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
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
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#: 4<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 3136<strong>12</strong>HK2 FNMA ARM - Pool#: 047 04/01/27 4.795 18,649.62 18,639.59 18,629.99 -9.60 4.7170 2.3646<br />
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<br />
I MBS 31380ADD1 FNMA ARM - Pool#: 434 11/01/27 5.387 4,486.85 4,484.48 4,468.72 -<strong>15</strong>.76 5.4082 10.9947<br />
I MBS 31362XKJ2 FNMA ARM - Pool#: 074 11/01/27 5.177 7,359.61 7,335.33 7,365.<strong>03</strong> 29.70 5.2311 9.3561<br />
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<br />
I MBS 31362VFH6 FNMA ARM - Pool#: 072 07/01/28 4.026 <strong>15</strong>,021.83 14,972.85 14,971.11 -1.74 4.0698 7.1958<br />
I MBS 31362S5F8 FNMA ARM - Pool#: 070 01/01/29 4.794 23,242.29 23,144.<strong>15</strong> 23,232.41 88.26 4.8780 3.3616<br />
I MBS 31346SY83 FHLMC ARM - Pool#: 64 <strong>03</strong>/01/29 6.340 10,367.99 10,362.17 10,367.99 5.82 6.3347 <strong>12</strong>.4802<br />
I MBS 31374TUX5 FNMA ARM - Pool#: 323 05/01/29 5.<strong>03</strong>6 2,268.38 2,267.14 2,253.20 -13.94 5.0504 9.9207<br />
I MBS 31363EHV0 FNMA ARM - Pool#: 086 06/01/29 5.377 3,543.47 3,541.53 3,5<strong>12</strong>.09 -29.44 5.2811 2.1861<br />
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<br />
I MBS 31346VHL6 FHLMC ARM - Pool#: 39 04/01/30 3.948 7,348.64 7,3<strong>15</strong>.96 7,219.89 -96.07 3.9759 9.7751<br />
I MBS 313630NV3 FNMA ARM - Pool#: 1<strong>03</strong> 06/01/30 5.969 636.04 620.86 638.11 17.25 6.4700 6.<strong>15</strong>97<br />
I MBS 31346VJD2 FHLMC ARM - Pool#: 39 10/01/30 4.027 33,527.84 33,381.04 33,002.<strong>12</strong> -378.92 4.0530 8.2529<br />
I MBS 3<strong>12</strong>8JRES1 FHLMC ARM - Pool#: 84 08/01/31 4.194 531,539.22 533,332.77 522,795.40 -10,537.37 4.0746 6.8<strong>12</strong>7<br />
I MBS 31388JK53 FNMA ARM - Pool#: 606 09/01/31 5.178 <strong>12</strong>,184.63 <strong>12</strong>,177.86 <strong>12</strong>,1<strong>03</strong>.24 -74.62 5.1997 <strong>12</strong>.3860<br />
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 7.6<strong>15</strong>1<br />
I MBS 31376JEV7 FNMA ARM - Pool#: 356 06/01/36 4.776 33,868.<strong>03</strong> 33,792.47 33,816.48 24.01 4.7967 4.1970<br />
Totals: SGroup 4.458 3,925,264.85 3,923,794.82 3,898,828.40 -24,966.42 4.4192 5.3344<br />
I PCMO <strong>12</strong>669E5B8 CWHL SERIES 20<strong>03</strong>-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<br />
I PCMO 32051GUZ6 FHASI SERIES 2005-5 C 10/25/20 5.000 3,352,354.37 3,302,775.01 3,<strong>03</strong>5,784.84 -266,990.17 5.2069 8.9583<br />
I PCMO 05948KZ69 BOAA SERIES 2005-<strong>12</strong> C 01/25/21 5.250 2,808,<strong>03</strong>3.62 2,777,509.35 2,475,627.02 -301,882.33 5.4072 8.6833<br />
I PCMO 59020UAS4 MLCC SERIES <strong>2004</strong>-A CL 04/25/29 0.721 261,001.86 256,276.31 192,714.90 -63,561.41 0.9950 6.8444<br />
I PCMO 59020UTB1 MLCC SERIES 2005-A CL <strong>03</strong>/25/30 0.701 675,673.05 668,899.98 484,2<strong>03</strong>.52 -184,696.46 1.7301 0.9833<br />
I PCMO 22541NZP7 CSFB SERIES 20<strong>03</strong>-AR2 02/25/33 1.471 840,900.79 780,697.05 677,551.61 -1<strong>03</strong>,145.44 2.1911 11.2278<br />
