CUSIP,SECURITY_TYPE,COMMENT,COMMENT_LAST_UPDATED,,,z
000299AA5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
00085KAA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
00086GAA9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
00119HAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
00119HAC4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
00176PAN2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
00191TAE5,RMBS,Insufficient Information - Data,03-DEC-19,,,
00217LAA0,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
00217LAC6,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
00217LAE2,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
004421YR8,RMBS,Zero Balance,19-DEC-19,,,
00764MCQ8,RMBS,Zero Balance,19-DEC-19,,,
00764MCS4,RMBS,Zero Balance,19-DEC-19,,,
00968FAA4,RMBS,Insufficient Information - Data,03-DEC-19,,,
011395AE0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
011395AF7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
02007RAB5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
02149QAE0,RMBS,Zero Balance,19-DEC-19,,,
02150JBA9,RMBS,Zero Balance,04-DEC-19,,,
02150WAB9,RMBS,Zero Balance,04-DEC-19,,,
02377LAA2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
02378MAA9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
02379DAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
02582JJM3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
02665UAE5,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
03066NAG9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
03078AAB4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
03330NAC8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
03330NAE4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
03330QAA5,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
03464VAA2,RMBS,Insufficient Information - Model,17-JAN-20,,,
036752AK9,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
037401AD8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
03755CAL8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
03763YBE5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
038370AA0,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
040104GM7,RMBS,Zero Balance,19-DEC-19,,,
040104GR6,RMBS,Zero Balance,19-DEC-19,,,
040104GS4,RMBS,Zero Balance,19-DEC-19,,,
040104HD6,RMBS,Zero Balance,19-DEC-19,,,
040104HK0,RMBS,Zero Balance,19-DEC-19,,,
040104HL8,RMBS,Zero Balance,19-DEC-19,,,
040104HM6,RMBS,Zero Balance,19-DEC-19,,,
040104HN4,RMBS,Zero Balance,19-DEC-19,,,
040104HT1,RMBS,Zero Balance,19-DEC-19,,,
042858AF7,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
04365VAC6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
04541GDT6,RMBS,Zero Balance,04-DEC-19,,,
04921AAA3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
04942MAE4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
04965KAU4,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
05071TAC3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
05223HAA0,CMBS,Insufficient Information - Data,03-DEC-19,,,
05223HAJ1,CMBS,Insufficient Information - Data,03-DEC-19,,,
05223HAN2,CMBS,Insufficient Information - Data,03-DEC-19,,,
05369DAA3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
05377RDQ4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
05490DAJ6,CMBS,Zero Balance,18-DEC-19,,,
05490DAL1,CMBS,Zero Balance,18-DEC-19,,,
05492NAA1,CMBS,Insufficient Information - Data,17-JAN-20,,,
05492NAE3,CMBS,Insufficient Information - Data,17-JAN-20,,,
05492PAA6,CMBS,Insufficient Information - Data,17-JAN-20,,,
05492PAE8,CMBS,Insufficient Information - Data,17-JAN-20,,,
05492PAG3,CMBS,Insufficient Information - Data,17-JAN-20,,,
05492PAQ1,CMBS,Insufficient Information - Data,17-JAN-20,,,
05492PAU2,CMBS,Insufficient Information - Data,17-JAN-20,,,
05492PAW8,CMBS,Insufficient Information - Data,17-JAN-20,,,
05492PAY4,CMBS,Insufficient Information - Data,17-JAN-20,,,
05525DAN6,CMBS,Insufficient Information - Data,03-DEC-19,,,
05533DAG1,RMBS,Zero Balance,19-DEC-19,,,
05533DDE3,RMBS,Zero Balance,19-DEC-19,,,
05533FGN5,RMBS,Zero Balance,19-DEC-19,,,
05533FJU6,RMBS,Zero Balance,04-DEC-19,,,
05537LAM6,RMBS,Zero Balance,19-DEC-19,,,
05537NAG5,RMBS,Zero Balance,19-DEC-19,,,
05540FBD3,RMBS,Zero Balance,19-DEC-19,,,
05540FCV2,RMBS,Zero Balance,19-DEC-19,,,
05541HAH0,RMBS,Zero Balance,19-DEC-19,,,
05542XAJ0,RMBS,Zero Balance,19-DEC-19,,,
05543AAA8,RMBS,Zero Balance,19-DEC-19,,,
05547GAL7,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
05550GAA5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
05550TAA7,CMBS,Insufficient Information - Data,03-DEC-19,,,
05551CAA3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
05589F9A4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
05595#AB2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
05606KAA0,CMBS,Insufficient Information - Data,03-DEC-19,,,
05607DAA5,CMBS,Zero Balance,18-DEC-19,,,
05607DAG2,CMBS,Zero Balance,18-DEC-19,,,
05608FAA8,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
05608FAA9,CMBS,Insufficient Information - Data,17-JAN-20,,,
05608FAG6,CMBS,Insufficient Information - Data,17-JAN-20,,,
05608FAJ0,CMBS,Insufficient Information - Data,17-JAN-20,,,
05608FAL5,CMBS,Insufficient Information - Data,17-JAN-20,,,
056828AN6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
05946XJR5,RMBS,Zero Balance,04-DEC-19,,,
059477AB5,RMBS,Zero Balance,19-DEC-19,,,
059497AA5,CMBS,Zero Balance,18-DEC-19,,,
059497AB3,CMBS,Zero Balance,18-DEC-19,,,
059497BA4,CMBS,Zero Balance,18-DEC-19,,,
059497BC0,CMBS,Zero Balance,18-DEC-19,,,
059497BX4,CMBS,Zero Balance,18-DEC-19,,,
059523AS9,RMBS,Zero Balance,03-DEC-19,,,
05953LAH2,RMBS,Zero Balance,03-DEC-19,,,
05953YBW0,RMBS,Zero Balance,04-DEC-19,,,
05955VAH8,RMBS,Zero Balance,04-DEC-19,,,
05956UAD8,RMBS,Zero Balance,19-DEC-19,,,
05956UAQ9,RMBS,Zero Balance,19-DEC-19,,,
05963SAY8,RMBS,Zero Balance,19-DEC-19,,,
05971LAG2,CMBS,Zero Balance,18-DEC-19,,,
05973BAA5,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
05973BAE7,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
05973BAJ6,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
05990HAX1,RMBS,Zero Balance,19-DEC-19,,,
06540AAE1,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
06540XBH3,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
06541RBC6,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
06606FAM3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
06744NAE7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
06747NDJ0,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
06761TAA0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
07334KAA5,RMBS,Insufficient Information - Data,03-DEC-19,,,
07335CAK0,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
07383FS25,CMBS,Zero Balance,18-DEC-19,,,
07383FS33,CMBS,Zero Balance,18-DEC-19,,,
07386HCP4,RMBS,Zero Balance,03-DEC-19,,,
073877AL6,RMBS,Zero Balance,19-DEC-19,,,
073877CP5,RMBS,Zero Balance,04-DEC-19,,,
0738792U1,RMBS,Zero Balance,04-DEC-19,,,
07387BAE3,CMBS,Zero Balance,03-DEC-19,,,
07387BCR2,CMBS,Zero Balance,18-DEC-19,,,
07387BCS0,CMBS,Zero Balance,18-DEC-19,,,
07387UAD3,RMBS,Zero Balance,04-DEC-19,,,
073914C84,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
07402LAA0,RMBS,Zero Balance,04-DEC-19,,,
078768AD0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
07877BAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
07877BAC4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
07877DAC0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
07877GAA7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
07877GAB5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
07877TAA9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
08162FAK9,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
08162YAK8,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
08162YBF8,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
08162YBH4,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
08162YBK7,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
08181LAL1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
08181LAN7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
08182RAC7,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
08186PAA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
09627FAL4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
09630GAE3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
10260PAA6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
10260PAB4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
10554MAA8,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
11043XAA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
11043XAB9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
11777LAB7,CMBS,Zero Balance,18-DEC-19,,,
11777LAD3,CMBS,Zero Balance,18-DEC-19,,,
11777LAE1,CMBS,Zero Balance,18-DEC-19,,,
11777LAF8,CMBS,Zero Balance,18-DEC-19,,,
11777LAG6,CMBS,Zero Balance,18-DEC-19,,,
11777LAH4,CMBS,Zero Balance,18-DEC-19,,,
11777LAJ0,CMBS,Zero Balance,18-DEC-19,,,
11777LAK7,CMBS,Zero Balance,18-DEC-19,,,
121111116,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
12430XAE2,CMBS,Insufficient Information - Data,17-JAN-20,,,
12433PAE6,CMBS,Zero Balance,18-DEC-19,,,
12479DAF5,RMBS,Zero Balance,03-DEC-19,,,
1248P8AK5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
12527DAQ3,CMBS,Zero Balance,18-DEC-19,,,
12529BAA0,RMBS,Out Of Scope - Asset Class,17-JAN-20,,,
12529TAZ6,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
125523BQ2,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
125523CA6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
12552AAA2,RMBS,Insufficient Information - Data,03-DEC-19,,,
12552XAA2,RMBS,Zero Balance,04-DEC-19,,,
12553AAA1,RMBS,Insufficient Information - Data,03-DEC-19,,,
12553GAA8,RMBS,Insufficient Information - Data,03-DEC-19,,,
12554EAA2,RMBS,Insufficient Information - Data,03-DEC-19,,,
12554XAA0,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
12557LAC9,RMBS,Insufficient Information - Model,03-DEC-19,,,
12557LAQ8,RMBS,Insufficient Information - Model,03-DEC-19,,,
12557LBA2,RMBS,Insufficient Information - Model,03-DEC-19,,,
12557LBD6,RMBS,Insufficient Information - Model,03-DEC-19,,,
12558TAA5,RMBS,Insufficient Information - Model,19-DEC-19,,,
125639AA2,CMBS,Zero Balance,18-DEC-19,,,
125639AG9,CMBS,Zero Balance,18-DEC-19,,,
125639AJ3,CMBS,Zero Balance,18-DEC-19,,,
125639AL8,CMBS,Zero Balance,18-DEC-19,,,
125639AN4,CMBS,Zero Balance,18-DEC-19,,,
125639AQ7,CMBS,Zero Balance,18-DEC-19,,,
12564NAA0,CMBS,Insufficient Information - Data,17-JAN-20,,,
12565DAA1,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
12565DAC7,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
12592GAZ6,CMBS,Zero Balance,18-DEC-19,,,
12593PAS1,CMBS,Zero Balance,18-DEC-19,,,
12593VAA7,CMBS,Zero Balance,18-DEC-19,,,
12593VAG4,CMBS,Zero Balance,18-DEC-19,,,
12593VAJ8,CMBS,Zero Balance,18-DEC-19,,,
12593VAL3,CMBS,Zero Balance,18-DEC-19,,,
12594XBB9,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
12595PAD2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
12596YAC4,RMBS,Insufficient Information - Data,03-DEC-19,,,
12597CAB3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
12597CAD9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
12597FAC4,RMBS,Insufficient Information - Data,17-JAN-20,,,
12624QAP8,CMBS,Zero Balance,18-DEC-19,,,
12626GAD5,CMBS,Zero Balance,18-DEC-19,,,
12630BAX6,CMBS,Zero Balance,18-DEC-19,,,
12634NAR9,CMBS,Zero Balance,18-DEC-19,,,
12637UAT6,CMBS,Zero Balance,18-DEC-19,,,
12641PCX0,RMBS,Zero Balance,19-DEC-19,,,
12641QBW1,RMBS,Zero Balance,19-DEC-19,,,
12642YEK6,RMBS,Zero Balance,19-DEC-19,,,
12643GAW2,RMBS,Zero Balance,19-DEC-19,,,
