| Name |
Last Update |
Number |
Amount (Mil.) |
| 1166 Avenue of the Americas |
8/25/2010 |
3 |
1,006.36 |
| 1345 Avenue of The Americas Trust |
8/13/2010 |
3 |
3,308.70 |
| 1st Auto Receivables |
9/17/2009 |
2 |
396.46 |
| 277 Park Avenue Finance Corp. |
10/20/2005 |
1 |
345.00 |
| 280 Park Avenue Trust |
3/31/2010 |
1 |
269.81 |
| 321 Henderson Receivables LLC |
9/7/2010 |
13 |
1,347.35 |
| 801 Grand CDO Series 2006-2, LLC |
1/8/2009 |
1 |
60.00 |
| A-Leasing Finance S.r.l |
7/26/2010 |
1 |
.00 |
| A3 Funding LP |
8/28/2010 |
1 |
996.08 |
| A4 Funding LP |
5/5/2010 |
1 |
700.00 |
| AAA Trust |
8/28/2010 |
2 |
3,320.59 |
| Aames Mortgage Trust |
8/27/2010 |
37 |
14,881.23 |
| ABACUS 2004-1, Ltd. |
9/1/2010 |
1 |
1,970.00 |
| ABACUS 2004-2, Ltd. |
9/7/2010 |
1 |
1,000.00 |
| ABACUS 2004-3, Ltd. |
9/1/2010 |
1 |
138.75 |
| ABACUS 2005-2, Ltd. |
9/1/2010 |
1 |
1,250.00 |
| ABACUS 2005-3, Ltd. |
9/1/2010 |
1 |
528.00 |
| ABACUS 2005-4, Ltd. |
9/1/2010 |
1 |
6,000.00 |
| ABACUS 2005-CB1, Ltd. |
9/6/2010 |
1 |
750.00 |
| ABACUS 2006-NS1 Ltd. |
9/6/2010 |
1 |
225.75 |
| ABACUS 2007-18 Ltd |
9/6/2010 |
1 |
146.50 |
| ABF Finance S.r.l. Series 2004 |
8/24/2010 |
1 |
.00 |
| ABF Finance SRL |
1/28/2009 |
1 |
.00 |
| ABFC 2003-AHL1 Trust |
8/25/2010 |
1 |
358.67 |
| ABFS Equipment Contract Trust |
5/21/2005 |
2 |
154.15 |
| ABFS Mortgage Loan Trust |
8/30/2010 |
19 |
4,855.49 |
| ABN AMRO Mortgage Corporation |
8/28/2010 |
20 |
8,198.86 |
| ABN AMRO Mortgage Group, Inc. |
8/26/2010 |
1 |
414.61 |
| ABS Capital Funding II, Ltd |
8/28/2010 |
1 |
301.00 |
| ABS Capital Funding, Ltd |
9/9/2010 |
1 |
300.00 |
| ABS Global Finance PLC |
2/25/2009 |
1 |
198.90 |
| Absolute Funding S.r.l. |
12/18/2008 |
1 |
.00 |
| ACA ABS 2002-1, Limited |
9/8/2010 |
1 |
403.50 |
| ACA ABS 2003-1 Ltd. |
8/21/2010 |
1 |
400.00 |
| ACA ABS 2003-2, Limited |
8/20/2010 |
1 |
725.00 |
| ACA ABS 2006-1 Limited |
8/27/2010 |
1 |
750.00 |
| ACA ABS 2006-2 Limited |
6/12/2010 |
1 |
750.00 |
| ACA ABS 2007-1 Limited |
8/19/2010 |
1 |
1,500.00 |
| ACA Aquarius 2006-1 Ltd. |
7/18/2009 |
1 |
734.00 |
| ACA CDS 2002-1 |
7/2/2010 |
1 |
148.50 |
| ACA CLO 2005-1, Limited |
8/17/2010 |
1 |
326.58 |
| ACA CLO 2006-2, Limited |
8/27/2010 |
1 |
307.80 |
| ACA Euro CLO 2007-1 PLC |
8/28/2010 |
1 |
.00 |
| Acacia CDO 1, Ltd |
7/7/2010 |
1 |
300.00 |
| Acacia CDO 10, Ltd |
9/9/2010 |
1 |
500.00 |
| Acacia CDO 11 Ltd |
8/13/2010 |
1 |
512.00 |
| Acacia CDO 12 Ltd |
9/8/2010 |
1 |
500.00 |
| Acacia CDO 2, Ltd |
8/28/2007 |
1 |
300.00 |
| Acacia CDO 3, Ltd |
12/17/2006 |
1 |
300.00 |
| Acacia CDO 4 Ltd |
5/3/2007 |
1 |
293.40 |
| Acacia CDO 5, Ltd. |
8/13/2010 |
1 |
300.00 |
| Acacia CDO 6, Ltd. |
8/31/2010 |
1 |
282.00 |
| Acacia CDO 7 Ltd |
9/8/2010 |
1 |
300.00 |
| Acacia CDO 8 Ltd |
8/12/2010 |
1 |
265.00 |
| Acacia CDO 9 Ltd |
8/14/2010 |
1 |
295.80 |
| Acacia CRE CDO 1 Ltd |
8/13/2010 |
1 |
288.00 |
| ACAS Business Loan Trust 2007-1 |
7/10/2010 |
1 |
600.00 |
| ACAS Business Loans Trust |
7/13/2010 |
9 |
3,573.29 |
| ACAS CRE CDO 2007-1 |
8/25/2010 |
1 |
1,174.64 |
| Accelerator Fund LTD |
8/18/2010 |
1 |
.00 |
| Access Financial MH Contract Trust |
9/8/2010 |
2 |
341.92 |
| Access Financial Mortgage Loan Trust |
4/25/2006 |
7 |
1,491.67 |
| Access Group, Inc. |
8/30/2010 |
18 |
11,942.94 |
| Access to Loans for Learning Student Loan Corp. |
7/29/2010 |
1 |
252.00 |
| Accredited Home Lenders, Inc. |
8/25/2010 |
1 |
416.80 |
| Accredited Mortgage Loan Trust |
9/2/2010 |
17 |
12,421.12 |
| ACE Funding Series 2002-1 HBS MBS |
1/22/2010 |
1 |
.00 |
| ACE Securities Corp NIM Trust |
6/18/2010 |
1 |
14.20 |
| ACE Securities Corp. Home Equity Loan Trust |
8/26/2010 |
1 |
735.60 |
| Ace Securities Corporation |
8/27/2010 |
87 |
58,710.25 |
| ACT |
8/28/2010 |
1 |
1,054.12 |
| Adagio CLO I.B.V. |
8/14/2010 |
1 |
.00 |
| Adagio II CLO PLC |
8/24/2010 |
1 |
.00 |
| Adagio III CLO PLC |
8/12/2010 |
1 |
.00 |
| Adams Square Funding II Ltd. |
9/9/2010 |
1 |
442.05 |
| Addison CDO Ltd |
8/24/2010 |
1 |
408.70 |
| Adirondack 2005-1 LTD |
9/10/2010 |
1 |
1,520.00 |
| Adirondack 2005-2 LTD |
9/9/2010 |
1 |
1,545.00 |
| Admiral CBO Ltd. |
8/31/2010 |
1 |
308.00 |
| Advanta Automobile Receivables Trust |
6/25/2010 |
2 |
159.35 |
| Advanta Business Card Master Trust |
8/20/2010 |
10 |
3,267.07 |
| Advanta Home Equity Loan Trust |
4/15/2009 |
23 |
3,442.07 |
| Advanta Leasing Receivables Corp. |
4/15/2009 |
3 |
980.06 |
| Advanta Mortgage Loan Trust |
6/10/2010 |
14 |
10,067.26 |
| Advanta Revolving Home Equity Loan Trust |
5/6/2006 |
7 |
1,260.00 |
| Aegis Asset Backed Securities Trust |
8/27/2010 |
16 |
11,380.38 |
| Aegis Auto Receivables Trust |
6/24/2010 |
16 |
1,235.68 |
| Aegis Net Interest Margin Trust |
8/26/2010 |
7 |
308.35 |
| Aegis S.r.l. |
5/15/2007 |
1 |
.00 |
| Aeolos |
6/9/2010 |
1 |
.00 |
| Aerco Limited |
8/18/2010 |
1 |
1,860.00 |
| Aerofreight Finance Trust |
6/24/2010 |
1 |
130.00 |
| Aetna Commercial Mortgage Trust |
4/25/2006 |
1 |
443.29 |
| AFC Automobile Receivables Funding LLC |
9/20/2004 |
1 |
12.57 |
| AFC Home Equity Loan Trust |
3/31/2010 |
10 |
924.28 |
| AFC Mtg Loan AB Certs |
8/27/2010 |
31 |
8,584.00 |
| AFCN Mortgage Loan Asset-Backed Certificates |
9/2/2004 |
1 |
18.16 |
| Affiliated Auto Receivables Trust |
6/24/2010 |
1 |
50.00 |
| Affinity PLC |
3/29/2010 |
1 |
.00 |
| AFG Receivables Trust |
4/28/2010 |
7 |
515.15 |
| Agri Securities S.r.L. |
6/17/2010 |
4 |
.00 |
| AIAF |
7/21/2010 |
1 |
.00 |
| AIC Premium Finance Loan Master Trust |
4/7/2010 |
5 |
2,609.12 |
| AIG Global Investment Corp. CBO-3 Ltd |
1/22/2010 |
1 |
311.00 |
| AIG-FP Portfolio Management Ltd. |
8/12/2010 |
1 |
1,000.00 |
| AIMCO CDO, Series 2000-A |
7/2/2010 |
1 |
432.25 |
| AIMCO CLO Series 2005-A |
8/21/2010 |
1 |
343.75 |
| AIMCO CLO Series 2006-A |
8/31/2010 |
1 |
410.00 |
| AIMS 2004-1 Trust |
11/6/2009 |
1 |
.00 |
| AIMS Trust |
8/12/2010 |
1 |
.00 |
| Aircraft Finance Trust |
8/31/2010 |
2 |
2,869.00 |
| Aire Valley Finance PLC |
6/9/2010 |
1 |
.00 |
| Aire Valley Mortgages PLC |
9/2/2010 |
12 |
.00 |
| Airlie CLO 2006-I Ltd. |
9/3/2010 |
1 |
400.00 |
| Airplanes Pass Through Trust |
8/18/2010 |
1 |
4,048.00 |
| Ajax One Ltd. |
4/15/2009 |
1 |
345.00 |
| Ajax Two Limited |
9/9/2010 |
1 |
373.94 |
| Akbank TAS |
6/19/2010 |
1 |
1,383.33 |
| Akero Multifamily Housing |
8/18/2010 |
1 |
.00 |
| ALAC Automobile Receivables Trust |
6/17/2003 |
1 |
63.92 |
| Aladdin CDO I Ltd |
7/2/2010 |
1 |
537.38 |
| Aladdin Synthetic CDO 2006-1 |
8/13/2010 |
1 |
129.00 |
| ALBA PLC |
9/8/2010 |
4 |
.00 |
| ALCO |
11/17/2006 |
1 |
.00 |
| Aldersgate Finance Ltd. |
11/26/2009 |
1 |
.00 |
| ALESCO Preferred Funding II Ltd (Dependent) |
7/31/2010 |
1 |
348.60 |
| ALESCO Preferred Funding III, Ltd. |
7/20/2010 |
1 |
362.80 |
| ALESCO Preferred Funding IV Ltd |
8/27/2010 |
1 |
396.00 |
| ALESCO Preferred Funding IX, Ltd. |
8/12/2010 |
1 |
703.40 |
| Alesco Preferred Funding V, Ltd |
8/11/2010 |
1 |
377.95 |
| Alesco Preferred Funding VI, Ltd |
8/11/2010 |
1 |
698.80 |
| ALESCO Preferred Funding VII Ltd. |
8/7/2010 |
1 |
627.00 |
| Alesco Preferred Funding VIII, LTD |
8/10/2010 |
1 |
690.30 |
| ALESCO Preferred Funding X, Ltd. |
8/12/2010 |
1 |
937.05 |
| ALESCO Preferred Funding XI, Ltd. |
7/17/2010 |
1 |
664.04 |
| ALESCO Preferred Funding XII, Ltd. |
7/21/2010 |
1 |
685.26 |
| Alesco Preferred Funding XIII, Ltd. |
8/13/2010 |
1 |
535.60 |
| Alesco Preferred Funding XIV, Ltd. |
8/12/2010 |
1 |
870.30 |
| ALESCO Preferred Funding XV, Ltd. |
8/31/2010 |
1 |
681.00 |
| ALESCO Preferred Funding XVII, Ltd |
8/13/2010 |
1 |
418.64 |
| Alexander Park CDO I, Ltd |
8/12/2010 |
1 |
300.00 |
| ALG Student Loan Trust II |
8/19/2010 |
1 |
1,300.00 |
| ALG Student Loan Trust I |
8/19/2010 |
1 |
1,400.00 |
| Algonquin |
8/16/2010 |
3 |
.00 |
| Alliance Collateralized Holdings Ltd |
12/24/2009 |
1 |
262.10 |
| Alliance DHO, Limited |
7/2/2010 |
1 |
123.50 |
| Alliance Funding Co |
4/15/2009 |
6 |
391.25 |
| Alliance Global Diversified Holdings, Limited |
7/2/2010 |
1 |
130.00 |
| Alliance Holding International II Ltd |
7/2/2010 |
1 |
196.00 |
| Alliance Laundry Equipment Receivables LLC |
6/28/2010 |
2 |
437.85 |
| Alliance No. 1 PLC |
8/31/2006 |
1 |
.00 |
| Alliance Securities Corp |
8/27/2010 |
2 |
417.54 |
| Allmerica CBO I, Limited |
6/15/2010 |
1 |
370.75 |
| Ally Auto Receivables Trust |
8/17/2010 |
2 |
2,164.50 |
| Ally Master Owner Trust |
8/16/2010 |
1 |
1,390.00 |
| Alpine III |
8/18/2010 |
1 |
105.08 |
| ALPS |
6/24/2010 |
2 |
1,176.05 |
| Alpstar CLO 1 PLC |
1/15/2010 |
1 |
.00 |
| Alpstar CLO 2 PLC |
4/17/2010 |
1 |
.00 |
| Alter Moneta Receivables LLC |
1/28/2006 |
1 |
225.18 |
| Alternative Loan Trust |
8/30/2010 |
9 |
3,039.00 |
| Alternative Loan Trust Resecuritization |
8/31/2010 |
4 |
1,151.37 |
| Altius I Funding, Ltd. |
8/17/2010 |
1 |
2,000.00 |
| Altius III Funding, Ltd. |
9/4/2010 |
1 |
2,017.50 |
| Alzette European CLO S.A. |
8/19/2010 |
1 |
.00 |
| AMAC CDO Funding I |
8/25/2010 |
1 |
400.00 |
| Amaren II Compartiment 2004-01 |
9/2/2010 |
1 |
.00 |
| American Airlines, Inc. |
10/17/2009 |
1 |
600.00 |
| American Diversified Funding Company Inc. |
8/20/2009 |
1 |
76.92 |
| American Express Credit Account Master Trust |
8/25/2010 |
111 |
61,276.67 |
| American Express Issuance Trust |
8/17/2010 |
6 |
5,174.01 |
| American Express Master Trust |
4/15/2009 |
9 |
6,244.20 |
| American Financial Home Equity Loan Trust |
4/15/2009 |
1 |
109.48 |
| American General CBO 1998-1, Ltd |
8/13/2010 |
1 |
380.00 |
| American General CBO 2000-1, Ltd. |
8/25/2010 |
1 |
325.40 |
| American General Mortgage Loan Trust |
8/28/2010 |
2 |
730.63 |
| American Home Funding (RMSC) |
9/7/2010 |
2 |
155.41 |
| American Home Mortgage Assets Trust |
8/27/2010 |
13 |
15,252.38 |
| American Home Mortgage Investment Trust |
8/30/2010 |
17 |
29,622.99 |
| American Honda Finance Corporation |
4/6/2010 |
1 |
3,300.16 |
| American Housing Trust |
8/28/2010 |
2 |
568.67 |
| American Mortgage Trust |
5/3/2010 |
2 |
73.51 |
| American Residential Eagle Certificate Trust |
8/26/2010 |
3 |
1,103.69 |
| American Residential Mortgage Loan Trust |
8/26/2010 |
10 |
882.25 |
| American Southwest Financial Securities |
12/20/2008 |
3 |
610.30 |
