| MS STRUCTURED SATURNS SERIES 2001-3 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2001-4 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2001-6 | |
| MS STRUCTURED SATURNS SERIES 2001-7 | |
| MS STRUCTURED SATURNS SERIES 2001-8 | |
| MS STRUCTURED SATURNS SERIES 2002-1 | |
| MS STRUCTURED SATURNS SERIES 2002-10 | |
| MS STRUCTURED SATURNS SERIES 2002-11 | |
| MS STRUCTURED SATURNS SERIES 2002-12 | |
| MS STRUCTURED SATURNS SERIES 2002-13 | |
| MS STRUCTURED SATURNS SERIES 2002-14 | |
| MS STRUCTURED SATURNS SERIES 2002-15 | |
| MS STRUCTURED SATURNS SERIES 2002-3 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2002-4 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2002-5 | |
| MS STRUCTURED SATURNS SERIES 2002-6 | |
| MS STRUCTURED SATURNS SERIES 2002-7 | |
| MS STRUCTURED SATURNS SERIES 2002-8 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2002-9 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-1 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-10 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-11 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-12 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-13 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-14 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-15 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-16 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-17 | |
| MS STRUCTURED SATURNS SERIES 2003-2 | |
| MS STRUCTURED SATURNS SERIES 2003-3 | |
| MS STRUCTURED SATURNS SERIES 2003-4 | |
| MS STRUCTURED SATURNS SERIES 2003-5 | |
| MS STRUCTURED SATURNS SERIES 2003-6 | |
| MS STRUCTURED SATURNS SERIES 2003-7 | |
| MS STRUCTURED SATURNS SERIES 2003-8 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2003-9 | |
| MS STRUCTURED SATURNS SERIES 2004-1 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2004-2 | |
| MS STRUCTURED SATURNS SERIES 2004-3 | Nov 30 |
| MS STRUCTURED SATURNS SERIES 2004-4 | Dec 31 |
| MS STRUCTURED SATURNS SERIES 2004-5 | |
| MS STRUCTURED SATURNS SERIES 2004-6 | |
| MS STRUCTURED SATURNS SERIES 2004-7 | |
| MS STRUCTURED SATURNS SERIES 2005-1 | |
| MS STRUCTURED SATURNS SERIES 2005-2 | |
| MS STRUCTURED SATURNS SERIES 2005-3 | |
| MS Structured SATURNS Series 2006-1 | |
| MS Structured SATURNS Series 2006-2 | |
| MS Structured SATURNS Series 2007-1 | |
| MS Structured Step Up Callable Trust Units Series 2010-02 (BAC) | |
| MS Structured Step Up Callable Trust Units Series 2010-03 (Alcoa) | |
| MS Structured Step Up Callable Trust Units Series 2010-05 (GS) | |
| MS STRUCTURED TILES 2004-A | |
| MS STRUCTURED TILES SERIES 2005-1 | |
| MS STRUCTURED TILES SERIES 2006-1 | |
| MSW ENERGY FINANCE CO INC | Dec 31 |
| MSWF Commercial Mortgage Trust 2023-1 | |
| MSWF Commercial Mortgage Trust 2023-2 | Dec 31 |
| MULTI-CLASS MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-9 | Dec 31 |
| MULTI-CLASS MORTGAGE PASS-THROUGH CERT SERIES 2003-12 | Dec 31 |
| NAAC Alternative Loan Trust, Series 2004 - AP3 | Mar 31 |
| NAAC Alternative Loan Trust, Series 2004-AR3 | Mar 31 |
| NAAC Alternative Loan Trust, Series 2004-AR4 | Mar 31 |
| NAAC Alternative Loan Trust, Series 2005 - AP1 | Mar 31 |
| NAAC Alternative Loan Trust, Series 2005 - AR1 | Mar 31 |
| NAAC Alternative Loan Trust, Series 2005 - AR2 | Mar 31 |
| NAAC Alternative Loan Trust, Series 2005-WF1 | Mar 31 |
| NATIONAL CITY AUTO RECEIVABLES TRUST 2002-A | Dec 31 |
| NATIONAL CITY AUTO RECEIVABLES TRUST 2004-A | Dec 31 |
| NATIONAL CITY BANK OF MICHIGAN / ILLINOIS | Dec 31 |
| National City Credit Card Master Note Trust | Dec 31 |
| NATIONAL CITY CREDIT CARD MASTER TRUST | Dec 31 |
| National City Mortgage Capital Trust 2008-1 | |
| NATIONAL COLLEGIATE FUNDING LLC | |
| National Collegiate Student Loan Trust 2004-1 | |
| National Collegiate Student Loan Trust 2004-2 | |
| National Collegiate Student Loan Trust 2005-1 | |
| National Collegiate Student Loan Trust 2005-2 | |
| National Collegiate Student Loan Trust 2005-3 | |
| National Collegiate Student Loan Trust 2006-1 | |
| National Collegiate Student Loan Trust 2006-2 | |
| National Collegiate Student Loan Trust 2006-3 | |
| National Collegiate Student Loan Trust 2006-4 | |
| National Collegiate Student Loan Trust 2007-1 | |
| National Collegiate Student Loan Trust 2007-2 | |
| National Collegiate Student Loan Trust 2007-3 | |
| National Collegiate Student Loan Trust 2007-4 | |
| NATIONAL COLLEGIATE TRUST 1996-S1 | Dec 31 |
| NATIONAL COLLEGIATE TRUST 1996-S2 | Dec 31 |
| NATIONAL COLLEGIATE TRUST 1997 S1 | Dec 31 |
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| NATIONAL FINANCIAL AUTO FUNDING TRUST | Dec 31 |
| NATIONAL FINANCIAL SECURITIES CORP | Dec 31 |
| NATIONAL GLOBAL MBS MANAGER INC | Sep 30 |
| NATIONAL MORTGAGE ACCEPTANCE CORP | Dec 31 |
| National RMBS Trust 2004-1 | Sep 30 |
| NATIONSBANC ASSET SECURITIES INC | Dec 31 |
| NATIONSBANC MONTGOMERY FUNDING CORP MR PS TH CT SR 1998-03 | Dec 31 |
| NATIONSBANK AUTO OWNER TRUST 1996-A | Dec 31 |
| NATIONSBANK NA | Dec 31 |