# EDGAR Filing Document

**Accession Number:** 0001054340
**File Stem:** 0001140361-25-041581
**Filing Date:** 2025-11
**Character Count:** 21303
**Document Hash:** 093562527d2f4f517521f96d640d9d12
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001140361-25-041581.hdr.sgml**: 20251112

**ACCESSION NUMBER**: 0001140361-25-041581

**CONFORMED SUBMISSION TYPE**: ABS-15G

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**ITEM INFORMATION**: Periodic Filing of Rule 15Ga-1 Representations and Warranties Disclosure

**FILED AS OF DATE**: 20251112

**DATE AS OF CHANGE**: 20251112

**ABS RULE**: RULE-15GA1

**PERIOD START**: 20250701

**ABS ASSET CLASS**: Residential mortgages - Non-Prime

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ASSET BACKED FUNDING CORP
- **CENTRAL INDEX KEY:** 0001054340
- **STANDARD INDUSTRIAL CLASSIFICATION:** ASSET-BACKED SECURITIES [6189]
- **ORGANIZATION NAME:** Office of Structured Finance
- **EIN:** 752533468
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** ABS-15G
- **SEC ACT:** Dodd Frank Act
- **SEC FILE NUMBER:** 025-00645
- **FILM NUMBER:** 251470467

**BUSINESS ADDRESS:**
- **STREET 1:** 100 NORTH TRYON ST
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28255
- **BUSINESS PHONE:** 7043862400

**MAIL ADDRESS:**
- **STREET 1:** 100 NORTH TRYON ST
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28255

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONS BANC ASSET SEC INS ASSET BACKED CERT SERIES 1997-1
- **DATE OF NAME CHANGE:** 19980202

#### UNITED STATES

### SECURITIES AND EXCHANGE COMMISSION

#### Washington, D.C. 20549

### FORM ABS-15G

#### ASSET-BACKED SECURITIZER

#### REPORT PURSUANT TO SECTION 15G OF

#### THE SECURITIES EXCHANGE ACT OF 1934

## Asset Backed Funding Corporation
(Exact name of depositor as specified in its charter)

Check the appropriate box to indicate the filing obligation to which this form is intended to satisfy:

☒ Rule 15Ga-1 under the Exchange Act (17 CFR 240.15Ga-1) for the reporting period from

July 1, 2025 – September 30, 2025.

Date of Report (Date of earliest event reported) ______________________

Commission File Number of securitizer: <u>025-00645</u>

Central Index Key Number of securitizer: <u>1054340</u>

<u>Michael Arri 213-345-9864</u> <br> Name and telephone number, including area code, of the person to contact in connection with this filing

Indicate by check mark whether the securitizer has no activity to report for the initial period pursuant to Rule 15Ga-1 (c) (1) ☐

Indicate by check mark whether the securitizer has no activity to report for the quarterly period pursuant to Rule 15Ga-1 (c) (2) (i) ☐

Indicate by check mark whether the securitizer has no activity to report for the annual period pursuant to Rule 15Ga-1 (c) (2) (ii) ☐

------

#### PART I – REPRESENTATION AND WARRANTY INFORMATION

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| | |
|:---|:---|
| **Item 1.01** | **Initial Filing of Rule 15Ga-1 Representations and Warranties Disclosure.** |

---

N/A

---

| | |
|:---|:---|
| **Item 1.02** | **Periodic Filing of Rule 15Ga-1 Representations and Warranties Disclosure.** |

---

Securitizer has repurchase activity to report for the quarterly period pursuant to Rule 15Ga-1(c)(2).

---

| | |
|:---|:---|
| **Item 1.03** | **Notice of Termination of Duty to File Reports under Rule 15Ga-1** |

---

N/A

ITEM 99.1 – Exhibits.