| American Southwest Financial Securities Corp. |
7/2/2010 |
1 |
293.04 |
| American Tower Trust I Commercial |
6/1/2010 |
1 |
1,750.00 |
| AmeriCredit Automobile Receivables Trust |
8/23/2010 |
59 |
52,185.29 |
| Americredit Canada Automobile Receivables |
6/21/2010 |
2 |
.00 |
| AmeriCredit Prime Automobile Receivables Trust |
8/15/2010 |
3 |
2,227.49 |
| Ameriquest FSA TAGSS |
8/25/2010 |
1 |
469.57 |
| Ameriquest Mortgage Securities Inc. |
8/26/2010 |
62 |
69,016.94 |
| AmerUs Life Insurance Co. |
4/25/2006 |
1 |
125.00 |
| Amethyst Finance PLC |
12/8/2009 |
1 |
.00 |
| AMMC CDO I, Limited |
7/2/2010 |
1 |
367.20 |
| AMMC CDO II, Limited |
7/2/2010 |
1 |
465.00 |
| AMMC CLO III, Ltd |
8/13/2010 |
1 |
375.00 |
| AMMC CLO IV, Ltd |
8/12/2010 |
1 |
502.50 |
| AMMC CLO V Ltd |
8/18/2010 |
1 |
300.00 |
| AMMC CLO VI, Ltd |
8/26/2010 |
1 |
500.00 |
| AMMC VII Limited |
9/1/2010 |
1 |
500.00 |
| AMMC VIII Ltd |
9/1/2010 |
1 |
500.00 |
| Amortizing Residential Collateral Mortgage Trust |
8/27/2010 |
20 |
18,915.68 |
| AMRESCO Commercial Finance, Inc. |
9/7/2010 |
14 |
2,806.68 |
| AMRESCO Commercial Funding Corporation |
7/9/2010 |
1 |
480.09 |
| Amresco Commercial Mortgage Funding |
7/9/2010 |
0 |
.00 |
| AMRESCO Residential Securities Corp. |
9/8/2010 |
12 |
7,314.28 |
| AMS New Zealand Fund |
8/15/2010 |
6 |
.00 |
| AmSouth Auto Trust |
6/24/2010 |
1 |
950.42 |
| Amstel Amortising Corporate Exposures |
12/8/2009 |
3 |
.00 |
| Amstel Consumer Loan Securitisation Co. |
1/24/2008 |
2 |
.00 |
| Amstel Corporate Loan Offering 2000-1 B.V. |
9/10/2010 |
2 |
1,130.00 |
| Amstel Corporate Loan Offering 2007-1 B.V. |
9/6/2010 |
1 |
.00 |
| Amstel SCO 2003-1 B.V |
6/9/2010 |
1 |
.00 |
| Amstel Securitisation Highgrade Exposures 2007-1 |
9/7/2010 |
1 |
.00 |
| Amstel Securitisation of Contingent Obligations 20 |
9/6/2010 |
1 |
.00 |
| Analect Funding Asset Backed Notes |
12/31/2009 |
1 |
60.00 |
| Anaptyxi 2006-1 PLC |
8/21/2010 |
1 |
.00 |
| Anaptyxi PLC |
8/4/2010 |
1 |
.00 |
| Anchor National Life Insurance Company Mortgage Pa |
4/25/2010 |
1 |
48.39 |
| Anchorage Crossover Credit Finance, Ltd. |
8/20/2010 |
1 |
880.00 |
| Anderson Valley II CDO P.L.C. (Dependent) |
7/25/2010 |
1 |
.00 |
| Angel Court CDO PLC |
3/1/2010 |
1 |
.00 |
| Anglian Water Services Financing PLC |
6/9/2010 |
1 |
.00 |
| Annington Finance PLC |
9/8/2010 |
2 |
.00 |
| ANRC Auto Owner Trust |
6/25/2010 |
3 |
2,432.19 |
| ANSONIA CDO 2006-1 Ltd. |
9/7/2010 |
1 |
806.72 |
| Antares Funding L.P. |
9/2/2010 |
1 |
600.00 |
| Antenore Finance |
12/8/2009 |
1 |
.00 |
| Anthea SRL |
9/15/2008 |
1 |
.00 |
| Anthracite 2004-HY1 Ltd |
8/24/2010 |
1 |
346.06 |
| Anthracite 2005-HY2 Ltd. |
8/28/2010 |
1 |
478.08 |
| Anthracite CDO I, Ltd |
8/26/2010 |
1 |
419.20 |
| Anthracite CDO II, Ltd |
8/30/2010 |
1 |
288.03 |
| Anthracite CDO III Ltd. |
9/1/2010 |
1 |
356.35 |
| Anthracite CRE CDO 2006-HY3 Ltd |
8/25/2010 |
1 |
645.43 |
| Anthracite Euro CRE CDO 2006-1 PLC |
8/17/2010 |
1 |
.00 |
| APEX (IDM) CDO Ltd. |
8/28/2007 |
1 |
837.00 |
| Apidos CDO I |
9/3/2010 |
1 |
321.50 |
| Apidos CDO III |
9/4/2010 |
1 |
285.50 |
| Apidos CDO IV |
9/4/2010 |
1 |
350.00 |
| Apidos Quattro CDO |
9/1/2010 |
1 |
350.50 |
| Apigaz |
12/16/2009 |
1 |
.00 |
| Apollo |
9/10/2010 |
8 |
.00 |
| Apple Ridge Funding LLC |
6/21/2010 |
3 |
510.00 |
| Apulia Finance 5 Cessioni S.r.l. |
8/3/2010 |
1 |
.00 |
| Apulia Finance S.r.l. |
8/26/2010 |
5 |
.00 |
| Apulia Mortgages Finance N. 3 S.r.l. |
7/14/2010 |
1 |
.00 |
| AQ Finance Trust |
8/25/2010 |
52 |
3,751.92 |
| Aqua Finance PLC |
6/9/2010 |
1 |
.00 |
| Aquila (ECLIPSE 2005-1) PLC |
8/12/2010 |
1 |
.00 |
| Aquilae CLO I PLC |
9/9/2010 |
1 |
.00 |
| Aquilae CLO II PLC |
8/26/2010 |
1 |
.00 |
| AR Finance PLC |
8/30/2010 |
1 |
.00 |
| AR Finance Trust |
8/25/2010 |
21 |
1,475.97 |
| Arcadia Automobile Receivables Trust |
6/24/2010 |
11 |
6,050.00 |
| Arcap Resecuritization Commercial |
7/28/2010 |
2 |
858.83 |
| ARCap Resecuritization Trust CDO Certificates, Ser |
9/9/2010 |
1 |
414.38 |
| ARCC Commercial Loan Trust 2006 |
4/1/2010 |
1 |
400.00 |
| Arcel Finance Limited |
1/30/2007 |
1 |
250.00 |
| Arch One Finance Ltd - Series 2005-5 |
11/26/2009 |
1 |
100.00 |
| Archimedes Funding III, Ltd. |
9/1/2010 |
1 |
1,000.00 |
| Archimedes Funding IV |
8/27/2010 |
1 |
415.00 |
| Arcobaleno Finance S.r.l. |
8/11/2010 |
1 |
.00 |
| ARENA B.V. |
9/8/2010 |
10 |
.00 |
| Ares Enhanced Credit Opportunities Fund Ltd |
8/25/2010 |
1 |
1,850.00 |
| Ares Enhanced Loan Investment Strategy II, Ltd. |
8/31/2010 |
1 |
420.00 |
| Ares Enhanced Loan Investment Strategy Ltd. |
6/17/2008 |
1 |
650.00 |
| Ares Euro CLO I B.V. |
8/14/2010 |
1 |
.00 |
| ARES Finanace S.R.L. |
6/10/2010 |
1 |
.00 |
| ARES Finance S.A. |
8/5/2010 |
1 |
.00 |
| Ares High Yield CSO II, Ltd |
9/9/2010 |
1 |
2,092.27 |
| Ares III CLO, Ltd |
7/2/2010 |
1 |
366.50 |
| Ares IIIR IVR CLO Ltd |
9/8/2010 |
1 |
700.00 |
| Ares IIR CLO Ltd. |
8/24/2010 |
1 |
250.00 |
| Ares IV CLO Ltd. |
7/2/2010 |
1 |
530.00 |
| Ares IX CLO Ltd. |
8/20/2010 |
1 |
605.00 |
| Ares V CLO Ltd. |
7/2/2010 |
1 |
400.00 |
| Ares VI CLO Ltd |
7/2/2010 |
1 |
368.00 |
| Ares VII CLO Ltd |
8/14/2010 |
1 |
558.00 |
| Ares VIII CLO Ltd |
9/2/2010 |
1 |
549.50 |
| Ares VR CLO Ltd |
8/27/2010 |
2 |
1,250.30 |
| Ares X CLO Ltd |
9/3/2010 |
1 |
505.00 |
| ARG Funding Corp. |
6/28/2010 |
1 |
600.00 |
| Argent Securities Inc. |
8/26/2010 |
34 |
46,657.39 |
| Argentario Finance S.r.l. |
7/13/2010 |
1 |
.00 |
| Argo Finance One S.r.l. |
7/23/2009 |
1 |
.00 |
| Argo Mortgage S.r.l. |
8/10/2010 |
3 |
.00 |
| Argon Capital PLC Series 1 |
4/24/2008 |
1 |
.00 |
| Argon Capital PLC Series 2 - Baltic Star |
6/10/2010 |
1 |
13.00 |
| ARI Fleet Lease Trust |
8/17/2010 |
1 |
500.00 |
| Ariadne S.A. |
7/29/2010 |
1 |
.00 |
| Ariel CBO Limited |
8/26/2010 |
1 |
131.10 |
| Arizona Education Loan |
9/2/2010 |
6 |
1,020.00 |
| Ark CLO 2000-1 Ltd. |
7/8/2010 |
1 |
1,271.00 |
| Arkle Master Issuer PLC |
8/18/2010 |
23 |
.00 |
| ARLO VI Limited. |
8/31/2010 |
1 |
50.00 |
| Armitage ABS CDO Ltd |
7/18/2009 |
1 |
3,001.30 |
| ARMS II Domestic Fund |
6/21/2010 |
10 |
.00 |
| ARMS II Euro Fund |
7/29/2010 |
6 |
.00 |
| ARMS II Global Fund |
12/30/2009 |
3 |
.00 |
| Arosa Funding Limited Series 2006-4 |
10/30/2009 |
1 |
.00 |
| Arosa Funding Limited Series 2006-7 |
11/26/2009 |
1 |
100.00 |
| Arosa Funding Ltd. Series 2007-1 |
1/5/2010 |
1 |
.00 |
| Arran Corporate Loans No.1 B.V |
7/16/2010 |
1 |
.00 |
| Arran Funding Limited |
8/21/2010 |
4 |
.00 |
| Arran Residential Mortgages Funding PLC |
7/16/2010 |
3 |
.00 |
| Arroyo CDO I Ltd |
8/20/2010 |
1 |
400.00 |
| Arsenal Securities PLC |
6/10/2010 |
1 |
.00 |
| Artesia Mortgage |
5/25/2010 |
1 |
186.97 |
| Artus Loan Fund 2007-I Ltd |
8/26/2010 |
1 |
1,010.00 |
| Arwen Investment Corporation Limited |
1/26/2009 |
1 |
155.60 |
| Ascension High Grade CDO Ltd |
7/2/2010 |
1 |
348.50 |
| Asgard CDO PLC |
5/26/2010 |
1 |
.00 |
| Ashford CDO I Ltd. |
8/17/2010 |
1 |
259.66 |
| Ashwell Rated S.A. (Constellations Synthetic CDO 2 |
4/15/2010 |
1 |
.00 |
| Aspen Funding I, Ltd |
9/9/2010 |
1 |
184.00 |
| Asset Backed Funding Corporation |
9/7/2010 |
6 |
1,934.93 |
| Asset Backed Funding Corporation NIM Trust |
8/27/2010 |
12 |
599.57 |
| Asset Backed Funding Trust |
8/4/2010 |
1 |
139.66 |
| Asset Backed Securities Corp. NIM Trust |
9/9/2010 |
2 |
65.80 |
| Asset Backed Securities Corporation |
9/6/2010 |
40 |
33,276.75 |
| Asset Backed Securities Corporation Home Equity Lo |
8/25/2010 |
3 |
2,053.21 |
| Asset Backed Securities Corporation NIM Trust |
8/30/2010 |
18 |
783.31 |
| Asset Securitization Corp |
7/23/2010 |
6 |
5,521.05 |
| Asset Securitization Corp. |
6/24/2010 |
2 |
1,902.86 |
| Asset-Backed European Securitisation Transaction |
7/14/2010 |
3 |
.00 |
| Associates Automobile Receivables Trust |
4/25/2006 |
2 |
1,611.64 |
| Associates Credit Card Master Note Trust |
9/19/2006 |
2 |
1,789.47 |
| Associates First Capital Corporation |
3/31/2010 |
1 |
313.74 |
| Associates Home Equity Loan Trust |
8/4/2010 |
2 |
1,732.63 |
| Associates Manufactured Housing Contract |
8/15/2010 |
5 |
4,598.99 |
| Asti Finance |
7/29/2010 |
2 |
.00 |
| Astrea LLC |
6/18/2010 |
1 |
743.00 |
| Astrea S.r.l. |
6/16/2010 |
1 |
.00 |
| Atherton Franchise Loan Funding LLC |
7/13/2010 |
3 |
510.96 |
| Athlon Securitisation B.V. |
6/25/2010 |
2 |
.00 |
| Athos Funding, Ltd. |
11/25/2009 |
1 |
104.10 |
| Atlante Finance S.r.l. |
7/9/2010 |
1 |
.00 |
| Atlantes Finance PLC |
6/21/2010 |
1 |
.00 |
| Atlantes Mortgages PLC |
7/29/2010 |
1 |
.00 |
| Atlantes No. 1 Limited |
6/21/2010 |
1 |
.00 |
| Atlantic Auto Grantor Trust |
6/24/2010 |
1 |
67.70 |
| Atlantide Finance S.r.l. |
12/8/2009 |
2 |
.00 |
| Atlas CDO I, Limited |
7/2/2010 |
1 |
147.90 |
| Atomium Mortgage Finance B.V. |
9/8/2010 |
1 |
.00 |
| Atrium |
7/20/2010 |
1 |
.00 |
| Atrium 1 V.B.S. |
7/7/2010 |
1 |
.00 |
| Atrium CDO |
8/26/2010 |
1 |
313.50 |
| Atrium II |
8/23/2010 |
1 |
225.00 |
| Atrium III |
9/4/2010 |
1 |
500.00 |
| Atrium IV |
9/9/2010 |
1 |
650.00 |
| Atrium V |
8/27/2010 |
1 |
900.33 |
| Attentus CDO I LTD |
9/8/2010 |
1 |
514.00 |
| Attentus CDO II Ltd |
8/13/2010 |
1 |
512.00 |
| Auburn Securities PLC |
8/27/2010 |
5 |
.00 |
| Auriga CDO Ltd. |
7/18/2009 |
1 |
535.45 |
| Aurum CLO 2002-1 Ltd. |
9/9/2010 |
1 |
394.00 |
| Aurum Investments S.A. |
8/5/2008 |
1 |
.00 |
| Auto ABS |
7/30/2010 |
1 |
.00 |
| Auto ABS Compartiment |
9/2/2010 |
6 |
.00 |
| Auto Loan Funding Trust |
2/22/2006 |
2 |
2,689.68 |
| Auto Receivables Trust |
6/24/2010 |
1 |
175.06 |
| AutoBond Master Funding Corporation |
6/24/2010 |
1 |
34.43 |
| Autoflow Grantor Trust |
6/25/2010 |
1 |
161.23 |
| Avalon Capital Ltd. 2 |
7/2/2010 |
1 |
690.00 |
| Avalon Capital Ltd. 3 |
8/23/2010 |
1 |
600.00 |
| Avalon Capital, Ltd |
7/2/2010 |
1 |
565.00 |
| Avebury Finance CDO PLC |
9/9/2010 |
1 |
931.70 |
| Avebury Properties Ltd. |
10/31/2008 |
1 |
.00 |
| Avenue CLO II |
9/4/2010 |
1 |
459.88 |
| Avenue CLO III, Limited |
8/25/2010 |
1 |
510.70 |
| Avenue CLO VI, Ltd. |
8/24/2010 |
1 |
503.00 |
| Avery Point CLO, Limited |
8/21/2010 |
1 |
510.00 |
| Avery Street CLO Corp. |
8/27/2010 |
1 |
300.00 |
| Aviation Funding Group |
6/25/2010 |
2 |
