01 5.5417 5.7500 

I PCMO 05949TBB4 BAFC SERIES 2006-1 CL 01/25/36 5.500 10,000,000.00 9,943,395.46 9,409,350.00 -534,045.46 5.6198 5.5056 

I PCMO 761118SA7 RALI SERIES 2006-QS1 01/25/36 5.750 2,795,756.13 2,798,779.04 2,141,057.14 -657,721.90 5.7095 2.8972 

I PCMO 12668AV44 CWALT SER 2005-73CB C 01/25/36 5.750 3,042,329.74 3,040,766.62 2,599,358.92 -441,407.70 5.7554 13.8333 

I PCMO 12668AU52 CWALT SER 2005-73CB C 01/25/36 5.500 2,514,125.82 2,512,543.74 2,317,063.61 -195,480.13 5.5145 4.9944


Report#: L100 


Version: 

User: 

DEREK 

Page#: 5 



I PCMO 3623418W2 GSR SERIES 2006-1F CL 02/25/36 5.500 2,609,075.63 2,584,359.15 2,517,714.93 -66,644.22 5.7983 3.5194 

I PCMO 225470VM2 CSMC SERIES 2006-1 CL 02/25/36 5.750 7,000,000.00 6,969,336.60 6,634,075.00 -335,261.60 5.8725 4.0250 

I PCMO 05949CRS7 BOAMS SERIES 2006-A C 02/25/36 5.432 1,162,968.49 1,076,449.19 935,860.51 -140,588.68 6.4882 9.4333 

I PCMO 86359LTD1 SAMI SERIS 2006-AR1 C 02/25/36 0.701 517,870.99 320,117.35 401,584.87 81,467.52 11.0878 4.7444 

I PCMO 93934FJQ6 WMALT SERIES 2006-AR1 02/25/36 0.721 1,149,268.11 681,933.28 814,226.57 132,293.29 7.7015 7.7556 

I PCMO 94983SAD4 WFMBS SERIES 2006-8 C 07/25/36 0.871 2,751,017.30 2,514,672.67 2,305,425.40 -209,247.27 1.9283 8.8472 

I PCMO 94984FAN9 WFMBS SERIES 2006-11 09/25/36 6.000 3,675,193.69 3,687,026.35 3,526,831.63 -160,194.72 5.9154 4.3194 

I PCMO 94984FAB5 WFMBS SERIES 2006-11 09/25/36 6.000 2,555,924.92 2,582,458.88 2,428,685.87 -153,773.01 5.6975 3.8278 

I PCMO 16163BAM6 CHASE SER 2006-S2 CLA 10/25/36 6.250 4,475,293.12 4,510,835.81 3,906,053.74 -604,782.07 6.1241 7.9917 

I PCMO 16163BAM6 CHASE SER 2006-S2 CLA 10/25/36 6.250 5,370,351.74 5,432,327.07 4,687,264.48 -745,062.59 6.0674 7.9917 

I PCMO 02147PAE4 CWALT SER 2006-29T1 C 10/25/36 0.871 1,516,728.86 1,071,188.11 171,254.61 -899,933.50 3.6499 13.3778 

I PCMO 45661LAA6 INDX SER 2006-AR27 CL 10/25/36 0.551 249,523.18 225,045.09 241,416.80 16,371.71 13.1220 0.8278 

I PCMO 32052RAG5 FHASI SERIES 2006-3 C 11/25/36 6.250 1,428,226.22 1,387,099.81 1,399,226.09 12,126.28 7.7042 2.1556 

I PCMO 46630RBB6 JPMMT SER 2007-S1 CLA 03/25/37 5.750 4,138,203.72 4,129,848.66 3,821,848.39 -308,000.27 5.7707 14.3583 

I PCMO 16163HAT8 CHASE SER 2007-S3 CLA 05/25/37 6.000 4,429,395.83 4,447,184.96 3,819,222.19 -627,962.77 5.9301 7.0361 

I PCMO 059475AK9 BOAA SERIES 2007-2 CL 06/25/37 6.000 4,169,053.82 4,135,026.09 1,345,297.39 -2,789,728.70 6.1143 9.4111 

I PCMO 88522WAA1 TMST SERIES 2007-2 CL 06/25/37 0.611 2,298,354.30 2,253,360.70 1,937,567.84 -315,792.86 1.2344 3.2056 

I PCMO 12545CAD2 CWHL SERIES 2007-10 C 07/25/37 5.500 2,000,000.00 1,887,809.76 1,390,103.00 -497,706.76 6.6962 5.6444 

I PCMO 02660TAE3 AHM SERIES 2004-1 CLA 04/25/44 0.821 584,481.90 508,003.14 392,656.40 -115,346.74 3.3800 5.6222 

I PCMO 92922FWU8 WAMU SERI 2004-AR10 C 07/25/44 0.891 1,473,725.73 1,433,401.94 1,057,365.05 -376,036.89 1.1850 9.8750 

I PCMO 885220FS7 TMST SERIES 2004-3 CL 09/25/44 0.841 2,520,835.92 2,472,526.92 1,694,005.52 -778,521.40 2.0095 1.6694 

I PCMO 885220JN4 TMST SERIES 2005-4 CL 12/25/45 2.000 694,568.75 694,333.98 595,715.99 -98,617.99 2.5074 0.0389 

I PCMO 93363CAB5 WAMU SEIRES 2006-AR7 07/25/46 3.236 655,361.51 461,421.12 441,320.11 -20,101.01 7.1671 10.8528 

I PCMO 93363TAA0 WAMU SERIES 2006-AR11 09/25/46 3.216 487,621.22 441,054.37 325,461.81 -115,592.56 4.1577 13.1917 

I PCMO 93363TAA0 WAMU SERIES 2006-AR11 09/25/46 3.216 1,300,323.25 1,043,444.30 867,898.15 -175,546.15 5.3008 13.1917 

Totals: SGroup 4.756 153,823,802.17 149,868,834.12 133,635,811.28 -16,233,022.84 5.2531 7.3318 

Totals: PortCategory 4.016 207,577,160.39 203,140,604.68 175,156,618.11 -27,983,986.57 4.4230 7.3948 

