Report of Activities Pursuant to Act 44 of 2010

Appendix D - Securities Held by Funds September 30, 2016 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

Appendix D: Securities Held by Funds

The Four Funds hold thousands of publicly and privately traded securities. Act 44 directs the Four Funds to publish “a list of all publicly traded securities held by the public fund.” For consistency in presenting the data, a list of all holdings of the Four Funds is obtained from Pennsylvania Treasury Department. The list includes privately held securities. Some privately held securities lacked certain data fields to facilitate removal from the list. To avoid incomplete removal of privately held securities or erroneous removal of publicly traded securities from the list, the Four Funds have chosen to report all publicly and privately traded securities. The list below presents the securities held by the Four Funds as of June 30, 2016.

1MDB GLOBAL INVESTMENTS L REGS ABB LTD ABRY PARTNERS VIII LP 200 INVERNESS DRIVE WEST ABBOTT LABORATORIES ABRY SENIOR EQUITY II LP 21ST CENTURY FOX AMERICA INC ABBOTT LABORATORIES PAKISTAN L ABS CAPITAL PARTNERS II LP 21ST CENTURY ONCOLOGY 4/15 TL ABBVIE INC ABS CAPITAL PARTNERS IV LP 21VIANET GROUP INC ABC ARBITRAGE ABS CAPITAL PARTNERS V LP 225 LIBERTY STREET 225L D 144A ABC HOLDINGS LLC ABS CAPITAL PARTNERS VI LP 2U INC ABCAM PLC ABSA BANK LTD 32 CAPITAL FUND LTD (THE) ABC-MART INC ABSOLUTE SOFTWARE CORP 361 DEGREES INTERNATIONAL LTD ABERCROMBIE & FITCH CO ABU DHABI NATIONAL ENERGY 144A 3D SYSTEMS CORP ABERDEEN ASSET MANAGEMENT PLC ACACIA MINING PLC 3I GROUP PLC ABERTIS INFRAESTRUCTURAS SA ACADEMY SPORTS 6/15 TLB 3M CO ABG SUNDAL COLLIER HOLDING ASA ACADIA HEALTHCARE CO INC 4L TECHNOLOGIES 5/14 COV-LITE ABILITY ENTERPRISE CO LTD ACADIA PHARMACEUTICALS INC 5 NORTH FIFTH STREET ABILITY NETWORK 5/14 COV-LITE ACBEL POLYTECH INC 58.COM INC ABINGWORTH BIOVENTURE V LP ACC CLAIMS HLDGS LLC 888 HOLDINGS PLC ABINGWORTH BIOVENTURES IV LP ACCEL EUROPE LP 8POINT3 ENERGY PARTNERS LP ABIOMED INC ACCELERON PHARMA INC 8X8 INC ABLE C&C CO LTD ACCELL GROUP A SCHULMAN INC ABLYNX NV ACCELYA KALE SOLUTIONS LTD A&D CO LTD NPV CFD ABM INDUSTRIES INC ACCENTURE PLC A2A SPA ABN AMRO BANK NV 144A ACCESS CIG 10/14 TL A2A SPA CFD ABN AMRO BANK NV REGS ACCESS GROUP INC A B AAC TECHNOLOGIES HOLDINGS INC ABN AMRO GROUP NV ACCIONA SA AACP KOREA BUYOUT INVESTORS ABOITIZ EQUITY VENTURES INC ACCO BRANDS CORP AAK AB ABRY ADVANCED SECURITIES FD LP ACCOR SA AALBERTS INDUSTRIES NV ABRY BROADCAST PARTNERS IV ACCORDIA GOLF CO LTD AAR CORP ABRY MEZZANINE PARTNERS LP ACCRETIVE CO LTD AAREAL BANK AG ABRY PARTNERS V LP ACCRUED INTEREST FOR PRIVATE AARON'S INC ABRY PARTNERS VI L P ACCTON TECHNOLOGY CORP ABB CONCISE 6/16 COV-LITE TLB ABRY PARTNERS VII L P ACCUVANT 1/15 COV-LITE 2ND

Page 2 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

ACCUVANT 1/15 COV-LITE TL ADVANCED INFO SERVICE PCL AFRICAN RAINBOW MINERALS LTD ACERINOX SA ADVANCED INFORMATION TECHNOLOG AG ASIA REALTY FUND LP ACETO CORP 144A ADVANCED MEDICAL SOLUTIONS GRO AG CAPITAL RECOVERY PARTNERS V ACI WORLDWIDE INC ADVANCED MICRO DEVICES INC AG CORE PLUS REALTY FD III LP ACOM CO LTD ADVANCED SEMICONDUCTOR ENGINEE AG CORE PLUS REALTY FUND IV LP ACRISURE 5/15 TL ADVANCED TECHNOLOGY VENTURES AGCO CORP ACS ACTIVIDADES DE CONSTRUCCIO ADVANCED TECHNOLOGY VI LP AGEAS ACTAVIS FUNDING SCS ADVANTAGE SALES 7/14 TL AGFA-GEVAERT NV ACTAVIS INC ADVANTECH CO LTD AGGREKO ORD CFD ACTELION LTD ADVENT INTERNATIONAL GPE VI-A AGGREKO PLC ACTIS EMERGING MKT 3 ADVENT INTERNATIONAL GPE VII-B AGILE GROUP HOLDINGS LTD ACTIS GLOBAL 4 ADVENT LATIN AMERICA PRIVATE AGILE THERAPEUTICS INC ACTIVE NETWORK 11/13 TL ADVENT LATIN AMERICAN PE FD VI AGILENT TECHNOLOGIES INC ACTIVISION BLIZZARD INC ADVISORY BOARD CO/THE AGIOS PHARMACEUTICALS INC ACTIVISION BLIZZARD INC 144A AECOM AGL ENERGY LTD ACTUA CORP AECON GROUP INC AGL RESOURCES INC ACUITY BRANDS INC AEGEAN AIRLINES SA AGNICO EAGLE MINES LIMITED ACUITY BRANDS LIGHTING INC AEGEAN MARINE PETROLEUM NETWOR AGNICO EAGLE MINES LTD ACXIOM CORP AEGON NV AGRICULTURAL BANK OF LTD ADAMAS PHARMACEUTICALS INC AEKYUNG PETROCHEMICAL CO LTD AGRIUM INC ADAMS CAPITAL MANAGEMENTS LP AENA SA AGRO-KANESHO CO LTD CFD ADAMS CAPITAL MGMT III LP AEOLUS PROP CATASTROPHE FUND AGTHIA GROUP PJSC ADANA CIMENTO SANAYII TAS AEON CO LTD AGUNG PODOMORO LAND TBK PT ADASTRIA CO LTD AEON FANTASY CO NPV CFD AHRESTY CORP ADCORP HOLDINGS LTD AEON FINANCIAL SERVICE CO LTD AHRESTY CORP JPY50 CFD ADECCO GROUP AG AEON MALL CO LTD AI HOLDINGS CORP ADECOAGRO SA AEON MALL CO NPV CFD AIA GROUP LTD ADELPHIA COMMS CORP SR NT AEP TEXAS CENTRAL TRANSIT 1 A1 AIA GROUP LTD REGS ADELPHIA COMMS CORP SR SER B AEP TEXAS CENTRAL TRANSIT A A5 AIB MORTGAGE BANK ADELPHIA COMMS SR NTS SER B AEP TEXAS CENTRAL TRANSITION F AICA KOGYO CO LTD CFD ADELPHIA RECOVERY TRUST AERCAP HOLDINGS NV AICHI BANK LTD/THE ADEPTUS HEALTH INC AERCAP IRELAND CAPITAL LTD / A AICHI TOKEI DENKI JPY50 CFD ADIDAS AG AEROFLOT PJSC AIMIA INC ADITYA BIRLA MINERALS LTD AEROPORTS DE PARIS AIMMUNE THERAPEUTICS INC ADMIRAL GROUP PLC AEROQUIP-VICKERS INC AIN HOLDINGS INC ADMIRAL GROUP PLC CFD AES CORP/VA AIPHONE CO LTD CFD ADOBE SYSTEMS INC AETNA INC AIR CANADA 144A ADT CORP/THE AFFILIATED MANAGERS GROUP INC AIR CANADA 2013-1 CLASS A 144A ADV OPPORTUNITIES FUND I LP AFFINITY GAMING / AFFINITY GAM AIR CANADA 2013-1 CLASS C 144A ADVA OPTICAL NETWORKING SE AFLAC INC AIR CANADA 2015-1 CLASS C 144A ADVAN CO LTD CFD AFREECATV CO LTD AIR -KLM ADVANCE AUTO PARTS INC AFRICAN BANK INVESTMENTS LTD AIR FRANCE-KLM CFD ADVANCE PIERRE FOODS 10/12 2ND AFRICAN BARRICK GOLD LTD-CFD AIR LEASE CORP ADVANCE PIERRE FOODS 5/16 AFRICAN DEVELOPMENT BANK AIR LIQUIDE SA

Page 3 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

AIR LIQUIDE US DISC ALBEMARLE CORP ALLIED PROPERTIES REIT AIR LIQUIDE(L') CFD ALBERTSON'S 5/16 B6 TLB ALLIED SPECIALTY VEHICLES 144A AIR METHODS CORP ALBERTSONS COS LLC / SAFE 144A ALLIED WORLD ASSURANCE CO HOLD AIR PRODUCTS & CHEMICALS INC ALCOA INC HOLDINGS AIR WATER INC ALCOBRA LTD ALLOY ANNEX I LP AIRASIA BHD ALDER BIOPHARMACEUTICALS INC ALLOY VENTURES 2000 LP AIRBUS GROUP SE ALDERMORE GROUP PLC ALLOY VENTURES 2002 LP AIRCASTLE LTD ALERE INC ALLOY VENTURES 2005 LP AIRGAS INC ALERIAN MLP ETF ALLSCRIPTS HEALTHCARE SOLUTION AIRPORT FACILITIES CO LTD ALESCO PREFERRED F 12A A2 144A CORP/THE AIRPORTS OF THAILAND PCL ALESCO PREFERRED F 7A A1B 144A ALLSTATE LIFE GLOBAL FUNDING T AISIN SEIKI CO LTD ALESCO PREFERRED FU 1A A1 144A ALLY AUTO RECEIVABLES A C 144A AISIN SEIKI CO Y50 CFD ALESCO PREFERRED FU 8A B1 144A ALLY AUTO RECEIVABLES T SN1 A4 AISING CAPITAL II LP ALEXANDER & BALDWIN INC ALLY AUTO RECEIVABLES TRU 1 A2 AISLING CAPITAL III LP ALEXANDRIA REAL ESTATE EQUITIE ALLY AUTO RECEIVABLES TRU 1 A3 AISLING CAPITAL IV LP ALEXION PHARMACEUTICALS INC ALLY AUTO RECEIVABLES TRU 2 A3 AIZAWA SECURITIES CO LTD CFD ALFA BANK AO VIA ALFA BON 144A INC AJINOMOTO CO INC ALFA LAVAL AB ALLY MASTER OWNER TRUST 4 A AJINOMOTO CO INC CFD ALFA SAB DE CV ALLY MASTER OWNER TRUST 4 A2 AJISEN CHINA HOLDINGS LTD ALFRESA HOLDINGS CORP ALLY MASTER OWNER TRUST 5 A AK STEEL CORP ALIBABA GROUP HOLDING LTD ALM VII LTD 7X D REGS AKAMAI TECHNOLOGIES INC ALIBABA HEALTH INFORMATION TEC ALMACENES EXITO SA TAS ALIGN TECHNOLOGY INC ALMANAC REALTY AKER BP ASA ALIMENTATION COUCHE-TARD INC ALMANAC REALTY SECURITIES V AKER SOLUTIONS ASA ALK-ABELLO A/S ALMANAC REALTY SECURITIES VII AKFEN GAYRIMENKUL YATIRIM ORTA ALKERMES PLC ALMIRALL SA AKIS GAYRIMENKUL YATIRIMI AS ALL NIPPON AIRWAYS Y50 CFD ALMOST FAMILY INC AKITA BANK LTD/THE ALLEGHANY CORP ALNYLAM PHARMACEUTICALS INC AKITA BANK Y50 CFD ALLEGHENY NEW MOUNTAIN ALON USA ENERGY INC AKORN 11/13 COV-LITE TLB ALLEGHENY TECHNOLOGIES INC ALON USA PARTNERS LP AKORN INC ALLEGIANT TRAVEL CO ALPARGATAS SA AKR CORPORINDO TBK PT ALLEGION PLC ALPEK SAB DE CV AKRILIK KIMYA SANAYII AS ALLEGION US HOLDING CO INC ALPEK SAB DE CV 144A AKZO NOBEL NV ALLERGAN PLC ALPEN CO LTD NPV CFD AL MEERA CONSUMER GOODS CO QSC ALLETE INC ALPHA BANK AE ALABAMA POWER CO ALLIANCE DATA SYSTEMS COR 144A ALPHA FUND IV ALACER GOLD CORP ALLIANCE DATA SYSTEMS CORP ALPHA PRIVATE EQUITY FUND V ALAMOS GOLD INC NEW ALLIANCE HOLDINGS GP LP ALPHA SYSTEMS INC ALARKO CARRIER SANAYII VE TICA ALLIANCE RESOURCE PARTNERS LP ALPHABET INC ALARM.COM HOLDINGS INC ALLIANT ENERGY CORP ALPHABET INC-CL A ALASKA AIR GROUP INC ALLIANT 7/15 ALPHABET INC-CL C ALBANY MOLECULAR 7/15 TLB ALLIANZ FINANCE II BV ALPS ELECTRIC CO LTD ALBANY MOLECULAR RESEARCH INC ALLIANZ MALAYSIA BHD ALPS ELECTRIC CO LTD CFD ALBEA BEAUTY HOLDINGS SA 144A ALLIANZ SE ALS LTD

Page 4 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

ALSEA SAB DE CV AMERCO AMERICAN SCIENCE & ENGINEERING ALSTOM CFD AMEREN CORP AMERICAN TOWER CORP ALSTOM SA AMEREN ILLINOIS CO AMERICAN WATER CAPITAL CORP ALSTRIA OFFICE REIT-AG AMERICA MOVIL SAB DE CV AMERICAN WATER WORKS CO INC ALTAGAS LTD AMERICAN AIRLINES 2011-1 CLASS AMERICOLD 2010 LLC ARTA C 144A ALTEK CORP AMERICAN AIRLINES 2013-1 144A AMERICOLD 2010 LLC ARTA D 144A ALTEN SA AMERICAN AIRLINES 2013-1 CLASS AMERICREDIT AUTOMOBILE R 4 A2B ALTEN SA CFD AMERICAN AIRLINES 2013-2 144A AMERICREDIT AUTOMOBILE RE 1 A3 ALTERA CORP AMERICAN AIRLINES 2014-1 CLASS AMERICREDIT AUTOMOBILE RE 4 A3 ALTERNATIVE LOAN TRUST J10 1A3 AMERICAN AIRLINES 2015-1 CLASS AMERICREDIT AUTOMOBILE REC 1 B ALTERRA FINANCE LLC AMERICAN AIRLINES 2015-2 CLASS AMERICREDIT AUTOMOBILE REC 2 B ALTICE LUXEMBOURG SA 144A AMERICAN AIRLINES 2016-1 CLASS AMERICREDIT AUTOMOBILE REC 2 D ALTICE NV AMERICAN AIRLINES 2016-2 CLASS AMERICREDIT AUTOMOBILE REC 3 D ALTICE US FINANCE I CORP 144A AMERICAN AIRLINES GROUP INC AMERICREDIT AUTOMOBILE REC 4 C ALTRA INDUSTRIAL MOTION CORP AMERICAN AXLE & AMERICREDIT AUTOMOBILE REC 4 D ALTRAN TECHNOLOGIES SA AMERICAN BEACON 3/15 TL AMERIGAS PARTNERS LP ALTRAN TECHNOLOGIES SA CFD AMERICAN CAMPUS COMMUNITIES IN AMERIGAS PARTNERS LP / AMERIGA ALTRIA GROUP INC AMERICAN CAPITAL AGENCY CORP AMERILIFE 7/15 2ND LIEN TL ALUMINA LTD AMERICAN CAPITAL LTD 144A AMERILIFE 7/15 TL ALUMINUM CORP OF CHINA LTD AMERICAN CREDIT ACCEP 4 C 144A AMERIPRISE FINANCIAL INC ALUMINUM HG FUTURE (LME) AMERICAN EAGLE OUTFITTERS INC AMERIQUEST MORTGAGE SEC 11 AF6 ALVIN TX INDEP SCH DIST AMERICAN ELECTRIC POWER CO INC AMERISOURCEBERGEN CORP ALVOGEN PHARMA 3/15 COV-LITE AMERICAN EQUITY INVESTMENT LIF AMETEK INC ALZA CORP AMERICAN EXPRESS BANK FSB AMG ADVANCED METALLURGICAL GRO AMADA CO LTD CFD AMERICAN EXPRESS CO AMG CAPITAL TRUST II AMADA HOLDINGS CO LTD AMERICAN EXPRESS CREDIT AC 1 A AMGEN INC AMADEUS FIRE AG AMERICAN EXPRESS CREDIT AC 3 A AMGEN INC 144A AMADEUS IT GROUP SA AMERICAN EXPRESS CREDIT AC 4 A AMICA SA AMARA RAJA BATTERIES LTD AMERICAN EXPRESS CREDIT CORP AMICUS THERAPEUTICS INC AMATA CORP PCL AMERICAN FINANCIAL GROUP INC/O AMIYAKI TEI CO LTD AMAYA 7/14 (USD) COV-LITE TL AMERICAN HOME MORTGAGE IN 4 4A AMKOR TECHNOLOGY INC AMAYA INC AMERICAN HOMES 4 R SFR1 E 144A AML AMAZON.COM INC AMERICAN HOMES 4 R SFR2 A 144A AMMB HOLDINGS BHD AMBER HOLDINGS 8/13 COV-LITE AMERICAN HOMES 4 R SFR2 E 144A AMN HEALTHCARE SERVICES INC AMBEV SA AMERICAN HOMES 4 R SFR3 E 144A AMOTECH CO LTD AMBIT BIOSCIENCES CORP AMERICAN HOMES 4 RENT AMP LTD AMC ENTERTAINMENT HOLDINGS INC AMERICAN HOMES 4 SFR2 XS 144A AMPHENOL CORP AMC ENTERTAINMENT INC AMERICAN HONDA FINANCE CO 144A AMPLIFON SPA AMC NETWORKS INC AMERICAN HONDA FINANCE CORP AMPLIT TRUST 2015-A A A 144A AMCOR LTD/AUSTRALIA AMERICAN HONDA FN DISC AMPLIT TRUST 2015-A A B 144A AMDOCS LTD AMERICAN INTERNATIONAL GROUP I AMR 4/16 TLB AMEC FOSTER WHEELER PLC AMERICAN MEDICAL ALERT CORP AMRESCO INDEPENDENCE 1A A 144A AMEC PLC CFD AMERICAN MUNI PWR-OHIO INC OHR AMREST HOLDINGS SE AMER SPORTS OYJ AMERICAN NATIONAL INSURANCE CO AMS AG

Page 5 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

AMSURG CORP AO SMITH CORP APPLIED MATERIALS INC AMTRUST FINANCIAL SERVICES INC AOI ELECTRONICS CO LTD APPLIED OPTOELECTRONICS INC AMUSE INC AOMORI BANK CFD APPLIED SYSTEMS 1/14 COV-LITE AMUSE INC JPY50 CFD AON CORP APPLUS SERVICES SA ANA HOLDINGS INC AON PLC APPROACH RESOURCES INC ANADARKO FINANCE CO AOZORA BANK LTD APTARGROUP INC ANADARKO PETROLEUM CORP AOZORA BANK NPV CFD APX GROUP INC ANADOLU ANONIM TURK SIGORTA SI AP MOELLER - MAERSK A/S AQR GRP EL OFFSHORE FD LP ANADOLU CAM SANAYII AS AP THAILAND PCL AQUA AMERICA INC ANADOLU EFES BIRACILIK VE MALT APA GROUP ARA ASSET MANAGEMENT LTD ANALOG DEVICES INC APACER TECHNOLOGY INC ARAKAWA CHEMICAL INDUSTRIES LT ANCESTRY.COM 8/15 COV-LITE TLB APACHE CORP ARAMARK ANCHOR GLASS 6/15 COV-LITE TL APACHE FINANCE CANADA CORP ARAMARK SERVICES INC ANDERSONS INC/THE APARTMENT INVESTMENT & MANAGEM ARAMEX PJSC ANDRITZ AG APAX EUROPE V-A LP ARATA CORPORATION NPV CFD ANGLIAN WATER SERVICES FINANCI APAX EUROPE VI ARB CORP LTD ANGLO AMERICAN CAPITAL PL 144A APAX EUROPE VII A LP ARBOR REALTY COLLATE 1A B 144A ANGLO AMERICAN CFD APAX EUROPE VII-B LP ARC RESOURCES LTD ANGLO AMERICAN PLATINUM LTD APAX EXCELSIOR VI LP ARCA CONTINENTAL SAB DE CV ANGLO AMERICAN PLC APERAM SA ARCADIS NV ANGLOGOLD ASHANTI LTD APEX INVESTMENT FUND V L P ARCELIK AS ANGOLAN GOVERNMENT INTERN 144A APG SGA SA ARCELIK AS 144A ANHEUSER-BUSCH COS LLC APN OUTDOOR GROUP LTD ARCELORMITTAL ANHEUSER-BUSCH INBEV FINANCE I APOGEE ENTERPRISES INC ARCH CAPITAL GROUP LTD ANHEUSER-BUSCH INBEV SA/NV APOLLO ADVISORS IV L P ARCHER-DANIELS-MIDLAND CO ANHEUSER-BUSCH INBEV WORLDWIDE APOLLO ADVISORS V L.P. ARCHIPELAGO RES ORD GBP0.01 ANICOM HOLDINGS INC CFD APOLLO AVIATION SECU 1A B 144A ARCHROCK INC ANIMA HOLDING SPA APOLLO AVIATION SECU 1A C 144A ARCHROCK PARTNERS LP ANIXTER INC INC ARCLAND SAKAMOTO CO LTD ANIXTER INTERNATIONAL INC APOLLO EUROPEAN FINANCE FUND ARCLAND SERVICE CO LTD CFD ANNALY CAPITAL MANAGEMENT INC APOLLO HOSPITALS ENTERPRISE LT ARCOR SAIC 144A ANRITSU CORP APOLLO INVESTMENT CORP ARCOS DORADOS HOLDINGS INC ANSELL LTD APOLLO INVESTMENT FUND VI ARCTIC CAT INC ANSWERS 10/14 COV-LITE TL APOLLO INVESTMENT FUND VIII ARDAGH FINANCE HOLDINGS S 144A ANSYS INC APOLLO MANAGEMENT HOLDING 144A ARDAGH PACKAGING FINANCE 144A ANTA SPORTS PRODUCTS LTD APOLLO REAL ESTATE FD III LP ARDEN ABSOLUTE RETURN FUND ANTERO MIDSTREAM PARTNERS LP APOLLO REAL ESTATE FIN CORP ARDEN KEYSTONE ANTERO RESOURCES CORP APPALACHIAN POWER CO ARDSHINBANK CJSC VIA DILI 144A ANTHEM INC APPLE HOSPITALITY REIT INC AREALINK CO LTD ANTOFAGASTA PLC APPLE INC AREFIN CO-INVEST CORP ANTOFAGASTA PLC CFD APPLE LEISURE 2/13 TLB1 ARES CAPITAL CORP ANWORTH MORTGAGE ASSET CORP APPLIED EXTRUSION TECHNOLOGIES ARES CLO LTD 2A DR 144A ANY SECURITY PRINTING CO APPLIED GENETIC TECHNOLOGIES C ARES CLO LTD 2A E 144A ANZ NEW ZEALAND INT'L LTD 144A APPLIED INDUSTRIAL TECHNOLOGIE ARES EUROPEAN REAL ESTATE FUND

Page 6 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

ARES MANAGEMENT LP ASAHI GROUP HOLDINGS LTD ASIAN PAINTS LTD ARES U S REAL ESTATE FUND VIII ASAHI HOLDINGS INC NPV CFD ASICS CORP ARES U.S. REAL ESTATE FUND VII ASAHI INTECC CO LTD ASICS CORP CFD ARGENT SECURITIES I W9 M7 144A ASAHI INTECC CO LTD CFD ASKA PHARMACEUTICAL CO LTD ARGENTINE REPUBLIC GOVERN 144A ASAHI KASEI CORP ASKA PHARMACEUTICAL CO LTD CFD ARGENTINE REPUBLIC GOVERN REGS ASAHI KASEI CORP JPY 50 CFD ASM INTERNATIONAL NV ARGENTINE REPUBLIC GOVERNMENT ASAHI KOGYOSHA CO JPY50 ASM PACIFIC TECHNOLOGY LTD ARGO GRAPHICS INC ASAHI NATIONAL BROADCASTING CO ASML HOLDING NV ARGO GROUP INTERNATIONAL HOLDI ASALEO CARE LTD ASOS PLC ARGOFRESH 6/15 COV-LITE TLB ASANUMA CORP ASPEED TECHNOLOGY INC ARGONAUT GOLD INC NEW ASATSU-DK INC CFD ASPEN INSURANCE HOLDINGS LTD ARI FLEET LEASE TRUS A A2 144A ASBURY AUTOMOTIVE GROUP INC ASPEN PHARMACARE HOLDINGS LTD ARI FLEET LEASE TRUS A A3 144A ASCENA RETAIL GROUP INC ASR NEDERLAND NV ARICENT 4/14 2ND LIEN TL ASCEND LEARNING (5/12) TLB ASSA ABLOY AB ARICENT 4/14 TL ASCEND PERFORMANCE TL 4/12 TLB ASSECO SA ARISAWA MFG CO CFD ASCENDAS REAL ESTATE INVESTMEN ASSET SECURITIZATION COR D4 B5 ARISTA NETWORKS INC ASCENSUS 12/15 COV-LITE ASSICURAZIONI GENERALI CFD ARISTOCRAT LEISURE LTD ASCENSUS 12/15 COV-LITE TL ASSICURAZIONI GENERALI SP REGS BRD OF RGTS UNIV ARIZO ASCENTIUM EQUIPMENT 1A E 144A ASSICURAZIONI GENERALI SPA ARIZONA PUBLIC SERVICE CO ASCENTIUM EQUIPMENT 2A E 144A ASSOCIATED BANC-CORP ARKEMA SA ASCIANO FINANCE LTD 144A ASSOCIATED BRITISH FOODS PLC ARKEMMA CFD ASCIANO LTD ASSORE LTD ARLP SECURITIZATION 1 A1 144A ASCOM HOLDING AG ASSURANT INC ARM HOLDINGS PLC ASCOTT RESIDENCE TRUST ASSURED GUARANTY LTD ARM HOLDINGS PLC CFD ASF VII B LP ASSURED GUARANTY US HOLDINGS I ARMSTRONG FLOORING INC ASF VII CO-INVESTMENT LP ASTELLAS PHARMA INC ARMSTRONG WORLD INDUSTRIES INC ASG GROUP LTD ASTELLAS PHARMA INC Y50 CFD ARRIS INTERNATIONAL PLC ASHIKAGA HOLDINGS CO LTD CFD ASTM SPA ARRK CORP CFD ASHLAND INC ASTORIA ENERGY 12/14 TLB ARROW ELECTRONICS INC ASHLAND LLC ASTRA AGRO LESTARI TBK PT ARROW GLOBAL GROUP PLC ASHMORE GROUP PLC ASTRA INTERNATIONAL TBK PT ARROWPOINT CLO 2014- 2A D 144A ASHTEAD GROUP PLC ASTRAL FOODS LTD ARTESYN EMBEDDED TECHNOLO 144A ASHTEAD GROUP PLC CFD ASTRAZENECA PLC ARTGO HOLDINGS LTD ASHTON WOODS USA LLC / AS 144A ASTRAZENECA PLC CFD ARTHUR J GALLAGHER & CO ASHTROM PROPERTIES LTD ASTRO OFFSHORE CORP ARTIMAN VENTURES II LP ASIA ALTERNATIVE CAPITAL ASURION 2/13 COV-LITE TLB1 ARTIMAN VENTURES III LP ASIA ALTERNATIVES CAP II LP ASURION 2/14 COV-LITE 2ND LIEN ARTIS REIT ASIA ALTERNATIVES III ASURION 7/15 COV-LITE TLB4 ARTISAN PARTNERS ASSET MANAGEM ASIA HOLDINGS CO LTD ASX LTD ARVIND LTD ASIA PACIFIC GROWTH FD III LP AT HOME 5/15 COV-LITE TLB ARYZTA AG ASIA PAPER MANUFACTURING CO LT AT HOME CORP ASAHI BREWERIES LTD CFD ASIA PLUS GROUP HOLDINGS PCL AT&T CORP ASAHI BROADCASTING CORP ASIA STANDARD INTERNATIONAL GR AT&T INC ASAHI GLASS CO LTD ASIAN DEVELOPMENT BANK ATCO LTD

Page 7 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

ATEA ASA AUSTIN VENTURES IX LP AVIATION CAPITAL GROUP CO 144A A-TEC-INDUSTRIESAG AUSTIN VENTURES VIII LP AVIC INTERNATIONAL HOLDINGS LT ATHENAHEALTH INC AUSTRALIA & NEW ZEALAND B 144A AVIS BUDGET CAR RENTAL LLC / A ATI PHYSICAL 5/16 COV-LITE TL AUSTRALIA & NEW ZEALAND B REGS AVIS BUDGET GROUP INC ATKINS (WS) ORD 0.5P CFD AUSTRALIA & NEW ZEALAND BANKIN AVIS BUDGET RENTAL C 1A B 144A ATKORE 4/14 COV-LITE 2ND LN TL AUSTRALIA GOVERNMENT BOND REGS AVIS BUDGET RENTAL C 1A C 144A ATKORE 4/14 COV-LITE TL AUSTRALIAN 10YR BOND FUT (SFE) AVIS BUDGET RENTAL C 2A C 144A GA AUSTRALIAN PHARMACEUTICAL INDU AVIS BUDGET RENTAL C 3A A 144A ATLANTA MARRIOTT AUSTRIA GOVERNMENT BOND 144A AVIS BUDGET RENTAL C 3A B 144A ATLANTIA SPA PLC AVIS BUDGET RENTAL C 3A C 144A ATLANTIA SPA CFD AUTO TRADER GROUP PLC CFD AVISTA CORP ATLANTIC CITY ELECTRIC TR 1 A4 AUTODESK INC AVIVA PLC ATLAS COPCO AB AUTOGRILL SPA AVIVA PLC REGS ATLAS FINANCIAL HOLDINGS INC AUTOLIV INC AVNET INC ATLAS SENIOR LOAN FU 2A D 144A AUTOMATIC DATA PROCESSING INC AVON PRODUCTS INC ATLAS VENTURE FUND VI LP AUTONATION INC AVX CORP ATLASSIAN CORP PLC AUTONEUM HOLDING AG AWE LTD ATMOS ENERGY CORP AUTOZONE INC AWILCO DRILLING PLC ATOS ORIGIN SA CFD AVAGO 2/16 (USD) COV-LITE TLB AXA CFD ATOS SE AVALONBAY COMMUNITIES INC AXA SA ATRESMEDIA CORP DE MEDIOS DE C AVALONBAY VALUE ADDED FUND LP AXA SECONDARY FUND III-2 ATRIA OYJ AVANGRID INC AXA SECONDARY FUND III-I LP ATRICURE INC AVANT LOANS FUNDING T A B 144A AXA SECONDARY FUND IV LP ATRIUM EUROPEAN REAL ESTATE LT AVANT LOANS FUNDING T B B 144A AXA SECONDARY FUND V LP ATTENTUS CDO III L 3A A1B 144A AVANT LOANS FUNDING T B C 144A AXALTA COATING SYSTEMS LTD ATWOOD OCEANICS INC AVANTOR 6/16 COV-LITE TL AXEL SPRINGER SE AU OPTRONICS CORP BANK HOLDING AB AXELL CORP AUBAY AVAYA 01/14 B6 TLB AXFOOD AB AUCKLAND INTERNATIONAL AIRPORT AVAYA 2/11 EXTENDED TLB3 AXIALL CORP AUCTION.COM 5/15 TL AVENTURA MALL TRUST AVM E 144A AXIS BANK LTD AUDAX PE FUND V LP AVENUE AXIS CAPITAL HOLDINGS LTD AUDAX PRIVATE EQUITY FUND II AVENUE ASIA SPEC SITUATIONS FD SAB DE CV AUDAX PRIVATE EQUITY FUND LP AVENUE ASIA SPECIAL SITUATIONS AXWAY SOFTWARE SA AUDAX PRIVTE EQUITY FUND III AVENUE CLO VI LTD 6A E 144A AYALA CORP AUDIX CORP AVENUE ENERGY OPPORTUNITIES AYALA LAND INC AUPU GROUP HOLDING CO LTD AVENUE EUROPE SPECIAL AS AURELIUS EQUITY OPPORTUNITIES AVENUE REAL ESTATE FUND AZBIL CORP AURICO METALS INC AVENUE SPECIAL SITUATIONS FUND AZIMUT HLDG SPA ORD CFD AURIZON HOLDINGS LTD AVENUE SPECIAL SITUATIONS V AZIMUT HOLDING SPA AURUBIS AG AVENUE SPECIAL SITUATIONS VI AZRIELI GROUP LTD AUSNET SERVICES AVERY DENNISON CORP B&G FOODS INC AUSTAL LTD AVEVA GROUP PLC B&M CLO 2014-1 LTD 1A C 144A AUSTEVOLL SEAFOOD ASA AVEX INC CFD B&M EUROPEAN VALUE RETAIL CFD AUSTIN TX RENTAL CAR SPL FAC R AVIANCA HOLDINGS SA B&M EUROPEAN VALUE RETAIL SA

Page 8 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

B/E AEROSPACE INC BANC OF AMERICA COMMERCIA 4 AM BANK MANDIRI PERSERO TBK PT B2GOLD CORP BANC OF AMERICA COMMERCIAL 6 B BANK NEDERLANDSE GEMEENTE 144A B2W CIA DIGITAL BANC OF AMERICA FUNDING E 4A1 CORP BA CREDIT CARD TRUST A1 A BANC OF AMERICA FUNDING F 1A2 BANK OF AMERICA CORP REGS BA CREDIT CARD TRUST A2 A BANC OF AMERICA MERRI 1 F 144A BANK OF AMERICA NA BA CREDIT CARD TRUST A3 A BANC OF AMERICA MERRI 4 K 144A BANK OF CHINA LTD BABCOCK INTERNATIONAL GROUP BANC OF AMERICA MERRILL LY 5 D BANK OF COMMUNICATIONS CO LTD BABCOCK INTERNATIONAL GROUP PL BANC OF AMERICA MORTGAGE 3 1A1 BANK OF EAST ASIA LTD/THE BABYLON LTD BANC OF AMERICA MORTGAGE A 2A2 BANK OF HAWAII CORP BACHEM HOLDING AG BANC OF AMERICA MORTGAGE C 2A1 BANK OF IRELAND BAE SYSTEMS PLC BANCA GENERALI EUR1 CFD BANK OF KOCHI LTD/THE BAHRAIN GOVERNMENT INTERN 144A BANCA IFIS SPA BANK OF KYOTO CFD BAIDU INC BANCA MEDIOLANUM SPA BANK OF KYOTO LTD/THE BAIN CAPITAL ASIA FUND II LP BANCA MEDIOLANUM SPA CFD BANK OF MONTREAL BAIN CAPITAL ASIA FUND III LP BANCA POPOLARE DELL'EMILIA ROM BANK OF NEW YORK MELLON CORP/T BAIN CAPITAL ASIA FUND LP BANCA TRANSILVANIA SA BANK OF NOVA SCOTIA BAIN CAPITAL CREDIT MANAGED BANCO ABC BRASIL SA BANK OF NOVA SCOTIA/THE BAIN CAPITAL DISTRESSED AND BANCO BILBAO VIZCAYA ARGENTARI BANK OF NOVA SCOTIA/THE 144A BAIN CAPITAL EUROPE III BANCO BRADESCO SA BANK OF QUEENSLAND LTD BAIN CAPITAL FD VIII-E LP BANCO COMERCIAL PORTUGUES SA BANK OF SAGA LTD/THE BAIN CAPITAL FUND VII LP BANCO CRUZEIRO DO SUL SA/ 144A BANK OF SAGA LTD/THE CFD BAIN CAPITAL FUND XI LP BANCO CRUZEIRO DO SUL SA/ REGS BANK OF THE OZARKS INC BAIN CAPITAL IX BANCO DAVIVIENDA SA BANK OF -MITSUBISHI 144A BAIN CAPITAL IX COINVESTMENT BANCO DE SABADELL SA BANK ONE CAPITAL III BAIN CAPITAL MIDDLE MARKET BANCO DE SABADELL SA REGS BANK ONE CORP BAIN CAPITAL X BANCO DEL ESTADO DE CHILE 144A BANK PAN INDONESIA TBK PT BAIN CAPITAL X CO-INVESTMENT BANCO DO ESTADO DO RIO GRANDE BANK PEKAO SA BAJAJ FINANCE LTD BANCO ESPIRITO SANTO SA BANK PEMBANGUNAN DAERAH JAWA B BAKER HUGHES INC BANCO MACRO SA BANK PEMBANGUNAN DAERAH JAWA T BAKERCORP 2/13 COV-LITE TL BANCO NACIONAL DE COSTA R 144A BANK RAKYAT INDONESIA PERSERO BAKKAFROST P/F BANCO POPULAR ESPANOL SA BANK TABUNGAN NEGARA PERSERO T BALCHEM CORP BANCO SANTANDER BRASIL SA BANKERS PETROLEUM LIMITED BALFOUR BEATTY PLC BANCO SANTANDER CHILE BANKIA SA BALFOUR BEATTY PLC CFD BANCO SANTANDER CHILE 144A BANKINTER SA BALL CORP BANCO SANTANDER SA BANKUNITED INC BALOISE HOLDING AG BANCOLOMBIA SA BANQUE CANTONALE VAUDOISE BAMBURI CEMENT CO LTD BANCORPSOUTH INC BANQUE CENTRALE DE TUNISIE INT BAMLL COMMERCIAL M ASHF A 144A INC BANQUE OUEST AFRICAINE DE 144A BAMLL COMMERCIAL M INLD A 144A BANDO CHEMICAL INDUSTRIES LTD BANREGIO GRUPO FINANCIERO SAB BAMLL RE- FRR5 A502 144A BANGKOK BANK PCL BAOYE GROUP CO LTD BAMLL RE-REMIC T 07C1 A3A 144A BANGKOK DUSIT MEDICAL SERVICES BARCLAYS AFRICA GROUP LTD BANC OF AM CORP REPO BANK DANAMON INDONESIA TBK PT BARCLAYS BANK PLC BANC OF AMERICA COMMERCI 3 A1A BANK HAPOALIM BM BARCLAYS BANK PLC REGS BANC OF AMERICA COMMERCIA 1 A4 BANK LEUMI LE- BM BARCLAYS DRYROCK ISSUANCE 3 A

Page 9 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

BARCLAYS PLC BC EUROPEAN CAPITAL VII TOP-UP BELGIUM GOVERNMENT BOND BARCO NV BC EUROPEAN CAPITAL VIII-2 LP BELGIUM GOVERNMENT BOND 144A BARING ASIA PRIVATE EQUITY BCA MPS NPV CFD BELGIUM GOVERNMENT BOND REGS BARING INDIA PRIVATE EQUITY BCAP LLC 2009-RR7 RR7 1A1 144A BELK 12/15 COV-LITE TL BARING VOSTOK PE IV LP BCC FUNDING CORP X 1 D 144A BELL AG BARINGS ASIA PRIVATE EQUITY BCE INC BELL CANADA BARNABAS HEALTH INC BCMSC TRUST 2001-A A A BELL INSTITUTIONAL FUND IV LP BARNES GROUP INC BCP SINGAPORE VI CAYMAN F 144A BELL INSTITUTIONAL FUND V L.P BARRACUDA NETWORKS INC BCRR TRUST 2009-1 1 2A1 144A BELLE INTERNATIONAL HOLDINGS L BARRATT DEVELOPMENTS PLC BDO UNIBANK INC BELLEMEADE RE LTD 1A M2 144A BARRICK GOLD CORP BE SEMICONDUCTOR INDUSTRIES NV BELLSOUTH CAPITAL FUNDING CORP BARRICK FINANCE BEACH ENERGY LTD BELLUNA CO LTD CFD BARRY CALLEBAUT AG BEACON ROOFING 9/15 COV-LITE BELLWAY PLC BARWA REAL ESTATE CO BEACON ROOFING SUPPLY INC BELLWAY PLC CFD BASF SE BEALE COI BEMIS CO INC BASICNET SPA BEAR STEARNS ARM TRUST 2 1 2A1 BENDIGO & ADELAIDE BANK LTD BASILEA PHARMACEUTICA AG BEAR STEARNS ARM TRUST 2 5 2A1 BENEFICIAL BANCORP INC BATICIM BATI ANADOLU CIMENTO S BEAR STEARNS ARM TRUST 2 9 2A1 BENEFIT STREET PART IA CR 144A BATS GLOBAL 1/14 TL BEAR STEARNS COMME PW14 B 144A BENESSE HOLDINGS INC BATTERY VENTURES VIII LP BEAR STEARNS COMMERCIA PW10 AJ BERENDSEN PLC BATTERY VENTURES VIII SIDE CAR BEAR STEARNS COMMERCIA PW11 AJ BERENDSEN PLC CMN CFD BAUER AG BEAR STEARNS COMMERCIA PW11 AM BERGER PAINTS BANGLADESH LTD BAVARIAN NORDIC A/S BEAR STEARNS COMMERCIA PW13 AJ BERGER PAINTS INDIA LTD BAXALTA INC BEAR STEARNS COMMERCIA PW14 AJ BERKELEY FED BK & TR 94-1 CL B BAXTER INTERNATIONAL INC BEAR STEARNS COMMERCIA PW16 A4 BERKELEY GROUP HOLDINGS CFD BAY AREA CA TOLL AUTH TOLL BRI BEAR STEARNS COMMERCIA PW16 AM BERKELEY GROUP HOLDINGS PLC BAYER AG BEAR STEARNS COMMERCIA PW18 A4 BERKS CNTY PA BAYER CROPSCIENCE LTD/INDIA BEAR STEARNS COMMERCIA PWR9 AJ BERKSHIRE FUND VI LP BAYERISCHE MOTOREN WERKE AG BEAR STEARNS COMMERCIAL T24 A4 BERKSHIRE FUND VII LP BAYONNE ENERGY 8/14 TLB BEAR STEARNS COMMERCIAL T28 AJ BERKSHIRE FUND VIII LP BAYTEX ENERGY CORP BEAR STEARNS COS LLC/THE BERKSHIRE HATHAWAY ENERGY CO BAYVIEW COMMERCIAL AS 2 A 144A BEAZLEY PLC BERKSHIRE HATHAWAY FINANCE COR BAZAARVOICE INC BECHTLE AG BERKSHIRE HATHAWAY INC BB SEGURIDADE PARTICIPACOES SA BECKMAN COULTER INC A A 144A BERMUDA RUN (MISC DOCUMENTS) BB&T CORP BECTON DICKINSON AND CO BERRY PLASTICS 2/13 COV-LT TLD BBA AVIATION PLC BED BATH & BEYOND INC BERRY PLASTICS CORP BBA AVIATION PLC CFD BEFIMMO SA BERRY PLASTICS GROUP INC BBCMS TRUST 2015- RRMZ M1 144A BEIERSDORF AG BERTRANDT AG BBCMS TRUST 2015- RRMZ M2 144A BEIJING CAPITAL INTERNATIONAL BERWIND PROPERTY GROUP VI BBCMS TRUST 2015-RR RRI A 144A BEIJING ENTERPRISES HOLDINGS L BEST BUY CO INC BBCMS TRUST 2015-ST STP E 144A BEIJING JINGNENG CLEAN ENERGY BEST WORLD INTERNATIONAL LTD BBVA BANCO CONTINENTAL SA 144A BEIJING URBAN CONSTRUCTION DES BESTFOODS BC EUROPEAN CAPITAL IX BEKAERT SA BET-AT-HOME.COM AG BC EUROPEAN CAPITAL VII LP BELDEN INC BETSSON AB