The following is filed as an Exhibit to this Report under ABS-15G:

[ABS-15G Table](ef20058632_ex99-1.htm)

------

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the reporting entity has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

---

| |
|:---|
| **Asset Backed Funding Corporation** |
| **Depositor** |
| <u>**By: /s/ Mark Ramsey**</u> |
| **Name: <u>Mark Ramsey</u>** |
| **Title: Senior Vice President** |
| **(Senior Officer in Charge of Securitization)** |

---

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## Exhibit 99.1

------

**Exhibit 99.1**<br>

---

| | | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Naming of Issuing Entity** | **Check if Registered** | **Name of Originator<sup>1</sup>** | **Total Assets in ABS by Originator** | **Total Assets in ABS** <br> **by Originator** | **Total Assets in ABS** <br> **by Originator** | **Assets That Were Subject of Demand<sup>2</sup>** | **Assets That Were Subject of Demand<sup>2</sup>** | **Assets That Were Subject of Demand<sup>2</sup>** | **Assets That Were Repurchased or** <br> **Replaced<sup>3</sup>** | **Assets That Were Repurchased or** <br> **Replaced<sup>3</sup>** | **Assets That Were Repurchased or** <br> **Replaced<sup>3</sup>** | **Assets Pending Repurchase or Replacement** <br> **(within cure period)<sup>4</sup>** | **Assets Pending Repurchase or Replacement** <br> **(within cure period)<sup>4</sup>** | **Assets Pending Repurchase or Replacement** <br> **(within cure period)<sup>4</sup>** | **Demand in Dispute<sup>5</sup>** | **Demand in Dispute<sup>5</sup>** |  | **Demand Withdrawn<sup>6</sup>** | **Demand Withdrawn<sup>6</sup>** | **Demand Rejected<sup>7</sup>** | **Demand Rejected<sup>7</sup>** |
|  |  |  | **(#)** | **($)<sup>8</sup>** | **(%)** | **(#)** | **($)<sup>8</sup>** | **(%)** | **(#)** | **($)<sup>8</sup>** | **(%)** | **(#)** | **($)<sup>8</sup>** | **(%)** | **(#)** | **($)<sup>8</sup>** | **(%)** | **(#)** | **($)<sup>8</sup>** | **(#)** | **($)<sup>8</sup>** |
| **Issuing Entities with Demands for Repurchase or Replacement** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| **Residential mortgages - Non-Prime** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ASSET BACKED FUNDING CORPORATION ASSET-BACKED CERTIFICATES, SERIES 2006-OPT2<br> 0001377124 | X |  | 5052 | 1099263982.03 | 100.00% |  |  |  |  |  |  |  |  |  | 299 | 56514540.13 | 49.66% |  |  |  |  |
| ASSET BACKED FUNDING CORPORATION ASSET-BACKED CERTIFICATES, SERIES 2006-OPT3<br> 0001378849 | X |  | 3398 | 844159460.73 | 100.00% |  |  |  |  |  |  |  |  |  | 126 | 25771799.36 | 41.87% |  |  |  |  |
| **Residential mortgages – Non-Prime Subtotal\*** |  |  | **8450** |  |  | **0** |  |  | **0** |  |  | **0** |  |  | **425** |  |  | **0** |  | **0** |  |
| **Residential mortgages – Non-Prime Subtotal\*** |  |  | **8450** | **1943423442.76** |  | **0** | 0.00 |  | **0** | 0.00 |  | **0** | 0.00 |  | **425** | **82425693.53** |  | **0** | 0.00 | **0** | 0.00 |
| **Issuing Entities with No Demands for Repurchase or Replacement<sup>9</sup>** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| **Residential mortgages - Non-Prime** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2001-AQ1<br> 0001137384 | X |  | 2344 | 233513034.52 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2002-NC1<br> 0001178714 | X |  | 3284 | 482716032.64 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2002-OPT1<br> 0001193480 | X |  | 4498 | 638373849.25 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2002-SB1<br> 0001173467 | X |  | 3964 | 315746856.18 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2002-WF1<br> 0001169498 | X |  | 2774 | 341964308.83 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2002-WF2<br> 0001201861 | X |  | 2038 | 260161376.24 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2003-AHL1<br> 0001231442 | X |  | 2357 | 369762338.37 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2003-OPT1<br> 0001260762 | X |  | 5035 | 768872067.20 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-WF1<br> 0001224458 | X |  | 2072 | 292189766.04 