S CMO 31397A2S1 FHLMC SERIES 3199 CLA 08/15/13 5.600 9,060,164.14 9,235,389.31 9,216,362.28 -19,027.03 3.5339 1.0557 

S CMO 38374BBY8 GNMA SERIES 2003-61 C 01/16/15 3.000 945,715.99 934,365.95 944,557.58 10,191.63 4.3638 0.8324 

S CMO 31392JPE3 FNMA SERIES 2003-16 C 10/25/15 5.000 2,862,588.15 2,874,965.75 2,896,610.58 21,644.83 3.9993 0.7552 

S CMO 31397A4Z3 FHLMC SERIES 3199 CLA 06/15/17 6.350 3,349,045.96 3,400,902.33 3,480,776.66 79,874.33 4.8864 1.2257 

S CMO 31397RM78 FHLMC SERIES 3434 CLA 03/15/18 4.500 8,688,092.20 8,767,100.63 8,860,010.43 92,909.80 4.0828 2.5939 

S CMO 31397P6N5 FHLMC SERIES 3391 CLA 04/15/18 1.345 3,462,659.46 3,379,531.96 3,303,663.14 -75,868.82 1.9991 1.8150 

S CMO 31397P6N5 FHLMC SERIES 3391 CLA 04/15/18 1.345 4,089,907.90 3,949,846.51 3,902,109.96 -47,736.55 2.6041 1.8150 

S CMO 31395U5G2 FHLMC SERIES 2981 CLA 08/15/18 5.000 4,984,310.40 5,038,154.76 5,074,362.93 36,208.17 4.0853 1.3979 

S CMO 31397JTZ7 FHLMC SERIES 3346 CLA 02/15/19 1.425 6,907,137.21 6,746,773.69 6,634,956.63 -111,817.06 1.8277 2.1510 



S CMO 31397JAB0 FHLMC SERIES 3335 CLA 10/15/20 1.345 1,326,043.06 1,294,469.91 1,283,929.66 -10,540.25 1.4561 2.9688 

S CMO 31397JAB0 FHLMC SERIES 3335 CLA 10/15/20 1.345 1,547,050.24 1,509,266.05 1,497,917.94 -11,348.11 1.4781 2.9688 

S CMO 31395GGH9 FHLMC SERIES 2861 CLA 01/15/21 1.495 1,040,922.71 1,030,950.25 1,033,703.29 2,753.04 3.6250 0.3513 

S CMO 31395JME3 FHLMC SERIES 2892 CLA 05/15/21 5.000 3,043,772.48 3,072,449.08 3,081,265.06 8,815.98 3.5867 0.8053 

S CMO 31396HUE7 FHLMC SERIES 3117 CLA 08/15/22 6.000 3,353,820.70 3,367,809.17 3,426,148.19 58,339.02 4.9743 0.6185 

S CMO 31395VG45 FHLMC SERIES 2989 CLA 12/15/22 5.000 5,744,775.66 5,818,369.81 5,827,871.54 9,501.73 3.4771 0.9764 

S CMO 3133T0WA8 FHLMC SERIES 1567 CLA 08/15/23 1.650 1,588,837.89 1,588,837.89 1,558,935.96 -29,901.93 1.6548 0.0389 

S CMO 31359PWW2 FNMA SERIES 1997-34 C 10/25/23 1.119 6,199,247.01 6,179,601.04 5,999,575.46 -180,025.58 1.2354 2.6984 

S CMO 3133T2LW8 FHLMC SERIES 1610 CLA 11/15/23 2.500 905,503.33 913,812.16 917,165.31 3,353.15 1.2923 2.1779 

S CMO 31396HHE2 FHLMC SERIES 3114 CLA 12/15/23 5.000 5,239,782.40 5,278,779.92 5,315,608.86 36,828.94 4.0956 1.0272 

S CMO 31395MDX4 FHLMC SERIES 2934 CLA 04/15/24 5.000 4,988,239.50 5,022,897.93 5,022,499.73 -398.20 3.5549 0.6133


Report#: L100 


Version: 

User: 