315.00 |
| Avis Budget Rental Car Funding (AESOP) LLC |
9/9/2010 |
1 |
200.00 |
| Avoca CLO I B.V. |
6/21/2007 |
1 |
.00 |
| Avoca CLO II B.V. |
8/19/2010 |
1 |
.00 |
| Avoca CLO III PLC |
8/18/2010 |
1 |
.00 |
| Avoca CLO IV PLC |
8/23/2010 |
1 |
.00 |
| Avoca CLO V PLC |
8/20/2010 |
1 |
.00 |
| Avoca CLO VI PLC |
8/19/2010 |
1 |
.00 |
| Avoca CLO VII PLC |
8/19/2010 |
1 |
.00 |
| Avoca CLO VIII Ltd |
8/18/2010 |
1 |
.00 |
| Avoca Credit Opportunities PLC |
3/11/2010 |
1 |
.00 |
| Avondale Federal Savings Bank |
4/15/2009 |
1 |
76.31 |
| Avondale Home Equity Loan Trust |
4/15/2009 |
3 |
271.95 |
| Axius European CLO S.A. |
9/6/2010 |
1 |
.00 |
| Ayresome CDO I, Ltd |
9/10/2010 |
1 |
400.00 |
| AyT |
9/9/2010 |
52 |
.00 |
| AyT 1 Fondo de Titluzacion Hipotecaria |
7/1/2010 |
1 |
.00 |
| Ayt 10 Financiacion Inversiones |
3/11/2010 |
1 |
.00 |
| Ayt 11 Fondo de Titulizacion Hipotecaria |
6/10/2010 |
1 |
.00 |
| AyT 2 Fondo de Titluzacion Hipotecaria |
7/7/2010 |
1 |
.00 |
| Ayt 3 FTPYME-ICO |
6/21/2010 |
1 |
.00 |
| AyT 5 Prestamos Consumo |
1/31/2007 |
1 |
.00 |
| AyT 6 FTPYME-ICO II |
6/21/2010 |
1 |
.00 |
| Ayt 7 Promociones Inmobiliarias I |
6/22/2010 |
1 |
.00 |
| Ayt 8 Barclays Hipotecario |
6/17/2010 |
1 |
.00 |
| AyT 9 FTPYME-ICO IIi |
10/3/2008 |
1 |
.00 |
| AyT Bonos Tesoreria II |
8/25/2010 |
2 |
.00 |
| AyT Caja |
7/15/2010 |
1 |
.00 |
| AyT Caja Murcia Hipotecario I, FTA |
7/28/2010 |
1 |
.00 |
| AyT Caja Murcia Hipotecario II, FTA |
7/28/2010 |
1 |
.00 |
| AyT Cedulas Cajas |
6/10/2010 |
2 |
.00 |
| AyT Cedulas Cajas III |
7/1/2010 |
1 |
.00 |
| AyT Cedulas Cajas IV |
6/11/2010 |
1 |
.00 |
| AyT Cedulas Cajas V |
6/10/2010 |
1 |
.00 |
| AyT Cedulas Cajas VI |
6/10/2010 |
1 |
.00 |
| AyT Cedulas Cajas VII |
6/25/2010 |
1 |
.00 |
| AyT Cedulas Cajas VIII |
6/10/2010 |
2 |
.00 |
| AyT Cédulas Cajas X |
7/19/2010 |
1 |
.00 |
| AyT Cedulas Territoriales Cajas I |
10/25/2008 |
1 |
.00 |
| AyT Deuda Subordinada |
8/27/2010 |
1 |
.00 |
| AyT Financiacion Inversiones II |
8/25/2010 |
2 |
.00 |
| Ayt FTGencat I |
6/10/2010 |
1 |
.00 |
| AyT FTPYME F.T.A. |
8/7/2010 |
2 |
.00 |
| AyT Genova Hipotecario |
1/6/2010 |
1 |
.00 |
| AyT Genova Hipotecario I |
6/21/2010 |
1 |
.00 |
| AyT Genova Hipotecario II |
6/16/2010 |
1 |
.00 |
| AyT Genova Hipotecario III |
7/15/2010 |
1 |
.00 |
| AyT Génova Hipotecario IV |
8/18/2010 |
1 |
.00 |
| AyT Genova Hipotecario IX |
7/16/2010 |
1 |
.00 |
| AyT Génova Hipotecario VI |
8/25/2010 |
2 |
.00 |
| AyT Genova Hipotecario VII |
6/22/2010 |
1 |
.00 |
| AyT Hipotecario BBK II, FTA |
6/10/2010 |
1 |
.00 |
| AyT Hipotecario IV |
6/23/2010 |
1 |
.00 |
| AYT HIPOTECARIO MIXTO II, FTA |
7/13/2010 |
1 |
.00 |
| AYT HIPOTECARIO MIXTO III, FTA |
7/1/2010 |
1 |
.00 |
| AyT Hipotecario Mixto IV |
8/15/2010 |
4 |
584.00 |
| AYT HIPOTECARIO MIXTO, FTA |
6/16/2010 |
1 |
.00 |
| AYT Kutxa Hipotecaria, FTA |
8/7/2010 |
2 |
.00 |
| AyT Prestamos Consumo II |
1/24/2008 |
1 |
.00 |
| AyT Prestamos Consumo III |
7/19/2010 |
1 |
.00 |
| AyT Prestige Cajas de Ahorros |
7/12/2010 |
1 |
.00 |
| AyT Promociones Inmobiliarias II |
7/8/2010 |
1 |
.00 |
| AyT Promociones Inmobiliarias III |
7/9/2010 |
1 |
.00 |
| AyT Promociones Inmobiliarias IV |
9/1/2010 |
1 |
.00 |
| Azor Mortgages PLC |
7/7/2010 |
1 |
.00 |
| B-Arena NV/SA |
8/25/2010 |
2 |
1,072.33 |
| B-Cars |
2/10/2006 |
1 |
.00 |
| B-TRA |
7/30/2010 |
3 |
.00 |
| BA Master Credit Card Trust |
6/23/2010 |
16 |
8,035.00 |
| BA Master Credit Card Trust II |
8/17/2010 |
106 |
56,104.30 |
| BA Mortgage Securities Inc |
4/5/2008 |
5 |
1,844.84 |
| Babson CLO Ltd 2005-II |
8/25/2010 |
1 |
515.00 |
| Babson CLO Ltd 2005-III |
8/12/2010 |
1 |
581.15 |
| Babson CLO Ltd 2006-I |
8/10/2010 |
1 |
599.00 |
| Babson CLO Ltd 2006-II |
9/9/2010 |
1 |
564.00 |
| Babson CLO Ltd 2007-I |
8/24/2010 |
1 |
767.70 |
| Babson CLO Ltd. 2003-I |
8/14/2010 |
1 |
356.20 |
| Babson CLO Ltd. 2004-I |
8/26/2010 |
1 |
470.00 |
| Babson CLO Ltd. 2004-II |
8/17/2010 |
1 |
458.00 |
| Babson CLO Ltd. 2005-I |
9/8/2010 |
1 |
901.50 |
| Babson Mid-Market CLO Ltd 2007-II |
8/10/2010 |
1 |
409.00 |
| Bacchus 2006-1 Plc |
8/11/2010 |
1 |
.00 |
| BACCHUS 2006-2 PLC |
8/17/2010 |
1 |
.00 |
| BACCHUS 2007-1 PLC |
8/13/2010 |
1 |
.00 |
| Baker Street CLO II LTD |
8/17/2010 |
1 |
393.00 |
| Baker Street Funding CLO 2005-1 Ltd. |
8/17/2010 |
1 |
359.40 |
| Balanced High Yield Fund I Ltd |
8/16/2006 |
1 |
400.00 |
| Balboa CDO I Ltd. |
8/20/2010 |
1 |
310.23 |
| Baldwin 2006-II |
4/2/2010 |
1 |
25.50 |
| Baldwin 2006-IV |
4/2/2010 |
1 |
51.00 |
| Ballantyne Re Plc |
3/30/2010 |
1 |
1,920.00 |
| Ballyrock ABS CDO 2007-1 Limited |
7/28/2010 |
1 |
517.00 |
| Ballyrock CDO I Limited |
7/2/2010 |
1 |
400.00 |
| Ballyrock CLO 2006-1 Ltd |
9/1/2010 |
1 |
400.00 |
| Ballyrock CLO 2006-II Ltd |
8/27/2010 |
1 |
600.00 |
| Ballyrock CLO II Limited |
8/30/2010 |
1 |
400.00 |
| Ballyrock CLO III, Ltd. |
9/3/2010 |
1 |
600.00 |
| Balthazar CSO I B.V. |
6/13/2008 |
1 |
.00 |
| Baltic American Mortgage Trust |
11/30/2009 |
1 |
63.63 |
| Bamburgh Finance PLC |
8/21/2010 |
1 |
.00 |
| Banc of America Commercial Mortgage |
8/25/2010 |
35 |
63,456.61 |
| Banc of America Funding |
8/26/2010 |
3 |
3,355.43 |
| Banc of America Funding Corporation |
8/27/2010 |
20 |
11,551.84 |
| Banc of America Large Loan |
8/18/2010 |
11 |
11,605.44 |
| Banc of America Securities Auto Trust |
8/18/2010 |
1 |
1,615.90 |
| Banc One |
6/24/2010 |
2 |
2,520.11 |
| Banc One Auto Grantor Trust |
4/25/2006 |
4 |
2,252.57 |
| Banc One Credit Card Master Trust |
10/17/2005 |
3 |
1,260.00 |
| Banc One Home Equity Loan Trust |
6/10/2010 |
4 |
1,731.29 |
| Banca Popolare di Bergamo-Credito Varesino |
8/18/2010 |
3 |
.00 |
| Banca Popolare di Milano SCRL |
7/21/2010 |
2 |
.00 |
| Bancaja |
8/30/2010 |
9 |
.00 |
| BancCap Asset Securitization Issuance |
8/27/2010 |
1 |
207.97 |
| Banco de Sabadell, S.A. |
8/27/2010 |
1 |
.00 |
| Banco Espanol de Credito |
8/21/2010 |
1 |
.00 |
| Banco Popolare di Verona e Novara SCRL |
10/21/2008 |
1 |
.00 |
| Banco Santander Central Hispano, S.A. |
9/8/2010 |
2 |
.00 |
| Banco Zaragozano |
8/21/2010 |
4 |
.00 |
| Banesto |
9/8/2010 |
4 |
.00 |
| Bank of America Alternative Loan Trust |
8/27/2010 |
46 |
19,847.18 |
| Bank of America Auto Owner Trust |
8/18/2010 |
6 |
24,936.45 |
| Bank of America Funding Corporation |
8/30/2010 |
72 |
59,337.77 |
| Bank of America Funding Corporation NIM Trust |
8/26/2010 |
4 |
42.89 |
| Bank of America Large Loan Commercial Mortgage Tru |
4/5/2008 |
1 |
1,432.01 |
| Bank of America Lease Equipment Trust |
1/18/2007 |
1 |
533.89 |
| Bank of America Mortgage Securities |
8/27/2010 |
45 |
28,553.96 |
| Bank of America Mortgage Securities, Inc. |
9/3/2010 |
78 |
49,430.13 |
| Bank of America Mortgage Trust |
8/30/2010 |
21 |
19,458.84 |
| Bank of America, National Association |
8/26/2010 |
1 |
1,016.74 |
| Bank of New York Trust Company, N.A. |
9/4/2010 |
2 |
635.94 |
| Bank One Auto SecuritizationTrust |
6/9/2010 |
1 |
733.16 |
| BankAmerica MH Contract |
8/12/2010 |
5 |
2,618.70 |
| BankBoston Home Equity Loan Trust |
8/27/2010 |
3 |
1,174.68 |
| BankBoston Marine Asset Backed Trust |
4/25/2006 |
1 |
420.00 |
| BankBoston Recreational Vehicle Asset Backed Trust |
4/25/2006 |
1 |
852.33 |
| Bankinter |
8/18/2010 |
6 |
.00 |
| Bankinter 1 FTPYME, FTA |
6/10/2010 |
1 |
.00 |
| Bankinter 2 PYME |
8/18/2010 |
1 |
.00 |
| Bankinter, Fondo de Titulizacion Hipotecaria |
8/26/2010 |
15 |
.00 |
| BankUnited Trust |
8/26/2010 |
1 |
493.29 |
| Barnett Auto Trust |
4/25/2006 |
1 |
602.11 |
| Barramundi CDO I Ltd. |
6/5/2010 |
1 |
800.00 |
| Base CLO I BV |
7/21/2010 |
1 |
.00 |
| BASIC Net Interest Margin Trust |
8/27/2010 |
1 |
4.65 |
| Battalion CLO 2007-1, Ltd. |
8/19/2010 |
1 |
500.00 |
| Bauhaus Securities Ltd. |
9/8/2010 |
2 |
1,008.20 |
| Bavarian Sky S.A. |
8/18/2010 |
2 |
.00 |
| Bay View Auto Trust |
8/27/2010 |
7 |
1,920.47 |
| Bayerische Landesbank |
12/8/2009 |
1 |
.00 |
| BayView Commercial Asset Trust |
8/31/2010 |
23 |
9,686.07 |
| Bayview Financial |
8/20/2010 |
6 |
2,929.71 |
| BayView Financial Acquisition Trust |
8/31/2010 |
50 |
16,268.26 |
| Bayview Financial Mortgage Pass-Through Certificat |
8/31/2010 |
3 |
979.38 |
| Bayview Financial Mortgage Pass-Through Trust |
8/31/2010 |
1 |
485.16 |
| BBVA-2 FTPYME ICO |
8/20/2010 |
1 |
.00 |
| BCAP LLC Trust |
8/28/2010 |
14 |
9,515.73 |
| BCAP, LLC |
8/26/2010 |
2 |
745.51 |
| BCAP, LLC Trust |
8/26/2010 |
1 |
1,209.87 |
| BCC Equipment Lease Backed Trust |
5/1/2003 |
1 |
3.19 |
| BCC Funding Corp. |
4/15/2010 |
1 |
100.00 |
| BCC Mortgages |
6/25/2010 |
1 |
.00 |
| BCF L.L.C. |
8/26/2010 |
1 |
575.60 |
| BCI Home Equity Loan AB Certs |
4/25/2006 |
1 |
575.49 |
| BEA CBO 1998-1 Ltd |
7/1/2010 |
1 |
297.34 |
| BEA CBO 1998-2 Ltd |
8/13/2010 |
1 |
246.00 |
| Beacon Hill CBO III Ltd. |
8/20/2010 |
1 |
300.00 |
| Beacon Hill CBO Ltd |
8/11/2010 |
1 |
270.00 |
| Bear Stearns ABS NIM Trust |
8/25/2010 |
4 |
140.15 |
| Bear Stearns ALT-A Trust |
9/9/2010 |
44 |
76,170.41 |
| Bear Stearns ARM Trust |
8/27/2010 |
41 |
39,129.76 |
| Bear Stearns Asset Backed Securities I Trust |
8/26/2010 |
9 |
7,633.75 |
| Bear Stearns Asset Backed Securities Trust |
8/30/2010 |
112 |
54,052.61 |
| Bear Stearns Asset Backed Securities, Inc. |
8/27/2010 |
56 |
31,797.45 |
| Bear Stearns Commercial Mortgage Securities |
8/14/2010 |
43 |
62,662.09 |
| Bear Stearns Commercial Mortgage Securities Inc |
7/27/2010 |
2 |
1,825.75 |
| Bear Stearns Commercial Mortgage Securities Inc. |
8/12/2010 |
1 |
2,633.68 |
| Bear Stearns Cos. Inc. |
8/15/2010 |
1 |
557.33 |
| Bear Stearns Mortgage Funding Trust |
8/27/2010 |
18 |
13,886.85 |
| Bear Stearns Mortgage Pass-Through Certificates |
8/27/2010 |
2 |
297.17 |
| Bear Stearns Mortgage Securities Inc. |
8/26/2010 |
3 |
729.14 |
| Bear Stearns Mtg Cap CMO Trust |
1/12/2008 |
1 |
70.66 |
| Bear Stearns Mtg Cap Corp |
6/15/2010 |
3 |
719.85 |
| Bear Stearns Mtg Sec Inc |
8/25/2010 |
19 |
4,272.99 |
| Bear Stearns Second Lien Trust |
8/25/2010 |
1 |
1,124.81 |
| Bear Stearns Structured Products NIM |
9/1/2010 |
7 |
307.33 |
| Bear Stearns Structured Products Trust |
9/3/2010 |
15 |
3,432.59 |
| Bedford Capital |
6/25/2010 |
1 |
34.87 |
| Beethoven CDO S.A. |
