| SAXON ASSET SEC TR 1996-1 MORT LN ASSET BKED CERT SE 1996-1 | |
| SAXON ASSET SEC TRUST 1999-4 MTG LN AS BK CER SER 1999-4 | Dec 31 |
| SAXON ASSET SEC TRUST 1999-5 MTG LN AS BK CER SER 1999-5 | Dec 31 |
| SAXON ASSET SEC TRUST 2000 1 MTG LN ASSET BK CERT SER 2000 1 | Dec 31 |
| SAXON ASSET SEC TRUST 2001-1 MTG LN ASSET BK CERT SER 2001-1 | |
| SAXON ASSET SECURITIES CO | Dec 31 |
| SAXON ASSET SECURITIES CO MORT LN AS BACK CERT SE 2002 3 | Dec 31 |
| SAXON ASSET SECURITIES CO MORT LOAN ASSET BK CER SER 2003-1 | Dec 31 |
| SAXON ASSET SECURITIES CO MORT LOAN ASSET BKD CE SER 2000-4 | Dec 31 |
| SAXON ASSET SECURITIES CO TRUST 2004-1 | Dec 31 |
| SAXON ASSET SECURITIES TR 1999-1 MOR LN AS BKD CER SE 1999-1 | Dec 31 |
| SAXON ASSET SECURITIES TR 1999 2 MORT LN AS BK CER SE 1999 2 | Dec 31 |
| SAXON ASSET SECURITIES TR 1999-3 MT LN AST BK CER SER 1999-3 | Dec 31 |
| SAXON ASSET SECURITIES TR 2000-2 MORT LN AS BK CER SE 2000-2 | |
| SAXON ASSET SECURITIES TRUST 1997-1 | Dec 31 |
| SAXON ASSET SECURITIES TRUST 1998-1 | Dec 31 |
| SAXON ASSET SECURITIES TRUST 1998-2 | Dec 31 |
| SAXON ASSET SECURITIES TRUST 1998 3 | Dec 31 |
| SAXON ASSET SECURITIES TRUST 1998-4 | Dec 31 |
| SAXON ASSET SECURITIES TRUST 2000-3 | Dec 31 |
| SAXON ASSET SECURITIES TRUST 2001-2 | |
| SAXON ASSET SECURITIES TRUST 2001-3 | Dec 31 |
| SAXON ASSET SECURITIES TRUST 2002-1 | |
| SAXON ASSET SECURITIES TRUST 2002-2 | Dec 31 |
| SAXON ASSET SECURITIES TRUST 2003-2 | Dec 31 |
| Saxon Asset Securities Trust 2004-2 | Dec 31 |
| Saxon Asset Securities Trust 2004-3 | Dec 31 |
| Saxon Asset Securities Trust 2005-1 | Dec 31 |
| Saxon Asset Securities Trust 2005-2 | Dec 31 |
| Saxon Asset Securities Trust 2005-3 | Dec 31 |
| Saxon Asset Securities Trust 2005-4 | Dec 31 |
| Saxon Asset Securities Trust 2006-1 | Dec 31 |
| Saxon Asset Securities Trust 2006-2 | Dec 31 |
| Saxon Asset Securities Trust 2007-1 | Dec 31 |
| SAXON MORTGAGE SECURITIES CORP SERIES 1995-1 TRUST | Dec 31 |
| SCA TAX EXEMPT FUND LIMITED PARTNERSHIP | Dec 31 |
| SCE FUNDING LLC | Dec 31 |
| SCE Recovery Funding LLC | |
| SCFC BOAT LOAN TRUST 1992-1 | Dec 31 |
| SCFC RECREATIONAL VEHICLE LOAN TRUST 1991-1 | Dec 31 |
| SCHWAB CAPITAL TRUST I | |
| Scotiabank Covered Bond Guarantor Limited Partnership | Oct 31 |
| SDG&E FUNDING LLC A DE LIMITED LIABILITY CO | Dec 31 |
| SECURITISATION ADVISORY SER PTY LTD SER 2000 1G MEDALLION TR | Dec 31 |
| Securitisation Advisory Services Medallion Trust Series 2000-2G | Dec 31 |
| Securitisation Advisory Services Medallion Trust Series 2001-1G | Dec 31 |
| Securitisation Advisory Services Medallion Trust Series 2003-1G | Dec 31 |
| Securitisation Advisory Services Medallion Trust Series 2005-1G | Dec 31 |
| Securitisation Advisory Services Medallion Trust Series 2005-1G | Dec 31 |
| Securitisation Advisory Services Medallion Trust Series 2005-2G | Dec 31 |
| SECURITISATION ADVISORY SERVICES PTY LTD | Dec 31 |
| SECURITISATION ADVISORY SERVICES PTY LTD 2000 MED TRUST | Dec 31 |