DEREK 

Page#: 6 



S CMO 31394KMT8 FHLMC SERIES 2686 CLA 07/15/26 5.500 7,784,422.40 7,823,511.56 7,837,563.54 14,051.98 3.2066 0.3114 

S CMO 31359QVQ4 FNMA SERIES 1997-56 C 09/18/27 1.406 454,122.30 443,785.84 441,668.09 -2,117.75 1.8172 2.8347 

S CMO 31393DRP8 FNMA SERIES 2003-63 C 11/25/27 0.771 2,683,138.75 2,634,537.81 2,556,561.14 -77,976.67 1.4230 2.8652 

S CMO 31396T3S0 FHLMC SERIES 3176 CLA 02/15/28 5.000 9,213,859.65 9,304,582.81 9,369,001.70 64,418.89 3.9835 1.1561 

S CMO 31359RY63 FNMA SERIES 1998-22 C 04/18/28 1.284 1,956,243.60 1,911,753.07 1,899,632.84 -12,120.23 1.6773 2.9629 

S CMO 31395TDD3 FHLMC SERIES 2958 CLA 11/15/28 5.500 7,000,000.00 7,142,013.34 7,184,028.60 42,015.26 3.7534 1.2964 

S CMO 3133TKGC8 FHLMC SERIES 2141 CLA 04/15/29 1.545 3,562,812.81 3,481,456.76 3,425,822.66 -55,634.10 1.6538 2.8652 

S CMO 31339LN71 FHLMC SERIES 2395 CLA 06/15/29 1.795 1,133,760.32 1,137,675.34 1,106,493.38 -31,181.96 0.9468 2.7792 

S CMO 31339LN71 FHLMC SERIES 2395 CLA 06/15/29 1.795 566,880.16 560,200.20 553,246.69 -6,953.51 1.5141 2.7792 

S CMO 31359WVA6 FNMA SERIES 1999-38 C 06/25/29 0.971 2,785,547.48 2,745,660.09 2,695,351.45 -50,308.64 1.4871 2.8594 

S CMO 31395DFU8 FNMA SERIES 2006-39 C 07/25/29 5.500 5,908,146.64 6,022,426.14 6,055,586.21 33,160.07 3.4309 1.1246 

S CMO 31393CCS0 FNMA SERIES 2003-34 C 11/25/29 5.000 4,900,000.00 4,946,914.96 4,922,881.53 -24,033.43 2.8809 0.6107 

S CMO 31339D4L9 FHLMC SERIES 2411 CLA 12/15/29 1.545 281,786.74 275,467.39 272,831.42 -2,635.97 1.8121 2.3539 

S CMO 31393UZQ9 FNMA SERIES 2003-131 12/25/29 0.871 1,832,514.34 1,811,509.62 1,810,937.40 -572.22 3.1110 0.5202 

S CMO 31359XPU7 FNMA SERIES 1999-64 C 01/25/30 1.071 1,239,091.65 1,216,618.85 1,208,644.44 -7,974.41 1.7639 2.7186 

S CMO 3837H4NX9 GNMA SERIES 2000-9 CL 02/16/30 1.540 690,254.71 691,998.66 674,606.64 -17,392.02 -5.5904 0.0417 

S CMO 31393DJY8 FNMA SERIES 2003-64 C 03/25/30 4.500 992,979.75 1,009,720.28 993,034.76 -16,685.52 2.7220 1.1310 

S CMO 31359SF96 FNMA SERIES 2001-14 C 03/25/30 1.521 804,107.82 805,049.80 800,336.55 -4,713.25 1.4740 2.9272 

S CMO 31393DL82 FNMA SERIES 2003-80 C 04/25/30 4.500 628,746.27 638,606.92 629,805.27 -8,801.65 2.9028 1.1848 

S CMO 31393ALG0 FNMA SERIES 2003-26 C 04/25/30 4.500 6,523,971.70 6,541,811.22 6,545,933.35 4,122.13 3.9262 0.9710 

S CMO 31395L4F5 FHLMC SERIES 2914 CLA 06/15/30 5.000 10,197,066.40 10,310,071.65 10,336,638.75 26,567.10 3.6269 0.9530 

S CMO 31392BUS3 FNMA SERIES 2002-3 CL 06/25/30 1.071 4,428,228.50 4,405,893.52 4,285,464.63 -120,428.89 1.2471 2.8551 

S CMO 31358STE1 FNMA SERIES 2000-40 C 07/25/30 0.971 1,025,035.20 1,008,991.49 999,430.74 -9,560.75 1.4636 3.2874 

S CMO 31393E7A1 FNMA SERIES 2003-105 08/25/30 5.500 1,261,678.56 1,284,449.52 1,280,510.50 -3,939.02 2.9071 0.8459 

S CMO 31358SHK0 FNMA SERIES 2000-28 C 09/25/30 0.871 446,879.60 436,673.51 433,594.90 -3,078.61 1.6318 3.1316 

S CMO 31392GQA6 FNMA SERIES 2002-93 C 10/25/30 5.250 8,910,628.65 9,068,931.54 9,063,499.40 -5,432.14 3.0305 0.9694 

S CMO 31358SVW8 FNMA SERIES 2000-38 C 11/18/30 1.384 401,816.80 395,395.44 390,224.83 -5,170.61 1.5116 3.0975 

S CMO 31396E6C5 FHLMC SERIES 3044 CLA 12/15/30 5.500 12,674,195.00 13,031,296.03 13,160,937.32 129,641.29 4.0856 2.1931 

S CMO 31359SUT5 FNMA SERIES 2001-20 C 04/17/31 1.311 1,024,057.65 999,023.15 996,592.42 -2,430.73 1.7356 2.8045 

S CMO 31393DZE4 FNMA SERIES 2003-73 C 05/25/31 0.871 8,601,426.24 8,339,196.18 8,286,528.03 -52,668.15 2.3795 2.0981 

S CMO 31339M2N7 FHLMC SERIES 2388 CLA 06/15/31 1.820 745,486.35 737,993.04 724,664.10 -13,328.94 1.4675 2.8294 

S CMO 313920B25 FNMA SERIES 2001-42 C 09/25/31 0.971 2,587,494.96 2,528,528.40 2,556,912.32 28,383.92 1.7279 3.1540 