Page 10 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

BEVERAGES & MORE INC 144A BKB COMMERCIAL MORT C1 X2 144A BLUEBIRD BIO INC BEZEQ THE ISRAELI TELECOMMUNIC BKB COMMERCIAL MORTG C1 H 144A BLUECOM CO LTD BG ENERGY CAPITAL PLC REGS BKW AG BLUEHEALTH HLDGS CFD BGC PARTNERS INC BLACK BOX CORP BLUEMOUNTAIN CLO 201 1A D 144A BGEO GROUP PLC BLACK DIAMOND GROUP LIMITED BLUEMOUNTAIN CLO LTD 1A E 144A BGF RETAIL CO LTD BLACK HILLS CORP BLUESCOPE STEEL LTD BGI ALPHA ADVANTAGE FUND P BLACK KNIGHT FINANCIAL SERVICE BML INC BGI CANADA ALPHA TILTS FUND BLACK STONE MINERALS LP BMW US CAPITAL LLC 144A BGI CAP STRUCT INVEST FD BLACKBAUD INC BMW VEHICLE LEASE TRUST 2 1 A3 BGI MONEY MARKET BLACKBERRY LIMITED BMW VEHICLE LEASE TRUST 2 1 A4 BGI US EXT CORE GLB ALPHA FUND BLACKHAWK NETWORK HOLDINGS INC BMW VEHICLE OWNER TRUST 2 A A3 BGP NPV BLACKROCK ASIA PROPERTY FUND BNC MORTGAGE LOAN TRUST 2 4 A4 BHARAT FINANCIAL INCLUSION LTD BLACKROCK CAPITAL INVESTMENT C BNK FINANCIAL GROUP INC BHP BILLITON FINANCE USA 144A BLACKROCK EMAA BNP PARIBAS CFD BHP BILLITON FINANCE USA LTD BLACKROCK EUROPE PROPERTY FUND BNP PARIBAS SA BHP BILLITON LTD BLACKROCK INC BNP PARIBAS SA 144A BHP BILLITON PLC BLACKROCK MRKT ADVANTAGE II FD BNP PARIBAS SA REGS BHP BILLITON PLC CFD BLACKSTONE CAPITAL PARTNERS IV BNPP IP CLO 2014-1 L 1A C 144A BIC CAMERCA INC NPV CFD BLACKSTONE CAPITAL PARTNERS V BNPP IP CLO 2014-II 2A E 144A BIC CFD BLACKSTONE COMMNS PTNRS I LP BNSF RAILWAY CO BID CORP LTD BLACKSTONE KEYSTONE FUND BOARD OF TRUSTEES OF THE LELAN BIDVEST GROUP LTD/THE BLACKSTONE RE PTNRS V TE 2 LP BOARDWALK PIPELINE PARTNERS LP BIESSE SPA BLACKSTONE REAL ESTATE BOARDWALK PIPELINES LP BIG LOTS INC BLACKSTONE REAL ESTATE DEBT BOB'S DISCOUNT FURNITURE 2/14 BIG SHOPPING CENTERS LTD BLACKSTONE REAL ESTATE PRTNRS BOBST GROUP SA BIG YELLOW GROUP PLC BLACKSTONE SERS CUSTOMIZED BOC HONG KONG HOLDINGS LTD BILIA AB BLCP HOTEL TRUST 2 CLMZ M 144A BODAL CHEMICALS LTD BIM BIRLESIK MAGAZALAR AS BLCP HOTEL TRUST CLRN D 144A BODYCOTE PLC CFD BINCKBANK NV BLCP HOTEL TRUST CLRN F 144A BOEING CO/THE BIO PAPPEL SAB DE CV BLOCK COMMUNICATIONS INC 144A BOER POWER HOLDINGS LTD BIOGAIA AB BLOCK FINANCIAL LLC BOFI HOLDING INC BIOGEN INC BLOM BANK SAL BOGOTA DISTRITO CAPITAL 144A BIOMARIN PHARMACEUTICAL INC BLOOMIN' BRANDS INC BOGOTA DISTRITO CAPITAL REGS BIO-RAD LABORATORIES INC BLOUNT 4/16 USD TL BOK FINANCIAL CORP BIOTAGE AB BLUE BUFFALO PET PRODUCTS INC BOLDINI LTD BIO-TECHNE CORP BLUE COAT SYSTEMS 5/15 BOLIDEN AB BIOTELEMETRY INC BLUE CUBE SPINCO INC 144A BOLLORE EUR16 CFD BIOTEST AG BLUE HILL CEEP BOLLORE SA BIRCHCLIFF ENERGY LTD BLUE HILL INVESTMENT PTNR LP BOLSA MEXICANA DE VALORES SAB BIRCHMERE VENTURES III L P BLUE HILLS BANCORP INC BOMBARDIER INC BIRD CONSTRUCTION INC BLUE LABEL TELECOMS LTD BOMBARDIER INC 144A BITAUTO HOLDINGS LTD BLUE POINT CAPITAL PARTNERS BONAVA AB BJ'S WHOLESALE CLUB 11/13 BLUE POINT CAPITAL PARTNERS II BONDUELLE SCA BK OF IRELAND ORD STK EUR0 CFD BLUE POINT CAPITAL PARTNERS LP BOOKER GROUP PLC

Page 11 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

BOOZ ALLEN HAMILTON HOLDING CO BRAMBLES LTD BRITISH AMERICAN TOBACCO PLC BOPARAN FINANCE PLC 144A BRANCH BANKING & TRUST CO BRITISH LAND CO PLC/THE BOPARAN FINANCE PLC REGS BRANDYWINE REALTY TRUST BRITISH SKY BROADCASTING GROUP BORAL LTD BRASKEM FINANCE LTD BRITISH TELECOMMUNICATIONS PLC BORALEX INC BRASKEM FINANCE LTD 144A BRITVIC PLC BORGWARNER INC BRASKEM SA BRIXMOR PROPERTY GROUP INC BOSKALIS WESTMINSTER BRAZIL LOAN TRUST 1 144A BROADCOM CORP BOSNIA & HERZEGOVINA GOVE REGS BRAZIL MINAS SPE VIA STAT REGS BROADCOM LTD BOSSA TICARET VE SANAYI ISLETM BRAZIL NOTAS DO TESOURO NACION BROADRIDGE FINANCIAL SOLUTIONS BOSSINI INTERNATIONAL HOLDINGS BRAZILIAN GOVERNMENT INTERNATI BROADWAY 7-54 BEER CO INC/THE BRAZOS TX STUDENT FIN CORP BROADWAY PARTNERS PARALLEL FD BOSTON GAS CO 144A BREMBO SPA BROCADE COMMUNICATIONS SYSTEMS BOSTON PROPERTIES INC BRENNTAG AG BRONCO BILLY CO LTD CFD BOSTON PROPERTIES LP BRENT CRUDE OIL (ICE) BROOKDALE SENIOR LIVING INC BOSTON SCIENTIFIC CORP BREP VI SECONDARY BROOKFIELD ASSET MANAGEMENT IN BOSTONIA-KEYSTONE HELP I LLC BREVAN HOWARD FUND LTD CLASS E BROOKFIELD ASSET MGMT INC BOUSTEAD PROJECTS LTD BRF SA BROOKFIELD BUSINESS PARTNERS BOUSTEAD SINGAPORE LTD BRICK ROAD MANAGEMENT (FOREST BROOKFIELD RESIDENTIAL PR 144A BOUYGUES CFD BRICKMAN GROUP 12/13 COV-LITE BROOKFIELD STRATEGIC BOUYGUES SA BRIDGEPOINT CAP II PARTNERSHIP BROOKFIELD STRATEGIC REAL BOVIS HOMES GROUP PLC CFD BRIDGEPOINT EUROPE I BROTHER INDUSTRIES LTD BOWIE 8/13 2ND LIEN TL BRIDGEPOINT EUROPE II BROWARD CNTY FL HALF-CENT SALE BOWLMOR AMF 8/14 TL BRIDGEPOINT EUROPE III 'A' LP BROWN & BROWN INC BOX INC BRIDGEPOINT EUROPE IV C BROWN-FORMAN CORP BOYD 4/15 COV-LITE TL BRIDGEPOINT EUROPE V BRUCE MANSFIELD UNIT 1 2007 PA BOYD GAMING CORP BRIDGESTONE CORP BRUKER CORP BOYD GAMING CORP 144A BRIDGESTONE CORP CFD BRUNEL INTERNATIONAL NV BP CAPITAL MARKETS PLC BRIDGEWATER ALL WEATHER @ 15% BRUNSWICK CORP/DE BP CAPITAL MARKETS PLC REGS BRIDGEWATER INTL IL BOND FUND BRYN MAWR BANK CORP BP LITE BRIDGEWATER OPTIMAL PORTFOLIO BRYNWOOD PARTNERS V LP BP PLC BRIDGEWATER PURE ALPHA FUND II BRYNWOOD PARTNERS VI LP BP PLC CFD BRIDGEWATER STIF II BT GROUP PLC BPCE SA 144A BRIDGEWAY CAPITAL BT GROUP PLC CFD BPCE SA REGS BRIGADE DISTRESSED VALUE BTA BANK JSC BPG CO INVESTMENT PARTNERSHIP BRIGADE LEVERAGED CAP BTA BANK JSC 144A BPG INV PARTNERS VII BRIGADE STRUCTURED CREDIT BTG ORD GBP0.10 CFD BPG INVESTMENT PARTNERSHIP BRILLIANCE CHINA AUTOMOTIVE HO BTG PACTUAL GROUP BPG INVESTMENT PARTNERSHIP IX BRINKER INTERNATIONAL INC BTS GROUP HOLDINGS PCL BPG INVESTMENT PARTNERSHIP V BRINK'S CO/THE BUCHER INDUSTRIES AG BPOST SA BRISTOL-MYERS SQUIBB CO BUCKEYE PARTNERS LP BRAGG COMM 2/12 USD TLB BRITANNIA INDUSTRIES LTD BUCKLE INC/THE BRAINPAD INC CFD BRITISH AMERICAN TOBACCO BANGL BUCKS CNTY PA BRAIT CAPITAL PARTNERS IV LTD BRITISH AMERICAN TOBACCO CFD BUCKS CNTY PA INDL DEV AUTH BRAIT SE BRITISH AMERICAN TOBACCO MALAY BUFFALO WILD WINGS INC

Page 12 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

BUILDERS FIRSTSOURCE 7/15 CABELA'S CREDIT CAR 2A A2 144A CAL- FOODS INC BUILDERS FIRSTSOURCE INC CABELA'S CREDIT CARD 1A A 144A CALPINE CORP BUMBLE BEE HOLDCO SCA 144A CABELA'S CREDIT CARD MAS 1A A1 CALSONIC KANSEI CORP BUNDESREPUBLIK DEUTSCHLAN REGS CABELA'S CREDIT CARD MAST 2 A1 CALSONIC KANSEI JPY50 CFD BUNGE LTD CABELA'S INC CALTEX AUSTRALIA LTD BUNGE LTD FINANCE CORP CABLE & WIRELESS 12/15 COV-LIT CALUMET SPECIALTY PRODUCTS PAR BUNKA SHUTTER CO LTD CABLE & WIRELESS 12/15 COV-LT CAMDEN PROPERTY TRUST BUNZL PLC CABLE & WIRELESS 12/15 TLB1 CAMECO CORP BUNZL PLC CFD CABLE & WIRELESS 12/15 TLB2 CAMPARI EUR0.10 CFD BURBERRY GROUP PLC CABLE ONE INC CAMPBELL SOUP CO BURBERRY GROUP PLC CFD CABLE ONE INC 144A CAMPING WORLD 11/13 COV-LT TL BURE EQUITY AB CABLEVISION SA/ARGENTINA 144A CAMURUS AB BUREAU VERITAS EUR0.12 CFD CABLEVISION SYSTEMS 9/15 CANACOL ENERGY LTD BUREAU VERITAS SA CABLEVISION SYSTEMS CORP CANADA 10YR BOND FUTURE (MSE) BURGER KING 5/15 TLB CABOT CORP CANADA HOUSING TRUST NO.1 BURKHALTER HOLDING AG CABOT INDUSTRIAL VALUE FUND IV CANADA MSCI INDEX - NL BURLINGTON NORTHERN AND SANTA CABOT OIL & GAS CORP CANADIAN IMPERIAL BANK OF COMM BURLINGTON NORTHERN INC CAC 40 EURO INDEX FUTURE (EOP) CANADIAN IMPERIAL BK OF COMM BURLINGTON NORTHERN SANTA FE L CAC CORPORATION NPV CFD CANADIAN NATIONAL RAILWAY CO BURLINGTON RESOURCES FINANCE C CACI INTERNATIONAL INC CANADIAN NATURAL RESOURCES LTD BURLINGTON STORES INC CADBURY NIGERIA PLC CANADIAN PACIFIC RAILWAY CO BURSA MALAYSIA BHD CADENCE DESIGN SYSTEMS INC CANADIAN PACIFIC RAILWAY LTD BUSAN CITY GAS CO LTD CAE INC CANADIAN TIRE CORP LTD BUSH BUSINESS ENTE AA A 144A CAESARS ENT HARRAH'S 10/13 TLB CANADIAN UTILITIES LTD BUSH BUSINESS ENTE AA B 144A CAESARS ENTERTAINMENT RESORT P CANFOR CORPORATION NEW BUSH TRUCK LEASING L AA C 144A CAESARS GROWTH (HARRAH'S) 4/14 CANFOR PULP PRODUCTS INC BUSINESS DEVELOPMENT CORP 144A CAIRN ENERGY PLC CANNON SALES CO INC CFD BUZZI UNICEM SPA CAIRN ENERGY PLC DFD B SHS CANON INC BUZZI UNICEM SPA CFD CAISSE REGIONALE DE CREDIT AGR CANTEL MEDICAL CORP BW OFFSHORE LTD CAIXABANK SA CANWEST MEDIA INC SER SUB NT BWAY 8/14 COV-LITE TLB CALATLANTIC GROUP INC CAP CANA SA REGS BWX TECHNOLOGIES INC CALBEE INC CAP GEMINI CFD BXG RECEIVABLES NOTE A B 144A CAL-COMP ELECTRONICS THAILAND CAP SA BYD CO LTD CALGON CARBON CORP CAPCOM CO LTD BYD ELECTRONIC INTERNATIONAL C CALIBER COLLISION 2/16 TLA CAPGEMINI SA BYUCKSAN CORP CALIDA HOLDING AG CAPITA GROUP ORD CFD C C LAND HOLDINGS LTD CALIFORNIA INSTITUTE OF TECHNO CAPITA PLC C&C GROUP PLC CALIFORNIA REPUBLIC AUTO 1 A4 CAPITAL & COUNTIES PROP CFD C1 FINANCIAL INC CALIFORNIA RESOURCES CORP CAPITAL & REGIONAL PLC CA IMMOBILIEN ANLAGEN AG CALIFORNIA ST CAPITAL AUTO RECEIV 3 A1A 144A CA INC CALIFORNIA WATER SERVICE CO CAPITAL AUTO RECEIVABLES 1 A1A CABELA'S CREDIT CAR 1A A1 144A CALLEGUAS-LAS VIRGENES CA PUBL CAPITAL AUTO RECEIVABLES 1 A2A CABELA'S CREDIT CAR 1A A2 144A CALLIDUS SOFTWARE INC CAPITAL AUTO RECEIVABLES 1 A3 CABELA'S CREDIT CAR 2A A1 144A CALLON PETROLEUM CO CAPITAL AUTO RECEIVABLES 2 A2

Page 13 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

CAPITAL AUTO RECEIVABLES 2 A3 CARLSBERG BREWERY MALAYSIA BHD CATALYST PAPER CORP/OLD 144A CAPITAL AUTO RECEIVABLES 3 A2 CARLYLE DAYTONA CL 1A B1L 144A CATAMARAN CLO 2012-1 1X E REGS CAPITAL AUTO RECEIVABLES 3 A3 CARLYLE ENERGY MEZZ OPP FD II CATAMARAN CLO 2014-1 1A D 144A CAPITAL AUTO RECEIVABLES 4 A2 CARLYLE ENERGY MEZZANINE CATCHER TECHNOLOGY CO LTD CAPITAL AUTO RECEIVABLES 4 A3 CARLYLE HOLDINGS II FINAN 144A CATELLA AB CAPITAL AUTO RECEIVABLES 4 A4 CARLYLE REALTY III LP CATERPILLAR FINANCIAL SERVICES CAPITAL AUTO RECEIVABLES A 1 C CARLYLE REALTY PARTNERS IV LP CATERPILLAR INC CAPITAL AUTO RECEIVABLES A 1 D CARLYLE REALTY PARTNERS VI LP CATHAY FINANCIAL HOLDING CO LT CAPITAL AUTO RECEIVABLES A 3 B CARLYLE REALTY PARTNERS VII LP CATHAY GENERAL BANCORP CAPITAL INTERNATIONAL PRIVATE CARLYLE REALTY V LP CATHAY PACIFIC AIRWAYS LTD CAPITAL ONE BANK USA NA CARMAX AUTO OWNER TRUST 2 1 A3 CATHEDRAL LAKE CLO 2 3A D 144A CAPITAL ONE FINANCIAL CORP CARMAX AUTO OWNER TRUST 2 1 A4 CATTERTON GROWTH PARTNERS II CAPITAL ONE MULTI-ASSET A1 A1 CARMAX AUTO OWNER TRUST 2 2 A3 CATTERTON GROWTH PARTNERS LP CAPITAL ONE MULTI-ASSET A2 A2 CARMAX AUTO OWNER TRUST 2 4 A3 CATTERTON PARTNER V L.P. CAPITAL ONE MULTI-ASSET A3 A3 CARMAX AUTO OWNER TRUST 20 2 B CATTERTON PARTNERS VI LP CAPITAL ONE MULTI-ASSET A4 A4 CARMAX INC CATTERTON PARTNERS VII LP CAPITAL ONE MULTI-ASSET A5 A5 CARMIKE CINEMAS INC CATTLE FEEDER FUTURE (CME) CAPITAL ONE NA/MCLEAN VA CARMIKE CINEMAS INC 144A CAVIUM INC CAPITAL PRODUCT PARTNERS LP CARNIVAL CORP CB CENTURY COMM ESCROW CAPITALA FINANCE CORP CARNIVAL PLC CBA COMMERCIAL SMAL 2A X1 144A CAPITALAND COMMERCIAL TRUST CARNIVAL PLC CFD CBL & ASSOCIATES LP CAPITALAND LTD CARPENTER TECHNOLOGY CORP CBL & ASSOCIATES PROPERTIES IN CAPITALAND MALL TRUST CARREFOUR SA CBOE HOLDINGS INC CAPITALSOURCE REAL 1A A1A 144A CARREFOUR SA CFD C'BON COSMETICS CO LTD CFD CAPITALSOURCE REAL 1A A2B 144A CARRIAGE SERVICES INC CBRE GROUP INC CAPMARK MORTGAGE SECURITI C1 H CARRIZO OIL & GAS INC CBRE SERVICES INC CAPMARK MORTGAGE SECURITI C2 H CARTER'S INC CBS CORP CAPSTONE LOGISTICS 10/14 TLB CASCADES INC CC HOLDINGS GS V LLC / CROWN C CAPSTONE MINING CORP CASCADES INC 144A CCC INFO SERVICES 12/12 TL CAPULA GLOBAL RELATIVE VALUE CASELLA WASTE SYSTEMS INC CCC SA CAPULA TAIL RISK FUND LTD CASETEK HOLDINGS LTD CCG RECEIVABLES TRUS 1 A2 144A CAPVIS EQUITY IV CASEY'S GENERAL STORES INC CCL INDUSTRIES INC CARBO CERAMICS INC CASH CCL PRODUCTS INDIA LTD CARDINAL HEALTH INC CASH COLLATERAL (CAD) AT SSB CCO HOLDINGS LLC / CCO HO 144A CARDTRONICS INC CASHBOX PARTYWORLD CO LTD CCO HOLDINGS LLC / CCO HOLDING CARE CAPITAL INVESTMENTS III CASINO GUICHARD PERRACHON CFD CCP IRS LIB3M 100BPS R 2.25% CARE CAPITAL PROPERTIES INC CASINO GUICHARD PERRACHON SA CCP IRS R LIB3M 100BPS P_1.75% CARESTREAM 6/13 COV-LITE TL CASIO COMPUTER CO CFD CCP_IRS P LIB3M 100BPS R 2.25% CARETRUST REIT INC CASIO COMPUTER CO LTD CCP_IRS R LIB3M 100BPS P 1.75% CARGILL INC 144A CASL CCP_IRS. R USD-LIBOR-BBA 3M CM CARGOTEC OYJ CASPIAN KEYSTONE FOCUSED FUND CCP_IRS._R USD-LIBOR-BBA 3M CM CARILLION PLC CASPIAN SELECT CREDIT INTL LTD CCRESG COMMERCIAL HEAT A 144A CARLISLE COS INC CASTELLUM AB CCRESG COMMERCIAL HEAT E 144A CARLSBERG A/S CATALENT INC CD 2006-CD3 MORTGAGE TR CD3 A5

Page 14 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

CD 2006-CD3 MORTGAGE TR CD3 AM CEMOF 1 LP CERBERUS INSTITUTIONAL CD 2007-CD4 COMMERCIAL CD4 A1A CEMPRA INC CERBERUS INSTL PARTNERS LP CD 2007-CD4 COMMERCIAL CD4 A4 CENCOSUD SA CERBERUS LEVERED LOAN CD 2007-CD4 COMMERCIAL CD4 AJ CENGAGE LEARNING INC 144A CERBERUS OFFSHORE LEVERED LOAN CD 2007-CD5 MORTGAGE TR CD5 A4 CENIT AG CERBERUS PSERS LEVERED LOAN CD 2007-CD5 MORTGAGE TR CD5 AJ CENOVUS ENERGY INC CERBERUS SERIES THREE HOLDING CD PROJEKT SA CENTAMIN PLC CERES GLOBAL AG CORP CDGJ COMMERCIAL BXCH DPA 144A CENTAMIN PLC CFD CERNER CORP CDGJ COMMERCIAL MO BXCH A 144A CENTENE CORP CERVED INFORMATION SOLUTIO CFD CDI CORP CENTENE CORP 144A CEWE STIFTUNG & CO KGAA CDK GLOBAL INC CENTERBRIDGE CAP PARTNERS LP CEYLON TOBACCO CO PLC CDL HOSPITALITY TRUSTS CENTERBRIDGE CAPITAL PTNRSHP CF INDUSTRIES HOLDINGS INC CDP FINANCIAL INC 144A CENTERLINE HIGH YIELD CMBS FD CF INDUSTRIES INC CDS IG24 10Y ICE XI2401J25U01 CENTERPOINT ENERGY HOUSTON ELE CFCRE COMMERCIAL MOR C2 B 144A CDS SP UL IMEX CENTERPOINT ENERGY INC CFH HOLDINGS CORP SER A PFD CDS_ IG24 10Y ICE CDX.NA.IG.24 CENTERPOINT ENERGY RESTOR 1 A3 CGBAM COMMERCIAL M SMRT E 144A CDS_SP UL IMEX CENTERPOINT ENERGY TRANSI 1 A1 CGBAM COMMERCIAL M SMRT F 144A CDW CORP/DE CENTERPOINT ENERGY TRANSI A A1 CG-CCRE COMMERCI FL1 YTC1 144A CDW LLC / CDW FINANCE CORP CENTERPOINT ENERGY TRANSI A A2 CG-CCRE COMMERCI FL1 YTC2 144A CEB INC CENTERPOINT ENERGY TRANSI A A4 CG-CCRE COMMERCI FL1 YTC3 144A CEBU AIR INC CENTERRA GOLD INC CG-CCRE COMMERCIAL FL1 C 144A CEC ENTERTAINMENT INC CENTRAIS ELETRICAS SANTA CATAR CGCMT 2009-RR1 T RR1 MA4A 144A CECEP COSTIN NEW MATERIALS GRO CENTRAL BANK OF NIGERIA B REGS CGGS COMMERCIAL RNDB DFL 144A CEDAR FAIR LP CENTRAL CHINA REAL ESTATE LTD CGI GROUP INC CEDAR FAIR LP / CANADA'S WONDE CENTRAL GLASS CO LTD CGN POWER CO LTD CEDAR REALTY TRUST INC CENTRAL JAPAN RAILWAY CO CH ROBINSON WORLDWIDE INC CEGEDIM SA CENTRAL JAPAN RAILWAY CO CFD CHALLENGER LTD/AUSTRALIA CEIL LP CENTRAL PATTANA PCL CHAMBAL FERTILIZERS AND CHEMIC CELANESE CORP CENTRAL SECURITY 10/14 TL CHANGE HEALTHCARE HOLDINGS INC CELANESE US HOLDINGS LLC CENTRAL SPORTS CFD CHANGSHOUHUA FOOD CO LTD CELATOR PHARMACEUTICALS INC CENTRAL SPORTS CO LTD CHANNELADVISOR CORP CELEBI HAVA SERVISI AS CENTRICA PLC CHAOWEI POWER HOLDINGS LTD CELESIO AG CENTRICA PLC CFD CHARACTER GROUP PLC/THE CELESTICA INC CENTROTEC SUSTAINABLE AG CHARGEURS SA CELGENE CORP CENTURY CENTER (MISC DOCUMENTS CHARLES RIVER LABORATORIES INT CELL BIOTECH CO LTD CENTURY COMMUNICATIONS SHELF 4 CHARLES RIVER PARTNERSHIP XI CELLAVISION AB CENTURY COMMUNICATIONS SR NT CHARLES SCHWAB CORP/THE CELLECTIS SA CENTURY ENKA LTD CHAROEN POKPHAND ENTERPRISE CELLNEX TELECOM SA CENTURY LEASING SY NPV CFD CHAROEN POKPHAND FOODS PCL CEMBRA MONEY BANK AG CENTURY PROPERTIES GROUP INC INC CEMEX FINANCE LLC 144A CENTURYLINK INC CHARTER COMMUNICATIONS OP 144A CEMEX SAB DE CV CEPHEID CHARTER HALL RETAIL REIT CEMEX SAB DE CV 144A CERAGON NETWORKS LTD CHARTER NEX 2/15 2ND LIEN TL CEMOF #2 LP CERAMTEC GROUP GMBH REGS CHARTERHOUSE CAP PARTNERS VIII

Page 15 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

CHARTERHOUSE CAPITAL PARTNERS CHILDREN'S PLACE INC/THE CHINA SHENHUA ENERGY CO LTD CHARTERHOUSE CAPITAL PTNRS VII CHILE GOVERNMENT INTERNATIONAL CHINA STATE CONSTRUCTION INTER CHASE COMMERCIAL MORT 1 H 144A CHIMERA INVESTMENT CORP CHINA STEEL CORP CHASE COMMERCIAL MORT 2 J 144A CHIMERIX INC CHINA SUNSHINE PAPER HOLDINGS CHASE FUNDING LOAN ACQU AQ1 A2 CHIMNEY CO LTD CHINA SUNSINE CHEMICAL HOLDING CHASE ISSUANCE TRUST A1 A CHIN WELL HOLDINGS BHD CHINA SYNTHETIC RUBBER CORP CHASE ISSUANCE TRUST A1 A1 CHINA AGRI-INDUSTRIES HOLDINGS CHINA TAIPING INSURANCE HOLDIN CHASE ISSUANCE TRUST A2 A2 CHINA ANIMAL HEALTHCARE LTD CHINA TELECOM CORP LTD CHASE ISSUANCE TRUST A4 A4 CHINA AOYUAN PROPERTY GROUP LT CHINA UNICOM HONG KONG LTD CHASE ISSUANCE TRUST A5 A5 CHINA AVIATION OIL SINGAPORE C CHINA XLX FERTILISER LTD CHASE ISSUANCE TRUST A6 A6 CHINA BILLION RESOURCES LTD CHINA YUCHAI INTERNATIONAL LTD CHASE ISSUANCE TRUST A7 A7 CHINA BIOLOGIC PRODUCTS INC CHINA ZHENGTONG AUTO SERVICES CHASE ISSUANCE TRUST A8 A8 CHINA CITIC BANK CORP LTD CHIP ENG SENG CORP LTD CHASE ISSUANCE TRUST A9 A CHINA COMMUNICATIONS SERVICES CHIPBOND TECHNOLOGY CORP CHAUN-CHOUNG TECHNOLOGY CORP CHINA CONCH VENTURE HOLDINGS L CHIPMOS TECHNOLOGIES BERMUDA L CHECK POINT SOFTWARE TECHNOLOG CHINA CONSTRUCTION BANK CORP CHIPOTLE MEXICAN GRILL INC CHEESECAKE FACTORY INC/THE CHINA CORD BLOOD CORP CHIYODA INTEGRE CO LTD CHEGG INC CHINA EVERBRIGHT LTD CHL MORTGAGE PASS-THROU 60 3A1 CHEMED CORP CHINA FORESTRY HOLDINGS CO LTD CHL MORTGAGE PASS-THROUG 21 A1 CHEMOURS CO/THE CHINA GALAXY SECURITIES CO LTD CHOCOLADEFABRIKEN LINDT & SPRU CHEMTURA CORP CHINA GAS HOLDINGS LTD CHOICE HOTELS INTERNATIONAL IN CHEMTURA CORPORATION CHINA GENERAL PLASTICS CORP CHOLAMANDALAM INVESTMENT AND F CHEN FULL INTERNATIONAL CO LTD CHINA HIGH SPEED TRANSMISSION CHORI CO LTD CHENIERE CORPUS CHRISTI H 144A CHINA LESSO GROUP HOLDINGS LTD CHORUS AVIATION INC CHENIERE ENERGY INC CHINA LIFE INSURANCE CO LTD CHR HANSEN HOLDING A/S CHENIERE ENERGY PARTNERS LP CHINA LODGING GROUP LTD CHRISTIAN DIOR CFD CHENIERE ENERGY PARTNERS LP HO CHINA LUMENA NEW MATERIALS COR CHRISTIAN DIOR SE CHEQUERS XV LP CHINA MACHINERY ENGINEERING CO CHROMA ATE INC CHESAPEAKE ENERGY CORP CHINA MAPLE LEAF EDUCATIONAL S AUTOMOTIVE 1/14 TLB CHESAPEAKE FUNDING L 2A A 144A CHINA MEDICAL & HEALTHCARE GRO CHRYSLER AUTOMOTIVE 6/13 TLB CHESAPEAKE LODGING TRUST CHINA MENGNIU DAIRY CO LTD CHRYSLER CAPITAL AU AA A3 144A CHEUNG KONG INFRASTRUCTURE HOL CHINA MERCHANTS BANK CO LTD CHRYSLER CAPITAL AUT AA C 144A CHEUNG KONG PROPERTY HOLDINGS CHINA MERCHANTS PORT HOLDINGS CHS/COMMUNITY HEALTH SYSTEMS I CHEVRON CORP CHINA MINSHENG BANKING CORP LT CHUANG'S CHINA INVESTMENTS LTD CHEVRON LUBRICANTS LANKA PLC CHINA MOBILE LTD CHUBB CORP/THE CHI OVERHEAD 8/11 TLB CHINA NATIONAL MATERIALS CO LT CHUBB INA HOLDINGS INC CHIBA BANK LTD CFD CHINA OVERSEAS LAND & INVESTME CHUBB LTD CHIBA BANK LTD/THE CHINA PACIFIC INSURANCE GROUP CHUBU ELECTRIC POWER CO INC CHIBA KOGYO BANK LTD/THE CFD CHINA POWER INTERNATIONAL DEVE CHUBU SHIRYO CO LTD CHICAGO & IRON CO NV CHINA RAILWAY GROUP LTD CHUGAI PHARMACEUTICAL CO LTD CHICAGO IL CHINA RESOURCES BEER HOLDINGS CHUGOKU BANK LTD/THE CHICAGO IL O'HARE INTERNATIONA CHINA RESOURCES GAS GROUP LTD CHUGOKU BANK LTD/THE CFD CHICAGO IL TRANSIT AUTH SALES CHINA RESOURCES LAND LTD CHUGOKU ELECTRIC POWER CO INC/ CHICO'S FAS INC CHINA SCE PROPERTY HOLDINGS LT CHUGOKU MARINE PAINTS LTD

Page 16 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

CHUN SING ENGINEERING HOLDINGS CIRQUE DU SOLEIL 7/15 COV-LITE CITY OFFICE REIT INC CHUN YUAN STEEL CIRRUS LOGIC INC CIVITAS SOLUTIONS INC CHUNGHWA TELECOM CO LTD CIRSA FUNDING LUXEMBOURG REGS CJ HELLOVISION CO LTD CHUO MITSUI TRUST HLDGS CFD CISCO SYSTEMS INC CJ O SHOPPING CO LTD CHURCH & DWIGHT CO INC CISION US 5/16 (USD) TLB CK HUTCHISON HOLDINGS LTD CHURCHILL DOWNS INC CIT GROUP INC CKH FOOD & HEALTH LTD CHUY'S HOLDINGS INC CIT RV TRUST 1999-A A B CKX 12/11 (FIXED 9%) TLB CI FINANCIAL INC CITCO (6/11)TL CLARCOR INC CIA BRASILEIRA DE DISTRIBUICAO CITGO PETROLEUM CORP 144A CLAREGOLD TRUST CIA CERVECERIAS UNIDAS SA CITI HELD FOR ASSET PM1 C 144A CLARIANT AG CIA DE DISTRIBUCION INTEGRAL L CITI HELD FOR ASSET PM2 B 144A CLAROS CIA DE GAS DE SAO PAULO - COMG CITIBANK CREDIT CARD ISS A1 A1 CLAS OHLSON AB CIA DE MINAS BUENAVENTURA SAA CITIBANK CREDIT CARD ISS A3 A3 CLAYTON DUBLIER & RICE VI CIA DE SANEAMENTO BASICO DO ES CITIBANK CREDIT CARD ISS A4 A4 CLEAN HARBORS INC CIA ENERGETICA DO CEARA CITIBANK CREDIT CARD ISS A6 A6 CLEANAWAY WASTE MANAGEMENT LTD CIA PARANAENSE DE ENERGIA CITIBANK CREDIT CARD ISS A7 A7 CLEANUP CORP CIA SIDERURGICA NACIONAL SA CITIBANK CREDIT CARD ISS A8 A8 CLEAR CHANNEL OUTDOOR HOLDINGS CIA SUD AMERICANA DE VAPORES S CITIBANK CREDIT CARD ISS A9 A9 CLEAR CHANNEL WORLDWIDE HOLDIN CID GREATER CHINA VENTURE CITIC LTD CLEAR MEDIA LTD CIE DE SAINT-GOBAIN CITIC SECURITIES CO LTD CLEARLAKE CAPITAL PTNRS IV LP CIE FINANCIERE RICHEMONT SA CITIC TELECOM INTERNATIONAL HO CLEARSTONE VENTURE PARTNERS CIE GENERALE DES ETABLISSEMENT CITIGROUP CAPITAL XIII CLEARWATER PAPER CORP CIELO SA CITIGROUP RR3 MLSR 144A CLEAVER-BROOKS INC 144A CIENA CORP CITIGROUP COMMERCI GC15 D 144A CLERESTORY PARTNERS LP CIENA CORP 144A CITIGROUP COMMERCI SHP2 E 144A CLESSIDRA CAPITAL PARTNERS II CIGNA CORP CITIGROUP COMMERCIAL M GC11 A2 CLEVELAND ELECTRIC ILLUMINATIN CIMAREX ENERGY CO CITIGROUP COMMERCIAL M GC25 A4 CLICKS GROUP LTD CIMB GROUP HOLDINGS BHD CITIGROUP COMMERCIAL M GC27 A5 CLIFFS NATURAL RESOURCES INC CIMC ENRIC HOLDINGS LTD CITIGROUP COMMERCIAL M GC33 AS CLINIGEN GROUP PLC CIMIC GROUP LTD CITIGROUP COMMERCIAL MO GC29 C CLONDALKIN 3/15 TL CIMPRESS NV CITIGROUP COMMERCIAL MOR C5 A4 CLOROX CO/THE CINCINNATI BELL INC CITIGROUP COMMERCIAL MOR C6 A4 CLOSE BROTHERS GROUP PLC CINCINNATI FINANCIAL CORP CITIGROUP COMMERCIAL MOR C6 AM CLOSE BROTHERS GROUP PLC CFD CINEDIGM CORP 144A CITIGROUP COMMERCIAL MOR P3 A4 CLP HOLDINGS LTD CINEMARK HOLDINGS INC CITIGROUP GLOBAL MAR C3 X 144A CME CCP CSFB CCP COLLATERAL CINEMARK USA INC CITIGROUP INC CME GROUP INC CINEWORLD GROUP ORD GBP0.01CFD CITIZEN WATCH CO LTD CFD CMS ENERGY CORP CINEWORLD GROUP PLC CITIZENS BANK NA/PROVIDENCE RI CMWLTH FING AUTH PA CINTAS CORP CITIZENS FINANCIAL GROUP INC CNA FINANCIAL CORP CINTAS CORP NO 2 CITIZENS FINANCIAL SERVICES IN CNB FINANCIAL CORP/PA CINVEN FD FOURTH CITRIX SYSTEMS INC CNH EQUIPMENT TRUST 2013- A A3 CINVEN FUND (FIFTH) L.P CITY CENTER MEZZ TERM B CNH EQUIPMENT TRUST 2013-A A B CIPHER PHARMACEUTICALS INC CITY DEVELOPMENTS LTD CNH EQUIPMENT TRUST 2014- A A3 CIRQUE DU SOLEIL 6/15 COV-LITE CITY OF KIEV UKRAINE VIA REGS CNH EQUIPMENT TRUST 2014- B A3

Page 17 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

CNH EQUIPMENT TRUST 2015- A A3 COGNETAS FUND II 'B' LP COMM 2006-C8 MORTGAGE TR C8 COGNEX CORP AM CNH EQUIPMENT TRUST 2016 B A2B COGNIZANT TECHNOLOGY COMM 2007-C9 MORT C9 AJFL 144A CNH INDUSTRIAL - NV CFD SOLUTIONS COMM 2007-C9 MORTGAGE TR C9 CNH INDUSTRIAL CAPITAL LLC COHERENT INC A4 COINMACH 5/13 COV-LITE TLB COMM 2007-C9 MORTGAGE TRU CNH INDUSTRIAL NV CO-INVESTMENT 2000 FUND L P C9 B CNO FINANCIAL GROUP INC COLE-PARMER 8/14 COV-LITE 2ND COMM 2007-C9 MORTGAGE TRU CNOOC FINANCE 2013 LTD COLFAX CORP C9 C COLGATE-PALMOLIVE CO COMM 2007-C9 MORTGAGE TRU CNOOC LTD COLGATE-PALMOLIVE INDIA LTD C9 D CNP ASSURANCES COLLER INTERNATIONAL COMM 2012-CCRE1 MOR CR1 D CNP ASSURANCES CFD PARTNERS 144A CO INVESTMENT FUND (THE) II LP COLLER INTERNATIONAL PTNRS COMM 2012-CCRE1 MOR CR1 G COACH INC VII 144A COBALT CMBS COMMERCIAL M COLLIERS INTERNATIONAL COMM 2012-CCRE1 MORTGAGE C1 AJ GROUP I CR1 C COBALT CMBS COMMERCIAL M COLLINS FOODS LTD COMM 2012-CCRE2 MOR CR2 E C3 AJ COLOMBIA GOVERNMENT 144A COBALT INTERNATIONAL INTERNATIO COMM 2012-CCRE2 MOR CR2 F ENERGY IN COLOMBIAN TES 144A COBHAM PLC COLONY AMERICAN HOME 1A A COMM 2012-CCRE2 MOR CR2 G COBHAM PLC CFD 144A 144A COCA COLA CENTRAL CFD COLONY AMERICAN HOME 2A A COMM 2012-CCRE2 MORTGAG CR2 COCA COLA HBC CFD 144A A4 COCA-COLA AMATIL LTD COLONY CAPITAL INC COMM 2012-CCRE4 MOR CR4 D COCA-COLA BOTTLING CO COLONY INVESTORS VIII LP 144A CONSOLID COLONY STARWOOD HOMES COMM 2012-CCRE5 MOR CR5 D COCA-COLA CO/THE COLOPL INC CFD 144A COCA-COLA EAST JAPAN CO LTD COLOPLAST A/S COMM 2012-LC4 MORTG LC4 D COCA-COLA EUROPEAN COLORADO ST BLDG EXCELLENT 144A PARTNERS PL SCH COMM 2012-LC4 MORTGAGE T LC4 COCA-COLA EUROPEAN COLRUYT SA C PARTNERS US COLTENE HOLDING AG COMM 2013-CCRE10 M CR10 C 144A COCA-COLA FEMSA SAB DE CV COLUMBIA PIPELINE GROUP INC COMM 2013-CCRE10 M CR10 D COCA-COLA HBC AG COLUMBIA PIPELINE PARTNERS 144A COCA-COLA ICECEK AS LP COMM 2013-CCRE12 M CR12 D COCHLEAR LTD COLUMBIA PROPERTY TRUST INC 144A COCOA FUTURE (NYB) COLUMBIA SPORTSWEAR CO COMM 2013-CCRE12 MORTGA COCOALAND HOLDINGS BHD COLUMBUS A/S CR12 C COCOKARA FINE HOLDINGS INC COLUMBUS GA WTR & SWR COMM 2013-CCRE13 MORTG CR13 CFD REVENUE A1 COCOKARA FINE INC COM2USCORP COMM 2013-CCRE6 MORTGAG CR6 COCO'S JAPAN CO LTD COMBA TELECOM SYSTEMS A2 CODE HENNESSY & SIMMONS HOLDINGS COMM 2013-CCRE7 MOR CR7 D CODEHENNESSY & SIMMONS IV COMCAST CABLE 144A L.P COMMUNICATIONS H COMM 2013-CCRE8 MORTGAG CR8 CODORUS VALLEY BANCORP INC COMCAST CORP A5 COFACE SA COMED FINANCING III COMM 2013-CCRE9 MOR CR9 C COFF ROBUSTA 10TN FUTURE COMERICA INC 144A (ICE) COMFORTDELGRO CORP LTD COMM 2013-CCRE9 MOR CR9 D COFFEE 'C' FUTURE (NYB) COMM 2005-LP5 MORTG LP5 E 144A COFINIMMO SA 144A COMM 2013-CCRE9 MORTGAG CR9 COGECO COMMUNICATIONS INC COMM 2005-LP5 MORTG LP5 F 144A A1 COGECO INC COMM 2005-LP5 MORTGAGE T LP5 COMM 2013-LC6 MORTG LC6 D COGENT COMMUNICATIONS GRO D 144A 144A COMM 2006-C8 MORTGAGE TR C8 COMM 2013-LC6 MORTG LC6 E COGENT COMMUNICATIONS A4 144A HOLDINGS

