| LEHMAN ABS CORP BCKD TR CRTS CORN DB BCK SE 2001-35 | Dec 31 |
| LEHMAN ABS CORP BCKD TR CRTS FRD MOT CO DB BCK SE 2001-36 | Dec 31 |
| LEHMAN ABS CORP BCKD TR CRTS GDYR TR & RUB NT BCK SE 01-34 | Dec 31 |
| LEHMAN ABS CORP BCKD TR CRTS TOYS R US DB BCK SE 01-31 | Dec 31 |
| LEHMAN ABS CORP BCKD TR CRTS WR BERK CAP TR SEC BCK SE 02-1 | Dec 31 |
| LEHMAN ABS CORP BELLSOUTH CAPITAL FUND DEB BK SERS 2003-2 | Dec 31 |
| LEHMAN ABS CORP BELLSOUTH DEB BCKD SER 2002-8 | Dec 31 |
| LEHMAN ABS CORP BELLSOUTH DEBT- BACKED SER 2003-14 | Dec 31 |
| LEHMAN ABS CORP BOEING NOTE BACKED SERIES 2003 7 | Dec 31 |
| LEHMAN ABS CORP BOEING SECURITIES BACK SER 2003 16 CLASS A 1 | Dec 31 |
| LEHMAN ABS CORP CALLABLE ZERO COUPON SER 2002-TVA-1 | Dec 31 |
| LEHMAN ABS CORP CH HM EQ LN TR 1997-1 HM E LN A B CRT 1997- | Nov 30 |
| LEHMAN ABS CORP CH HM EQUITY LN TR 1997-2 | Dec 31 |
| LEHMAN ABS CORP CIT CAPITAL TR 1 SEC BCKD SER 2003-9 CL A-1 | Dec 31 |
| LEHMAN ABS CORP CNA FINANCIAL DEBENTURE BACK SER 03 10 | Dec 31 |
| LEHMAN ABS CORP COR BK TR CER CORN DEB BK SE 2001-28 CL A-1 | Dec 31 |
| LEHMAN ABS CORP CORP BACKED TR CERT SER 2002-4 | Dec 31 |
| LEHMAN ABS CORP CORP BACKED TRUST CERTS SER 02 17 CLASS A1 | Dec 31 |
| LEHMAN ABS CORP CORP BACK TR AIG DEBENTURE BCK SER 2002 10 | Dec 31 |
| LEHMAN ABS CORP CORPORATE BACKED TRUST CERT 2002-3 | Dec 31 |
| LEHMAN ABS CORP CORPORATE BACKED TRUST CERTS 2002-14 | Dec 31 |
| LEHMAN ABS CORP CORPORATE BACKED TRUST CERTS 2002 15 | Dec 31 |
| LEHMAN ABS CORP CORPORATE BACKED TRUST CERTS 2002-16 | Dec 31 |
| LEHMAN ABS CORP CORPORATE BOND BACKED CERT SER 1997-CHR-1 | Nov 30 |
| LEHMAN ABS CORP DAIMLERCHRYSLER DEBENTURE-BACKED SER 2004 3 | Dec 31 |
| LEHMAN ABS CORP DAIMLERCHRYSLER DEBENTURE-BACKED SERIES 2004-8 | Dec 31 |
| LEHMAN ABS CORP DELTA HM EQ LN TR 1996-2 | Nov 30 |
| LEHMAN ABS CORP DUKE CAPITAL NOTE BACKED SERIES 2003-3 | Dec 31 |
| LEHMAN ABS CORP FHA TITLE I ASSET BACK CERT SER 1996-2 | Nov 30 |
| LEHMAN ABS CORP FIFTH THIRD HOME EQUITY TRUST 2003-1 | Dec 31 |
| LEHMAN ABS CORP FORD MOTOR CO NOTE BACKED SER 2003-6 | Dec 31 |
| LEHMAN ABS CORP GE GLOBAL INSURANCE NOTE BACKED SER 2003-19 | Dec 31 |
| LEHMAN ABS CORP GEN ELEC CAP SERVICES NOTE BACKED SER 2002 5 | Dec 31 |
| LEHMAN ABS CORP GOLDMAN SACHS CAP 1 SEC BCK SER 2004-7 CLASS A1 | Dec 31 |
| LEHMAN ABS CORP GOLDMAN SACHS NOTE-BK SER 2003-12 | Dec 31 |
| LEHMAN ABS CORP GOLD SACHS CAP I SEC BCK SER 2004-4 CLASS A1 | Dec 31 |
| LEHMAN ABS CORP HOME EQUITY LOAN ASSET BACK CERT SER 1998-2 | Dec 31 |
| Lehman ABS Corp. Home Equity Loan Trust 2005-1 | Dec 31 |
| LEHMAN ABS CORP HSBC DEBENTURE BACKED SERIES 2003-4 | Dec 31 |
| LEHMAN ABS CORP INDYMAC HOME EQUITY LOAN TRUST 2004-1 | Dec 31 |
| LEHMAN ABS CORP KINDER MORGAN DEBEN BACKED SER 2002-6 | Dec 31 |
| LEHMAN ABS CORP KRAFT FOODS NOTE BACKED SERIES 2003-11 | Dec 31 |
| LEHMAN ABS CORP LEHMAN HOME EQUITY LOAN TRUST 1996-2 | Dec 31 |
| LEHMAN ABS CORP LEHMAN HOME EQUITY LOAN TRUST 2001-1 | Dec 31 |
