| STRUCTURED ASSET SECURITIES CORP II LB-UBS COM MO TR 2004-C2 | |
| STRUCTURED ASSET SECURITIES CORP LB-UBS COMM MORT TR 2002-C1 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MO PA TH CE SE 1998-3 TR | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MO PA TH CE SE 2000-BC1 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MO PA TH CE SE 2000-BC2 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MO PA TH CE SER 2003-25XS | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR CER SER 2003-31A | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PAS THR CER SE 2001-BC5 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PAS THR CER SE 2002-1A | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PAS THR CER SER 2002-8A | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PAS THR CER SER 2003-6A | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PAS THR CER SR 2001-BC4 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PAS THR CERT SER 2001-6 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PAS THR CE SE 2003-12XS | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PAS THR CE SE 2003-BC12 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PA TH CE SE 2002-13 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MOR PA TH CE SE 2002 23XS | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT BACK NOTES SER 2002 9 | Dec 31 |
| Structured Asset Securities Corp. Mortgage Loan Trust 2005-7XS | Dec 31 |
| Structured Asset Securities CORP Mortgage Loan Trust 2006-BC5 | Dec 31 |
| Structured Asset Securities CORP Mortgage Loan Trust 2006-BC6 | Dec 31 |
| Structured Asset Securities CORP Mortgage Loan Trust 2007-BC2 | Dec 31 |
| Structured Asset Securities CORP Mortgage Loan Trust 2007-BC3 | Dec 31 |
| Structured Asset Securities CORP Mortgage Loan Trust 2007-BC4 | Dec 31 |
| Structured Asset Securities CORP Mortgage Loan Trust 2007-OSI | Dec 31 |
| Structured Asset Securities CORP Mortgage Loan Trust 2007-WF1 | Dec 31 |
| Structured Asset Securities CORP Mortgage Loan Trust 2007-WF2 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-through Certificates 2004-11XS | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-through Certificates 2004-9XS | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-through Certificates 2004-S2 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-10 | Dec 31 |
| Structured Asset Securities CORP Mortgage Pass-Through Certificates, Series 2004-13 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-15 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-16XS | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-17XS | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-19-XS | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-20 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-21XS | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-22 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-23XS | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2004-7 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2005-1 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2005-10 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2005-11H | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2005-2XS | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2005-WF1 | Dec 31 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2005-WF2 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PASS THR CERT SER 01 1 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PASS THR CERT SER 2002 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PASS THRU SER 2004-5H | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PAS THR CER SE 2002-2 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PAS THR CERT SE 03 2A | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PAS THR CERT SE 04 4XS | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PAS THR CERT SE 2000 3 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PAS THR CERT SER 01 7A | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PAS-THR CERT SER 2002- | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PAS THR CE SE 2001-BC3 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PAS THR CE SE 2002 17 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PA TH CERT SER 2001-8A | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PA THR CE SER 2001-18A | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP MORT PS-THR CERT SER 2004-3 | Dec 31 |
| Structured Asset Securities Corporation, 2005-GEL4 | Dec 31 |
| Structured Asset Securities Corporation, 2005 OPT-1 | Dec 31 |
| Structured Asset Securities Corportion | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP SER 1998-ALS2 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP SERIES 1995-2 | Nov 30 |
| STRUCTURED ASSET SECURITIES CORP SERIES 1995-4 | |
| STRUCTURED ASSET SECURITIES CORP SERIES 1996-4 | |
| STRUCTURED ASSET SECURITIES CORP SERIES 1997 LL I | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP SERIES 1998-ALS1 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP SERIES 1998-C1 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP SERIES 2003-20 | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP SERIES 2003-23H | Dec 31 |
| STRUCTURED ASSET SECURITIES CORP THORN MORT SEC TR 2003-3 | Dec 31 |
| Structured Asset Securities Corp Trust 2005-3 | Dec 31 |
| Structured Asset Securities Corp Trust 2005-4XS | Dec 31 |
| Structured Asset Securities Corp. Trust 2005-5 | Dec 31 |
| Structured Asset Securities Corp Trust 2005-6 | Dec 31 |
| STRUCTURED ASSETS SECURITIES CORP SER 1995-1 | Dec 31 |
| STRUCTURED ASS MO INV INC WSH MUT MO L T MO P TH CE SE 01-1 | Dec 31 |
| STRUCTURED ASS SEC COR A R COL TR MRT PS THR CRT SER 01-BC6 | Dec 31 |
| STRUCTURED OBLIGATIONS CORP | Dec 31 |
| STRUCTURED OBLIGATIONS CORP LONG TERM CERT SER 2003 3 | Dec 31 |
| STRUCTURED OBLIGATIONS CORP LONG TERM CERTS SER 2003-4 | Dec 31 |
| STRUCTURED OBLIGATIONS CORP LONG TERM CERTS SER 2003-5 | Dec 31 |
| STRUCTURED OBLIGATIONS CORP SELECT NOTES TRUST LT SER 2003-1 | Dec 31 |
| STRUCTURED OBLIGATIONS CORP SELECT NOTES TRUST LT SER 2003-2 | Dec 31 |
| STRUCTURED OBLIGATIONS CORP TRUST SPRINT CAPITAL CER 2002-1 | Dec 31 |
| STRUCTURED PROD CORP CORTS TR II FOR FIRST UNION CAPITAL I | Dec 31 |
| STRUCTURED PROD CORP CORTS TR II FOR VERIZON GLOB FUND NTS | Dec 31 |
| STRUCTURED PROD CORP CORTS TRUST III FOR SAFECO CAP TRUST I | Dec 31 |
| STRUCTURED PROD CORP STEP UP TR CREDIT SUISSE FIRST BOSTON | Dec 31 |
| STRUCTURED PROD CORP TIERS CORP BND-BCKD CERT SER MOT 1998-5 | Dec 31 |
| STRUCTURED PROD CORTS TR II FOR PROVIDENT FINANCING TRUST I | Dec 31 |
| STRUCTURED PROD TIERS CORP BOND-BCKD CERTS SER APA 1997-8 | Dec 31 |
| STRUCTURED PROD TIERS CORP BOND-BCKD CERTS SER BLS 1997-6 | Dec 31 |
| STRUCTURED PRODUCTS CORP | Dec 31 |
| STRUCTURED PRODUCTS CORP CASTSM STEP UP TR FOR MORG STAN NTS | Dec 31 |
| STRUCTURED PRODUCTS CORP CAST SM STEP UP TR II GE CAP CORP | Dec 31 |
| STRUCTURED PRODUCTS CORP CAST STEP UP TR FOR CIT GROUP NOTES | Dec 31 |