S CMO 313921XJ2 FNMA SERIES 2001-53 C 10/25/31 0.821 1,651,229.34 1,613,616.26 1,589,308.24 -24,308.02 1.5559 3.2279 

S CMO 31392BHQ2 FNMA SERIES 2001-72 C 11/18/31 1.434 540,231.30 532,905.28 525,396.55 -7,508.73 1.5045 2.9375 

S CMO 31394UH70 FNMA SERIES 2005-105 11/25/31 5.500 3,050,917.19 3,101,527.60 3,129,988.12 28,460.52 4.0410 1.4080 

S CMO 31339DUM8 FHLMC SERIES 2412 CLA 12/15/31 1.795 4,126,466.00 4,105,544.84 3,993,984.16 -111,560.68 1.2417 3.1155 

S CMO 31393EJL4 FNMA SERIES 2003-71 C 12/25/31 0.971 7,126,951.79 6,991,399.04 6,857,017.78 -134,381.26 1.1536 11.1194 

S CMO 31392BNG7 FNMA SERIES 2001-81 C 01/18/32 1.534 578,522.31 572,703.93 565,129.52 -7,574.41 1.4769 2.9615 

S CMO 31393HLH3 FHLMC SEREIS 2562 CLA 02/15/32 1.645 2,704,932.92 2,656,048.12 2,509,368.97 -146,679.15 1.5041 3.2515 

S CMO 31339DKQ0 FHLMC SERIES 2415 CLA 02/15/32 1.795 5,176,537.00 5,150,303.16 5,025,226.82 -125,076.34 1.2369 3.2071 

S CMO 31392MP22 FHLMC SERIES 2466 CLA 03/15/32 1.745 704,863.80 694,820.52 684,953.09 -9,867.43 1.6323 2.4322 

S CMO 31392BC61 FNMA SERIES 2002-8 CL 03/18/32 1.134 1,935,268.14 1,891,329.31 1,895,117.33 3,788.02 1.6580 2.5269 

S CMO 31392EVD9 FNMA SERIES 2002-60 C 04/25/32 1.471 211,053.26 210,051.64 205,499.29 -4,552.35 1.6484 2.7118 

S CMO 31392CKP8 FNMA SERIES 2002-15 C 04/25/32 1.121 2,021,790.25 1,998,350.43 1,953,036.85 -45,313.58 1.5399 2.8514 

S CMO 31392DKK7 FNMA SERIES 2002-36 C 06/25/32 0.971 786,918.09 775,078.69 765,348.19 -9,730.50 1.5205 2.8201 

S CMO 31392DRQ7 FNMA SERIES 2002-41 C 07/25/32 1.021 1,092,849.00 1,075,849.49 1,061,624.56 -14,224.93 1.5767 2.8976 

S CMO 31392DWQ1 FNMA SERIES 2002-51 C 08/25/32 0.971 1,293,919.00 1,269,818.34 1,255,989.83 -13,828.51 1.6184 2.9923 

S CMO 31392HTZ6 FNMA SERIES 2003-1 CL 08/25/32 0.971 3,961,603.51 3,907,640.35 3,814,786.48 -92,853.87 1.8218 1.6329 

S CMO 31392FD38 FNMA SERIES 2002-78 C 09/25/32 0.971 3,536,771.10 3,484,273.83 3,422,687.95 -61,585.88 1.4904 2.9506 

S CMO 31392FMU8 FNMA SERIES 2002-75 C 11/25/32 1.471 432,340.68 430,288.85 420,963.42 -9,325.43 1.6355 2.9440 

S CMO 31393L6N8 FHLMC SERIES 2571 CLA 12/15/32 1.945 5,072,801.79 5,009,353.34 4,852,185.64 -157,167.70 1.4984 4.7742 

S CMO 31393MH61 FHLMC SERIES 2585 CLA 12/15/32 1.695 1,184,908.90 1,164,484.66 1,134,656.91 -29,827.75 1.7088 2.4534 

S CMO 31393G5T7 FHLMC SERIES 2538 CLA 12/15/32 1.595 3,198,093.26 3,143,544.99 3,098,687.25 -44,857.74 1.4929 2.8638


Report#: L100 


Version: 

User: 

DEREK 

Page#: 7 



S CMO 31392FWC7 FNMA SERIES 2002-86 C 12/25/32 1.471 5,894,619.00 5,865,192.35 5,736,400.35 -128,792.00 1.5067 15.8417 

S CMO 31393JB23 FHLMC SERIES 2551 CLA 01/15/33 1.645 1,425,142.84 1,403,053.87 1,374,211.66 -28,842.21 1.5078 2.7539 

S CMO 31392GNP6 FNMA SERIES 2002-89 C 01/25/33 0.771 1,577,730.75 1,543,997.31 1,508,224.45 -35,772.86 1.4934 3.0694 

S CMO 31392HPL1 FNMA SERIES 2003-11 C 02/25/33 0.921 1,268,098.09 1,246,302.23 1,232,082.20 -14,220.03 1.4999 3.0751 

S CMO 31392HPP2 FNMA SERIES 2003-11 C 02/25/33 0.921 499,612.09 490,163.24 479,742.52 -10,420.72 1.5318 3.2192 

S CMO 31396LPS3 FNMA SERIES 2006-112 03/25/33 5.500 8,745,786.50 8,966,779.98 9,048,255.15 81,475.17 3.7671 1.7069 

S CMO 31392JEV7 FNMA SERIES 2003-14 C 03/25/33 0.971 5,524,669.16 5,449,138.02 5,230,922.50 -218,215.52 1.5143 2.5896 

S CMO 31393BVE2 FNMA SERIES 2003-42 C 05/25/33 0.971 4,541,053.00 4,435,780.39 4,300,059.32 -135,721.07 1.9077 2.5889 

S CMO 31393D5Y3 FNMA SERIES 2003-76 C 08/25/33 0.921 1,269,534.00 1,214,685.30 1,199,443.03 -15,242.27 2.7086 2.5915 

S CMO 31393YAY1 FNMA SERIES 2004-31 C 08/25/33 0.871 12,312,196.98 12,043,459.28 11,901,708.33 -141,750.95 1.0998 10.0944 