Page 18 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

COMM 2014-CCRE15 M CR15 D COMMONWEALTH PALM COAST CONSOLVE INCORPORATED SER E 144A OP CONSTELLATION BRANDS INC COMM 2014-CCRE16 MORT CR16 COMMONWEALTH ROYAL PALMS CONSTELLATION SOFTWARE INC ASB COMMONWEALTH CONSTELLIS HOLDINGS LLC / 144A COMM 2014-CCRE16 MORTG CR16 COMMSCOPE 8/15 TRANCHE 5 TL CONSUMER DISCRETIONARY A4 COMMSCOPE HOLDING CO INC SELT COMM 2014-CCRE17 M CR17 D COMMSCOPE INC 144A CONSUMER STAPLES SPDR 144A COMMUNICATIONS SALES & LE CONSUMERS 2014 SECURITIZA A COMM 2014-CCRE18 MORTG CR18 144A A1 A5 COMMUNICATIONS SALES & CONSUMERS ENERGY CO COMM 2014-CCRE19 M CR19 D LEASING CONTACT ENERGY LTD 144A COMMUNICATIONS SALES 4/15 CONTIMORTGAGE HOME EQUIT 4 COMM 2014-CCRE19 MORTG CR19 COMMUNITY FIRST FD B1F A4 COMMUNITY HEALTH 5/15 TLG CONTINENTAL AG COMM 2014-CCRE19 MORTG CR19 COMMUNITY HEALTH SYSTEMS CONTINENTAL AIRLINES 2000-2 CL A5 INC CONTINENTAL AIRLINES 2005- COMM 2014-CCRE20 MORTG CR20 COMMVAULT SYSTEMS INC ERJ1 A4 COMPAGNIE DE SAINT-GOBAIN CONTINENTAL AIRLINES 2007-1 CL COMM 2014-CCRE20 MORTG CR20 CFD CONTINENTAL AIRLINES 2010-1 CL AM COMPAGNIE GENERALE DES CONTINENTAL AIRLINES 2012-2 CL COMM 2014-CCRE21 MORTGA ETABLIS CONTINENTAL RESOURCES CR21 B COMPASS BANK INC/OK COMM 2014-LC15 MORTGAG LC15 COMPASS GROUP GBP0.10625 CFD CONTRA DYAX CORPORATION A2 COMPASS GROUP PLC CONTROLADORA VUELA CIA DE COMM 2014-PAT MORTG PAT E COMPASS MINERALS AVIA 144A INTERNATIONAL CONVERGEONE 6/14 COV-LITE TL COMM 2014-UBS2 MOR UBS2 D COMPUTACENTER PLC CONVERGYS CORP 144A COMPUTER ENGINEERING & COOPER COS INC/THE COMM 2015-3BP MORTG 3BP F CONSULT COOPER TIRE & RUBBER CO 144A COMPUTER MODELLING GROUP COOPERATIEVE RABOBANK UA COMM 2015-CCRE23 CR23 CME LTD COOPERATIEVE RABOBANK UA 144A COMPUTER SCIENCES 10/15 TLB 144A COMM 2015-CCRE23 MORTG CR23 COMPUTER SCIENCES CORP COOPERATIEVE RABOBANK A4 COMPUTERSHARE LTD UA/NY COMM 2015-DC1 MORTGAGE T COMPUWARE 12/14 TLB1 COPA 529 ALT DC1 C COMSCORE INC COPA 529 LP COMM 2016-CCRE28 MORTG CR28 COMSYS HOLDINGS NPV CFD COPA HOLDINGS SA A4 CONAGRA FOODS INC COPA KEYSTONE LP COMMERCE BANCSHARES INC/MO CONCHO RESOURCES INC COPART INC COMMERCIAL INTERNATIONAL CONCORDIA 10/15 (USD) TL COPPER FUTURE (CMX) BANK CONCORDIA FINANCIAL GROUP COPPER FUTURE (LME) COMMERCIAL METALS CO LTD COPPER MOUNTAIN MINING CORP COMMERCIAL MORTGAGE C1 X CONFIE SEGUROS 11/12 2ND LIEN CORBION NV 144A CONFIE SEGUROS 11/12 TL CORCEPT THERAPEUTICS INC COMMERCIAL MORTGAGE TRU CONNECTICUT LIGHT & POWER CORE INDUSTRIAL TR CALW G GG9 AM CO/T 144A COMMERZBANK AG CONNECTICUT ST CORE INDUSTRIAL TR TEXW F COMMIT TO PUR FHLMC GOLD CONN'S RECEIVABLES FU A B 144A 144A SFM CONOCOPHILLIPS CORE INDUSTRIAL TR WEST F COMMIT TO PUR FNMA SF MTG CONOCOPHILLIPS CO 144A COMMIT TO PUR GNMA II JUMBOS CONOCOPHILLIPS HOLDING CO CORELOGIC INC/ COMMIT TO PUR GNMA SF MTG CONSECO FINANCIAL CORP 2 A5 CORE-MARK HOLDING CO INC COMMONWEALTH BANK OF AUST CONSECO FINANCIAL CORP 3 A7 CORENERGY INFRASTRUCTURE REGS CONSECO FINANCIAL CORP 4 A5 TRUST COMMONWEALTH BANK OF CONSOL ENERGY INC CORETRONIC CORP AUSTRALIA CONSOLIDATED EDISON CO OF CORN FUTURE (CBT) COMMONWEALTH CC PAVILION NEW CORNERSTONE CHEMICAL CO OP CO CONSOLIDATED EDISON INC 144A COMMONWEALTH EDISON CO CONSOLVE INCORPORATED SER D CORNERSTONE ONDEMAND INC

Page 19 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

CORNING INC COWEN GROUP INC CREDIT SUISSE FIRST BOST C3 AJ CORONADO BAY CLUB (MISC CP ALL PCL CORONADO COMMONWEALTH CP FCC HOLDINGS LLC CREDIT SUISSE FIRST BOST INTL CORP ANDINA DE FOMENTO CPA GLOBAL 11/13 (USD) CREDIT SUISSE FIRST C1 H 144A CORP FINANCIERA ALBA SA CREDIT SUISSE FIRST C2 E 144A CORP INMOBILIARIA VESTA SAB CPM HOLDINGS 4/15 COV-LITE TLB DE CPP 12/12 COV-LITE TL CREDIT SUISSE FIRST C2 G 144A CORP NACIONAL DEL COBRE D CPS AUTO RECEIVABLES C A 144A CREDIT SUISSE GROUP AG 144A CREDIT SUISSE GROUP FUNDI 144A CORP NACIONAL DEL COBRE D CPS AUTO RECEIVABLES C C 144A CREDIT SUISSE NIMS TR 3 B 144A REGS CPS AUTO RECEIVABLES C D 144A CORPORATE OFFICE PROPERTIES CPS AUTO RECEIVABLES D C 144A CREDIT SUISSE NY INSTL C/D LP CR BARD INC CREDITO REAL SAB DE CV SOFOM E CORPORATE OFFICE PROPERTIES CREE INC TR CRACKER BARREL OLD COUNTRY STO CORPORATE TRAVEL CRAMO OYJ CRESCENT POINT ENERGY CORP MANAGEMENT LT CRANE CO CRESCO LTD CORPUS CHRISTI TX INDEP SCH DI CRESCO LTD CFD CORRECTIONS CORP OF AMERICA CRANSWICK PLC COSAN LTD CRATOS CLO LTD 1A E 144A CREST 2000-1 LTD 1A D 144A COSAN LUXEMBOURG SA 144A CRE INC/JAPAN CFD CREST 2000-1 LTD 1A E 144A COSAN SA INDUSTRIA E CREST 2001-1 LTD 1A C 144A COMERCIO CREADES AB COSEL CO CFD CREATE MEDIC CO JPY50 CFD CREST 2004-1 LTD 1A H1 144A COSMAX INC CREATE RESTAURANTS HOLDINGS IN CREST CLARENDON STRE 1A D 144A COSMO ENERGY HOLDINGS CO CREST NICHOLSON HLDGS LTD CFD CFD CREATE SD HOLDINGS CO LTD COSMO LADY CHINA HOLDINGS CREATIVE SENSOR INC CREST NICHOLSON HOLDINGS PLC CO L CREDICORP LTD CRESTVIEW CAPITAL PARTNERS LP COSMOS PHARMACEUTICAL CORP CRESTVIEW PARTNERS II PF LP COSTA RICA GOVERNMENT INT CREDIT ACCEPTANCE CORP 144A CREDIT AGRICOLE SA CRESTVIEW PARTNERS III LP COSTA RICA GOVERNMENT INT CREDIT AGRICOLE SA CFD CRESTWOOD EQUITY PARTNERS LP REGS CRESTWOOD MIDSTREAM PARTN 144A COSTAR GROUP INC CREDIT LINKED ENHANCED AS 144A COSTCO WHOLESALE CORP CREDIT SAISON CO LTD CRESTWOOD MIDSTREAM PARTNERS L COTA CO LTD CFD CREDIT SUISSE ABS REP A B 144A CRESUD SACIF Y A COTT BEVERAGES INC CRH ORD EUR0.32 CFD COTT CORP CREDIT SUISSE AG 144A COTTON NO 2 FUTURE (NYB) CREDIT SUISSE AG/NEW YORK NY CRH ORD EURO.32 DUBLIN CFD COTY 1/16 (USD) GALLERIA CREDIT SUISSE COMMER C2 C 144A CRH PLC COTY INC CRITEO SA COULEE WA MED FNDTN CREDIT SUISSE COMMERCI C1 AMFL CROATIA GOVERNMENT INTERN 144A REVENUE CREDIT SUISSE COMMERCIAL C1 AJ COUNCIL OF EUROPE CREDIT SUISSE COMMERCIAL C1 AM CROATIA GOVERNMENT INTERN REGS DEVELOPMENT CREDIT SUISSE COMMERCIAL C2 A3 CRODA INTERNATIONAL PLC COUNTRYPLACE MANUFAC 1 A3 CRODA INTL GBP0.10357143 CFD 144A CREDIT SUISSE COMMERCIAL C2 AJ COUNTRYWIDE HOME EQUITY LO CREDIT SUISSE COMMERCIAL C3 AJ CRONOS CONTAINERS PR 1A A 144A A A CREDIT SUISSE COMMERCIAL C3 AM CROOZ INC CFD COUNTRYWIDE HOME LO BC2 N CROPS CORPORATION CFD 144A CREDIT SUISSE FIRS 26 4B5 144A COUNTRYWIDE PLC CREDIT SUISSE FIRS CKN5 H 144A CROSS ATLANTIC TECHNOLOGY FUND COVANTA HOLDING CORP CREDIT SUISSE FIRS CPN1 G 144A CROSS COUNTRY HEALTHCARE INC COVENANT SURGICAL PARTNER CROSSAMERICA PARTNERS LP 144A CREDIT SUISSE FIRST BO FIX1 A5 HEALTH CARE INC CREDIT SUISSE FIRST BOS 26 4B3 CROWN AMERICAS LLC / CROWN AME COVESTRO AG CREDIT SUISSE FIRST BOST 5 6A3 CROWN CASTLE INTERNATIONAL COR COVIS PHARMA 4/13 TL

Page 20 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

CROWN CASTLE TOWERS LLC 144A CURO HEALTH 2/15 TLB D CARNEGIE & CO AB CROWN CONFECTIONERY CO LTD CURTISS-WRIGHT CORP D&L INDUSTRIES INC CROWN HOLDINGS INC CUSTOMERS BANCORP INC DABUR INDIA LTD CROWN RESORTS LTD CUTWATER 2014-I LTD 1A C 144A DAE AVIATION (STANDARD AERO) CRRC CORP LTD CUTWATER 2015-I LTD 1A D1 144A DAE HAN FLOUR MILLS CO LTD CRUDE OIL FUTURE (NYM) CVC CAPITAL PARTNERS ASIA DAECHANG FORGING CO LTD CSAIL 2015-C2 COMMERCIAL C2 A4 CVC EUROPEAN EQUITY PART V DAEDUCK ELECTRONICS CO CSAIL 2015-C4 COMMERCIAL C4 C CVENT INC DAEHAN STEEL CO LTD CSC HOLDINGS LLC CVI GLOBAL VALUE FUND A LP DAESANG HOLDINGS CO LTD CSE GLOBAL LTD CVR PARTNERS LP / CVR NIT 144A DAESUNG ENERGY CO LTD CSG SYSTEMS INTERNATIONAL 144A CVR REFINING LLC / COFFEYVILLE DAESUNG HOLDINGS CO LTD CSL LTD CVR REFINING LP DAEWON SAN UP CO LTD CSMC 2014-USA OA L USA A2 144A CVS GROUP PLC DAH CHONG HONG HOLDINGS LTD CSMC 2014-USA OA LL USA D 144A CVS HEALTH CORP DAH SING FINANCIAL HOLDINGS LT CSMC MORTGAGE-BACKED TR 7 11A4 CVS PASS-THROUGH TRUST DAI NIPPON PRINTING CO LTD CSMC MORTGAGE-BACKED TRU 7 9A5 CVS PASS-THROUGH TRUST 144A DAI NIPPON PRINTING CO LTD CFD CSMC SERIES 2010-R RR1 2A 144A CWABS INC ASSET-BACKED C 5 MF1 DAI NIPPON TORYO CO LTD CSMC SERIES 2010-R RR1 3A 144A CWABS REVOLVING HOME EQUI O 1A DAICEL CHEMICAL INDUSTRIES LTD CSMC TRUST 2013-I IVR3 A1 144A CWABS REVOLVING HOME EQUI P 2A DAICEL CORP CSMC TRUST 2014-TI TIKI D 144A CWABS REVOLVING HOME EQUI U 2A DAI-CHI LIFE INS CO LTD CFD CSMC TRUST 2015-DE DEAL D 144A CWABS REVOLVING HOME EQUIT I A DAIDO KOGYO CO LTD JPY50 CSMC TRUST 2015-DE DEAL F 144A CWHEQ REVOLVING HOME EQ F 2A1A DAIDO STEEL CO LTD CSPC PHARMACEUTICAL GROUP LTD CWHEQ REVOLVING HOME EQUI A 2A DAIFUKU CO LTD CSR LTD CWHEQ REVOLVING HOME EQUI C 2A DAIHATSU DIESEL MANUFACTURING CSRA INC CWHEQ REVOLVING HOME EQUI D 2A DAIHATSU MOTOR CO CFD CSS INDUSTRIES INC CWHEQ REVOLVING HOME EQUI E 2A DAIHATSU MOTOR CO LTD CST BRANDS INC CWHEQ REVOLVING HOME EQUI F 1A DAIHEN CORP CFD CSU CARDSYSTEM SA CWHEQ REVOLVING HOME EQUI G 2A DAIICHI JITSUGYO CO LTD CSX CORP CWHEQ REVOLVING HOME EQUI I 1A DAIICHI KIGENSO KAGAKU-KOGYO C CT REIT CWHEQ REVOLVING HOME EQUI I 2A DAI-ICHI LIFE HOLDINGS INC CTBC FINANCIAL HOLDING CO LTD CWHEQ REVOLVING HOME EQUIT A A DAIICHI SANKYO CO LTD CTI ENGINEERING CO LTD CWHEQ REVOLVING HOME EQUIT B A DAIICHI SANKYO COMPANY LTD CFD CTRIP.COM INTERNATIONAL LTD CYBERDYNE INC DAIICHIKOSHO CO LTD CTS EVENTIM AG & CO KGAA CYBERDYNE INC CFD DAIKEN CORP CTT-CORREIOS DE PORTUGAL SA CYBERTAN TECHNOLOGY INC DAIKEN CORP CFD CUB ELECPARTS INC CYBG PLC CFD DAIKIN INDUSTRIES CFD CUBESMART CYDSA SAB DE CV DAIKIN INDUSTRIES LTD CUBESMART LP CYPRESS SEMICONDUCTOR 5/16 TLB DAIKOKUTENBUSSAN CO LTD CFD CULLEN/FROST BANKERS INC CYPRESS SEMICONDUCTOR CORP DAIKYO INC INC CYRELA BRAZIL REALTY SA EMPREE DAIKYONISHIKAWA CORP CUMULUS MEDIA HOLDINGS INC CYRUSONE INC DAILY MAIL & GENERAL TRUST PLC CUMULUS MEDIA INC CYRUSONE LP / CYRUSONE FINANCE DAILY MAIL&GENERAL TST -A NV CUNNINGHAM LINDSEY 12/12 CO TL CYS INVESTMENTS INC DAIMLER AG CUNNINGHAM LINDSEY 12/12 TL CYTEC INDUSTRIES INC DAIMLER FINANCE NORTH AME 144A

Page 21 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

DAIMLER FINANCE NORTH AMERICA DBCCRE 2014-ARCP M ARCP C 144A DELUXE 2/14 TL DAIMLER INTERNATIONAL FIN REGS DBCCRE 2014-ARCP M ARCP E 144A DELUXE CORP DAINIPPON PHARMACEUTICAL CO LT DBJPM 16-C1 MORTGAGE TRU C1 A4 DEMANDWARE INC DAIRY CREST GROUP PLC DBS GROUP HOLDINGS LTD DENA CO LTD DAIRY FARM INTERNATIONAL HOLDI DBUBS 2011-LC1 MOR LC1A E 144A DENBURY RESOURCES INC DAISHINKU CORP Y50 CFD DBUBS 2011-LC1 MOR LC1A F 144A DENBURY RESOURCES INC 144A DAITO BANK LTD/THE DBUBS 2011-LC1 MOR LC1A G 144A DENHAM COMMODITY PARTNERS VI DAITO BANK NPV CFD DBUBS 2011-LC2 MOR LC2A D 144A GOVERNMENT BOND DAITO PHARMACEUTICAL CO LTD DBUBS 2011-LC3 MOR LC3A D 144A DENMARK I/L GOVERNMENT BOND DAITO PHARMACEUTICAL CO LTD CF DCC ORD CFD DENNY'S CORP DAITO TRUST CONSTRUCTION CO LT DCC PLC DENSO CORP DAIWA HOUSE INDUSTRY CO LTD DCM HOLDINGS CO LTD DENSO CORP CFD DAIWA INDUSTRIES LTD DCP MIDSTREAM OPERATING LP DENTSPLY SIRONA INC DAIWA OFFICE INVESTMENT CORP DCP MIDSTREAM PARTNERS LP INC DAIWA SECURITIES GROUP INC DCPF VI OIL AND GAS DENVER CLUB BUILDING BINDER DAIWABO CO LTD JPY50 CFD DCT INDUSTRIAL TRUST INC DERICHEBOURG SA DAIWABO HOLDINGS CO LTD DDR CORP DERMIRA INC DALIAN WANDA COMMERCIAL PROPER DE' LONGHI SPA DERWENT PLC DALLAS CNTY TX HOSP DIST DE SHAW ORIENTEER FUND LLC DERWENT LONDON PLC CFD DALLAS TX AREA RAPID TRANSIT S DE SHAW ORIENTEER HV FD (15%) DESCENTE LTD CFD DANA FINANCING LUXEMBOURG 144A DEAN FOODS CO DETOUR GOLD CORP DANA INC DEAN FOODS CO 144A DEUTSCHE BANK AG DANAHER CORP DEBENHAMS ORD GBP0.01 (WI) CFD DEUTSCHE BANK AG/LONDON DANIELI & C OFFICINE MECCANICH DEBENHAMS PLC DEUTSCHE BOERSE AG DANONE CFD DECHRA PHARMACEUTICALS PLC DEUTSCHE BUNDESREPUBLIK I REGS DANONE SA DECK CHASSIS ACQUISITION 144A DEUTSCHE EUROSHOP AG DANSKE BANK A/S DECKERS OUTDOOR CORP DEUTSCHE LUFTHANSA AG DANVILLE MANAGEMENT UNIT DEERE & CO DEUTSCHE PFANDBRIEFBANK AG DAPHNE INTERNATIONAL HOLDINGS DELEK US HOLDINGS INC DEUTSCHE POST AG DARDEN RESTAURANTS INC DELHAIZE GROUP DEUTSCHE TELEKOM AG DARFON ELECTRONICS CORP DELICA FOODS CO LTD CFD DEUTSCHE TELEKOM INTERNAT REGS DARLING INGREDIENTS INC DELL 12/15 COV-LITE TLB DEUTSCHE TELEKOM INTERNATIONAL DARMA HENWA TBK PT DELL 6/15 (USD) COV-LITE TLB2 DEUTSCHE WOHNEN AG DART GROUP PLC DELL EQUIPMENT FINANC 1 C 144A DEUTSCHE X-TRACKERS MSCI EAF DASSAULT SYSTEMES DELL EQUIPMENT FINANC 1 D 144A DEUTZ AG DASSAULT SYSTEMES SA CFD DELPHI AUTOMOTIVE PLC DEVA HOLDING AS DATATEL 9/15 COV-LITE TLB DELPHI FINANCIAL GROUP INC DEVELOP-DC L P DAVE & BUSTER'S ENTERTAINMENT DELTA AIR LINES 2002-1 CLASS G DEVON ENERGY CORP DAVIDE CAMPARI-MILANO SPA DELTA AIR LINES 2010-1 CLASS A DEVON FINANCING CO LLC DAVINCI REINSURANCE LTD DELTA AIR LINES 2010-2 CLASS A DEVON PARK BIOVENTURES LP DAVITA 6/14 TLB DELTA AIR LINES INC DEVRO PLC DAVITA INC DELTA DUNIA MAKMUR TBK PT DEVRY EDUCATION GROUP INC DAX INDEX FUTURE (EUX) DELTA ELECTRONICS INC DEXCOM INC DBCCRE 2014-ARCP M ARCP A 144A DELTA LLOYD NV DEXERIALS CORP CFD

Page 22 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

DEXIA CREDIT LOCAL SA REGS DISCOVER CARD EXECUTION A3 A3 DON QUIJOTE HOLDINGS CO LTD DEXIA CREDIT LOCAL SA/NEW 144A DISCOVER CARD EXECUTION A5 A5 DONALDSON CO INC DEXUS PROPERTY GROUP DISCOVER CARD EXECUTION N A2 A DONEGAL GROUP INC DFDS A/S DISCOVER CARD EXECUTION N A3 A DONG AH TIRE & RUBBER CO LTD DGB FINANCIAL GROUP INC DISCOVER FINANCIAL SERVICES DONGBU HITEK CO LTD DH EUROPE FINANCE SA DISCOVERY COMMUNICATIONS INC DONGBU INSURANCE CO LTD DHIPAYA INSURANCE PCL DISCOVERY COMMUNICATIONS LLC DONGIL INDUSTRIES CO LTD DIAGEO CAPITAL PLC DISCOVERY LTD DONGJIN SEMICHEM CO LTD DIAGEO PLC DISH DBS CORP DONGKUK STEEL MILL CO LTD DIAGEO PLC CFD DISH DBS CORP 144A DONGSUNG FINETEC CO LTD DIALOG SEMICONDUCTOR PLC DISH NETWORK CORP DONGWON DEVELOPMENT CO LTD DIAMOND 1 FINANCE CORP / 144A DISTRIBUIDORA INTERNACIONAL DE DONGYANG E&P INC DIAMOND DINING CO LTD CFD DISTRIBUTION FINANCIAL SER 1 D DORCHESTER MINERALS LP DIAMOND HEAD AVIATION 1 B 144A DISTRIBUTION INTERNATIONAL DOREL INDUSTRIES INC DIAMOND OFFSHORE DRILLING INC DIVERSIFIED RESTAURANT HOLDING DORIC NIMROD AIR FINANCE 144A DIAMOND RESORTS 11/15 DIVI'S LABORATORIES LTD DORMA+KABA HOLDING AG DIAMOND RESORTS INTERNATIONAL DIXONS CARPHONE PLC DORMAN PRODUCTS INC DIAMOND RESORTS OWNER 1 B 144A DJ EURO STOXX IND 50 FUT (EUX) DORO AB DIAMOND RESORTS OWNER 2 B 144A DK UIL CO LTD DOSHISHA CO JPY50 CFD DIAMONDBACK ENERGY INC DKK INTEREST DOUGLAS EMMETT INC DIAMONDROCK HOSPITALITY CO DKSH HOLDING AG DOUTOR NICHIRES HOLDINGS CFD DIASORIN SPA DLE INC CFD DOUTOR NICHIRES HOLDINGS CO LT DICK'S SPORTING GOODS INC DLJ MERCHANT BANKING PARTNERS DOVER CORP DICKSON CONCEPTS INTERNATIONAL DLJ MERCHANT BANKING PTNRS LP DOVER STREET VII LP DIEBOLD INC DNB ASA DOW CHEMICAL CO/THE DIEBOLD INC 144A DNB BOLIGKREDITT AS REGS DOWA HOLDING CO LTD NPV CFD DIGI.COM BHD DNO ASA DOWA HOLDINGS CO LTD DIGICEL GROUP LTD 144A DOLBY LABORATORIES INC DOWNER EDI LTD DIGITAL REALTY TRUST INC DOLLAR GENERAL CORP DOWNSTREAM DEVELOPMENT AU 144A DIGITAL REALTY TRUST LP DOLLAR TREE INC DR CI:LABO CO LTD NPV CFD DIGITALGLOBE INC 144A DOLLAR TREE INC 144A DR HORTON INC DIGNITY HEALTH DOLLARAMA INC DR LAL PATHLABS LTD DILLARD'S INC DOMINICAN REPUBLIC INTERN 144A DR PEPPER SNAPPLE GROUP INC DINEEQUITY INC DOMINICAN REPUBLIC INTERN REGS DR REDDY'S LABORATORIES LTD DIO CORP DOMINION DIAMOND CORP DRA GROWTH & INCOME FD VII LLC DIP CORP DOMINION GAS HOLDINGS LLC DRA GROWTH AND INCOME VI LLC DIPLOMAT PHARMACY INC DOMINION MIDSTREAM PARTNERS LP DRA GROWTH AND INCOME VIII LLC DIRECT CAPITAL FUNDIN 2 C 144A DOMINION RESOURCES INC/VA DRAEGERWERK AG & CO KGAA DIRECT LINE INS GRP PLC CFD DOMINO'S PIZZA ENTERPRISES LTD DRAPER FISHER JURVETSON FUND DIRECT LINE INSURANCE GROUP PL DOMINO'S PIZZA GROUP PLC DRAPER FISHER VII L P DIRECTCASH PAYMENTS INC DOMINO'S PIZZA GROUP PLC CFD DRAPER TRIANGLE VENTURES DISCOVER BANK/GREENWOOD DE DOMINO'S PIZZA INC DRAPER TRIANGLE VENTURES II LP DISCOVER CARD EXECUTION A1 A1 DOMTAR CORP DRAPER TRIANGLE VENTURES III DISCOVER CARD EXECUTION A2 A2 DOMUS BWW PSERS HOLDINGS LLC DRAWBRIDGE SPECIAL OPPORT 144A

Page 23 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

DRAX GROUP ORD GBP0.1155172 DURATA THERAPEUTICS IN ECLIPSE RESOURCES CORP DRDGOLD LTD DUTCH LADY MILK INDUSTRIES BHD ECO SERVICES OPERATIONS L 144A DREAM INDUSTRIAL REIT DUZONBIZON CO LTD ECOLAB INC DREAMWORKS ANIMATION LLC DY9 LEASING LLC ECONACH CO LTD JPY50 CFD DREW MARINE 11/13 TL DYCOM INDUSTRIES INC ECONOCOM GROUP SA/NV DREYFUS INST CASH ADV INST SH DYCOM INDUSTRIES INC 144A ECOPETROL SA DRILLISCH AG DYDO DRINCO INC ECORODOVIAS INFRAESTRUTURA E L DRIL-QUIP INC DYNEGY HOLDINGS LLC ECO'S CO LTD/JAPAN DRIVE AUTO RECEIVAB BA A2 144A DYNEGY INC ECUADOR GOVERNMENT INTERN REGS DRIVE AUTO RECEIVABL BA B 144A E*TRADE FINANCIAL CORP EDCON LTD 144A DRYDEN XVI-LEVERAGE 16A D 144A E*TRADE RV & MARINE TRUST 1 A5 EDELMAN FINANCIAL 12/15 DS SMITH PLC CFD E.ON INTERNATIONAL FINANCE BV EDENRED DST SYSTEMS INC E.ON SE EDGEWELL PERSONAL CARE CO DSV A/S E1 CORP EDION CORP NPV CFD DSW INC EAGLE MATERIALS INC EDISON BROS STORES INC COM NEW DT AUTO OWNER TRUST 1A D 144A EAGLE PHARMACEUTICALS INC/DE EDISON BROTHERS STORES INC DT AUTO OWNER TRUST 3A D 144A EAGLE SPINCO INC EDISON INTERNATIONAL DTE ELECTRIC CO EAGLEVIEW TECHNOLOGY 7/15 EDITA FOOD INDUSTRIES SAE DTE ENERGY CO EAST AFRICAN BREWERIES LTD EDLINC STUDENT LOAN A AP 144A DTS CORP EAST JAPAN RAILWAY CO EDLINC STUDENT LOAN A AT 144A DTZ 11/14 2ND LIEN COV-LITE TL EAST JAPAN RAILWAY CO CFD EDP - ENERGIAS DE PORTUGAL SA DTZ 8/15 TL EAST WEST BANCORP INC EDP - ENERGIAS DO BRASIL SA DUBIN CLARK FUND II LP EAST WEST BANKING CORP EDP FINANCE BV 144A DUERR AG EASTERLY GOVERNMENT PROPERTIES EDP RENOVAVEIS SA DUET GROUP EASTLAND CLO LTD 1A B 144A EDUCATION REALTY OPERATING PAR DUFF & PHELPS 3/13 TL EASTMAN CHEMICAL CO EDUCATION REALTY TRUST INC DUFF & PHELPS 8/15 2ND LIEN EASTMAN KODAK 7/13 EXIT TL EDUCATIONAL FUNDING OF TH 1 A2 DUFRY AG EASTON-BELL SPORTS 4/14 TL EDWARDS LIFESCIENCES CORP DUFRY FINANCE SCA 144A EASYJET ORD GBP0.25 CFD EFG INTERNATIONAL AG DUKE ENERGY CAROLINAS LLC EASYJET PLC EFS COGEN 6/16 TLB DUKE ENERGY CORP EATON CORP EG INC DUKE ENERGY FLORIDA LLC EATON CORP PLC EGALET CORP DUKE ENERGY FLORIDA PROJECT FI EATON VANCE CORP EGE SERAMIK SANAYI VE TICARET DUKE ENERGY INDIANA LLC EBARA Y50 CFD EGIS TECHNOLOGY INC DUKE ENERGY OHIO INC EBAY INC EGYPT GOVERNMENT INTERNAT 144A DUKE ENERGY PROGRESS LLC EBRO FOODS SA EGYPTIAN FINANCIAL GROUP-HERME DUKE REALTY CORP EBS BUILDING L L C CL A EGYPTIAN INTERNATIONAL PHARMAC DUKE REALTY LP EBS LITIGATION L L C CL A EHIME BANK LTD/THE CFD DULUXGROUP LTD EBS PENSION L L C CL A EI DU PONT DE NEMOURS & CO DUN & BRADSTREET CORP/THE ECHELON FINANCIAL HOLDINGS INC EIFFAGE SA DUNDEE PRECIOUS METALS INC ECHO TRADING CO JPY50 CFD EIGHTEENTH BANK LTD/THE DUNKIN' BRANDS GROUP INC ECHOSTAR CORP CHEMICAL CO LTD DUPONT FABROS TECHNOLOGY LP ECKERT & ZIEGLER AG EISAI CO LTD DUPONT PERFORMANCE 1/14 (USD) ECLAT TEXTILE CO LTD EISAI CO Y50 CFD

Page 24 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

EKSPORTFINANS ASA EME REORGANIZATION TRUST ENEL SPA CFD EL AL ISRAEL AIRLINES EMEMORY TECHNOLOGY INC ENERFLEX LTD EL PASO ELECTRIC CO EMERA INC ENERGEN CORP EL PASO NATURAL GAS CO LLC EMERA US FINANCE LP 144A ENERGIZER HOLDINGS INC EL SALVADOR GOVERNMENT IN 144A EMERGING MARKETS INDEX NON ENERGIZER HOLDINGS INC 144A EL SALVADOR GOVERNMENT IN REGS EMERSON ELECTRIC CO ENERGY & MINERALS GROUP FD III EL.EN. SPA EMERSON PACIFIC INC ENERGY DEVELOPMENT CORP ELANDERS AB EMGP NPV CFD ENERGY PARTNERS V LP ELCO LTD EMI MUSIC PUBLISHING 8/15 TL ENERGY SELECT SECTOR SPDR ELDORADO GOLD CORP EMI MUSIC PUBLISHING GROU 144A ENERGY TRANSFER EQTY 12/13 TLB ELECTRIC POWER DEVELOPMENT CO EMIS GROUP PLC ENERGY TRANSFER EQUITY 3/15 TL ELECTRICAL COMPONENTS 5/14 TL EMMI AG ENERGY TRANSFER EQUITY LP ELECTRICITE DE FRANCE CFD EMPEROR ENTERTAINMENT HOTEL LT ENERGY TRANSFER PARTNERS LP ELECTRICITE DE FRANCE SA EMPEROR INTERNATIONAL HOLDINGS ENERNOC INC ELECTRICITE DE FRANCE SA 144A EMPIRE CO LTD ENERPLUS CORP ELECTRO RENT CORP EMPIRE DISTRICT ELECTRIC CO/TH ENERSIS AMERICAS SA ELECTROCOMPONENTS PLC CFD EMPIRE GENERATING 3/14 TLB ENERSIS CHILE SA ELECTROLUX AB EMPIRE GENERATING 3/14 TLC ENERSYS ELECTRONIC ARTS INC EMPIRE STATE REALTY TRUST INC ENERSYS 144A ELECTRONICS FOR IMAGING INC EMPRESA DE TELECOMUNICACI REGS ENGIE SA ELEMENT FINANCIAL CORP EMPRESA DE TRANSPORTE DE 144A ENGINEERING SPA ELEMENTIS PLC EMPRESA NACIONAL DE ELECTRICID ENGRO FOODS LTD ELETSON HOLDINGS INC 144A EMS-CHEMIE HOLDING AG ENI SPA ELEVATION PARTNERS LP ENABLE MIDSTREAM PARTNERS LP ENI SPA CFD ELI LILLY & CO ENAEX SA ENLINK MIDSTREAM LLC ELICA SPA ENAGAS SA ENLINK MIDSTREAM PARTNERS LP ELIS SA ENBRIDGE ENERGY MANAGEMENT LLC ENN ENERGY HOLDINGS LTD ELISA OYJ ENBRIDGE ENERGY PARTNERS LP ENNOCONN ELITE ADVANCED LASER CORP ENBRIDGE INC ENNOCONN CORP ELITE MATERIAL CO LTD ENCANA CORP ENPLAS CORP ENPLAS CORP CFD E-LITECOM CO LTD ENCANA CORPORATION ENSCO PLC ELITEGROUP COMPUTER SYSTEMS CO ENCOMPASS DIGITAL 6/14 2ND ENSHU LTD JPY50 CFD ELIZABETH ARDEN INC ENCOMPASS DIGITAL 6/14 TL ENSIGN ENERGY SERVICES INC ELLIS LAKE DOMESTIC FUND LP ENDEMOL 8/14 (USD) COV-LITE TL ENSTAR GROUP LTD ELMOS SEMICONDUCTOR AG ENDESA AMERICAS SA ENTEGRIS INC ELRINGKLINGER AG ENDESA SA ENTERCOM COMMUNICATIONS CORP EMAK SPA ENDO FINANCE LLC / ENDO F 144A ENTERCOM RADIO LLC EMAP NON-CUM RD PRF B SHS ENDO INTERNATIONAL PLC ENTERGY ARKANSAS INC E-MART INC ENDO LTD / ENDO FINANCE L 144A ENTERGY CORP EMBOTELLADORA ANDINA SA ENDO PHARMACEUTICALS 6/15 TLB ENTERGY LOUISIANA LLC EMBRAER SA ENDURANCE INTERNATIONAL 11/13 ENTERGY MISSISSIPPI INC EMC 6/15 TLB ENDURANCE INTERNATIONAL GROUP ENTERGY TEXAS INC EMC CORP ENDURANCE SPECIALTY HOLDINGS L ENTERPRISE FLEET FIN 1 A2 144A EMCOR GROUP INC ENEL SPA ENTERPRISE FLEET FIN 2 A2 144A

Page 25 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

ENTERPRISE PRODUCTS OPERATING ESCROW CORP EUTELSAT COMMUNICATIONS CFD ENTERPRISE PRODUCTS PARTNERS L ESH HOSPITALITY INC 144A EUTELSAT COMMUNICATIONS SA ENTERTAINMENT ONE LTD ESKOM HOLDINGS SOC LTD 144A EV ENERGY PARTNERS LP ENTRUST CAPITAL DIVERSIFIED ESPRINET SPA EVENT HOSPITALITY AND ENTERTAI ENTRUST KEYSTONE FUND ESPRIT HOLDINGS LTD EVERBANK FINANCIAL CORP ENVISION HEALTHCARE HOLDINGS I ESSA BANCORP INC EVERCORE PARTNERS INC ENZYMOTEC LTD ESSEL PROPACK LTD EVEREST RE GROUP LTD EOG RESOURCES INC ESSENT GROUP LTD EVERGRANDE REAL ESTATE GROUP L EOH HOLDINGS LTD PORTFOLIO LP EVERGREEN FIBREBOARD BHD EP ENERGY LLC / EVEREST ACQUIS ESSEX PROPERTY TRUST INC EVERGREEN PACIFIC PARTNERS II EP PETROECUADOR VIA NOBLE REGS ESSILOR INTERNATIONAL SA EVERGREEN PACIFIC PARTNERS LP EPAM SYSTEMS INC ESSILOR INTL ORD CFD EVERSOURCE ENERGY EPICOR 6/15 COV-LITE TL ESSO THAILAND PCL EVERYDAY HEALTH INC EPISTAR CORP ESTEE LAUDER COS INC/THE EVOGENE LTD EPL OIL & GAS INC ESTERLINE TECHNOLOGIES CORP EVOLUTION GAMING GROUP AB EPR PROPERTIES ESTORE CORP EVOLUTION MINING LTD EPS HOLDINGS INC ESUN HOLDINGS LTD EVONIK INDUSTRIES AG EQT CORP ETHIOPIA INTERNATIONAL BO 144A EVOQUA WATER 4/16 INCREMENTAL EQT GP HOLDINGS LP ETHIOPIA INTERNATIONAL BO REGS EVOQUA WATER 4/16 TL EQT MIDSTREAM PARTNERS LP EUCATEX SA INDUSTRIA E COMERCI EVOTEC AG EQUIFAX INC EUGENE TECHNOLOGY CO LTD EVRAZ PLC CFD EQUINIX INC EULER HERMES GROUP EW SCRIPPS CO/THE EQUISTONE PARTNERS EUROPE EULER HERMES SA CFD EXAMWORKS GROUP INC EQUITY COMMONWEALTH EUR INTEREST EXCEL CO LTD JPY50 CFD EQUITY GROUP HOLDINGS LTD/KENY EURAMAX INTERNATIONAL INC 144A EXCELITAS 10/13 TL EQUITY LIFESTYLE PROPERTIES IN EURAZEO SA EXCELSIOR CAPITAL ASIA PRTNRS EQUITY ONE INC EUREKA II LP EXEDY CORP EQUITY ONE MORTGAGE PAS 1 AV1B EUREKA III LP EXEL INDUSTRIES EQUITY RESIDENTIAL EURO-ASIA AGRICULTURAL HLDGS EXELON CORP ERAC USA FINANCE LLC 144A EUROBANK ERGASIAS SA EXELON GENERATION CO LLC ERECT CO-PARTICIPATION FUND EUROCASH SA EXETER AUTOMOBILE RE 1A C 144A EREGLI DEMIR VE CELIK FABRIKAL EUROCOMMERCIAL PROPERTIES NV EXETER AUTOMOBILE RE 3A C 144A EREWARDS 3/15 2ND LIEN TL EUROFINS SCIENTIFIC EUR0.10CFD EXETER CORE INDUSTRIAL CLUB ERIE INDEMNITY CO EUROFINS SCIENTIFIC SE EXETER INDUSTR VALUE FD II LP ERM 5/14 B1A COV-LITE TLB EURONAV NV EXETER INDUSTR VALUE FD III LP ERP OPERATING LP EURONET WORLDWIDE INC EXLSERVICE HOLDINGS INC ERSTE GROUP BANK AG EURONEXT NV EXOCELL INC CL B CONV PFD ERT EURONEXT NV CFD EXOCELL INC CL C CONV PFD ESAL GMBH 144A EUROPACORP EXOCELL INC PFD ESCRIT INC CFD EUROPCAR GROUPE SA REGS EXOCELL INC PFD CL C ESCROW CB ADELPHIA COM EUROPEAN AERONAUTIC DEFENCE EXONE CO/THE ESCROW CB CENTURY COMM EUROPEAN BANK FOR RECONSTRUCTI EXOR SPA ESCROW CENTURY COMMUNI EUROPEAN FINANCIAL STABIL REGS EXP PORT 2 ESCROW GCB CENTURY COM EUROPEAN INVESTMENT BANK EXPEDIA INC

