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| Asset Backed Funding Corp. ABFC Asset Backed Certificates Series 2004-OPT3 | Dec 31 |
| Asset-Backed Funding Corp. ABFC Asset Backed Certificates, Series 2004-OPT4 | Dec 31 |
| Asset-Backed Funding Corp. ABFC Asset Backed Certificates, Series 2004-OPT5 | Dec 31 |
| ASSET BACKED FUNDING CORP ABFC ASSET BACKED SER 2004-AHL1 | Dec 31 |
| ASSET BACKED FUNDING CORP ABFC ASST BCKD CERT SER 2002-OPT1 | Dec 31 |
| ASSET BACKED FUNDING CORP ASSET BK FUNDING TRUST 1999-1 | Dec 31 |
| ASSET BACKED FUNDING CORP C BASS MOR LN AS BK CE SE 2004 CB1 | Dec 31 |
| Asset Backed Funding Corp C-BASS Mortgage Loan Asset-Backed Certificates, Series 2004-CB5 | Dec 31 |
| ASSET BACKED PASS THROUGH CERTIFICATES SERIES 2002 HE2 | Dec 31 |
| ASSET BACKED PASS THROUGH CERTIFICATES SERIES 2003-4 | Dec 31 |
| ASSET BACKED PASS THROUGH CERTIFICATES SERIES 2003-HE6 | Dec 31 |
| ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W7 | |
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| Asset Backed Pass-Through Certificates, Series 2004-HE4 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series 2004-HE5 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series 2004-HE6 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series 2004-HE7 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series 2004-HE8 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series 2004-HE9 | Dec 31 |
| Asset-Backed Pass-Through Certificates, Series 2004-R12 | Dec 31 |
| ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-R2 | Dec 31 |
| ASSET-BACKED PASS-THROUGH CERTIFICATES, SERIES 2004-R5 | Dec 31 |
| ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-W1 | |
| Asset Backed Pass-Through Certificates, Series 2005-HE 1 | |
| Asset Backed Pass-Through Certificates, Series 2005-HE1 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series 2005-HE2 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series 2005-HE3 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series 2005-HE4 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series 2005-HE7 | Dec 31 |
| ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R2 | Dec 31 |
| Asset-Backed Pass-Through Certificates, Series 2005-R4 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series NC 2005-HE8 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series OOMC 2005-HE6 | Dec 31 |
| Asset Backed Pass-Through Certificates, Series WMC 2005-HE5 | Dec 31 |
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| ASSET BACKED SEC CORP ASSET BACK PASS-THR CERTS SER 2004-HE2 | Dec 31 |
| ASSET BACKED SEC CORP FIELDSTONE MORT INV TR SER 2004-2 | Dec 31 |
| ASSET BACKED SEC CORP HOME EQUITY LN TR SER 2003HE4 | Dec 31 |
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| ASSET BACKED SEC CORP HOME EQUITY LOAN TR 1998-LB1 | Dec 31 |
| ASSET BACKED SEC CORP HOME EQUITY LOAN TR 1999-LB1 | Dec 31 |
| ASSET BACKED SEC CORP HOME EQUITY LOAN TR 2001-HE1 | Dec 31 |
| ASSET BACKED SEC CORP HOME EQUITY LOAN TRUST SERIES 2001 HE3 | Dec 31 |
| ASSET BACKED SEC CORP HOME EQUITY LOAN TRUST SERIES 2003 HE7 | Dec 31 |
| ASSET BACKED SEC CORP HOME EQU LOAN TR SER 2003-HE1 | Dec 31 |