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2003-WMC1<br> 0001271161 | X |  | 2422 | 428091563.75 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2004-AHL1<br> 0001285139 | X |  | 1080 | 178174543.01 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2004-FF1<br> 0001299114 | X |  | 3228 | 723187015.39 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2004-HE1<br> 0001301683 | X |  | 4476 | 860271227.77 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2004-OPT1<br> 0001278400 | X |  | 2801 | 442804445.70 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2004-OPT2<br> 0001285680 | X |  | 3057 | 490360741.97 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2004-OPT3<br> 0001289093 | X |  | 4058 | 641737689.23 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2004-OPT4<br> 0001296183 | X |  | 4958 | 787243776.07 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2004-OPT5<br> 0001306021 | X |  | 7742 | 1346785191.19 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2005-AQ1<br> 0001329286 | X |  | 4813 | 818160165.83 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2005-HE1<br> 0001322363 | X |  | 9463 | 1780953817.55 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2005-HE2<br> 0001337469 | X |  | 6960 | 1227696872.67 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2005-OPT1<br> 0001343316 | X |  | 2672 | 496481998.11 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2005-WF1<br> 0001325464 | X |  | 7462 | 1181727634.48 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ABFC ASSET-BACKED CERTIFICATES, SERIES 2005-WMC1<br> 0001340370 | X |  | 5226 | 995585870.11 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ASSET BACKED FUNDING CORPORATION ASSET-BACKED CERTIFICATES, SERIES 2006-HE1<br> 0001380881 | X |  | 7711 | 1399158114.73 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ASSET BACKED FUNDING CORPORATION ASSET-BACKED CERTIFICATES, SERIES 2006-OPT1<br> 0001368672 | X |  | 5349 | 1074080909.33 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ASSET BACKED FUNDING CORPORATION ASSET-BACKED CERTIFICATES, SERIES 2007-NC1<br>|  |  | 1794 | 333814126.42 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| ASSET BACKED FUNDING CORPORATION ASSET-BACKED CERTIFICATES, SERIES 2007-WMC1<br> 0001406224 | X |  | 5673 | 1578384711.31 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2002-CB1<br> 0001168452 | X |  | 2570 | 235429185.40 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2002-CB5<br> 0001204505 | X |  | 2099 | 207453175.96 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-CB2<br> 0001233346 | X |  | 2177 | 242868104.04 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-CB4<br> 0001261592 | X |  | 3082 | 366852348.95 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-CB1<br> 0001279671 | X |  | 3377 | 423905045.72 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-CB5<br> 0001300638 | X |  | 2961 | 447948341.22 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-CB2<br> 0001323372 | X |  | 2661 | 402516086.84 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-CB5<br> 0001337430 | X |  | 2415 | 430916345.12 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-CB6<br> 0001369367 | X |  | 4162 | 780713463.71 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-CB5<br> 0001407987 | X |  | 1661 | 355154811.88 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-FF10<br> 0001306555 | X |  | 6911 | 1394878770.49 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-FF5<br> 0001325240 | X |  | 3973 | 771132371.16 | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-FFH1<br> 0001349733 | X |  | 3182 | 487781534 | 1 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Totals |  |  | 0 | 0.00 |  | 0 | 0.00 |  | 0 | 0.00 |  | 0 | 0.00 |  | 0 | 0.00 |  | 0 | 0.00 | 0 | 0.00 |
| **Totals\*** |  |  | **8450** |  |  | **0** |  |  | **0** |  |  | **0** |  |  | **425** |  |  | **0** |  | **0** |  |
| **Totals\*** |  |  | **0** | **1943423442.76** |  | **0** | 0.00 |  | **0** | 0.00 |  | **0** | 0.00 |  | **0** | **82425693.53** |  | **0** | 0.00 | **0** | 0.00 |