Page 26 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

EXPEDITORS INTERNATIONAL OF WA FANNIE MAE CONNECTICUT C03 FERRELLGAS LP / FERRELLGAS 1M1 FIN EXPERIAN GROUP ORD GBP0 CFD FANNIE MAE CONNECTICUT C03 FERRELLGAS PARTNERS LP EXPERIAN PLC 2M1 FERREXPO FINANCE PLC 144A EXPORT DEVELOPMENT CANADA FANNIE MAE CONNECTICUT C04 FERREYCORP SAA 2M1 FERROTEC CORP EXPORT-IMPORT BANK OF KOR 144A FANUC CORP FERROVIAL SA EXPORT-IMPORT BANK OF KOREA FANUC LTD CFD FEVERTREE DRINKS PLC EXPRESS SCRIPTS HOLDING CO FAR EAST HORIZON LTD FFCA SECURED FRANC 2 WA1C FAR EASTERN NEW CENTURY 144A EXPRO HOLDINGS 8/14 COV-LITE CORP FFCA SECURED FRANCHI 2 B1 INC FAROE PETROLEUM PLC 144A EXTRA SPACE STORAGE INC FAST RETAILING CO LTD FGI OPERATING CO LLC / FGI FIN FASTENAL CO FHC HEALTH SYSTEMS 12/14 EXTREME REACH 1/14 2ND LIEN TL FASTIGHETS AB BALDER FHLMC POOL #00-7462 EXTREME REACH 1/14 TL FAURECIA FHLMC POOL #17-0190 EXXARO RESOURCES LTD FAURECIA EUR7 CFD FHLMC POOL #17-0198 FAVELLE FAVCO BHD FHLMC POOL #17-0207 EXXON MOBIL CORP FBL FINANCIAL GROUP INC FHLMC POOL #1B-3148 EZ TEC EMPREENDIMENTOS E PARTI FBR SECURITIZATION TRUST 2 FHLMC POOL #1J-0008 EZCHIP SEMICONDUCTOR LTD M10 FHLMC POOL #1K-0057 FCB FINANCIAL HOLDINGS INC FHLMC POOL #1K-1220 EZE CASTLE 6/16 COV-LITE TLB FDIC 2010-R1 TRUST R1 A 144A FHLMC POOL #29-2724 F5 NETWORKS INC FDIC 2011-R1 TRUST R1 A 144A FHLMC POOL #29-4486 FABEGE AB FDIC GUARANTEED NOT S1 2A FHLMC POOL #2B-4726 FABRYKI MEBLI FORTE SA 144A FHLMC POOL #2B-5202 FACEBOOK INC FEDERAL EXPRESS CORP 1998 FHLMC POOL #30-0088 FACTSET RESEARCH SYSTEMS PASS FHLMC POOL #36-0101 INC FEDERAL FARM CR BK CONS BD FHLMC POOL #36-0117 FAES FARMA SA FEDERAL HOME LN BK CONS BD FHLMC POOL #53-1021 FAIR ISAAC CORP FEDERAL HOME LN MTG CORP FHLMC POOL #54-1726 FAIRCHILD SEMICONDUCTOR FEDERAL HOME LN MTG CORP FHLMC POOL #75-5319 INTERN STRIP FHLMC POOL #84-7295 FAIRFAX FINANCIAL HOLDING FEDERAL HOME LOAN FHLMC POOL #84-8727 144A MORTGAGE COR FHLMC POOL #84-9138 FAIRFAX FINANCIAL HOLDINGS FEDERAL NATIONAL MORTGAGE FHLMC POOL #84-9248 LTD ASSO FHLMC POOL #84-9506 FAIRFAX MEDIA LTD FEDERAL NATL MTG ASSN FHLMC POOL #84-9787 FAIRPOINT COMMUNICATIONS FEDERAL NATL MTG ASSN STRIP FHLMC POOL #A1-0444 2/13 FEDERAL REALTY INVESTMENT FHLMC POOL #A1-1745 FAIRVIEW CAPITAL II LP TRUS FHLMC POOL #A1-2093 FAIRVIEW CAPITAL L P FEDERAL SIGNAL CORP FHLMC POOL #A1-3466 FAIRWAY OUTDOOR FUN 1A A2 FEDERAL-MOGUL HOLDINGS FHLMC POOL #A1-4315 144A CORP FHLMC POOL #A1-4481 FAIRWOOD HOLDINGS LTD FEDERATED INVESTORS INC FHLMC POOL #A1-7171 FALCO HOLDINGS CO LTD FEDEX CORP FHLMC POOL #A1-8359 FAMILY DOLLAR STORES INC FEI CO FHLMC POOL #A1-9399 FAMILYMART UNY HOLDINGS CO FEINTOOL INTERNATIONAL FHLMC POOL #A1-9457 LTD HOLDING FHLMC POOL #A2-0913 FAMOUS BRANDS LTD FELCOR LODGING LP FHLMC POOL #A2-1459 FANNIE MAE CONNECTICUT C01 FELCOR LODGING TRUST INC FHLMC POOL #A2-3559 1M1 FELISSIMO CORPORATION NPV FHLMC POOL #A2-3630 FANNIE MAE CONNECTICUT C01 CFD FHLMC POOL #A2-4430 2M1 FENG HSIN STEEL CO LTD FHLMC POOL #A2-6073 FANNIE MAE CONNECTICUT C02 FERRARA CANDY 6/12 TL FHLMC POOL #A2-6271 1M1 FERRARA CANDY 6/16 COV-LITE FHLMC POOL #A2-8559 FANNIE MAE CONNECTICUT C02 TL FHLMC POOL #A3-0207 2M2 FERRARI NV FHLMC POOL #A3-1719 FERRARI NV CFD FHLMC POOL #A3-2368

Page 27 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FHLMC POOL #A3-2383 FHLMC POOL #A9-5825 FHLMC POOL #C0-3489 FHLMC POOL #A3-3037 FHLMC POOL #A9-6312 FHLMC POOL #C0-3517 FHLMC POOL #A3-3358 FHLMC POOL #A9-6413 FHLMC POOL #C0-3920 FHLMC POOL #A3-3885 FHLMC POOL #A9-6616 FHLMC POOL #C0-4060 FHLMC POOL #A3-7175 FHLMC POOL #A9-7040 FHLMC POOL #C0-4446 FHLMC POOL #A3-7327 FHLMC POOL #A9-7186 FHLMC POOL #C0-9004 FHLMC POOL #A3-8024 FHLMC POOL #A9-7259 FHLMC POOL #C0-9006 FHLMC POOL #A3-8239 FHLMC POOL #A9-7294 FHLMC POOL #C0-9015 FHLMC POOL #A3-9210 FHLMC POOL #A9-7474 FHLMC POOL #C0-9022 FHLMC POOL #A3-9300 FHLMC POOL #A9-7644 FHLMC POOL #C1-0246 FHLMC POOL #A4-1965 FHLMC POOL #A9-7909 FHLMC POOL #C1-7289 FHLMC POOL #A4-3373 FHLMC POOL #A9-7955 FHLMC POOL #C1-7856 FHLMC POOL #A4-6173 FHLMC POOL #B1-0535 FHLMC POOL #C2-0618 FHLMC POOL #A4-7036 FHLMC POOL #B1-0742 FHLMC POOL #C2-1729 FHLMC POOL #A4-7039 FHLMC POOL #B1-1800 FHLMC POOL #C2-3082 FHLMC POOL #A4-7345 FHLMC POOL #B1-4158 FHLMC POOL #C2-6472 FHLMC POOL #A4-8268 FHLMC POOL #B1-4322 FHLMC POOL #C2-7495 FHLMC POOL #A4-8600 FHLMC POOL #B1-4858 FHLMC POOL #C4-2351 FHLMC POOL #A4-9344 FHLMC POOL #B1-4981 FHLMC POOL #C5-8962 FHLMC POOL #A5-0131 FHLMC POOL #B1-5090 FHLMC POOL #C6-0282 FHLMC POOL #A5-0310 FHLMC POOL #B1-5146 FHLMC POOL #C6-3904 FHLMC POOL #A5-0618 FHLMC POOL #B1-5313 FHLMC POOL #C7-4246 FHLMC POOL #A5-2052 FHLMC POOL #B1-6943 FHLMC POOL #C7-8238 FHLMC POOL #A5-2299 FHLMC POOL #B1-7614 FHLMC POOL #C7-8493 FHLMC POOL #A5-4040 FHLMC POOL #B1-9426 FHLMC POOL #C7-9885 FHLMC POOL #A5-5786 FHLMC POOL #B1-9744 FHLMC POOL #C8-0010 FHLMC POOL #A5-6350 FHLMC POOL #C0-0042 FHLMC POOL #C8-0298 FHLMC POOL #A5-6530 FHLMC POOL #C0-0092 FHLMC POOL #C8-0314 FHLMC POOL #A5-6824 FHLMC POOL #C0-0096 FHLMC POOL #C8-0322 FHLMC POOL #A5-7663 FHLMC POOL #C0-0180 FHLMC POOL #C8-0334 FHLMC POOL #A5-7714 FHLMC POOL #C0-0284 FHLMC POOL #C8-0344 FHLMC POOL #A5-7844 FHLMC POOL #C0-0289 FHLMC POOL #C8-0349 FHLMC POOL #A5-8812 FHLMC POOL #C0-0354 FHLMC POOL #C8-0354 FHLMC POOL #A5-9969 FHLMC POOL #C0-0420 FHLMC POOL #C8-0368 FHLMC POOL #A6-0146 FHLMC POOL #C0-0421 FHLMC POOL #C8-0380 FHLMC POOL #A6-0151 FHLMC POOL #C0-0423 FHLMC POOL #C9-0580 FHLMC POOL #A6-1562 FHLMC POOL #C0-0439 FHLMC POOL #C9-0654 FHLMC POOL #A6-3982 FHLMC POOL #C0-0504 FHLMC POOL #C9-0675 FHLMC POOL #A7-6836 FHLMC POOL #C0-0509 FHLMC POOL #C9-0766 FHLMC POOL #A7-7265 FHLMC POOL #C0-0553 FHLMC POOL #C9-0778 FHLMC POOL #A7-8374 FHLMC POOL #C0-0778 FHLMC POOL #C9-0853 FHLMC POOL #A8-0139 FHLMC POOL #C0-0785 FHLMC POOL #C9-1026 FHLMC POOL #A8-1112 FHLMC POOL #C0-0860 FHLMC POOL #C9-1377 FHLMC POOL #A8-7714 FHLMC POOL #C0-0896 FHLMC POOL #C9-1403 FHLMC POOL #A8-8994 FHLMC POOL #C0-1025 FHLMC POOL #C9-1414 FHLMC POOL #A8-9324 FHLMC POOL #C0-1079 FHLMC POOL #C9-1437 FHLMC POOL #A8-9385 FHLMC POOL #C0-1183 FHLMC POOL #C9-1449 FHLMC POOL #A9-0650 FHLMC POOL #C0-1435 FHLMC POOL #C9-1707 FHLMC POOL #A9-0760 FHLMC POOL #C0-1443 FHLMC POOL #C9-1709 FHLMC POOL #A9-0769 FHLMC POOL #C0-1598 FHLMC POOL #C9-1710 FHLMC POOL #A9-1161 FHLMC POOL #C0-1622 FHLMC POOL #C9-1719 FHLMC POOL #A9-1787 FHLMC POOL #C0-1648 FHLMC POOL #C9-1724 FHLMC POOL #A9-2141 FHLMC POOL #C0-1649 FHLMC POOL #C9-1742 FHLMC POOL #A9-2909 FHLMC POOL #C0-1676 FHLMC POOL #C9-1778 FHLMC POOL #A9-3501 FHLMC POOL #C0-1754 FHLMC POOL #C9-1876 FHLMC POOL #A9-4605 FHLMC POOL #C0-1848 FHLMC POOL #D0-8897 FHLMC POOL #A9-4710 FHLMC POOL #C0-3424 FHLMC POOL #D1-4605 FHLMC POOL #A9-5018 FHLMC POOL #C0-3478 FHLMC POOL #D3-0395 FHLMC POOL #A9-5554 FHLMC POOL #C0-3486 FHLMC POOL #D5-6359

Page 28 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FHLMC POOL #D6-0034 FHLMC POOL #G0-2744 FHLMC POOL #G0-7794 FHLMC POOL #D6-2490 FHLMC POOL #G0-2977 FHLMC POOL #G0-7795 FHLMC POOL #D6-2619 FHLMC POOL #G0-2996 FHLMC POOL #G0-7860 FHLMC POOL #D6-4923 FHLMC POOL #G0-3150 FHLMC POOL #G0-7937 FHLMC POOL #D6-5085 FHLMC POOL #G0-3202 FHLMC POOL #G0-7961 FHLMC POOL #D6-5734 FHLMC POOL #G0-3526 FHLMC POOL #G0-8004 FHLMC POOL #D6-7446 FHLMC POOL #G0-3589 FHLMC POOL #G0-8005 FHLMC POOL #D6-9416 FHLMC POOL #G0-3781 FHLMC POOL #G0-8020 FHLMC POOL #D6-9794 FHLMC POOL #G0-3819 FHLMC POOL #G0-8036 FHLMC POOL #D6-9896 FHLMC POOL #G0-4219 FHLMC POOL #G0-8046 FHLMC POOL #D7-0002 FHLMC POOL #G0-4249 FHLMC POOL #G0-8058 FHLMC POOL #D7-0604 FHLMC POOL #G0-4287 FHLMC POOL #G0-8062 FHLMC POOL #D7-2992 FHLMC POOL #G0-4473 FHLMC POOL #G0-8068 FHLMC POOL #D8-2248 FHLMC POOL #G0-4544 FHLMC POOL #G0-8072 FHLMC POOL #D9-3338 FHLMC POOL #G0-4573 FHLMC POOL #G0-8080 FHLMC POOL #D9-6209 FHLMC POOL #G0-4586 FHLMC POOL #G0-8081 FHLMC POOL #E0-1377 FHLMC POOL #G0-4680 FHLMC POOL #G0-8099 FHLMC POOL #E0-1418 FHLMC POOL #G0-4691 FHLMC POOL #G0-8100 FHLMC POOL #E0-1424 FHLMC POOL #G0-4698 FHLMC POOL #G0-8105 FHLMC POOL #E0-1425 FHLMC POOL #G0-4715 FHLMC POOL #G0-8106 FHLMC POOL #E0-1481 FHLMC POOL #G0-4729 FHLMC POOL #G0-8112 FHLMC POOL #E0-1641 FHLMC POOL #G0-4776 FHLMC POOL #G0-8116 FHLMC POOL #E0-1653 FHLMC POOL #G0-4817 FHLMC POOL #G0-8117 FHLMC POOL #E0-1654 FHLMC POOL #G0-4895 FHLMC POOL #G0-8129 FHLMC POOL #E0-2710 FHLMC POOL #G0-4913 FHLMC POOL #G0-8152 FHLMC POOL #E0-3077 FHLMC POOL #G0-5132 FHLMC POOL #G0-8157 FHLMC POOL #E0-4072 FHLMC POOL #G0-5342 FHLMC POOL #G0-8193 FHLMC POOL #E0-4124 FHLMC POOL #G0-5397 FHLMC POOL #G0-8200 FHLMC POOL #E8-5417 FHLMC POOL #G0-5489 FHLMC POOL #G0-8232 FHLMC POOL #E8-8978 FHLMC POOL #G0-5527 FHLMC POOL #G0-8238 FHLMC POOL #E9-3346 FHLMC POOL #G0-6021 FHLMC POOL #G0-8269 FHLMC POOL #E9-3956 FHLMC POOL #G0-6066 FHLMC POOL #G0-8271 FHLMC POOL #E9-5470 FHLMC POOL #G0-6072 FHLMC POOL #G0-8331 FHLMC POOL #E9-5694 FHLMC POOL #G0-6087 FHLMC POOL #G0-8344 FHLMC POOL #E9-6749 FHLMC POOL #G0-6231 FHLMC POOL #G0-8353 FHLMC POOL #E9-7298 FHLMC POOL #G0-6359 FHLMC POOL #G0-8368 FHLMC POOL #E9-8683 FHLMC POOL #G0-6501 FHLMC POOL #G0-8422 FHLMC POOL #E9-9917 FHLMC POOL #G0-6607 FHLMC POOL #G0-8451 FHLMC POOL #G0-0044 FHLMC POOL #G0-6709 FHLMC POOL #G0-8454 FHLMC POOL #G0-0059 FHLMC POOL #G0-6947 FHLMC POOL #G0-8488 FHLMC POOL #G0-1145 FHLMC POOL #G0-7053 FHLMC POOL #G0-8525 FHLMC POOL #G0-1224 FHLMC POOL #G0-7068 FHLMC POOL #G0-8528 FHLMC POOL #G0-1244 FHLMC POOL #G0-7075 FHLMC POOL #G0-8534 FHLMC POOL #G0-1443 FHLMC POOL #G0-7186 FHLMC POOL #G0-8537 FHLMC POOL #G0-1563 FHLMC POOL #G0-7195 FHLMC POOL #G0-8540 FHLMC POOL #G0-1564 FHLMC POOL #G0-7283 FHLMC POOL #G0-8541 FHLMC POOL #G0-1740 FHLMC POOL #G0-7375 FHLMC POOL #G0-8544 FHLMC POOL #G0-1818 FHLMC POOL #G0-7445 FHLMC POOL #G0-8554 FHLMC POOL #G0-1865 FHLMC POOL #G0-7482 FHLMC POOL #G0-8562 FHLMC POOL #G0-1890 FHLMC POOL #G0-7491 FHLMC POOL #G0-8563 FHLMC POOL #G0-1963 FHLMC POOL #G0-7546 FHLMC POOL #G0-8567 FHLMC POOL #G0-2086 FHLMC POOL #G0-7559 FHLMC POOL #G0-8572 FHLMC POOL #G0-2096 FHLMC POOL #G0-7581 FHLMC POOL #G0-8573 FHLMC POOL #G0-2109 FHLMC POOL #G0-7583 FHLMC POOL #G0-8581 FHLMC POOL #G0-2163 FHLMC POOL #G0-7589 FHLMC POOL #G0-8582 FHLMC POOL #G0-2195 FHLMC POOL #G0-7605 FHLMC POOL #G0-8583 FHLMC POOL #G0-2386 FHLMC POOL #G0-7618 FHLMC POOL #G0-8588 FHLMC POOL #G0-2387 FHLMC POOL #G0-7662 FHLMC POOL #G0-8591 FHLMC POOL #G0-2408 FHLMC POOL #G0-7700 FHLMC POOL #G0-8592

Page 29 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FHLMC POOL #G0-8595 FHLMC POOL #G1-8156 FHLMC POOL #J1-4198 FHLMC POOL #G0-8605 FHLMC POOL #G1-8172 FHLMC POOL #J1-5723 FHLMC POOL #G0-8606 FHLMC POOL #G1-8214 FHLMC POOL #J1-6710 FHLMC POOL #G0-8614 FHLMC POOL #G1-8303 FHLMC POOL #J1-7343 FHLMC POOL #G0-8618 FHLMC POOL #G1-8306 FHLMC POOL #J1-7449 FHLMC POOL #G0-8624 FHLMC POOL #G1-8378 FHLMC POOL #J1-7853 FHLMC POOL #G0-8627 FHLMC POOL #G1-8398 FHLMC POOL #J2-1454 FHLMC POOL #G0-8631 FHLMC POOL #G1-8424 FHLMC POOL #J2-3913 FHLMC POOL #G0-8632 FHLMC POOL #G1-8459 FHLMC POOL #J2-4549 FHLMC POOL #G0-8635 FHLMC POOL #G1-8470 FHLMC POOL #J3-2653 FHLMC POOL #G0-8650 FHLMC POOL #G1-8472 FHLMC POOL #J3-2749 FHLMC POOL #G0-8653 FHLMC POOL #G1-8485 FHLMC POOL #J3-4179 FHLMC POOL #G0-8654 FHLMC POOL #G1-8505 FHLMC POOL #K9-0311 FHLMC POOL #G0-8660 FHLMC POOL #G1-8508 FHLMC POOL #M3-0294 FHLMC POOL #G0-8667 FHLMC POOL #G1-8509 FHLMC POOL #M3-0295 FHLMC POOL #G0-8669 FHLMC POOL #G1-8512 FHLMC POOL #Q0-0080 FHLMC POOL #G0-8671 FHLMC POOL #G1-8514 FHLMC POOL #Q0-0093 FHLMC POOL #G0-8672 FHLMC POOL #G1-8518 FHLMC POOL #Q0-0097 FHLMC POOL #G0-8676 FHLMC POOL #G1-8521 FHLMC POOL #Q0-1485 FHLMC POOL #G0-8680 FHLMC POOL #G1-8527 FHLMC POOL #Q0-1614 FHLMC POOL #G0-8681 FHLMC POOL #G1-8533 FHLMC POOL #Q0-2317 FHLMC POOL #G0-8682 FHLMC POOL #G1-8534 FHLMC POOL #Q0-2576 FHLMC POOL #G0-8687 FHLMC POOL #G1-8561 FHLMC POOL #Q0-3310 FHLMC POOL #G0-8693 FHLMC POOL #G1-8568 FHLMC POOL #Q0-3514 FHLMC POOL #G0-8694 FHLMC POOL #G1-8570 FHLMC POOL #Q0-4032 FHLMC POOL #G0-8697 FHLMC POOL #G1-8575 FHLMC POOL #Q0-4057 FHLMC POOL #G0-8698 FHLMC POOL #G1-8578 FHLMC POOL #Q0-4088 FHLMC POOL #G0-8702 FHLMC POOL #G1-8581 FHLMC POOL #Q0-6749 FHLMC POOL #G0-8706 FHLMC POOL #G1-8587 FHLMC POOL #Q0-7465 FHLMC POOL #G0-8710 FHLMC POOL #G3-0615 FHLMC POOL #Q0-7488 FHLMC POOL #G1-1399 FHLMC POOL #G6-0113 FHLMC POOL #Q0-8760 FHLMC POOL #G1-1776 FHLMC POOL #G6-0194 FHLMC POOL #Q0-8903 FHLMC POOL #G1-1981 FHLMC POOL #G6-0385 FHLMC POOL #Q0-9493 FHLMC POOL #G1-2255 FHLMC POOL #G6-0409 FHLMC POOL #Q0-9896 FHLMC POOL #G1-2438 FHLMC POOL #G6-0421 FHLMC POOL #Q1-1220 FHLMC POOL #G1-2514 FHLMC POOL #G6-0473 FHLMC POOL #Q1-1348 FHLMC POOL #G1-2710 FHLMC POOL #G6-0547 FHLMC POOL #Q1-7133 FHLMC POOL #G1-2723 FHLMC POOL #G6-0568 FHLMC POOL #Q1-8305 FHLMC POOL #G1-2766 FHLMC POOL #G9-0033 FHLMC POOL #Q1-9213 FHLMC POOL #G1-2819 FHLMC POOL #J0-0645 FHLMC POOL #Q2-0100 FHLMC POOL #G1-3078 FHLMC POOL #J0-3519 FHLMC POOL #Q2-0416 FHLMC POOL #G1-3121 FHLMC POOL #J0-3908 FHLMC POOL #Q2-0527 FHLMC POOL #G1-3137 FHLMC POOL #J0-4292 FHLMC POOL #Q2-0921 FHLMC POOL #G1-3885 FHLMC POOL #J0-4324 FHLMC POOL #Q2-0988 FHLMC POOL #G1-4047 FHLMC POOL #J0-5227 FHLMC POOL #Q2-2877 FHLMC POOL #G1-4614 FHLMC POOL #J0-6405 FHLMC POOL #Q2-4418 FHLMC POOL #G1-4953 FHLMC POOL #J0-6644 FHLMC POOL #Q2-4955 FHLMC POOL #G1-4980 FHLMC POOL #J0-8449 FHLMC POOL #Q2-6141 FHLMC POOL #G1-5097 FHLMC POOL #J0-9534 FHLMC POOL #Q2-7222 FHLMC POOL #G1-5143 FHLMC POOL #J0-9954 FHLMC POOL #Q2-7286 FHLMC POOL #G1-5145 FHLMC POOL #J1-0573 FHLMC POOL #Q2-8060 FHLMC POOL #G1-5167 FHLMC POOL #J1-0632 FHLMC POOL #Q2-8202 FHLMC POOL #G1-5309 FHLMC POOL #J1-1210 FHLMC POOL #Q2-9221 FHLMC POOL #G1-5352 FHLMC POOL #J1-1370 FHLMC POOL #Q2-9697 FHLMC POOL #G1-8005 FHLMC POOL #J1-1719 FHLMC POOL #Q2-9916 FHLMC POOL #G1-8009 FHLMC POOL #J1-1994 FHLMC POOL #Q3-0145 FHLMC POOL #G1-8059 FHLMC POOL #J1-2439 FHLMC POOL #Q3-1285 FHLMC POOL #G1-8100 FHLMC POOL #J1-3843 FHLMC POOL #Q3-1296 FHLMC POOL #G1-8118 FHLMC POOL #J1-3919 FHLMC POOL #Q3-4158

Page 30 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FHLMC POOL #Q3-5518 FHLMC MULTICLASS MTG 3901 VB FHLMC MULTICLASS MTG KW01 FHLMC POOL #Q3-7139 FHLMC MULTICLASS MTG 3961 PD A2 FHLMC POOL #Q3-7234 FHLMC MULTICLASS MTG 3970 KB FIAT CHRYSLER AUTOMOBILES FHLMC POOL #Q3-7992 FHLMC MULTICLASS MTG 4017 NV FHLMC POOL #Q3-8853 MA FIAT CHRYSLER AUTOMOBILES FHLMC POOL #Q3-9123 FHLMC MULTICLASS MTG 4057 BZ NV C FHLMC POOL #Q3-9359 FHLMC MULTICLASS MTG 4097 DC FIBERTECH NETWORKS (11/10) FHLMC POOL #Q4-1005 FHLMC MULTICLASS MTG 4097 PB TLB FHLMC POOL #Q4-1208 FHLMC MULTICLASS MTG 4109 AI FIBRA UNO ADMINISTRACION SA FHLMC POOL #V6-0904 FHLMC MULTICLASS MTG 4120 DE FHLMC POOL #V8-1430 IKIO FIBRIA CELULOSE SA FHLMC POOL #V8-1760 FHLMC MULTICLASS MTG 4146 FIDEA HOLDINGS CO LTD FHLMC POOL #V8-1873 IAIO FIDEICOMISO PA COSTERA 144A FHLMC POOL #V8-1890 FHLMC MULTICLASS MTG 4149 ZG FIDELITY & GUARANTY LIFE FHLMC POOL #Z4-0045 FHLMC MULTICLASS MTG 4159 FIDELITY BANK PLC 144A FHLMC POOL #Z4-0092 KSIO FIDELITY NATIONAL FHLMC MULTICLASS CTF 3684 CM FHLMC MULTICLASS MTG 4163 YL INFORMATION FHLMC MULTICLASS CTF 3994 AE FHLMC MULTICLASS MTG 4181 DI FIDELITY REAL ESTATE FHLMC MULTICLASS CTF 4050 ND FHLMC MULTICLASS MTG 4185 LI FIDESSA GROUP PLC FHLMC MULTICLASS MTG FHLMC MULTICLASS MTG 4191 CI FIELMANN AG FHLMC MULTICLASS MTG 2534 PH FHLMC MULTICLASS MTG 4266 LG FIEM INDUSTRIES LTD FHLMC MULTICLASS MTG 2624 QH FHLMC MULTICLASS MTG 4301 FIFTH STREET FINANCE CORP FHLMC MULTICLASS MTG 2628 LE SDIO FIFTH STREET SENIOR 1A A 144A FHLMC MULTICLASS MTG 2632 AB FHLMC MULTICLASS MTG 4307 FIFTH STREET SLF I 2A A1T 144A FHLMC MULTICLASS MTG 2645 DA SEIO FIFTH THIRD AUTO 2013-1 1 A3 FHLMC MULTICLASS MTG 2677 LE FHLMC MULTICLASS MTG 4435 DY FIFTH THIRD AUTO TRUST 20 1 A3 FHLMC MULTICLASS MTG 2697 LG FHLMC MULTICLASS MTG 4592 FIFTH THIRD BANCORP FHLMC MULTICLASS MTG 2725 TA WT FIFTH THIRD BANK/CINCINNATI FHLMC MULTICLASS MTG 2773 EG FHLMC MULTICLASS MTG 4594 SG OH FHLMC MULTICLASS MTG 2907 DY FHLMC MULTICLASS MTG 56 A5 FIGUEROA CLO 2013-1 1A C 144A FHLMC MULTICLASS MTG 2958 QD FHLMC MULTICLASS MTG 58 2A FII BTG PACTUAL CORPORATE FHLMC MULTICLASS MTG 2958 QJ FHLMC MULTICLASS MTG 75 A1 OFFI FHLMC MULTICLASS MTG 2976 HZ FHLMC MULTICLASS MTG K003 A4 FILLMORE EAST FUND LP FHLMC MULTICLASS MTG 2981 NE FHLMC MULTICLASS MTG K006 FILLMORE WEST FUND LP FHLMC MULTICLASS MTG 299 S1 AX1 FILTRONA PLC CFD IO FHLMC MULTICLASS MTG K007 A1 FINANCIAL SELECT SECTOR SPDR FHLMC MULTICLASS MTG 3114 KZ FHLMC MULTICLASS MTG K011 X3 FINANCING CORP STRIP FHLMC MULTICLASS MTG 3123 HT FHLMC MULTICLASS MTG K012 A2 FINANCING CORP STRIP PO FHLMC MULTICLASS MTG 3294 DB FHLMC MULTICLASS MTG K013 X3 FINDEX INC CFD FHLMC MULTICLASS MTG 3535 CA FHLMC MULTICLASS MTG K017 A2 FINECOBANK BANCA FINECO CFD FHLMC MULTICLASS MTG 3558 G FHLMC MULTICLASS MTG K019 X1 FINECOBANK BANCA FINECO SPA FHLMC MULTICLASS MTG 3571 FHLMC MULTICLASS MTG K021 A1 FINGERPRINT CARDS AB MY FHLMC MULTICLASS MTG K021 X1 FINNAIR OYJ FHLMC MULTICLASS MTG 3581 D FHLMC MULTICLASS MTG K025 X1 FINNING INTERNATIONAL INC FHLMC MULTICLASS MTG 3599 DY FHLMC MULTICLASS MTG K032 A1 FIREEYE INC FHLMC MULTICLASS MTG 3653 B FHLMC MULTICLASS MTG K032 A2 FIRST ADVANTAGE 6/15 COV-LITE FHLMC MULTICLASS MTG 3659 FHLMC MULTICLASS MTG K040 A2 FIRST AMERICAN FINANCIAL AM FHLMC MULTICLASS MTG K041 A2 CORP FHLMC MULTICLASS MTG 3693 BD FHLMC MULTICLASS MTG K048 A1 FIRST BANK OF NIGERIA LTD FHLMC MULTICLASS MTG 3704 DC FHLMC MULTICLASS MTG K048 A2 REGS FHLMC MULTICLASS MTG 3722 CA FHLMC MULTICLASS MTG K049 A2 FIRST CAPITAL REALTY INC FHLMC MULTICLASS MTG 3735 AL FHLMC MULTICLASS MTG K710 A2 FIRST CITIZENS BANCSHARES FHLMC MULTICLASS MTG 3737 GA FHLMC MULTICLASS MTG K714 A1 INC/ FHLMC MULTICLASS MTG 3740 PD FHLMC MULTICLASS MTG K716 A2 FIRST COMMONWEALTH FHLMC MULTICLASS MTG 3741 PA FHLMC MULTICLASS MTG K722 A1 FINANCIAL C FHLMC MULTICLASS MTG 3795 ED FHLMC MULTICLASS MTG KAIV FIRST CONNECTICUT BANCORP FHLMC MULTICLASS MTG 3815 BD X2 INC/ FHLMC MULTICLASS MTG 3840 VB FHLMC MULTICLASS MTG KF12 A FIRST DATA 1/14 (USD) EXTENDED FHLMC MULTICLASS MTG 3875 AG FIRST DATA CORP

Page 31 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FIRST DATA CORP 144A FLY LEASING LTD FNMA POOL #0250587 FIRST EAGLE 12/15 COV-LITE FLYBE GROUP PLC FNMA POOL #0250673 FIRST ENERGY SERVICE CO CFD FMC CORP FNMA POOL #0250787 FIRST FINANCIAL HOLDING CO FMC TECHNOLOGIES INC FNMA POOL #0250799 LTD FMR LLC 144A FNMA POOL #0251191 FIRST HORIZON NATIONAL CORP FMS WERTMANAGEMENT AOER FNMA POOL #0251498 FIRST INDUSTRIAL REALTY FNB CORP/PA FNMA POOL #0252023 TRUST FNF GROUP FNMA POOL #0252093 FIRST NATIONAL MASTER NOTE 2 FNMA POOL #0044003 FNMA POOL #0252162 A FNMA POOL #0044088 FNMA POOL #0252211 FIRST NIAGARA FINANCIAL FNMA POOL #0044158 FNMA POOL #0252724 GROUP FNMA POOL #0050005 FNMA POOL #0253112 FIRST PACIFIC CO LTD/HONG FNMA POOL #0050038 FNMA POOL #0254090 KONG FNMA POOL #0050150 FNMA POOL #0254236 FIRST POTOMAC REALTY TRUST FNMA POOL #0050226 FNMA POOL #0254440 FIRST QUALITY FINANCE CO 144A FNMA POOL #0050259 FNMA POOL #0254511 FIRST QUANTUM MINERALS LTD FNMA POOL #0050260 FNMA POOL #0254522 FIRST REPUBLIC BANK/CA FNMA POOL #0050285 FNMA POOL #0254548 FIRST RESERVE FD XII LP FNMA POOL #0050291 FNMA POOL #0254631 FIRST RESERVE FUND X LP FNMA POOL #0050292 FNMA POOL #0254684 FIRST RESERVE FUND XI FNMA POOL #0050353 FNMA POOL #0254693 FIRST RESOURCES LTD FNMA POOL #0050393 FNMA POOL #0254719 FIRST SOLAR INC FNMA POOL #0050403 FNMA POOL #0254759 FIRST TRACTOR CO LTD FNMA POOL #0050432 FNMA POOL #0254766 FIRSTENERGY CORP FNMA POOL #0050492 FNMA POOL #0254767 FIRSTENERGY SOLUTIONS CORP FNMA POOL #0050525 FNMA POOL #0254799 FIRSTGROUP PLC CFD FNMA POOL #0050715 FNMA POOL #0254803 FIRSTLOGIC INC/JP CFD FNMA POOL #0050966 FNMA POOL #0254868 FIRSTMERIT CORP FNMA POOL #0070253 FNMA POOL #0254903 FIRSTRAND LTD FNMA POOL #0070692 FNMA POOL #0254907 FIRSTSERVICE CORP NEW FNMA POOL #0124087 FNMA POOL #0254982 FISERV INC FNMA POOL #0124173 FNMA POOL #0255270 FISHERS LANE ASSOCIATES L FNMA POOL #0124499 FNMA POOL #0255436 144A FNMA POOL #0124790 FNMA POOL #0255456 FITBIT INC FNMA POOL #0137768 FNMA POOL #0255666 FIVE BELOW INC FNMA POOL #0155011 FNMA POOL #0255706 FLAGSHIP CLO VIII LT 8A D 144A FNMA POOL #0156831 FNMA POOL #0255765 FLAGSTAR BANCORP INC FNMA POOL #0159613 FNMA POOL #0255857 FLAMEL TECHNOLOGIES SA FNMA POOL #0171930 FNMA POOL #0255898 FLEETCOR TECHNOLOGIES INC FNMA POOL #0190027 FNMA POOL #0255935 FLEETMATICS GROUP PLC FNMA POOL #0190257 FNMA POOL #0256022 FLETCHER BUILDING LTD FNMA POOL #0190352 FNMA POOL #0256196 FLEX LTD FNMA POOL #0190354 FNMA POOL #0256269 FLIGHT CENTRE TRAVEL GROUP FNMA POOL #0190370 FNMA POOL #0256339 LTD FNMA POOL #0190377 FNMA POOL #0256517 FLIR SYSTEMS INC FNMA POOL #0190379 FNMA POOL #0256712 FLORIDA EAST COAST HOLDIN FNMA POOL #0190396 FNMA POOL #0256743 144A FNMA POOL #0190544 FNMA POOL #0256808 FLORIDA GAS TRANSMISSION FNMA POOL #0224747 FNMA POOL #0256855 144A FNMA POOL #0235038 FNMA POOL #0256896 FLORIDA POWER & LIGHT CO FNMA POOL #0236087 FNMA POOL #0256900 FLORIDA ST HSG FIN CORP FNMA POOL #0250059 FNMA POOL #0256959 REVENU FNMA POOL #0250102 FNMA POOL #0257016 FLORIDA ST HURRICANE FNMA POOL #0250103 FNMA POOL #0257057 CATASTROP FNMA POOL #0250329 FNMA POOL #0257101 FLOWERS FOODS INC FNMA POOL #0250330 FNMA POOL #0257132 FLOWSERVE CORP FNMA POOL #0250433 FNMA POOL #0257163 FLUGHAFEN ZUERICH AG FNMA POOL #0250440 FNMA POOL #0257203 FLUOR CORP FNMA POOL #0250576 FNMA POOL #0257275

Page 32 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FNMA POOL #0257490 FNMA POOL #0545820 FNMA POOL #0723908 FNMA POOL #0257536 FNMA POOL #0545903 FNMA POOL #0725205 FNMA POOL #0268894 FNMA POOL #0545966 FNMA POOL #0725231 FNMA POOL #0281067 FNMA POOL #0545993 FNMA POOL #0725232 FNMA POOL #0300064 FNMA POOL #0545998 FNMA POOL #0725238 FNMA POOL #0303700 FNMA POOL #0555229 FNMA POOL #0725401 FNMA POOL #0303948 FNMA POOL #0555327 FNMA POOL #0725423 FNMA POOL #0304213 FNMA POOL #0555528 FNMA POOL #0725445 FNMA POOL #0310104 FNMA POOL #0555531 FNMA POOL #0725463 FNMA POOL #0310105 FNMA POOL #0555743 FNMA POOL #0725610 FNMA POOL #0310112 FNMA POOL #0555956 FNMA POOL #0725704 FNMA POOL #0310157 FNMA POOL #0580156 FNMA POOL #0725706 FNMA POOL #0310164 FNMA POOL #0596693 FNMA POOL #0725772 FNMA POOL #0313685 FNMA POOL #0598943 FNMA POOL #0725773 FNMA POOL #0318557 FNMA POOL #0617275 FNMA POOL #0725793 FNMA POOL #0331401 FNMA POOL #0622600 FNMA POOL #0725946 FNMA POOL #0333670 FNMA POOL #0624507 FNMA POOL #0726251 FNMA POOL #0333862 FNMA POOL #0626717 FNMA POOL #0726891 FNMA POOL #0339094 FNMA POOL #0632367 FNMA POOL #0727370 FNMA POOL #0342534 FNMA POOL #0633869 FNMA POOL #0731421 FNMA POOL #0344042 FNMA POOL #0634584 FNMA POOL #0731773 FNMA POOL #0344742 FNMA POOL #0637068 FNMA POOL #0734310 FNMA POOL #0346284 FNMA POOL #0643276 FNMA POOL #0735016 FNMA POOL #0348107 FNMA POOL #0643278 FNMA POOL #0735022 FNMA POOL #0357279 FNMA POOL #0644524 FNMA POOL #0735061 FNMA POOL #0357342 FNMA POOL #0647698 FNMA POOL #0735288 FNMA POOL #0357727 FNMA POOL #0648900 FNMA POOL #0735408 FNMA POOL #0357797 FNMA POOL #0649642 FNMA POOL #0735484 FNMA POOL #0364470 FNMA POOL #0651387 FNMA POOL #0735500 FNMA POOL #0386631 FNMA POOL #0651921 FNMA POOL #0735676 FNMA POOL #0387520 FNMA POOL #0661629 FNMA POOL #0735720 FNMA POOL #0399566 FNMA POOL #0663075 FNMA POOL #0735839 FNMA POOL #0401984 FNMA POOL #0663218 FNMA POOL #0735893 FNMA POOL #0403660 FNMA POOL #0665497 FNMA POOL #0735897 FNMA POOL #0408769 FNMA POOL #0672785 FNMA POOL #0735925 FNMA POOL #0451118 FNMA POOL #0675944 FNMA POOL #0738387 FNMA POOL #0452372 FNMA POOL #0676657 FNMA POOL #0738611 FNMA POOL #0463535 FNMA POOL #0676682 FNMA POOL #0740916 FNMA POOL #0463777 FNMA POOL #0678028 FNMA POOL #0741907 FNMA POOL #0465872 FNMA POOL #0687243 FNMA POOL #0743867 FNMA POOL #0466284 FNMA POOL #0687853 FNMA POOL #0745093 FNMA POOL #0466866 FNMA POOL #0688598 FNMA POOL #0745096 FNMA POOL #0467231 FNMA POOL #0689070 FNMA POOL #0745275 FNMA POOL #0469616 FNMA POOL #0689741 FNMA POOL #0745412 FNMA POOL #0469632 FNMA POOL #0692102 FNMA POOL #0745418 FNMA POOL #0469670 FNMA POOL #0694982 FNMA POOL #0745515 FNMA POOL #0470631 FNMA POOL #0695893 FNMA POOL #0745524 FNMA POOL #0471574 FNMA POOL #0696188 FNMA POOL #0745563 FNMA POOL #0471938 FNMA POOL #0697053 FNMA POOL #0745802 FNMA POOL #0500565 FNMA POOL #0697253 FNMA POOL #0745932 FNMA POOL #0504732 FNMA POOL #0703328 FNMA POOL #0745946 FNMA POOL #0535249 FNMA POOL #0704756 FNMA POOL #0745948 FNMA POOL #0535332 FNMA POOL #0705407 FNMA POOL #0746555 FNMA POOL #0544367 FNMA POOL #0705537 FNMA POOL #0747815 FNMA POOL #0545069 FNMA POOL #0708507 FNMA POOL #0752463 FNMA POOL #0545141 FNMA POOL #0709307 FNMA POOL #0752908 FNMA POOL #0545605 FNMA POOL #0710619 FNMA POOL #0754052 FNMA POOL #0545759 FNMA POOL #0720598 FNMA POOL #0754208 FNMA POOL #0545819 FNMA POOL #0723406 FNMA POOL #0755598