| SECURITISATION ADVISORY SERV SERIES 2002-1G MEDALLION TRUST | Dec 31 |
| SECURITISATION ADVISORY SEVS PTY LTD SER 2000-2G MEDALLION T | Dec 31 |
| SECURITISATION ADV SERV MEDALLION TRUST SERIES 2004-1G | Dec 31 |
| SECURITIZED ASSET BACKED RECEIVABLES LLC | |
| Securitized Asset Backed Receivables LLC Trust 2004-DO1 | |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2004-NC2 | |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2004-OP1 | |
| Securitized Asset Backed Receivables LLC Trust 2005-FR4 | |
| Securitized Asset Backed Receivables LLC Trust 2005-FR5 | |
| Securitized Asset Backed Receivables LLC Trust 2005-HE1 | |
| Securitized Asset Backed Receivables LLC Trust 2005-OP2 | |
| Securitized Asset Backed Receivables LLC Trust 2006-CB5 | |
| Securitized Asset Backed Receivables LLC Trust 2006-FR2 | |
| Securitized Asset Backed Receivables LLC Trust 2006-FR3 | |
| Securitized Asset Backed Receivables LLC Trust 2006-FR4 | |
| Securitized Asset Backed Receivables LLC Trust 2006-HE1 | |
| Securitized Asset Backed Receivables LLC Trust 2006-HE2 | |
| Securitized Asset Backed Receivables LLC Trust 2006-NC1 | |
| Securitized Asset Backed Receivables LLC Trust 2006-NC2 | |
| Securitized Asset Backed Receivables LLC Trust 2006-NC3 | |
| Securitized Asset Backed Receivables LLC Trust 2006-OP1 | |
| Securitized Asset Backed Receivables LLC Trust 2006-WM1 | |
| Securitized Asset Backed Receivables LLC Trust 2006-WM2 | |
| Securitized Asset Backed Receivables LLC Trust 2006-WM3 | |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4 | |
| Securitized Asset Backed Receivables LLC Trust 2007-BR1 | |
| Securitized Asset Backed Receivables LLC Trust 2007-BR2 | |
| Securitized Asset Backed Receivables LLC Trust 2007-BR3 | |
| Securitized Asset Backed Receivables LLC Trust 2007-BR4 | |
| Securitized Asset Backed Receivables LLC Trust 2007-BR5 | |
| Securitized Asset Backed Receivables LLC Trust 2007-HE1 | |
| Securitized Asset Backed Receivables LLC Trust 2007-NC1 | |
| Securitized Asset Backed Receivables LLC Trust 2007-NC2 | |
| Securitized Asset Backed Receivalbes LLC Trust 2004-NC3 | |
| SECURITIZED ASSET BACKED REC LLC TRUST 2004 NC1 | |
| Securitized Asset Back Receivables LLC Trust 2004-DO2 | |
| Securitized Asset Back Receivables LLC Trust 2004-OP2 | |
| SECURITIZED ASSET SALES INC | Dec 31 |
| SECURITY PACIFIC HOME EQUITY TRUST 1991-A | Dec 31 |
| SELECT ASSET INC | Dec 31 |
| Select Notes Trust LT 2004-1 | Dec 31 |
| SELLER & MASTER SERVICER RESIDENTIAL ASS SEC TR 1998-A4 | Dec 31 |
| SELLER & MASTER SERVICER RESIDENTIAL ASS SEC TR 1998-A6 | Dec 31 |
| SENIOR SUBORDINATED PASS THROUGH CERTIFICATES SERIES 2001-D | Sep 30 |
| SENIOR SUBORDINATED PASS THROUGH CERTIFICATES SERIES 2001-E | Sep 30 |
| SENIOR SUBORDINATED PASS THROUGH CERTIFICATES SERIES 2002-A | Sep 30 |
| SENIOR SUBORDINATED PASS THROUGH CERTIFICATES SERIES 2002-C | Sep 30 |
| SENIOR SUBORDINATE PASS THROUGH CERTIFICATES SERIES 2001-C | Dec 31 |