| Citigroup Mortgage Loan Trust 2007-AMC1 | |
| CITIGROUP MORTGAGE LOAN TRUST 2007-AMC2 | |
| CITIGROUP MORTGAGE LOAN TRUST 2007-AMC3 | |
| Citigroup Mortgage Loan Trust 2007-AMC4 | |
| Citigroup Mortgage Loan Trust 2007-AR1 | |
| Citigroup Mortgage Loan Trust 2007-AR4 | |
| Citigroup Mortgage Loan Trust 2007-AR5 | |
| Citigroup Mortgage Loan Trust 2007-OPX1 | |
| CITIGROUP MORTGAGE LOAN TRUST 2007-WFHE1 | |
| CITIGROUP MORTGAGE LOAN TRUST 2007-WFHE2 | |
| Citigroup Mortgage Loan Trust 2007-WFHE3 | |
| Citigroup Mortgage Loan Trust 2007-WFHE4 | |
| Citigroup Mortgage Loan Trust 2018-RP1 | |
| CITIGROUP MORTGAGE LOAN TRUST INC | |
| CITIGROUP MORTGAGE LOAN TRUST INC. 2005-4 | |
| Citigroup Mortgage Loan Trust Inc. 2005-7 | |
| Citigroup Mortgage Loan Trust Inc. Asset-Backed Pass-Through Certificates, Series 2005-WF1 | |
| Citigroup Mortgage Loan Trust Inc. Asset-Backed Pass-Through Certificates, Series 2005-WF2 | |
| CITIGROUP MORTGAGE LOAN TRUST INC., ASSET-BACKED PASS-THROUGH CERTIFICATES, SERIES 2006-WMC1 | |
| CITIGROUP MORTGAGE LOAN TRUST INC CARRINGTON MORTGAGE LOAN TRUST, SERIES 2004-NC2 | |
| CITIGROUP MORTGAGE LOAN TRUST INC C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-CB7 | |
| Citigroup Mortgage Loan Trust Inc. Mortgage Pass-Through Certificates, Series 2004-NCM1 | |
| Citigroup Mortgage Loan Trust Inc, Mortgage Pass-Through Certificates, Series 2005-1 | |
| CITIGROUP MORTGAGE LOAN TRUST INC. MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2005-2 | |
| CITIGROUP MORTGAGE LOAN TRUST INC SERIES 2004-HYB3 | |
| Citigroup Mortgage Loan Trust Inc. Series 2004 - HYB4 | |
| CITIGROUP MORTGAGE LOAN TRUST INC SERIES 2004-NCM2 | |
| CITIGROUP MORTGAGE LOAN TRUST INC SERIES 2004-OPT1 | |
| CITIGROUP MORTGAGE LOAN TRUST INC SERIES 2004-UST1 | |
| Citigroup Mortgage Loan Trust Inc., Series 2005-3 | |
| Citigroup Mortgage Loan Trust Inc., Series 2005-5 | |
| Citigroup Mortgage Loan Trust Inc., Series 2005-8 | |
| Citigroup Mortgage Loan Trust Inc., Series 2005-9 | |
| Citigroup Mortgage Loan Trust Inc., Series 2005-HE3 | |
| Citigroup Mortgage Loan Trust Inc., Series 2005-HE4 | |
| CITIGROUP MORTGAGE LOAN TRUST INC SERIES 2005-OPT1 | |
| Citigroup Mortgage Loan Trust Inc., Series 2006-AR2 | |
| Citigroup Mortgage Loan Trust Inc., Series 2006-AR3 | |
| Citigroup Mortgage Loan Trust Inc., Series 2007-AR7 | |
| CITIGROUP MORTGAGE LOAN TRUST SERIES 2003 UST-1 | |
| CITIGROUP MORTGAGE LOAN TRUST SERIES 2004-CB3 | |
| CITIGROUP MORTGAGE LOAN TRUST SERIES 2004-HYB1 | |
| CITIGROUP MORTGAGE LOAN TRUST SERIES 2004-HYB2 | |
| Citigroup Mortgage Loan Trust, Series 2004-RES1 | |
| CITIGROUP MORTGAGE LOAN TRUST, SERIES 2005-10 | |
| Citigroup Mortgage Loan Trust, Series 2005-CB4 | |
| CITIGROUP MORTGAGE LOAN TRUST, SERIES 2005-CB8, C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES | |
| Citigroup Mortgage Loan Trust, Series 2005-OPT3 | |
| Citigroup Mortgage Loan Trust, Series 2005-OPT4 | |
| CITIGROUP MORTGAG LOAN TRUST SERIES 2003-UP3 | |
| CITIGROUP MORT LN TR ASST BACK PS THR CERTS SER 2003-HE3 | |
| CITIGROUP MORT LOAN TRUST INC ASSET BK PAS THR CE SE 03 HE2 | |
| CITIGROUP MORT LOAN TRUST INC MORT PAS THR CERT SE 03 1 | |
| CITIGROUP VEHICLE SECURITIES INC | |
| CitiMortgage, Inc. | Dec 31 |
| CIT MARINE TRUST 1999-A | Dec 31 |
| CIT RV OWNER TRUST 1996-A | Dec 31 |
| CIT RV TRUST 1996-B | Dec 31 |
| CIT RV TRUST 1997 A | Dec 31 |
| CITY CAPITAL HOME LOAN TRUST 1998-4 | Dec 31 |
| CITY CAPITAL HOME LOAN TRUST MORT PAS THRU CERT SRS 1999-1 T | Dec 31 |
| CITYSCAPE HOME EQUITY LOAN TRUST SERIES 1997 B | Dec 31 |
| CITYSCAPE HOME EQUITY LOAN TRUST SERIES 1997 C | Dec 31 |
| CITYSCAPE HOME LOAN OWNER TRUST 1997-1 | Dec 31 |
| CITYSCAPE HOME LOAN OWNER TRUST 1997-2 | Dec 31 |
| CITYSCAPE HOME LOAN OWNER TRUST 1997-3 | Dec 31 |
| CITYSCAPE HOME LOAN OWNER TRUST 1997-4 | Dec 31 |
| CLASSNOTES INC | Dec 31 |
| CLASSNOTES TRUST 1995-1 ASSET BACKED NOTES SER 1995-2 | Dec 31 |
| CLASSNOTES TRUST 1995-1 ASSET BACKED NOTES SER 1996-1 | Dec 31 |
| CLASSNOTES TRUST 1995-1 ASSET BACKED SER 1996-2 | |
| CLASSNOTES TRUST 1997-1 | Dec 31 |
| Claymore MACROshares Oil Down Holding Trust | Dec 31 |
| Claymore MACROshares Oil Down Tradeable Trust | Dec 31 |
| Claymore MACROshares Oil Up Holding Trust | Dec 31 |
| Claymore MACROshares Oil Up Tradeable Trust | Dec 31 |
| Cleco Katrina/Rita Hurricane Recovery Funding LLC | Dec 31 |
| Cleco Securitization II LLC | Dec 31 |
| Cleco Securitization I LLC | Dec 31 |
| CLEVELAND ELECTRIC ILLUMINATING CO | Dec 31 |
| CL-LM Residential Holdings 1, LLC | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A1 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A2 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A3 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A4 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A5 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A6 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A7 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A1 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A2 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A3 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A4 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A5 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A6 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A7 | Dec 31 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A8 | Dec 31 |
| CM CORP | Dec 31 |
| CMC SECURITIES CORP I | Dec 31 |
| CMC SECURITIES CORP II | Dec 31 |
| CMC SECURITIES CORP III | Dec 31 |