Page 33 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FNMA POOL #0756933 FNMA POOL #0846573 FNMA POOL #0890431 FNMA POOL #0759604 FNMA POOL #0846586 FNMA POOL #0890527 FNMA POOL #0761365 FNMA POOL #0848324 FNMA POOL #0890604 FNMA POOL #0762518 FNMA POOL #0848640 FNMA POOL #0890618 FNMA POOL #0764201 FNMA POOL #0848981 FNMA POOL #0890731 FNMA POOL #0766806 FNMA POOL #0849183 FNMA POOL #0892566 FNMA POOL #0768541 FNMA POOL #0851056 FNMA POOL #0893511 FNMA POOL #0769790 FNMA POOL #0852945 FNMA POOL #0894903 FNMA POOL #0770078 FNMA POOL #0864632 FNMA POOL #0894966 FNMA POOL #0772617 FNMA POOL #0865684 FNMA POOL #0896535 FNMA POOL #0775364 FNMA POOL #0867628 FNMA POOL #0897100 FNMA POOL #0776746 FNMA POOL #0868809 FNMA POOL #0897494 FNMA POOL #0776971 FNMA POOL #0870752 FNMA POOL #0898126 FNMA POOL #0777209 FNMA POOL #0870771 FNMA POOL #0899303 FNMA POOL #0777357 FNMA POOL #0872758 FNMA POOL #0899387 FNMA POOL #0778345 FNMA POOL #0878200 FNMA POOL #0899611 FNMA POOL #0779699 FNMA POOL #0878446 FNMA POOL #0899788 FNMA POOL #0780890 FNMA POOL #0879008 FNMA POOL #0900294 FNMA POOL #0781861 FNMA POOL #0880170 FNMA POOL #0902485 FNMA POOL #0782359 FNMA POOL #0880871 FNMA POOL #0902564 FNMA POOL #0782554 FNMA POOL #0880967 FNMA POOL #0903510 FNMA POOL #0783579 FNMA POOL #0881229 FNMA POOL #0905852 FNMA POOL #0783813 FNMA POOL #0882129 FNMA POOL #0905946 FNMA POOL #0788519 FNMA POOL #0882481 FNMA POOL #0908854 FNMA POOL #0790791 FNMA POOL #0886958 FNMA POOL #0909530 FNMA POOL #0791726 FNMA POOL #0888015 FNMA POOL #0910936 FNMA POOL #0792082 FNMA POOL #0888090 FNMA POOL #0912666 FNMA POOL #0797491 FNMA POOL #0888129 FNMA POOL #0912852 FNMA POOL #0797578 FNMA POOL #0888209 FNMA POOL #0914903 FNMA POOL #0802815 FNMA POOL #0888222 FNMA POOL #0917814 FNMA POOL #0804880 FNMA POOL #0888223 FNMA POOL #0918554 FNMA POOL #0807672 FNMA POOL #0888233 FNMA POOL #0918941 FNMA POOL #0807979 FNMA POOL #0888284 FNMA POOL #0922275 FNMA POOL #0810706 FNMA POOL #0888430 FNMA POOL #0922386 FNMA POOL #0810851 FNMA POOL #0888558 FNMA POOL #0923382 FNMA POOL #0814981 FNMA POOL #0888569 FNMA POOL #0923384 FNMA POOL #0815976 FNMA POOL #0888638 FNMA POOL #0923812 FNMA POOL #0817677 FNMA POOL #0888760 FNMA POOL #0924952 FNMA POOL #0819260 FNMA POOL #0888795 FNMA POOL #0928000 FNMA POOL #0820386 FNMA POOL #0888817 FNMA POOL #0928994 FNMA POOL #0821603 FNMA POOL #0888829 FNMA POOL #0929079 FNMA POOL #0821730 FNMA POOL #0888893 FNMA POOL #0929718 FNMA POOL #0821890 FNMA POOL #0889037 FNMA POOL #0929823 FNMA POOL #0822083 FNMA POOL #0889174 FNMA POOL #0929964 FNMA POOL #0822993 FNMA POOL #0889455 FNMA POOL #0930819 FNMA POOL #0824605 FNMA POOL #0889533 FNMA POOL #0930871 FNMA POOL #0826436 FNMA POOL #0889561 FNMA POOL #0930942 FNMA POOL #0829296 FNMA POOL #0889579 FNMA POOL #0931592 FNMA POOL #0832649 FNMA POOL #0889633 FNMA POOL #0932282 FNMA POOL #0833502 FNMA POOL #0889729 FNMA POOL #0932387 FNMA POOL #0835144 FNMA POOL #0889974 FNMA POOL #0932658 FNMA POOL #0835760 FNMA POOL #0889996 FNMA POOL #0932745 FNMA POOL #0836390 FNMA POOL #0890226 FNMA POOL #0932842 FNMA POOL #0836391 FNMA POOL #0890230 FNMA POOL #0933736 FNMA POOL #0836681 FNMA POOL #0890246 FNMA POOL #0933796 FNMA POOL #0838792 FNMA POOL #0890247 FNMA POOL #0933998 FNMA POOL #0840574 FNMA POOL #0890296 FNMA POOL #0935487 FNMA POOL #0842249 FNMA POOL #0890297 FNMA POOL #0937346 FNMA POOL #0843486 FNMA POOL #0890362 FNMA POOL #0938298

Page 34 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FNMA POOL #0939564 FNMA POOL #0995182 FNMA POOL #0AC5407 FNMA POOL #0939685 FNMA POOL #0995245 FNMA POOL #0AC6097 FNMA POOL #0940772 FNMA POOL #0995246 FNMA POOL #0AC6608 FNMA POOL #0941136 FNMA POOL #0995373 FNMA POOL #0AC7542 FNMA POOL #0942198 FNMA POOL #0995738 FNMA POOL #0AC8444 FNMA POOL #0942291 FNMA POOL #0AA0317 FNMA POOL #0AC8517 FNMA POOL #0942470 FNMA POOL #0AA0914 FNMA POOL #0AD0166 FNMA POOL #0942766 FNMA POOL #0AA0917 FNMA POOL #0AD0198 FNMA POOL #0943436 FNMA POOL #0AA1077 FNMA POOL #0AD0209 FNMA POOL #0943999 FNMA POOL #0AA1740 FNMA POOL #0AD0249 FNMA POOL #0944116 FNMA POOL #0AA2139 FNMA POOL #0AD0430 FNMA POOL #0944227 FNMA POOL #0AA3049 FNMA POOL #0AD0490 FNMA POOL #0946833 FNMA POOL #0AA3267 FNMA POOL #0AD0527 FNMA POOL #0947894 FNMA POOL #0AA4536 FNMA POOL #0AD0571 FNMA POOL #0948631 FNMA POOL #0AA5780 FNMA POOL #0AD0664 FNMA POOL #0950994 FNMA POOL #0AA6951 FNMA POOL #0AD0880 FNMA POOL #0953926 FNMA POOL #0AA7670 FNMA POOL #0AD0912 FNMA POOL #0956075 FNMA POOL #0AA7681 FNMA POOL #0AD0919 FNMA POOL #0957560 FNMA POOL #0AA7692 FNMA POOL #0AD0963 FNMA POOL #0958314 FNMA POOL #0AA7706 FNMA POOL #0AD1593 FNMA POOL #0958861 FNMA POOL #0AB0109 FNMA POOL #0AD1608 FNMA POOL #0960445 FNMA POOL #0AB0299 FNMA POOL #0AD3076 FNMA POOL #0960482 FNMA POOL #0AB0339 FNMA POOL #0AD3812 FNMA POOL #0960605 FNMA POOL #0AB1149 FNMA POOL #0AD4101 FNMA POOL #0962280 FNMA POOL #0AB2052 FNMA POOL #0AD4184 FNMA POOL #0962538 FNMA POOL #0AB2078 FNMA POOL #0AD4927 FNMA POOL #0962589 FNMA POOL #0AB2813 FNMA POOL #0AD5137 FNMA POOL #0962875 FNMA POOL #0AB2894 FNMA POOL #0AD5506 FNMA POOL #0962989 FNMA POOL #0AB2896 FNMA POOL #0AD7698 FNMA POOL #0963539 FNMA POOL #0AB2959 FNMA POOL #0AD7784 FNMA POOL #0963958 FNMA POOL #0AB3254 FNMA POOL #0AD8070 FNMA POOL #0964570 FNMA POOL #0AB3272 FNMA POOL #0AD8529 FNMA POOL #0966327 FNMA POOL #0AB3858 FNMA POOL #0AD8538 FNMA POOL #0968227 FNMA POOL #0AB3993 FNMA POOL #0AE0030 FNMA POOL #0968975 FNMA POOL #0AB4807 FNMA POOL #0AE0154 FNMA POOL #0970343 FNMA POOL #0AB5372 FNMA POOL #0AE0207 FNMA POOL #0973477 FNMA POOL #0AB8144 FNMA POOL #0AE0213 FNMA POOL #0981723 FNMA POOL #0AB8152 FNMA POOL #0AE0215 FNMA POOL #0981802 FNMA POOL #0AB8472 FNMA POOL #0AE0217 FNMA POOL #0981861 FNMA POOL #0AB8897 FNMA POOL #0AE0218 FNMA POOL #0982834 FNMA POOL #0AB8906 FNMA POOL #0AE0349 FNMA POOL #0983227 FNMA POOL #0AB8925 FNMA POOL #0AE0392 FNMA POOL #0983471 FNMA POOL #0AB9186 FNMA POOL #0AE0394 FNMA POOL #0984046 FNMA POOL #0AB9255 FNMA POOL #0AE0443 FNMA POOL #0984281 FNMA POOL #0AB9260 FNMA POOL #0AE0451 FNMA POOL #0985559 FNMA POOL #0AB9557 FNMA POOL #0AE0484 FNMA POOL #0985615 FNMA POOL #0AB9749 FNMA POOL #0AE0615 FNMA POOL #0985714 FNMA POOL #0AB9763 FNMA POOL #0AE0616 FNMA POOL #0990713 FNMA POOL #0AB9864 FNMA POOL #0AE0676 FNMA POOL #0994318 FNMA POOL #0AB9965 FNMA POOL #0AE0826 FNMA POOL #0995018 FNMA POOL #0AC0039 FNMA POOL #0AE0828 FNMA POOL #0995023 FNMA POOL #0AC1524 FNMA POOL #0AE0947 FNMA POOL #0995024 FNMA POOL #0AC1540 FNMA POOL #0AE0949 FNMA POOL #0995050 FNMA POOL #0AC2387 FNMA POOL #0AE0998 FNMA POOL #0995066 FNMA POOL #0AC2796 FNMA POOL #0AE3026 FNMA POOL #0995088 FNMA POOL #0AC2953 FNMA POOL #0AE4446 FNMA POOL #0995089 FNMA POOL #0AC4427 FNMA POOL #0AE4578 FNMA POOL #0995112 FNMA POOL #0AC5068 FNMA POOL #0AE4588 FNMA POOL #0995158 FNMA POOL #0AC5136 FNMA POOL #0AE6058

Page 35 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FNMA POOL #0AE6984 FNMA POOL #0AK5151 FNMA POOL #0AL6406 FNMA POOL #0AE7704 FNMA POOL #0AK5852 FNMA POOL #0AL6417 FNMA POOL #0AE7731 FNMA POOL #0AK6724 FNMA POOL #0AL6429 FNMA POOL #0AE7758 FNMA POOL #0AL0082 FNMA POOL #0AL6715 FNMA POOL #0AE7762 FNMA POOL #0AL0160 FNMA POOL #0AL6861 FNMA POOL #0AE8748 FNMA POOL #0AL0247 FNMA POOL #0AL6919 FNMA POOL #0AE9093 FNMA POOL #0AL0552 FNMA POOL #0AL6938 FNMA POOL #0AH0829 FNMA POOL #0AL0574 FNMA POOL #0AL7049 FNMA POOL #0AH0936 FNMA POOL #0AL0576 FNMA POOL #0AL7056 FNMA POOL #0AH1903 FNMA POOL #0AL0656 FNMA POOL #0AL7281 FNMA POOL #0AH3373 FNMA POOL #0AL0719 FNMA POOL #0AL7587 FNMA POOL #0AH5583 FNMA POOL #0AL1013 FNMA POOL #0AL7699 FNMA POOL #0AH6231 FNMA POOL #0AL1104 FNMA POOL #0AL7850 FNMA POOL #0AH6274 FNMA POOL #0AL1107 FNMA POOL #0AL7912 FNMA POOL #0AH6783 FNMA POOL #0AL1176 FNMA POOL #0AL7920 FNMA POOL #0AH6790 FNMA POOL #0AL1319 FNMA POOL #0AL7969 FNMA POOL #0AH7288 FNMA POOL #0AL1354 FNMA POOL #0AL8034 FNMA POOL #0AH7523 FNMA POOL #0AL1410 FNMA POOL #0AL8057 FNMA POOL #0AH8423 FNMA POOL #0AL1468 FNMA POOL #0AL8067 FNMA POOL #0AI1007 FNMA POOL #0AL1711 FNMA POOL #0AL8094 FNMA POOL #0AI1070 FNMA POOL #0AL1743 FNMA POOL #0AL8165 FNMA POOL #0AI2310 FNMA POOL #0AL1801 FNMA POOL #0AL8193 FNMA POOL #0AI3487 FNMA POOL #0AL1895 FNMA POOL #0AL8219 FNMA POOL #0AI3780 FNMA POOL #0AL1948 FNMA POOL #0AL8220 FNMA POOL #0AI6153 FNMA POOL #0AL2088 FNMA POOL #0AL8260 FNMA POOL #0AI6497 FNMA POOL #0AL2940 FNMA POOL #0AL8325 FNMA POOL #0AI6578 FNMA POOL #0AL3291 FNMA POOL #0AL8365 FNMA POOL #0AI6643 FNMA POOL #0AL3423 FNMA POOL #0AL8391 FNMA POOL #0AI7410 FNMA POOL #0AL3484 FNMA POOL #0AL8431 FNMA POOL #0AI7732 FNMA POOL #0AL3499 FNMA POOL #0AL8468 FNMA POOL #0AI7962 FNMA POOL #0AL3544 FNMA POOL #0AL8528 FNMA POOL #0AI8447 FNMA POOL #0AL3593 FNMA POOL #0AM0218 FNMA POOL #0AI8498 FNMA POOL #0AL4029 FNMA POOL #0AM0328 FNMA POOL #0AI9691 FNMA POOL #0AL4082 FNMA POOL #0AM1524 FNMA POOL #0AI9740 FNMA POOL #0AL4195 FNMA POOL #0AM2337 FNMA POOL #0AI9873 FNMA POOL #0AL4287 FNMA POOL #0AM2444 FNMA POOL #0AI9874 FNMA POOL #0AL4360 FNMA POOL #0AM3193 FNMA POOL #0AJ0036 FNMA POOL #0AL4532 FNMA POOL #0AM4291 FNMA POOL #0AJ0351 FNMA POOL #0AL4588 FNMA POOL #0AM4462 FNMA POOL #0AJ1441 FNMA POOL #0AL4645 FNMA POOL #0AM8585 FNMA POOL #0AJ1472 FNMA POOL #0AL4995 FNMA POOL #0AM9007 FNMA POOL #0AJ2128 FNMA POOL #0AL5089 FNMA POOL #0AM9067 FNMA POOL #0AJ4035 FNMA POOL #0AL5097 FNMA POOL #0AN0819 FNMA POOL #0AJ4087 FNMA POOL #0AL5228 FNMA POOL #0AN0977 FNMA POOL #0AJ4853 FNMA POOL #0AL5273 FNMA POOL #0AO2959 FNMA POOL #0AJ5301 FNMA POOL #0AL5423 FNMA POOL #0AO2993 FNMA POOL #0AJ5341 FNMA POOL #0AL5616 FNMA POOL #0AO4135 FNMA POOL #0AJ5679 FNMA POOL #0AL5704 FNMA POOL #0AO7729 FNMA POOL #0AJ6387 FNMA POOL #0AL5711 FNMA POOL #0AO8025 FNMA POOL #0AJ7689 FNMA POOL #0AL5788 FNMA POOL #0AP2098 FNMA POOL #0AJ8198 FNMA POOL #0AL5876 FNMA POOL #0AP2133 FNMA POOL #0AJ8203 FNMA POOL #0AL5882 FNMA POOL #0AP7488 FNMA POOL #0AJ8796 FNMA POOL #0AL5889 FNMA POOL #0AP7724 FNMA POOL #0AJ9278 FNMA POOL #0AL5930 FNMA POOL #0AP8328 FNMA POOL #0AJ9282 FNMA POOL #0AL6273 FNMA POOL #0AP8433 FNMA POOL #0AJ9355 FNMA POOL #0AL6302 FNMA POOL #0AP9041 FNMA POOL #0AK2940 FNMA POOL #0AL6306 FNMA POOL #0AP9720 FNMA POOL #0AK3264 FNMA POOL #0AL6337 FNMA POOL #0AP9736 FNMA POOL #0AK3920 FNMA POOL #0AL6386 FNMA POOL #0AQ0512

Page 36 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FNMA POOL #0AQ1260 FNMA POOL #0AS6730 FNMA POOL #0AW2627 FNMA POOL #0AQ8132 FNMA POOL #0AS6908 FNMA POOL #0AW3598 FNMA POOL #0AQ9330 FNMA POOL #0AS7117 FNMA POOL #0AW3613 FNMA POOL #0AQ9697 FNMA POOL #0AS7124 FNMA POOL #0AW3619 FNMA POOL #0AR2626 FNMA POOL #0AT0238 FNMA POOL #0AW5644 FNMA POOL #0AR3746 FNMA POOL #0AT0682 FNMA POOL #0AW7016 FNMA POOL #0AR7214 FNMA POOL #0AT1156 FNMA POOL #0AW7430 FNMA POOL #0AS0016 FNMA POOL #0AT1586 FNMA POOL #0AW8968 FNMA POOL #0AS0017 FNMA POOL #0AT2014 FNMA POOL #0AW9273 FNMA POOL #0AS0044 FNMA POOL #0AT2016 FNMA POOL #0AX1041 FNMA POOL #0AS0356 FNMA POOL #0AT2032 FNMA POOL #0AX2403 FNMA POOL #0AS0518 FNMA POOL #0AT2127 FNMA POOL #0AX2486 FNMA POOL #0AS0560 FNMA POOL #0AT2613 FNMA POOL #0AX2491 FNMA POOL #0AS0601 FNMA POOL #0AT2725 FNMA POOL #0AX4311 FNMA POOL #0AS0795 FNMA POOL #0AT4017 FNMA POOL #0AX4839 FNMA POOL #0AS0860 FNMA POOL #0AT4041 FNMA POOL #0AX4858 FNMA POOL #0AS0909 FNMA POOL #0AT4473 FNMA POOL #0AX5304 FNMA POOL #0AS1557 FNMA POOL #0AT5989 FNMA POOL #0AX5316 FNMA POOL #0AS1585 FNMA POOL #0AT5990 FNMA POOL #0AX7303 FNMA POOL #0AS1587 FNMA POOL #0AT5993 FNMA POOL #0AX7597 FNMA POOL #0AS2130 FNMA POOL #0AT7281 FNMA POOL #0AX7876 FNMA POOL #0AS2322 FNMA POOL #0AT7591 FNMA POOL #0AX9585 FNMA POOL #0AS2328 FNMA POOL #0AT7620 FNMA POOL #0AY0887 FNMA POOL #0AS2329 FNMA POOL #0AT9694 FNMA POOL #0AY2291 FNMA POOL #0AS2337 FNMA POOL #0AU0801 FNMA POOL #0AY2782 FNMA POOL #0AS2498 FNMA POOL #0AU1292 FNMA POOL #0AY3377 FNMA POOL #0AS2612 FNMA POOL #0AU1628 FNMA POOL #0AY3851 FNMA POOL #0AS2703 FNMA POOL #0AU1629 FNMA POOL #0AY4200 FNMA POOL #0AS2993 FNMA POOL #0AU1661 FNMA POOL #0AY6338 FNMA POOL #0AS3009 FNMA POOL #0AU1803 FNMA POOL #0AY7987 FNMA POOL #0AS3179 FNMA POOL #0AU2158 FNMA POOL #0AY8555 FNMA POOL #0AS3216 FNMA POOL #0AU2619 FNMA POOL #0AY8660 FNMA POOL #0AS3258 FNMA POOL #0AU2661 FNMA POOL #0AY8860 FNMA POOL #0AS3338 FNMA POOL #0AU2807 FNMA POOL #0AY8981 FNMA POOL #0AS3465 FNMA POOL #0AU2926 FNMA POOL #0AY9022 FNMA POOL #0AS3651 FNMA POOL #0AU3353 FNMA POOL #0AZ0862 FNMA POOL #0AS3656 FNMA POOL #0AU3735 FNMA POOL #0AZ2175 FNMA POOL #0AS3957 FNMA POOL #0AU3746 FNMA POOL #0AZ2275 FNMA POOL #0AS4169 FNMA POOL #0AU3751 FNMA POOL #0AZ2316 FNMA POOL #0AS4174 FNMA POOL #0AU4229 FNMA POOL #0AZ2670 FNMA POOL #0AS4184 FNMA POOL #0AU4421 FNMA POOL #0AZ3238 FNMA POOL #0AS4383 FNMA POOL #0AU4647 FNMA POOL #0AZ3926 FNMA POOL #0AS4515 FNMA POOL #0AU6986 FNMA POOL #0AZ4471 FNMA POOL #0AS4690 FNMA POOL #0AU8278 FNMA POOL #0AZ5686 FNMA POOL #0AS4777 FNMA POOL #0AU8537 FNMA POOL #0AZ6158 FNMA POOL #0AS4946 FNMA POOL #0AU8740 FNMA POOL #0AZ7887 FNMA POOL #0AS5212 FNMA POOL #0AU9553 FNMA POOL #0AZ7916 FNMA POOL #0AS5365 FNMA POOL #0AV0662 FNMA POOL #0AZ8987 FNMA POOL #0AS5371 FNMA POOL #0AV0688 FNMA POOL #0BA0431 FNMA POOL #0AS5584 FNMA POOL #0AV0691 FNMA POOL #0BA0826 FNMA POOL #0AS5629 FNMA POOL #0AV2348 FNMA POOL #0BA3973 FNMA POOL #0AS5669 FNMA POOL #0AV2959 FNMA POOL #0BA4728 FNMA POOL #0AS5696 FNMA POOL #0AV3359 FNMA POOL #0BA5334 FNMA POOL #0AS5896 FNMA POOL #0AV6103 FNMA POOL #0BA6216 FNMA POOL #0AS6137 FNMA POOL #0AV7087 FNMA POOL #0BA6358 FNMA POOL #0AS6190 FNMA POOL #0AV7157 FNMA POOL #0BA6422 FNMA POOL #0AS6198 FNMA POOL #0AV8869 FNMA POOL #0BA6432 FNMA POOL #0AS6262 FNMA POOL #0AW0278 FNMA POOL #0BC0801 FNMA POOL #0AS6386 FNMA POOL #0AW0985 FNMA POOL #0BC0926

Page 37 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FNMA POOL #0BC1104 FNMA POOL #0MA2353 FNMA GTD REMIC P/T 11-30 LB FNMA POOL #0BC1128 FNMA POOL #0MA2405 FNMA GTD REMIC P/T 11-66 FA FNMA POOL #0BC1141 FNMA POOL #0MA2417 FNMA GTD REMIC P/T 11-9 AV FNMA POOL #0BC2166 FNMA POOL #0MA2444 FNMA GTD REMIC P/T 11-M5 A2 FNMA POOL #0BC2907 FNMA POOL #0MA2446 FNMA GTD REMIC P/T 11-M8 AB FNMA POOL #0BC4276 FNMA POOL #0MA2496 FNMA GTD REMIC P/T 12-117 DZ FNMA POOL #0BC4489 FNMA POOL #0MA2498 FNMA GTD REMIC P/T 12-118 DV FNMA POOL #0BC9462 FNMA POOL #0MA2508 FNMA GTD REMIC P/T 12-118 VB FNMA POOL #0FN0000 FNMA POOL #0MA2523 FNMA GTD REMIC P/T 12-134 FD FNMA POOL #0FN0003 FNMA POOL #0MA2561 FNMA GTD REMIC P/T 12-3 VB FNMA POOL #0MA0174 FNMA POOL #0MA2670 FNMA GTD REMIC P/T 12-41 BA FNMA POOL #0MA0269 FNMA GTD REMIC P/T FNMA GTD REMIC P/T 12-80 EV FNMA POOL #0MA0481 FNMA GTD REMIC P/T 01/25/2043 FNMA GTD REMIC P/T 12-93 TY FNMA POOL #0MA0587 FNMA GTD REMIC P/T 01-11 L FNMA GTD REMIC P/T 12-M13 FNMA POOL #0MA0651 FNMA GTD REMIC P/T 01-T1 A1 ASQ2 FNMA POOL #0MA0669 FNMA GTD REMIC P/T 01-W3 B3 FNMA GTD REMIC P/T 12-M5 A2 FNMA POOL #0MA0741 FNMA GTD REMIC P/T 01-W3 B4 FNMA GTD REMIC P/T 12-M9 ASQ2 FNMA POOL #0MA0878 FNMA GTD REMIC P/T 02-57 PG FNMA GTD REMIC P/T 13-14 NG FNMA POOL #0MA0909 FNMA GTD REMIC P/T 02-W1 3B4 FNMA GTD REMIC P/T 13-18 CY FNMA POOL #0MA0926 FNMA GTD REMIC P/T 02-W1 3B5 FNMA GTD REMIC P/T 13-26 ID FNMA POOL #0MA0955 FNMA GTD REMIC P/T 02-W6 3B3 FNMA GTD REMIC P/T 13-38 AI FNMA POOL #0MA1017 FNMA GTD REMIC P/T 02-W6 3B5 FNMA GTD REMIC P/T 13-43 IX IO FNMA POOL #0MA1029 FNMA GTD REMIC P/T 03-71 PK FNMA GTD REMIC P/T 13-44 DI FNMA POOL #0MA1044 FNMA GTD REMIC P/T 03-T4 2A5 FNMA GTD REMIC P/T 13-55 AI FNMA POOL #0MA1104 FNMA GTD REMIC P/T 03-W1 B3 FNMA GTD REMIC P/T 13-88 CA FNMA POOL #0MA1107 FNMA GTD REMIC P/T 03-W10 1A4 FNMA GTD REMIC P/T 13-M4 ASQ2 FNMA POOL #0MA1164 FNMA GTD REMIC P/T 03-W10 2B5 FNMA GTD REMIC P/T 14-33 AH FNMA POOL #0MA1169 FNMA GTD REMIC P/T 03-W15 2A7 FNMA GTD REMIC P/T 14-68 BS IO FNMA POOL #0MA1200 FNMA GTD REMIC P/T 03-W4 2B4 FNMA GTD REMIC P/T 14-90 SA IO FNMA POOL #0MA1201 FNMA GTD REMIC P/T 04-70 EB FNMA GTD REMIC P/T 14-M13 A2 FNMA POOL #0MA1212 FNMA GTD REMIC P/T 04-T2 1A3 FNMA GTD REMIC P/T 14-M3 AB2 FNMA POOL #0MA1246 FNMA GTD REMIC P/T 04-T3 1A1 FNMA GTD REMIC P/T 14-M4 ASQ2 FNMA POOL #0MA1307 FNMA GTD REMIC P/T 04-W11 1A2 FNMA GTD REMIC P/T 14-M9 ASQ2 FNMA POOL #0MA1356 FNMA GTD REMIC P/T 04-W8 3A FNMA GTD REMIC P/T 15-12 PC FNMA POOL #0MA1391 FNMA GTD REMIC P/T 04-W9 2A1 FNMA GTD REMIC P/T 15-27 SA IO FNMA POOL #0MA1401 FNMA GTD REMIC P/T 05-110 MB FNMA GTD REMIC P/T 15-3 AY FNMA POOL #0MA1417 FNMA GTD REMIC P/T 05-29 WC FNMA GTD REMIC P/T 15-44 Z FNMA POOL #0MA1424 FNMA GTD REMIC P/T 05-70 PA FNMA GTD REMIC P/T 15-M1 A2 FNMA POOL #0MA1446 FNMA GTD REMIC P/T 05-W1 1A2 FNMA GTD REMIC P/T 15-M15 FNMA POOL #0MA1463 FNMA GTD REMIC P/T 05-W2 A8 ASQ2 FNMA POOL #0MA1508 FNMA GTD REMIC P/T 06-22 CE FNMA GTD REMIC P/T 15-M7 AB2 FNMA POOL #0MA1511 FNMA GTD REMIC P/T 07-114 A6 FNMA GTD REMIC P/T 15-M7 ASQT FNMA POOL #0MA1527 FNMA GTD REMIC P/T 08-15 SB IO FNMA GTD REMIC P/T 16-M3 ASQ2 FNMA POOL #0MA1575 FNMA GTD REMIC P/T 09-39 LB FNMA GTD REMIC P/T 2010-98 BH FNMA POOL #0MA1584 FNMA GTD REMIC P/T 09-71 MB FNMA GTD REMIC P/T 2013-34 GP FNMA POOL #0MA1608 FNMA GTD REMIC P/T 09-76 HA FNMA GTD REMIC P/T 99-T2 A1 FNMA POOL #0MA1652 FNMA GTD REMIC P/T 09-96 DB FOB ICE CCP COLLATERAL FNMA POOL #0MA1732 FNMA GTD REMIC P/T 09-W1 A FOCUS BRANDS (2ND LIEN 2/12) FNMA POOL #0MA1785 FNMA GTD REMIC P/T 10-118 GF FOCUS BRANDS 4/13 TL FNMA POOL #0MA1931 FNMA GTD REMIC P/T 10-129 SM I FOMENTO DE CONSTRUCCIONES FNMA POOL #0MA2077 FNMA GTD REMIC P/T 10-141 MD Y CO FNMA POOL #0MA2093 FNMA GTD REMIC P/T 10-150 PC FOMENTO ECONOMICO FNMA POOL #0MA2110 FNMA GTD REMIC P/T 10-58 NQ MEXICANO SAB FNMA POOL #0MA2125 FNMA GTD REMIC P/T 10-60 D FONCIERE DES REGIO EUR2 CFD FNMA POOL #0MA2149 FNMA GTD REMIC P/T 10-81 PB FONCIERE DES REGIONS FNMA POOL #0MA2287 FNMA GTD REMIC P/T 10-96 DC FOOT LOCKER INC FNMA POOL #0MA2320 FNMA GTD REMIC P/T 10-M7 A2 FORBO HOLDING AG FNMA POOL #0MA2321 FNMA GTD REMIC P/T 11-109 PK FORD CREDIT AUTO LEASE T B FNMA POOL #0MA2335 FNMA GTD REMIC P/T 11-110 CY A2A

Page 38 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FORD CREDIT AUTO LEASE TR A FORTRESS INVESTMENT FUND V FREENET AG A3 A FREEPORT-MCMORAN INC FORD CREDIT AUTO LEASE TR A FORTRESS INVESTMENT GROUP FREIGHTWAYS LTD A4 LLC FREMF 2012-K707 MO K707 B 144A FORD CREDIT AUTO LEASE TR B FORTUM OYJ FREMF 2012-K708 MO K708 B 144A A3 FORTUNE BRANDS HOME & FREMF 2013-K712 MO K712 C 144A FORD CREDIT AUTO OWNE 1 A SECURITY FREMF 2013-K713 MO K713 C 144A 144A FORTUNE REAL ESTATE FREMF 2016-K55 MORT K55 B 144A FORD CREDIT AUTO OWNER T B INVESTMENT FRESB 2016-SB14 MORT SB14 A10F A2B FOSCHINI GROUP LTD/THE FRESENIUS MEDICAL CARE AG & FORD CREDIT AUTO OWNER TR A FOSSIL GROUP INC CO A3 FOSTER ELECTRIC CO JPY CO CFD FRESENIUS SE & CO KGAA FORD CREDIT AUTO OWNER TR A FOSTER ELECTRIC CO LTD FRESH DEL MONTE PRODUCE INC A4 FOSUN INTERNATIONAL LTD FRESH MARKET INC/THE 144A FORD CREDIT AUTO OWNER TR B FOUNTAIN SET HOLDINGS LTD FRESHPET INC A3 FOUR CORNERS PROPERTY TRUST FRESNILLO PLC FORD CREDIT AUTO OWNER TR C IN FRESNILLO PLC ORD CFD A3 FOUR TIMES SQUARE T 4TS A 144A FRONTIER COMMUNICATIONS FORD CREDIT AUTO OWNER TR C FOURLIS HOLDINGS SA CORP A4 FOX CHASE BANCORP INC FRUTAROM INDUSTRIES LTD FORD CREDIT AUTO OWNER TR D FRANCE GOVERNMENT BOND OA FS INVESTMENT CORP A3 REGS F-SECURE OYJ FORD CREDIT AUTO OWNER TRU FRANCE TELECOM SA CFD FSN CAPITAL IV A C FRANCESCA'S HOLDINGS CORP FT LAUDERDALE GALLERIA FORD CREDIT AUTO OWNER TRU FRANCISCO PARTNERS II L P FTGROUP CO LTD A D FRANCISCO PARTNERS III FTI CONSULTING INC FORD CREDIT FLOORPLAN MAS 1 FRANCISCO PARTNERS IV LP FTS INTERNATIONAL INC A1 FRANCISCO PARTNERS LP FTS INTERNATIONAL INC 144A FORD CREDIT FLOORPLAN MAS 5 FRANCO-NEVADA CORP FTSE 100 INDEX FUTURE (ICE) A2 FRANCOTYP-POSTALIA HOLDING FU YU CORP LTD FORD CREDIT FLOORPLAN MAST 2 AG FUCHS PETROLUB SE A FRANKLIN CAPITAL ASSOC III L P FUFENG GROUP LTD FORD CREDIT FLOORPLAN MAST 4 FRANKLIN FINANCIAL SERVICES FUGRO NV B CO FUJI CO LTD/EHIME FORD MOTOR CO FRANKLIN RESOURCES INC FUJI CO Y50 CFD FORD MOTOR CREDIT CO LLC FRANK'S INTERNATIONAL NV FUJI CORP LTD JPY50 CFD FOREST CITY REALTY TRUST INC FRAPORT AG FRANKFURT FUJI ELECTRIC CO LTD FOREST INVESTMENTS AIRPORT S FUJI ELECTRIC HOLDINGS CO LT Y FOREST LABORATORIES INC CVR FRASERS CENTREPOINT TRUST FUJI HEAVY INDUSTRIES LTD FOREST LABORATORIES LLC 144A FRAZIER HEALTHCARE III L P FUJI HEAVY INDUSTRIES LTD CFD FORMOSA ADVANCED FRAZIER HEALTHCARE IV LP FUJI KIKO CO LTD TECHNOLOGIES FRAZIER HEALTHCARE V LP FUJI MEDIA HOLDINGS INC FORMOSAN UNION CHEMICAL FRED OLSEN ENERGY ASA FUJI PHARMA CO LTD FORTESCUE 11/13 COV-LITE TL FREDDIE MAC STRUCTURED DNA1 FUJI PHOTO FILM CO LTD CFD FORTESCUE METALS GROUP LTD M2 FUJI SOFT ABC INC CFD FORTINET INC FREDDIE MAC STRUCTURED DNA2 FUJI SOFT INC FORTIS INC M2 FUJIFILM HOLDINGS CORP FORTRESS CREDIT OP 5A A1T 144A FREDDIE MAC STRUCTURED DNA3 FUJIKURA KASEI CO CFD FORTRESS CREDIT OP 6A A1T 144A M2 FUJIKURA KASEI CO LTD FORTRESS CREDIT OPPO 3A C 144A FREDDIE MAC STRUCTURED HQ1 FUJIKURA LTD CFD FORTRESS CREDIT OPPO 3A D M2 FUJIKURA RUBBER JPY50 CFD 144A FREDDIE MAC STRUCTURED HQ2 FUJIMORI KOGYO CO JPY50 CFD FORTRESS CREDIT OPPO 5A C 144A M2 FUJITSU FRONTECH LTD FORTRESS CREDIT OPPO 6A D FREDDIE MAC STRUCTURED HQ3 FUJITSU GENERAL LTD 144A M2 FUJITSU GENERAL Y50 CFD FORTRESS INCOME FUND LTD FREDDIE MAC STRUCTURED HQA1 FUJITSU LTD FORTRESS INVESTMENT FUND IV M2 FUKOKU CO LTD FORTRESS INVESTMENT FUND FREDDIE MAC STRUCTURED HQA2 FUKUDA CORP LLC M2 FUKUDA DENSHI CO LTD

Page 39 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

FUKUI BANK CFD GARDA FI RELATIVE VAL OPP FUND GENESEE & WYOMING INC FUKUI COMPUTER HOLDINGS INC FUKUOKA FINANCIAL GROUP INC GARDA FI RELATIVE VALUE FUND GENESIS ENERGY LP FUKUOKA REIT CORP FUKUOKA GARDA INF OP FD CL B GENESIS ENERGY LP / GENESIS EN CFD GARMIN LTD GENESIS HEALTHCARE 10/12 TLB FUKUSHIMA BANK CFD FULGENT SUN INTERNATIONAL GARTNER INC GENESYS 2/13 COV-LITE (USD) TL HOLD GARWARE WALL ROPES LTD GENKY STORES INC NPV CFD FULTON FINANCIAL CORP GAS NATURAL SDG SA GENMAB A/S FULUM GROUP HOLDINGS LTD GAS OIL FUTURE (ICE) GENON ENERGY INC FUNAI ELECTRIC CO LTD FURUKAWA BATTERY CFD GASLOG PARTNERS LP GENPACT LTD FURUKAWA CO CFD GASOLINE RBOB FUT (NYM) GENTERA SAB DE CV FURUKAWA ELECTRIC CO LTD GASOLINE RBOB FUTURE (NYM) GENTEX CORP FURUKAWA-SKY ALUMINUM CORP CFD GATEGROUP HOLDING AG GENTHERM INC FURUNO ELECTRIC CO Y50 CFD GATES GLOBAL 6/14 (USD) GENTING HONG KONG LTD FURUSATO INDUSTRIES LTD GATX CORP GENTING MALAYSIA BHD FURYU CORP FUSO PHARMACEUTICAL GAZ DE FRANCE CFD GENTING SINGAPORE PLC INDUSTRIES GBP INTEREST GENUINE PARTS CO FUTURE CORP GBST HOLDINGS LTD GENUS PLC FUTURE LAND DEVELOPMENT HOLDIN GCA SERVICES 2/16 COV-LITE TL GENWORTH FINANCIAL INC FUTUREN SA GCI INC GENWORTH MI CANADA INC FWM INC GCL-POLY ENERGY HOLDINGS LTD GENWORTH MORTGAGE INSURANCE AU G4S PLC GCP APPLIED TECHNOLOGIES 144A CO LTD CFD G-7 HOLDINGS INC GCP APPLIED TECHNOLOGIES INC GEO GROUP INC/THE GABON GOVERNMENT INTERNAT 144A GE CAPITAL COMMERCIA C3 J 144A GEO HOLDINGS CORP GABON GOVERNMENT INTERNAT REGS GE CAPITAL INTERNATIONAL 144A GEODESIC LTD INR2 GABS 114A AELTUS CBO GE CAPITAL MORTGAGE FUN HE3 A5 GEORG FISCHER AG GAHR COMMERCIAL M NRF CFX 144A GE COMMERCIAL MORTGAGE C C1 A4 GEORGETOWN UNIVERSITY GAHR COMMERCIAL M NRF EFX 144A GEA GROUP AG GOVERNMENT INTERN 144A GAHR COMMERCIAL M NRF FFX 144A GEBERIT AG GEORGIA POWER CO GAIN CAPITAL HOLDINGS INC GECINA EUR7.50 CFD GEORGIA ST GAKKEN HOLDINGS CO LTD NPV CFD GECINA SA GEORGIA TECH FOUNDATION INC GAKKYUSHA CO LTD CFD GEM DIAMONDS LTD GEORGIAN OIL AND GAS CORP 144A GALAXY ENTERTAINMENT GROUP LTD GEMALTO NV GEORGIA-PACIFIC LLC GALENICA AG GEMTEK TECHNOLOGY CORP GEOSPACE TECHNOLOGIES CORP GALLIFORD TRY PLC GENEL ENERGY PLC GEOX SPA GALP ENERGIA SGPS SA GENER8 MARITIME IN WTS 17MAY17 GERBER SCIENTIFIC INC COM GALTON ONSHORE MORTGAGE GENERAC HOLDINGS INC GERDAU SA GAM HOLDING AG GENERAL DYNAMICS CORP GEROVA LTD ORD SHS GAMESA CORP TECNOLOGICA SA GENERAL ELECTRIC CO GERRESHEIMER AG GAMESTOP CORP GENERAL ELECTRIC CO REGS GET NICE HOLDINGS LTD GAMESTOP CORP 144A GENERAL GROWTH PROPERTIES INC GET SA EUR0.40 POST CONSLDTN GAMING AND LEISURE PROPERTIES GENERAL MILLS INC GETAC TECHNOLOGY CORP GAMMA COMMUNICATIONS PLC GENERAL MOTORS CO GETINGE AB GAMUDA BHD GENERAL MOTORS FINANCIAL CO IN GF SECURITIES CO LTD GANNETT CO INC GENERATION IM GLOBAL EQUITY FD GFI GROUP INC GAP INC/THE