5/27/2008 |
1 |
.00 |
| Belhurst CLO Ltd. |
8/21/2010 |
1 |
494.00 |
| Bella Trust |
8/24/2010 |
1 |
.00 |
| Bella Vista Mortgage Trust |
8/26/2010 |
4 |
1,641.51 |
| BELLATRIX (ECLIPSE 2005-2) plc |
8/21/2010 |
1 |
.00 |
| Belle Haven ABS CDO 2005-1, Ltd. (Dependent) |
8/21/2010 |
1 |
750.00 |
| Belle Haven ABS CDO, Ltd. |
9/3/2010 |
2 |
3,000.00 |
| Belsca |
6/10/2010 |
1 |
.00 |
| Beluga Master Issuer B.V. |
8/18/2010 |
3 |
.00 |
| Beneficial Home Equity Loan Trust |
4/25/2006 |
1 |
1,103.81 |
| Beneficial Mortgage Corporation |
4/25/2006 |
4 |
3,527.28 |
| Berica MBS S.r.l. |
9/7/2010 |
7 |
.00 |
| Bering CDO I Ltd |
9/9/2010 |
1 |
400.00 |
| Berkeley Street CDO Ltd. |
9/4/2010 |
1 |
306.00 |
| Bernard Global Loan Investors Ltd. |
8/18/2010 |
1 |
537.00 |
| Bernard National Loan Investors, Ltd. |
8/18/2010 |
1 |
801.00 |
| Bernoulli High grade CDO I, Ltd |
9/9/2010 |
1 |
1,176.00 |
| BFC Genesee CDO Ltd |
8/13/2010 |
1 |
301.20 |
| BFC Silverton CDO Ltd |
5/2/2009 |
1 |
750.00 |
| BFS Funding Co. LLC |
6/28/2010 |
1 |
60.06 |
| BHN Mortgage Trust |
8/4/2010 |
3 |
.00 |
| Bichumi Global I Ltd. |
6/9/2010 |
1 |
299.60 |
| Bingham CDO LP |
8/12/2010 |
1 |
380.40 |
| Bipielle Residential S.r.l. |
8/6/2010 |
1 |
.00 |
| Bishop's Gate Residential Mortgage Trust |
12/21/2007 |
1 |
3,207.80 |
| BL Superstores Finance PLC |
7/8/2010 |
1 |
.00 |
| Black Diamond CLO 2005-1 Ltd |
8/30/2010 |
1 |
1,027.00 |
| Black Diamond CLO 2005-2 Ltd |
9/8/2010 |
1 |
1,027.80 |
| Black Diamond CLO 2006-1 (Luxembourg) S.A. |
9/1/2010 |
1 |
1,007.44 |
| Black Diamond International Funding, Ltd |
8/26/2010 |
1 |
1,265.81 |
| Blackrock Capital Finance |
7/3/2010 |
1 |
502.62 |
| BlackRock Senior Income Series |
8/20/2010 |
1 |
400.00 |
| BlackRock Senior Income Series II |
9/2/2010 |
1 |
543.00 |
| Blackrock Senior Income Series IV |
8/21/2010 |
1 |
503.00 |
| Blackrock Senior Income Series V |
8/18/2010 |
1 |
500.00 |
| Bleecker Structured Asset Funding Ltd. |
9/9/2010 |
1 |
457.00 |
| Block Mortgage Finance Inc. |
6/15/2010 |
7 |
1,379.37 |
| BLT Finance Corp. |
6/24/2010 |
5 |
276.76 |
| Blue Danube Loan Funding GmbH |
6/10/2010 |
1 |
.00 |
| Blue Eagle CDO I S.A. |
6/2/2009 |
1 |
.00 |
| Blue Edge ABS CDO Ltd |
9/8/2010 |
1 |
1,250.00 |
| Blue Granite Investments |
6/26/2010 |
2 |
.00 |
| Blue Heron Funding II, Limited |
8/25/2010 |
1 |
630.00 |
| Blue Heron Funding IX Inc. Dependent |
8/25/2010 |
1 |
1,000.00 |
| Blue Heron Funding V Inc. Dependent |
9/4/2010 |
1 |
1,000.00 |
| Blue Heron Funding VI, Ltd. |
8/27/2010 |
1 |
1,250.00 |
| Blue Heron Funding VII Ltd |
9/3/2010 |
1 |
1,233.45 |
| Bluebonnet Finance plc |
7/10/2010 |
1 |
.00 |
| Bluegrass ABS CDO I, Ltd. |
10/5/2006 |
1 |
401.00 |
| Bluegrass ABS CDO II Ltd. |
8/14/2010 |
1 |
391.20 |
| Bluegrass ABS CDO III, LLC |
8/10/2010 |
1 |
408.00 |
| Bluegreen Receivables Finance Corp. |
9/5/2010 |
3 |
530.59 |
| BlueMountain CLO II, Ltd. |
9/8/2010 |
1 |
400.00 |
| BlueMountain CLO III, Ltd. |
8/18/2010 |
1 |
450.00 |
| BlueOrchard Loans for Development S.A. |
7/13/2010 |
1 |
84.22 |
| Bluestone Securities Plc |
9/10/2010 |
4 |
.00 |
| BMORE Finance PLC |
8/24/2010 |
2 |
.00 |
| BMORE No. 2 Ltd. |
1/16/2007 |
1 |
.00 |
| BMORE NO.1 Limited |
6/21/2010 |
1 |
.00 |
| BMW Floorplan Master Owner Trust |
8/2/2010 |
4 |
2,166.96 |
| BMW Vehicle Lease Trust |
8/17/2010 |
2 |
3,250.00 |
| BMW Vehicle Owner Trust |
8/26/2010 |
9 |
11,939.85 |
| BNC Mortgage Loan Trust |
8/27/2010 |
6 |
4,988.80 |
| BNC NIM Notes |
8/28/2010 |
1 |
27.11 |
| Boatmens Auto Trust |
7/2/2010 |
2 |
594.07 |
| Bocage Mortgages |
8/7/2010 |
2 |
.00 |
| Bok Auto Grantor Trust |
6/24/2010 |
1 |
95.88 |
| Bombardier Capital Mortgage Securitization Corp. |
8/18/2010 |
7 |
1,968.61 |
| Bombardier Receivables Master Trust I |
6/28/2010 |
7 |
2,295.13 |
| Bond Securitization Trust |
8/25/2010 |
1 |
136.34 |
| Bosque Asset Corp |
9/5/2004 |
1 |
93.91 |
| Boston Harbor CLO 2004-1, Ltd |
8/27/2010 |
1 |
318.00 |
| Bouwfonds CDS |
8/16/2010 |
2 |
.00 |
| Box Hill Life Finance p.l.c. |
7/9/2010 |
1 |
.00 |
| Boyne Valley B.V. |
8/20/2010 |
1 |
.00 |
| BP Mortgages S.r.l. |
8/11/2010 |
2 |
.00 |
| BPL Consumer S.r.l. |
7/24/2010 |
2 |
.00 |
| Bracken Securities plc |
7/30/2010 |
1 |
.00 |
| Bramante Public Limited Company |
8/23/2006 |
1 |
.00 |
| Brant Point CBO 1999-1, Ltd |
6/17/2008 |
1 |
348.75 |
| Brant Point II CBO 2000-1 Ltd |
7/7/2010 |
1 |
372.00 |
| Brascan Real Estate CDO 2004-1, Ltd. |
9/9/2010 |
1 |
300.71 |
| Brascan Structured Notes 2005-2, Ltd. |
9/9/2010 |
1 |
300.00 |
| Brazos Higher Education Author Trust |
9/7/2010 |
12 |
11,582.89 |
| Brentwood CLO Ltd |
8/16/2010 |
1 |
700.00 |
| Brevan Howard CDO I |
7/3/2010 |
1 |
.00 |
| Bridgeport CLO Ltd |
8/27/2010 |
1 |
514.10 |
| Bridgestone/Firestone Master Trust |
6/23/2010 |
3 |
298.20 |
| Brigantine High Grade Funding Ltd |
9/7/2010 |
1 |
2,000.00 |
| Bristol Bay Funding Ltd. |
8/23/2010 |
1 |
163.00 |
| Bristol CDO I, Ltd |
8/13/2010 |
1 |
302.00 |
| Broad Street Finance PLC |
7/28/2010 |
1 |
.00 |
| Broadgate Financing PLC |
9/1/2010 |
1 |
.00 |
| Broadway Credit Card Trust |
8/19/2010 |
6 |
.00 |
| Broderick CDO 1 Ltd |
8/31/2010 |
1 |
999.50 |
| Broderick CDO 2 Ltd. |
9/2/2010 |
1 |
1,600.00 |
| Broderick CDO 3 Ltd |
9/8/2010 |
1 |
1,500.00 |
| Brooklands ABS Euro Referenced Linked Notes 2002-2 |
9/3/2010 |
1 |
.00 |
| Brooklands Euro Referenced Linked Notes |
9/3/2010 |
2 |
276.00 |
| Brooklands Euro Referenced Linked Notes 2004-1 Ltd |
9/3/2010 |
1 |
.00 |
| Brooklands Euro Referenced Linked Notes 2005-1 |
9/3/2010 |
1 |
200.00 |
| Bruckner CDO I B.V. |
8/13/2010 |
1 |
.00 |
| Brunel Residential Mortgage Securitisation No.1 PL |
7/30/2010 |
1 |
.00 |
| Bruntwood Alpha Plc |
8/18/2010 |
1 |
.00 |
| Bryant Park CDO Ltd. |
8/27/2010 |
1 |
142.00 |
| Bryn Mawr CLO Ltd. |
6/16/2008 |
1 |
300.00 |
| BSSP NIM Trust |
9/1/2010 |
1 |
7.26 |
| Buckingham CDO II Ltd |
9/7/2010 |
1 |
1,137.14 |
| Buckingham CDO III Ltd |
9/6/2010 |
1 |
1,500.00 |
| Buckingham CDO Ltd |
8/16/2010 |
1 |
1,067.00 |
| Building Comfort |
6/21/2010 |
2 |
.00 |
| Bumper Finance Plc |
8/23/2010 |
1 |
.00 |
| Burnham Harbor CDO 2006-1 Ltd |
6/18/2010 |
1 |
813.20 |
| Burnham Harbor CDO 2006-1 Ltd (Cash) |
8/18/2010 |
1 |
723.37 |
| Burr Ridge CLO Plus LLC Dependent |
9/3/2010 |
1 |
300.00 |
| Business Loan Center, Inc. |
8/16/2010 |
1 |
24.00 |
| Business Loan Express |
8/26/2010 |
13 |
2,128.41 |
| Business Mortgage Finance PLC |
9/1/2010 |
7 |
.00 |
| BW Trust |
6/24/2010 |
2 |
152.52 |
| BXG Receivables Note Trust |
9/9/2010 |
3 |
374.47 |
| Byzantium Finance PLC |
7/23/2010 |
1 |
.00 |
| C-BASS ABS, LLC |
9/7/2010 |
53 |
17,476.19 |
| C-Bass CBO III, Ltd. |
12/20/2008 |
1 |
380.75 |
| C-Bass CBO IV Ltd. |
8/13/2010 |
1 |
28.65 |
| C-BASS CBO IX LTD. |
9/10/2010 |
1 |
300.00 |
| C-Bass CBO V, Ltd |
8/13/2010 |
1 |
365.05 |
| C-Bass CBO VI Ltd. |
8/20/2010 |
1 |
337.00 |
| C-Bass CBO VII Ltd. |
9/10/2010 |
1 |
381.40 |
| C-Bass CBO VIII, Ltd |
8/24/2010 |
1 |
322.00 |
| C-Bass CBO X Ltd. |
9/4/2010 |
1 |
400.00 |
| C-Bass CBO XI Ltd. |
8/13/2010 |
1 |
478.70 |
| C-Bass CBO XII, Ltd. |
8/6/2010 |
1 |
393.10 |
| C-Bass CBO XIII Ltd |
8/6/2010 |
1 |
472.25 |
| C-Bass CBO XIV Corp Dependent |
8/12/2010 |
1 |
488.00 |
| C-BASS CBO XIX Ltd |
8/18/2010 |
1 |
477.35 |
| C-Bass CBO XV Corp Dependant |
9/8/2010 |
1 |
690.78 |
| C-Bass CBO XVI, Ltd |
9/8/2010 |
1 |
386.42 |
| C-Bass Mortgage Loan Asset-Backed Certificates |
8/28/2010 |
16 |
7,545.16 |
| C-BASS TRUST |
8/26/2010 |
1 |
750.97 |
| C-Squared CDO Ltd |
7/7/2010 |
1 |
385.00 |
| C-Symbol, Limited |
6/19/2008 |
1 |
300.00 |
| C.P.G. Società di Cartolarizzazione a r.l. |
7/27/2010 |
2 |
.00 |
| Cabela's Master Credit Card Trust |
8/23/2010 |
11 |
2,978.34 |
| Cabral No.1 Limited |
9/2/2010 |
1 |
.00 |
| Cadogan Square CLO B.V. |
9/4/2010 |
1 |
.00 |
| Cadogan Square CLO II B.V. |
9/6/2010 |
1 |
.00 |
| Cadogan Square CLO III B.V. |
9/8/2010 |
1 |
.00 |
| Cadogan Square CLO IV B.V. |
9/7/2010 |
1 |
.00 |
| Caesar Finance 2000 S.A. |
3/11/2010 |
1 |
.00 |
| Cairn CLO I B.V. |
9/8/2010 |
1 |
.00 |
| Cairn CLO II B.V. |
9/1/2010 |
1 |
.00 |
| Cairn High Grade ABS CDO I Plc |
8/28/2010 |
1 |
1,000.00 |
| Cairn High Grade ABS CDO II Ltd |
7/27/2010 |
1 |
187.25 |
| Cairn High Grade Funding I Ltd. |
9/4/2010 |
1 |
1,586.93 |
| Cairn Mezz ABS CDO I PLC |
7/18/2009 |
1 |
500.00 |
| Cairn Mezz ABS CDO II Ltd |
8/23/2010 |
1 |
313.38 |
| Cairn Mezz ABS CDO III Ltd |
9/7/2010 |
1 |
1,000.00 |
| Cairn Mezz ABS CDO IV Ltd |
5/22/2010 |
1 |
208.00 |
| Cairoli Finance S.r.l. |
11/3/2009 |
1 |
.00 |
| Caja de Ahorros de Castilla La Mancha SA |
9/9/2010 |
1 |
.00 |
| Cal Fed S&L |
6/15/2010 |
2 |
354.09 |
| Calhoun CBO, Limited |
7/27/2010 |
1 |
294.00 |
| California Federal Bank, FSB |
8/26/2010 |
6 |
1,020.68 |
| California Federal Savings Mortgage Pass-Through C |
9/7/2010 |
3 |
434.31 |
| Callidus Debt Partners CDO Fund I, Ltd. |
8/12/2010 |
1 |
367.50 |
| Callidus Debt Partners CLO Fund II, Ltd |
8/25/2010 |
2 |
708.15 |
| Callidus Debt Partners CLO Fund III, Ltd |
9/3/2010 |
1 |
400.00 |
| Callidus Debt Partners CLO Fund IV, Ltd. |
8/19/2010 |
1 |
460.20 |
| Callidus Debt Partners CLO Fund V, Ltd. |
8/25/2010 |
1 |
410.40 |
| Callidus Debt Partners CLO Fund VI, Inc. Dependent |
8/27/2010 |
1 |
403.50 |
| CalSTRS Trust |
7/21/2009 |
1 |
750.00 |
| Calwest Industrial Trust |
6/6/2008 |
2 |
1,410.00 |
| CAM CBO I, Ltd |
5/13/2009 |
1 |
142.00 |
| CAM Commercial Mortgage Corporation |
3/29/2010 |
1 |
218.30 |
| Camber 1 Plc |
6/7/2007 |
1 |
1,000.00 |
| Camber 2 SA |
6/16/2008 |
1 |
.00 |
| CAMBER 3 plc |
8/31/2010 |
1 |
710.00 |
| CAMBER 4 PLC |
7/24/2010 |
1 |
904.00 |
| Camber 5 Ltd |
9/3/2010 |
1 |
502.25 |
| Camber 7 PLC |
8/14/2010 |
1 |
915.50 |
| Campidoglio Finance S.r.l. |
1/21/2010 |
1 |
.00 |
| Canada Mortgage Acceptance Corporation |
8/18/2010 |
5 |
.00 |
| Canadian Capital Auto Receivables Asset Trust |
8/17/2010 |
8 |
1,374.40 |
| Canadian Credit Card Trust |
4/27/2010 |
7 |
2,250.00 |
| Canadian Revolving Auto Floorplan Trust |
12/16/2008 |
1 |
.00 |
| Canadian Tire Receivables Trust |
9/1/2010 |
11 |
.00 |
| Canary Wharf Finance PLC |
8/18/2010 |
2 |
.00 |
