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| Connect Gas Gathering, LLC | Dec 31 |
| Connect NGL Pipeline, LLC | Dec 31 |
| CONOCOPHILLIPS CANADA FUNDING CO I | Dec 31 |
| CONOCOPHILLIPS CANADA FUNDING CO II | Dec 31 |
| CONSECO FINANCE CORP | Dec 31 |
| CONSECO FINANCE SECURITIZATIONS CORP | Dec 31 |
| CONSOLIDATION LOAN FUNDING II, LLC | Dec 31 |
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| Consumers 2014 Securitization Funding LLC | Dec 31 |
| Consumers 2023 Securitization Funding LLC | Dec 31 |
| CONSUMERS FUNDING LLC | |
| CONTIMORTGAGE HOME EQUITY LN TR 1996-1 | Dec 31 |
| CONTIMORTGAGE HOME EQUITY LOAN TRUST 1996-2 | Dec 31 |
| CONTIMORTGAGE HOME EQUITY LOAN TRUST 1996-3 | |
| CONTIMORTGAGE HOME EQUITY LOAN TRUST 1996-4 | Dec 31 |
| CONTIMORTGAGE HOME EQUITY TRUST 1998-3 | Dec 31 |
| CONTIMORTGAGE HOME EQUITY TRUST 1999-1 | Dec 31 |
| CONTIMORTGAGE HOME EQUITY TRUST 1999-2 | Dec 31 |
| CONTIMORTGAGE HOME EQUITY TRUST 1999-3 | Dec 31 |
| CONTIMORTGAGE HOME EQUITY TURST 1997 4 | |
| CONTISECURITIES AS FD CP CONTIMORT HM EQ LN TR 1999-2 | Dec 31 |
| CONTISECURITIES ASSET FUNDING CORP | Dec 31 |
| CONTISECURITIES ASSET FUNDING CORP IMC HOME EQ LO TR 1996-01 | Dec 31 |
| CONTITRADE SERVICES CORP | Dec 31 |
| COPELAND COMPANIES | Dec 31 |
| COPELCO CAPITAL FUNDING CORP II | Dec 31 |
| COPELCO CAPITAL FUNDING CORP XI | Dec 31 |
| COPELCO CAPITAL FUNDING LLC 99-1 | |
| COPELCO CAPITAL FUNDING LLC 99-B | |
| COPELCO CAPITAL RECEIVABLES LLC | Dec 31 |
| CORE BOND PRODUCTS LLC | |
| CORESTATES BANK N A /PA | Dec 31 |
| CORESTATES HOME EQUITY LOAN TRUST 1996-1 | Dec 31 |
| CORNERSTONE MORTGAGE INVESTMENT GROUP II INC | Dec 31 |
| CORNERSTONE MORTGAGE INVESTMENT GROUP INC | Dec 31 |
| CORPORATE ASSET BACKED CORP | Dec 31 |
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| CORPORATE BOND BACKED CERTIFICATES SER 1997 USW 1 | Nov 30 |
| CORPORATE BOND BACKED CERTIFICATES TRUST SERIES 1997-CHR-1 | Dec 31 |
| CORPORATE BOND BACKED CERT SERIES 1997 USW-2 | Dec 31 |
| CORPORATE BOND BACKED CERT TR SER 1998-ADM 1 | Dec 31 |
| CORPORATE BOND BACKED CERT TR SER 1998-CAT 1 | |
| CORPORATE BOND BACKED CERT TR SER 1998-NSC 1 | Dec 31 |
| CORPORATE BOND BACKED CERT TRUST SERIES 1997-BELLSOUTH-1 | Dec 31 |
| Corporation 2004-1 | Dec 31 |
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| CORTS TRUST FOR WEYERHAEUSER DEBENTURES | Dec 31 |
| CORTS TRUST II FOR FORD NOTES | Dec 31 |
| COUNTRYWIDE HOME EQUITY LN TR REV HOME EQ LN A B CERT SE 99D | Feb 28 |
