| NORWEST ASSET SECURITIES CORP MORT PASS THR CERT SER 1996-4 | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PASS THR CERT SER 1996-5 | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PASS THR CERT SER 1996-7 | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PASS THR CERT SER 1997-01 | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PASS THR CERT SER 1997-21 | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PASS THR CERT SER 2000 1 | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PASS THRO CERT SER 1997-8 | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PS THR CER SER 1997-06 TR | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PS THR CER SER 1997-07 TR | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PS THR CER SER 1997-09 TR | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PS THR CER SER 1997-12 TR | Dec 31 |
| NORWEST ASSET SECURITIES CORP MORT PS THR CER SER 1997-13 TR | Dec 31 |
| NORWEST ASSET SECURTIES CORP MORT PASS THR CERT SER 1996-08 | Dec 31 |
| NORWEST INTEGRATED STRUCTURED ASSETS INC | Dec 31 |
| NORWEST INTEGRATED STRUCTURED ASSETS INC SERIES 1999-1 TRUST | Dec 31 |
| NORWEST INTEGRATED STRUCTURED ASSETS INC SERIES 1999-2 TRUST | Dec 31 |
| NORWEST INTEGRATED STRUCTURED ASSETS INC SERIES 2000-1 TRUST | Dec 31 |
| NORWEST INTEGRATED STRUCTURED ASS INC MORT ASS BACK PASS THR | Dec 31 |
| NORWEST INTEG STRUC ASS INC MORT PASS THR CERT SER 1998 2 TR | Dec 31 |
| NORWEST MORTGAGE PASS THROUGH CERTIFICATES SER 1996-09 TRUST | Dec 31 |
| NovaStar Certificates Financing CORP | Mar 31 |
| NOVASTAR HOME EQUITY LOAN ASSET BACKED CERT SERIES 2003-3 | Mar 31 |
| NOVASTAR HOME EQUITY LOAN TRUST SER 1997-2 | Dec 31 |
| NOVASTAR MORTGAGE FUNDING CORP | Dec 31 |
| NOVASTAR MORTGAGE FUNDING CORP HOME EQ LN AS BK CE SE 03 1 | Mar 31 |
| NOVASTAR MORTGAGE FUNDING CORP HOME EQ LN AS BK CE SE 03 2 | Dec 31 |
| NOVASTAR MORTGAGE FUNDING CORP HOME EQUITY LOAN SER 2003-4 | Dec 31 |
| NOVASTAR MORTGAGE FUNDING CORP SERIES 2002-2 | Dec 31 |
| NOVASTAR MORTGAGE FUNDING CORP TRUST SERIES 2002-3 | Dec 31 |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 1998-1 | Dec 31 |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 1998-2 | Dec 31 |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2001-1 | Dec 31 |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2002-1 | Dec 31 |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2004-1 | Dec 31 |
| Novastar Mortgage Funding Trust Series 2004-2 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2004-3 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2004-4 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2005-1 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2005-2 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2005-3 | Dec 31 |
| Novastar Mortgage Funding Trust, Series 2005-4 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2006-1 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2006-2 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2006-3 | Dec 31 |
| Novastar Mortgage Funding Trust Series 2006-4 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2006-5 | Dec 31 |
| Novastar Mortgage Funding Trust, Series 2006-6 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2006-MTA1 | Dec 31 |
| Novastar Mortgage Funding Trust, Series 2007-1 | Dec 31 |
| Novastar Mortgage Funding Trust, Series 2007-2 | Dec 31 |
| NovaStar Mortgage Funding Trust, Series 2007-3 | Dec 31 |
| NOVUS HELOC TRUST 1999-1 HELOC AS BK NOTES SER 1999-1 | Dec 31 |
| NOVUS HOME EQUITY LOAN TRUST ASSET BACKED NOTES SER 1999-1 | Dec 31 |
| NUVEEN TAX FREE UNIT TRUST SERIES 1196 | Dec 31 |
| NYLIFE GOVERNMENT MORTGAGE PLUS LTD PARTNERSHIP | Dec 31 |
| NYMT Securities CORP | Dec 31 |
| NYSEG Storm Funding LLC | Dec 31 |
| O4B Park Capital Securitization Depositor, LLC | Dec 31 |
| OAKWOOD MORTGAGE INVESTORS INC | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 1995-B | |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 1996-A | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 1996-B | Dec 31 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 1999-B | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 1999-C | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 1999-D | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 2000-B | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 2000-D | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 2001-C | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 2001 D | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 2001-E | Sep 30 |
| OAKWOOD MORTGAGE INVESTORS INC OMI TRUST 2002-B | Sep 30 |
| Octane Receivables, LLC | Dec 31 |
| OCV Fabrics US, Inc. | Dec 31 |
| OCWEN HOME EQUITY LOAN TRUST 1998-OFS4 | Jun 30 |
| OCWEN MORTGAGE LOAN ASSET BACKED CERT SERIES 1997-OFS3 TRUST | Dec 31 |
| OCWEN MORTGAGE LOAN ASSET BACKED CERT SERIES 1998 OFS1 | Dec 31 |
| OCWEN MORTGAGE LOAN ASSET BACKED CERT SERIES 1998-OFS2 | Dec 31 |
| OCWEN MORTGAGE LOAN ASSET BACKED CERT SERIES 1998-OFS3 | Dec 31 |
| OE Funding LLC | Dec 31 |
| OHIO EDISON CO | Dec 31 |
| OHIO PHASE-IN-RECOVERY FUNDING LLC | Dec 31 |
| OMI TRUST 1996-C | |
| OMI TRUST 1998-A | Dec 31 |
| OMI TRUST 1998-C | Sep 30 |
| OMI TRUST 1998-D | Sep 30 |
| OMI TRUST 1999-A | Sep 30 |
| OMI TRUST 1999 E | Dec 31 |
| OMI TRUST 2000 A | Sep 30 |
| OMI TRUST 2000-C | Sep 30 |
| ONCOR ELECTRIC DELIVERY TRANSITION BOND CO LLC | Dec 31 |
| OneMain Direct Auto Funding, LLC | Dec 31 |
| OneMain Direct Auto Receivables Trust 2017-1 | Dec 31 |
| OneMain Direct Auto Receivables Trust 2018-1 | Dec 31 |
| OneMain Direct Auto Receivables Trust 2019-1 | Dec 31 |
| OneMain Direct Auto Receivables Trust 2021-1 | Dec 31 |
| OneMain Direct Auto Receivables Trust 2022-1 | Dec 31 |
| Onity Loan Investment HB Depositor II LLC | Dec 31 |
| Onslow Bay Funding LLC | Dec 31 |
| ONYX ACCEPTANCE FINANCIAL CORP | Dec 31 |
| ONYX ACCEPTANCE FINANCIAL CORP ONYX ACCEPT OWNER TR 2003-C | Dec 31 |