| LEHMAN ABS CORP LEHMAN MFG HOUSING CONTRACT TRUST 2002-A | Dec 31 |
| LEHMAN ABS CORP L H EQ LO TR 1997-2 HO EQ LO AS CE SE 1997-2 | Dec 31 |
| LEHMAN ABS CORP MORTGAGE INDEX AMORTIZING TRUST 1997-1 | Dec 31 |
| LEHMAN ABS CORP MORTGAGE PASS THR CERTS SER 2003-1 | Dec 31 |
| LEHMAN ABS CORP MORTGAGE PASS-THROUGH CERTS SERIES 2004-1 | Dec 31 |
| LEHMAN ABS CORP MORT LOAN ASSET BACKED CERT SERIES 1997-OFS3 | Dec 31 |
| LEHMAN ABS CORP MOTOROLA DEBENTURE BACKED SERIES 2002 12 | Dec 31 |
| LEHMAN ABS CORP NEWS AMERICA DEBENTURE BK SE 2002-9 CL A-1 | Dec 31 |
| LEHMAN ABS CORP PROVIDENT BANK HOME EQUITY LOAN TRUST 1996-1 | Nov 30 |
| LEHMAN ABS CORP PRUDENTIAL FINANCIAL NOTE BACKED SE 2003 20 | Dec 31 |
| LEHMAN ABS CORP REPAC GE GLOB INS FLT RT TR CERT SER 2002-1 | Dec 31 |
| LEHMAN ABS CORP REPACK AMER GEN FLOAT RT TR CERTS SER 2003-1 | Dec 31 |
| LEHMAN ABS CORP ROYAL & SUN ALLIANCE BOND BACKED SER 2002 11 | Dec 31 |
| LEHMAN ABS CORP ROYAL & SUN ALLIANCE BOND BACKED SER 2002 2 | Dec 31 |
| LEHMAN ABS CORP SEARS ROEBUCK ACCEP NOTE BACKED SER 2003 5 | Dec 31 |
| LEHMAN ABS CORP SEARS ROEBUCK ACCEP NOTE BACK SER 2003-1 | Dec 31 |
| LEHMAN ABS CORP SPRINT CAPITAL BACK SER 2003 17 CLASS A 1 | Dec 31 |
| LEHMAN ABS CORP VERIZON NEW YORK DEBENTURE BACKED 2004-1 | Dec 31 |
| LEHMAN ABS CORP VERIZON NY DEBENTURE BACKED SER 2004-5 | Dec 31 |
| LEHMAN ABS CORP WMC MORT LOAN ASSET BACK CERT SERIES 1998-1 | Dec 31 |
| LEHMAN ABS DAIMLERCHRYSLER DEB-BKD SER 2003-15 | Dec 31 |
| LEHMAN CMO INC | Nov 30 |
| LEHMAN FHA TITLE I LOAN TRUST 1996-3 | Nov 30 |
| LEHMAN HOME EQUITY LAON TRUST 1997-1 | Dec 31 |
| LEHMAN HOME EQUITY LOAN TRUST 1994-1 | |
| LEHMAN HOME EQUITY LOAN TRUST 1996-1 | Dec 31 |
| LEHMAN HOME EQUITY LOAN TRUST 1997-1 | Nov 30 |
| LEHMAN HOME EQUITY LOAN TRUST 1997-2 | Dec 31 |
| LEHMAN HOME EQUITY LOAN TRUST 1998-1 | Dec 31 |
| LEHMAN HOME EQUITY LOAN TRUST 2002-1 | |
| Lehman Home Equity Loan Trust 2004-3 | Dec 31 |
| Lehman Mortgae Trust 2005-3 | Dec 31 |
| Lehman Mortgage Trust 2005-1 | Dec 31 |
| Lehman Mortgage Trust 2005-2 | Dec 31 |
| Lehman Mortgage Trust 2006-1 | Dec 31 |
| Lehman Mortgage Trust 2006-2 | Dec 31 |
| Lehman Mortgage Trust 2006-3 | Dec 31 |
| Lehman Mortgage Trust 2006-5 | Dec 31 |
| Lehman Mortgage Trust 2006-6 | Dec 31 |
| Lehman Mortgage Trust 2006-7 | Dec 31 |
| Lehman Mortgage Trust 2006-8 | Dec 31 |
| Lehman Mortgage Trust 2006-9 | Dec 31 |
| Lehman Mortgage Trust 2007-10 | Dec 31 |
| Lehman Mortgage Trust 2007-11 | Dec 31 |
| Lehman Mortgage Trust 2007-2 | Dec 31 |
| Lehman Mortgage Trust 2007-3 | Dec 31 |
| Lehman Mortgage Trust 2007-4 | Dec 31 |
| Lehman Mortgage Trust 2007-5 | Dec 31 |
| Lehman Mortgage Trust 2007-6 | Dec 31 |
| Lehman Mortgage Trust 2007-7 | Dec 31 |
| Lehman Mortgage Trust 2007-8 | Dec 31 |
| Lehman Mortgage Trust 2007-9 | Dec 31 |
| Lehman Mortgage Trust 2008-2 | Dec 31 |
| Lehman Mortgage Trust 2008-3 | Dec 31 |
| Lehman Mortgage Trust 2008-4 | Dec 31 |
| Lehman Mortgage Trust 2008-6 | Dec 31 |