12644PFD8,RMBS,Zero Balance,04-DEC-19,,,
12646CAG3,RMBS,Zero Balance,04-DEC-19,,,
12646EAA2,RMBS,Zero Balance,04-DEC-19,,,
12646EAC8,RMBS,Zero Balance,04-DEC-19,,,
12646EAD6,RMBS,Zero Balance,04-DEC-19,,,
12647RAA2,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
12648EAA0,RMBS,Zero Balance,19-DEC-19,,,
12648EAE2,RMBS,Zero Balance,19-DEC-19,,,
12648ECS9,RMBS,Zero Balance,04-DEC-19,,,
12648ECW0,RMBS,Zero Balance,04-DEC-19,,,
12648MCU6,RMBS,Zero Balance,19-DEC-19,,,
12648PAQ0,RMBS,Insufficient Information - Data,03-DEC-19,,,
12649FBA5,RMBS,Zero Balance,19-DEC-19,,,
12649FBE7,RMBS,Zero Balance,19-DEC-19,,,
12649FDN5,RMBS,Zero Balance,19-DEC-19,,,
12649FDQ8,RMBS,Zero Balance,19-DEC-19,,,
12649FDY1,RMBS,Insufficient Information - Data,17-JAN-20,,,
12649FEQ7,RMBS,Insufficient Information - Data,03-DEC-19,,,
12650YAA1,CMBS,Zero Balance,18-DEC-19,,,
12650YAG8,CMBS,Zero Balance,18-DEC-19,,,
12650YAJ2,CMBS,Zero Balance,18-DEC-19,,,
12650YAL7,CMBS,Zero Balance,18-DEC-19,,,
12652CBF5,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
12653LAA6,RMBS,Insufficient Information - Data,03-DEC-19,,,
12654JAA0,RMBS,Insufficient Information - Data,03-DEC-19,,,
12654WAC7,RMBS,Insufficient Information - Data,03-DEC-19,,,
12654YAC3,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
12655KAD0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
12655WAA0,RMBS,Insufficient Information - Data,17-JAN-20,,,
12656DAA1,CMBS,Insufficient Information - Data,17-JAN-20,,,
12666TAC0,RMBS,Zero Balance,04-DEC-19,,,
126670BQ0,RMBS,Zero Balance,04-DEC-19,,,
126670EK0,RMBS,Zero Balance,19-DEC-19,,,
1266712V7,RMBS,Zero Balance,19-DEC-19,,,
126671B47,RMBS,Zero Balance,19-DEC-19,,,
126671B54,RMBS,Zero Balance,19-DEC-19,,,
126671PE0,RMBS,Zero Balance,19-DEC-19,,,
126671R24,RMBS,Zero Balance,19-DEC-19,,,
126671R32,RMBS,Zero Balance,19-DEC-19,,,
126671R40,RMBS,Zero Balance,19-DEC-19,,,
126671R57,RMBS,Zero Balance,19-DEC-19,,,
126671R65,RMBS,Zero Balance,19-DEC-19,,,
126671R73,RMBS,Zero Balance,19-DEC-19,,,
126671R81,RMBS,Zero Balance,19-DEC-19,,,
126694DN5,RMBS,Zero Balance,03-DEC-19,,,
12669DEW4,RMBS,Zero Balance,04-DEC-19,,,
12669DEX2,RMBS,Zero Balance,04-DEC-19,,,
12669DPA0,RMBS,Zero Balance,19-DEC-19,,,
12669DPR3,RMBS,Zero Balance,19-DEC-19,,,
12669DPS1,RMBS,Zero Balance,19-DEC-19,,,
12669E5Y8,RMBS,Zero Balance,19-DEC-19,,,
12669G3Q2,RMBS,Zero Balance,03-DEC-19,,,
12669G3V1,RMBS,Zero Balance,03-DEC-19,,,
12669GJ44,RMBS,Zero Balance,04-DEC-19,,,
12765JAA6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
12765KAA3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
12765KAB1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
12765KAE5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
13173TAA8,RMBS,Insufficient Information - Data,03-DEC-19,,,
13547PAA5,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
13887WAE0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
13947LAA0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
14041NFV8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
14311DBG0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
14311DBJ4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
14314DAA1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
14315PAH8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
14315WAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
14315WAE0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
15034MAC3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
152314KK5,RMBS,Zero Balance,19-DEC-19,,,
152314PN4,RMBS,Zero Balance,04-DEC-19,,,
161175BT0,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
16162WMB2,RMBS,Zero Balance,03-DEC-19,,,
17180TAS1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
17288XAB0,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
17307GFM5,RMBS,Zero Balance,19-DEC-19,,,
17307GFN3,RMBS,Zero Balance,19-DEC-19,,,
17308FAG4,RMBS,Zero Balance,04-DEC-19,,,
17309SAD2,RMBS,Zero Balance,19-DEC-19,,,
17315EAD5,RMBS,Zero Balance,04-DEC-19,,,
17315EBM4,RMBS,Zero Balance,04-DEC-19,,,
17315QAV8,RMBS,Zero Balance,19-DEC-19,,,
17315XAB7,RMBS,Zero Balance,19-DEC-19,,,
17315XAE1,RMBS,Zero Balance,04-DEC-19,,,
17317EAC5,RMBS,Zero Balance,19-DEC-19,,,
17317EAD3,RMBS,Zero Balance,19-DEC-19,,,
17317EBW0,RMBS,Zero Balance,19-DEC-19,,,
17319NAZ2,RMBS,Zero Balance,19-DEC-19,,,
17320AAD6,RMBS,Zero Balance,04-DEC-19,,,
17321PAA8,RMBS,Zero Balance,04-DEC-19,,,
17321TAC6,RMBS,Zero Balance,19-DEC-19,,,
17322BAL4,RMBS,Zero Balance,04-DEC-19,,,
17323YAA7,CMBS,Zero Balance,18-DEC-19,,,
17324MAC8,RMBS,Insufficient Information - Data,03-DEC-19,,,
17327KAA3,RMBS,Insufficient Information - Data,03-DEC-19,,,
17327LAA1,RMBS,Insufficient Information - Data,03-DEC-19,,,
17328BAB0,RMBS,Insufficient Information - Model,17-JAN-20,,,
17328DAA8,RMBS,Insufficient Information - Data,03-DEC-19,,,
17328FBB0,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
17328GAA1,RMBS,Insufficient Information - Data,03-DEC-19,,,
17328HBF7,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
177510AH7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
19419*MP7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
1964796Z7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
20047EAL6,CMBS,Zero Balance,18-DEC-19,,,
201736AB1,CMBS,Zero Balance,18-DEC-19,,,
20173WAG3,CMBS,Zero Balance,18-DEC-19,,,
20753WAE6,RMBS,Insufficient Information - Data,03-DEC-19,,,
20753WAF3,RMBS,Insufficient Information - Data,03-DEC-19,,,
20754FAL6,RMBS,Insufficient Information - Data,03-DEC-19,,,
20754HAD0,RMBS,Insufficient Information - Data,03-DEC-19,,,
20754HAE8,RMBS,Insufficient Information - Data,03-DEC-19,,,
20754JAA2,RMBS,Insufficient Information - Data,03-DEC-19,,,
20754JAB0,RMBS,Insufficient Information - Data,03-DEC-19,,,
20754JAC8,RMBS,Insufficient Information - Data,03-DEC-19,,,
20754PAC4,RMBS,Insufficient Information - Data,17-JAN-20,,,
20754PAD2,RMBS,Insufficient Information - Data,17-JAN-20,,,
20824LAB1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
21075WEC5,RMBS,Zero Balance,19-DEC-19,,,
21870KAA6,CMBS,Zero Balance,18-DEC-19,,,
21870KAG3,CMBS,Zero Balance,18-DEC-19,,,
21870KAJ7,CMBS,Zero Balance,18-DEC-19,,,
21870KAL2,CMBS,Zero Balance,18-DEC-19,,,
21870KAN8,CMBS,Zero Balance,18-DEC-19,,,
21870KAQ1,CMBS,Zero Balance,18-DEC-19,,,
21870LAA4,CMBS,Zero Balance,18-DEC-19,,,
21870LAG1,CMBS,Zero Balance,18-DEC-19,,,
21870LAJ5,CMBS,Zero Balance,18-DEC-19,,,
21870LAL0,CMBS,Zero Balance,18-DEC-19,,,
21870LAN6,CMBS,Zero Balance,18-DEC-19,,,
21870LAQ9,CMBS,Zero Balance,18-DEC-19,,,
21870LAS5,CMBS,Zero Balance,18-DEC-19,,,
21870PAA5,CMBS,Zero Balance,18-DEC-19,,,
21870PAG2,CMBS,Zero Balance,18-DEC-19,,,
21870PAJ6,CMBS,Zero Balance,18-DEC-19,,,
21870PAL1,CMBS,Zero Balance,18-DEC-19,,,
21870PAN7,CMBS,Zero Balance,18-DEC-19,,,
21871FAQ1,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
21872GAA3,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
21872GAL9,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
21872NAA8,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
224287AB8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
22540AFH6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
22540VVF6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
225458FD5,RMBS,Zero Balance,04-DEC-19,,,
22545YAB7,CMBS,Zero Balance,03-DEC-19,,,
225470DP5,CMBS,Zero Balance,18-DEC-19,,,
225470H22,CMBS,Zero Balance,18-DEC-19,,,
225470TG8,CMBS,Zero Balance,18-DEC-19,,,
225470TJ2,CMBS,Zero Balance,18-DEC-19,,,
225470TL7,CMBS,Zero Balance,18-DEC-19,,,
225470TN3,CMBS,Zero Balance,18-DEC-19,,,
225470TQ6,CMBS,Zero Balance,18-DEC-19,,,
225470TS2,CMBS,Zero Balance,18-DEC-19,,,
225470TU7,CMBS,Zero Balance,18-DEC-19,,,
225470TW3,CMBS,Zero Balance,18-DEC-19,,,
225470XB4,CMBS,Zero Balance,18-DEC-19,,,
225470XD0,CMBS,Zero Balance,18-DEC-19,,,
2254W0JE6,RMBS,Zero Balance,04-DEC-19,,,
22943YNP0,RMBS,Zero Balance,04-DEC-19,,,
22943YPJ2,RMBS,Zero Balance,04-DEC-19,,,
22943YSE0,RMBS,Zero Balance,04-DEC-19,,,
22944FBC2,RMBS,Zero Balance,19-DEC-19,,,
22944FBG3,RMBS,Zero Balance,19-DEC-19,,,
22945KAQ0,CMBS,Zero Balance,03-DEC-19,,,
23306LAA4,CMBS,Zero Balance,18-DEC-19,,,
23306LAB2,CMBS,Zero Balance,18-DEC-19,,,
23312BAL4,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
23342NAB4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
24381MAA8,RMBS,Insufficient Information - Model,17-JAN-20,,,
25253YAA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
252722AA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
254683CL7,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
25857AAA6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
26208LAE8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
26209AAG6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
26245CAW3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
26253KAD6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
26441CBG9,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
26829XAB7,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
269822AA0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
27332QAB0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
27830BBE3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
29002HAE9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
2917019A0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
29429JAA8,CMBS,Insufficient Information - Data,03-DEC-19,,,
29429JAJ9,CMBS,Insufficient Information - Data,03-DEC-19,,,
294751DB5,RMBS,Zero Balance,04-DEC-19,,,
294751DD1,RMBS,Zero Balance,04-DEC-19,,,
294751DE9,RMBS,Zero Balance,04-DEC-19,,,
294751DF6,RMBS,Zero Balance,04-DEC-19,,,
294751DG4,RMBS,Zero Balance,04-DEC-19,,,
294751DH2,RMBS,Zero Balance,04-DEC-19,,,
30014LAB0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
30167GAG5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
30212PAQ8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
30259RAC9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
30288BAJ4,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
30288XAG2,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30289FAG0,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30289XAC0,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30289YAJ3,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30292HAU0,CMBS,Zero Balance,18-DEC-19,,,
30292HAW6,CMBS,Zero Balance,18-DEC-19,,,
302951AJ7,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
302959AN1,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
302959AQ4,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30295BAE6,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30295EAE0,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30295TAC1,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30295UAE4,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30296WAJ8,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30297KAJ3,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30297VAC4,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30298DAF6,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30298LAE1,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30298WAH0,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30298WAJ6,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30298YAE3,CMBS,Insufficient Information - Data,17-JAN-20,,,
30298YAG8,CMBS,Insufficient Information - Data,17-JAN-20,,,
30300QAQ9,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30300UAJ6,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30301LAG1,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30301MAJ3,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30301XAA8,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30303CAJ3,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30304UAG8,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30305DAC4,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30305FAB1,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