| Candide Financing |
7/27/2010 |
3 |
.00 |
| Candide Financing 2005 B.V. |
8/18/2010 |
1 |
.00 |
| Candide Financing 2006 B.V. |
8/23/2010 |
1 |
.00 |
| Canyon Capital CDO 2001-1 Ltd. |
9/3/2010 |
1 |
292.00 |
| Canyon Capital CDO 2002-1 Ltd |
9/4/2010 |
1 |
275.00 |
| Canyon Capital CLO 2004-1 Ltd |
8/12/2010 |
1 |
400.00 |
| Canyon Capital CLO 2006-1 Ltd |
8/12/2010 |
1 |
380.10 |
| Capco America Securitization Corp |
6/26/2010 |
1 |
1,268.86 |
| Capita Equipment Receivables Trust |
4/25/2006 |
2 |
4,332.13 |
| Capital Auto Receivables Asset Trust |
8/17/2010 |
32 |
75,053.16 |
| Capital Guardian ABS CDO I, Ltd. |
8/12/2010 |
1 |
353.40 |
| Capital Guardian High Yield CBO Ltd. |
7/2/2010 |
1 |
316.00 |
| Capital Mortgages s.r.l. |
8/12/2010 |
1 |
.00 |
| Capital One Auto Finance Trust |
8/17/2010 |
22 |
28,859.19 |
| Capital One COBALT Master Note Trust |
6/28/2010 |
2 |
900.62 |
| Capital One Compass Master Note Trust |
6/25/2010 |
7 |
3,297.30 |
| Capital One Master Trust |
8/16/2010 |
60 |
31,273.01 |
| Capital One Prime Auto Receivables Trust |
8/17/2010 |
8 |
7,865.02 |
| Capital One Small Business Master Note Trust |
3/31/2010 |
5 |
1,961.92 |
| Capital Trust RE CDO 2004-1, Ltd |
8/24/2010 |
1 |
324.07 |
| Capital Trust RE CDO 2005-1 Ltd |
8/24/2010 |
1 |
337.75 |
| CapitalSource Commercial Loan Trust |
5/1/2010 |
1 |
800.00 |
| CapitalSource Commercial Loan Trust 2006-1 |
3/7/2010 |
1 |
782.26 |
| CapitalSource Commercial Loan Trust 2006-2 |
8/24/2010 |
1 |
1,500.00 |
| CapitalSource Finance LLC |
6/28/2010 |
7 |
4,566.88 |
| CapitalSource Real Estate Loan Trust 2006-A |
9/2/2010 |
1 |
1,300.00 |
| Capitamall Trust |
9/8/2010 |
1 |
.00 |
| Capitol Home Equity Loan Trust |
9/2/2004 |
3 |
481.63 |
| Capitol Revolving Home Equity Loan Trust |
9/2/2004 |
2 |
300.94 |
| CapLease CDO 2005-1, Ltd. |
9/10/2010 |
1 |
300.00 |
| Capstan CBO Limited |
8/14/2010 |
1 |
195.70 |
| Captec Receivables Financing Corp. |
6/25/2010 |
1 |
144.23 |
| Captiva CBO |
8/25/2010 |
1 |
280.00 |
| Car Loan Invest-1 |
7/5/2007 |
1 |
.00 |
| Carbon Capital II Real Estate CDO 2005-1, Ltd |
9/9/2010 |
1 |
455.00 |
| CARCO Auto Loan Master Trust |
6/9/2010 |
21 |
21,501.00 |
| Cardinal CDO LLC |
9/9/2010 |
1 |
1,560.00 |
| Cards Trust |
4/25/2006 |
5 |
2,000.00 |
| Care Homes |
6/9/2010 |
3 |
.00 |
| Carlyle High Yield Partners III, Ltd. |
7/2/2010 |
1 |
450.00 |
| Carlyle High Yield Partners IV, Ltd. |
8/31/2010 |
1 |
449.50 |
| Carlyle High Yield Partners IX Ltd. |
8/20/2010 |
1 |
500.00 |
| Carlyle High Yield Partners VI, Ltd |
8/14/2010 |
1 |
371.00 |
| Carlyle High Yield Partners VII, Ltd. |
8/16/2010 |
1 |
400.00 |
| Carlyle High Yield Partners VIII Ltd |
9/9/2010 |
1 |
525.00 |
| Carlyle High Yield Partners X Ltd |
9/1/2010 |
1 |
400.00 |
| Carlyle Loan Opportunity Fund |
12/28/2007 |
1 |
265.50 |
| Carmax Auto Owner Trust |
9/8/2010 |
25 |
14,903.19 |
| Carnuntum High Grade I Ltd. |
8/24/2010 |
1 |
.00 |
| Carolina First SBL Trust I |
11/7/2002 |
1 |
98.70 |
| Carrington Mortgage Loan Trust |
8/26/2010 |
21 |
21,020.62 |
| Carrington NIM Trust |
9/8/2010 |
11 |
399.09 |
| Cars Alliance |
9/8/2010 |
1 |
.00 |
| Cars Alliance Auto Loans France FCC 2006-1 |
8/18/2010 |
1 |
.00 |
| Cars Alliance Funding Plc |
8/13/2010 |
3 |
.00 |
| CARSS Finance Limited Partnership |
6/7/2010 |
1 |
330.00 |
| CART 1 Ltd. |
6/17/2010 |
1 |
.00 |
| Cartesio S.r.l. |
6/4/2010 |
1 |
.00 |
| Casa Finance S.r.l. |
8/14/2010 |
1 |
.00 |
| Cascade Funding CDO I, Ltd. |
9/4/2010 |
1 |
402.70 |
| Case Equipment Loan Trust |
6/24/2010 |
9 |
6,245.00 |
| Cashel Rock CBO, Ltd |
8/12/2010 |
1 |
304.55 |
| CASSA |
9/10/2010 |
2 |
.00 |
| Cassiopeia QEX B.V. |
8/27/2010 |
1 |
.00 |
| Castanea One PLC |
2/22/2007 |
1 |
.00 |
| castellana finance |
7/14/2010 |
1 |
.00 |
| Castle 1 MBS B.V. |
5/27/2009 |
1 |
.00 |
| Castle Garden Funding |
9/1/2010 |
1 |
874.50 |
| Castle Hill I - INGOTS, Ltd |
9/6/2010 |
1 |
350.00 |
| Castle Hill II - INGOTS, LTD. |
8/16/2010 |
1 |
400.00 |
| Castle Hill III CLO, Limited |
8/18/2010 |
1 |
274.00 |
| Castoro RMBS Srl |
7/30/2010 |
1 |
.00 |
| Catalina CDO Ltd |
11/17/2008 |
1 |
202.00 |
| Caterpillar Financial Services Corporation |
9/8/2010 |
13 |
7,942.65 |
| Cats Trust |
12/16/2005 |
2 |
.00 |
| CB MezzCAP Limited Partnership |
7/28/2010 |
1 |
.00 |
| CBA Commercial Assets LLC |
8/27/2010 |
3 |
399.31 |
| CBNJ Boat Loan Trust |
4/25/2006 |
1 |
63.56 |
| CBO Holdigns III, Ltd |
6/28/2010 |
1 |
34.10 |
| CBRE Realty Finance CDO 2006-1, LTD. |
8/28/2010 |
1 |
600.00 |
| CBRE Realty Finance CDO 2007-1, Ltd. |
8/11/2010 |
1 |
1,000.00 |
| CD Commercial Mortgage Trust |
6/26/2010 |
4 |
16,009.10 |
| CDC Ixis Capital Markets - ESANO Credit Linked Not |
3/11/2010 |
1 |
.00 |
| CDC Mortgage Capital Trust |
9/2/2010 |
18 |
7,102.56 |
| CDC Securitization Corp. |
5/28/2010 |
1 |
637.49 |
| CDO Master Investments S.A. |
12/31/2006 |
1 |
.00 |
| Cedar Lake CBO Ltd. |
7/7/2010 |
1 |
134.25 |
| CeDeos 1 Ltd. Series 1 |
7/30/2010 |
1 |
.00 |
| CeDeos 1 Ltd. Series 2 |
7/30/2010 |
1 |
.00 |
| CEDO I plc |
6/10/2010 |
1 |
.00 |
| CEDO PLC - Series 4 - CSAM |
7/23/2010 |
1 |
.00 |
| Celerity CLO Ltd. |
9/6/2010 |
1 |
277.00 |
| CELF Loan Partners B.V. |
8/24/2010 |
1 |
.00 |
| CELF Loan Partners II PLC |
9/2/2010 |
1 |
.00 |
| CELF Loan Partners III PLC |
9/9/2010 |
1 |
.00 |
| CELF Loan Partners IV PLC |
8/13/2010 |
1 |
.00 |
| CELF Low Levered Partners PLC |
5/12/2010 |
1 |
.00 |
| Celtic Residential Irish Mortgage |
9/7/2010 |
13 |
.00 |
| Cendant Mortgage Corporation |
8/27/2010 |
37 |
6,033.14 |
| Cendant Rental Car Funding (AESOP) LLC |
9/7/2010 |
27 |
9,655.99 |
| Cendant Timeshare Receivables Funding |
8/23/2010 |
6 |
2,529.34 |
| Cent CDO 10 Limited |
9/3/2010 |
1 |
410.00 |
| Cent CDO 12 Limited |
8/21/2010 |
1 |
618.08 |
| Cent CDO 14 Limited |
8/23/2010 |
1 |
500.00 |
| Cent CDO 15 Limited |
8/26/2010 |
1 |
617.30 |
| Cent CDO XI Limited |
9/1/2010 |
1 |
725.50 |
| CENTAURUS (Eclipse 2005-3) plc |
8/26/2010 |
1 |
.00 |
| Centex Home Equity Loan Trust |
8/27/2010 |
31 |
17,922.93 |
| Central Originating Lease Trust (COLT) |
6/25/2010 |
1 |
20,202.00 |
| Centre Square CDO Ltd |
8/23/2010 |
1 |
502.00 |
| Centro Shopping Centre Securities Limited |
6/10/2010 |
1 |
.00 |
| Centurion CDO 8 Limited |
9/9/2010 |
1 |
604.00 |
| Centurion CDO 9 Limited |
8/20/2010 |
1 |
900.50 |
| Centurion CDO I, Ltd |
7/2/2010 |
1 |
269.00 |
| Centurion CDO II, Ltd |
6/13/2008 |
1 |
466.00 |
| Centurion CDO III, Ltd. |
8/31/2010 |
1 |
252.00 |
| Centurion CDO IV Limited |
8/24/2010 |
1 |
220.00 |
| Centurion CDO VI, Ltd |
8/12/2010 |
1 |
400.00 |
| Centurion CDO VII Limited |
8/3/2010 |
1 |
1,012.00 |
| Centurion Global Sovereign CBO I Limited |
8/14/2010 |
1 |
256.90 |
| Century Funding Ltd. |
8/14/2010 |
1 |
285.00 |
| CF Finance S.r.L. |
6/9/2010 |
1 |
.00 |
| CFLAT Cayman NIM |
8/28/2010 |
1 |
16.60 |
| CFX Finance Corp. V |
6/24/2010 |
1 |
13.63 |
| Chalet Finance PLC |
1/12/2008 |
2 |
.00 |
| Challenger Millennium Series |
8/22/2010 |
5 |
.00 |
| Chambers Street CDO II, Ltd |
7/2/2010 |
1 |
86.50 |
| Chambers Street CDO, Ltd. |
7/2/2010 |
1 |
102.00 |
| Champion Home Equity Loan Trust |
4/5/2010 |
14 |
2,359.97 |
| Champlain CLO, Ltd |
8/14/2010 |
1 |
478.10 |
| Chandler Fashion Center |
1/8/2008 |
1 |
126.31 |
| Chapel B.V. |
8/18/2010 |
2 |
.00 |
| Charles Fort CDO I |
8/13/2010 |
1 |
400.00 |
| Charles River CDO I, Ltd |
8/18/2010 |
1 |
289.80 |
| Charlie Mac Trust |
8/26/2010 |
2 |
317.51 |
| Charming Shoppes Master Trust |
8/16/2010 |
5 |
788.75 |
| Charter Equipment Lease |
4/25/2006 |
1 |
174.94 |
| Chartwell CBO I Ltd. |
9/4/2010 |
1 |
160.00 |
| Chase Commercial Mortgage Securities Corp. |
7/17/2010 |
11 |
6,999.15 |
| Chase Credit Card Master Trust |
8/15/2010 |
47 |
46,471.98 |
| Chase Funding Loan Acquisition |
8/26/2010 |
10 |
5,002.25 |
| Chase Funding Mortgage Loan |
8/25/2010 |
23 |
16,697.40 |
| Chase Funding Trust |
8/26/2010 |
2 |
1,852.51 |
| Chase Issuance Trust |
8/25/2010 |
1 |
49,045.00 |
| Chase Manhattan Auto Grantor Trust |
4/25/2006 |
4 |
5,994.71 |
| Chase Manhattan Auto Owner Trust |
8/18/2010 |
19 |
25,684.65 |
| Chase Manhattan Credit Card Master Trust |
5/22/2003 |
2 |
2,434.50 |
| Chase Manhattan Home Equity Loan Trust |
9/2/2004 |
1 |
397.74 |
| Chase Manhattan Marine Owner Trust |
8/17/2010 |
1 |
266.26 |
| Chase Manhattan RV Owner Trust |
8/17/2010 |
1 |
897.40 |
| Chase Manhattan-First Union |
7/23/2010 |
1 |
1,397.64 |
| Chase Mortgage Finance Trust |
9/7/2010 |
123 |
52,610.08 |
| ChaseFlex Trust |
8/27/2010 |
8 |
4,744.90 |
| Chatham Light II CLO Limited |
8/31/2010 |
1 |
536.00 |
| Chaves Funding |
7/9/2010 |
5 |
.00 |
| Chaves SME CLO No. 1 |
8/20/2010 |
1 |
.00 |
| Chec Home Loan Trust |
9/9/2010 |
2 |
608.17 |
| Chemical Corp. |
6/29/2010 |
5 |
354.34 |
| Chepstow Blue PLC |
7/28/2010 |
1 |
.00 |
| Cherry Creek CDO I Ltd |
8/4/2009 |
1 |
300.00 |
| Cherry Creek CDO II Ltd |
6/10/2010 |
1 |
500.00 |
| Chesapeake Funding LLC |
8/17/2010 |
7 |
4,255.40 |
| Chess II Ltd. Series 5 (Guinevere) |
2/4/2010 |
1 |
.00 |
| Chester Asset Receivables Dealings |
8/17/2010 |
20 |
.00 |
| Chevy Chase (CC) Funding |
9/1/2010 |
23 |
21,611.07 |
| Chevy Chase Auto Receivables Trust |
6/25/2010 |
15 |
3,908.95 |
| Chevy Chase Home Loan Trust |
4/25/2006 |
2 |
248.52 |
| Chevy Chase Master Credit Card Trust |
6/23/2010 |
4 |
1,000.00 |
| Chevy Chase Master Credit Card Trust II |
6/23/2010 |
7 |
2,258.70 |
| Cheyne ABS Investments I PLC |
6/19/2009 |
1 |
178.00 |
| Cheyne CBO II, Limited |
7/2/2010 |
1 |
203.70 |
| Cheyne CLO Investments I Ltd. |
2/6/2010 |
1 |
140.50 |
| Cheyne Credit Opportunity CDO I B.V |
2/17/2010 |
1 |
.00 |
| Cheyne Investment Grade CDO I, Ltd |
7/2/2010 |
1 |
457.78 |
| Chiswell Street Finance Limited |
7/25/2009 |
1 |
.00 |
| CHL Mortgage Pass Through Trust |
9/9/2010 |
32 |
19,725.11 |
| CHL Mortgage Pass Through Trust Resecuritization |
8/25/2010 |
1 |
50.94 |
| Chrome Funding Ltd Series 15 to 17 (Odeon Linked N |
9/4/2010 |
1 |
.00 |
| Chrome Funding Ltd. |
12/3/2009 |
1 |
.00 |
| Chrysler Financial Corporation |
9/9/2010 |
3 |
3,995.22 |
| Churchill Financial Cayman Ltd. |
8/10/2010 |
1 |
1,250.00 |
| CHYPS CBO 1997-1 Ltd |
6/10/2010 |
1 |