I PCMO 76110HAD1 RALI SERIES 20<strong>03</strong>-QS4 <strong>03</strong>/25/33 0.901 2,826,510.20 2,767,484.37 2,293,616.93 -473,867.44 1.2558 6.<strong>12</strong>22<br />
I PCMO 81743PAP1 SEMT SERIES 20<strong>03</strong>-2 CL 06/20/33 1.168 1,161,934.77 1,161,934.74 865,475.25 -296,459.49 1.1673 0.<strong>03</strong>89<br />
I PCMO 76110HLF4 RALI SER 20<strong>03</strong>-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.<strong>12</strong>78<br />
I PCMO 000780PQ3 AMAC SERIES 20<strong>03</strong>-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<br />
I PCMO 81744FAA5 SEMT SERIES <strong>2004</strong>-1 CL 02/20/34 2.164 3,531,905.22 2,907,7<strong>03</strong>.60 2,6<strong>15</strong>,289.28 -292,414.32 3.6576 <strong>15</strong>.5222<br />
I PCMO 05949ANR7 BOAMS SERIES <strong>2004</strong>-7 C 08/25/34 5.500 2,960,900.00 2,951,237.74 2,788,541.57 -162,696.17 5.5364 <strong>12</strong>.4444<br />
I PCMO 76111XQD8 RFMSI SERIES <strong>2004</strong>-S9 <strong>12</strong>/25/34 5.000 4,045,773.55 3,980,440.89 3,857,285.01 -<strong>12</strong>3,<strong>15</strong>5.88 5.1717 <strong>12</strong>.9167<br />
I PCMO 61913PAG7 MHL SERIES 2007-2 CLA <strong>12</strong>/25/34 0.841 1,085,846.57 1,074,349.43 769,660.54 -304,688.89 1.1113 4.0111<br />
I PCMO 863576BW3 SASC SERIES 2005-6 CL 05/25/35 5.500 1,055,<strong>12</strong>8.89 1,049,974.07 1,010,519.62 -39,454.45 5.5687 9.0722<br />
I PCMO 576433ZX7 MARM SERIES 2005-6 CL 05/25/35 0.771 7<strong>03</strong>,692.69 671,683.80 627,514.09 -44,169.71 1.0523 17.7528<br />
I PCMO 94983CAV9 WFMBS SER 2005-AR10 C 06/25/35 3.622 2,200,000.00 2,192,844.<strong>03</strong> 2,177,047.40 -<strong>15</strong>,796.63 4.9339 0.2500<br />
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<br />
I PCMO 362341EJ4 GSR SERIES 2005-6F CL 07/25/35 5.500 17,<strong>15</strong>0,000.00 17,058,385.76 16,383,557.93 -674,827.83 5.5767 8.8417<br />
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<br />
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<br />
I PCMO 94982WBE3 WFMBS SERIES 2005-9 C 10/25/35 5.250 4,<strong>03</strong>2,395.<strong>03</strong> 3,990,213.70 3,881,<strong>03</strong>9.08 -109,174.62 5.3989 8.8556<br />
I PCMO 94982WAF1 WFMBS SERIES 2005-9 C 10/25/35 5.500 3,3<strong>12</strong>,453.42 3,352,701.97 3,202,913.90 -149,788.07 5.2923 7.0139<br />
I PCMO <strong>12</strong>668AKN4 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<br />
I PCMO 25<strong>15</strong>10HN6 DBALT SERIES 2005-5 C 11/25/35 5.500 6<strong>15</strong>,926.71 586,641.28 590,4<strong>15</strong>.<strong>03</strong> 3,773.75 7.1099 3.3250<br />
I PCMO 007<strong>03</strong>6SE7 ARMT SERIES 2005-9 CL 11/25/35 0.741 411,819.<strong>12</strong> 258,757.42 334,984.59 76,227.17 14.3006 3.5000<br />
I PCMO <strong>12</strong>6694PF9 CWHL SERIES 2005-28 C <strong>12</strong>/25/35 5.500 3,471,310.70 3,464,199.85 3,359,492.84 -104,707.01 5.5417 5.7500<br />
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<br />
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<br />
I PCMO <strong>12</strong>668AV44 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<br />
I PCMO <strong>12</strong>668AU52 CWALT SER 2005-73CB C 01/25/36 5.500 2,514,<strong>12</strong>5.82 2,5<strong>12</strong>,543.74 2,317,063.61 -195,480.13 5.5145 4.9944
Change language