To-Be-Modeled (as of 12/12/2022),
Mortgage-referenced Securities,
"in AVS Structured Securities (STS), year-end 2022",
CUSIP,As os of date
20753KAB8,10/28/2022
20753MAF5,10/28/2022
20753QAE9,10/28/2022
20753WAF3,10/28/2022
20754AAA1,10/28/2022
20754AAB9,10/28/2022
20754CAB5,10/28/2022
20754FAK8,10/28/2022
20754JAB0,10/28/2022
20754KAA9,10/28/2022
20754KAB7,10/28/2022
20754RAA4,10/28/2022
20754RAB2,10/28/2022
20754WAB1,10/28/2022
20754WAF2,10/28/2022
35563KAH3,10/28/2022
35563TAB7,10/28/2022
35563TAH4,10/28/2022
35563TAK7,10/28/2022
35563TAL5,10/28/2022
35563TAP6,10/28/2022
35563WAB0,10/28/2022
35563WAC8,10/28/2022
35563WAH7,10/28/2022
35563XAH5,10/28/2022
35563XAQ5,10/28/2022
35563XBA9,10/28/2022
35564KAH2,10/28/2022
35564KBK4,10/28/2022
35564KBM0,10/28/2022
35564KBS7,10/28/2022
35564KCU1,10/28/2022
35564KDB2,10/28/2022
35564KED7,10/28/2022
35564KEL9,10/28/2022
35564KFN4,10/28/2022
35564KFV6,10/28/2022
35564KHE2,10/28/2022
35564KJG5,10/28/2022
35564KKR9,10/28/2022
35564KKY4,10/28/2022
35564KMA4,10/28/2022
35564KMH9,10/28/2022
35564KNK1,10/28/2022
35564KNS4,10/28/2022
35564LAH0,10/28/2022
35564MAH8,10/28/2022
35564TAH3,10/28/2022
35564XAH4,10/28/2022
35565AAH3,10/28/2022
35565CAH9,10/28/2022
35565HAH8,10/28/2022
35565JAH4,10/28/2022
35565KAH1,10/28/2022
35565MAH7,10/28/2022
35565TAH2,10/28/2022
35565XAH3,10/28/2022
35566AAH2,10/28/2022
35566CAH8,10/28/2022
20754LAA7,12/12/2022
20754LAB5,12/12/2022
20754BAA9,12/12/2022
20754BAB7,12/12/2022
20753XAA2,12/12/2022
20753XAB0,12/12/2022
20753YCH3,12/12/2022
20753YCK6,12/12/2022
20754DAA5,12/12/2022
20754DAB3,12/12/2022
20754NAB1,12/12/2022
20754NAK1,12/12/2022
20754MBZ9,12/12/2022
20754MCB1,12/12/2022
35564KPU7,12/12/2022
35564KPV5,12/12/2022
35564KQC6,12/12/2022
35564KRE1,12/12/2022
35564KRF8,12/12/2022
35564KRN1,12/12/2022
35564KUW7,12/12/2022
35564KUX5,12/12/2022
35564KVE6,12/12/2022
35564KWS4,12/12/2022
35564KWT2,12/12/2022
35564KXA2,12/12/2022
35564KYN3,12/12/2022
35564KYP8,12/12/2022
35564KYW3,12/12/2022
35564KTA7,12/12/2022
35564KTB5,12/12/2022
35564KTJ8,12/12/2022