309.00 |
| Cibeles III FTPYME |
7/6/2010 |
1 |
.00 |
| Cibeles No. 1 PLC |
7/13/2009 |
1 |
.00 |
| CIC Conso |
8/7/2006 |
1 |
.00 |
| Cidneo Finance PLC |
2/14/2006 |
1 |
.00 |
| CIFC Funding 2006-II,Ltd. |
9/6/2010 |
1 |
637.00 |
| CIFC Funding 2007-II, Ltd. |
8/20/2010 |
1 |
613.50 |
| CIFC Funding 2007-III, Ltd. |
8/28/2010 |
1 |
450.00 |
| Cimarron CDO, Ltd |
9/6/2010 |
1 |
1,000.00 |
| Circuit City Credit Card Master Trust |
6/23/2010 |
9 |
2,439.80 |
| Cirene Finance S.r.l. |
3/12/2010 |
1 |
.00 |
| Cirrus Funding Ltd. |
11/17/2008 |
1 |
287.00 |
| CIT CLO I Ltd |
8/26/2010 |
1 |
512.20 |
| CIT Education Inc. |
7/4/2010 |
2 |
4,000.00 |
| CIT Equipment Collateral |
8/21/2010 |
16 |
12,728.93 |
| CIT Group Securitization Corp. |
8/17/2010 |
3 |
478.24 |
| CIT Home Equity Loan Trust |
8/27/2010 |
5 |
3,761.42 |
| CIT Marine Trust |
8/23/2010 |
1 |
735.16 |
| CIT RV Owner Trust |
4/25/2006 |
4 |
800.42 |
| CIT RV Trust |
8/17/2010 |
4 |
1,779.88 |
| Citadel Hill 2000 Ltd |
11/18/2008 |
1 |
475.00 |
| Citation High Grade ABS CDO I, Ltd. |
8/14/2010 |
1 |
1,104.50 |
| Citibank |
6/15/2010 |
5 |
670.54 |
| Citibank Credit Card Master Trust I |
8/25/2010 |
45 |
130,260.90 |
| Citibank N.A. New York, NY |
9/4/2010 |
4 |
654.75 |
| Citibank Omni Master Trust |
6/28/2010 |
1 |
4,838.71 |
| Citicorp Home Equity Loan Trust |
8/27/2010 |
1 |
231.44 |
| Citicorp Mortgage Securities Inc. |
8/30/2010 |
116 |
39,008.43 |
| Citicorp Mortgage Securities Trust |
8/25/2010 |
1 |
206.15 |
| Citicorp Mtg Sec Inc |
4/26/2006 |
75 |
10,713.44 |
| Citicorp Residential Mortgage Trust |
8/25/2010 |
4 |
2,830.72 |
| CitiFinancial Auto Issuance Trust |
8/17/2010 |
1 |
2,094.81 |
| CitiFinancial Mortgage Securities Inc. |
8/26/2010 |
6 |
4,844.05 |
| Citigroup Commercial Mortgage Securities |
8/25/2010 |
5 |
9,905.69 |
| Citigroup Commercial Mortgage Trust |
8/13/2010 |
6 |
230,050.83 |
| Citigroup Mortgage Loan |
8/25/2010 |
1 |
1,026.31 |
| Citigroup Mortgage Loan Trust |
8/31/2010 |
29 |
22,240.31 |
| Citigroup Mortgage Loan Trust Inc. |
9/7/2010 |
62 |
46,657.40 |
| Citigroup Mortgage Loan Trust NIM |
8/26/2010 |
2 |
140.54 |
| CitiMortgage Alternative Loan Trust |
8/25/2010 |
16 |
9,219.66 |
| City Capital Home Loan Trust |
4/25/2006 |
6 |
720.12 |
| City Mortgage Receivables |
9/8/2010 |
7 |
72.56 |
| Cityscape Home Equity Loan Trust |
8/25/2010 |
12 |
2,166.83 |
| Cityscape Mortgage PT Certs |
9/24/2005 |
1 |
100.00 |
| Clare Island BV |
9/10/2010 |
1 |
.00 |
| ClareGold Trust |
8/17/2010 |
1 |
.00 |
| Clarenville CDO S.A. |
8/18/2010 |
1 |
.00 |
| Clarion CBO, Ltd. |
9/29/2009 |
1 |
285.00 |
| Claris |
7/9/2010 |
1 |
.00 |
| Claris Finance SRL |
8/20/2010 |
6 |
.00 |
| Claris Limited |
6/18/2010 |
1 |
.00 |
| Claris Limited (Nappa Valley V(II) Mezzanine Tranc |
8/31/2010 |
1 |
.00 |
| Claris Ltd Series 100 2007 |
6/7/2010 |
1 |
.00 |
| Claris Ltd. Series 41 2005 Voltaire |
6/10/2010 |
1 |
.00 |
| Claris Ltd. Series 42 2005 Voltaire |
12/4/2009 |
1 |
.00 |
| Claris Ltd. Series 69 2006 |
9/16/2009 |
1 |
.00 |
| Clavis Securities Plc |
6/29/2010 |
2 |
.00 |
| Clearwater Funding CBO 2000-A, Ltd. |
7/9/2010 |
1 |
299.00 |
| Clearwater Funding CDO 2001-A Ltd. |
8/16/2010 |
1 |
509.00 |
| Clearwater Funding CDO 2002-A Ltd |
7/9/2010 |
1 |
382.90 |
| Clipper Caravel Tax-Exempt Certificates Trust |
5/1/2003 |
1 |
108.88 |
| CLOCK Finance No. 1 B.V. |
8/20/2010 |
1 |
.00 |
| Clout Financial |
7/16/2010 |
1 |
127.17 |
| Clover Funding PLC |
2/7/2008 |
3 |
1,039.25 |
| Cloverie Plc - Series 47 48 49 50 |
4/7/2009 |
1 |
.00 |
| Cloverie PLC Series 2007-24 |
11/26/2009 |
1 |
200.00 |
| Clydesdale CBO I Ltd. |
8/21/2010 |
1 |
357.00 |
| Clydesdale CLO 2003 Ltd |
9/8/2010 |
1 |
300.00 |
| Clydesdale CLO 2004, Ltd. |
9/4/2010 |
1 |
364.00 |
| Clydesdale CLO 2005, Ltd. |
8/28/2010 |
1 |
492.00 |
| Clydesdale CLO 2006 Ltd |
8/14/2010 |
1 |
450.00 |
| Clydesdale CLO 2007, Ltd. |
8/20/2010 |
1 |
350.00 |
| Clydesdale Strategic CLO I, Ltd. |
8/24/2010 |
1 |
300.00 |
| CM Bancaja |
7/7/2010 |
1 |
.00 |
| CMBSpoke 2005-II Ltd. |
10/30/2007 |
1 |
75.00 |
| CMBSpoke 2005-III Ltd. |
8/26/2010 |
1 |
133.33 |
| CMC Securities Corporation II |
6/15/2010 |
1 |
266.81 |
| CMC Securities Corporation III |
8/4/2010 |
3 |
1,354.21 |
| CMC Securities Corporation IV |
8/28/2010 |
1 |
266.81 |
| CMO Holdings II Ltd. |
9/1/2010 |
17 |
1,758.83 |
| CMO Holdings III Ltd. |
9/1/2010 |
13 |
580.29 |
| CNH Capital Australia Pty Limited |
7/21/2010 |
4 |
.00 |
| CNH Capital Canada Receivables Trust |
8/17/2010 |
7 |
.00 |
| CNH Capital Corp. |
8/16/2010 |
5 |
1,438.57 |
| CNH Equipment |
4/25/2006 |
1 |
1,000.00 |
| CNH Equipment Trust |
9/2/2010 |
24 |
21,340.41 |
| CNH Wholesale Master Note Trust |
8/17/2010 |
6 |
3,425.65 |
| CNL APF Partners, LP |
6/28/2010 |
2 |
439.69 |
| CNL Commercial Mortgage Funding, Inc. |
8/27/2010 |
2 |
260.00 |
| CNL Commercial Mortgage Loan Trust |
9/9/2010 |
4 |
625.00 |
| CNL Funding |
8/20/2010 |
2 |
545.69 |
| Coast CFO 2005-1 |
1/19/2010 |
1 |
750.00 |
| Coast Investment Grade 2000-1, Limited |
8/17/2010 |
1 |
400.00 |
| Coast Investment Grade 2001-1, Limited |
8/11/2010 |
1 |
410.00 |
| Coast Investment Grade 2002-1, Limited |
8/12/2010 |
1 |
307.70 |
| Coast S&L |
8/26/2010 |
5 |
1,407.91 |
| Coast To Coast Motor Vehicle Owner Trust |
6/25/2010 |
1 |
210.90 |
| COBALT CMBS Commercial Mortgage Trust |
6/16/2010 |
3 |
6,992.43 |
| Coco Finance 2006-1 Plc |
6/29/2010 |
1 |
.00 |
| Coeur Defense FCC |
1/12/2008 |
1 |
.00 |
| Coldwater CDO, Ltd. |
9/9/2010 |
1 |
401.00 |
| Coliseum Funding Ltd. |
8/15/2010 |
1 |
582.00 |
| College Loan Corporation |
9/8/2010 |
11 |
16,300.00 |
| CollegeInvest |
8/13/2010 |
3 |
691.35 |
| Collegiate Funding Services Education Loan Trust |
8/31/2010 |
6 |
6,909.88 |
| Collier 2005-I B.V. |
12/5/2008 |
1 |
.00 |
| Colombo S.r.l. |
8/14/2010 |
1 |
.00 |
| Colts 2005-1 Ltd |
7/23/2010 |
1 |
422.74 |
| Colts Trust 2004-1 |
9/25/2006 |
1 |
246.84 |
| Columbus Loan Funding, Ltd |
8/19/2010 |
1 |
411.25 |
| COLUMBUS NOVA CLO 2006-II |
8/12/2010 |
1 |
500.00 |
| ColumbusNova CLO IV Ltd 2007-II |
8/25/2010 |
1 |
450.00 |
| ColumbusNova CLO Ltd 2007-I |
8/20/2010 |
1 |
500.00 |
| Column Canada |
5/14/2010 |
3 |
645.07 |
| Comerica Auto Floor Plan LLC |
6/28/2010 |
1 |
1,000.00 |
| ComFed Savings Bank |
8/26/2010 |
6 |
367.72 |
| Comfin Securitization Corp. |
8/27/2010 |
2 |
64.53 |
| COMM |
7/28/2010 |
20 |
35,017.74 |
| Commerce Mortgage Acceptance Corp. |
8/26/2010 |
1 |
252.44 |
| Commercial Mortgage Acceptance Corp. |
7/23/2010 |
4 |
5,665.83 |
| Commercial Mortgage Asset Trust |
7/14/2010 |
3 |
3,634.66 |
| Commercial Mortgage Leased-Backed Certificates |
1/12/2008 |
1 |
476.31 |
| Commerzbank AG Residence 00-1 |
6/9/2010 |
1 |
.00 |
| Commodore CDO II Ltd |
8/12/2010 |
1 |
300.00 |
| Commodore CDO III, Ltd. |
7/21/2010 |
1 |
500.50 |
| Commodore CDO IV, Ltd. |
7/17/2010 |
1 |
400.00 |
| Commodore CDO Ltd |
9/2/2010 |
1 |
300.00 |
| Community Reinvestment Fund |
6/28/2010 |
3 |
35.79 |
| Compagnia Finanziaria 1 S.r.l. |
2/27/2010 |
1 |
.00 |
| Compass Auto Receivables Trust |
4/25/2006 |
1 |
401.50 |
| Compass Bank |
12/29/2009 |
1 |
754.43 |
| Compass Residential Mortgage Trust |
8/27/2010 |
5 |
2,905.02 |
| CompuCredit Credit Card Master Note Business Trust |
7/2/2010 |
2 |
1,091.34 |
| Comstock Funding Ltd. |
8/27/2010 |
1 |
466.50 |
| Concerto I B.V. |
9/7/2010 |
1 |
.00 |
| Concerto II B.V. |
9/8/2010 |
1 |
.00 |
| Concord Funding Company, L.L.C. |
8/27/2010 |
1 |
25.00 |
| Concord Real Estate CDO 2006-1, Ltd. |
8/28/2010 |
1 |
465.00 |
| Conn Funding II, L.P. |
6/28/2010 |
3 |
600.00 |
| Connecticut Higher Education 2006-A |
10/11/2006 |
1 |
38.77 |
| Connecticut Valley Structured Credit CDO I Ltd. |
7/2/2010 |
1 |
400.00 |
| ConQuest |
8/16/2010 |
1 |
.00 |
| Conseco |
4/25/2006 |
4 |
1,782.06 |
| Conseco Finance Corp. |
9/9/2010 |
142 |
71,486.69 |
| Conseco Funding Ltd. |
9/1/2010 |
1 |
596.00 |
| Conseco Lease Finance |
4/25/2006 |
3 |
1,506.00 |
| Conseco Private Label Credit Card Master Note Trus |
12/25/2004 |
1 |
716.00 |
| Consumer Funding Bonds |
6/18/2010 |
1 |
468.59 |
| Consumer Obligation Structured Trust |
9/2/2004 |
1 |
61.71 |
| Consumo Bancaja 1 Fondo de Titulizacion de Activos |
8/26/2010 |
1 |
.00 |
| ContiMortgage Home Equity Loan Trust |
8/25/2010 |
35 |
20,482.31 |
| Continental Auto Grantor Trust |
1/28/2006 |
2 |
196.49 |
| Continental Auto Owner Trust |
5/17/2007 |
2 |
305.43 |
| Convent B.V. |
8/10/2010 |
1 |
.00 |
| Coolidge Funding, Ltd. |
8/11/2010 |
1 |
410.00 |
| Copelco Capital Funding Corp. |
6/24/2010 |
8 |
3,739.34 |
| Copernicus Euro CDO-I B.V. |
4/30/2010 |
1 |
.00 |
| Copernicus Euro CDO-II B.V. |
6/13/2008 |
1 |
.00 |
| Copper River CLO Ltd |
9/1/2010 |
1 |
717.05 |
| Cordatus CLO I PLC |
4/17/2010 |
1 |
.00 |
| Cordatus CLO II PLC |
5/8/2010 |
1 |
.00 |
| Cordusio |
8/9/2010 |
1 |
.00 |
| Cordusio RMBS S.r.l. |
7/8/2010 |
5 |
.00 |
| Core 1999-1 Limited |
7/23/2007 |
1 |
.00 |
| Core 1999-2 Limited |
7/23/2007 |
1 |
.00 |
| CoreStates Financial Corporation |
3/29/2010 |
6 |
829.76 |
| Coriolanus Limited - Series 60 |
5/13/2010 |
1 |
.00 |
| Coriolanus Limited. |
5/6/2010 |
1 |
.00 |
| Cornerstone Titan Europe p.l.c. |
8/5/2010 |
4 |
.00 |
| Corona Borealis CDO Ltd |
5/2/2009 |
1 |
1,550.50 |
| Coronado CDO Ltd |
9/8/2010 |
1 |
479.25 |
| Corsair (Jersey) No.4 Limited - Series 12 |
11/14/2009 |
1 |
200.00 |
| Corsair (Jersey) No.4 Limited - Series 4 |
3/19/2010 |
1 |
150.00 |
| Corsair Finance (Ireland) |
3/20/2009 |
1 |
.00 |
| Corvus Investments Limited |
5/30/2003 |
1 |
1,000.00 |
| CoSMO Finance 2007-1 |
7/29/2010 |
1 |
.00 |
| CountryPlace MH Contract Trust Pass-Through |
7/9/2009 |
1 |
118.44 |
| Countrywide Asset Backed Securities |
8/25/2010 |
17 |
3,719.80 |
| Countrywide HE Loan Trust |
8/16/2010 |
1 |
1,200.00 |
| Countrywide Home Loans (CWABS) |
9/9/2010 |
187 |
191,425.16 |
| Countrywide Home Loans (CWALT) |
9/8/2010 |
276 |
199,032.39 |
| Countrywide Home Loans (CWHEQ) |
9/8/2010 |
81 |
97,243.69 |
| Countrywide Home Loans (CWMBS) |
9/8/2010 |
278 |
169,237.46 |
| Countrywide Home Loans Inc. |
9/7/2010 |
2 |
410.16 |
| Countrywide Home Loans Mortgage |
7/28/2010 |
4 |
1,641.15 |
