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#: 7<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 />
S CMO 31392FWC7 FNMA SERIES 2002-86 C <strong>12</strong>/25/32 1.471 5,894,619.00 5,865,192.35 5,736,400.35 -<strong>12</strong>8,792.00 1.5067 <strong>15</strong>.8417<br />
S CMO 31393JB23 FHLMC SERIES 2551 CLA 01/<strong>15</strong>/33 1.645 1,425,142.84 1,4<strong>03</strong>,053.87 1,374,211.66 -28,842.21 1.5078 2.7539<br />
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<br />
S CMO 31392HPL1 FNMA SERIES 20<strong>03</strong>-11 C 02/25/33 0.921 1,268,098.09 1,246,302.23 1,232,082.20 -14,220.<strong>03</strong> 1.4999 3.0751<br />
S CMO 31392HPP2 FNMA SERIES 20<strong>03</strong>-11 C 02/25/33 0.921 499,6<strong>12</strong>.09 490,163.24 479,742.52 -10,420.72 1.5318 3.2192<br />
S CMO 31396LPS3 FNMA SERIES 2006-1<strong>12</strong> <strong>03</strong>/25/33 5.500 8,745,786.50 8,966,779.98 9,048,255.<strong>15</strong> 81,475.17 3.7671 1.7069<br />
S CMO 31392JEV7 FNMA SERIES 20<strong>03</strong>-14 C <strong>03</strong>/25/33 0.971 5,524,669.16 5,449,138.02 5,230,922.50 -218,2<strong>15</strong>.52 1.5143 2.5896<br />
S CMO 31393BVE2 FNMA SERIES 20<strong>03</strong>-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<br />
S CMO 31393D5Y3 FNMA SERIES 20<strong>03</strong>-76 C 08/25/33 0.921 1,269,534.00 1,214,685.30 1,199,443.<strong>03</strong> -<strong>15</strong>,242.27 2.7086 2.59<strong>15</strong><br />
S CMO 31393YAY1 FNMA SERIES <strong>2004</strong>-31 C 08/25/33 0.871 <strong>12</strong>,3<strong>12</strong>,196.98 <strong>12</strong>,043,459.28 11,901,708.33 -141,750.95 1.0998 10.0944<br />
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<br />
S CMO 31394RCD9 FHLMC SERIES 2750 CLA 02/<strong>15</strong>/34 1.595 14,<strong>12</strong>0,589.<strong>12</strong> 13,653,574.07 13,658,622.75 5,048.68 1.8336 16.0056<br />
S CMO 31393T7H3 FNMA SERIES <strong>2004</strong>-11 C <strong>03</strong>/25/34 0.591 2,432,041.70 2,424,976.98 2,341,854.05 -83,<strong>12</strong>2.93 0.6095 16.7444<br />
S CMO 31393T7H3 FNMA SERIES <strong>2004</strong>-11 C <strong>03</strong>/25/34 0.591 569,564.80 554,660.11 548,443.57 -6,216.54 0.7577 16.7444<br />
S CMO 31393T7H3 FNMA SERIES <strong>2004</strong>-11 C <strong>03</strong>/25/34 0.591 4,636,022.24 4,384,324.07 4,464,104.16 79,780.09 0.9419 16.7444<br />
S CMO 31394XN44 FHLMC SERIES 2780 CLA 04/<strong>15</strong>/34 1.545 5,934,571.55 5,752,073.18 5,852,545.68 100,472.50 9.4830 0.3748<br />
S CMO 31393YVK8 FNMA SERIES <strong>2004</strong>-42 C 06/25/34 0.791 <strong>12</strong>,314,641.20 11,926,896.37 11,871,598.59 -55,297.78 1.9<strong>15</strong>1 2.9495<br />
S CMO 31394BTG9 FNMA SERIES <strong>2004</strong>-90 C 11/25/34 0.771 1,251,109.29 1,205,470.42 1,201,2<strong>15</strong>.55 -4,254.87 2.6655 2.0218<br />
S CMO 31395MZU6 FHLMC SERIES 2931 CLA 02/<strong>15</strong>/35 2.<strong>03</strong>1 3,759,5<strong>03</strong>.68 3,526,100.06 3,624,419.83 98,319.77 10.5141 0.7<strong>12</strong>0<br />
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 -<strong>15</strong>,477.76 2.1952 2.5528<br />
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<br />
S CMO 31397KNE7 FHLMC SERIES 3365 CLA 05/<strong>15</strong>/35 1.545 7,197,523.36 6,975,416.34 6,890,620.96 -84,795.38 2.1454 2.4500<br />
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<br />
S CMO 31396NCN4 FHLMC SERIES 3145 CLA 04/<strong>15</strong>/36 1.595 7,476,576.40 7,<strong>15</strong>5,404.47 6,841,219.18 -314,185.29 2.7<strong>03</strong>3 2.5223<br />