30306MAJ8,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30306TAA2,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
30308EAJ4,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30308FAC6,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
30311NAA8,CMBS,Insufficient Information - Data,03-DEC-19,,,
30312WAR9,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
30711XEC4,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
30711XMZ4,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
30711XR30,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
30711XWA8,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
312906UC2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31295WGB8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31296L6D8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31296LVW8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31296LVX6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31296SCU8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31296WPG6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31296Y4W0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31296Y5K5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31296Y5P4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31296Y5Y5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
312970R32,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31297FX73,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3130AGQS7,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
3130AGVD4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
3130AGXQ3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
3130AH3K7,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
3130AH4C4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
3131WKQC7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3131X6LG3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3131XRYY4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3132A1B86,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3132A5HC2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3132A8TX7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3132DMFC4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
3132WVAM6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3133EKQ82,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
3133N3VL5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31346Y5J8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
31346YF99,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
31346YZM8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
3136ADDA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3136AGEJ7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3136AL3C3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3136ALVF5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3136APPM8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3136ARZG6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3136AVXN4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3136B65A7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3136B6A29,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
3136B6HH9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31371MEF0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137B0UT9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137B2QL7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137BDV94,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
3137BG6G9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137BM2F2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137BMSF4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137BUTC2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137FCPZ1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137FNFU9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137FPJG1,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
3137FPLK9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3137G0FZ7,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
3137G0NL9,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
3137G0NY1,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
3137G0PE3,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
3137G0QC6,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
3137G0UB3,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
3137G0UX5,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
3137G0VC0,RMBS,Insufficient Information - Data,03-DEC-19,,,
31388YVS8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3138EAEF0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3138EHTA0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3138EKVV4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3138W9PE4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3138WBKF1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3138X7PC1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3138X8K26,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31391VTF0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
313921700,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
31394C7D8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31400QXX6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31401HWX6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31402CWJ7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31403RNP9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31403XQL2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31405XMT7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31406LE87,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31412URU6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31416MRK2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31416ND90,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31418DFN7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31418DGJ5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31418DHK1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
31572XAA8,RMBS,Zero Balance,19-DEC-19,,,
31572XAE0,RMBS,Zero Balance,19-DEC-19,,,
31573TAA6,RMBS,Insufficient Information - Model,17-JAN-20,,,
31738BAC3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31738HAB2,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
31738HAC0,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
31739LAA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
31970LAB0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
32010AAA6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
32010AAC2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
32027LAG0,RMBS,Zero Balance,03-DEC-19,,,
32028TAF4,RMBS,Zero Balance,03-DEC-19,,,
32051GB79,RMBS,Zero Balance,19-DEC-19,,,
32051GC94,RMBS,Zero Balance,19-DEC-19,,,
32051GD36,RMBS,Zero Balance,19-DEC-19,,,
32051GN35,RMBS,Zero Balance,19-DEC-19,,,
32051GP25,RMBS,Zero Balance,19-DEC-19,,,
32051GP41,RMBS,Zero Balance,19-DEC-19,,,
32051GP58,RMBS,Zero Balance,19-DEC-19,,,
32051GZ73,RMBS,Zero Balance,04-DEC-19,,,
33830PAE1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
33846AAG1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
33852AAC1,RMBS,Insufficient Information - Model,03-DEC-19,,,
33852AAP2,RMBS,Insufficient Information - Model,03-DEC-19,,,
33852AAR8,RMBS,Insufficient Information - Model,03-DEC-19,,,
34513FAA3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
345213HK1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
345213HL9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
34528QHF4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
34962DAE6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
34962DAG1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
34962DAJ5,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
35563PKJ7,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
35563PLG2,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
35563PLH0,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
35563PLK3,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
35563TAL5,RMBS,Insufficient Information - Data,03-DEC-19,,,
35564RAA2,RMBS,Insufficient Information - Data,03-DEC-19,,,
35564TAA8,RMBS,Insufficient Information - Data,03-DEC-19,,,
35564TAH3,RMBS,Insufficient Information - Data,03-DEC-19,,,
35564TBD1,RMBS,Insufficient Information - Data,03-DEC-19,,,
35564XAA9,RMBS,Insufficient Information - Data,03-DEC-19,,,
35564XAH4,RMBS,Insufficient Information - Data,03-DEC-19,,,
35565AAA8,RMBS,Insufficient Information - Data,17-JAN-20,,,
35565AAH3,RMBS,Insufficient Information - Data,03-DEC-19,,,
35565CAA4,RMBS,Insufficient Information - Data,17-JAN-20,,,
35565CAH9,RMBS,Insufficient Information - Data,17-JAN-20,,,
35708VAW2,CMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
35729PCA6,RMBS,Zero Balance,19-DEC-19,,,
35729PDB3,RMBS,Zero Balance,04-DEC-19,,,
35729PHM5,RMBS,Zero Balance,19-DEC-19,,,
36167VAA2,RMBS,Insufficient Information - Model,17-JAN-20,,,
36167WAA0,RMBS,Insufficient Information - Data,17-JAN-20,,,
36178VM99,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36178VMC2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36178VNA5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36181LYJ1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36181VFJ0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
361849K50,CMBS,Zero Balance,18-DEC-19,,,
36185NH78,RMBS,Zero Balance,19-DEC-19,,,
36185NJ43,RMBS,Zero Balance,19-DEC-19,,,
36185NS43,RMBS,Zero Balance,19-DEC-19,,,
36185NS50,RMBS,Zero Balance,19-DEC-19,,,
36205SQA6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36207QKX4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3620E0QS8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
3620E1GB4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36210BB20,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36210UXM0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36223ECM4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36223MV60,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36228F4F0,RMBS,Zero Balance,04-DEC-19,,,
3622LPAL3,CMBS,Insufficient Information - Data,03-DEC-19,,,
3622MAAF8,RMBS,Zero Balance,03-DEC-19,,,
362334FS8,RMBS,Zero Balance,19-DEC-19,,,
3623414B2,RMBS,Zero Balance,03-DEC-19,,,
3623414S5,RMBS,Zero Balance,04-DEC-19,,,
36242DEK5,RMBS,Zero Balance,19-DEC-19,,,
36242DEL3,RMBS,Zero Balance,19-DEC-19,,,
36242DEM1,RMBS,Zero Balance,19-DEC-19,,,
36250GAL9,CMBS,Zero Balance,18-DEC-19,,,
36250HAB9,CMBS,Zero Balance,18-DEC-19,,,
36251GAQ7,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
362525AE7,RMBS,Zero Balance,19-DEC-19,,,
36253GAB8,CMBS,Zero Balance,18-DEC-19,,,
36255*AA4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
36255*AB2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
36255*AC0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
36255*AD8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
36256FAA9,CMBS,Zero Balance,18-DEC-19,,,
36256FAG6,CMBS,Zero Balance,18-DEC-19,,,
36256FAJ0,CMBS,Zero Balance,18-DEC-19,,,
36256FAN1,CMBS,Zero Balance,18-DEC-19,,,
36257EAA1,RMBS,Insufficient Information - Data,17-JAN-20,,,
36257MAL9,CMBS,Insufficient Information - Data,03-DEC-19,,,
36257MAN5,CMBS,Insufficient Information - Data,03-DEC-19,,,
36257PAE8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
36257UAN7,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
36259DAA1,CMBS,Insufficient Information - Data,03-DEC-19,,,
36259NAA9,CMBS,Insufficient Information - Data,03-DEC-19,,,
36259NAL5,CMBS,Insufficient Information - Data,03-DEC-19,,,