S CMO 31396VCJ5 FNMA SERIES 2007-27 C 09/25/33 5.750 9,068,800.08 9,272,716.74 9,318,384.34 45,667.60 2.8788 0.9255 

S CMO 31394RCD9 FHLMC SERIES 2750 CLA 02/15/34 1.595 14,120,589.12 13,653,574.07 13,658,622.75 5,048.68 1.8336 16.0056 

S CMO 31393T7H3 FNMA SERIES 2004-11 C 03/25/34 0.591 2,432,041.70 2,424,976.98 2,341,854.05 -83,122.93 0.6095 16.7444 

S CMO 31393T7H3 FNMA SERIES 2004-11 C 03/25/34 0.591 569,564.80 554,660.11 548,443.57 -6,216.54 0.7577 16.7444 

S CMO 31393T7H3 FNMA SERIES 2004-11 C 03/25/34 0.591 4,636,022.24 4,384,324.07 4,464,104.16 79,780.09 0.9419 16.7444 

S CMO 31394XN44 FHLMC SERIES 2780 CLA 04/15/34 1.545 5,934,571.55 5,752,073.18 5,852,545.68 100,472.50 9.4830 0.3748 

S CMO 31393YVK8 FNMA SERIES 2004-42 C 06/25/34 0.791 12,314,641.20 11,926,896.37 11,871,598.59 -55,297.78 1.9151 2.9495 

S CMO 31394BTG9 FNMA SERIES 2004-90 C 11/25/34 0.771 1,251,109.29 1,205,470.42 1,201,215.55 -4,254.87 2.6655 2.0218 

S CMO 31395MZU6 FHLMC SERIES 2931 CLA 02/15/35 2.031 3,759,503.68 3,526,100.06 3,624,419.83 98,319.77 10.5141 0.7120 

S CMO 31395NTB3 FNMA SERIES 2006-60 C 04/25/35 0.901 5,021,254.45 4,862,896.38 4,847,418.62 -15,477.76 2.1952 2.5528 

S CMO 31395NTB3 FNMA SERIES 2006-60 C 04/25/35 0.901 4,456,117.42 4,235,727.72 4,301,846.63 66,118.91 2.9713 2.5528 

S CMO 31397KNE7 FHLMC SERIES 3365 CLA 05/15/35 1.545 7,197,523.36 6,975,416.34 6,890,620.96 -84,795.38 2.1454 2.4500 

S CMO 31394FM44 FNMA SERIES 2005-84 C 09/25/35 0.721 1,595,277.89 1,557,086.94 1,545,976.46 -11,110.48 1.9211 2.0632 

S CMO 31396NCN4 FHLMC SERIES 3145 CLA 04/15/36 1.595 7,476,576.40 7,155,404.47 6,841,219.18 -314,185.29 2.7033 2.5223 

S CMO 31396KWR9 FNMA SERIES 2006-79 C 05/25/36 0.721 8,435,337.21 8,090,427.05 8,156,879.98 66,452.93 4.5238 1.1199 

S CMO 31396TS95 FHLMC SERIES 3171 CLA 06/15/36 1.625 1,493,623.38 1,344,235.77 1,409,368.09 65,132.32 2.3090 17.8583 

S CMO 31395NAY3 FNMA SERIES 2006-44 C 06/25/36 0.901 14,361,199.80 13,781,529.94 13,146,756.43 -634,773.51 2.5685 2.5845 

S CMO 31395DTR0 FHLMC SERIES 2006-50 06/25/36 0.871 14,427,381.60 13,782,670.47 13,296,397.52 -486,272.95 2.7191 2.5934 

S CMO 31395D5F2 FNMA SERIES 2006-46 C 06/25/36 0.791 3,649,408.70 3,512,169.63 3,494,093.15 -18,076.48 2.5409 2.2769 

S CMO 31397BBG5 FHLMC SERIES 3221 CLA 09/15/36 1.615 7,153,747.00 6,855,901.73 6,740,546.57 -115,355.16 4.9176 1.1077 

S CMO 31397BVF5 FHLMC SERIES 3231 CLA 10/15/36 1.595 4,464,123.28 4,315,131.01 4,163,082.45 -152,048.56 2.2270 2.6231 

S CMO 31396LHM5 FNMA SERIES 2006-103 10/25/36 0.871 14,776,966.20 14,142,969.03 13,766,563.06 -376,405.97 5.5380 0.9803 

S CMO 31397CB99 FHLMC SERIES 3236 CLA 11/15/36 1.495 8,307,746.15 8,029,822.53 7,991,103.05 -38,719.48 3.0335 1.5665 

S CMO 31397E6L4 FHLMC SERIES 3255 CLA 12/15/36 1.475 3,689,328.06 3,537,732.96 3,550,722.96 12,990.00 3.5584 1.5621 

S CMO 31396LV98 FNMA SERIES 2006-115 12/25/36 0.831 7,603,758.20 7,270,236.86 7,178,422.98 -91,813.88 3.0373 2.1243 

S CMO 31397EM44 FHLMC SERIES 3262 CLA 01/15/37 1.465 821,750.89 774,007.25 771,829.52 -2,177.73 6.3787 1.1225 

S CMO 31396PX89 FNMA SERIES 2007-20 C 03/25/37 0.731 13,930,814.80 13,383,049.64 13,366,751.93 -16,297.71 3.2271 1.6667 

S CMO 31396PX89 FNMA SERIES 2007-20 C 03/25/37 0.731 3,028,438.00 2,909,340.09 2,905,815.64 -3,524.45 3.2275 1.6667 

S CMO 31397HA99 FHLMC SERIES 3311 CLA 05/15/37 1.435 1,482,548.66 1,400,133.72 1,405,293.79 5,160.07 5.7499 1.1934 

S CMO 31396WWR3 FNMA SERIES 2007-61 C 07/25/37 0.751 2,475,000.00 2,172,045.20 2,127,895.61 -44,149.59 3.9168 4.2450 

S CMO 31397LF53 FNMA SERIES 2008-53 C 07/25/38 1.371 9,369,784.90 8,928,110.33 9,151,274.96 223,164.63 3.9733 1.9522 

S CMO 31393BX75 FNW SERIES 2003-W6 CL 09/25/42 0.821 2,659,532.04 2,601,582.36 2,567,592.02 -33,990.34 1.6532 2.6064 

S CMO 31393BX75 FNW SERIES 2003-W6 CL 09/25/42 0.821 6,877,073.51 6,644,130.98 6,639,333.08 -4,797.90 2.1475 2.6064 

S CMO 31393BX75 FNW SERIES 2003-W6 CL 09/25/42 0.821 158,778.03 145,392.23 153,289.07 7,896.84 4.3254 2.6064 

S CMO 31393BX75 FNW SERIES 2003-W6 CL 09/25/42 0.821 69,465.39 62,545.87 67,063.97 4,518.10 5.0261 2.6064 

S CMO 31395HHV5 FSPC SERIES T-62 CLAS 10/25/44 3.678 1,657,990.65 1,666,549.16 1,589,016.75 -77,532.41 3.6044 8.0972 

S CMO 31396L5A4 FNW SERIES 2006-W3 CL 10/25/46 0.711 6,021,218.16 5,821,864.78 5,582,343.01 -239,521.77 0.9725 13.5278 

Totals: SGroup 2.341 515,663,339.02 506,758,498.92 502,463,961.60 -4,294,537.32 2.8807 3.2040 

S MBS 31400P2P9 FNMA ARM - Pool#: 693 07/01/33 5.160 139,551.73 142,338.75 138,324.31 -4,014.44 4.8468 8.6996 

S MBS 31401EBK4 FNMA ARM - Pool#: 705 07/01/33 5.152 90,286.65 92,057.77 89,401.16 -2,656.61 4.9557 13.7438


Report#: L100 


Version: 

User: 