---

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#### Asset Backed Funding Corporation (ABFC)

#### Endnotes for Forms ABS-15G Repurchase Demand Activity Reporting Table

<sup>1</sup> The originator is the party identified by the securitizer using the same methodology as the securitizer used to identify the originator of assets for purposes of complying with Item 1110 of Regulation AB (Subpart 229.1100 – Asset-Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1123) in connection with registered offerings of asset-backed securities in the same asset class.

Data regarding originators for assets that were not subject to demands to repurchase or replace has been omitted because it could not be obtained by the securitizer without unreasonable effort or expense due to the number of transactions, the number of originators and the length of time the securitizer has been engaged in transactions.

<sup>2</sup> Reflects assets subject to demands to repurchase or replace that were received during the reporting period covered by this Form ABS-15G. Activity with respect to demands received during and prior to the reporting period covered by this Form ABS-15G is reflected elsewhere in this table. If an asset changed status during the reporting period covered by this Form ABS 15G, information regarding the asset will appear in this column and the other applicable column in this Form ABS 15G.

In connection with the preparation of this filing, we undertook the following steps to gather the information required by this Form ABS-15G and Rule 15Ga-1: (i) identifying all asset-backed securities transactions in which we acted as a securitizer that were not the subject of a filing on Form ABS-15G by an affiliated securitizer (ii) performing a diligent search of our records and the records of affiliates that acted as securitizers in our transactions for all relevant information, (iii) reviewing appropriate documentation from all relevant transactions to determine the parties responsible for enforcing representations and warranties, and any other parties to the transaction that might reasonably be expected to have received repurchase requests ("Demand Entities"), and (iv) making written request of each Demand Entity to provide any information in its possession regarding requests or demands to repurchase any loans for a breach of a representation or warranty with respect to any relevant transaction that was not previously provided to us. We followed up written requests made of Demand Entities as we deemed appropriate. In addition, we requested information from trustees and other Demand Entities as to investor demands that occurred prior to July 22, 2010. It is possible that this disclosure does not contain information about all investor demands upon those parties made prior to July 22, 2010.

<sup>3</sup> Reflects assets that were repurchased or replaced during the reporting period covered by this Form ABS-15G.

The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.

<sup>4</sup> Reflects assets for which the representing party has agreed to repurchase or replace the asset but repurchase proceeds and/or replacement assets were not yet received by the trustee or the master servicer, as applicable, as of the end of the reporting period covered by this Form ABS-15G.

The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.

------

<sup>5</sup> Includes assets for which any of the following situations apply as of the end of the reporting period:

(a) A related demand to repurchase or replace such asset was received by the representing party but not yet responded to by the end of the reporting period covered by this Form ABS-15G;

(b) The representing party has responded to one or more related demands to repurchase or replace such asset by refuting the allegations supporting the most recent such demand and rejecting the repurchase demand but the party demanding repurchase or replacement of such asset has responded to such rejection and continues to assert the merits of its demand; or

(c) The representing party and the party demanding repurchase or replacement of such asset acknowledge that the ongoing dispute over the merits of such demand may not be readily resolved.

The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.

<sup>6</sup> Includes assets for which any of the following situations apply as of the end of the reporting period:

(a) The party demanding the repurchase or replacement of such asset has agreed to rescind its demand; or

(b) Events unrelated to the repurchase or replacement of such asset, such as repayment of the asset by the related obligor, have negated the need for further consideration of the request to repurchase or replace such asset.

The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.

<sup>7</sup> Reflects assets for which the representing party has responded to one or more related demands to repurchase or replace such asset by refuting the allegations supporting such demand and rejecting the repurchase demand(s) and the party demanding repurchase or replacement of such asset has not responded to the most recent such rejection as of the end of the reporting period covered by this Form ABS-15G.

The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.

<sup>8</sup> An outstanding principal balance shown in this column is calculated (a) for any asset that has not been liquidated, as the remaining outstanding principal balance of the asset at the earlier of the date on which it was repurchased or replaced, if applicable, and the end of the reporting period covered by this Form ABS-15G, or (b) for any liquidated asset, as the remaining outstanding principal balance of the asset at liquidation following application of all borrower payments, but not including any insurance payments or liquidation proceeds applied to principal. This same principal balance is used in the calculating the numerator in the corresponding "% of principal balance" column. However, the denominator used to calculate the corresponding "% of principal balance" column is derived from the outstanding principal balances reported to the trustee or other calculation agent for the trust reporting period with the same ending date as the end of the reporting period covered by this Form ABS-15G, which amounts reflect any insurance payments or liquidation proceeds received on liquidated assets and applied to principal.

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<sup>9</sup> Data voluntarily provided for trusts with no repurchase demands includes transaction name, CIK number, if a registered transaction, number of assets and principal balance of assets as of the closing date.

\*(Sub)totals for # of assets and principal balance of assets are shown in separate rows due to technical formatting limitations. The first consecutive (sub)total row presents the (sub)total for the # of assets and the second such row presents the (sub)total for the principal balance of such assets.

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