| COUNTRYWIDE HOME EQUITY LOAN ASSET BACKED CERT SER 1998-A | Feb 28 |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1997-A | Dec 31 |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1997-C | Dec 31 |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1998-C | Dec 31 |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1998-D | Dec 31 |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-A | Dec 31 |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-C | Dec 31 |
| Countrywide Home Loans 2005-52CB | |
| Countrywide Home Loans 2005-J12 | |
| Countrywide Home Loans 2005-J5 | |
| Countrywide Home Loans 2005-J8 | |
| Countrywide Home Loans 2005-J9 | |
| COUNTRYWIDE HOME LOANS MORT PASS THR CERTS SER 2002 8 | Dec 31 |
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| COUNTRYWIDE HOME LOANS MORT PAS THR TRUST 2001 25 | Dec 31 |
| COUNTRYWIDE HOME LOAN TRUST HOME LOAN BAC NO SER 2001-HLV1 | Dec 31 |
| COUNTRYWIDE MORTGAGE OBLIGATIONS III INC | Dec 31 |
| COURTYARD II ASSOCIATES LP | Dec 31 |
| Coventry Building Society | Dec 31 |
| CPL TRANSITION FUNDING LLC | Dec 31 |
| CPS AUTO GRANTOR TRUST 1998-2 | Dec 31 |
| CPS AUTO RECEIVABLES TRUST 1998-3 | Dec 31 |
| CPS AUTO RECEIVABLES TRUST 1998-4 | Dec 31 |
| CPS Receivables Five LLC | Dec 31 |
| CRDT SUISS FRST BOST MOR SC CRP CM MT PS TH CERT SER 1998-C2 | Dec 31 |
| CREDIT & ASSET REPACKAGING VEHICLE CORP | Dec 31 |
| CREDIT & ASSET REP VEHICLE CORP ALLSTATE FIN II CERT SE 01 1 | Dec 31 |
| CREDIT & ASSET REP VEHICLE CORP KEYCORP INS CAP A CE SE 02 1 | Dec 31 |
| Credit Suisse Adjustable Rate Mortgage Trust 2006-1 | Dec 31 |
| CREDIT SUISSE ASSET REPACKAGING DEPOSITOR LLC | |
| Credit Suisse Commercial Mortgage Securities Corp. | Dec 31 |
| Credit Suisse Commercial Mortgage Trust 2007-C2 | Dec 31 |
| Credit Suisse Commercial Mortgage Trust 2007-C3 | Dec 31 |
| Credit Suisse Commercial Mortgage Trust Series 2006-C1 | Dec 31 |
| Credit Suisse Commercial Mortgage Trust Series 2006-C2 | Dec 31 |
| Credit Suisse Commercial Mortgage Trust Series 2006-C3 | Dec 31 |
| Credit Suisse Commercial Mortgage Trust Series 2006-C4 | Dec 31 |
| Credit Suisse Commercial Mortgage Trust Series 2006-C5 | Dec 31 |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST, SERIES 2007-C1 | Dec 31 |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST, SERIES 2007-C4 | Dec 31 |
| Credit Suisse Commercial Mortgage Trust Series 2007-C5 | Dec 31 |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2008-C1 | Dec 31 |
| CREDIT SUISSE FIR BO MO SEC COR FNT MO BK PA TH CE SE 2001-1 | |
| CREDIT SUISSE FIR BO MO SEC CORP CDMC MO BK PA TH CER 2001-2 | Dec 31 |
| CREDIT SUISSE FIR BO MO SEC CORP MO BK PA TH CE SE 2001-1 | Dec 31 |
| CREDIT SUISSE FIR BO SEC COR CSFB MORT PS TH CRT SER 2001-11 | Dec 31 |
| CREDIT SUISSE FIR BOS MOR SEC CORP MO BK PA TH CE SE 01-WM2 | Dec 31 |