36260JAG2,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
36655XAN9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38011AAC8,RMBS,Zero Balance,03-DEC-19,,,
38123FAB4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38172HAC8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38218EAB3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375B3G5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375B5S7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375BAH5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375BG97,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375BKM3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375BLM2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375BMU3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375BPK2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375BQY1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375BTZ5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375BUM2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UE63,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UEH9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UFL9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375ULD0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375ULQ1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UMZ0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UNX4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UPB0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UQJ2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UQL7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UR85,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UTQ3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UTU4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UUT5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UVG2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UWQ9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UXA3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38375UXF2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376R3Q7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376R4Y9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376R5Z5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376R6H4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RAA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RAP1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RAR7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RBL9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RBN5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RBZ8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RDA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RDC7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RDZ6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RHQ2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RK88,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RLH7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RLK0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RLS3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RMK9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RQF6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RW36,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376RZ66,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376T5K4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376XNE9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38376XNG4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38377EX74,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38378NC50,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
38378NL76,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
38378NLK7,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
38378NUR2,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
38378NXW8,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
38379RHJ5,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
38379U5C6,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
38379U5S1,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
38380CAB9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38380LC92,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38380LVM2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38380LYY3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38381Y5P5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
38382BSK0,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
385210AA7,RMBS,Insufficient Information - Data,03-DEC-19,,,
393505X98,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
39539KAF0,RMBS,Zero Balance,03-DEC-19,,,
39809LAA2,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
40438DAC3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
40439DAG3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
406375AC9,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
41161PDL4,RMBS,Zero Balance,04-DEC-19,,,
42790AAJ2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
43710BAF3,RMBS,Zero Balance,03-DEC-19,,,
43710EAG5,RMBS,Zero Balance,03-DEC-19,,,
43710KAC0,RMBS,Zero Balance,04-DEC-19,,,
43710XAC2,RMBS,Zero Balance,19-DEC-19,,,
43731QAA6,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
43731QAC2,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
43731QAE8,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
43731QAG3,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
43731QAJ7,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
43731QAL2,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
43732TAA9,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
43732TAC5,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
43732TAE1,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
43732TAG6,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
43732TAJ0,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
44040JAA6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
44040JAB4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
440681AA2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
44563@AB1,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
456606AG7,RMBS,Zero Balance,19-DEC-19,,,
45779BAK5,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
45779BBA6,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
45779BBB4,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
45779BEA3,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
45779BEB1,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
45833UAD3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
45833UAE1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
45869RAA3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
46185JAJ7,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
46590JAS6,CMBS,Zero Balance,18-DEC-19,,,
46590TAA3,CMBS,Zero Balance,18-DEC-19,,,
46591FBB9,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
46591FBC7,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
46591HAA8,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
46591JAA4,CMBS,Insufficient Information - Data,03-DEC-19,,,
46591JAJ5,CMBS,Insufficient Information - Data,03-DEC-19,,,
46591JAL0,CMBS,Insufficient Information - Data,03-DEC-19,,,
46591LAC5,RMBS,Insufficient Information - Model,17-JAN-20,,,
46591LAJ0,RMBS,Insufficient Information - Model,17-JAN-20,,,
46591LBH3,RMBS,Insufficient Information - Model,17-JAN-20,,,
466247EL3,RMBS,Zero Balance,19-DEC-19,,,
466247EN9,RMBS,Zero Balance,19-DEC-19,,,
466247GY3,RMBS,Zero Balance,19-DEC-19,,,
466247WJ8,RMBS,Zero Balance,03-DEC-19,,,
46625MAN9,CMBS,Zero Balance,18-DEC-19,,,
46625MUE7,CMBS,Zero Balance,18-DEC-19,,,
46625MUF4,CMBS,Zero Balance,18-DEC-19,,,
46625YDH3,CMBS,Zero Balance,18-DEC-19,,,
46625YJM6,CMBS,Zero Balance,18-DEC-19,,,
46625YJN4,CMBS,Zero Balance,18-DEC-19,,,
46625YJR5,CMBS,Zero Balance,18-DEC-19,,,
46629ABR1,RMBS,Zero Balance,19-DEC-19,,,
46629ACM1,RMBS,Zero Balance,04-DEC-19,,,
46630JAE9,CMBS,Zero Balance,18-DEC-19,,,
46633QAA8,RMBS,Zero Balance,19-DEC-19,,,
46634GAA9,CMBS,Zero Balance,18-DEC-19,,,
46634GAB7,CMBS,Zero Balance,18-DEC-19,,,
46634GAD3,CMBS,Zero Balance,18-DEC-19,,,
46634GAE1,CMBS,Zero Balance,18-DEC-19,,,
46634GAF8,CMBS,Zero Balance,18-DEC-19,,,
46635HAA6,RMBS,Zero Balance,04-DEC-19,,,
46636KCQ1,RMBS,Zero Balance,19-DEC-19,,,
46637WAC7,CMBS,Zero Balance,18-DEC-19,,,
46639EAD3,CMBS,Zero Balance,18-DEC-19,,,
46641JAU0,CMBS,Zero Balance,18-DEC-19,,,
46641TCN2,RMBS,Zero Balance,19-DEC-19,,,
46642AAT1,RMBS,Zero Balance,19-DEC-19,,,
46642ABJ2,RMBS,Insufficient Information - Data,03-DEC-19,,,
46642CBE9,CMBS,Zero Balance,18-DEC-19,,,
46643ABB8,CMBS,Zero Balance,18-DEC-19,,,
46643PBB5,CMBS,Zero Balance,18-DEC-19,,,
46643RAG1,CMBS,Zero Balance,18-DEC-19,,,
46644QAG2,CMBS,Zero Balance,18-DEC-19,,,
46644QAJ6,CMBS,Zero Balance,18-DEC-19,,,
46645LAU1,CMBS,Zero Balance,18-DEC-19,,,
46645NAS2,CMBS,Zero Balance,03-DEC-19,,,
46648CAL8,RMBS,Insufficient Information - Data,17-JAN-20,,,
46648DAA0,CMBS,Zero Balance,18-DEC-19,,,
46651DAC0,RMBS,Insufficient Information - Model,03-DEC-19,,,
46651DAR7,RMBS,Insufficient Information - Model,17-JAN-20,,,
46651DBC9,RMBS,Insufficient Information - Model,03-DEC-19,,,
46651JAA1,CMBS,Insufficient Information - Data,03-DEC-19,,,
46651JAG8,CMBS,Insufficient Information - Data,17-JAN-20,,,
46651JAJ2,CMBS,Insufficient Information - Data,17-JAN-20,,,
46651QAA5,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
46665@AA5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
47232DAX0,RMBS,Zero Balance,19-DEC-19,,,
47233DAA9,RMBS,Zero Balance,04-DEC-19,,,
47234DAA8,RMBS,Insufficient Information - Data,03-DEC-19,,,
476681AA9,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
477143AH4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
48128KAQ4,CMBS,Zero Balance,18-DEC-19,,,
49925JAE7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
50177AAN9,CMBS,Zero Balance,18-DEC-19,,,
50177AAW9,CMBS,Zero Balance,18-DEC-19,,,
50181GBC3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
50184KBG2,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
50820TAM1,RMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
513770BD8,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
51889RAB5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
51889RAC3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
52108HV76,CMBS,Zero Balance,18-DEC-19,,,
52108HV84,CMBS,Zero Balance,18-DEC-19,,,
52109PAG0,CMBS,Zero Balance,18-DEC-19,,,
52109PAU9,CMBS,Zero Balance,18-DEC-19,,,
52474MAA7,RMBS,Insufficient Information - Data,03-DEC-19,,,
52474VAA7,RMBS,Insufficient Information - Data,03-DEC-19,,,
52475FAA1,RMBS,Insufficient Information - Data,03-DEC-19,,,
52475FAF0,RMBS,Insufficient Information - Data,03-DEC-19,,,
52475MAB4,RMBS,Insufficient Information - Data,03-DEC-19,,,
52521FAU1,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
525221HZ3,RMBS,Zero Balance,19-DEC-19,,,
52524TAA2,RMBS,Zero Balance,03-DEC-19,,,
52524YAA1,RMBS,Zero Balance,03-DEC-19,,,
54230NAL2,CMBS,Zero Balance,18-DEC-19,,,
542799AD3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
550786BD8,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
550786BE6,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
55265KV55,RMBS,Zero Balance,03-DEC-19,,,
55282DAA2,CMBS,Insufficient Information - Data,17-JAN-20,,,
55282LAA4,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
55283JAA8,CMBS,Insufficient Information - Data,17-JAN-20,,,
55313KAG6,CMBS,Zero Balance,18-DEC-19,,,
55313KAQ4,CMBS,Zero Balance,18-DEC-19,,,
55316EAB8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
55348UAA6,CMBS,Insufficient Information - Data,17-JAN-20,,,