| Countrywide Home Loans Servicing LP |
8/4/2010 |
16 |
5,838.66 |
| Countrywide Home Loans, Inc. |
9/7/2010 |
31 |
10,619.05 |
| Countrywide MBS Reperforming |
8/25/2010 |
1 |
475.02 |
| Countrywide Mortgage Backed Securities |
8/4/2010 |
117 |
29,171.67 |
| CPS |
6/28/2010 |
20 |
2,537.83 |
| CPS Auto Receivables Trust |
7/13/2010 |
17 |
2,565.52 |
| CR FIRENZE MUTUI S.r.l. |
8/4/2010 |
1 |
.00 |
| Craegmoor Funding (No.2) Ltd. |
10/30/2008 |
1 |
.00 |
| Credico Finance 5 S.r.l. |
9/9/2010 |
1 |
.00 |
| Credico Finance S.p.A |
7/20/2010 |
1 |
.00 |
| Credico Finance S.r.l. |
9/8/2010 |
5 |
.00 |
| Credico Funding 2 S.r.l. |
6/10/2010 |
1 |
.00 |
| Credico Funding 3 SRL |
7/1/2010 |
1 |
.00 |
| Credico Funding S.r.l. |
2/10/2009 |
1 |
.00 |
| Credilege 2005 |
6/3/2009 |
1 |
.00 |
| Credipia |
8/18/2010 |
1 |
.00 |
| Credit Acceptance Auto Dealer Loan Trust |
6/21/2007 |
2 |
200.00 |
| Credit Acceptance Corp |
10/25/2004 |
1 |
100.00 |
| Credit Linked Asset Securities I, Ltd |
8/17/2010 |
1 |
67.00 |
| Credit Suisse Commercial Mortgage Trust |
11/21/2009 |
1 |
887.21 |
| Credit Suisse First Boston |
8/26/2010 |
18 |
10,385.57 |
| Credit Suisse First Boston Mortgage Securities Cor |
8/27/2010 |
20 |
12,292.39 |
| Credit Suisse Seasoned Loan Trust |
8/25/2010 |
1 |
100.32 |
| Cremonini SpA |
10/4/2007 |
1 |
.00 |
| Crest 2002-IG, Ltd |
9/9/2010 |
1 |
660.00 |
| Crest 2000-1, Ltd. |
9/3/2010 |
1 |
500.00 |
| Crest 2001-1, Ltd |
8/27/2010 |
1 |
500.00 |
| Crest 2002-1 Ltd. |
9/8/2010 |
1 |
500.00 |
| Crest 2003-1 Ltd. |
9/8/2010 |
1 |
600.00 |
| Crest 2003-2, Ltd |
8/18/2010 |
1 |
325.00 |
| Crest 2004-1, Ltd. |
8/20/2010 |
1 |
428.50 |
| Crest Clarendon Street |
9/1/2009 |
1 |
300.00 |
| Crest Clarendon Street 2002-1 Ltd. |
8/10/2010 |
1 |
300.00 |
| Crest Dartmouth Street 2003-1, Ltd. |
8/17/2010 |
1 |
350.00 |
| Crest Exeter Street Solar 2004-1 Ltd. |
8/11/2010 |
1 |
350.00 |
| Crest G-Star 2001-1 LP |
9/9/2010 |
1 |
500.00 |
| Crest G-Star 2001-2, Ltd |
9/10/2010 |
1 |
350.00 |
| Criimi Mae |
1/12/2008 |
1 |
1,470.95 |
| Cross Country Master Credit Card Trust II |
6/25/2010 |
1 |
350.00 |
| Crown Bank Home Equity Loan Trust |
9/3/2004 |
1 |
145.50 |
| Crown Castle Towers LLC |
9/3/2010 |
2 |
1,800.00 |
| Crown Castle Towers LLC, Series 2005-1 |
3/13/2010 |
1 |
1,900.00 |
| Crown CLO 2002-1 |
8/23/2007 |
1 |
1,000.00 |
| Crusade |
8/24/2010 |
22 |
.00 |
| Crusade Global Trust |
6/21/2010 |
2 |
.00 |
| Crystal Cove CDO, Inc. |
9/6/2010 |
1 |
480.70 |
| Crystal River CDO 2005-1 Ltd |
9/4/2010 |
1 |
377.90 |
| Crystal River Resecuritization 2006-1 Ltd |
8/25/2010 |
1 |
390.34 |
| CS Advisors CLO I Ltd |
8/31/2010 |
1 |
339.63 |
| CS First Boston Adjustable Rate Mortgage NIM Trust |
4/9/2008 |
4 |
59.10 |
| CS First Boston Adjustable Rate Mortgage Trust |
8/31/2010 |
22 |
23,491.37 |
| CS First Boston Commercial Mortgage Securities Cor |
7/17/2010 |
2 |
3,420.58 |
| CS First Boston Home Equity Asset Trust |
8/26/2010 |
34 |
32,368.15 |
| CS First Boston Home Equity Asset Trust (HEAT) NIM |
11/5/2007 |
1 |
24.25 |
| CS First Boston Home Equity Mortgage Trust |
8/27/2010 |
29 |
12,865.83 |
| CS First Boston Mortgage Backed Pass Through |
8/25/2010 |
1 |
612.12 |
| CS First Boston Mortgage Securities Corp. |
9/9/2010 |
180 |
165,910.58 |
| CSAB Mortgage-Backed Trust |
8/26/2010 |
5 |
4,429.20 |
| CSAM Funding I |
9/3/2010 |
1 |
750.00 |
| CSAM Funding II |
8/21/2010 |
1 |
480.00 |
| CSAM Funding III |
9/4/2010 |
1 |
358.00 |
| CSAM Funding IV |
9/9/2010 |
1 |
549.50 |
| CSAM High Yield Focus CBO, Ltd |
6/15/2007 |
1 |
349.00 |
| CSC, Series 1 GK |
8/18/2010 |
1 |
.00 |
| CSMC Asset-Backed Trust |
8/25/2010 |
1 |
565.48 |
| CSMC Mortgage Backed NIM Trust |
10/24/2007 |
4 |
.00 |
| CSMC Mortgage-Backed Trust |
8/27/2010 |
4 |
5,478.30 |
| CSXT Trade Receivables Master Trust |
8/17/2001 |
1 |
300.00 |
| CT CDO IV |
8/24/2010 |
1 |
488.65 |
| CTRL Section 1 Finance PLC |
6/10/2010 |
1 |
.00 |
| CTS Adjustable Rate Mtg Trust |
6/10/2010 |
3 |
136.78 |
| CTS Home Equity Loan Trust |
8/27/2010 |
14 |
863.20 |
| Cumberland II CLO, Ltd |
8/12/2010 |
1 |
400.00 |
| CVC Capital Funding, LLC |
1/24/2009 |
1 |
1,000.00 |
| CWABS |
8/23/2010 |
2 |
735.00 |
| CWALT |
8/30/2010 |
0 |
.00 |
| CWCapital Cobalt I, Ltd |
8/27/2010 |
1 |
450.88 |
| CWCapital Cobalt II Ltd |
7/28/2010 |
1 |
700.00 |
| Cygnus Finance PLC |
8/7/2006 |
1 |
.00 |
| Da Vinci Synthetic PLC |
7/10/2010 |
1 |
650.00 |
| Daimler-Benz Auto Grantor Trust |
4/25/2006 |
2 |
1,288.14 |
| Daimler-Benz Vehicle Owner Trust |
4/25/2006 |
1 |
1,549.80 |
| Daimler-Benz Vehicle Trust |
4/5/2001 |
1 |
795.19 |
| DaimlerChrysler Auto Trust |
9/9/2010 |
26 |
49,495.67 |
| Daiwa Mortgage Acceptance ABC |
1/18/2006 |
2 |
307.33 |
| Dalradian European CLO I B.V. |
8/14/2010 |
1 |
.00 |
| Dalradian European CLO II B.V. |
6/23/2010 |
1 |
.00 |
| Dalradian European CLO III B.V. |
8/18/2010 |
1 |
.00 |
| Danbury Fair Mall Trust |
3/26/2010 |
1 |
91.04 |
| Daphne Finance I Plc |
1/8/2009 |
1 |
.00 |
| Darts Finance B.V. |
8/18/2010 |
2 |
.00 |
| Davis Square Funding I Ltd |
8/20/2010 |
1 |
995.00 |
| Davis Square Funding II, Ltd |
9/9/2010 |
1 |
1,225.00 |
| Davis Square Funding III Ltd. |
8/12/2010 |
1 |
502.00 |
| Davis Square Funding IV Ltd |
8/11/2010 |
1 |
550.10 |
| Davis Square Funding V Ltd |
9/9/2010 |
1 |
2,018.00 |
| Davis Square Funding VI |
9/6/2010 |
1 |
2,000.00 |
| Davis Square Funding VII, Ltd. |
9/3/2010 |
1 |
4,020.00 |
| Dawn CDO I Ltd. |
8/13/2010 |
1 |
368.60 |
| DB Master Finance LLC |
8/24/2010 |
1 |
1,700.00 |
| DBARN Net Interest Margin Trust |
8/27/2010 |
3 |
49.35 |
| De Meer Middle Market CLO 2006-1, Ltd. |
8/20/2010 |
1 |
409.53 |
| Dealer Auto Receivables Owner Trust |
4/25/2006 |
1 |
752.90 |
| DECO 10 - Pan Europe 4 plc |
7/28/2010 |
1 |
.00 |
| DECO 11 - UK Conduit 3 PLC |
8/2/2010 |
1 |
.00 |
| DECO 12 - UK 4 PLC |
7/29/2010 |
1 |
.00 |
| DECO 14 - Pan Europe 5 B.V. |
7/30/2010 |
1 |
.00 |
| DECO 5 - UK Large Loan 1 |
8/7/2010 |
1 |
.00 |
| DECO 6 - UK Large Loan 2 plc |
8/20/2010 |
1 |
.00 |
| DECO 7- Pan Europe 2 plc |
7/28/2010 |
1 |
.00 |
| DECO 8 - UK Conduit 2 PLC |
9/2/2010 |
1 |
.00 |
| DECO 9 - Pan Europe 3 plc |
9/10/2010 |
1 |
.00 |
| DECO PLC |
9/10/2010 |
2 |
.00 |
| DECO Series 2003-CIT PLC |
2/10/2006 |
1 |
.00 |
| DECO Series 2005-Pan Europe 1 PLC |
7/28/2010 |
1 |
.00 |
| DECO Series 2005-UK Conduit 1 PLC |
8/12/2010 |
1 |
.00 |
| DECO Series Centro Limited |
5/18/2007 |
1 |
.00 |
| Dekania CDO I, Inc Dependent: |
8/19/2010 |
1 |
300.00 |
| Dekania Europe CDO I PLC |
9/6/2010 |
1 |
.00 |
| Dekania Europe CDO II |
8/24/2010 |
1 |
.00 |
| Dekania Europe CDO III PLC |
8/19/2010 |
1 |
.00 |
| Delphinus |
9/8/2010 |
11 |
.00 |
| Delta Air Lines Funding Master Trust |
5/1/2003 |
2 |
600.00 |
| DELTA CDO PLC Series 2005-1 |
9/9/2010 |
1 |
83.50 |
| DELTA CDO PLC Series 2005-2 |
6/16/2010 |
1 |
142.50 |
| Delta Funding Home Equity Loan Trust |
8/27/2010 |
25 |
6,687.06 |
| Denali Capital CLO I, Ltd |
7/2/2010 |
1 |
400.00 |
| Denali Capital CLO II, Ltd |
7/2/2010 |
1 |
360.58 |
| Denali Capital CLO III, Ltd |
10/4/2007 |
1 |
402.50 |
| Denali Capital CLO IV Ltd |
8/23/2010 |
1 |
391.60 |
| Denali Capital CLO V Ltd |
9/1/2010 |
1 |
406.50 |
| Denali Capital CLO VI, Ltd |
8/25/2010 |
1 |
490.00 |
| Denali Capital Credit Opportunity Fd Fincg Ltd. |
8/19/2010 |
1 |
362.00 |
| Deutsche Alt-A Securities Mortgage Loan Trust |
8/28/2010 |
40 |
33,001.65 |
| Deutsche Bank Aktiengesellschaft |
6/19/2008 |
3 |
.00 |
| Deutsche Financial Capital Securitization LLC |
8/18/2010 |
2 |
390.79 |
| Deutsche Hypothekenbank (Actien-Gesellschaft) |
6/30/2010 |
1 |
.00 |
| Deutsche International Trust Corp. (C.I.) Ltd. |
2/27/2006 |
1 |
.00 |
| Deutsche Mortgage and Asset Receiving Corp. |
8/25/2010 |
2 |
4,925.89 |
| Deutsche Mortgage Securities Reverse Mortgage Loan |
3/25/2010 |
1 |
799.00 |
| Deutsche Mortgage Securities, Inc. |
8/31/2010 |
13 |
8,364.19 |
| Deutsche Recreational Funding Corporation |
8/15/2010 |
4 |
2,454.00 |
| DFC Receivables |
8/4/2010 |
1 |
38.70 |
| DFS Funding Corp. |
8/10/2010 |
1 |
800.00 |
| DHYNO 1998-1 LLC |
6/22/2010 |
1 |
62.10 |
| Diamond Investment Grade CDO, Ltd |
9/3/2010 |
1 |
500.00 |
| Diamond Mortgage Finance |
9/8/2010 |
2 |
.00 |
| Diamond Resorts Owner Trust |
8/24/2010 |
1 |
182.00 |
| Dillard Credit Card Master Trust |
12/14/2005 |
2 |
517.04 |
| Dillon Read CMBS CDO 2006-1 Ltd. |
9/9/2010 |
1 |
375.00 |
| Diners Club Finance PLC |
2/23/2005 |
1 |
.00 |
| Diogenes Cdo I Ltd |
8/17/2010 |
1 |
400.40 |
| Diogenes CDO II Ltd (Dependent) |
8/13/2010 |
1 |
600.00 |
| Discover Card Master Trust I |
8/27/2010 |
65 |
64,275.70 |
| Distribution Financial Services |
4/25/2006 |
5 |
4,750.00 |
| DiTech Home Loan Owner Trust |
10/5/2007 |
2 |
371.25 |
| Diversey Harbor ABS CDO, Ltd |
8/17/2010 |
1 |
2,500.00 |
| Diversified Asset Securitization Holdings I L.P. |
8/11/2010 |
1 |
300.00 |
| Diversified Asset Securitization Holdings II L.P |
8/10/2010 |
1 |
500.00 |
| Diversified Asset Securitization Holdings III, L.P |
9/9/2010 |
1 |
351.00 |
| Diversified Global Securities Limited |
8/27/2010 |
1 |
252.71 |
| Diversified Global Securities Limited II |
8/24/2010 |
1 |
206.50 |
| Diversified REIT Trust |
6/16/2010 |
2 |
805.91 |
| Diversified Strategies CFO S.A. |
7/2/2010 |
1 |
242.50 |
| DLJ CBO Ltd |
8/24/2010 |
1 |
655.00 |
| DLJ Commercial Mortgage Corp. |
7/27/2010 |
7 |
7,724.79 |
| DLJ Mortgage Acceptance Corp. |
9/7/2010 |
88 |
11,967.15 |
| DLJ Mortgage Acceptance Corporation |
9/6/2010 |
1 |
61.57 |
| DLJ Mortgage Capital Corp. |
8/27/2010 |
4 |
831.56 |
| Dolerite Funding PLC |
6/21/2010 |
2 |
.00 |
| Dollar Diversified Payment Rights Finance Company |
3/16/2010 |
1 |
1,160.00 |
| Dolomiti Finance S.r.l. |
8/6/2010 |
4 |
.00 |
| Dolphin Master Issuer B.V. |
9/9/2010 |
7 |
.00 |
| Domino Pizza Master Issuer LLC |
9/7/2010 |
1 |
1,850.00 |
| DOMOS |
9/1/2010 |
5 |
.00 |
| Dorset Street Finance Ltd. |
5/8/2010 |
1 |
.00 |
| Dovedale Finance No. 1 PLC |
6/25/2010 |
1 |
.00 |
| Downey Savings and Loan Association Mortgage Loan |
8/24/2010 |
15 |
12,800.05 |
| DRACO (ECLIPSE 2005-4) plc |
8/11/2010 |
1 |
.00 |
| Dragon Finance B.V. |
5/14/2010 |
1 |
.00 |