Page 40 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

GFK SE GLOBAL MEDICAL REIT INC GNMA POOL #0274845 GFL ENVIRONMENTAL INC 144A GLOBAL PARTNERS LP/MA GNMA POOL #0278752 G-FORCE 2005-RR LLC RRA B 144A GLOBAL PAYMENTS 3/16 TLB GNMA POOL #0283858 GFPT PCL GLOBAL PAYMENTS INC GNMA POOL #0291118 GHANA GOVERNMENT BOND GLOBAL PORTS INVESTMENTS PLC GNMA POOL #0294096 GHANA GOVERNMENT INTERNAT REGS GLOBAL SOURCES LTD GNMA POOL #0299710 GIANT MANUFACTURING CO LTD GLOBAL TEL LINK 5/13 2ND LIEN GNMA POOL #0304488 GIGABYTE TECHNOLOGY CO LTD GLOBAL TEL LINK 5/13 COV-LT TL GNMA POOL #0316417 GIGAMON INC GLOBAL UNICHIP CORP GNMA POOL #0317081 G-III APPAREL GROUP LTD GLOBALTRANS INVESTMENT PLC GNMA POOL #0319280 GILDAN ACTIVEWEAR INC GLOBUS MEDICAL INC GNMA POOL #0326446 GILEAD SCIENCES INC GLORIOUS SUN ENTERPRISES LTD GNMA POOL #0326843 GIMV NV GLORY KOGYO Y50 CFD GNMA POOL #0330530 GIVAUDAN SA GLORY LTD GNMA POOL #0333352 GJENSIDIGE FORSIKRING ASA GLOW ENERGY PCL GNMA POOL #0341673 GKN PLC GLP CAPITAL LP / GLP FINANCING GNMA POOL #0343613 GKN PLC CFD GLP J-REIT GNMA POOL #0344202 GL LTD GLS AUTO RECEIVABLES 1A B 144A GNMA POOL #0345885 GLANBIA ORD EUR0.06 CFD GM FINANCIAL AUTOMO 2A A4 144A GNMA POOL #0351170 GLAUKOS CORP GM FINANCIAL AUTOMOBILE 2 A2A GNMA POOL #0351408 GLAXOSMITHKLINE BANGLADESH LTD GM FINANCIAL AUTOMOBILE 2 A2B GNMA POOL #0352050 GLAXOSMITHKLINE CAPITAL INC GM FINANCIAL AUTOMOBILE L 1 A2 GNMA POOL #0357737 GLAXOSMITHKLINE CAPITAL PLC GM FINANCIAL AUTOMOBILE L 1 A3 GNMA POOL #0361382 GLAXOSMITHKLINE CONSUMER NIGER GM FINANCIAL AUTOMOBILE L 2 A3 GNMA POOL #0362222 GLAXOSMITHKLINE PAKISTAN LTD GM FINANCIAL AUTOMOBILE L 3 A3 GNMA POOL #0365526 GLAXOSMITHKLINE PLC GMAC COMMERCIAL MORTGAGE C2I K GNMA POOL #0367096 GLAXOSMITHKLINE PLC CFD GMACM HOME EQUIT HE4 A2VN 144A GNMA POOL #0369368 GLEACHER MEZZANINE FUND II LP GMACM MORTGAGE LOAN TR AR1 22A GNMA POOL #0373730 GLEACHER MEZZANINE FUND LP GMACM MORTGAGE LOAN TR AR2 1A2 GNMA POOL #0385503 GLENCORE CANADA CORP GMACM MORTGAGE LOAN TRU AR2 4A GNMA POOL #0386561 GLENCORE FINANCE CANADA L 144A GMB KOREA CORP GNMA POOL #0386697 GLENCORE FINANCE EUROPE S REGS GMO CLOUD K.K. GNMA POOL #0391574 GLENCORE FUNDING LLC 144A GMO CLOUD K.K. CFD GNMA POOL #0393292 GLENCORE INTL PLC ORD USD0 CFD GMO INTERNET INC GNMA POOL #0400438 GLENCORE PLC GMO INTERNET INC NPV CFD GNMA POOL #0401189 GLENMARK PHARMACEUTICALS LTD GMO PAYMENT GATEWAY INC CFD GNMA POOL #0408329 GLOBAL BRASS AND COPPER 6/16 GMS INC GNMA POOL #0410207 GLOBAL CASH ACCESS 11/14 TLB GN STORE NORD A/S GNMA POOL #0419161 GLOBAL EAGLE ENTERTAINMENT INC GNC HOLDINGS INC GNMA POOL #0421117 GLOBAL HEALTHCARE EXCH 7/15 GNMA POOL #0191638 GNMA POOL #0421539 GLOBAL HEALTHCARE EXCHANGE GNMA POOL #0203058 GNMA POOL #0422071 GLOBAL KNOWLEDGE 1/15 TL GNMA POOL #0209804 GNMA POOL #0423788 GLOBAL LIGHTING TECHNOLOGIES I GNMA POOL #0271730 GNMA POOL #0426136 GLOBAL LOGISTIC PROPERTIES LTD GNMA POOL #0274765 GNMA POOL #0427830

Page 41 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

GNMA POOL #0429778 GNMA POOL #0552245 GNMA POOL #0616011 GNMA POOL #0430151 GNMA POOL #0552706 GNMA POOL #0616361 GNMA POOL #0430886 GNMA POOL #0552890 GNMA POOL #0616980 GNMA POOL #0431661 GNMA POOL #0553057 GNMA POOL #0617150 GNMA POOL #0431662 GNMA POOL #0553167 GNMA POOL #0618886 GNMA POOL #0432702 GNMA POOL #0554233 GNMA POOL #0619187 GNMA POOL #0433309 GNMA POOL #0554242 GNMA POOL #0622122 GNMA POOL #0433333 GNMA POOL #0555704 GNMA POOL #0623352 GNMA POOL #0433820 GNMA POOL #0557306 GNMA POOL #0626066 GNMA POOL #0435971 GNMA POOL #0561383 GNMA POOL #0630106 GNMA POOL #0436472 GNMA POOL #0564458 GNMA POOL #0634828 GNMA POOL #0436491 GNMA POOL #0565159 GNMA POOL #0638234 GNMA POOL #0436735 GNMA POOL #0571334 GNMA POOL #0639909 GNMA POOL #0437117 GNMA POOL #0572841 GNMA POOL #0642501 GNMA POOL #0442018 GNMA POOL #0575915 GNMA POOL #0643349 GNMA POOL #0442121 GNMA POOL #0576003 GNMA POOL #0644789 GNMA POOL #0442132 GNMA POOL #0576498 GNMA POOL #0646729 GNMA POOL #0442188 GNMA POOL #0579509 GNMA POOL #0648601 GNMA POOL #0442189 GNMA POOL #0581434 GNMA POOL #0652555 GNMA POOL #0442263 GNMA POOL #0584146 GNMA POOL #0652746 GNMA POOL #0442631 GNMA POOL #0584434 GNMA POOL #0659695 GNMA POOL #0445387 GNMA POOL #0587282 GNMA POOL #0669020 GNMA POOL #0447745 GNMA POOL #0587721 GNMA POOL #0672628 GNMA POOL #0463811 GNMA POOL #0588181 GNMA POOL #0684206 GNMA POOL #0465217 GNMA POOL #0588206 GNMA POOL #0687719 GNMA POOL #0470009 GNMA POOL #0591738 GNMA POOL #0690156 GNMA POOL #0470221 GNMA POOL #0591845 GNMA POOL #0690910 GNMA POOL #0472961 GNMA POOL #0592266 GNMA POOL #0692606 GNMA POOL #0473656 GNMA POOL #0595818 GNMA POOL #0697848 GNMA POOL #0477481 GNMA POOL #0596729 GNMA POOL #0698236 GNMA POOL #0485795 GNMA POOL #0598138 GNMA POOL #0699114 GNMA POOL #0486793 GNMA POOL #0598680 GNMA POOL #0700806 GNMA POOL #0500269 GNMA POOL #0600022 GNMA POOL #0702046 GNMA POOL #0503436 GNMA POOL #0602794 GNMA POOL #0704207 GNMA POOL #0503460 GNMA POOL #0604141 GNMA POOL #0704506 GNMA POOL #0505564 GNMA POOL #0604661 GNMA POOL #0704575 GNMA POOL #0520056 GNMA POOL #0607122 GNMA POOL #0712078 GNMA POOL #0536310 GNMA POOL #0607635 GNMA POOL #0713333 GNMA POOL #0537417 GNMA POOL #0610850 GNMA POOL #0717038 GNMA POOL #0542997 GNMA POOL #0612233 GNMA POOL #0720075 GNMA POOL #0549559 GNMA POOL #0613820 GNMA POOL #0720209 GNMA POOL #0550727 GNMA POOL #0614191 GNMA POOL #0721227 GNMA POOL #0551755 GNMA POOL #0615583 GNMA POOL #0722770 GNMA POOL #0551757 GNMA POOL #0615869 GNMA POOL #0723354

Page 42 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

GNMA POOL #0726139 GNMA POOL #0794603 GNMA GTD REMIC P/T 10-97 C GNMA POOL #0729349 GNMA POOL #0AA2672 GNMA GTD REMIC P/T 10-H12 PT GNMA POOL #0733673 GNMA POOL #0AA3000 GNMA GTD REMIC P/T 11-105 B GNMA POOL #0733871 GNMA POOL #0AA8341 GNMA GTD REMIC P/T 11-109 AC GNMA POOL #0734425 GNMA POOL #0AA8385 GNMA GTD REMIC P/T 11-109 B GNMA POOL #0737423 GNMA POOL #0AB2891 GNMA GTD REMIC P/T 11-109 C GNMA POOL #0737942 GNMA POOL #0AB7970 GNMA GTD REMIC P/T 11-110 A GNMA POOL #0738111 GNMA POOL #0AC1702 GNMA GTD REMIC P/T 11-110 B GNMA POOL #0738950 GNMA POOL #0AC3661 GNMA GTD REMIC P/T 11-127 C GNMA POOL #0748525 GNMA POOL #0AC3938 GNMA GTD REMIC P/T 11-15 C GNMA POOL #0750223 GNMA POOL #0AD1621 GNMA GTD REMIC P/T 11-161 B GNMA POOL #0758905 GNMA POOL #0AD1699 GNMA GTD REMIC P/T 11-161 C GNMA POOL #0767167 GNMA POOL #0AE3868 GNMA GTD REMIC P/T 11-19 WJ GNMA POOL #0767301 GNMA POOL #0AE6953 GNMA GTD REMIC P/T 11-27 CB GNMA POOL #0771242 GNMA POOL #0AE7714 GNMA GTD REMIC P/T 11-38 B GNMA POOL #0776879 GNMA POOL #0AF5843 GNMA GTD REMIC P/T 11-77 B GNMA POOL #0777254 GNMA POOL #0AG7484 GNMA GTD REMIC P/T 11-86 C GNMA POOL #0778577 GNMA POOL #0AI6880 GNMA GTD REMIC P/T 12-131 A GNMA POOL #0778793 GNMA POOL #0AJ1126 GNMA GTD REMIC P/T 12-135 AB GNMA POOL #0779084 GNMA POOL #0AJ1985 GNMA GTD REMIC P/T 12-135 AC GNMA POOL #0779242 GNMA POOL #0AK0568 GNMA GTD REMIC P/T 12-2 AB GNMA POOL #0779704 GNMA POOL #0AK8998 GNMA GTD REMIC P/T 12-27 IO GNMA POOL #0780041 GNMA POOL #0AL4531 GNMA GTD REMIC P/T 12-35 A GNMA POOL #0780082 GNMA POOL #0AL5911 GNMA GTD REMIC P/T 12-43 VB GNMA POOL #0780453 GNMA POOL #0AL5912 GNMA GTD REMIC P/T 12-46 AB GNMA POOL #0780517 GNMA POOL #0AN4450 GNMA GTD REMIC P/T 12-46 AE GNMA POOL #0780589 GNMA GTD REMIC P/T 01-16 Z GNMA GTD REMIC P/T 12-70 AB GNMA POOL #0781148 GNMA GTD REMIC P/T 04-88 MG GNMA GTD REMIC P/T 13-113 AZ GNMA POOL #0781567 GNMA GTD REMIC P/T 07-35 NE GNMA GTD REMIC P/T 13-150 VQ GNMA POOL #0781690 GNMA GTD REMIC P/T 07-69 D GNMA GTD REMIC P/T 13-176 AB GNMA POOL #0781746 GNMA GTD REMIC P/T 08-66 UM GNMA GTD REMIC P/T 13-29 AB GNMA POOL #0781829 GNMA GTD REMIC P/T 09-105 C GNMA GTD REMIC P/T 13-29 AC GNMA POOL #0781905 GNMA GTD REMIC P/T 09-108 WG GNMA GTD REMIC P/T 13-32 B GNMA POOL #0781961 GNMA GTD REMIC P/T 09-3 C GNMA GTD REMIC P/T 13-43 B GNMA POOL #0782049 GNMA GTD REMIC P/T 09-4 C GNMA GTD REMIC P/T 13-55 A GNMA POOL #0782520 GNMA GTD REMIC P/T 09-94 LF GNMA GTD REMIC P/T 13-57 A GNMA POOL #0782560 GNMA GTD REMIC P/T 10-113 KE GNMA GTD REMIC P/T 13-72 AC GNMA POOL #0782562 GNMA GTD REMIC P/T 10-14 A GNMA GTD REMIC P/T 14-061 A GNMA POOL #0782631 GNMA GTD REMIC P/T 10-140 AB GNMA GTD REMIC P/T 14-101 VA GNMA POOL #0782872 GNMA GTD REMIC P/T 10-140 C GNMA GTD REMIC P/T 14-14 AE GNMA POOL #0782949 GNMA GTD REMIC P/T 10-155 B GNMA GTD REMIC P/T 14-14 BL GNMA POOL #0783292 GNMA GTD REMIC P/T 10-156 AC GNMA GTD REMIC P/T 14-150 C GNMA POOL #0783403 GNMA GTD REMIC P/T 10-156 C GNMA GTD REMIC P/T 14-33 A GNMA POOL #0793903 GNMA GTD REMIC P/T 10-65 C GNMA GTD REMIC P/T 14-47 AB

Page 43 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

GNMA GTD REMIC P/T 14-47 C GNMA II POOL #0783366 GNMA II POOL #0MA1224 GNMA GTD REMIC P/T 14-54 A GNMA II POOL #0783417 GNMA II POOL #0MA1266 GNMA GTD REMIC P/T 14-67 A GNMA II POOL #0783418 GNMA II POOL #0MA1350 GNMA GTD REMIC P/T 14-75 A GNMA II POOL #0791938 GNMA II POOL #0MA1374 GNMA GTD REMIC P/T 14-88 AH GNMA II POOL #0A3034S GNMA II POOL #0MA1375 GNMA GTD REMIC P/T 15-101 AE GNMA II POOL #0AA6149 GNMA II POOL #0MA1449 GNMA GTD REMIC P/T 15-128 AJ GNMA II POOL #0AC9903 GNMA II POOL #0MA1450 GNMA GTD REMIC P/T 15-133 AL GNMA II POOL #0AH4598 GNMA II POOL #0MA1523 GNMA GTD REMIC P/T 15-140 AC GNMA II POOL #0AH4618 GNMA II POOL #0MA1525 GNMA GTD REMIC P/T 15-171 BD GNMA II POOL #0AL9364 GNMA II POOL #0MA1573 GNMA GTD REMIC P/T 2013-141 A GNMA II POOL #0AR8426 GNMA II POOL #0MA1602 GNMA II POOL #0004037 GNMA II POOL #0AR8429 GNMA II POOL #0MA1603 GNMA II POOL #0004061 GNMA II POOL #0AS6771 GNMA II POOL #0MA1678 GNMA II POOL #0004343 GNMA II POOL #0MA0007 GNMA II POOL #0MA1761 GNMA II POOL #0004399 GNMA II POOL #0MA0025 GNMA II POOL #0MA1762 GNMA II POOL #0004696 GNMA II POOL #0MA0138 GNMA II POOL #0MA1839 GNMA II POOL #0004697 GNMA II POOL #0MA0154 GNMA II POOL #0MA1918 GNMA II POOL #0004853 GNMA II POOL #0MA0223 GNMA II POOL #0MA1919 GNMA II POOL #0004883 GNMA II POOL #0MA0233 GNMA II POOL #0MA1920 GNMA II POOL #0004923 GNMA II POOL #0MA0391 GNMA II POOL #0MA1921 GNMA II POOL #0004978 GNMA II POOL #0MA0392 GNMA II POOL #0MA2073 GNMA II POOL #0004979 GNMA II POOL #0MA0461 GNMA II POOL #0MA2074 GNMA II POOL #0005116 GNMA II POOL #0MA0462 GNMA II POOL #0MA2147 GNMA II POOL #0005233 GNMA II POOL #0MA0514 GNMA II POOL #0MA2148 GNMA II POOL #0005260 GNMA II POOL #0MA0535 GNMA II POOL #0MA2149 GNMA II POOL #0005334 GNMA II POOL #0MA0624 GNMA II POOL #0MA2223 GNMA II POOL #0082468 GNMA II POOL #0MA0699 GNMA II POOL #0MA2224 GNMA II POOL #0082483 GNMA II POOL #0MA0701 GNMA II POOL #0MA2304 GNMA II POOL #0082600 GNMA II POOL #0MA0712 GNMA II POOL #0MA2305 GNMA II POOL #0082625 GNMA II POOL #0MA0782 GNMA II POOL #0MA2444 GNMA II POOL #0082827 GNMA II POOL #0MA0783 GNMA II POOL #0MA2522 GNMA II POOL #0710035 GNMA II POOL #0MA0851 GNMA II POOL #0MA2798 GNMA II POOL #0710065 GNMA II POOL #0MA0852 GNMA II POOL #0MA2891 GNMA II POOL #0710077 GNMA II POOL #0MA0855 GNMA II POOL #0MA2892 GNMA II POOL #0710078 GNMA II POOL #0MA0908 GNMA II POOL #0MA2893 GNMA II POOL #0721566 GNMA II POOL #0MA0934 GNMA II POOL #0MA2960 GNMA II POOL #0725631 GNMA II POOL #0MA0937 GNMA II POOL #0MA2961 GNMA II POOL #0731500 GNMA II POOL #0MA1010 GNMA II POOL #0MA2962 GNMA II POOL #0731503 GNMA II POOL #0MA1012 GNMA II POOL #0MA3104 GNMA II POOL #0751746 GNMA II POOL #0MA1015 GNMA II POOL #0MA3106 GNMA II POOL #0757327 GNMA II POOL #0MA1092 GNMA II POOL #0MA3216 GNMA II POOL #0759375 GNMA II POOL #0MA1156 GNMA II POOL #0MA3309 GNMA II POOL #0765225 GNMA II POOL #0MA1157 GNMA II POOL #0MA3310 GNMA II POOL #0766545 GNMA II POOL #0MA1223 GNMA II POOL #0MA3375

Page 44 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

GNMA II POOL #0MA3455 GRAND CANYON EDUCATION INC GRIFOLS WORLDWIDE OPERATIONS L GNMA II POOL #0MA3602 GRAND CITY PROPERTIES SA GRINDROD LTD GNMA II POOL #0MA3663 GRAND PACIFIC BUSINE 1A B 144A GROUP 1 AUTOMOTIVE INC GNMA II POOL #0MA3735 GRAND PARKWAY TRANSPRTN CORP T GROUP 4 SECURICOR PLC CFD GO FINANCIAL AUTO SEC 1 B 144A GRANDVISION NV GROUPE BRUXELLES LAMBERT SA GO-AHEAD GROUP PLC GRANDY HOUSE CORP GROUPE CRIT GODADDY INC GRANGE RESOURCES LTD GROUPE EUROTUNNEL SE GODO STEEL LTD JPY50 CFD GRANITE CONSTRUCTION INC GROUPE FNAC SA GODREJ CONSUMER PRODUCTS LTD GRANITE OIL CORP GROUPON INC GOLAR LNG LTD GRAPHIC PACKAGING HOLDING CO GROWTHPOINT PROPERTIES LTD GOLAR LNG PARTNERS LP GRAY TELEVISION INC GRUBHUB INC GOLD 100 OZ FUTURE (CMX) GRAY TELEVISION INC 144A GRUMA SAB DE CV GOLD FIELDS LTD GRAYSON CLO LTD 1A B 144A GRUPO AEROMEXICO SAB DE CV GOLD HILL VENTURE LENDING 03-A GRAYSON CLO LTD 1A C 144A GRUPO AEROPORTUARIO DEL CENTRO GOLDCORP INC GREAT CANADIAN GAMING CORP GRUPO AEROPORTUARIO DEL PACIFI GOLDCREST CO CFD GREAT EAGLE HOLDINGS LTD GRUPO AEROPORTUARIO DEL SUREST GOLDCREST CO LTD GREAT EASTERN HOLDINGS LTD GRUPO AVAL ACCIONES Y VALORES GOLDEN AGRI-RESOURCES LTD GREAT HILL EQUITY PARTNERS II GRUPO BIMBO SAB DE CV GOLDEN CREDIT CARD T 1A A 144A GREAT HILL EQUITY PARTNERS III GRUPO CATALANA OCCIDENTE SA GOLDEN FRIENDS CORP GREAT HILL EQUITY PARTNERS IV GRUPO FINANCIERO BANORTE SAB D GOLDEN LEGACY PTE LTD 144A GREAT LAKES CLO 2015 1A D 144A GRUPO FINANCIERO GALICIA SA GOLDEN LIVING (5/11) TLB GREAT PLAINS ENERGY INC GRUPO FINANCIERO INBURSA SAB D GOLDEN NUGGET ESCROW INC 144A GREAT PORTLAND ESTATES PLC GRUPO FINANCIERO INTERACCIONES GOLDENTREE LOAN OPPO 5A E 144A GREAT WEST LIFECO INC GRUPO FINANCIERO SANTANDER MEX GOLDLION HOLDINGS LTD GREATBATCH 10/15 TLB GRUPO INDUSTRIAL SALTILLO SAB GOLDMAN SACHS GROUP INC/THE GREATBATCH INC GRUPO LALA SAB DE CV GOLDPOINT PARTNERS GREATVIEW ASEPTIC PACKAGING CO GRUPO LAMOSA SAB DE CV GOLF DIGEST ONLINE INC GREE INC GRUPO MEXICO SAB DE CV GOME ELECTRICAL APPLIANCES HOL GREEKTOWN HOLDINGS LLC/GR 144A GRUPO SIMEC SAB DE CV GOODBABY INTERNATIONAL HOLDING GREEN PLAINS INC GRUPO SUPERVIELLE SA GOODMAN GROUP GREEN TREE RECREATIONAL E C B2 GRUPO TELEVISA SAB GOODYEAR TIRE & RUBBER CO/THE GREENBRIER COS INC/THE GRYPHON PARTNERS II LP GOPRO INC GREENCORE GROUP ORD CFD GRYPHON PARTNERS III GOURMET MASTER CO LTD GREENE KING PLC CFD GS HOME SHOPPING INC GOVERNMENT OF CANADA GREENWICH STREET CAP PARTNERS GS MORTGAGE SECUR RR3 A1S 144A GP PORTFOLIO TRUST GPP D 144A GREGGS PLC GS MORTGAGE SECURI GC12 D 144A GP PORTFOLIO TRUST GPP E 144A GREGGS PLC CFD GS MORTGAGE SECURI GC13 D 144A GPT GROUP/THE GREIF INC GS MORTGAGE SECURI GC16 D 144A GRACO INC GRENADA GOVERNMENT INTERN 144A GS MORTGAGE SECURI GC16 F 144A GRAHAM CORP GREYSTAR REAL ESTATE PART 144A GS MORTGAGE SECURI GCJ7 D 144A GRAHAM HOLDINGS CO GREYWOLF CLO II LTD 1A D 144A GS MORTGAGE SECURI GCJ7 E 144A GRAMERCY REAL ESTA 1A BFX 144A GRIFFON CORP GS MORTGAGE SECURI GCJ7 F 144A GRAMERCY REAL ESTAT 1A A1 144A GRIFFON CORP 144A GS MORTGAGE SECURI GCJ9 D 144A GRAN TIERRA ENERGY INC GRIFOLS SA GS MORTGAGE SECURI GSFL D 144A

Page 45 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

GS MORTGAGE SECURI RENT F 144A GTCR FUND XI LP HAITONG INTERNATIONAL SECURITI GS MORTGAGE SECURI RR2 A1 144A G-TEKT CORP CFD HAITONG SECURITIES CO LTD GS MORTGAGE SECURIT G1 A2 144A GTH FINANCE BV 144A HAKUDO CO LTD JPY50 CFD GS MORTGAGE SECURIT GC3 D 144A GTL TRADE FINANCE INC 144A HAKUHODO DY HOLDINGS INC GS MORTGAGE SECURIT GC5 D 144A GTR ORLANDO FL AVIATION AUTH A HAKUTO CO LTD GS MORTGAGE SECURIT GC5 E 144A GTT COMMUNICATIONS INC HALCON RESOURCES CORP GS MORTGAGE SECURIT GC5 F 144A GUANGDONG INVESTMENT LTD HALCYON LOAN ADVISOR 2A E 144A GS MORTGAGE SECURIT GC6 D 144A GUANGDONG YUEYUN TRANSPORTATIO HALDEX AB GS MORTGAGE SECURIT GC6 E 144A GUANGNAN HOLDINGS LTD GROUP ORD GBP0.01 CFD GS MORTGAGE SECURIT GG2 J 144A GUD HOLDINGS LTD HALLIBURTON CO GS MORTGAGE SECURIT GG2 K 144A GUERBET HALMA ORD 10P CFD GS MORTGAGE SECURITI C1 D 144A GUESS? INC HALMA PLC GS MORTGAGE SECURITI C1 E 144A GUGGENHEIM TECHNOLOGY VENTURES HALOZYME THERAPEUTICS INC GS MORTGAGE SECURITI C1 F 144A GUIDEWIRE SOFTWARE INC HALPERN DENNY FUND III LP GS MORTGAGE SECURITI C2 D 144A GUINNESS GHANA BREWERIES LTD HALYARD HEALTH INC GS MORTGAGE SECURITIE GC20 AAB GUINNESS NIGERIA PLC HAMAMATSU PHOTONICS KK GS MORTGAGE SECURITIES GC13 A1 GUITAR CENTER INC 144A HAMILTON SUNDSTRAND 2/13 TL GS MORTGAGE SECURITIES GC18 A1 GUJARAT ALKALIES & CHEMICALS L HAMMERSON PLC GS MORTGAGE SECURITIES GC22 A1 GUJARAT INDUSTRIES POWER CO LT HAMMERSON PLC CFD GS MORTGAGE SECURITIES GC24 A5 GUJARAT NARMADA VALLEY FERTILI HAMPTON MANAGEMENT UNIT GS MORTGAGE SECURITIES GC30 A4 GUJARAT STATE FERTILIZERS & CH HANA FINANCIAL GROUP INC GS MORTGAGE SECURITIES GC32 A4 GUJARAT STATE PETRONET LTD HANA MICROELECTRONICS PCL GS MORTGAGE SECURITIES GC6I F GULFPORT ENERGY CORP HANCOCK HOLDING CO GS MORTGAGE SECURITIES GCJ7 AS GULLIVER INTERNATIONAL CFD HANDSMAN CO LTD GS MORTGAGE SECURITIES GCJ7 C GUMI INC CFD HANDSOME CO LTD GS MORTGAGE SECURITIES GCJ9 A3 GUNGHO ONLINE ENTERTAINMENT IN HANESBRANDS INC GS MORTGAGE SECURITIES GG10 A4 GUNGHO ONLINE ENTMT NPV CFD HANG FUNG GOLD TEC HKD0.10 GS MORTGAGE SECURITIES T GS2 C GUNMA BANK CFD HANG LUNG PROPERTIES LTD GS RETAIL CO LTD GURIT HOLDING AG HANG SENG BANK LTD GSAA TRUST 6 1A2 GURUNAVI INC HANG SENG INDEX FUTURE (HKG) GSAA TRUST 9 A4A GVC HOLDINGS PLC HANISON CONSTRUCTION HOLDINGS GSC PARTNERS CDO INVESTORS GVC HOLDINGS PLC CFD HANKUK PAPER MANUFACTURING CO GSC RECOVERY II LP GWA GROUP LTD HANKYU HANSHIN HOLDINGS INC GSC RECOVERY III PARALLEL FUND H LUNDBECK A/S HANKYU HANSHIN HOLDNGS INC CFD GSI CREOS CORP CFD H&E EQUIPMENT SERVICES INC HANMI PHARM CO LTD GSMS 2016-RENT MZB 144A H&R BLOCK INC HANMIGLOBAL CO LTD GSR MORTGAGE LOAN TRUS AR4 6A1 H&R REAL ESTATE INVESTMENT TR HANNOVER RUECK SE GSR MORTGAGE LOAN TRUST 10 2A1 HABIB BANK LTD HANNSTAR BOARD CORP GST AUTOLEATHER 7/14 TL HACHIJUNI BANK LTD/THE HANOVER INSURANCE GROUP INC/TH GSV CAPITAL CORP HAEMONETICS CORP HANSEN TECHNOLOGIES LTD GT CAPITAL HOLDINGS INC HAGIHARA INDUSTRIES INC HANSON BUILDING 3/15 COV-LITE GTCR FUND IX HAHN & COMPANY II LP HANSSEM CO LTD GTCR FUND VI LP HAIER ELECTRONICS GROUP CO LTD HANWHA CORP GTCR FUND VIII LP HAIN CELESTIAL GROUP INC/THE HANWHA GENERAL INSURANCE CO LT

Page 46 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

HANWHA LIFE INSURANCE CO LTD HAYNES INTERNATIONAL INC HELMERICH & PAYNE INC HANWHA Q CELLS CO LTD HAYS PLC HELVETIA HOLDING AG HANWHA TECHWIN CO LTD HB FULLER CO HEMFOSA FASTIGHETER AB CORP HC STARCK 3/16 (USD) TLE HENDERSON GROUP PLC HARBOUR VEST INTL PRIVATE EQ HCA 4/13 TLB4 HENDERSON GROUP PLC CFD HARBOURVEST INTL PRIVATE EQUTY HCA HOLDINGS INC HENDERSON LAND DEVELOPMENT CO HARBOURVEST PARTNERS VIII - HCA INC HENGAN INTERNATIONAL GROUP CO HARBOURVEST PTNRS VI FD LP HCP INC HENGDELI HOLDINGS LTD HARBOURVEST VENTURE VII HD SUPPLY HOLDINGS INC HENKEL AG & CO KGAA HARBOURVIEW CDO III 3A A 144A HD SUPPLY INC HENNES & MAURITZ AB HARBOURVIEW CLO VII 7A D 144A HDFC BANK LTD HENRY SCHEIN INC HARD OFF CORP CO LTD HEADWATERS 3/15 COV-LITE TL HERA CFD HARDWOODS DISTRIBUTION INC HEADWATERS INC HERBALIFE LTD CFD HEALTH CARE SELECT SECTOR HERCULES CAPITAL INC HARGREAVES LANSDOWN PLC HEALTH CARE SERVICE CORP 144A HERCULES INC HARGREAVES SERVICES PLC HEALTHCARE REALTY TRUST INC HERMAN MILLER INC HARLAND CLARKE HOLDINGS C 144A HEALTHCARE SERVICES GROUP INC HERMES INTERNATIONAL HARLEY-DAVIDSON FINANCIAL 144A HEALTHCARE TRUST OF AMERICA IN HERMES INTERNATIONAL CFD HARLEY-DAVIDSON INC HEALTHCARE VENTURES FUND V HERON THERAPEUTICS INC HARLEY-DAVIDSON MOTORCYCL 1 A3 HEALTHCARE VENTURES VI HERSHA HOSPITALITY TRUST HARLEY-DAVIDSON MOTORCYCL 1 A4 HEALTHCARE VENTURES VII L P HERSHEY CO/THE HARLEY-DAVIDSON MOTORCYCL A A3 HEALTHCARE VENTURES VIII LP HERTZ CORP/THE HARMAN INTERNATIONAL INDUSTRIE HEALTHPORT 5/15 COV-LITE TL HERTZ GLOBAL HOLDINGS INC HARMONIC INC 144A HEALTHSCOPE LTD HESS CORP HARP HIGH GRADE CDO I LTD 144A HEALTHSOUTH CORP HEUNGKUK FIRE & MARINE INSURAN HARRAH'S 9/09 TLB4 HEARTS UNITED GROUP CO LTD CFD HEWLETT PACKARD ENTERPRIS 144A HARRIS CORP HEARTWARE INTERNATIONAL INC HEWLETT PACKARD ENTERPRIS REGS HARSCO CORP HEATING OIL FUTURE (NYM) HEWLETT PACKARD ENTERPRISE CO HARTALEGA HOLDINGS BHD HECLA MINING CO HEXAGON AB HARTFORD FINANCIAL SERVICES GR HEICO CORP HEXCEL CORP HARTFORD HEALTHCARE CORP HEIDELBERGCEMENT AG HEXION INC HARTFORD LIFE INSURANCE CO HEIDELBERGER CEMENT BANGLADESH HEXPOL AB HARVEY NORMAN HOLDINGS LTD HEINEKEN HOLDING NV HFF INC HASBRO INC HEINEKEN MALAYSIA BHD HFS HASEKO CORP HEINEKEN NV HG CAPITAL 7 A LP HASEKO CORP CFD HEITMAN AMERICA REAL ESTATE HGGC FUND II LP HASHIMOTO SOGYO CO JPY50 CFD HEITMAN CAP MGMT HIDAY HIDAKA CORP HAULOTTE GROUP SA HEIWA REAL ESTATE CO LTD CFD HIG BAYSIDE DEBT LBO II HAVAS CFD HEIWADO CFD HIG BAYSIDE LOAN OPP FUND IV HAW PAR CORP LTD HEIWADO CO LTD HIG BAYSIDE LOAN OPPORTUNITY HAWAIIAN AIRLINES 2013-1 CLASS HELEN OF TROY LTD HIG BRAZIL INVEST ADVISORY HAWAIIAN ELECTRIC INDUSTRIES I HELICAL PLC HIG EUROPE CAPITAL PARTNERS II HAWAIIAN HOLDINGS INC HELLENIC REPUBLIC GOVERNM 144A HIG GROWTH BUYOUTS & EQUITY HAYFIN SPECIAL OPP CREDIT HELLMAN & FRIEDMAN CAPITAL HIGGINBOTHAM 11/15 2ND LIEN TL

Page 47 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

HIGGINBOTHAM 11/15 TLB HITACHI CHEMICAL CO LTD HONDA AUTO RECEIVABLES 20 1 A4 HIGH ARCTIC ENERGY SERVICES HITACHI CHEMICAL Y50 CFD HONDA AUTO RECEIVABLES 20 2 A2 HIGH CAP PTR VII HITACHI CONSTRUCTION MACHINERY HONDA AUTO RECEIVABLES 20 3 A3 HIGH LINER FOODS HITACHI HIGH-TECHNOLOGIES CORP HONDA AUTO RECEIVABLES 20 3 A4 HIGHER ONE HOLDINGS INC HITACHI LTD HONDA AUTO RECEIVABLES 20 4 A3 HIGHLAND CAPITAL PARTNERS VI HITACHI MAXELL Y50 CFD HONDA MOTOR CO LTD HIGHLAND CONSUMER FUND I LP HITACHI METALS LTD HONDA MOTOR CO NPV CFD HIGHWOODS PROPERTIES INC HITACHI METALS Y50 CFD HONEYWELL INTERNATIONAL INC HIGHWOODS REALTY LP HITACHI TRANSPORT SYSTEM LTD HONG KONG & CHINA GAS CO LTD HIKARI TSUSHIN INC HITACHI ZOSEN FUKUI CORP HONG KONG EXCHANGES & CLEARING HIKMA PHARMACEUTICALS PLC HITE JINRO CO LTD HONG KONG SHANGHAI ALLIANCE HO HILAND PARTNERS HOLDINGS 144A HITO COMMUNICATIONS INC CFD HONG LEONG ASIA LTD HILCORP ENERGY I LP / HIL 144A HITRON TECHNOLOGY INC HONG LEONG INDUSTRIES BHD HILDENE CLO II LTD 2A D 144A HK ELECTRIC INVESTMENTS & HK E HONGKONG & SHANGHAI HOTELS LTD HILEX POLY 12/14 COV-LITE TL HKR INTERNATIONAL LTD HONGKONG LAND HOLDINGS LTD HILL & SMITH HOLDINGS PLC HKSCAN OYJ HOPLITE CAPITAL MANAGEMENT HILLENBRAND INC HKT TRUST & HKT LTD HORIBA LTD CFD HILL-ROM HOLDINGS INC HMB CAP TR V CAP SECS 144A HORIZON GLOBAL 5/15 COV-LITE HILLTOP HOLDINGS INC HNI CORP HORIZON IMPACT-BAML HILT 2014-ORL MORTG ORL E 144A HOA FUNDING LLC 1A A2 144A HORIZON NORTH LOGISTICS INC HILTON HOTELS 9/13 COV-LITE HOCHTIEF AG HORIZON PHARMA PLC HILTON USA TRUST HLT AFX 144A HOGY MEDICAL CO CFD HORIZON STRATEGIC FUND LP HILTON USA TRUST HLT EFX 144A HOKKAN HOLDINGS LTD HORIZON TECHNOLOGY FINANCE COR FINANCE LLC / HOKUHOKU FINANCIAL GROUP INC HORMEL FOODS CORP HILTON WORLDWIDE HOLDINGS INC HOKURIKU ELECTRIC POWER CO HORNBACH BAUMARKT AG HIMACAYA CO LTD JPY50 CFD HOKURIKU ELECTRICAL CONSTRUCTI HORNBECK OFFSHORE SERVICES INC HIMATSINGKA SEIDE LTD HOLDSPORT LTD HORSESHOE 4/13 TLB HINDALCO INDUSTRIES LTD HOLLY ENERGY PARTNERS LP HOSHIZAKI CORP HINDUSTAN PETROLEUM CORP LTD HOLLY ENERGY PARTNERS LP / HOL HOSHIZAKI ELECTRIC CO LTD CFD HINES US OFFICE VALUE ADDED HOLLYFRONTIER CORP HOSPITALITY PROPERTIES TRUST HINO MOTORS LTD HOLMEN AB HOST HOTELS & RESORTS INC HIOKI E. E. CORP JPY50 CFD HOLOGIC INC HOST HOTELS & RESORTS LP HIPEP V-ASIA PACIFIC & REST OF HOLOGIC INC 144A HOSTESS BRANDS 7/15 COV-LITE HIRATA CORP HOMAG GROUP AG HOT TOPIC INC 144A HIROSE ELECTRIC CO LTD HOMBURG INVEST INC HOUGHTON 12/12 2ND LIEN (USD) HIROSHIMA BANK LTD/THE HOME DEPOT INC/THE HOUGHTON MIFFLIN HARCOURT CO HIROSHIMA GAS CO LTD HOME EQUITY LOAN TRUST HSA4 A HOULIHAN LOKEY INC HISAKA WORKS LTD CFD HOME EQUITY MORTGAGE LOA H1 A1 HOUSTON TX HISAMITSU PHARMACEUTICAL CO IN HOME PRODUCT CENTER PCL HOWARD HUGHES CORP/THE HISCOX LTD CFD HOMESERVE PLC HOWARD HUGHES CORP/THE 144A HISPANIA ACTIVOS INMOBILIARIOS HOMESTREET INC HOWDEN JOINERY GROUP PLC HISTORIC TW INC HON HAI PRECISION INDUSTRY CO HOYA CORP HITACHI CAPITAL CORP HONDA AUTO RECEIVABLES 20 1 A2 HOYA CORP NPV CFD HITACHI CAPITAL JPY50 CFD HONDA AUTO RECEIVABLES 20 1 A3 HP INC

Page 48 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

HRG GROUP INC HUNTRESS IBERDROLA SA HS R&A CO LTD HUNTSMAN CORP IBERIABANK CORP HSBC BANK EZNOTE074 29-OCT-18 HUNTSMAN INTERNATIONAL 3/16 IC GROUP A/S HSBC BANK PLC HUNTSMAN INTERNATIONAL LLC ICA GRUPPEN AB HSBC BANK PLC 144A HURXLEY CORP JPY50 CFD ICADE HSBC BANK USA NA/NEW YORK NY HUSKY ENERGY INC ICAHN ENTERPRISES LP / ICAHN E HSBC FINANCE CORP HUSQVARNA AB ICAP PLC HSBC HOLDINGS PLC HUSTEEL CO LTD ICAP PLC CFD HSBC HOLDINGS PLC CFD HUTCHINSON TECHNOLOGY INC ICE GLOBAL CREDIT CL 1A C 144A HSBC USA INC HUTCHISON PORT HOLDINGS TRUST ICE GLOBAL CREDIT CL 1A E 144A HSN INC HWACHEON MACHINE TOOL CO LTD ICG EUROPE FUND V NO.1 LP HUA YANG BHD HYAKUGO BANK LTD/THE ICG EUROPE FUND VI NO LP HUADIAN FUXIN ENERGY CORP LTD HYATT HOTEL PORTFOL HYT A 144A ICHIGO OFFICE REIT INVESTMENT HUAJIN INTERNATIONAL HOLDINGS HYATT HOTEL PORTFOL HYT D 144A ICHIMASA KAMABOKO CO LTD CFD HUANENG POWER INTERNATIONAL IN HYATT HOTELS CORP ICHINEN HOLDINGS CO LTD HUAXI HOLDINGS CO LTD HYDRO ONE LIMITED ICHIYOSHI SECURITIES CO LTD HUB HOLDINGS LLC / HUB HO 144A HYDRO-QUEBEC ICICI BANK LTD HUB INTERNATIONAL 10/13 (USD) HYLAND SOFTWARE 6/15 COV-LITE ICON PLC HUBBELL INC HYPERION INSURANCE 3/15 TLB ICONIX BRAND GROUP INC HUBEI SANONDA CO LTD HYPERMARCAS SA IDACORP INC HUBSPOT INC HYPOPORT AG IDAHO ST HLTH FACS AUTH REVENU HUDSON PACIFIC PROPERTIES INC HYSAN DEVELOPMENT CO LTD IDEARC INC HUDSONS BAY 8/15 COV-LITE TLB HYUNDAI AUTO LEASE S A A3 144A IDEMITSU KOSAN CO LTD HUFVUDSTADEN AB HYUNDAI AUTO LEASE S B A3 144A IDEX CORP HUGEL INC HYUNDAI AUTO LEASE SE A B 144A IDEXX LABORATORIES INC HUGHES SATELLITE SYSTEMS CORP HYUNDAI AUTO RECEIVABLES A A3 IG GROUP HOLDINGS PLC HUGO BOSS AG HYUNDAI AUTO RECEIVABLES A A4 IGM FINANCIAL INC HUHTAMAKI OYJ HYUNDAI AUTO RECEIVABLES C A2B IGNITION VENTURE PARTNER IV LP HUISH DETERGENTS 3/13 TLB HYUNDAI AUTO RECEIVABLES C A3 IGNITION VENTURE PARTNERS II HULIC CO LTD HYUNDAI AUTO RECEIVABLES T A D IGNITION VENTURE PARTNERS III HUMANA INC HYUNDAI AUTO RECEIVABLES T B C IHARA CHEMICAL IND CFD HUMAX CO LTD HYUNDAI CAPITAL AMERICA 144A IHEARTCOMMUNICATIONS INC HUNG CHING DEVELOPMENT & CONST HYUNDAI DEVELOPMENT CO-ENGINEE IHGC OPERATORS INC HUNG HING PRINTING GROUP LTD HYUNDAI ENGINEERING PLASTICS C IHGC OPERATORS INC PFD STOCK HUNG POO REAL ESTATE DEVELOPME HYUNDAI HY COMMUNICATIONS & NE IHH HEALTHCARE BHD HUNGARY GOVERNMENT BOND HYUNDAI MARINE & FIRE INSURANC IHI CORP HUNGARY GOVERNMENT INTERNATION HYUNDAI MIPO DOCKYARD CO LTD IHS INC HUNT COS INC 144A HYUNDAI MOBIS CO LTD IIDA GROUP HOLDING CO LTD HUNTER DOUGLAS NV HYUNDAI MOTOR CO IIDA GROUP HOLDINGS CO LTD HUNTER FAN 12/12 TL HYUNDAI STEEL CO IIRSA NORTE FINANCE LTD 144A HUNTING PLC HYUNDAI WIA CORP II-VI INC HUNTINGTON BANCSHARES INC/OH I K K INC CFD IJM CORP BHD HUNTINGTON INGALLS INDUSTRIES IAC/INTERACTIVECORP IKEGAMI TSUSHINKI CO LTD CFD HUNTINGTON NATIONAL BANK/THE IASIS HEALTHCARE LLC / IASIS C ILFC E-CAPITAL TRUST II 144A

