| LONG BEACH SEC CORP ASSET BACKED CERT SER 2002 3 | Dec 31 |
| LONG BEACH SEC CORP ASSET BACKED CERTS SER 2004-1 | Dec 31 |
| LONG BEACH SEC CORP ASSET-BACKED CERTS SERIES 2004-A | Dec 31 |
| LONG BEACH SEC CORP MORTGAGE LOAN TRUST 2002-4 | Dec 31 |
| LONG BEACH SECURITIES CORP | Dec 31 |
| LONG BEACH SECURITIES CORP ASSET BACK CERTS SER 2003-3 | Dec 31 |
| LONG BEACH SECURITIES CORP ASSET BACKED CERT SERIES 2003-1 | Dec 31 |
| LONG BEACH SECURITIES CORP ASSET BACKED CERTS SERIES 2002-5 | Dec 31 |
| LONG BEACH SECURITIES CORP CERTS SERIES 2003-4 | Dec 31 |
| Luminent 2006-4 | Dec 31 |
| Luminent 2006-5 | Dec 31 |
| LUMINENT MORTGAGE TRUST 2005-1 | Dec 31 |
| Luminent Mortgage Trust 2006-1 | Dec 31 |
| Luminent Mortgage Trust 2006-2 | Dec 31 |
| Luminent Mortgage Trust 2006-3 | Dec 31 |
| Luminent Mortgage Trust 2006-6 | Dec 31 |
| Luminent Mortgage Trust 2006-7 | Dec 31 |
| Luminent Mortgage Trust 2007-1 | Dec 31 |
| Luminent Mortgage Trust 2007-2 | Dec 31 |
| LXS 2006-7 | Dec 31 |
| LXS 2007-3 | Dec 31 |
| LXS 2007-8H | Dec 31 |
| Macquarie Leasing Pty Ltd | Mar 31 |
| MACQUARIE SECURITISATION LTD | Mar 31 |
| MACQUARIE SECURITISATION LTD PUMA GLOBAL TRUST NO 4 | Mar 31 |
| MACRO INFLATION DEPOSITOR, LLC | |
| MACRO Securities Depositor, LLC | Dec 31 |
| MacroShares $100 Oil Down Trust | Dec 31 |
| MacroShares $100 Oil Up Trust | Dec 31 |
| MacroShares Housing Depositor, LLC | |
| MacroShares Major Metro Housing Down Trust | |
| MacroShares Major Metro Housing Up Trust | |
| MACROshares Oil Down Holding Trust | Dec 31 |
| MACROshares Oil Down Tradeable Trust | Dec 31 |
| MACROshares Oil Up Holding Trust | Dec 31 |
| MACROshares Oil Up Tradeable Trust | Dec 31 |
| MAD Mortgage Trust 2017-330M | Dec 31 |
| MANUFACTURED HOUS CONT SEN SUB PASS THR CERT SERIES 2000B | Dec 31 |
| MANUFACTURED HOUSING CONT SEN/SUB PASS THR CERT SER 2002-B | Dec 31 |
| MANUFACTURED HOUSING CONT SEN SUB PASS THR CERT SERIES 1997A | Dec 31 |
| MARKET 2000 PLUS HOLDRS SM TRUST | |
| Marlette Funding Depositor Trust | Dec 31 |
| Marlette Funding Trust 2017-3 | Dec 31 |
| MARLETTE FUNDING TRUST 2018-1 | Dec 31 |
| MARLETTE FUNDING TRUST 2018-2 | Dec 31 |
| Marlette Funding Trust 2018-3 | Dec 31 |
| Marlette Funding Trust 2019-2 | Dec 31 |
| Marlette Funding Trust 2022-3 | Dec 31 |
| MARM 2005-7 | Dec 31 |
| MASTER ADJUSTABLE RATE MORTGAGES TRUST 2003-1 | Dec 31 |
| MASTER ASSET SECURITIZATION TRUST 2001 1 | Dec 31 |
| MASTER CHRYSLER FINANCIAL OWNER TRUST | Dec 31 |
| MASTER FINANCIAL ASSET SECURITIZATION TRUST 1998-1 | Jun 30 |
| MASTER FINANCIAL ASSET SECURITIZATION TRUST 1998-2 | Dec 31 |
| MASTR Adjustable Rate Mortgages 2004-14 | Dec 31 |
| MASTR Adjustable Rate Mortgages 2005-1 | Dec 31 |
| MASTR Adjustable Rate Mortgages 2005-2 | Dec 31 |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2001-1 | Dec 31 |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2002-2 | Dec 31 |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-1 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2004-10 | Dec 31 |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-11 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2004-12 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2004-13 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2004-15 | Dec 31 |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-2 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2004-4 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2004-5 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2004-6 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2004-7 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2004-9 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2005-3 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2005-6 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2005-8 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2006-2 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2006-OA1 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2006-OA2 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2007-1 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2007-2 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2007-3 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2007-HF1 | Dec 31 |
| MASTR Adjustable Rate Mortgages Trust 2007-HF2 | Dec 31 |
| MASTR ADJUSTABLE RATE MORTGAGE TRUST 2003-2 | Dec 31 |
| MASTR Adjustable Rate Mortgage Trust 2004-8 | Dec 31 |
| MASTR Alternative Loan Trust 2004-10 | Dec 31 |
| MASTR ALTERNATIVE LOAN TRUST 2004-11 | Dec 31 |
| MASTR ALTERNATIVE LOAN TRUST 2004-12 | Dec 31 |
| MASTR ALTERNATIVE LOAN TRUST 2004-13 | Dec 31 |
| MASTR Alternative Loan Trust 2004-4 | Dec 31 |
| MASTR Alternative Loan Trust 2004-5 | Dec 31 |
| MASTR Alternative Loan Trust 2004-6 | Dec 31 |
| MASTR Alternative Loan Trust 2004-7 | Dec 31 |
| MASTR Alternative Loan Trust 2004-8 | Dec 31 |
| MASTR Alternative Loan Trust 2004-9 | Dec 31 |
| MASTR ALTERNATIVE LOAN TRUST 2005-1 | Dec 31 |
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| MASTR ALTERNATIVE LOAN TRUST 2005-3 | Dec 31 |
| MASTR ALTERNATIVE LOAN TRUST 2005-4 | Dec 31 |
| MASTR ALTERNATIVE LOAN TRUST 2005-5 | Dec 31 |
| MASTR ALTERNATIVE LOAN TRUST 2005-6 | Dec 31 |