| Dresdner RCM Global Investors CBO II, Ltd |
7/2/2010 |
1 |
340.55 |
| Drive Auto Receivables Trust |
8/18/2010 |
12 |
4,209.17 |
| Driver Four GmbH |
8/24/2010 |
1 |
.00 |
| Driver GmbH |
8/25/2010 |
4 |
.00 |
| Driver One GmbH |
5/14/2008 |
1 |
.00 |
| Driver Three GmbH |
8/18/2010 |
1 |
.00 |
| Driver Two GmbH |
8/18/2010 |
1 |
.00 |
| Drivetime Auto Owner Trust |
7/7/2010 |
13 |
2,542.00 |
| Dryden High Yield CDO 2001-1 |
9/22/2008 |
1 |
370.35 |
| Dryden IV Leveraged Loan CDO 2003 Ltd. |
8/14/2009 |
1 |
318.00 |
| Dryden IX - Senior Loan Fund 2005 Plc |
9/6/2010 |
1 |
532.25 |
| Dryden Leveraged Loan CDO |
9/8/2010 |
2 |
737.26 |
| Dryden VIII - Leveraged Loan CDO 2005 |
8/27/2010 |
1 |
458.90 |
| Dryden X-Euro CLO 2005 - Plc |
7/28/2010 |
1 |
396.87 |
| Dryden XI-Leveraged Loan CDO 2006 |
8/19/2010 |
1 |
766.50 |
| Dryden XIV - Euro CLO 2006 PLC |
8/20/2010 |
1 |
.00 |
| Dryden XV - Euro CLO 2006 Plc |
8/19/2010 |
1 |
.00 |
| Du.Ca. SPV SRL |
11/25/2008 |
1 |
.00 |
| Duane Street CLO 1, Ltd. |
8/24/2010 |
1 |
350.00 |
| Duane Street CLO II, Ltd. |
9/8/2010 |
1 |
430.00 |
| Duane Street CLO III, Ltd. |
8/15/2010 |
1 |
550.00 |
| Dublin Oak Ltd. |
8/10/2010 |
1 |
2,997.00 |
| Ducato |
8/11/2010 |
1 |
.00 |
| Duchess I CDO S.A. |
8/19/2010 |
1 |
.00 |
| Duchess II CDO S.A. |
7/24/2007 |
1 |
.00 |
| Duchess III CDO S.A. |
8/7/2010 |
1 |
480.15 |
| Duchess IV CLO B.V. |
9/8/2010 |
1 |
.00 |
| Duchess V CLO B.V |
9/9/2010 |
1 |
.00 |
| Duchess VI CLO B.V. |
8/10/2010 |
1 |
.00 |
| Duchess VII CLO B.V |
9/9/2010 |
1 |
.00 |
| Duck Auto Owner Trust |
7/7/2010 |
10 |
1,336.63 |
| Duesenberg CSO 2001-3, LLC |
7/2/2010 |
1 |
100.00 |
| Duke Funding High Grade I, Ltd. |
9/8/2010 |
1 |
2,508.00 |
| Duke Funding High Grade II-S/EGAM I, Ltd |
7/24/2010 |
1 |
332.00 |
| Duke Funding High Grade III, Ltd. |
9/3/2010 |
1 |
3,306.50 |
| Duke Funding High Grade IV, Ltd. |
9/4/2010 |
1 |
1,500.00 |
| Duke Funding High Grade V, Ltd |
9/10/2010 |
1 |
1,500.00 |
| Duke Funding I, Ltd |
6/13/2008 |
1 |
300.00 |
| Duke Funding II, Ltd |
7/2/2010 |
1 |
300.60 |
| Duke Funding III, Ltd |
7/2/2010 |
1 |
498.25 |
| Duke Funding IV, Ltd |
9/6/2010 |
1 |
350.50 |
| Duke Funding IX, Ltd |
9/6/2010 |
1 |
841.00 |
| Duke Funding V, Ltd. |
8/31/2010 |
1 |
480.00 |
| Duke Funding VI, Ltd |
9/2/2010 |
1 |
930.00 |
| Duke Funding VII Ltd. |
9/9/2010 |
1 |
750.00 |
| Duke Funding VIII Ltd. |
9/8/2010 |
1 |
1,160.00 |
| Duke Funding X, Ltd |
9/7/2010 |
1 |
1,200.00 |
| Duke Funding XI, Ltd. |
9/10/2010 |
1 |
.00 |
| Duke Funding XII Ltd. |
7/18/2009 |
1 |
2,250.00 |
| Duke Limited 2002 |
6/14/2010 |
1 |
.00 |
| Duncannon CRE CDO I PLC |
8/18/2010 |
1 |
.00 |
| Dunhill ABS CDO, Ltd |
8/18/2010 |
1 |
518.00 |
| DUTCH CARE 2001-I B.V. |
6/21/2010 |
1 |
.00 |
| Dutch Dream 2001-1 |
6/21/2010 |
1 |
.00 |
| Dutch Hill Funding I, Ltd. |
7/29/2010 |
1 |
412.50 |
| Dutch MBS B.V. |
9/4/2010 |
14 |
.00 |
| Dutch Mortgage Portfolio Loans B.V. |
9/7/2010 |
7 |
.00 |
| DVI Receivables Corp. |
9/6/2010 |
10 |
3,611.80 |
| Dwr Cymru Financing Ltd. |
8/11/2010 |
1 |
.00 |
| DZ Bank AG |
8/23/2006 |
1 |
.00 |
| E*Trade ABS CDO I, Ltd |
8/14/2010 |
1 |
250.40 |
| E*Trade ABS CDO II, LTD |
3/21/2007 |
1 |
408.90 |
| E*Trade ABS CDO III Ltd |
8/13/2010 |
1 |
322.40 |
| E*Trade ABS CDO IV, Ltd. |
9/9/2010 |
1 |
299.90 |
| E*Trade RV and Marine Trust |
9/8/2010 |
1 |
307.45 |
| E-Carat SA |
8/18/2010 |
1 |
.00 |
| E-MAC |
8/25/2010 |
3 |
.00 |
| E-MAC NL |
8/25/2010 |
11 |
.00 |
| E-MAC Program |
7/29/2010 |
7 |
.00 |
| E-MAC Program B.V. Compartment NL 2006-III |
7/25/2010 |
1 |
.00 |
| E-MAC Program B.V. Compartment NL 2007-I |
7/25/2010 |
1 |
.00 |
| EAB Lease Receivables Trust |
2/16/2003 |
1 |
177.04 |
| Eagle Credit Card Trust Master Trust |
8/19/2010 |
1 |
.00 |
| East West Mortgage Securities |
6/18/2010 |
1 |
159.72 |
| Eastland CLO Ltd |
8/16/2010 |
1 |
1,531.60 |
| Eastman Hill Funding I, Limited |
8/13/2010 |
1 |
595.00 |
| Eaton Vance CDO II Ltd |
8/28/2010 |
1 |
400.60 |
| Eaton Vance CDO III Ltd. |
7/2/2010 |
1 |
400.00 |
| Eaton Vance CDO IX Ltd |
8/25/2010 |
1 |
508.73 |
| Eaton Vance CDO Ltd. |
8/25/2010 |
1 |
245.00 |
| Eaton Vance CDO VI Ltd |
8/14/2009 |
1 |
500.00 |
| Eaton Vance CDO VIII, Ltd. |
8/19/2010 |
1 |
750.00 |
| Eaton Vance CDO X PLC |
8/27/2010 |
1 |
.00 |
| ECF Financing CLO B.V. |
8/21/2010 |
1 |
.00 |
| Eclipse B.V. |
8/18/2010 |
1 |
.00 |
| Eddystone Finance PLC |
7/22/2010 |
1 |
.00 |
| Edelweiss Auto Funding Ltd. |
7/13/2010 |
1 |
.00 |
| EduCap Inc. |
12/25/2009 |
1 |
266.95 |
| Education Funding Capital Trust |
8/27/2010 |
4 |
3,346.22 |
| Education Loans Inc. |
8/30/2010 |
5 |
3,434.67 |
| Educational Funding of the South Inc |
8/6/2010 |
16 |
5,725.93 |
| Eerste Vlaamse Effectisering N.V. Compartment SKV |
8/27/2010 |
2 |
.00 |
| Egret Funding CLO I PLC |
8/13/2010 |
1 |
.00 |
| Eider Credit Card Trust |
6/21/2010 |
1 |
.00 |
| Eirles Two Limited - Series 215 |
8/23/2010 |
1 |
.00 |
| Eirles Two Limited - Series 216 |
8/21/2010 |
1 |
.00 |
| Eirles Two Limited - Series 228 |
8/23/2010 |
1 |
.00 |
| Eirles Two Limited - Series 235 |
10/22/2007 |
1 |
.00 |
| Eirles Two Limited - Series 332 |
7/23/2010 |
1 |
.00 |
| Eirles Two Limited Series 231 232 303 - Moorgate C |
9/3/2010 |
1 |
122.00 |
| Eirles Two Ltd -Series 214 |
8/27/2010 |
2 |
500.00 |
| ELC (Cayman) Ltd 1998-I |
7/8/2006 |
1 |
394.29 |
| ELC (Cayman) Ltd 1999-II |
12/28/2007 |
1 |
537.00 |
| ELC (Cayman) Ltd 2000-I |
1/17/2007 |
1 |
508.86 |
| ELC (Cayman) Ltd. 1999-III |
7/2/2010 |
1 |
406.50 |
| Electra 1 |
9/1/2010 |
1 |
.00 |
| Electric Lights Orchestra |
11/26/2009 |
1 |
.00 |
| eleX Alpha S.A. |
8/12/2010 |
1 |
.00 |
| Ellington Loan Acquisition Trust |
8/27/2010 |
2 |
1,934.01 |
| ELM B.V Series 47 |
11/26/2009 |
1 |
.00 |
| ELM B.V Series 66 |
7/21/2010 |
1 |
125.00 |
| ELM B.V. |
6/10/2010 |
2 |
160.00 |
| ELM B.V. Series 80 |
4/15/2010 |
1 |
.00 |
| EMAC Owner Trust |
8/17/2010 |
3 |
1,076.76 |
| Embarcadero Aircraft Securitization |
8/17/2010 |
1 |
792.57 |
| EMC Mortgage Loan Trust |
8/27/2010 |
5 |
601.73 |
| Emerald Assets Limited |
7/24/2010 |
3 |
.00 |
| Emerald Funding |
8/3/2010 |
1 |
.00 |
| Emerald Investment Grade CBO II Ltd |
7/2/2010 |
1 |
491.92 |
| Emerald Investment Grade CBO, Limited |
8/19/2010 |
1 |
513.30 |
| Emerald Mortgages PLC |
8/16/2010 |
5 |
.00 |
| EMF |
8/3/2010 |
4 |
.00 |
| Empire Funding |
8/25/2010 |
10 |
2,093.79 |
| Empresas Banesto |
9/6/2010 |
4 |
.00 |
| Empresas Hipotecario TDA CAM 3, FTA |
8/4/2010 |
1 |
.00 |
| Empresas Hipotecario TDA CAM 5, FTA |
9/10/2010 |
1 |
.00 |
| Encore Credit Corp. |
8/27/2010 |
2 |
1,298.54 |
| Encore Credit Receivables Trust |
8/27/2010 |
4 |
5,000.00 |
| Endeavor Funding Ltd. |
9/1/2010 |
1 |
565.35 |
| Endeavour, LLC |
7/7/2010 |
1 |
435.00 |
| Endurance CLO I, Limited |
8/17/2010 |
1 |
299.10 |
| Energy and Metals Finance Ltd. |
6/8/2007 |
1 |
700.00 |
| Enhanced Loan Facility I, Ltd |
6/16/2008 |
1 |
60.00 |
| Enhanced Loan Facility III, Ltd |
7/7/2010 |
1 |
30.00 |
| Enhanced Mortgage-Backed Securities Fund III |
6/9/2010 |
1 |
200.00 |
| ENSeC Home Finance Pool I Ltd. |
4/19/2007 |
1 |
350.00 |
| Entry Funding |
7/8/2010 |
1 |
.00 |
| Epic |
9/1/2010 |
13 |
.00 |
| EQCC Asset Backed Corporation |
8/26/2010 |
3 |
23,655.34 |
| EQCC Home Equity Loan Trust |
6/15/2010 |
23 |
10,855.23 |
| Equicon Loan Trust |
8/20/2010 |
7 |
774.56 |
| EquiCredit Funding Trust |
12/31/2006 |
4 |
760.92 |
| Equifirst Loan Securitization Trust |
8/27/2010 |
1 |
981.40 |
| Equifirst Mortgage Loan Trust |
8/27/2010 |
6 |
2,956.40 |
| Equifirst NIM Securitization Trust |
9/8/2010 |
1 |
28.20 |
| Equifirst NIM Trust |
9/8/2010 |
5 |
168.20 |
| EQUINOX (ECLIPSE 2006-1) plc |
9/2/2010 |
1 |
.00 |
| Equinox Funding |
12/23/2009 |
1 |
121.88 |
| Equity One ABS Inc. |
8/27/2010 |
11 |
3,199.29 |
| Equity One Mortgage Pass-Through Trust |
8/28/2010 |
8 |
4,181.87 |
| Equity Release Funding |
8/15/2010 |
5 |
.00 |
| EquiVantage Inc. |
8/31/2010 |
11 |
862.11 |
| Essential Public Infrastructure Capital PLC |
7/20/2010 |
2 |
.00 |
| Essex Park CDO Ltd |
8/21/2010 |
1 |
382.50 |
| Estate US-1 |
1/14/2009 |
1 |
39.10 |
| Estia Mortgage Finance PLC |
9/9/2010 |
3 |
.00 |
| Etoile 2002-1 |
7/1/2010 |
1 |
.00 |
| Eureka Securitisation PLC |
8/5/2009 |
1 |
.00 |
| Euro Atlantis CLO Ltd. (Dependent) |
8/20/2010 |
1 |
241.50 |
| Euro Freight Car Finance |
10/19/2006 |
1 |
.00 |
| Euro Liberte PLC |
3/5/2007 |
1 |
.00 |
| Euro Max III MBS Ltd |
8/18/2010 |
1 |
.00 |
| Euro Multi-Credit CDO S.A. |
7/1/2010 |
1 |
.00 |
| Euro ZING I SA |
7/1/2010 |
1 |
.00 |
| Euro Zing II B.V |
1/21/2008 |
1 |
.00 |
| Euro-Galaxy CLO B.V. |
9/9/2010 |
1 |
.00 |
| Euro-Galaxy II CLO B.V. |
8/17/2010 |
1 |
.00 |
| EuroConnect Issuer LC 2007-1 Limited |
7/20/2010 |
1 |
.00 |
| EuroConnect Issuer SME 2007 Ltd. |
6/26/2010 |
1 |
.00 |
| EuroConnect SME 2008 Ltd. |
7/5/2010 |
1 |
.00 |
| Eurocredit CDO I, B.V. |
9/3/2010 |
1 |
.00 |
| Eurocredit CDO II, B.V. |
9/8/2010 |
1 |
.00 |
| Eurocredit CDO III B.V. |
9/9/2010 |
1 |
.00 |
| Eurocredit CDO IV B.V. |
8/25/2010 |
1 |
.00 |
| Eurocredit CDO V PLC |
8/24/2010 |
1 |
.00 |
| Eurocredit CDO VII PLC |
8/25/2010 |
1 |
.00 |
| Eurocredit CDO VIII Limited |
8/6/2010 |
1 |
.00 |
| Eurocredit Opportunities I PLC |
8/12/2010 |
1 |
675.00 |
| Eurohome Mortgages PLC |
8/7/2010 |
2 |
.00 |
| Eurohome UK Mortgages PLC |
7/1/2010 |
2 |
.00 |
| Eurohypo |
4/5/2008 |
2 |
.00 |
| Euroloan CLO 1 B.V. |
8/14/2010 |
1 |
.00 |
| EuroMastr Series 2007-1V PLC |
6/22/2010 |
1 |
.00 |
| Euromax II MBS S.A. |
6/21/2010 |
1 |
.00 |
| Euromax IV MBS S.A |
8/19/2010 |
1 |
.00 |
| Euromax V ABS PLC |
8/16/2010 |
1 |
.00 |
| Euromax VI ABS Ltd |
8/25/2010 |
1 |
.00 |
| Europa One Ltd. |
6/24/2008 |
1 |
.00 |
| Europa Three Ltd. |
7/3/2008 |
1 |
.00 |
| Europa Two Ltd. |
6/1/2007 |
1 |
.00 |
| European Auto Securitisation PLC |
7/5/2007 |
1 |
.00 |
| European Enhanced Loan Fund SA |
8/19/2010 |
1 |
.00 |
| European Loan Conduit |
9/10/2010 |
25 |
.00 |
| European Mortgage Securities B.V. |
9/3/2010 |
10 |
.00 |
| European Prime Real Estate No. 1 plc |
8/7/2010 |
1 |
.00 |
| European Private Funding I LP, Jersey |
7/9/2010 |
1 |
.00 |
| European Property Capital |