| ASSET BACKED SEC CORP PASS THROUGH CERTIFICATES SER 2002-HE3 | Dec 31 |
| ASSET BACKED SECURITIES CORP | Dec 31 |
| ASSET BACKED SECURITIES CORP HOME EQUITY LN TR SER 2001-HE2 | Dec 31 |
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| Asset Backed Securities CORP Home Equity Loan Trust, Series MO 2006-HE6 | Dec 31 |
| Asset Backed Securities CORP Home Equity Loan Trust, Series NC 2006-HE2 | Dec 31 |
| Asset Backed Securities CORP Home Equity Loan Trust, Series NC 2006-HE4 | Dec 31 |
| Asset Backed Securities CORP Home Equity Loan Trust, Series OOMC 2006-HE3 | Dec 31 |
| Asset Backed Securities CORP Home Equity Loan Trust, Series OOMC 2006-HE5 | Dec 31 |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST, SERIES RFC 2007-HE1 | Dec 31 |
| ASSET BACKED SECURITIES CORP HOME EQUITY SER 2003-HE5 | Dec 31 |
| Asset Backed Securities CORP Home Equity Trust, Series 2006-HE1 | Dec 31 |
| ASSET BACK FUND CORP C BAS MRT LN AST BACK CRTS SR 2003-CB2 | Dec 31 |
| Asset Back Pass-Through Certificates, Series 2004-HE3 | Dec 31 |
| ASSET SECUR COR COMM MORT PASS TH CERT SER 1996 D2 | Dec 31 |
| ASSET SECURITIZATION CORP | Dec 31 |
| ASSET SECURITIZATION CORP COMM MOR PASS THR CER 1996-MD VI | Dec 31 |
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| ASSET SECURITIZATION CORP COMM MORT PASS THR CER SER 1996-D3 | Dec 31 |
| ASSET SECURITIZATION CORP COMM MORT PASS THR CER SER 1997-D4 | Dec 31 |
| ASSET SECURITIZATION CORP COMM MORT PASS THR CERT SER 1999-1 | Dec 31 |
| ASSET SECURITIZATION CORP COM MOR PAS THR CER SER 1997 MDV11 | Dec 31 |
| ASSET SECURITIZATION CORP COM MOR PS THR CERT SER 1999-C2 | Dec 31 |
| ASSOCIATED MANUFACTURED HOUSING PAS THRO CERT SERIES 1996-1 | Dec 31 |
| ASSOCIATES HOME EQUITY LOAN TRUST 1998-1 | Dec 31 |
| ASSOCIATES MANUFACTURED HOUSING PASS THROUGH CERT SER 1996-2 | Dec 31 |
| ATLANTIC CITY ELECTRIC TRANSITION FUNDING LLC | Dec 31 |
| Atmos Energy Kansas Securitization I, LLC | Sep 30 |
| ATOMVEST Ltd | Dec 31 |
| Atrium Hotel Portfolio Trust 2017-ATRM | Dec 31 |
| Atrium Hotel Portfolio Trust 2018-ATRM | Dec 31 |
| AT&T UNIVERSAL CARD MASTER TRUST | Dec 31 |
| AUSTRALIAN SECURITISATION MANAGEMENT PTY LTD | Jun 30 |
| AUSTRALIAN SECURIT MANAGEMENT PTY ARMS II GLOBAL FUND 2 | Jun 30 |
| AUSTRALIAN SECURIT MANAGEMENT PTY ARMS II GLOBAL FUND 3 | Jun 30 |
| AUTO FUNDING II L P | Dec 31 |
| AUTO LEASE FINANCE L P | Dec 31 |
| AUTOMOBILE CREDIT FINANCE INC | Sep 30 |
| AUTO NATIONS RECEIVABLES CORP | |
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| AVCO ABS RECEIVABLES CORP | Dec 31 |
| Aventura Mall Trust 2018-AVM | Dec 31 |
| AXDB 2026-MULT1 Mortgage Trust | Dec 31 |
| B2R Finance Depositor LP | Dec 31 |
| BA Credit Card Funding, LLC | Dec 31 |
| BA Credit Card Trust | Jun 30 |
| BA MASTER CREDIT CARD TRUST / | Dec 31 |
| BA Master Credit Card Trust II | Jun 30 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH | Dec 31 |
| BA MORTGAGE SECURITIES INC MO PA THR CER SER 1997-2 | Dec 31 |
| BA MORTGAGE SECURITIES INC MORT PASS THR CERT SERIES 1997-3 | Dec 31 |
| BA MORTGAGE SECURITIES INC MORT PASS THR CERT SERIES 1998-1 | Dec 31 |
| BA MORTGAGE SECURITIES INC MORT PASS THR CERT SERIES 1998-2 | Dec 31 |