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#: 8
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
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