S CMO 31396KWR9 FNMA SERIES 2006-79 C 05/25/36 0.721 8,435,337.21 8,090,427.05 8,<strong>15</strong>6,879.98 66,452.93 4.5238 1.1199<br />
S CMO 31396TS95 FHLMC SERIES 3171 CLA 06/<strong>15</strong>/36 1.625 1,493,623.38 1,344,235.77 1,409,368.09 65,132.32 2.3090 17.8583<br />
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<br />
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<br />
S CMO 31395D5F2 FNMA SERIES 2006-46 C 06/25/36 0.791 3,649,408.70 3,5<strong>12</strong>,169.63 3,494,093.<strong>15</strong> -18,076.48 2.5409 2.2769<br />
S CMO 31397BBG5 FHLMC SERIES 3221 CLA 09/<strong>15</strong>/36 1.6<strong>15</strong> 7,<strong>15</strong>3,747.00 6,855,901.73 6,740,546.57 -1<strong>15</strong>,355.16 4.9176 1.1077<br />
S CMO 31397BVF5 FHLMC SERIES 3231 CLA 10/<strong>15</strong>/36 1.595 4,464,<strong>12</strong>3.28 4,3<strong>15</strong>,131.01 4,163,082.45 -<strong>15</strong>2,048.56 2.2270 2.6231<br />
S CMO 31396LHM5 FNMA SERIES 2006-1<strong>03</strong> 10/25/36 0.871 14,776,966.20 14,142,969.<strong>03</strong> 13,766,563.06 -376,405.97 5.5380 0.98<strong>03</strong><br />
S CMO 31397CB99 FHLMC SERIES 3236 CLA 11/<strong>15</strong>/36 1.495 8,307,746.<strong>15</strong> 8,029,822.53 7,991,1<strong>03</strong>.05 -38,719.48 3.<strong>03</strong>35 1.5665<br />
S CMO 31397E6L4 FHLMC SERIES 3255 CLA <strong>12</strong>/<strong>15</strong>/36 1.475 3,689,328.06 3,537,732.96 3,550,722.96 <strong>12</strong>,990.00 3.5584 1.5621<br />
S CMO 31396LV98 FNMA SERIES 2006-1<strong>15</strong> <strong>12</strong>/25/36 0.831 7,6<strong>03</strong>,758.20 7,270,236.86 7,178,422.98 -91,813.88 3.<strong>03</strong>73 2.<strong>12</strong>43<br />
S CMO 31397EM44 FHLMC SERIES 3262 CLA 01/<strong>15</strong>/37 1.465 821,750.89 774,007.25 771,829.52 -2,177.73 6.3787 1.<strong>12</strong>25<br />
S CMO 31396PX89 FNMA SERIES 2007-20 C <strong>03</strong>/25/37 0.731 13,930,814.80 13,383,049.64 13,366,751.93 -16,297.71 3.2271 1.6667<br />
S CMO 31396PX89 FNMA SERIES 2007-20 C <strong>03</strong>/25/37 0.731 3,028,438.00 2,909,340.09 2,905,8<strong>15</strong>.64 -3,524.45 3.2275 1.6667<br />
S CMO 31397HA99 FHLMC SERIES 3311 CLA 05/<strong>15</strong>/37 1.435 1,482,548.66 1,400,133.72 1,405,293.79 5,160.07 5.7499 1.1934<br />
S CMO 31396WWR3 FNMA SERIES 2007-61 C 07/25/37 0.751 2,475,000.00 2,172,045.20 2,<strong>12</strong>7,895.61 -44,149.59 3.9168 4.2450<br />
S CMO 31397LF53 FNMA SERIES 2008-53 C 07/25/38 1.371 9,369,784.90 8,928,110.33 9,<strong>15</strong>1,274.96 223,164.63 3.9733 1.9522<br />
S CMO 31393BX75 FNW SERIES 20<strong>03</strong>-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<br />
S CMO 31393BX75 FNW SERIES 20<strong>03</strong>-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<br />
S CMO 31393BX75 FNW SERIES 20<strong>03</strong>-W6 CL 09/25/42 0.821 <strong>15</strong>8,778.<strong>03</strong> 145,392.23 <strong>15</strong>3,289.07 7,896.84 4.3254 2.6064<br />
S CMO 31393BX75 FNW SERIES 20<strong>03</strong>-W6 CL 09/25/42 0.821 69,465.39 62,545.87 67,063.97 4,518.10 5.0261 2.6064<br />
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<br />
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<br />
Totals: SGroup 2.341 5<strong>15</strong>,663,339.02 506,758,498.92 502,463,961.60 -4,294,537.32 2.8807 3.2040<br />
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<br />
S MBS 31401EBK4 FNMA ARM - Pool#: 705 07/01/33 5.<strong>15</strong>2 90,286.65 92,057.77 89,401.16 -2,656.61 4.9557 13.7438
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