Page last updated: 11/1/2024

2024 To be Modeled RMBS Securities

2024 To be Modeled CMBS Securities

These To be Modeled securities are based on 2023 year-end annual statement filings, adjusted for changes reported in the first quarter and second quarter of 2024 filings.

*Please note that the YE2024 Not-Modeled securities represent a subset of the not-modeled universe. The full results are encompassed in AVS+

RMBS/CMBS Securities Not Modeled Reason:

1. Out of Scope
   • Asset Class (the asset class does not meet the vendor's mandate: e.g. other ABS, non-US, etc.)
   • Obligation Type (the asset class is appropriate, but the form of obligation or position in the capital stack is not: e.g. IO, first loss Tranche)
2. Insufficient Information (the vendor does not have enough information to model the deal)
   • Model (Intex/Trepp do not have a model for the transaction)
   • Data (the vendor does not have enough data about the deal/collateral to run analysis)
   • Does not meet Initial and/or Ongoing Information Requirements
3. Other
   • Paid off / Zero Balance
   • Invalid – CUSIP number is not valid
   • Under NAIC Threshold – the value of the security is below the dollar amount that the NAIC will model

To correct a scientific notation or a formula in the CUSIP column of your .csv file

Please follow the instructions below to see the fields correctly in Microsoft Excel 2010.

(also including a "C" in front of the CUSIP solves this issue, additional column provided)

1. Open a new blank workbook in Excel.

2. On the Data tab, in the Get External Data group, click "From Text."

3. Browse to locate and open the .csv file.

4. Follow the instructions in the Import Wizard.

• Mark the CUSIP column as a "Text" column.
• Complete all steps in the wizard,  and click "Finish" to complete the import operation to display your CUSIPs correctly.
   

Refer to the following links for more specific importing instructions:

• Excel 2007
• Excel 2010