DEREK 

Page#: 8 



S MBS 31407YRJ0 FNMA ARM - Pool#: 844 11/01/35 4.273 409,881.74 416,942.71 405,520.60 -11,422.11 3.9804 7.8180 

S MBS 31407XZM6 FNMA ARM - Pool#: 844 11/01/35 4.266 399,987.20 406,905.95 395,779.33 -11,126.62 3.9509 7.2475 

S MBS 31407XWM9 FNMA ARM - Pool#: 844 11/01/35 4.251 400,420.31 407,274.37 392,411.90 -14,862.47 3.8498 5.5183 

Totals: SGroup 4.406 1,440,127.63 1,465,519.55 1,421,437.30 -44,082.25 4.0810 7.4771 

S SBA 83164FMX9 SBA - Pool#: 504874 02/25/10 1.750 54,201.49 54,201.49 54,201.49 0.00 1.3768 0.7004 

S SBA 83164HD80 SBA - Pool#: 506427 05/25/12 4.625 589,456.24 611,835.28 601,684.16 -10,151.12 1.7576 1.5926 

S SBA 83164HEA4 SBA - Pool#: 506429 09/25/12 5.625 879,470.28 909,890.04 901,527.65 -8,362.39 3.0452 1.7153 

S SBA 83164HLD0 SBA - Pool#: 506624 01/25/13 4.625 162,555.49 171,791.96 163,659.59 -8,132.37 1.0725 1.8182 

S SBA 83164AQX6 SBA - Pool#: 500470 02/25/13 4.000 10,535.45 10,667.46 10,535.45 -132.01 2.9726 1.8393 

S SBA 83164HQK9 SBA - Pool#: 506758 03/25/13 5.625 954,935.35 982,227.12 982,559.75 332.63 3.5918 1.8820 

S SBA 83164HHK9 SBA - Pool#: 506534 04/25/13 5.625 297,565.51 312,371.62 301,176.76 -11,194.86 2.4872 1.9090 

S SBA 83164BBJ1 SBA - Pool#: 500941 06/25/14 3.750 92,528.97 92,871.88 92,711.03 -160.85 3.3337 2.2358 

S SBA 83164GN32 SBA - Pool#: 505810 11/25/14 3.375 787,752.76 802,632.96 792,675.79 -9,957.17 2.3232 2.3432 

S SBA 83164KE74 SBA - Pool#: 508258 12/25/14 5.750 4,989,133.21 5,359,406.54 5,338,250.47 -21,156.07 2.1833 2.4056 

S SBA 83164GVC3 SBA - Pool#: 506011 08/25/15 3.375 306,840.70 308,552.22 306,160.36 -2,391.86 2.9502 2.5347 

S SBA 83164KD91 SBA - Pool#: 508228 01/25/16 5.080 7,004,512.00 7,504,486.89 7,430,793.29 -73,693.60 2.0121 2.6719 

S SBA 83164KJP9 SBA - Pool#: 508370 01/25/16 5.125 5,351,028.71 5,717,507.66 5,697,841.57 -19,666.09 2.1609 2.6729 

S SBA 83164KEJ8 SBA - Pool#: 508237 02/25/16 5.125 4,967,561.18 5,318,122.14 5,277,835.81 -40,286.33 2.1041 2.6930 

S SBA 83164BVH3 SBA - Pool#: 501516 05/25/16 3.375 113,504.88 115,075.55 113,532.59 -1,542.96 2.6548 2.7120 

S SBA 83164BWW9 SBA - Pool#: 501561 07/25/16 3.375 238,993.75 241,321.79 239,157.05 -2,164.74 2.8216 2.7496 

S SBA 83164HD98 SBA - Pool#: 506428 08/25/16 5.375 1,400,742.80 1,467,495.96 1,465,693.67 -1,802.29 3.2801 2.8166 

S SBA 83164KGD9 SBA - Pool#: 508296 08/25/16 5.026 8,051,740.54 8,611,703.07 8,582,972.33 -28,730.74 2.1638 2.8082 

S SBA 83164KHC0 SBA - Pool#: 508327 09/25/16 5.080 6,185,918.90 6,610,178.78 6,604,634.22 -5,544.56 2.2649 2.8285 

S SBA 83164KH97 SBA - Pool#: 508356 09/25/16 4.875 6,378,820.44 6,786,253.48 6,780,281.80 -5,971.68 2.2425 2.8235 

S SBA 83164KKU6 SBA - Pool#: 508407 09/25/16 4.875 6,558,016.78 7,003,335.91 6,970,756.15 -32,579.76 2.0997 2.8235 

S SBA 83164BX81 SBA - Pool#: 501603 11/25/16 3.375 123,141.95 124,088.12 123,168.13 -919.99 2.9011 2.7496 

S SBA 83164HLW8 SBA - Pool#: 506641 11/25/16 3.875 718,865.20 742,845.49 744,678.37 1,832.88 2.4329 2.8356 

S SBA 83164KL84 SBA - Pool#: 508451 11/25/16 4.830 4,632,493.25 4,950,379.65 4,923,117.16 -27,262.49 2.0661 2.8598 

S SBA 83164KQN6 SBA - Pool#: 508561 12/25/16 5.125 4,764,693.92 5,060,236.25 5,098,841.18 38,604.93 2.5850 2.8858 

S SBA 83164KN25 SBA - Pool#: 508509 02/25/17 5.080 7,222,403.73 7,723,673.35 7,727,670.91 3,997.56 2.3174 2.9213 

S SBA 83164JHE9 SBA - Pool#: 507429 07/25/17 4.515 2,884,002.71 3,097,005.76 3,043,314.93 -53,690.83 1.7211 2.9946 

S SBA 83164HLR9 SBA - Pool#: 506636 08/25/17 5.125 1,032,018.39 1,099,058.06 1,075,271.30 -23,786.76 2.5945 3.0291 

S SBA 83164CKQ3 SBA - Pool#: 502103 12/25/17 3.000 340,419.15 342,118.82 337,515.87 -4,602.95 2.6493 2.7406 

S SBA 83164CRV5 SBA - Pool#: 502300 06/25/18 2.875 372,154.62 374,131.36 368,898.27 -5,233.09 2.5613 3.1234 

S SBA 83164J6B7 SBA - Pool#: 508066 08/25/18 4.025 3,174,625.40 3,316,706.19 3,233,461.47 -83,244.72 2.3507 3.1915 