55358PAJ5,CMBS,Insufficient Information - Data,17-JAN-20,,,
55378MAL3,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
55379VAA6,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
55400DAA9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
55446MAA5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
55661HAA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
55954NAE9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
55954WAC3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
562012AA2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
570535AV6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
57643MFR0,RMBS,Zero Balance,04-DEC-19,,,
57643MGG3,RMBS,Zero Balance,04-DEC-19,,,
57643MJA3,RMBS,Zero Balance,19-DEC-19,,,
577092AA7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
585525EL8,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
585525EM6,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
58769TAE5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
589929YE2,RMBS,Zero Balance,04-DEC-19,,,
589962CN7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
589962CP2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
59022HGE6,CMBS,Zero Balance,18-DEC-19,,,
59022HGQ9,CMBS,Zero Balance,18-DEC-19,,,
59024BAA1,RMBS,Zero Balance,04-DEC-19,,,
59803AAG7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
59982VAA7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
60416QHR8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
60416QHS6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
61690HAA7,RMBS,Insufficient Information - Data,03-DEC-19,,,
61690HAE9,RMBS,Insufficient Information - Data,17-JAN-20,,,
61690QAA7,CMBS,Zero Balance,18-DEC-19,,,
61690WAT3,RMBS,Zero Balance,19-DEC-19,,,
61690YBL5,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
61691PAA8,CMBS,Zero Balance,18-DEC-19,,,
61691PAG5,CMBS,Zero Balance,18-DEC-19,,,
61691PAJ9,CMBS,Zero Balance,18-DEC-19,,,
61691PAL4,CMBS,Zero Balance,18-DEC-19,,,
61744CRU2,RMBS,Zero Balance,19-DEC-19,,,
617453AV7,CMBS,Zero Balance,18-DEC-19,,,
61746RBW0,RMBS,Zero Balance,04-DEC-19,,,
61746RBY6,RMBS,Zero Balance,04-DEC-19,,,
61746RBZ3,RMBS,Zero Balance,04-DEC-19,,,
61746WDH0,CMBS,Zero Balance,18-DEC-19,,,
61746WDJ6,CMBS,Zero Balance,18-DEC-19,,,
61746WDK3,CMBS,Zero Balance,18-DEC-19,,,
61746WDL1,CMBS,Zero Balance,18-DEC-19,,,
61746WWB2,RMBS,Zero Balance,04-DEC-19,,,
61746WWC0,RMBS,Zero Balance,04-DEC-19,,,
61758NAA3,RMBS,Zero Balance,19-DEC-19,,,
61759NAD6,RMBS,Zero Balance,19-DEC-19,,,
61760RBA9,CMBS,Zero Balance,18-DEC-19,,,
61761XAA6,CMBS,Zero Balance,18-DEC-19,,,
61761XAG3,CMBS,Zero Balance,18-DEC-19,,,
61761XAJ7,CMBS,Zero Balance,18-DEC-19,,,
61761XAL2,CMBS,Zero Balance,18-DEC-19,,,
61762LBG7,RMBS,Zero Balance,19-DEC-19,,,
61762UAA1,RMBS,Zero Balance,04-DEC-19,,,
61763DAE0,RMBS,Zero Balance,19-DEC-19,,,
61763DAF7,RMBS,Zero Balance,19-DEC-19,,,
61763MAB6,CMBS,Zero Balance,18-DEC-19,,,
61763UAV4,CMBS,Zero Balance,18-DEC-19,,,
61764PBR2,CMBS,Zero Balance,18-DEC-19,,,
61766CAA7,CMBS,Zero Balance,18-DEC-19,,,
61766LBN8,CMBS,Zero Balance,18-DEC-19,,,
61766LBP3,CMBS,Zero Balance,18-DEC-19,,,
61769GAN7,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
61771MAV3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
61771MAX8,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
61910AAA6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
61911CAA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
61945LAA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62547NAB5,CMBS,Insufficient Information - Data,03-DEC-19,,,
62547NAC3,CMBS,Insufficient Information - Data,03-DEC-19,,,
62910GAA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62942QBQ5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62942QBT9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62942QBV4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62942QBX0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62942QCA9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62942QCB7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62942QCD3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62942QCF8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62942QCP6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62954JAB0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
629682AA3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
62983QAH6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
62983QAK9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
63172WAL3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
63862UAA6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
63862UAB4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
63862UAC2,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
63873VAA1,CMBS,Insufficient Information - Data,03-DEC-19,,,
63873VAE3,CMBS,Insufficient Information - Data,03-DEC-19,,,
63873VAL7,CMBS,Insufficient Information - Data,17-JAN-20,,,
63874FAG2,CMBS,Insufficient Information - Data,03-DEC-19,,,
63875BAA3,CMBS,Insufficient Information - Data,03-DEC-19,,,
63875BAC9,CMBS,Insufficient Information - Data,03-DEC-19,,,
63875BAE5,CMBS,Insufficient Information - Data,03-DEC-19,,,
63875BAG0,CMBS,Insufficient Information - Data,03-DEC-19,,,
63875BAJ4,CMBS,Insufficient Information - Data,03-DEC-19,,,
63875FAA4,CMBS,Insufficient Information - Data,17-JAN-20,,,
63935CAB7,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
63941MAA9,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
64352VEN7,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
64828AAD5,RMBS,Insufficient Information - Data,03-DEC-19,,,
64828GAA7,RMBS,Insufficient Information - Model,17-JAN-20,,,
64830PAA4,RMBS,Insufficient Information - Model,03-DEC-19,,,
65252XAB1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
65341KBK1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
65479JAB9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
65479JAD5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
65540PAR5,RMBS,Zero Balance,19-DEC-19,,,
65540PCA0,RMBS,Zero Balance,19-DEC-19,,,
65540WBU2,RMBS,Insufficient Information - Data,03-DEC-19,,,
65540XAW7,RMBS,Insufficient Information - Data,03-DEC-19,,,
666842AA7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
666842AC3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67098DAC7,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
67098DAJ2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67112VAL9,RMBS,Insufficient Information - Model,03-DEC-19,,,
67134WAA5,RMBS,Insufficient Information - Data,03-DEC-19,,,
67135HAA7,RMBS,Insufficient Information - Data,03-DEC-19,,,
67400CAA6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67400KAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67400KAB6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67400KAE0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67515UAQ3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67575NBL6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67575NBM4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67575NBN2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67575NBR3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67575NBS1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67575NBT9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
67575NBU6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
68268LAB3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
68269BAA6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
68269BAB4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
68383NAK9,RMBS,Zero Balance,19-DEC-19,,,
68400DAG9,RMBS,Zero Balance,03-DEC-19,,,
68403HAF9,RMBS,Zero Balance,03-DEC-19,,,
69335PDM4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
69346WAA5,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
69349MAA4,RMBS,Out Of Scope - Asset Class,17-JAN-20,,,
69359CAA3,RMBS,Insufficient Information - Model,03-DEC-19,,,
69359MAA1,RMBS,Insufficient Information - Data,03-DEC-19,,,
69359NAA9,RMBS,Insufficient Information - Data,17-JAN-20,,,
69359NAB7,RMBS,Insufficient Information - Data,17-JAN-20,,,
693680BL3,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69371VBL0,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69372XBU5,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69374XBC3,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69374XBS8,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69374XBT6,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69374XBU3,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69375BBC0,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69375BBS5,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69375BBT3,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
69375BBU0,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
6939919C7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
69410*AD1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
69410*AF6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
69415@AA0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
69416*AA1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
69416@AA9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
69417#AA6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
69689HAC9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
69700GAA0,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
70018AAE0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
709599BH6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
71085PAV5,RMBS,Zero Balance,04-DEC-19,,,
71683*AA3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
73021CAA3,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
73316PAE0,RMBS,Zero Balance,19-DEC-19,,,
73316PAG5,RMBS,Zero Balance,19-DEC-19,,,
73316PAH3,RMBS,Zero Balance,19-DEC-19,,,
73316PAJ9,RMBS,Zero Balance,19-DEC-19,,,
74160MJH6,RMBS,Zero Balance,19-DEC-19,,,
74166QAA5,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
74166QAC1,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
74166YAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
74331AAA0,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
74332NAG8,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
74332WAG8,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
74332WAJ2,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
743947AA1,RMBS,Zero Balance,04-DEC-19,,,
743947AB9,RMBS,Zero Balance,04-DEC-19,,,
743947AC7,RMBS,Zero Balance,04-DEC-19,,,
743947AD5,RMBS,Zero Balance,04-DEC-19,,,
743947AE3,RMBS,Zero Balance,04-DEC-19,,,
74434RSJ1,RMBS,Zero Balance,04-DEC-19,,,
74724YAF0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
74825RAA6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
74928RAE4,RMBS,Zero Balance,19-DEC-19,,,
74928RAF1,RMBS,Zero Balance,19-DEC-19,,,
74929CAB2,RMBS,Zero Balance,19-DEC-19,,,
74930EBB4,RMBS,Zero Balance,04-DEC-19,,,
74930NAQ2,RMBS,Zero Balance,19-DEC-19,,,
74936YAA7,RMBS,Insufficient Information - Data,03-DEC-19,,,
749521AS9,CMBS,Zero Balance,03-DEC-19,,,
74968RAA3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
74968RAB1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
75049SAA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
75049TAA9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
75101#AA4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
75101#AB2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
75405WAE2,RMBS,Zero Balance,19-DEC-19,,,
75574RAA6,CMBS,Zero Balance,18-DEC-19,,,
75585RQF5,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
75585RQS7,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
75585RQT5,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
75585RQU2,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
