i abs 02582jcz1 amxca series 2004-4 c 03/15/12 ... - Liberty Online
i abs 02582jcz1 amxca series 2004-4 c 03/15/12 ... - Liberty Online
i abs 02582jcz1 amxca series 2004-4 c 03/15/12 ... - Liberty Online
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Date: 01/09/09 Executive Inventory Summary Report<br />
Report#: L100<br />
Time: 16:53:59 For <strong>12</strong>/31/08<br />
Version:<br />
User:<br />
DEREK<br />
Page#: 2<br />
Institution: B97 (Corporate America Credit Union) - Portfolio: 1 (INVESTMENT PORTFOLIO)<br />
P SGrp CUSIP Description Mat Date Rate Par Value Book Value Market Value Gain/(Loss) TE Yld WAL<br />
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<br />
I MBS 31346XAK1 FHLMC ARM - Pool#: 63 <strong>12</strong>/01/17 6.250 11,489.60 11,483.85 11,489.60 5.75 6.1607 5.<strong>12</strong>63<br />
I MBS 31362DED6 FNMA ARM - Pool#: 057 <strong>12</strong>/01/17 4.048 46,795.25 46,701.76 44,969.30 -1,732.46 4.0639 4.2644<br />
I MBS 31362FR70 FNMA ARM - Pool#: 059 <strong>12</strong>/01/17 4.750 29,402.<strong>03</strong> 29,402.<strong>03</strong> 29,397.39 -4.64 4.72<strong>15</strong> 4.8972<br />
I MBS 31362JTW5 FNMA ARM - Pool#: 062 <strong>12</strong>/01/17 4.205 <strong>15</strong>4,288.04 <strong>15</strong>4,288.04 <strong>15</strong>3,357.56 -930.48 4.1766 4.9387<br />
I MBS 31362PBR1 FNMA ARM - Pool#: 066 <strong>12</strong>/01/17 5.618 6,793.00 6,789.51 6,793.00 3.49 5.6051 4.9260<br />
I MBS 31362FTS2 FNMA ARM - Pool#: 059 <strong>12</strong>/01/17 4.000 16,710.58 16,574.18 16,607.09 32.91 4.1623 4.9329<br />
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<br />
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<br />
I MBS 31362CL32 FNMA ARM - Pool#: 057 01/01/18 4.8<strong>03</strong> 11,259.23 11,259.23 11,179.41 -79.82 4.7725 4.7594<br />
I MBS 31362DEG9 FNMA ARM - Pool#: 057 01/01/18 3.947 189,484.56 189,484.56 187,780.13 -1,704.43 3.9<strong>15</strong>5 4.6634<br />
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<br />
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<br />
I MBS 313606CS2 FNMA ARM - Pool#: 021 01/01/18 5.760 3,<strong>12</strong>0.13 3,<strong>12</strong>0.13 3,162.57 42.44 5.5674 1.5896<br />
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<br />
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<br />
I MBS 31348PVM9 FHLMC ARM - Pool#: 77 <strong>03</strong>/01/18 5.706 <strong>15</strong>,013.50 <strong>15</strong>,013.50 <strong>15</strong>,118.79 105.29 5.6<strong>12</strong>3 5.2255<br />
I MBS 31363ENK7 FNMA ARM - Pool#: 086 <strong>03</strong>/01/18 4.386 1<strong>03</strong>,988.99 1<strong>03</strong>,988.99 1<strong>03</strong>,226.98 -762.01 4.3474 4.2465<br />
I MBS 31363ENK7 FNMA ARM - Pool#: 086 <strong>03</strong>/01/18 4.386 20,777.02 20,777.02 20,624.77 -<strong>15</strong>2.25 4.3474 4.2465<br />
I MBS 31363ENK7 FNMA ARM - Pool#: 086 <strong>03</strong>/01/18 4.386 31,165.53 30,667.64 30,937.16 269.52 4.7842 4.2465<br />
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<br />
I MBS 31346VCE7 FHLMC ARM - Pool#: 39 05/01/18 4.000 26,417.35 26,417.35 26,028.22 -389.13 3.9<strong>15</strong>7 4.7349<br />
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<br />
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<br />
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<br />
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<br />
I MBS 31346VB40 FHLMC ARM - Pool#: 39 06/01/18 4.000 5,419.56 5,397.<strong>15</strong> 5,339.51 -57.64 4.0168 5.0971<br />
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<br />
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<br />
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<br />
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<br />
I MBS 313633KK4 FNMA ARM - Pool#: 105 07/01/18 4.885 42,174.83 42,<strong>15</strong>3.71 42,242.64 88.93 4.8582 4.1883<br />
I MBS 31342CAJ4 FHLMC ARM - Pool#: 79 08/01/18 3.943 10,416.76 10,279.75 10,325.29 45.54 4.<strong>15</strong>78 5.3410<br />
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<br />
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<br />
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<br />
I MBS 313638LV8 FNMA ARM - Pool#: 110 09/01/18 5.481 2,182.04 2,180.93 2,2<strong>03</strong>.86 22.93 5.<strong>03</strong>93 0.6530<br />
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<br />
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<br />
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<br />
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<br />
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<br />
I MBS 31347ACQ5 FHLMC ARM - Pool#: 84 11/01/18 5.218 25,165.91 25,165.91 25,287.71 <strong>12</strong>1.80 5.1184 4.8396<br />
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.<strong>12</strong>01<br />
I MBS 31348PY20 FHLMC ARM - Pool#: 77 <strong>12</strong>/01/18 5.530 7,<strong>12</strong>4.36 7,<strong>12</strong>4.36 7,139.04 14.68 5.4<strong>12</strong>4 4.4442<br />
I MBS 313418WC5 FHLMC ARM - Pool#: 77 <strong>12</strong>/01/18 5.000 997.11 996.52 997.63 1.11 4.9335 5.5574<br />
I MBS 31348PY38 FHLMC ARM - Pool#: 77 <strong>12</strong>/01/18 5.269 34,285.72 34,267.92 34,414.58 146.66 4.9732 1.8387<br />
I MBS 31348QEQ7 FHLMC ARM - Pool#: 77 <strong>12</strong>/01/18 5.270 44,733.21 44,733.21 44,733.21 0.00 5.1755 5.0598<br />
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<br />
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<br />
I MBS 31348P2M1 FHLMC ARM - Pool#: 77 01/01/19 5.<strong>15</strong>5 <strong>15</strong>5,573.22 <strong>15</strong>5,573.22 <strong>15</strong>5,892.67 319.45 5.0757 5.6359<br />
I MBS 31362NS98 FNMA ARM - Pool#: 066 01/01/19 5.488 <strong>12</strong>,088.46 <strong>12</strong>,088.46 <strong>12</strong>,100.31 11.85 5.4692 5.4554<br />
I MBS 31362TA37 FNMA ARM - Pool#: 070 01/01/19 4.390 <strong>15</strong>,690.40 <strong>15</strong>,690.40 <strong>15</strong>,6<strong>12</strong>.55 -77.85 4.3523 4.3279
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