| CALLABLE TREASURY STRIP TRUST CERT SERIES 1997 USTS 3 | |
| CALLABLE ZERO COUPON TRUST CERT SERIES 1997 TVA 1 | |
| CALLABLE ZERO COUPON TRUST CERT SERIES 1997 TVA 2 | |
| CAPCO AMERICA SEC CORP COMM MORT PASS THROU CERT SER 1998-D7 | Mar 31 |
| CAPITA EQUIPMENT RECEIVABLES TRUST 1996-1 | Dec 31 |
| Capital Automotive LLC | Dec 31 |
| CAPITAL AUTO RECEIVABLES ASSET TRUST 2003-1 | Dec 31 |
| CAPITAL AUTO RECEIVABLES ASSET TRUST 2003-2 | Dec 31 |
| CAPITAL AUTO RECEIVABLES ASSET TRUST 2003-3 | Dec 31 |
| CAPITAL AUTO RECEIVABLES ASSET TRUST 2004-1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2004-2 | Dec 31 |
| CAPITAL AUTO RECEIVABLES ASSET TRUST 2005-1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2005-SN1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2006-1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2006-2 | Dec 31 |
| CAPITAL AUTO RECEIVABLES ASSET TRUST 2007-1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2007-2 | Dec 31 |
| Capital Auto Receivables Asset Trust 2007-3 | Dec 31 |
| Capital Auto Receivables Asset Trust 2007-4 | Dec 31 |
| CAPITAL AUTO RECEIVABLES ASSET TRUST 2007-SN1 | Dec 31 |
| CAPITAL AUTO RECEIVABLES ASSET TRUST 2008-1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2008-2 | Dec 31 |
| Capital Auto Receivables Asset Trust 2013-1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2013-2 | Dec 31 |
| Capital Auto Receivables Asset Trust 2013-3 | Dec 31 |
| Capital Auto Receivables Asset Trust 2013-4 | Dec 31 |
| Capital Auto Receivables Asset Trust 2014-1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2014-2 | Dec 31 |
| Capital Auto Receivables Asset Trust 2014-3 | Dec 31 |
| Capital Auto Receivables Asset Trust 2015-1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2015-2 | Dec 31 |
| Capital Auto Receivables Asset Trust 2015-3 | Dec 31 |
| Capital Auto Receivables Asset Trust 2015-4 | Dec 31 |
| Capital Auto Receivables Asset Trust 2016-1 | Dec 31 |
| Capital Auto Receivables Asset Trust 2016-2 | Dec 31 |
| Capital Auto Receivables Asset Trust 2016-3 | Dec 31 |
| CAPITAL AUTO RECEIVABLES LLC | Dec 31 |
| CAPITAL GROWTH MORTGAGE INVESTORS L P | Dec 31 |
| CAPITAL ONE AUTO FINANCE TRUST 2002-B | Dec 31 |
| CAPITAL ONE AUTO FINANCE TRUST 2002-C | Dec 31 |
| CAPITAL ONE AUTO FINANCE TRUST 2003-A | Dec 31 |
| CAPITAL ONE AUTO FINANCE TRUST 2003-B | Dec 31 |
| CAPITAL ONE AUTO FINANCE TRUST 2004-A | Dec 31 |
| Capital One Auto Finance Trust 2004-B | Dec 31 |
| Capital One Auto Finance Trust 2005-A | Dec 31 |
| Capital One Auto Finance Trust 2005-B-SS | Dec 31 |
| Capital One Auto Finance Trust 2005-C | Dec 31 |
| Capital One Auto Finance Trust 2005-D | Dec 31 |
| Capital One Auto Finance Trust 2006-A | Dec 31 |
| Capital One Auto Finance Trust 2006-B | Dec 31 |
| Capital One Auto Finance Trust 2006-C | Dec 31 |
| Capital One Auto Finance Trust 2007-A | Dec 31 |
| Capital One Auto Finance Trust 2007-B | Dec 31 |
| Capital One Auto Finance Trust 2007-C | Dec 31 |
| Capital One Auto Receivables LLC | Dec 31 |
| CAPITAL ONE BANK | Dec 31 |
| Capital One Capital IV | |
| CAPITAL ONE FINANCING, LLC | Dec 31 |
| CAPITAL ONE FUNDING, LLC | |
| CAPITAL ONE MASTER TRUST | Dec 31 |
| CAPITAL ONE MULTI ASSET EXECUTION TRUST | Dec 31 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2003-1 | Dec 31 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2003-2 | Dec 31 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2004-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2004-2 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2004-3 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2005-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2006-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2006-2 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2007-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2007-2 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2019-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2019-2 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2020-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2021-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2022-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2022-2 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2023-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2023-2 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2024-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2025-1 | Dec 31 |
| Capital One Prime Auto Receivables Trust 2026-1 | Dec 31 |
| CAPITAL REALTY INVESTORS TAX EXEMPT FUND III LTD PARTNERSHIP | Dec 31 |
| CAPITAL RESOURCE GROUP LLC | Dec 31 |
| CAPITAL SENIOR LIVING COMMUNITIES L P | Dec 31 |
| CAPITOL HOME EQU LN TR 1990-1 CA HM EQ LN AS BK CE SE 1990-1 | Dec 31 |
| CAPITOL REVOLVING HOME EQUITY LOAN TRUST 1996-1 | Dec 31 |
| CAPITOL REVOLVING HOME EQUITY LOAN TRUST 1997-1 | Dec 31 |
| CAPMARK MORTGAGE SECURITIES INC | Dec 31 |
| CAPSTEAD SECURITIES CORPORATION IV | Dec 31 |
| CARCO AUTO LOAN MASTER TRUST | Dec 31 |
| CARGILL FINANCIAL SERVICES CORP | Dec 31 |
| CARMAX AUTO FUNDING LLC | Feb 28 |
| CARMAX AUTO OWNER TRUST 2001-2 | Feb 28 |
| CARMAX AUTO OWNER TRUST 2002-1 | Feb 28 |
| CARMAX AUTO OWNER TRUST 2002-2 | Feb 28 |
| CARMAX AUTO OWNER TRUST 2003-1 | Feb 28 |
| CARMAX AUTO OWNER TRUST 2003-2 | |
| CarMax Auto Owner Trust 2004-1 | |
| CarMax Auto Owner Trust 2004-2 | |