Page 49 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

ILIAD SA INFORMA PLC ILIAD SA CFD INCHCAPE PLC CFD INFORMA PLC (GB) ORD CFD ILLINOIS ST INCITEC PIVOT LTD INFORMATION SERVICES INTER CFD ILLINOIS ST HSG DEV AUTH REVEN INCLINE EQUITY PARTNERS III LP INFORMATION SERVICES INTERNATI ILLINOIS ST TOLL HIGHWAY AUTH INCONTACT INC INFOSYS LTD ILLINOIS STUDENT ASSISTAN 1 A2 INCYTE CORP INFRASTRUTTURE WIRELESS ITALIA ILLINOIS TOOL WORKS INC INDAH KIAT PULP & PAPER CORP T ING AMERICAS ISSUANCE BV 144A ILLUMINA INC INDEPENDENCE CONTRACT DRILLING ING BANK NV 144A ILUKA RESOURCES LTD INDEPENDENCE REALTY TRUST INC ING GROEP NV IMAGINE PRINT 3/16 TLB INDIANA MICHIGAN POWER CO INGENICO CFD IMARKETKOREA INC INDIANA UNIV REVENUES INGENICO GROUP SA IMASEN ELEC IND CO JPY50 CFD INDIANAPOLIS IN LOCAL PUBLIC I INGERSOLL-RAND CO IMAX CHINA HOLDING INC INDIVIOR PLC INGERSOLL-RAND GLOBAL HOLDING IMAX CORP INDIVIOR PLC ORD USD2 CFD INGERSOLL-RAND LUXEMBOURG FINA IMERYS EUR2 CFD INDOFOOD CBP SUKSES MAKMUR TBK INGERSOLL-RAND PLC IMERYS SA INDONESIA GOVERNMENT INTE 144A INGEVITY CORP IMG WORLDWIDE 3/14 COV-LITE INDONESIA GOVERNMENT INTE REGS INGRAM MICRO INC IMG WORLDWIDE 5/14 COV-LITE TL INDONESIA TREASURY BOND INGREDION INC IMI ORD GBP0.2857 CFD INDUS HOLDING AG INLAND HOMES PLC IMI PLC INDUS MOTOR CO LTD INLAND LAKE NORTH MANAGEMENT IMMOFINANZ AG NPV INDUSTRIA DE DISENO TEXTIL SA INLAND VLY CA DEV AGY SUCCESSO IMMUCOR 2/13 COV-LITE TL INDUSTRIAL & COMMERCIAL BANK O INMARSAT PLC IMPAC SECURED ASSETS TRU 3 A1C INDUSTRIAL ALLIANCE INS & FINL INMOBILIARIA COLONIAL SA IMPACT GROWTH REAL ESTATE INVE INDUSTRIAL SELECT SECT SPDR INNATE PHARMA SA IMPALA PLATINUM HOLDINGS LTD INDUSTRIAS BACHOCO SAB DE CV INNOGY FINANCE BV IMPAX LABORATORIES INC INDUSTRIAS CH SAB DE CV INNOPHOS HOLDINGS INC IMPERIAL BRANDS FINANCE P 144A INDUSTRIAS PENOLES SAB DE CV INNOVALUES LTD IMPERIAL BRANDS PLC INDUSTRIVARDEN AB INNOVIVA INC IMPERIAL HOLDINGS LTD INDYMAC INDX MORTGAGE AR15 A2 INOTERA MEMORIES INC IMPERIAL METALS CORP 144A INDYMAC INDX MORTGAGE AR4 A1A INOVALON HOLDINGS INC IMPERIAL OIL LTD INEOS (USD COV-LITE 4/12) TL1 INOVIO PHARMACEUTICALS INC IMPERIAL TOBACCO GROUP PLC CFD INEOS GROUP HOLDINGS SA 144A INPEX CORP IMPERVA INC I-NET CORP JPY50 CFD INPHI CORP IMPLENIA AG I-NET CORP/KANAGAWA INSAS BHD IMPREGILO SPA NPV CFD INFILTRATOR SYSTEMS 5/15 COV- INSIGHT GLOBAL 1/15 EXTENDED IMPRIVATA INC INFINEON TECHNOLOGIES AG INSIGHT VENTURE PARTNERS IX LP IMS HEALTH HOLDINGS INC INFINERA CORP INSIGHT VENTURE PARTNERS VI LP INABA DENKI SANGYO CO LTD INFINITY ACQUISITION LLC 144A INSIGHT VENTURE PARTNERS VII INABA SEISAKUSHO CO LTD INFOCOM CORP INSIGHT VENTURE PARTNERS VIII INABATA & CO Y50 CFD INFOMART CORP INSMED INC INAGEYA CO CFD INFOMEDIA LTD INSTALLED BUILDING PRODUCTS IN INBODY CO LTD INFOR (LAWSON) 1/14 B5 TLB INSURANCE AUSTRALIA GROUP LTD INC RESEARCH HOLDINGS INC INFOR SOFTWARE PARENT LLC 144A INTACT FINANCIAL CORP INCAPS FUNDING II LTD/INC 144A INFOR US INC INTEGRA LIFESCIENCES HOLDINGS

Page 50 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

INTEGRATED DEVICE TECHNOL 144A INTERSTATE POWER & LIGHT CO INZI CONTROLS CO LTD INTEGRATED DEVICE TECHNOLOGY I INTERTAIN 4/15 COV-LITE TLB I-O DATA DEVICE INC CFD INTEGRYS HOLDING INC INTERTAIN GROUP LIMITED (THE) IOI CORP BHD INTEL CORP INTERTAPE POLYMER GROUP INC ION BEAM APPLICATIONS INTELLEX CO LTD CFD INTERTEK GROUP PLC ION MEDIA NETWORKS INC INTELSAT JACKSON 11/13 TLB2 INTERTEK GROUP PLC CFD ION MEDIA NEWTWORKS INC WTS INTELSAT JACKSON HOLDINGS SA INTERWEST PARTNERS IX LP IONIS PHARMACEUTICALS INC INTELSAT LUXEMBOURG SA INTERWEST PARTNERS VIII LP IPARADIGM 7/14 COV-LITE TL INTER PIPELINE LTD INTERWEST PARTNERS X LP IPG PHOTONICS CORP INTERACTIVE GROUP INC INTERWORKS INC CFD IPIC GMTN LTD 144A INTER-AMERICAN DEVELOPMENT BAN INTESA SANPAOLO EUR0.52 CFD IPIC GMTN LTD REGS INTERCEPT PHARMACEUTICALS INC INTESA SANPAOLO SPA IPREO 7/14 COV-LITE TLB INTERCONTINENTAL EXCHANGE INC INTESA SANPAOLO SPA 144A IPSEN SA INTERCONTINENTAL HOTELS GROUP INTL CONSOLIDATED AIR CFD IPSOS INTERCORP FINANCIAL SERVICES I INTOPS CO LTD IRAQ INTERNATIONAL BOND REGS INTERDIGITAL INC/PA INTRAWEST 11/13 TL IRIDIUM COMMUNICATIONS INC INTEREP NATIONAL RADIO SA REGS INTRCONTL HOTELS 18.96656P CFD IRISH BANK RESOLUTION CORP LTD INTERMED CAP GRP CFD INTREXON CORP IRISH CONTINENTAL GROUP PLC INTERMEDIA PARTNERS VII LP INTRUM JUSTITIA AB I'ROM CO LTD NPV CFD INTERMEDIATE CAPITAL GROUP PLC INTU PROPERTIES PLC IRON MOUNTAIN INC INTERNAP 11/13 TL INTUIT INC IRPC PCL INTERNATIONAL BANCSHARES CORP INTUITIVE SURGICAL INC IRS P BRL-CDI 1D INTERNATIONAL BANK FOR RECONST INVEMED CATALYST FUND LP IRS_P BRL-CDI 1D INTERNATIONAL BANK OF AZE REGS INVENERGY THERMAL 10/15 TLB IRSA INVERSIONES Y REPRESENTAC INTERNATIONAL BUSINESS MACHINE INVENTIV HEALTH INC 144A IRVING CAPITAL PARTNERS II INTERNATIONAL CONSOLIDATED AIR INVERNESS HOTEL (MISC IRVING CAPITAL PARTNERS III INTERNATIONAL CONTAINER TERMIN INVERSIONES LA CONSTRUCCION SA IS GAYRIMENKUL YATIRIM ORTAKLI INTERNATIONAL FINANCE CORP INVESCO LTD ISC CO LTD INTERNATIONAL FLAVORS & FRAGRA INVESCO MORTGAGE CAPITAL INC ISEKI & CO CFD INTERNATIONAL GAME TECHNO REGS INVESTEC PLC ISENTIA GROUP LTD INTERNATIONAL GAME TECHNOLOGY INVESTEC PLC CFD ISETAN MITSUKOSHI HOLDINGS LTD INTERNATIONAL INFRASTRUCTURE INVESTMENT AB ORESUND ISHARES CORE MSCI EMERGING INTERNATIONAL LEASE FINANCE CO INVESTOR AB ISHARES CORE S&P MIDCAP ETF INTERNATIONAL PAPER CO INVESTORS BANCORP INC ISHARES CORE S&P SMALL-CAP E INTERNATIONAL PERSONAL FINANCE INVINCIBLE INVESTMENT CORP ISHARES MSCI ACWI EX US ETF INTERNATIONAL SPEEDWAY CORP INVITATION HOMES 2 SFR1 A 144A ISHARES MSCI CANADA ETF INTERNET INITIATIVE JAPAN INC INVITATION HOMES 2 SFR1 E 144A ISHARES MSCI EAFE ETF INTERPARK CORP INVITATION HOMES 2 SFR1 F 144A ISHARES MSCI EMERGING MARKET INTERPARK HOLDINGS CORP INVITATION HOMES 2 SFR2 A 144A ISHARES MSCI INDIA ETF INTERPUBLIC GROUP OF COS INC/T INVITATION HOMES 2 SFR2 D 144A ISHARES MSCI UAE CAPPED ETF INTERPUMP GROUP SPA INVITATION HOMES 2 SFR2 E 144A ISHARES RUSSELL 1000 ETF INTERPUMP GROUP SPA CFD INVITATION HOMES 2 SFR2 F 144A ISHARES RUSSELL 1000 GROWTH INTERROLL HOLDING AG INVITATION HOMES 2 SFR3 A 144A ISHARES RUSSELL 1000 VALUE E INTERSIL CORP INVITATION HOMES 2 SFR3 E 144A ISHARES RUSSELL 2000 ETF

Page 51 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

ISHARES RUSSELL MID-CAP ETF J H WHITNEY VII LP JAPAN TISSUE ENGINEERING CFD J SAINSBURY PLC JAPAN TOBACCO INC ISHIHARA SANGYO CFD J W CHILDS EQUITY PARTNERS III JAPAN TOBACCO INC Y50000 CFD ISLE OF CAPRI CASINOS INC J&J SNACK FOODS CORP JAPAN WOOL TEXTILE CO CFD ISRAEL CHEMICALS LTD J.C. PENNEY 5/13 COV-LITE TLB JAPANESE GOVERNMENT CPI J2 GLOBAL INC LINKED ISRAEL DISCOUNT BANK LTD JABIL CIRCUIT INC JAPFA COMFEED INDONESIA TBK ISRAEL ST JAC RECRUITMENT CO LTD PT ISRAEL ST AID JAC RECRUITMENT CO LTD CFD JAPFA LTD JACK HENRY & ASSOCIATES INC JARDINE CYCLE & CARRIAGE LTD ISS A/S JACK IN THE BOX INC JARDINE MATHESON HOLDINGS ISTAR FINANCIAL 6/16 TLB JACKS FAMILY 6/15 COV-LITE TL LTD ISTAR INC JACKSON HEWITT 7/15 TLB JASTEC CO CFD JACKSON NATIONAL LIFE GLO JASTRZEBSKA SPOLKA WEGLOWA ISUPETASYS CO LTD 144A SA MOTORS LTD JACOBS DOUWE EGBERTS (JDE) JB HI-FI LTD ISUZU MOTORS LTD CFD JACOBS ENGINEERING GROUP INC JB HUNT TRANSPORT SERVICES JACOBS ENTERTAINMENT 3/14 TL INC ITALMOBILIARE SPA JAFCO CO LTD JBCC HOLDINGS INC ITALY BUONI POLIENNALI DE 144A JAMAICA GOVERNMENT JBG/ROCKVILLE NCI CAMPUS ITALY BUONI POLIENNALI DE REGS INTERNATION 144A JAMES HARDIE INDUSTRIES PLC JBS USA LUX SA / JBS USA 144A ITALY BUONI POLIENNALI DEL TES JAMNA AUTO INDUSTRIES LTD JC DECAUX SA NPV CFD ITALY GOVERNMENT INTERNATIONAL JANUS CAPITAL GROUP INC JC PENNEY CO INC ITAU CORPBANCA JAPAN 10YR BD FUT (SGX) JC PENNEY CORP INC ITAU UNIBANCO HOLDING SA JAPAN AIRLINES CO LTD JC PENNEY CORP INC 144A JAPAN AIRPORT TERMINAL CO JCDECAUX SA ITAUSA - INVESTIMENTOS ITAU SA LTD J-COM CO LTD NPV CFD ITC HOLDINGS CORP JAPAN ASIA GROUP LTD JCP&L TRANSITION FUNDING A A4 ITC NETWORKS CORP NPV CFD JAPAN AVIATION ELECTRONICS JCY INTERNATIONAL BHD IND JD POWER 5/16 COV-LITE TL ITEQ CORP JAPAN BANK FOR JD SPORTS FASHION PLC ITFOR INC INTERNATIONAL C JD SPORTS FASHION PLC CFD ITHACA ENERGY INC JAPAN BRIDGE CORP JPY50 CFD JD.COM INC JAPAN EXCHANGE GROUP INC JEAN COUTU GROUP (PJC) INC ITOCHU CORP JAPAN FOODS CO JPY50 CFD JEFFERIES FINANCE LLC / J 144A ITOCHU CORP CFD JAPAN FOUNDATION JEFFERIES GROUP LLC ITOCHU ENEX CO LTD ENGINEERING C JEFFERSON PARTNERS FUND IV JAPAN GOVERNMENT TEN YEAR JEFFERSON PLAZA (MISC ITOCHU TECHNO SOLUTIONS CORP C BOND JELD-WEN 6/15 INCREMENTAL ITOHAM YONEKYU HOLDINGS CFD JAPAN GOVERNMENT THIRTY JENOPTIK AG ITOKI CORP YEAR B JEOL LTD JAPAN GOVERNMENT TWENTY JERONIMO MARTINS SGPS SA ITT INC YEAR B JETBLUE AIRWAYS CORP ITV PLC JAPAN LIFELINE CO LTD JFE HOLDINGS INC ITV PLC CFD JAPAN OIL TRANSPORTATION CFD JFIN MM CLO 2014 LTD 1A C 144A JAPAN PETROLEUM EX NPV CFD JFIN MM CLO 2014 LTD 1A D 144A IVORY COAST GOVERNMENT IN 144A JAPAN POST BANK CO LTD JFIN REVOLVER CLO 1A B 144A IVORY COAST GOVERNMENT IN REGS JAPAN POST HOLDINGS CO LTD JFIN REVOLVER CLO 1A D 144A IWAICOSMO HOLDINGS INC JAPAN PRIME REALTY JFIN REVOLVER CLO 20 2A C 144A INVESTMENT JG SUMMIT HOLDINGS INC IWASAKI ELECTRIC CFD JAPAN PURE CHEMICAL CO LTD JGC CORP IWASAKI ELECTRIC CO LTD CFD JIANGNAN GROUP LTD IYO BANK LTD/THE JAPAN REAL ESTATE JIANGSU FUTURE LAND CO LTD INVESTMENT C JIANGXI COPPER CO LTD IZUMI CO Y50 CFD JAPAN RETAIL FUND JIH SUN FINANCIAL HOLDINGS CO J FRONT RETAILING CO LTD INVESTMENT C JINDAL POLY INVESTMENT & J FRONT RETAILING CO LTD CFD JAPAN SECURITIES FINANCE CO FINAN J H WHITNEY VI LP LT JINDAL STEEL & POWER LTD

Page 52 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

JK HOLDINGS CO LTD JP MORGAN CHASE CO CSMO D JP MORGAN CHASE COMMER CB12 JK PAPER LTD 144A AJ JM AB JP MORGAN CHASE CO DSTY E JP MORGAN CHASE COMMER CB13 JM SMUCKER CO/THE 144A AJ JMC STEEL 6/16 COV-LITE TLB JP MORGAN CHASE CO INMZ M JP MORGAN CHASE COMMER CB15 JMI EQUITY FD V 144A A4 JMI EQUITY FUND VI LP JP MORGAN CHASE CO IWST C JP MORGAN CHASE COMMER LD11 JMI EQUITY FUND VII LP 144A AJ JMI EQUITY FUND VIII LP JP MORGAN CHASE CO IWST D JP MORGAN CHASE COMMER LD11 JMP CREDIT ADVISORS 1A D 144A 144A AM JO-ANN STORES HOLDINGS IN JP MORGAN CHASE CO LC11 F JP MORGAN CHASE COMMER 144A 144A LDP8 A4 JOBAN KOSAN CO JPY50 JP MORGAN CHASE COM C2 A2 JP MORGAN CHASE COMMER JOBSOHIO BEVERAGE SYS STWD 144A LDP8 AM LIQ JP MORGAN CHASE COM C3 A3 JP MORGAN CHASE COMMER JOHN BEAN TECHNOLOGIES CORP 144A LDPX A3 CAPITAL CORP JP MORGAN CHASE COM C3 A4 JP MORGAN CHASE COMMER JOHN DEERE OWNER TRUST 2 A 144A LDPX AM A2A JP MORGAN CHASE COM C4 NR JP MORGAN CHASE COMMERC JOHN DEERE OWNER TRUST 20 A 144A CB11 E A3 JP MORGAN CHASE COM CBM D JP MORGAN CHASE COMMERC JP1 JOHN DEERE OWNER TRUST 20 A 144A A5 A4 JP MORGAN CHASE COM CBX D JP MORGAN CHASE COMMERC JOHN DEERE OWNER TRUST 20 B 144A LC11 B A3 JP MORGAN CHASE COM CBX E JP MORGAN CHASE COMMERC JOHN DEERE OWNER TRUST 20 B 144A LC9 A2 A4 JP MORGAN CHASE COM CBX F JP MORGAN CHASE COMMERC JOHN HANCOCK LIFE INSURAN 144A LDP2 C 144A JP MORGAN CHASE COM CBX G JP MORGAN CHASE COMMERC JOHN SEVIER COMBINED CYCLE 144A LDP5 D GEN JP MORGAN CHASE COM FL5 D JP MORGAN CHASE COMMERC JOHN WILEY & SONS INC 144A LDP8 B JOHN WOOD GROUP PLC JP MORGAN CHASE COM FL7 A JP MORGAN CHASE COMMERC JOHNS HOPKINS UNIVERSITY 144A LN2 A2 JOHNSON & JOHNSON JP MORGAN CHASE COM INN E JP MORGAN CHASE COMMERCI C6 JOHNSON CONTROLS INC 144A AS CFD JP MORGAN CHASE COM INN F JP MORGAN CHASE COMMERCI JOHNSON MATTHEY PLC 144A CBX C JOHNSON SERVICE GROUP PLC JP MORGAN CHASE COM UES F JP MORGAN CHASE COMMERCI JOLLIBEE FOODS CORP 144A CBX D JONES LANG LASALLE INC JP MORGAN CHASE COMM C1 F JP MORGAN COMMERCIAL C8 H JOSHIN DENKI CO LTD 144A 144A JOWA HOLDINGS CO LTD CFD JP MORGAN CHASE COMM C3 D JP MORGAN INTL DER JOY GLOBAL INC 144A JP MORGAN MORTGAGE 2 1A1 JOYCE BOUTIQUE HOLDINGS LTD JP MORGAN CHASE COMM C3 E 144A JOYFUL HONDA CO LTD CFD 144A JP MORGAN MORTGAGE TRUS A1 JOYO BANK CFD JP MORGAN CHASE COMM C3 H 6T1 JOYO BANK LTD/THE 144A JP MORGAN MORTGAGE TRUS A4 JP MORGAN CHASE C C4 TAC1 JP MORGAN CHASE COMM C4 E 1A1 144A 144A JP MORGAN MORTGAGE TRUS S1 JP MORGAN CHASE C C4 TAC2 JP MORGAN CHASE COMM C4 F 1A1 144A 144A JP MORGAN MORTGAGE TRUST A1 JP MORGAN CHASE C CNTR A2 JP MORGAN CHASE COMM C4 H B1 144A 144A JP MORGAN POOLED VENTURE III JP MORGAN CHASE CO CNTR D JP MORGAN CHASE COMM C6 E JP MORGAN US POOLED FINANCE 144A 144A II JP MORGAN CHASE CO CSMO A JP MORGAN CHASE COMME LDPX JPM STRUCT PRO BV LEPO WTS 144A A1A JPM STRUCT PROD.BV LEPO WTS

Page 53 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

JPMBB COMMERCIAL MO C22 D KADOYA SESAME MILL JPY50 CFD KBL PARTNERSHIP LP 144A KAGA ELECTRONICS CO LTD KBR INC JPMBB COMMERCIAL MORTGA KAINOS GROUP PLC KC HRW WHEAT FUTURE (CBT) C15 AS KAISER ALUMINUM CORP KC TECH CO LTD JPMBB COMMERCIAL MORTGA KAISER ALUMINUM CORP 144A KCB GROUP LTD C18 A1 KAJARIA CERAMICS LTD KCC CORP JPMBB COMMERCIAL MORTGA KAJIMA CORP KCE ELECTRONICS PCL C21 A1 KAKAKU.COM INC KDDI CORP JPMBB COMMERCIAL MORTGA KAKAKU.COM. INC NPV CFD KDDI CORP CFD C22 A1 KALBE FARMA TBK PT KEE TAI PROPERTIES CO LTD JPMBB COMMERCIAL MORTGA KAMEI CFD KEIHAN HOLDINGS CO LTD C33 A4 KAMEI CORP KEIHANSHIN BUILDING CO LTD JPMBB COMMERCIAL MORTGAG KAMIGUMI CO LTD KEIHANSHIN REAL ESTATE CO C17 C KANEKA CORP Y50 JPMBB COMMERCIAL MORTGAG KANEMATSU CORP KEIKYU CORP C32 C KANEMATSU CORP Y50 CFD KEIO CORP JPMCB STRATEGIC PROPERTY KANEMATSU ELECTRONICS LTD KEISEI ELECTRIC RAILWAY CO FUND KANG YONG ELECTRIC PCL LTD JPMDB COMMERCIAL MORTGAG KANGNAM JEVISCO CO LTD KELDA GROUP DEFERRED C2 A4 KANSAI ELEC POWER NPV CFD SHARES JPMORGAN CHASE & CO KANSAI ELECTRIC POWER CO KELLER GROUP PLC JPMORGAN NA INC/T KELLOGG CO JPMORGAN RV MARINE 1A A2 KANSAI PAINT CO LTD KELSO INVESTMENT ASSOC VIII 144A KANSAS CITY POWER & LIGHT CO LP JPMORGAN-CIBC COM RR1A A1 KANSAS CITY SOUTHERN KELSO INVESTMENT ASSOCIATES 144A KAO CORP KEMAYAN CORPORATION BHD JPY (JAPANESE YEN) KAO CORP NPV CFD KEMIRA OYJ JSC ASTANA FIN SPON ADR 144A KAPPA CREATE CO LTD KEMPER CORP JSC ASTANA FINANCE KAPPAHL AB KENEDIX OFFICE INVESTMENT JSE LTD KAPSCH TRAFFICCOM AG CORP JSR CORP KAPSTONE PAPER AND KENKO MAYONNAISE CO LTD JSW STEEL LTD PACKAGING C KENNAMETAL INC JTEKT CORP KAR AUCTION 3/16 TLB3 KENNEDY WILSON EUROPE REAL JU TENG INTERNATIONAL KAR AUCTION SERVICES INC EST HOLDINGS KARDEX AG KENNEDY-WILSON HOLDINGS INC JUHAYNA FOOD INDUSTRIES KASAI KOGYO CO CFD KENNEDY-WILSON INC JULIUS BAER GROUP LTD KASAI KOGYO CO LTD KENTUCKY ST ASSET/LIABILITY JUMBO GROUP LTD KASIKORNBANK PCL CO JUMBO SA KATE SPADE & CO KENYA GOVERNMENT INTERNAT JUNGHEINRICH AG KATO SANGYO CO CFD 144A JUNIPER NETWORKS INC KATO WORKS CO CFD KENYA GOVERNMENT INTERNAT JUNO THERAPEUTICS INC KAWASAKI HEAVY INDUSTRIES REGS JUPITER FUND MANAGEMENT PLC LTD KENYA INFRASTRUCTURE BOND JUPITER FUND MANAGEMENT-W/I KAWASAKI KISEN KAISHA Y50 KEPCO PLANT SERVICE & JUST EAT PLC CFD ENGINEER JUST EAT PLC CFD KAWASUMI LABORATORIES INC KEPPEL CORP LTD JUST ENERGY GROUP INC KAZAKHSTAN GOVERNMENT INT KERING JVC KENWOOD HLDNGS INC NPV 144A KERNEL HOLDING SA CFD KAZAKHSTAN TEMIR ZHOLY FI KERRY GROUP 'A' ORD EUR CFD JX HOLDINGS INC 144A KERRY GROUP PLC JYSKE BANK A/S KAZMUNAYGAS NATIONAL CO J KERRY PROPERTIES LTD K WAH INTERNATIONAL 144A KERYX BIOPHARMACEUTICALS HOLDINGS L KAZMUNAYGAS NATIONAL CO J INC K+S AG REGS KESKO OYJ K2M GROUP HOLDINGS INC KB FINANCIAL GROUP INC KEURIG 2/16 (USD) TLB KABOUTER INTL KB HOME KEY COMMERCIAL MOR SL1 A2 KABU COM SECS CO LTD NPV CFD KB INSURANCE CO LTD 144A KABU.COM SECURITIES CO LTD KBC BANK NV REGS KEYBANK NA/CLEVELAND OH KADOKAWA CORP CFD KBC GROUP NV KEYCORP

Page 54 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

KEYCORP STUDENT LOAN TRU A KION GROUP AG KONDOTEC INC 2A4 KIRBY CORP KONE OYJ KEYCORP STUDENT LOAN TRUS A KIRIN HOLDINGS CO LTD KONECRANES OYJ A2 KIRINDO HOLDINGS CO LTD KONGSBERG AUTOMOTIVE ASA KEYCORP STUDENT LOAN TRUS B KISCO CORP KONICA MINOLTA HOLDINGS INC A2 KISCO HOLDINGS CO LTD KONICA MINOLTA INC KEYENCE CORP KISSEI PHARMACEUTICAL CO LTD KONINKLIJKE AHOLD NV KEYENCE CORP CFD KI-STAR REAL ESTATE CO LTD KONINKLIJKE BAM GROEP NV KEYERA CORP KITAGAWA IRON WORKS CO LTD KONINKLIJKE DSM NV KEYSIGHT TECHNOLOGIES INC KITA-NIPPON BANK LTD CFD KONINKLIJKE KPN NV KEYSTONE FOREST INVESTMENTS KITANO CONSTRUCTION CORP KONINKLIJKE PHILIPS NV KEYSTONE HELP KITE REALTY GROUP TRUST KONINKLIJKE VOPAK NV KEYW HOLDING CORP/THE KITO CORP NPV CFD KOPPERS BUILDING (MISC KFW KKB ENGINEERING BHD KOPPERS HOLDINGS INC KGHM POLSKA MIEDZ SA KKR GROUP FINANCE CO II L 144A KOREA AIRPORT SERVICE CO LTD KGI SECURITIES THAILAND PCL KKR GROUP FINANCE CO III 144A KOREA DEVELOPMENT BANK/THE KIER GROUP PLC KLAB INC KOREA DISTRICT HEATING CORP KIK CUSTOM PRODUCTS 8/15 KLA-TENCOR CORP KOREA ELECTRIC POWER CORP KIKKOMAN CORP KLEPIERRE KOREA FLANGE CO LTD KIKKOMAN SHOYU CO Y50 CFD KLEPIERRE EUR1.4 CFD KOREA GAS CORP 144A KILLAM APT REAL ESTATE INVT KLINE HAWKES PACIFIC L P KOREA INTERNATIONAL BOND TR KLOCKNER PENTAPLAST 4/15 KOREA PETROCHEMICAL IND CO KILROY REALTY CORP (USD) LTD KILROY REALTY LP KLX INC KOREA TREASURY BOND KIMBERLY-CLARK CORP KLX INC 144A KOREA ZINC CO LTD KIMBERLY-CLARK DE MEXICO KNIGHT TRANSPORTATION INC KOREAN REINSURANCE CO SAB D KNIGHTSBRIDGE VENTURE KORN/FERRY INTERNATIONAL KIMCO REALTY CORP CAPITAL KOSAIDO CO LTD KIMURA UNITY CO LTD KNOLL INC KOSE CORP KIMURA UNITY CO LTD CFD KNOT OFFSHORE PARTNERS LP KOSHIDAKA HOLDINGS CO LTD KIMURATAN CORP NPV CFD KNOW IT AB CFD KINAXIS INC KNOWLES CORP KOSMOS ENERGY LTD KINDEN CORPORATION Y50 CFD KNT-CT HOLDINGS CO LTD KPR MILL LTD KINDER MORGAN ENERGY KOA Y50 CFD KPS SPECIAL SITUATIONS FUND PARTNERS KOBAYASHI METALS LTD CFD IV KINDER MORGAN FINANCE CO KOBE STEEL LTD KPX CHEMICAL CO LTD 144A KODIAK CDO I LTD 1A B 144A KPX HOLDINGS CORP KINDER MORGAN INC/DE KOENIG & BAUER AG KRAFT HEINZ CO/THE KINDER MORGAN INC/DE 144A KOH YOUNG TECHNOLOGY INC KRAFT HEINZ FOODS CO KINDRED HEALTHCARE INC KOHAT CEMENT CO LTD KRAFT HEINZ FOODS CO 144A KINETIC CONCEPTS 6/16 KOHL'S CORP KRATON POLYMERS COV-LITE KINETIC CONCEPTS INC / KC 144A KOHNAN SHOJI CO LTD 12/15 KINETIC CONCEPTS INC / KCI USA KOHSOKU CORP KRG CAPITAL FUND II LP KINGBOARD CHEMICAL KOITO MANUFACTURING CO LTD KRISPY KREME DOUGHNUTS INC HOLDINGS LT KOITO MANUFACTURING CO Y50 KROGER CO/THE KINGDOM HOLDING LTD CFD KRONES AG KINGFISHER PLC KOJIMA CO JPY50 CFD KROSAKI HARIMA CORP KINGFISHER PLC CFD KOKUYO CO Y50 CFD KRS CORP KINGSLAND VI LTD 6A E 144A KOLON CORP KRUK SA KINGSOFT CORP LTD KOMATSU CFD KRUNG THAI BANK PCL KINGSPAN GROUP ORD EUR0 CFD KOMATSU LTD K'S HOLDINGS CORP Y50 CFD KINKI SHARYO CO CFD KOMATSU WALL INDUSTRY CO KSB AG KINNEVIK AB LTD KSL HOLDINGS BHD KINO INDONESIA TBK PT KOMAX HOLDING AG KT CORP KINROSS GOLD CORP KOMERCNI BANKA AS KTCS CORP KINTETSU GROUP HOLDINGS CO KOMMUNALBANKEN AS 144A KUALA LUMPUR KEPONG BHD LTD KONAKA CO LTD KUBOTA CORP KINTETSU WORLD EXPRESS INC KONAMI CO JPY50 CFD KUBOTA CORPORATION Y50 CFD KINZUA MANAGEMENT UNIT KONAMI HOLDINGS CORP

Page 55 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

KUBOTA CREDIT OWNER 1A A2 LAGARDERE SCA LB-UBS COMMERCIAL MORTGA 144A LAI STRATEGIC REALTY C4 AJ KUBOTA CREDIT OWNER 1A A3 INVESTORS LB-UBS COMMERCIAL MORTGA 144A LAI SUN DEVELOPMENT CO LTD C6 A4 KUDELSKI SA LALIN PROPERTY PCL LB-UBS COMMERCIAL MORTGA KUEHNE + NAGEL LAM RESEARCH CORP C6 AJ INTERNATIONAL A LAM SOON THAILAND PCL LB-UBS COMMERCIAL MORTGA KUKDO CHEMICAL CO LTD LAMAR ADVERTISING CO C6 AM KULICKE & SOFFA INDUSTRIES LAMAR MEDIA CORP LB-UBS COMMERCIAL MORTGA INC LAMPRELL PLC C7 AM KUMAGAI GUMI CO Y50 CFD LANCASHIRE HOLDINGS LTD LCH CCP CREDIT SUISSE CASH KUMBA IRON ORE LTD LANCASTER COLONY CORP COL KUMPULAN FIMA BHD LAND & GENERAL BHD LCM IX LP 9A E 144A KUNLUN ENERGY CO LTD LAND CO LTD NPV CFD LCM XI LP 11A D2 144A KURA CORP LAND SECURITIES GROUP PLC LCM XII LP 12A DR 144A KURABO INDUSTRIES LTD LAND SECURITIES GROUP PLC LDR HOLDING CORP KURARAY CO LTD CFD LEAD FUTURE (LME) KURIMOTO LTD Y50 CFD LANDESK SOFTWARE 2/14 TL LEAF RECEIVABLES FUN 1 E1 144A KURITA WATER INDUSTRIES LTD LANDMARK EQUITY PARTNERS II LEAF RECEIVABLES FUN 1 E2 144A KURRAY CO CFD LANDMARK EQUITY PARTNERS III LEAF RECEIVABLES FUND 1 D KUSURI NO AOKI CO LTD LANDMARK EQUITY PARTNERS IV 144A KVAERNER ASA LANDMARK EQUITY PARTNERS V LEAN HOGS FUTURE (CME) KVK CLO 2013-1 LTD 1A E 144A L P LEAP WIRELESS INTL CONTRA KVK CLO LTD 2A E 144A LANDMARK EQUITY PARTNERS LEAR CORP KWG PROPERTY HOLDING LTD XIII LECIP CORPORATION NPV CFD KYOCERA CORP LANDMARK EQUITY PARTNERS LECTRA KYOCERA CORP Y50 CFD XIV LEE & MAN PAPER KYODO PRINTING CO LTD LANDMARK MEZZANINE MANUFACTURING KYOEI SANGYO CO LTD JPY50 CFD PARTNERS LEE ENTERPRISES INC 144A KYOKUYO CO CFD LANDRY'S HOLDINGS II INC 144A LEEDS WELD EQUITY PARTNERS KYORIN HOLDINGS INC LANDSTAR SYSTEM INC IV KYOWA HAKKO KIRIN CO LTD LANDWIRTSCHAFTLICHE LEENO INDUSTRIAL INC KYOWA LEATHER CLOTH CO LTD RENTENBANK LEG IMMOBILIEN AG KYUDENKO CORP LANNER ELECTRONICS INC LEGACY RESERVES LP KYUNGCHANG INDUSTRIAL CO LANNETT CO INC LEGACY RESERVES LP / LEGACY LTD LANXESS AG RE KYUSHU ELECTRIC POWER CO LAREDO PETROLEUM INC LEGAL & GENERAL GROUP PLC INC LARSEN & TOUBRO LTD LEGAL & GENERAL GROUP PLC KYUSHU FINANCIAL GROUP INC LAS VEGAS SANDS CORP CFD L BRANDS INC LASALLE HOTEL PROPERTIES LEGG MASON INC L CATTERTON GROWTH LASALLE INV MGT LEGG MASON REAL ESTATE CAP PARTNERS LATAM AIRLINES GROUP SA LEGG MASON REAL ESTATE L E LUNDBERGFORETAGEN AB LATITUDE MGMT RE CAP III INC CAPITAL L-3 COMMUNICATIONS CORP LAWSON INC LEGGETT & PLATT INC L-3 COMMUNICATIONS HOLDINGS LAZARD GROUP LLC LEGRAND SA IN LAZARD LTD LEGRAND SA CFD LA COMER SAB DE CV LA-Z-BOY INC LEHMAN ABS MANUFACTURED B LA DORIA SPA LB COMMERCIAL CONDUI C1 K AIOC LA QUINTA 2/14 COV-LITE TLB 144A LEHMAN ABS MANUFACTURED H LA QUINTA HOLDINGS INC LB COMMERCIAL MORTGAGE T B A5 LA QUINTA TERM B 02 21 21 C3 AM LEHMAN ABS MANUFACTURED H LABORATORY CORP OF AMERICA LBC CREDIT PARTNERS II LP B A6 HOL LBC CREDIT PARTNERS III LP LEHMAN BROS TREAS 144A LADBROKES PLC LB-UBS COMMERCIAL MO C2 G LEHMAN BROTHERS HOLDINGS LADBROKES PLC CFD 144A INC LAFARGE CEMENT ZAMBIA PLC LB-UBS COMMERCIAL MORTGA LEHMAN BROTHERS INC LAFARGE MALAYSIA BHD C1 A2 LEHMAN BROTHERS TREASURY LAFARGEHOLCIM LTD LB-UBS COMMERCIAL MORTGA 144A LAGARDERE S.C.A. CFD C1 A4

Page 56 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

LEHMAN BRTH HLD (RICI) LIBERTY INTERACTIVE CORP QVC LIU CHONG HING INVESTMENT ESCROW G LTD LEHMAN PROXY STANDISH - PAY LIBERTY INTERNATIONAL PLC LIVANOVA PLC LEHMAN PROXY STANDISH - REC CFD LIVE CATTLE FUTURE (CME) LEHMAN PROXY WAMCO - REC LIBERTY MEDIA CORP LIVE NATION 8/13 TLB LEIDOS HOLDINGS INC LIBERTY MUTUAL GROUP INC LIVE NATION ENTERTAINMENT LEIFHEIT AG 144A INC LEM REAL ESTATE HIGH-YIELD LIBERTY PROPERTY LP LIVE OAK BANCSHARES INC LEM REAL ESTATE HIGH-YIELD LIBERTY PROPERTY TRUST LIXIL GROUP CORP DEB LIBERTY SIRIUSXM GROUP LKQ CORP LEM REAL ESTATE MEZZANINE LIBERTY TRIPADVISOR HOLDINGS LKQ ITALIA BONDCO SPA 144A FUND I LLOYDS BANK PLC LENDER PROCESSING SERVICES LIBERTY VENTURES LLOYDS BANKING GROUP PLC INC LIC HOUSING FINANCE LTD LLOYDS BANKING GROUP PLC LENDINGTREE INC LIFE CORPORATION JPY50 CFD 144A LENDLEASE GROUP LIFE HEALTHCARE GROUP LLOYDS TSB GROUP PLC CFD LENDMARK FUNDING TRUS A B HOLDINGS LLR EQUITY PARTNERS II LP 144A LIFEPOINT HEALTH INC LLR EQUITY PARTNERS III LP LENNAR CORP LIFESTYLE INTERNATIONAL LLR EQUITY PARTNERS IV LP LENNOX INTERNATIONAL INC HOLDIN LLR EQUITY PARTNERS LP LENOVO GROUP LTD LIGHTOWER 4/13 TL LOBLAW COMPANIES LTD LENOX STREET LTD 1A SN 144A INDIA PTNRS I LLC LOCKHEED MARTIN 5/16 COV-LITE LENTA LTD LIGHTSPEED VENTURE VIII LOCKHEED MARTIN CORP LENZING AG LIGHTSPEED VII LP LOEN ENTERTAINMENT INC LEONARDO-FINMECCANICA SPA LII HEN INDUSTRIES BHD LOEWS CORP LEOPALACE21 CORP LIME ROCK PARTNERS IV LP LOGAN PROPERTY HOLDINGS CO LESLIE'S POOLMART 11/13 LIME ROCK PARTNERS V LP LTD LETSHEGO HOLDINGS LTD LIME ROCK RESOURCES C L P LOGITECH INTERNATIONAL SA LEUCADIA NATIONAL CORP LIMEROCK PARTNRS III LOGMEIN INC LEVEL 3 COMMUNICATIONS INC LIMONEIRA CO LONDON LEVEL 3 FINANCING INC LIN TELEVISION CORP GROUP PL LEVI STRAUSS & CO LINAMAR CORP LONDONMETRIC PROPERTY PLC LEXINGTON CAPITAL PARTNERS I LINCOLN ELECTRIC HOLDINGS LONG BEACH AVENUE (MISC LEXINGTON CAPITAL PARTNERS INC LONG CHEN PAPER CO LTD II LINCOLN NATIONAL CORP LONG TERM CARE GROUP 6/14 LEXINGTON CAPITAL PARTNERS LINDE AG TLB V LINDSAY GOLDBERG & LONMIN PLC LEXINGTON CAPITAL PARTNERS BESSEMER LP LONZA GROUP AG VI LINEAR TECHNOLOGY CORP LOOMIS AB LEXINGTON CAPITAL PTNRS III LP LINEDATA SERVICES LOOSER HOLDING AG LEXINGTON REALTY TRUST LINGOTES ESPECIALES SA LOPEZ HOLDINGS CORP LEXMARK INTERNATIONAL INC LINICAL CO LTD CFD LORAL SPACE & LG CHEM LTD LINK COMMUNICATIONS LG CORP LINK AND MOTIVATION INC CFD L'OREAL CFD LG DISPLAY CO LTD LINK REIT L'OREAL SA LG HOUSEHOLD & HEALTH CARE LINKEDIN CORP LOS ANGELES CA UNIF SCH DIST LTD LINN ENERGY LLC / LINN ENERGY LOS ANGELES CNTY CA MET LG INTERNATIONAL CORP LINX SA TRANSP LG UPLUS CORP LION BREWERY CEYLON PLC LOTTE CHILSUNG BEVERAGE CO LG&E & KU ENERGY LLC LION CORP LTD LH FINANCIAL GROUP PCL LION CORP Y50 CFD LOTTE CONFECTIONERY CO LTD LI & FUNG LTD LIONS GATE ENTERTAINMENT LOTTE HIMART CO LTD LI NING CO LTD CORP LOTTE SHOPPING CO LTD LIAN BENG GROUP LTD LIPPO CIKARANG TBK PT LOUISIANA ST PUBLIC FACS AUTH LIBERTY BROADBAND CORP LIPPO LTD LOUISIANA-PACIFIC CORP LIBERTY GLOBAL PLC LITHIA MOTORS INC LOUISVILLE GAS & ELECTRIC CO LIBERTY GLOBAL PLC LILAC LITHUANIA GOVERNMENT INTE LOWE ENTERPRISES LIBERTY HOLDINGS LTD 144A LOWE GTO LITTELFUSE INC LOWE'S COS INC