759950BD9,RMBS,Zero Balance,04-DEC-19,,,
76110H5J4,RMBS,Zero Balance,19-DEC-19,,,
76110H5N5,RMBS,Zero Balance,19-DEC-19,,,
76110WE69,RMBS,Zero Balance,19-DEC-19,,,
76110WE77,RMBS,Zero Balance,19-DEC-19,,,
76110WY91,RMBS,Zero Balance,19-DEC-19,,,
76111XJ61,RMBS,Zero Balance,03-DEC-19,,,
76111XJ79,RMBS,Zero Balance,03-DEC-19,,,
76112BGE4,RMBS,Zero Balance,04-DEC-19,,,
76112BLJ7,RMBS,Zero Balance,04-DEC-19,,,
76113GAA6,RMBS,Zero Balance,04-DEC-19,,,
76117UAD5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
76118GAE3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
76118GAF0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
76118XAE6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
76118XAF3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
76119UAA9,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
76120LAA6,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
76120LAB4,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
78396YAA1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78403DAN0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78414BAA9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78416EAE3,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
78430EAA3,CMBS,Insufficient Information - Data,03-DEC-19,,,
78430EAE5,CMBS,Insufficient Information - Data,03-DEC-19,,,
78430EAG0,CMBS,Insufficient Information - Data,03-DEC-19,,,
78430EAJ4,CMBS,Insufficient Information - Data,03-DEC-19,,,
78469QAY8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78469QAZ5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78469QBA9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78469QBB7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78469QBC5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78469QBD3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78469QBE1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
78472AAB8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
78485WAA7,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
78485WAE9,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
78485WAG4,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
80000RAG7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
80000RAH5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
80000RAJ1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
80000TAB4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
80281GAD8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
80286HAG4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
80705RAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
81441PCK5,RMBS,Zero Balance,19-DEC-19,,,
81746VCE8,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
81746VCF5,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
81747MCL1,RMBS,Out Of Scope - Obligation Type,19-DEC-19,,,
81748BCE0,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
81748BCF7,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
817743AA5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
817743AC1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
81784RAA0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
81882LAN6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
82652MAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
82652MAB6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
82652MAC4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
82652MAD2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
82652NAA6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
831645AA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
83401CAB0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
83611XAE4,RMBS,Zero Balance,03-DEC-19,,,
83612MAE7,RMBS,Zero Balance,19-DEC-19,,,
83614NAG8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
846031AA0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
846031AE2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
846031AG7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
85236KAC6,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
85502HAA4,RMBS,Insufficient Information - Data,03-DEC-19,,,
85503DAA2,RMBS,Insufficient Information - Data,17-JAN-20,,,
85572JAA5,RMBS,Insufficient Information - Model,03-DEC-19,,,
85572JAC1,RMBS,Insufficient Information - Model,03-DEC-19,,,
85572JAD9,RMBS,Insufficient Information - Model,03-DEC-19,,,
85572MAA8,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
85572VAC4,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
85769FAA6,RMBS,Insufficient Information - Model,03-DEC-19,,,
85769FAB4,RMBS,Insufficient Information - Model,03-DEC-19,,,
85769FAC2,RMBS,Insufficient Information - Model,03-DEC-19,,,
85769FAD0,RMBS,Insufficient Information - Model,03-DEC-19,,,
85772JAA3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
85776WAA0,RMBS,Insufficient Information - Data,03-DEC-19,,,
86212XAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
86212XAB6,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
86212XAC4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
86212XAD2,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
863576AD6,RMBS,Zero Balance,03-DEC-19,,,
863576EG5,RMBS,Zero Balance,19-DEC-19,,,
863581AB0,RMBS,Zero Balance,04-DEC-19,,,
863581AG9,RMBS,Zero Balance,04-DEC-19,,,
86358EYA8,RMBS,Zero Balance,04-DEC-19,,,
86359AKJ1,RMBS,Zero Balance,19-DEC-19,,,
86359AKW2,RMBS,Zero Balance,19-DEC-19,,,
86359BDN8,RMBS,Zero Balance,19-DEC-19,,,
86359BDQ1,RMBS,Zero Balance,19-DEC-19,,,
86359BDU2,RMBS,Zero Balance,19-DEC-19,,,
86359BW98,RMBS,Zero Balance,19-DEC-19,,,
86359DBP1,RMBS,Zero Balance,19-DEC-19,,,
86359DBX4,RMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
86359DFM4,RMBS,Zero Balance,19-DEC-19,,,
86359DFP7,RMBS,Zero Balance,19-DEC-19,,,
86359DFQ5,RMBS,Zero Balance,19-DEC-19,,,
86359DFS1,RMBS,Zero Balance,19-DEC-19,,,
86359DFZ5,RMBS,Zero Balance,19-DEC-19,,,
86359DGH4,RMBS,Zero Balance,19-DEC-19,,,
86359DGL5,RMBS,Zero Balance,19-DEC-19,,,
86359DGQ4,RMBS,Zero Balance,19-DEC-19,,,
86359DGT8,RMBS,Zero Balance,19-DEC-19,,,
86359DGV3,RMBS,Zero Balance,19-DEC-19,,,
86359DGW1,RMBS,Zero Balance,19-DEC-19,,,
86360NAT9,RMBS,Zero Balance,03-DEC-19,,,
86361HAH7,RMBS,Zero Balance,19-DEC-19,,,
86363XAD9,RMBS,Zero Balance,04-DEC-19,,,
86772FAA9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
87159QBX5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
87159QBZ0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
87159QCB2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
87249XAA3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
87266TAJ1,CMBS,Zero Balance,18-DEC-19,,,
87268RAA2,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
87276VAA3,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
87276VAC9,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
87276VAG0,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
87320*AD2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
87403TAA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
89175TAC2,RMBS,Insufficient Information - Data,03-DEC-19,,,
89177HAN2,RMBS,Out Of Scope - Obligation Type,17-JAN-20,,,
89177WAA7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
89236YAB0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
89289EAC8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
89289EAU8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
8928E9AU8,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
89600TAA1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
89612LAA4,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
89612LAF3,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
89657BAC8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
897896BD7,RMBS,Zero Balance,04-DEC-19,,,
90290EAD1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
90323WAE0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
90323WAG5,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
90323WAJ9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
90932JAA0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
90932KAA7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
90932MAA3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
91529YAP1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
916780AA7,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
91832XAA8,RMBS,Insufficient Information - Data,03-DEC-19,,,
91833GAD8,RMBS,Insufficient Information - Data,03-DEC-19,,,
91833HAA2,RMBS,Insufficient Information - Data,03-DEC-19,,,
92212KA*7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
92212KAA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
92257HAA7,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
92257HAB5,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
92257HAC3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
92257HAD1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
92257NAA4,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
92257NAD8,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
92257NAG1,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
92257NAK2,CMBS,Out Of Scope - Asset Class,03-DEC-19,,,
92537HAA9,RMBS,Insufficient Information - Model,03-DEC-19,,,
92537HAC5,RMBS,Insufficient Information - Model,03-DEC-19,,,
92537HAD3,RMBS,Insufficient Information - Model,03-DEC-19,,,
92537HAE1,RMBS,Insufficient Information - Model,03-DEC-19,,,
92537MAA8,RMBS,Insufficient Information - Model,17-JAN-20,,,
92537MAF7,RMBS,Insufficient Information - Model,17-JAN-20,,,
92812UQ76,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
92846DAA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
92848LAA4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
92850FAA2,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
92867XAD8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
92870DAB1,RMBS,Insufficient Information - Data,03-DEC-19,,,
92870EAB9,RMBS,Insufficient Information - Data,17-JAN-20,,,
92870FAA8,RMBS,Insufficient Information - Data,17-JAN-20,,,
92872FAB4,RMBS,Insufficient Information - Data,03-DEC-19,,,
92888BAD1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
92890KAX3,CMBS,Zero Balance,18-DEC-19,,,
92911CAA6,RMBS,Zero Balance,03-DEC-19,,,
92939HAV7,CMBS,Zero Balance,18-DEC-19,,,
92939HAW5,CMBS,Zero Balance,18-DEC-19,,,
92939KAB4,CMBS,Zero Balance,18-DEC-19,,,
929766WU3,CMBS,Zero Balance,18-DEC-19,,,
92976VAT5,CMBS,Zero Balance,18-DEC-19,,,
92977XAA1,RMBS,Zero Balance,04-DEC-19,,,
92978QAR8,CMBS,Zero Balance,18-DEC-19,,,
93364LAH1,CMBS,Zero Balance,18-DEC-19,,,
935NGXII3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
94354KAA8,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
94950NAJ1,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
949757AC2,RMBS,Zero Balance,19-DEC-19,,,
949757AD0,RMBS,Zero Balance,19-DEC-19,,,
949757AF5,RMBS,Zero Balance,19-DEC-19,,,
949757AG3,RMBS,Zero Balance,19-DEC-19,,,
949758AD8,RMBS,Zero Balance,04-DEC-19,,,
949758AF3,RMBS,Zero Balance,04-DEC-19,,,
949768AA3,RMBS,Zero Balance,04-DEC-19,,,
949768AB1,RMBS,Zero Balance,04-DEC-19,,,
949768AC9,RMBS,Zero Balance,04-DEC-19,,,
949768AE5,RMBS,Zero Balance,04-DEC-19,,,
949768AL9,RMBS,Zero Balance,04-DEC-19,,,
949768AN5,RMBS,Zero Balance,04-DEC-19,,,
949768AQ8,RMBS,Zero Balance,04-DEC-19,,,
949768AS4,RMBS,Zero Balance,04-DEC-19,,,
949768AT2,RMBS,Zero Balance,04-DEC-19,,,
949768AU9,RMBS,Zero Balance,04-DEC-19,,,
949768AV7,RMBS,Zero Balance,04-DEC-19,,,
949769AA1,RMBS,Zero Balance,04-DEC-19,,,
949769AB9,RMBS,Zero Balance,04-DEC-19,,,
949769AD5,RMBS,Zero Balance,04-DEC-19,,,
949769AE3,RMBS,Zero Balance,04-DEC-19,,,
949769AJ2,RMBS,Zero Balance,04-DEC-19,,,
949770AD3,RMBS,Zero Balance,19-DEC-19,,,
949770AG6,RMBS,Zero Balance,19-DEC-19,,,
