Maturities that are two years and greater are grouped together by year. A detail line will print only if there are bond records with maturity dates for a particular maturity month. For those clients set up to use the MBS amortization schedule, mortgage backed securities will show the projected paydown amounts maturing in each coupon period instead of the entire par amount shown as maturing on the stated maturity date. Par value, current book value, current market value and pledged par totals are provided by security. Produces a summarization of holdings by Moody rating by journal.
Totals are by journal and grand totals are provided.
Produces par and yield information for all bonds according to specific category and maturity information. Column selection, column headings and journals to be included in each column are selected by the operator. For those clients set up to use the MBS amortization schedule, mortgage backed securities will show the projected paydown amounts maturing in each coupon period instead of the entire par amount shown as maturing on the stated maturity date. Par and weighted average yield will be provided per maturity category within security type. Grand totals for all maturities per security category will also appear.