S SBA 83164J5Y8 SBA - Pool#: 508063 10/25/18 4.025 3,317,261.35 3,460,750.82 3,379,653.74 -81,097.08 2.4131 3.2220 

S SBA 83164KEA7 SBA - Pool#: 508229 12/25/18 4.325 7,742,348.70 8,286,716.75 8,231,123.17 -55,593.58 1.8645 3.2623 

S SBA 83164GKF8 SBA - Pool#: 505694 02/25/19 2.695 825,815.18 827,277.26 817,557.03 -9,720.23 2.5170 3.2349 

S SBA 83164KBZ5 SBA - Pool#: 508156 02/25/19 3.825 7,042,704.98 7,422,400.29 7,412,446.99 -9,953.30 1.9198 3.2746 

S SBA 83164KAH6 SBA - Pool#: 508108 03/25/19 3.025 7,791,570.90 8,037,203.00 7,949,954.60 -87,248.40 1.8724 3.2608 

S SBA 83164KCM3 SBA - Pool#: 508176 04/25/19 4.575 5,504,583.13 5,884,170.97 5,879,025.92 -5,145.05 2.1764 3.3301 

S SBA 83164KHX4 SBA - Pool#: 508346 04/25/19 3.325 3,744,346.49 3,887,146.93 3,866,694.29 -20,452.64 1.9531 3.2857 

S SBA 83164JJ56 SBA - Pool#: 507484 06/25/19 4.575 7,297,814.38 8,009,169.47 7,773,268.59 -235,900.88 1.3594 3.3590 

S SBA 83164KCW1 SBA - Pool#: 508185 06/25/19 4.325 6,956,944.85 7,423,390.40 7,422,225.32 -1,165.08 2.0197 3.3500 

S SBA 83164KFR9 SBA - Pool#: 508276 07/25/19 4.325 8,506,573.90 9,060,515.58 9,096,760.00 36,244.42 2.0860 3.3643 

S SBA 83164KFR9 SBA - Pool#: 508276 07/25/19 4.325 8,506,573.90 9,090,278.69 9,096,760.00 6,481.31 1.9816 3.3643 

S SBA 83164KB93 SBA - Pool#: 508164 08/25/19 4.810 3,918,944.89 4,115,998.79 4,093,444.68 -22,554.11 2.9976 3.3961 

S SBA 83164KHZ9 SBA - Pool#: 508348 08/25/19 5.075 9,083,990.40 9,591,385.85 9,549,544.91 -41,840.94 3.0748 3.4058 

S SBA 83164KFZ1 SBA - Pool#: 508284 09/25/19 4.325 8,250,690.20 8,581,433.01 8,513,873.85 -67,559.16 2.8622 3.3924 

S SBA 83164KMV2 SBA - Pool#: 508472 09/25/19 3.325 10,292,195.38 10,691,476.46 10,614,881.62 -76,594.84 1.9591 3.3551 

S SBA 83164KD26 SBA - Pool#: 508221 10/25/19 5.325 8,285,420.70 8,822,899.03 8,792,475.46 -30,423.57 3.0502 3.4434


Report#: L100 


Version: 

User: 

DEREK 

Page#: 9 



S SBA 83164KK28 SBA - Pool#: 508413 11/25/19 4.295 9,092,868.62 9,724,321.56 9,649,017.05 -75,304.51 1.9635 3.4189 

S SBA 83164KH22 SBA - Pool#: 508349 12/25/19 5.325 9,225,984.30 9,784,384.43 9,822,926.18 38,541.75 3.1965 3.4715 

S SBA 83164KLC5 SBA - Pool#: 508423 03/25/20 3.825 9,622,229.00 10,130,685.83 10,084,418.71 -46,267.12 2.0412 3.4546 

S SBA 83164KMH3 SBA - Pool#: 508460 06/25/20 4.325 9,692,005.80 10,359,615.65 10,346,216.19 -13,399.46 2.0627 3.5136 

S SBA 83164KQB2 SBA - Pool#: 508850 06/25/20 4.325 10,926,423.65 11,545,836.33 11,624,188.59 78,352.26 2.4153 3.5136 

S SBA 83164KQB2 SBA - Pool#: 508850 06/25/20 4.325 6,888,657.02 7,240,458.63 7,328,568.88 88,110.25 2.5802 3.5136 

S SBA 83164DLT4 SBA - Pool#: 503038 07/25/20 2.000 157,910.79 158,809.85 156,331.68 -2,478.17 1.7407 3.4316 

S SBA 83164KP23 SBA - Pool#: 508541 08/25/20 3.881 9,603,737.71 10,094,790.51 10,090,658.20 -4,132.31 2.1728 3.5213 

S SBA 83164EHX8 SBA - Pool#: 503846 08/25/22 2.500 858,360.96 858,360.96 846,597.29 -11,763.67 2.4042 3.7317 

S SBA 83164EJ32 SBA - Pool#: 503882 09/25/22 2.500 403,125.35 403,125.35 397,903.86 -5,221.49 2.4044 3.7417 

S SBA 83164EMX2 SBA - Pool#: 503974 12/25/22 2.500 870,441.46 870,441.46 861,737.05 -8,704.41 2.4052 3.7716 

S SBA 83164EPE1 SBA - Pool#: 504021 01/25/23 2.700 61,661.42 61,934.88 61,044.81 -890.07 2.4714 3.7914 

S SBA 83164HPT1 SBA - Pool#: 506734 06/25/24 4.375 521,171.02 553,187.73 528,070.62 -25,117.11 2.5569 4.0380 

S SBA 83164FLM4 SBA - Pool#: 504832 11/25/24 2.850 14,828.10 14,913.05 14,679.82 -233.23 2.5917 3.9987 

S SBA 83164FRK2 SBA - Pool#: 504990 05/25/25 2.750 703,848.95 710,388.42 696,810.46 -13,577.96 2.4025 4.0421 

S SBA 83164FSP0 SBA - Pool#: 505026 07/25/25 1.750 726,390.84 732,437.52 719,126.93 -13,310.59 1.4669 3.9993 