949770AJ0,RMBS,Zero Balance,19-DEC-19,,,
949770AL5,RMBS,Zero Balance,19-DEC-19,,,
949770AN1,RMBS,Zero Balance,19-DEC-19,,,
949772AA5,RMBS,Zero Balance,19-DEC-19,,,
949772AB3,RMBS,Zero Balance,19-DEC-19,,,
949772AD9,RMBS,Zero Balance,19-DEC-19,,,
949772AE7,RMBS,Zero Balance,19-DEC-19,,,
949772AH0,RMBS,Zero Balance,19-DEC-19,,,
949772AK3,RMBS,Zero Balance,19-DEC-19,,,
949772AP2,RMBS,Zero Balance,19-DEC-19,,,
949772AU1,RMBS,Zero Balance,19-DEC-19,,,
949779AA0,RMBS,Zero Balance,19-DEC-19,,,
949779AB8,RMBS,Zero Balance,19-DEC-19,,,
949779AC6,RMBS,Zero Balance,19-DEC-19,,,
949779AD4,RMBS,Zero Balance,19-DEC-19,,,
949779AG7,RMBS,Zero Balance,19-DEC-19,,,
949779AL6,RMBS,Zero Balance,19-DEC-19,,,
949781AA6,RMBS,Zero Balance,19-DEC-19,,,
949781AC2,RMBS,Zero Balance,19-DEC-19,,,
949783AG9,RMBS,Zero Balance,04-DEC-19,,,
94978JAB5,RMBS,Zero Balance,04-DEC-19,,,
94978JAC3,RMBS,Zero Balance,04-DEC-19,,,
94978JAD1,RMBS,Zero Balance,04-DEC-19,,,
94978LAA2,RMBS,Zero Balance,19-DEC-19,,,
94978LAB0,RMBS,Zero Balance,19-DEC-19,,,
94979LAN3,RMBS,Zero Balance,04-DEC-19,,,
94979TAA4,RMBS,Zero Balance,19-DEC-19,,,
94979TAF3,RMBS,Zero Balance,19-DEC-19,,,
94979TAG1,RMBS,Zero Balance,19-DEC-19,,,
94979UAG8,RMBS,Zero Balance,04-DEC-19,,,
94979UAL7,RMBS,Zero Balance,04-DEC-19,,,
94979UAM5,RMBS,Zero Balance,04-DEC-19,,,
94979WAA7,RMBS,Zero Balance,04-DEC-19,,,
94979WAE9,RMBS,Zero Balance,04-DEC-19,,,
94979WAF6,RMBS,Zero Balance,04-DEC-19,,,
94979WAG4,RMBS,Zero Balance,04-DEC-19,,,
94979XAC1,RMBS,Zero Balance,19-DEC-19,,,
94979XAD9,RMBS,Zero Balance,19-DEC-19,,,
94979YAE5,RMBS,Zero Balance,19-DEC-19,,,
94979YAF2,RMBS,Zero Balance,19-DEC-19,,,
94979YAG0,RMBS,Zero Balance,19-DEC-19,,,
94979YAH8,RMBS,Zero Balance,19-DEC-19,,,
94979YAK1,RMBS,Zero Balance,19-DEC-19,,,
94979YAN5,RMBS,Zero Balance,19-DEC-19,,,
94979YAP0,RMBS,Zero Balance,19-DEC-19,,,
94979YAU9,RMBS,Zero Balance,19-DEC-19,,,
94979YAV7,RMBS,Zero Balance,19-DEC-19,,,
94979YAX3,RMBS,Zero Balance,19-DEC-19,,,
94979YAY1,RMBS,Zero Balance,19-DEC-19,,,
94979YBA2,RMBS,Zero Balance,19-DEC-19,,,
94979YBC8,RMBS,Zero Balance,19-DEC-19,,,
9497EUAH0,RMBS,Zero Balance,19-DEC-19,,,
949808AE9,RMBS,Zero Balance,04-DEC-19,,,
949808AJ8,RMBS,Zero Balance,04-DEC-19,,,
949808AK5,RMBS,Zero Balance,04-DEC-19,,,
949808AM1,RMBS,Zero Balance,04-DEC-19,,,
949808AP4,RMBS,Zero Balance,04-DEC-19,,,
949808AR0,RMBS,Zero Balance,04-DEC-19,,,
949808AU3,RMBS,Zero Balance,04-DEC-19,,,
949808AV1,RMBS,Zero Balance,04-DEC-19,,,
949808AX7,RMBS,Zero Balance,04-DEC-19,,,
949808AY5,RMBS,Zero Balance,04-DEC-19,,,
949808BA6,RMBS,Zero Balance,04-DEC-19,,,
949808BC2,RMBS,Zero Balance,04-DEC-19,,,
949808BD0,RMBS,Zero Balance,04-DEC-19,,,
94980DAA6,RMBS,Zero Balance,19-DEC-19,,,
94980DAB4,RMBS,Zero Balance,19-DEC-19,,,
94980FAA1,RMBS,Zero Balance,19-DEC-19,,,
94980FAC7,RMBS,Zero Balance,19-DEC-19,,,
94980KAH5,RMBS,Zero Balance,19-DEC-19,,,
94980KAJ1,RMBS,Zero Balance,19-DEC-19,,,
94980KAN2,RMBS,Zero Balance,19-DEC-19,,,
94980KAP7,RMBS,Zero Balance,19-DEC-19,,,
94980MAA6,RMBS,Zero Balance,04-DEC-19,,,
94980MAB4,RMBS,Zero Balance,04-DEC-19,,,
94980MAE8,RMBS,Zero Balance,04-DEC-19,,,
94980PAH4,RMBS,Zero Balance,04-DEC-19,,,
94980PAL5,RMBS,Zero Balance,04-DEC-19,,,
94980QAA7,RMBS,Zero Balance,19-DEC-19,,,
94980QAH2,RMBS,Zero Balance,19-DEC-19,,,
94980QAJ8,RMBS,Zero Balance,19-DEC-19,,,
94980QAK5,RMBS,Zero Balance,19-DEC-19,,,
94980RAC1,RMBS,Zero Balance,04-DEC-19,,,
94980RAD9,RMBS,Zero Balance,04-DEC-19,,,
94980XAA2,RMBS,Zero Balance,04-DEC-19,,,
94980XAC8,RMBS,Zero Balance,04-DEC-19,,,
94980XAF1,RMBS,Zero Balance,04-DEC-19,,,
94980XAJ3,RMBS,Zero Balance,04-DEC-19,,,
94980XAM6,RMBS,Zero Balance,04-DEC-19,,,
94980XAP9,RMBS,Zero Balance,04-DEC-19,,,
94980XAR5,RMBS,Zero Balance,04-DEC-19,,,
94980XAS3,RMBS,Zero Balance,04-DEC-19,,,
949810AA3,RMBS,Zero Balance,19-DEC-19,,,
949810AB1,RMBS,Zero Balance,19-DEC-19,,,
949812AA9,RMBS,Zero Balance,04-DEC-19,,,
949812AB7,RMBS,Zero Balance,04-DEC-19,,,
949812AE1,RMBS,Zero Balance,04-DEC-19,,,
949819AM8,RMBS,Zero Balance,19-DEC-19,,,
949819AP1,RMBS,Zero Balance,19-DEC-19,,,
949819AQ9,RMBS,Zero Balance,19-DEC-19,,,
94981DAB3,RMBS,Zero Balance,04-DEC-19,,,
94981DAK3,RMBS,Zero Balance,04-DEC-19,,,
94981DAQ0,RMBS,Zero Balance,04-DEC-19,,,
94981GAF7,RMBS,Zero Balance,19-DEC-19,,,
94981JAA2,RMBS,Zero Balance,19-DEC-19,,,
94981KAA9,RMBS,Zero Balance,04-DEC-19,,,
94981MAA5,RMBS,Zero Balance,04-DEC-19,,,
94981NAA3,RMBS,Zero Balance,19-DEC-19,,,
94981NAC9,RMBS,Zero Balance,19-DEC-19,,,
94981NAH8,RMBS,Zero Balance,19-DEC-19,,,
94981NAJ4,RMBS,Zero Balance,19-DEC-19,,,
94981QAA6,RMBS,Zero Balance,19-DEC-19,,,
94981QAD0,RMBS,Zero Balance,19-DEC-19,,,
94981QAF5,RMBS,Zero Balance,19-DEC-19,,,
94981QAQ1,RMBS,Zero Balance,19-DEC-19,,,
94981QAR9,RMBS,Zero Balance,19-DEC-19,,,
94981QAU2,RMBS,Zero Balance,19-DEC-19,,,
94981QAV0,RMBS,Zero Balance,19-DEC-19,,,
94981RAA4,RMBS,Zero Balance,19-DEC-19,,,
94981RAC0,RMBS,Zero Balance,19-DEC-19,,,
94981SAE4,RMBS,Zero Balance,19-DEC-19,,,
94981SAH7,RMBS,Zero Balance,19-DEC-19,,,
94981SAK0,RMBS,Zero Balance,19-DEC-19,,,
94981SAL8,RMBS,Zero Balance,19-DEC-19,,,
94981SAN4,RMBS,Zero Balance,19-DEC-19,,,
94981TAA0,RMBS,Zero Balance,19-DEC-19,,,
94981TAE2,RMBS,Zero Balance,19-DEC-19,,,
94981UAB5,RMBS,Zero Balance,19-DEC-19,,,
94981UAE9,RMBS,Zero Balance,19-DEC-19,,,
94981UAF6,RMBS,Zero Balance,19-DEC-19,,,
94981UAH2,RMBS,Zero Balance,19-DEC-19,,,
94981UAK5,RMBS,Zero Balance,19-DEC-19,,,
94981UAL3,RMBS,Zero Balance,19-DEC-19,,,
94981WAA3,RMBS,Zero Balance,19-DEC-19,,,
94981XAA1,RMBS,Zero Balance,04-DEC-19,,,
94981XAC7,RMBS,Zero Balance,04-DEC-19,,,
94981XAF0,RMBS,Zero Balance,04-DEC-19,,,
94981XAG8,RMBS,Zero Balance,04-DEC-19,,,
94981YAA9,RMBS,Zero Balance,19-DEC-19,,,
94981YAB7,RMBS,Zero Balance,19-DEC-19,,,
94981YAE1,RMBS,Zero Balance,19-DEC-19,,,
94981YAG6,RMBS,Zero Balance,19-DEC-19,,,
94982AAA0,RMBS,Zero Balance,04-DEC-19,,,
94982AAH5,RMBS,Zero Balance,04-DEC-19,,,
94982AAK8,RMBS,Zero Balance,04-DEC-19,,,
94982BAC4,RMBS,Zero Balance,19-DEC-19,,,
94982BAG5,RMBS,Zero Balance,19-DEC-19,,,
94982BAJ9,RMBS,Zero Balance,19-DEC-19,,,
94982CAA6,RMBS,Zero Balance,19-DEC-19,,,
94982CAG3,RMBS,Zero Balance,19-DEC-19,,,
94982CAH1,RMBS,Zero Balance,19-DEC-19,,,
94982FAE1,RMBS,Zero Balance,04-DEC-19,,,
94982FAH4,RMBS,Zero Balance,04-DEC-19,,,
94982FAQ4,RMBS,Zero Balance,04-DEC-19,,,
94982FAT8,RMBS,Zero Balance,04-DEC-19,,,
94982GAC3,RMBS,Zero Balance,04-DEC-19,,,
94982GAN9,RMBS,Zero Balance,04-DEC-19,,,
94982GAR0,RMBS,Zero Balance,04-DEC-19,,,
94982GAT6,RMBS,Zero Balance,04-DEC-19,,,
94982HAC1,RMBS,Zero Balance,19-DEC-19,,,
94982HAG2,RMBS,Zero Balance,19-DEC-19,,,
94982HAL1,RMBS,Zero Balance,19-DEC-19,,,
94982JAD5,RMBS,Zero Balance,04-DEC-19,,,
94982JAL7,RMBS,Zero Balance,04-DEC-19,,,
94982JAM5,RMBS,Zero Balance,04-DEC-19,,,
94982JAR4,RMBS,Zero Balance,04-DEC-19,,,
94982LAA6,RMBS,Zero Balance,04-DEC-19,,,
94982LAB4,RMBS,Zero Balance,04-DEC-19,,,
94982LAG3,RMBS,Zero Balance,04-DEC-19,,,
94982LAK4,RMBS,Zero Balance,04-DEC-19,,,
94982NAD6,RMBS,Zero Balance,03-DEC-19,,,
94982NAE4,RMBS,Zero Balance,19-DEC-19,,,
94982NAN4,RMBS,Zero Balance,19-DEC-19,,,
94982SAD5,RMBS,Zero Balance,19-DEC-19,,,
94982SAG8,RMBS,Zero Balance,19-DEC-19,,,
94982UAA6,RMBS,Zero Balance,19-DEC-19,,,
94982UAB4,RMBS,Zero Balance,19-DEC-19,,,
94982VAA4,RMBS,Zero Balance,04-DEC-19,,,
94982VAB2,RMBS,Zero Balance,04-DEC-19,,,
94982WAD6,RMBS,Zero Balance,04-DEC-19,,,
94982WAK0,RMBS,Zero Balance,04-DEC-19,,,
94982WAL8,RMBS,Zero Balance,04-DEC-19,,,
94982WAM6,RMBS,Zero Balance,04-DEC-19,,,
94982WAR5,RMBS,Zero Balance,04-DEC-19,,,
94982WAZ7,RMBS,Zero Balance,04-DEC-19,,,
94982WBB9,RMBS,Zero Balance,04-DEC-19,,,
949832AA7,RMBS,Zero Balance,04-DEC-19,,,
949832AE9,RMBS,Zero Balance,04-DEC-19,,,
949832AM1,RMBS,Zero Balance,04-DEC-19,,,
949832AP4,RMBS,Zero Balance,04-DEC-19,,,
949832AQ2,RMBS,Zero Balance,04-DEC-19,,,
949832AT6,RMBS,Zero Balance,04-DEC-19,,,
949832AW9,RMBS,Zero Balance,04-DEC-19,,,
949834AA3,RMBS,Zero Balance,04-DEC-19,,,
949834CM5,RMBS,Zero Balance,04-DEC-19,,,
949834CN3,RMBS,Zero Balance,04-DEC-19,,,
949834CP8,RMBS,Zero Balance,04-DEC-19,,,
949835AB8,RMBS,Zero Balance,19-DEC-19,,,
949835AG7,RMBS,Zero Balance,19-DEC-19,,,
949837AA6,RMBS,Zero Balance,19-DEC-19,,,
949837AE8,RMBS,Zero Balance,19-DEC-19,,,
949837AF5,RMBS,Zero Balance,19-DEC-19,,,
949837AK4,RMBS,Zero Balance,19-DEC-19,,,
949837AM0,RMBS,Zero Balance,19-DEC-19,,,
949837AR9,RMBS,Zero Balance,19-DEC-19,,,
949837AS7,RMBS,Zero Balance,19-DEC-19,,,
949837AT5,RMBS,Zero Balance,19-DEC-19,,,
949837BA5,RMBS,Zero Balance,19-DEC-19,,,
949837BE7,RMBS,Zero Balance,19-DEC-19,,,
949837BG2,RMBS,Zero Balance,19-DEC-19,,,
949837BK3,RMBS,Zero Balance,19-DEC-19,,,
949837BM9,RMBS,Zero Balance,19-DEC-19,,,
949837BQ0,RMBS,Zero Balance,19-DEC-19,,,
949837BY3,RMBS,Zero Balance,19-DEC-19,,,
949837CE6,RMBS,Zero Balance,19-DEC-19,,,
949837CF3,RMBS,Zero Balance,19-DEC-19,,,
94983BAC3,RMBS,Zero Balance,19-DEC-19,,,
94983BAE9,RMBS,Zero Balance,19-DEC-19,,,
94983BAK5,RMBS,Zero Balance,19-DEC-19,,,
94983BAM1,RMBS,Zero Balance,19-DEC-19,,,
94983BAP4,RMBS,Zero Balance,19-DEC-19,,,
94983BAT6,RMBS,Zero Balance,19-DEC-19,,,
94983CAC1,RMBS,Zero Balance,19-DEC-19,,,
94983CAD9,RMBS,Zero Balance,19-DEC-19,,,
94983CAE7,RMBS,Zero Balance,19-DEC-19,,,
94983CAG2,RMBS,Zero Balance,19-DEC-19,,,
94983CAJ6,RMBS,Zero Balance,19-DEC-19,,,
94983CAS6,RMBS,Zero Balance,19-DEC-19,,,
94983CAV9,RMBS,Zero Balance,19-DEC-19,,,
94983CBA4,RMBS,Zero Balance,19-DEC-19,,,
94983DAL9,RMBS,Zero Balance,19-DEC-19,,,
94983DAQ8,RMBS,Zero Balance,19-DEC-19,,,
94983EAA1,RMBS,Zero Balance,19-DEC-19,,,
94983EAH6,RMBS,Zero Balance,19-DEC-19,,,
94983EAJ2,RMBS,Zero Balance,19-DEC-19,,,
94983EAK9,RMBS,Zero Balance,19-DEC-19,,,
94983GAA6,RMBS,Zero Balance,19-DEC-19,,,
94983GAB4,RMBS,Zero Balance,19-DEC-19,,,
94983GAD0,RMBS,Zero Balance,19-DEC-19,,,
94983HAA4,RMBS,Zero Balance,19-DEC-19,,,
94983HAB2,RMBS,Zero Balance,19-DEC-19,,,
94983HAC0,RMBS,Zero Balance,19-DEC-19,,,
94983HAG1,RMBS,Zero Balance,19-DEC-19,,,
94983HAL0,RMBS,Zero Balance,19-DEC-19,,,
94983HAN6,RMBS,Zero Balance,19-DEC-19,,,
94983KAA7,RMBS,Zero Balance,19-DEC-19,,,
94983KAC3,RMBS,Zero Balance,19-DEC-19,,,
94983KAE9,RMBS,Zero Balance,19-DEC-19,,,
94983KAG4,RMBS,Zero Balance,19-DEC-19,,,
94983LAA5,RMBS,Zero Balance,19-DEC-19,,,
94983LAH0,RMBS,Zero Balance,19-DEC-19,,,
94983LAW7,RMBS,Zero Balance,19-DEC-19,,,
94983LAY3,RMBS,Zero Balance,19-DEC-19,,,
94983LBB2,RMBS,Zero Balance,19-DEC-19,,,
94983NAB9,RMBS,Zero Balance,19-DEC-19,,,
94983NAK9,RMBS,Zero Balance,19-DEC-19,,,
94983QAF3,RMBS,Zero Balance,19-DEC-19,,,
94983QAK2,RMBS,Zero Balance,19-DEC-19,,,
94983QAL0,RMBS,Zero Balance,19-DEC-19,,,
94983QAM8,RMBS,Zero Balance,19-DEC-19,,,
94983QAN6,RMBS,Zero Balance,19-DEC-19,,,
94983TAE0,RMBS,Zero Balance,19-DEC-19,,,
94983TAJ9,RMBS,Zero Balance,19-DEC-19,,,
94983TAM2,RMBS,Zero Balance,19-DEC-19,,,
94983TAN0,RMBS,Zero Balance,19-DEC-19,,,
94985LAD7,RMBS,Zero Balance,04-DEC-19,,,
94985LAF2,RMBS,Zero Balance,04-DEC-19,,,
94985LAG0,RMBS,Zero Balance,04-DEC-19,,,
94985LAH8,RMBS,Zero Balance,04-DEC-19,,,
94985LAL9,RMBS,Zero Balance,04-DEC-19,,,
94985WAJ0,RMBS,Zero Balance,04-DEC-19,,,
94985WAN1,RMBS,Zero Balance,04-DEC-19,,,
94985WAP6,RMBS,Zero Balance,04-DEC-19,,,
94985WAQ4,RMBS,Zero Balance,04-DEC-19,,,
94985WAU5,RMBS,Zero Balance,04-DEC-19,,,
94985WBL4,RMBS,Zero Balance,04-DEC-19,,,
94985WBM2,RMBS,Zero Balance,04-DEC-19,,,
94985WDN8,RMBS,Zero Balance,04-DEC-19,,,
94985WDT5,RMBS,Zero Balance,04-DEC-19,,,
94985WDV0,RMBS,Zero Balance,04-DEC-19,,,
94985WDZ1,RMBS,Zero Balance,04-DEC-19,,,
94986FAF4,RMBS,Zero Balance,04-DEC-19,,,
94986LAG9,RMBS,Zero Balance,19-DEC-19,,,
94986LAJ3,RMBS,Zero Balance,19-DEC-19,,,