S SBA 83164FTQ7 SBA - Pool#: 505059 08/25/25 2.840 323,489.88 327,277.42 320,254.98 -7,022.44 2.4267 4.0710 

S SBA 83164FYT5 SBA - Pool#: 505222 12/25/25 2.750 1,288,445.34 1,294,065.33 1,275,560.89 -18,504.44 2.5378 4.0966 

S SBA 83164FVQ4 SBA - Pool#: 505123 12/25/25 2.750 214,543.86 215,530.07 212,398.42 -3,131.65 2.5315 4.0966 

S SBA 83164F3N2 SBA - Pool#: 505305 04/25/26 2.600 829,740.95 831,506.02 821,443.54 -10,062.48 2.4535 4.1175 

S SBA 83164GBF8 SBA - Pool#: 505438 06/25/26 2.710 3,566,116.29 3,599,506.62 3,530,455.13 -69,051.49 2.3697 4.1387 

S SBA 83164GDP4 SBA - Pool#: 505510 07/25/26 2.710 1,571,568.63 1,579,072.12 1,555,852.94 -23,219.18 2.4907 4.1460 

S SBA 83164GW57 SBA - Pool#: 506068 09/25/27 2.420 95,095.08 95,021.48 94,144.13 -877.35 2.3581 4.2237 

S SBA 83164G2R2 SBA - Pool#: 506184 12/25/27 2.475 935,329.41 935,295.68 922,112.35 -13,183.33 2.3928 4.2465 

S SBA 83164G4T6 SBA - Pool#: 506234 01/25/28 2.500 2,211,649.99 2,215,789.61 2,181,162.20 -34,627.41 2.3680 4.2544 

S SBA 83164HAD2 SBA - Pool#: 506304 03/25/28 2.450 777,195.58 777,195.58 769,423.62 -7,771.96 2.3680 4.2637 

S SBA 83164HL32 SBA - Pool#: 506646 12/25/28 4.000 342,710.06 374,351.43 351,397.72 -22,953.71 1.6384 4.4192 

S SBA 83164HMB3 SBA - Pool#: 506654 12/25/28 4.870 6,702,198.25 7,286,773.84 7,040,963.01 -245,810.83 2.5573 4.4733 

S SBA 83164HPU8 SBA - Pool#: 506735 02/25/29 4.000 2,606,610.38 2,870,980.80 2,767,982.03 -102,998.77 1.4432 4.4313 

S SBA 83164HQG8 SBA - Pool#: 506755 02/25/29 4.000 2,121,617.45 2,262,442.82 2,167,655.59 -94,787.23 2.2280 4.4130 

S SBA 83164HPY0 SBA - Pool#: 506739 03/25/29 4.000 1,906,297.05 2,024,284.78 1,942,975.23 -81,309.55 2.3408 4.4373 

S SBA 83164HSU5 SBA - Pool#: 506831 03/25/29 2.370 1,081,964.83 1,081,964.83 1,066,147.14 -15,817.69 2.2918 4.3302 

S SBA 83164HR44 SBA - Pool#: 506807 04/25/29 3.000 131,939.43 134,471.84 130,620.04 -3,851.80 2.4203 4.3782 

S SBA 83164HSJ0 SBA - Pool#: 506821 04/25/29 1.750 1,025,663.46 1,042,351.87 1,015,406.83 -26,945.04 1.2917 4.2933 

S SBA 83164HRR3 SBA - Pool#: 506796 04/25/29 4.000 3,567,566.06 3,809,794.56 3,645,272.04 -164,522.52 2.2029 4.4433 

S SBA 83164HNK2 SBA - Pool#: 506694 06/25/29 4.950 1,128,747.19 1,240,497.16 1,169,013.87 -71,483.29 2.3803 4.5149 

S SBA 83164HUU2 SBA - Pool#: 506895 06/25/29 3.000 1,797,713.95 1,835,420.46 1,779,736.81 -55,683.65 2.3778 4.3897 

S SBA 83164HTQ3 SBA - Pool#: 506859 07/25/29 3.450 2,727,718.20 2,852,339.19 2,738,435.65 -113,903.54 2.1752 4.2820 

S SBA 83164KEY5 SBA - Pool#: 508251 08/25/29 3.325 5,009,347.63 5,284,302.29 5,204,104.37 -80,197.92 1.8787 4.4227 

S SBA 83164JFC5 SBA - Pool#: 507363 07/25/30 1.360 1,632,699.78 1,633,570.15 1,597,375.39 -36,194.76 1.3014 4.3448 

S SBA 83164JJ49 SBA - Pool#: 507483 09/25/30 3.725 9,120,018.82 9,970,223.27 9,597,131.25 -373,092.02 1.4183 4.5207 

S SBA 83164JJX5 SBA - Pool#: 507478 10/25/30 3.375 6,632,283.49 7,168,902.32 6,887,068.15 -281,834.17 1.3646 4.5024 

S SBA 83164J3F1 SBA - Pool#: 507998 02/25/32 2.350 3,509,521.35 3,509,761.55 3,433,186.28 -76,575.27 2.2738 4.5081 

S SBA 83164J7E0 SBA - Pool#: 508093 03/25/32 1.320 1,389,965.64 1,389,965.64 1,355,611.68 -34,353.96 1.2765 4.4354 

S SBA 83164KD75 SBA - Pool#: 508226 10/25/32 3.325 8,892,811.82 9,357,942.73 9,256,923.55 -101,019.18 1.9888 4.6146 

S SBA 83164KJ95 SBA - Pool#: 508388 03/25/33 4.325 4,735,919.15 4,987,039.61 4,946,761.81 -40,277.80 2.9209 4.7060 

S SBA 83164KMA8 SBA - Pool#: 508453 06/25/33 3.325 23,186,059.87 24,227,671.59 24,240,768.04 13,096.45 2.1634 4.6494 

Totals: SGroup 4.160 358,140,606.94 378,473,390.97 375,119,909.74 -3,353,481.23 2.2084 3.5677 

Totals: PortCategory 3.089 875,244,073.59 886,697,409.44 879,005,308.64 -7,692,100.80 2.6076 3.3599

i abs 02582jcz1 amxca series 2004-4 c 03/15/12 ... - Liberty Online

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