94986LAK0,RMBS,Zero Balance,19-DEC-19,,,
94987MAA9,CMBS,Zero Balance,18-DEC-19,,,
94989CAV3,CMBS,Zero Balance,18-DEC-19,,,
94989HAC4,CMBS,Zero Balance,18-DEC-19,,,
94989JAX4,CMBS,Zero Balance,18-DEC-19,,,
94989KAS2,CMBS,Zero Balance,18-DEC-19,,,
94989QAS9,CMBS,Zero Balance,18-DEC-19,,,
94989TAW4,CMBS,Zero Balance,18-DEC-19,,,
94989TAX2,CMBS,Zero Balance,18-DEC-19,,,
949911AA9,RMBS,Zero Balance,04-DEC-19,,,
95002MAY5,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
95002NAA5,CMBS,Insufficient Information - Data,03-DEC-19,,,
95002NAG2,CMBS,Insufficient Information - Data,03-DEC-19,,,
95058XAJ7,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
95992DBG3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
965KQG907,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
970648AK7,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
98625NAE8,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
98876NAA2,Out of Scope,Out Of Scope - Asset Class,17-JAN-20,,,
999AAMCA7,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
AR4620381,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
AU3FN0044,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
BAE3K7RR0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
BAE3K7RS8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
BAE3K7RT6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
BAE3K7RU3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
BAE3K7SA6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
BCC04SF24,CMBS,Out Of Scope - Obligation Type,03-DEC-19,,,
BCC2DZDJ9,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
BCC2E1E03,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
BCC2EW9J0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
BCC2EW9Q4,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
BCC2GZ7J3,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
BCC2H5KK0,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
BCC2L2BS5,RMBS,Out Of Scope - Asset Class,17-JAN-20,,,
BCC2L76K7,RMBS,Out Of Scope - Asset Class,17-JAN-20,,,
BCC2L9672,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
BCC2L9680,CMBS,Out Of Scope - Asset Class,17-JAN-20,,,
BGA0PYD31,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
BGA0QGUC0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
BGH6EBKH4,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
EK8771306,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G22555AB5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G22555AD1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G22555AF6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G345AEAC4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G345AEAD2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G34699AD3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G41577BE9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G47352AC6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G6366*AA6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G6908RAB9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G6908RAD5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
G8655ZAG1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J22712DN0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J2761LEZ7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J2761LFA1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J2761LFF0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J2761LFJ2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J2761LFN3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J2761LFP8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J2761LFU7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J2761LFZ6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
J2761LHN1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
N4851VAY4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
NEWECASH8,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
PP9J6Q8P2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
PPEPAT681,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
PPEPAT699,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q2268HAA5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q3R72ZAK8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q3R732AB0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q3R732AC8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q3R738AB7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q3R73HAE1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q3R73HAF8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q3R73HAG6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q3R73JAE7,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
Q3R73JAH0,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
Q4820UAA3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q4970CAA1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q54773AJ7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q5S40FAT6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q5S40GAN7,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
Q5S45QAC4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7378JAE9,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
Q73842AD0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q73842AN8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7384PAC1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q73853AC9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q73853AD7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q73858AC8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7385DAL7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q73898AB6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q73898AC4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7389KAF0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7389KAL7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7389MAR0,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
Q7416TAF8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7416TAM3,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
Q7443HAD6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7449NAP0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744A9AF1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744AEAF0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744AEAJ2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744AYAD1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744AYAF6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744AYAJ8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744AYAK5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B0AD4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B0AF9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B0AJ1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B5AB7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B5AC5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B5AG6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B7AD9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B7AF4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B7AG2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744B7AJ6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744BAAB6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744BAAC4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q744BAAG5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7788NBA1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S03SBF8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S03TAE0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S03TAH3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0AYAC5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0AYAE1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0AYAH4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BBAE0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BHAA5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BHAC1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BHAH0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BQAH0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BSAB9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BTAD3,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BVAC0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BWAB0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S0BWAC8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S1BCAM8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S1CXAF6,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S1D2AC0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S1D2AD8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S1D2AJ5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q7S1D5AC3,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
Q7S4CHAL2,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Q83434AF9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
SAILN0350,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
SAILN0360,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
SB1702430,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
SB1703180,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
SB1704360,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
T6827#AA1,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
Y4841J2Q8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841J3L8,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841J3T1,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841J5P7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841J6H4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841J6X9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841JFC5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841JGE0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841JHR0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841KAM5,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841KAY9,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841KGF4,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841LB91,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841LD73,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841LE80,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Y4841LJ44,Out of Scope,Insufficient Information - Data,17-JAN-20,,,
Y4841LZY0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Z00069197,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Z00069791,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Z9155X2E2,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z9158MJV7,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z915DJNP6,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z91795U87,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z919Z2506,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z91A9RS44,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z91ADX3E1,Out of Scope,Out Of Scope - Asset Class,03-DEC-19,,,
Z91BNHPU3,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z91CS3CL1,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z91FUXSU8,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z91FWKAX7,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Z91G8J8N0,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Z91GCC5C7,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z91LN6J32,Out of Scope,Insufficient Information - Data,03-DEC-19,,,
Z91V6XYA7,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z91W10480,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z925UJUC7,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z9429SRP1,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z94A7PY73,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,
Z94ABY8T0,RMBS,Out Of Scope - Asset Class,03-DEC-19,,,