Page 57 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

LOXAM SAS REGS M3 INC MALLINCKRODT INTERNATIONAL FIN LPL FINANCIAL HOLDINGS INC LPS BRASIL CONSULTORIA DE M6-METROPOLE TELEVISION MALLINCKRODT PLC IMOV MABUCHI MOTOR CFD MALVERN BANCORP INC LSL PROPERTY SERVICES PLC MABUCHI MOTOR CO LTD MAN GROUP PLC LSR GROUP PJSC LSTAR COMMERCIAL MOR 3 A1 MACA LTD MAN SE 144A MACDERMID 11/15 (USD) TLB3 MAN STRATEGIC HOLDINGS PLC CFD LSTAR COMMERCIAL MOR 4 A2 MACERICH CO/THE MAN WAH HOLDINGS LTD 144A MACH ONE 2004-1A ULC 1A L 144A MANCHESTER UNITED PLC LSTAR COMMERCIAL MORT 2 D 144A MACH ONE 2004-1A ULC 1A M 144A MANDALAY RESOURCES CORP LSTAR COMMERCIAL MORT 2 E MACK-CALI REALTY CORP MANDOM CORP Y50 CFD 144A MACNICA FUJI ELECTRONICS CFD MANHATTAN ASSOCIATES INC LT GROUP INC LUBERT ADLER IV MACOM TECHNOLOGY SOLUTIONS HOL MANITOWOC 2/16 TLB LUBERT ADLER REAL ESTATE FD MACQUARIE GROUP LTD MANITOWOC CO INC/THE LUBERT ADLER REAL ESTATE MACQUARIE GROUP LTD 144A MANITOWOC FOODSERVICE INC FUND LUBERT-ADLER RE FD VII LP MACQUARIE INFRASTRUCTURE CORP MANITOWOC FOODSERVICE INC 144A LUCARA DIAMOND CORP MACQUARIE MEXICO REAL ESTATE M MANNAI CORP QSC LUCKLAND CO LTD CFD MACRO ENTERPRISES INC MANPOWERGROUP INC LUCKY CEMENT CORP LUCKY CEMENT LTD MACROBLOCK INC MANUFACTURERS & TRADERS TRUST LUEN THAI HOLDINGS LTD MACROGENICS INC MANULIFE FINANCIAL CORP LUKOIL PJSC MACY'S INC MAPELEY ORD NPV CFD LULULEMON ATHLETICA INC LUMBERMENS MUTUAL CASUALT MACY'S RETAIL HOLDINGS INC MAPFRE SA 144A MADISON DEARBORN CAP PTNRS V-A MAPLE LEAF FOODS INC LUMENIS LTD MADISON DEARBORN CAPITAL MAPLETREE COMMERCIAL TRUST LUMENTUM HOLDINGS INC LUNDIN MINING CORP MADISON SQUARE GARDEN CO/THE MAPLETREE GREATER CHINA COMMER LUNDIN PETROLEUM AB MADISON WI MET SCH DIST MAPLETREE INDUSTRIAL TRUST LUPIN LTD MAEDA KOSEN CO LTD CFD MARATHON OIL CORP LUXNET CORP LUXOFT HOLDING INC MAEDA ROAD CONSTRUCTION CO LTD MARATHON PETROLEUM CORP LUXOR CAPITAL PARTNERS LP MAEZAWA KASEI INDUSTRIES CO LT MARCUS & MILLICHAP INC LUXOTTICA GROUP EUR0.06 CFD MAGELLAN AEROSPACE CORP MARFRIG HOLDINGS EUROPE B 144A LUXOTTICA GROUP SPA LVMH MOET HENNESSY LOUIS MAGELLAN FINANCIAL GROUP LTD MARICO BANGLADESH LTD REGS MAGELLAN MIDSTREAM PARTNERS LP MARICOPA CITRUS LVMH MOET HENNESSY LOUIS MAGNA INTL INC MARIE BRIZARD WINE & SPIRITS S VUITT MAGNIT PJSC MARINE HARVEST ASA LYB INTERNATIONAL FINANCE BV MAGYAR TELEKOM TELECOMMUNICATI MARINE PARK CLO LTD 1A DR 144A LYONDELL CHEMICAL MAHINDRA & MAHINDRA LTD MARINEMAX INC WORLDWIDE IN MAIDEN LANE MARINER HEALTH GRP SR SUB B LYONDELLBASELL INDUSTRIES 144A MAIN STREET CAPITAL CORP MARKEL CORP LYONDELLBASELL INDUSTRIES MAIRE TECNIMONT SPA MARKETAXESS HOLDINGS INC NV MAKITA CORP MARKETO INC M&A CAPITAL PARTNERS CO CFD MALAYAN BANKING BHD MARKS & SPENCER GROUP PLC M&T BANK AUTO RECEI 1A A3 144A MALAYSIA GOVERNMENT BOND MARKS & SPENCER GROUP PLC CFD M&T BANK AUTO RECEIV 1A B 144A MALAYSIAN PACIFIC INDUSTRIES B MARKSANS PHARMA LTD M&T BANK CORP MALIBU BOATS INC MARLBOROUGH STREET C 1A D 144A M/C VENTURE PARTNERS V LP MALLINCKRODT INTERNATIONA 144A MARRIOTT INTERNATIONAL INC/MD M/I HOMES INC

Page 58 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

MARRIOTT LOAN 2016 MATTRESS FIRM HOLDING CORP MEDIOBANCA SPA MARRIOTT VACATIONS WORLDWIDE C MAX FINANCIAL SERVICES LTD MEDIOBANCA SPA EUR0.5 CFD MARS ENGINEERING JPY50 CFD MAX INDIA LTD/NEW MEDIPAL HOLDINGS CORP MARSH & MCLENNAN COS INC MAX VENTURES & INDUSTRIES LTD MEDIVATION INC MARSHALLS PLC MAXIM INTEGRATED PRODUCTS INC MEDIVIR AB MARTIN MARIETTA MATERIALS INC MAXIMUS INC MEDLEY CAPITAL CORP MARTIN MIDSTREAM PARTNERS LP MAXIS BHD MEDNAX INC MARTIN MIDSTREAM PARTNERS LP / MAXVALU NISHINIHON CO LTD MEDNAX INC 144A MARTINREA INTERNATIONAL INC MAZDA MOTOR CORP MEDTRONIC INC MARUBENI CORP MAZDA MOTOR CORP NPV CFD MEDTRONIC PLC MARUBUN CORP MB FINANCIAL INC MEDUSA MINING LTD MARUI CO Y50 CFD MCAN MORTGAGE CORP MEDY-TOX INC MARUI GROUP CO LTD MCB BANK LTD MEGGITT PLC MARUICHI STEEL TUBE LTD MCBRIDE PLC MEGGITT PLC CFD MARUKA MACHINERY CO LTD MCCARTHY & STONE PLC MEGHMANI ORGANICS LTD MARVELL TECHNOLOGY GROUP LTD MCCORMICK & CO INC/MD MEGMILK SNOW BRAND CO LTD CFD MCDONALDS CO JAPAN CFD MEIDENSHA CORP MARYLAND ST MCDONALD'S CORP MEIJI ELECTRIC INDUSTRIES CO L MASCO CORP MCDONALD'S HOLDINGS CO JAPAN L MEIJI HOLDINGS CO LTD MASIMO CORP MCGRAW-HILL 4/15 TL MEISEI INDUSTRIAL CO LTD MASONITE INTERNATIONAL CO 144A MCGRAW-HILL 5/16 COV-LITE TLB MEITEC CORP MASONITE INTERNATIONAL CORP MCKESSON CORP MEITEC CORP CFD INSTITUTE OF TEC MCLEOD RUSSEL INDIA LTD MEIWA ESTATE CO LTD MASSACHUSETTS MUTUAL LIFE 144A MDC PARTNERS INC 144A MELCO CROWN ENTERTAINMENT LTD MASSMUTUAL GLOBAL FUNDING 144A MDC-GMTN BV 144A MELCO HOLDINGS INC MASTEC INC MDU RESOURCES GROUP INC MELCO INTERNATIONAL DEVELOPMEN MASTERCARD INC MEAD JOHNSON NUTRITION CO MELCOR DEVELOPMENTS LTD MASTR ADJUSTABLE RATE MO 6 1A2 MEDA AB MELEXIS NV MASTR ADJUSTABLE RATE MOR 1 B1 MEDALLION FINANCIAL CORP MELIA HOTELS INTERNATIONAL SA MATAHARI DEPARTMENT STORE TBK MEDCO HEALTH SOLUTIONS INC MELISRON LTD MATCH GROUP INC MEDFIRST HEALTHCARE SERVICES I MELLANOX TECHNOLOGIES LTD MATERIALS SELECT SECTOR SPDR MEDIA GENERAL INC MELLON CAPITAL III MATLIN PATTERSON GLOBAL OPP MEDIACOM LLC / MEDIACOM CAPITA MELROSE INDUSTRIES PLC MATRIX SERVICE CO MEDIASET ESPANA COMUNICACION S MELROSE INDUSTRIES PLC CFD MATSON INC MEDIASET SPA MELROSE STUDENT HOUSING (MISC MATSON NAVIGATION CO INC MEDIASET SPA CFD MEMORIAL PRODUCTION PARTNERS L MATSUI CONSTRUCTION CO LTD MEDIATEK INC MEMORIAL SLOAN-KETTERING CANCE MATSUMOTOKIYOSHI HOLDINGS CFD MEDIBANK PVT LTD MEMPHIS TN CTR CITY REVENUE FI MATSUMOTOKIYOSHI HOLDINGS CO L MEDICAL PROPERTIES TRUST INC MENICON CO LTD MATSUYA Y50 CFD MEDICAL RESOURCES INC MEN'S WEARHOUSE INC/THE MATTAMY GROUP CORP 144A MEDICAL SYSTEM NET NPV CFD MENTOR GRAPHICS CORP MATTEL INC MEDICINES CO/THE MERCADOLIBRE INC MATTHEWS INTERNATIONAL CORP MEDICLINIC INTERNATIONAL CFD MERCEDES BENZ AUTO LEASE B A2B MATTRESS FIRM 2/16 TL MEDICLINIC INTERNATIONAL PLC MERCEDES-BENZ AUTO LEASE A A2B

Page 59 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

MERCEDES-BENZ AUTO LEASE A A3 METAIR INVESTMENTS LTD MICHAELS COS INC/THE MERCER INTERNATIONAL INC METALL ZUG AG MICHIGAN ST MERCK & CO INC METALS X LTD MICHIGAN ST FIN AUTH REVENUE MERCK KGAA METAWATER CO LTD CFD MICHIGAN ST TOBACCO SETTLEMENT MERCK SHARP & DOHME CORP/OLD METCASH LTD MICHIGAN ST UNIV REVENUES MERCURIES & ASSOCIATES HOLDING METHANEX CORP MICRO FOCUS 11/14 COV-LITE TLB MERCURY GENERAL CORP METLIFE CAPITAL TRUST IV 144A MICRO FOCUS INTERNATIONAL PLC MERCURY NZ LTD METLIFE INC MICRO FOCUS INTL ORD GBP MERCURY SYSTEMS INC METRO AG MICRO SYSTEMATION AB MEREDITH CORP METRO BANK PLC MICROCHIP TECHNOLOGY INC MERGERMARKET 1/14 TL METRO INC MICROLIFE CORP MERIDIAN BANCORP INC METROPOLITAN BANK & TRUST CO MICRON TECHNOLOGY 4/16 TL MERIDIAN ENERGY LTD METROPOLITAN LIFE GLOBAL 144A MICRON TECHNOLOGY INC MERIDIAN VENTURE PARTNERS II METROPOLITAN LIFE GLOBAL REGS MICROSEMI 12/15 TLB MERIT SECURITIES CORP 1 1M1 METSA BOARD OYJ MICROSEMI CORP MERIT SECURITIES CORP 13 M1 METSO OYJ MICROSOFT CORP MERITAGE HOMES CORP METTLER-TOLEDO INTERNATIONAL I MICRO-STAR INTERNATIONAL CO LT MERITECH CAP PARTNERS V LP MEXICAN BONOS MICROSTRATEGY INC MERITECH CAPITAL PARTNERS III MEXICAN UDIBONOS MID ATLANTIC VENTURE FUND III MERITECH CAPITAL PARTNERS IV MEXICHEM SAB DE CV MID OCEAN CBO 2000- 1A A2 144A MERITECH CAPITAL PTNRS II LP MEXICO GOVERNMENT INTERNATIONA MID PENN BANCORP INC MERITZ FIRE & MARINE INSURANCE MEZZ CAP COMMERCIAL C1 X 144A MID REIT INC REIT CFD PLC MEZZ CAP COMMERCIAL C2 D 144A MID-AMERICA APARTMENT COMMUNIT MERLIN ENTERTAINMENTS PLC CFD MEZZ CAP COMMERCIAL C2 E 144A MID-AMERICA APARTMENTS LP MERLIN PROPERTIES SOCIMI SA MEZZ CAP COMMERCIAL C2 F 144A MIDAMERICAN ENERGY CO MERRILL COMMUNICATIONS 5/15 MEZZ CAP COMMERCIAL C2 G 144A MID-ATLANTIC VENTURE FD IV LP MERRILL LYNCH & CO INC MEZZ CAP COMMERCIAL C2 X 144A MIDDLEBY CORP/THE MERRILL LYNCH FINANCIAL ASSETS MEZZ CAP COMMERCIAL C3 D 144A MIDOCEAN CREDIT CLO 2A D 144A MERRILL LYNCH FINL ASSETS INC MEZZ CAP COMMERCIAL C3 E 144A MIDOCEAN CREDIT CLO 2A E 144A MERRILL LYNCH INTL MEZZ CAP COMMERCIAL C3 F 144A MIDOCEAN CREDIT CLO 3A D 144A MERRILL LYNCH INTL LEPO WTS MEZZ CAP COMMERCIAL C3 G 144A MID-STATE CAPITAL CORP 20 1 M2 MERRILL LYNCH MORTGA C1 G 144A MFA FINANCIAL INC MID-STATE TRUST VI 6 A2 MERRILL LYNCH MORTGAGE CKI1 D MFEC PCL MIDSTATES PETROLEUM CO INC / M MERRILL LYNCH MORTGAGE I C1 A3 MFI FURNITURE PLC CFD MIDWAY AIRLINES CORP MERRILL LYNCH MORTGAGE IN C2 F MGI COUTIER MIE BANK LTD/THE MERRILL LYNCH MORTGAGE T C1 A4 MGIC INVESTMENT CORP MIKUNI CORP MERRILL LYNCH MORTGAGE T C1 AJ MGM CHINA HOLDINGS LTD MILACRON 4/15 COV-LITE TLB MERUS LABS INTL INC MGM GROWTH PROPERTIES LLC MILESTONE PARTNERS II LP MESIROW ABSOLUTE RETURN FUND MGM GROWTH PROPERTIES OPE 144A MILESTONE PARTNERS III LP 2 MESTENIO LTD FOR DOMINICA REGS MGM RESORT 4/16 COV-LITE TLB MILESTONE PARTNERS IV LP 2 MET GOVT NASHVILLE & DAVIDSON MGM RESORTS INTERNATIONAL MILLENNIUM & COPTHORNE HOTELS MET TRANSPRTN AUTH NY DEDICATE MHP SA MILLENNIUM LABORATORIES 12/15 MET TRANSPRTN AUTH NY REVENUE MICHAEL KORS HOLDINGS LTD MILLER HEIMAN 8/14 INCREMENTAL MET TRANSPRTN AUTH NY SPL OBLG MICHAEL PAGE INTERNATIONAL CFD MILLER HEIMAN 9/13 TLB

Page 60 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

MILLICOM INTERNATIONAL CE 144A MITSUBISHI ESTATE CO LTD CFD ML-CFC COMMERCIAL MORTGAGE 4 C MILLICOM INTERNATIONAL CELLULA MITSUBISHI GAS CHEMICAL CO INC MLP AG MIMASU SEMICONDUCTOR INDUSTRY MITSUBISHI HEAVY INDUSTRIES LT MMAF EQUIPMENT FINA AA A2 144A MIMECAST LTD MITSUBISHI LOGISTICS CORP MMAF EQUIPMENT FINA AA A4 144A MINDA CORP LTD MITSUBISHI MATERIALS CORP MMC NORILSK NICKEL PJSC MINEBEA CO LTD MITSUBISHI MOTORS CORP MNRB HOLDINGS BHD MINEBEA CO Y50 CFD MITSUBISHI PAPER MILLS CFD MOBASE CO LTD MINERA FRISCO SAB DE CV MITSUBISHI PENCIL CO LTD CFD MOBERG PHARMA AB MINERAL DEPOSITS LTD MITSUBISHI RESEARCH INSTITUTE MOBILE CREATE CO LTD CFD MINERALS TECH 4/14 COV-LITE TL MITSUBISHI TANABE PHARMA CORP MOBILE TELESYSTEMS PJSC MINERALS TECH 6/15 COV-LITE MITSUBISHI UFJ FINANCIAL GROUP MOBILEYE NV MINERALS TECHNOLOGIES INC MITSUBISHI UFJ LEASE & FINANCE MOBILEZONE HOLDING AG MINMETALS LAND LTD MITSUBOSHI BELTING CFD MOCHIDA PHARMACEUTICAL CO LTD MINNESOTA ST HSG FIN AGY HOMEO MITSUI & CO LTD INC (JAPAN) NPV CFD MINOR INTERNATIONAL PCL NVDR MITSUI & CO Y50 CFD MODEL N INC MINOR INTL MITSUI CHEMICALS INC MODERN TIMES GROUP MTG AB MINSUR SA 144A MITSUI CHEMICALS JPY50 CFD MODERNLAND REALTY TBK PT MINTH GROUP LTD MITSUI FUDOSAN CO LTD MODETOUR NETWORK INC MIRACA HOLDINGS INC MITSUI FUDOSAN CO LTD CFD MOHAWK INDUSTRIES INC MIRANT AMERICAS ESC GEN INC MITSUI HIGH-TEC INC MOHEGAN TRIBAL GAMING AUTHORIT MIRION TECHNOLOGIES 1/15 MITSUI HOME CO LTD MOLINA HEALTHCARE INC MIROKU JYOHO SERVICE CO LTD MITSUI OSK LINES LTD MOLSON COORS BREWING CO MIRVAC GROUP MITSUI SUMITOMO INS GRP CFD MOMENTA PHARMACEUTICALS INC MISAWA & CO LTD CFD MITSUMURA PRINTING CO LTD CFD MONADELPHOUS GROUP LTD MISSION BAY (MISC DOCUMENTS) MIURA CO LTD MONCLER SPA MISSION HEALTH SYSTEM INC/NC MIXI INC MONCLER SPA CFD MISSISSIPPI POWER CO MIXI INC NAV CFD MONDELEZ INTERNATIONAL INC MISSOURI JT MUNI ELEC UTILITY MIYAKOSHI HOLDINGS INC CFD MONDI LTD MISSOURI PACIFIC RAILROAD CO MIZHO FINANCIAL GROUP INC CFD MONDI PLC MISSOURI ST HLTH & EDUCTNL FAC MIZRAHI TEFAHOT BANK LTD MONDI PLC ORD CFD MISSOURI ST HSG DEV COMMISSION MIZUHO BANK LTD 144A MONEY SQUARE HOLDINGS INC MISTER CAR WASH 9/14 COV-LITE MIZUHO FINANCIAL GROUP INC MONEYSUPERMARKET.COM GROUP CFD MISUMI GROUP INC MK LAND HOLDINGS BHD MONEYSUPERMARKET.COM GROUP PLC MISUMI GROUP INC Y50 CFD MK REAL ESTATE DEVELOPMENT PCL MONGOLIA GOVERNMENT INTER 144A MITEL NETWORKS 4/15 TL MKH BHD MONOGATARI CORP/THE MITIE GROUP CFD MKP OPPORTUNITY PARTNERS LP MONOGATARI CORP/THE CFD MITIE GROUP PLC MKS INSTRUMENTS 6/16 TLB1 MONOGENESIS CORP MITO SECURITIES CO LTD MKS INSTRUMENTS INC MONOTARO CO LTD MITSUBISHI CHEMICAL HOLDINGS C ML-CFC COMMERCIAL 5 AMFL 144A MONOTARO CO LTD NPV CFD MITSUBISHI CORP ML-CFC COMMERCIAL 7 AMFL 144A MONRO MUFFLER BRAKE INC MITSUBISHI CORP CFD ML-CFC COMMERCIAL MOR 3 F 144A MONSANTO CO MITSUBISHI ELECTRIC CORP ML-CFC COMMERCIAL MORTGAG 4 A3 MONSTER BEVERAGE CORP MITSUBISHI ELECTRIC CORP CFD ML-CFC COMMERCIAL MORTGAG 8 AJ MONSTER WORLDWIDE INC MITSUBISHI ESTATE CO LTD ML-CFC COMMERCIAL MORTGAGE 4 B MONTENEGRO GOVERNMENT INT 144A

Page 61 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

MONTGOMERY CNTY PA MORGAN STANLEY CAPIT C3 C 144A MPI CORP MOODY'S CORP MORGAN STANLEY CAPIT C3 E 144A MPLX LP MOOG INC MORGAN STANLEY CAPIT C3 G 144A MQ HOLDING AB MOORIM PAPER CO LTD MORGAN STANLEY CAPIT C4 D 144A MR MAX CORP CFD MORGAN ADVANCED MATERIALS PLC MORGAN STANLEY CAPIT C4 E 144A MR PRICE GROUP LTD MORGAN KEEGAN SBA I/ 1 A1 144A MORGAN STANLEY CAPIT C4 F 144A MRC GLOBAL INC MORGAN STANLEY MORGAN STANLEY CAPIT RR F 144A MRFC MORTGAGE PASS-THR TBC3 A1 MORGAN STANLEY BANK C12 D 144A MORGAN STANLEY CAPITAL I C3 A2 MRV ENGENHARIA E PARTICIPACOES MORGAN STANLEY BANK C13 D 144A MORGAN STANLEY CAPITAL I HQ7 C MS&AD INSURANCE GROUP HOLDINGS MORGAN STANLEY BANK C13 E 144A MORGAN STANLEY CAPITAL IQ12 AM MSA SAFETY INC MORGAN STANLEY BANK C6 D 144A MORGAN STANLEY CAPITAL IQ15 A4 MSC INDUSTRIAL DIRECT CO INC MORGAN STANLEY BANK C7 D 144A MORGAN STANLEY CAPITAL T27 A1A MSCI EAFE INDEX - NL MORGAN STANLEY BANK C7 E 144A MORGAN STANLEY CAPITAL T29 A4 MSCI EAFE INDEX FUTURE (NYF) MORGAN STANLEY BANK C8 D 144A MORGAN STANLEY DEA TOP3 E 144A MSCI INC MORGAN STANLEY BANK C9 D 144A MORGAN STANLEY DEAN WITTER CAP MSIM PECONIC BAY LTD 1A D 144A MORGAN STANLEY BANK OF A C24 C MORGAN STANLEY IFHF SPV LP MSJP 2015-HAUL HAUL D 144A MORGAN STANLEY BANK OF A C5 A4 MORGAN STANLEY R GG10 A4A 144A MSJP 2015-HAUL HAUL E 144A MORGAN STANLEY BANK OF A C8 A4 MORGENTHALER PARTNERS VIII LP MT SPOKANE 2007-A LL AA C 144A MORGAN STANLEY BANK OF AM C9 C MORGENTHALER VENT PTNRS VII LP MTI LTD MORGAN STANLEY BANK OF C14 A1 MORGENTHALER VENTURE PARTNERS MTI LTD CFD MORGAN STANLEY BANK OF C15 AS MORGUARD CORP MTN GROUP LTD MORGAN STANLEY BANK OF C17 A5 MORGUARD REIT MTN MAURITIUS INVESTMENT 144A MORGAN STANLEY BANK OF C19 ASB MORI HILLS REIT INVESTMENT COR MTR CORP LTD MORGAN STANLEY BANK OF C21 ASB MORI TRUST SOGO REIT INC MTU AERO ENGINES AG MORGAN STANLEY BANK OF C22 A3 MORINAGA & CO LTD/JAPAN MTY FOOD GROUP INC MORGAN STANLEY BANK OF C23 A4 MORINAGA MILK INDUSTRY CO LTD MUELLER INDUSTRIES INC MORGAN STANLEY BANK OF C24 A4 MORNEAU SHEPELL INC MUENCHENER RUECKVERSICHER REGS MORGAN STANLEY BANK OF C25 A5 MORNINGSTAR INC MUENCHENER RUECKVERSICHERUNGS- MORGAN STANLEY BANK OF C26 A5 MOROCCO GOVERNMENT INTERN 144A MUFG AMERICAS HOLDINGS CORP MORGAN STANLEY BANK OF C29 A4 MOROZOFF LTD MUFG UNION BANK NA MORGAN STANLEY CAP CAM1 M 144A MORPHOSYS AG MUGEN ESTATE CO LTD MORGAN STANLEY CAP CAM1 N 144A MORTGAGEIT TRUST 2004-2 2 A1 MULTI-FINELINE ELECTRONIX INC MORGAN STANLEY CAP XLF1 A 144A MOSAIC CO/THE MULTIPLAN 5/16 COV-LITE TLB MORGAN STANLEY CAPI C2 XB 144A MOSCOW EXCHANGE MICEX-RTS PJSC MULTIPLUS SA MORGAN STANLEY CAPI CF1 G 144A TRUST 2015 MTL6 E 144A MUNI ELEC AUTH OF GEORGIA MORGAN STANLEY CAPI IQ7 E 144A MOTEL 6 TRUST 2015 MTL6 F 144A MUNJAL SHOWA LTD MORGAN STANLEY CAPI MS1 D 144A MOTOR OIL HELLAS CORINTH REFIN MURATA MANUFACTURING CO LTD MORGAN STANLEY CAPI WF1 N 144A MOTOROLA SOLUTIONS INC MURPHY OIL CORP MORGAN STANLEY CAPI WF1 O 144A MOULIN GLOBAL EYECARE HLDGS MURPHY USA INC MORGAN STANLEY CAPI XLF J 144A MOUNT AUBURN MURRAY & ROBERTS HOLDINGS LTD MORGAN STANLEY CAPIT C1 D 144A MOZAMBIQUE INTERNATIONAL 144A MURRAY STREET INVESTMENT TRUST MORGAN STANLEY CAPIT C2 D 144A MPACT LTD MUSASHI SEIMITSU IND CFD MORGAN STANLEY CAPIT C2 E 144A MPG HOLDCO I INC MUSASHI SEIMITSU INDUSTRY CO L MORGAN STANLEY CAPIT C2 F 144A LTD MUTUAL OF OMAHA INSURANCE 144A

Page 62 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

MVW OWNER TRUST 2013 1A B 144A NATIONAL BANK OF RAS AL-KHAIMA NBTY 4/16 (USD) TLB MYCRONIC AB NATIONAL BEVERAGE CORP NC HOLDINGS CO LTD CFD MYLAN INC NATIONAL CENTRAL COOLING CO PJ NCC AB MYLAN NV NATIONAL CINEMEDIA INC NCC GROUP PLC MYLAN NV 144A NATIONAL CITY BANK/CLEVELAND O NCI BUILDING SYS COV-LITE TL MYRIAD GENETICS INC NATIONAL CITY CORP NCI BUILDING SYSTEMS INC 144A N.G.K. INSULATORS Y50 CFD NATIONAL COLLEGIATE STUDE 1 B1 NCL CORP LTD 144A NABORS INDUSTRIES INC NATIONAL EXPRESS GROUP PLC NCR CORP NABORS INDUSTRIES LTD NATIONAL EXPRESS GROUP PLC CFD NCT 2013-VI FUNDI 6A IMM2 144A NABTESCO CORP NATIONAL FUEL GAS CO NCUA GUARANTEED NOTES T C1 APT NACHI FUJIKOSHI CORP CFD NATIONAL GENERAL HOLDINGS CORP NCUA GUARANTEED NOTES TR R3 3A NAGAILEBEN CO LTD NATIONAL GRID PLC NEA 10 LP NAGANO BANK LTD/THE NATIONAL GRID PLC CFD NEA 11 NAGANO KEIKI JPY50 CFD NATIONAL INSTRUMENTS CORP NEA 12 LP NAGASE & CO LTD NATIONAL INTERSTATE CORP NEA IX LP NAGASE & CO LTD CFD NATIONAL OILWELL VARCO INC NEA VII L P NAGATANIEN CO LTD JPY50 CFD NATIONAL RETAIL PROPERTIES INC NEC CORP NAGAWA CO LTD CFD NATIONAL RURAL UTILITIES COOPE NEC NETWORKS & SYSTEM INTEGRAT NAGOYA RAILROAD CO LTD NATIONAL SAVINGS BANK 144A NEDERLANDSE WATERSCHAPSBA 144A NAKABAYASHI CO LTD CFD NATIONAL SEMICONDUCTOR CORP NEENAH ENTERPRISES INC NAKANO CORP/TOKYO NATIONAL SURGICAL HOSPITALS NEFF RENTAL 6/14 COV-LITE 2ND NAMCHOW CHEMICAL INDUSTRIAL CO NATIONSLINK FUNDIN LTL1 C 144A NELDER GROVE CLO LT 1A D1 144A NAMCO BANDAI HOLDINGS INC CFD NATIONSLINK FUNDIN LTL1 D 144A NELL AF SARL F ESCROW NAMHAE CHEMICAL CORP NATIONSTAR MORTGAGE LLC / NATI NELNET STUDENT LOAN TRUST 4 A4 NAMIBIA INTERNATIONAL BON 144A NATIONWIDE BUILDING SOCIE REGS NEMETSCHEK SE NAMPAK LTD NATIONWIDE MUTUAL INSURAN 144A NEOGENOMICS INC NAMURA SHIPBUILDING CO LTD NATIXIS EUR1.6 CFD NEOPOST SA NAMURA SHIPBUILDING CO Y50 CFD NATIXIS SA NEOPOST SA CFD NANOSTRING TECHNOLOGIES INC NATURA COSMETICOS SA NEOS CORP CFD NANTEX INDUSTRY CO LTD NATURAL GAS FUTURE (NYM) NEOVIA LOGISTICS INTERMED 144A NANTHEALTH INC NATURAL GAS SERVICES GROUP INC NEOWIZ HOLDINGS CORP NAPA MANAGEMENT 4/16 TL NAVER CORP NEP 1/13 2ND LIEN COV-LITE TL NAPHTHA ISRAEL PETROLEUM CORP NAVEX GLOBAL 11/14 COV-LITE NEP 1/14 ADD-ON TL NASDAQ INC NAVEX GLOBAL 11/14 COV-LITE TL NEPA VENTURE FD II L P NASPERS LTD NAVIENT CORP NEPA VENTURE FUND II LP NATCO PHARMA LTD NAVIENT PRIVATE EDUC CA A 144A NEPTUNE GROUP LTD NATERA INC NAVIENT STUDENT LOAN TRUS 1 A1 NESTE OYJ NATIONAL ALUMINIUM CO LTD NAVIOS 6/13 TLB NESTLE LANKA PLC NATIONAL AUSTRALIA BANK L 144A NAVIOS 6/15 TL NESTLE NIGERIA PLC NATIONAL AUSTRALIA BANK L REGS NAVISTAR FINANCIAL DE 1 A 144A NESTLE SA NATIONAL AUSTRALIA BANK LTD NAVITAS EQUIPMENT REC 1 B 144A NETAPP INC NATIONAL AUSTRALIA BANK LTD/NE NAVITAS EQUIPMENT REC 1 C 144A NETAS TELEKOMUNIKASYON AS NATIONAL BANK OF CANADA NBCUNIVERSAL ENTERPRISE I 144A NETCARE LTD NATIONAL BANK OF CANADA 144A NBCUNIVERSAL MEDIA LLC NETEASE INC

Page 63 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

NETENT AB NEW YORK ST DORM AUTH ST PERSO NGL ENERGY PARTNERS LP NETFLIX INC NEW YORK ST URBAN DEV CORP REV NGP NATURAL RESOURCES X L P GOVERNMENT BO 144A NEW YORK TIMES CO/THE NGP NATURAL RESOURCES XI LP NETIA SA NEW ZEALAND GOVERNMENT BO REGS NH FOODS LTD NETSCOUT SYSTEMS INC NEWBRIDGE ASIA IV LP NH HOTEL GROUP SA NETSMART 4/16 2ND LIEN TL NEWCREST MINING LTD NHK SPRING CO LTD NETSMART 4/16 TL NEWELL BRANDS INC NIAGARA MOHAWK POWER CORP 144A NETSUITE INC NEWFIELD EXPLORATION CO NIBE INDUSTRIER AB NETUREN CO CFD NEWMARKET CORP NICE HOLDINGS INC CFD NEUCA SA NEWMARKET GOLD INC NEW NICE LTD NEUROCRINE BIOSCIENCES INC NEWMONT MINING CORP NICHIAS CORP JPY50 CFD NEURODERM LTD NEWOCEAN ENERGY HOLDINGS LTD NICHIBAN CO LTD NEUSTAR INC NEWPAGE CORP NICHICON CORP CFD NEVADA POWER CO NEWPARK RESOURCES INC NICHIDEN CORP CFD NEVSUN RESOURCES LTD NEWS CORP NICHIHA CORP NEW CARPHONE WAREHOUSE CFD NEWSPRING III NICHIHA CORP CFD NEW CHINA LIFE INSURANCE CO LT NEWSPRING VENTURES II LP NICHI-IKO PHARMACEUTICAL CFD NEW HAMPSHIRE ST TURNPIKE SYS NEWSTAR ARLINGTON SE 1A E 144A NICHIREI CORP NEW JAPAN RADIO CO LTD NEWSTAR COMMERCIAL L 1A D 144A NICHIREKI CO LTD NEW JERSEY RESOURCES CORP NEWSTAR FINANCIAL INC NICHIRIN CO LTD NEW JERSEY ST TRANSPRTN TRUST NEWSTAR TRUST 2A A 144A NICKEL FUTURE (LME) NEW JERSEY ST TURNPIKE AUTH NEWTEK SMALL BUSINESS 1 A 144A NIDEC CORP NEW MEDIA INVESTMENT GROUP INC NEXANS SA NIDEC CORP NPV CFD NEW MOUNTAIN FINANCE CORP NEXANS SA CFD NIELSEN FINANCE LLC / NIELSEN NEW MOUNTAIN PARTNERS III NEXEN ENERGY ULC PLC NEW MOUNTAIN PARTNERS IV LP NEXEN TIRE CORP NIGERIA GOVERNMENT INTERN 144A NEW MOUNTAIN PARTNERS LP NEXEO 5/16 COV-LITE TLB NIGERIAN BREWERIES PLC NEW SENIOR INVESTMENT GROUP IN NEXITY SA NIHON DEMPA KOGYO CO LTD CFD NEW SOUTH WALES TREASURY CORP NEXON CO LTD NIHON ESLEAD CFD NEW WORLD CHINA LAND LTD NEXON CO LTD CFD NIHON ESLEAD CORP NEW WORLD DEVELOPMENT CO LTD NEXSTAR BROADCASTING GROUP INC NIHON M&A CENTER INC NEW YORK AND PRESBYTERIAN HOSP NEXSTAR BROADCASTING INC NIHON PARKERIZING CO LTD NY HSG DEV CORPM NEXT CO LTD NIHON TRIM CO LTD NEW YORK CITY NY MUNI WTR FIN NEXT CO. LTD NPV CFD NIHON TRIM CO LTD JPY50 CFD NEW YORK CITY NY TRANSITIONAL NEXT PLC NIHON UNISYS LTD CFD NEW YORK COMMUNITY BANCORP INC NEXT PLC CFD NIHON YAMAMURA GLASS CO LT CFD NEW YORK COMMUNITY CAPITAL TRU GROUP LTD NIHON YAMAMURA GLASS CO LTD NEW YORK LIFE CAP PARTNERS IV NEXTERA ENERGY CAPITAL HOLDING NIIT TECHNOLOGIES LTD NEW YORK LIFE CAP PARTNERS LP NEXTERA ENERGY INC NIKE INC NEW YORK LIFE CAPITAL NEXTGEN 5/14 (USD) COV-LITE TL NIKKISO CO LTD NEW YORK LIFE CAPITAL PARTNERS NEXTMEDIA GROUP INC CLASS A NIKON CORP NEW YORK LIFE GLOBAL FUND 144A NGK INSULATORS LTD NILKAMAL LTD NEW YORK NY NGK SPARK PLUG CO LTD NINTENDO CO LTD NEW YORK ST NGK SPARK PLUG CO LTD CFD NIPPON ACCOMODATIONS FUND CFD

Page 64 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

NIPPON AIR CONDITIONING SE CFD NISSAN AUTO RECEIVABLES 2 C A3 NOLATO AB NIPPON BUILDING FUND INC NISSAN AUTO RECEIVABLES B A2B NOMURA CO CFD NIPPON CARBON CO Y50 CFD NISSAN AUTO RECEIVABLES C A2A NOMURA HOLDINGS INC NIPPON CERAMIC CO LTD CFD NISSAN AUTO RECEIVABLES C A2B NOMURA HOLDINGS INC CFD NIPPON CHEMICAL INDUSTRIAL CO NISSAN MASTER OWNER TRUST A A2 NOMURA REAL ESTATE HOLDINGS IN NIPPON CHEMIPHAR CO LTD NISSAN MOTOR ACCEPTANCE C 144A NOMURA REAL ESTATE MASTER FUND NIPPON COMMERCIAL DEVCFD NISSAN MOTOR CO CFD NOMURA RESEARCH INSTITUTE LTD NIPPON CONCRETE JPY50 CFD NISSAN MOTOR CO LTD NOMURA RL EST INC NPV CFD NIPPON ELECTRIC GLASS CO LTD NISSAN SHATAI CO Y50 CFD NON-STANDARD FINANCE PLC NIPPON EXPRESS CO LTD NISSAN TOKYO SALES HOLDINGS CO NORANDA ALUMINUM 3/13 ADD-ON B NIPPON KANZAI CO LTD NISSEI ASB MACHINE NPV CFD NORBORD INC 144A NIPPON PAINT CO CFD NISSEI BUILD KOGYO JPY50 CFD NORCROS PLC NIPPON PAINT HOLDINGS CO LTD NISSHA PRINTING CO LTD NORD ANGLIA EDUCATION INC NIPPON PARKING DEV CO CFD NISSHIN FUDOSAN CO/JAPAN NORDEA BANK AB NIPPON PILLAR PACKING CO JPY50 NISSHIN OILLIO GROUP LTD/THE NORDEA BANK AB 144A NIPPON PISTON RING CO LTD NISSHIN SEIFUN GROUP INC NORDEA HYPOTEK AB NIPPON PISTON RING CO LTD CFD NISSIN CORP CFD NORDEX SE NIPPON PROLOGIS REIT INC NISSIN FOODS HOLDINGS CO LTD NORDIC CAPITAL FUND V L P NIPPON ROAD CO LTD/THE NITORI CO Y50 CFD NORDIC CAPITAL VI ALPHA LP NIPPON SEIKI CO LTD NITORI HOLDINGS CO LTD NORDIC CAPITAL VII BETA LP NIPPON SEISEN CO JPY50 CFD NITTETSU MINING CO LTD NORDIC INVESTMENT BANK NIPPON SEISEN CO LTD NITTO DENKO CORP NORDNET AB NIPPON STEEL & SUMITOMO METAL NITTO DENKO CORP CFD NORDSON CORP NIPPON STEEL CORP CFD NITTO KOGYO CORP NORDSTROM CREDIT CAR 1A A 144A NIPPON SUISAN KAISHA LTD NITTO KOHKI CO LTD NORDSTROM INC NIPPON SYNTHETIC CHEMICAL INDU NITTO SEIKO CO LTD NORFOLK SOUTHERN CORP NIPPON SYSTEM DEV Y50 CFD NITTOC CONSTRUCTION CO LTD NORMA GROUP SE NIPPON SYSTEMWARE CO LTD NITTOC CONSTRUCTION Y50 CFD NORSK HYDRO ASA NIPPON SYSTEMWARE CO LTD CFD NKT HOLDING A/S NORTEK 4/15 INCREMENTAL TLB NIPPON TEL & TEL CORP Y50000 NMC HEALTH PLC NORTEK INC NIPPON TELEGRAPH & TELEPHONE C NN 10/15 COV-LITE TLB NORTEL NETWORKS CORP NIPPON TELEVISION HOLDINGS INC NN 8/14 COV-LITE TLB NORTH AMERICAN ENERGY PARTNERS NIPPON YUSEN KK NN GROUP NV NORTH DAKOTA ST HSG FIN AGY NIPRO CORP NN INC NORTH HAVEN PRIVATE EQUITY NISHIMATSUYA CHAIN CO LTD NOAH HOLDINGS LTD NORTH PACIFIC BANK LTD NISOURCE FINANCE CORP NOBIA AB NORTHERN BLIZZARD RES INC NISOURCE INC NOBLE CORP PLC NORTHERN OIL AND GAS INC NISSAN AUTO LEASE TRUST 2 A A4 NOBLE ENERGY INC NORTHERN STAR RESOURCES LTD NISSAN AUTO LEASE TRUST A A2A NOBLE GROUP LTD NORTHERN STATES POWER CO/MN NISSAN AUTO LEASE TRUST A A2B NOBLE HOLDING INTERNATIONAL LT NORTHERN STATES POWER CO/WI NISSAN AUTO LEASE TRUST B A2B NOK CORP NORTHERN TIER ENERGY LLC / NOR NISSAN AUTO RECEIVABLES 2 A A3 NOK INTEREST NORTHERN TRUST CORP NISSAN AUTO RECEIVABLES 2 B A3 NOKIA OYJ NORTHGATE PLC NISSAN AUTO RECEIVABLES 2 B A4 NOKIAN RENKAAT OYJ NORTHROP CORP

Page 65 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

NORTHROP GRUMMAN SYSTEMS CORP NUANCE COMMUNICATIONS INC 144A OBAYASHI ROAD CORP OBIC CO LTD NORTHSTAR ASSET 1/16 TLB NUCOR CORP OBP DEPOSITOR LLC T OBP A 144A NORTHSTAR ASSET MANAGEMENT GRO NUFARM LTD/AUSTRALIA OBRASCON HUARTE LAIN SA NORTHSTAR EDUCATION FINAN 1 A2 NUFLARE TECHNOLOGY INC OC OERLIKON CORP AG OCADO GROUP PLC-W/I CFD NORTHSTAR REALTY FINANCE CORP NUMERICABLE / YPSO 10/15 OCCIDENTAL PETROLEUM CORP NORTHWEST AIRLINES 2002-1 CLAS NUMERICABLE SAS CFD OCEAN HAMMOCK RESORT NORTHWEST AIRLINES 2007-1 CLAS NUPLEX INDUSTRIES LTD SERVICES OCEAN HAMMOCK/PALM COAST NORTHWEST BANCSHARES INC NUSTAR ENERGY LP (MISC NORTHWESTERN CORP NUSTAR GP HOLDINGS LLC OCEAN RIDGE PALM COAST CORP NORTHWESTERN MUTUAL LIFE 144A NUSTAR LOGISTICS LP OCEAN RIG 7/14 TLB OCEANEERING INTERNATIONAL GOVERNMENT BOND 144A NUTRISYSTEM INC INC NORWEGIAN CRUISE LINE HOLDINGS NUVASIVE INC OCEANWOOD OPPORTUNITIES NOS SGPS SA NUVECTRA CORP FUND OCH-ZIFF CAPITAL MANAGEMENT NOTTOWAY MANAGEMENT UNIT NUVOTON TECHNOLOGY CORP GR NOVA MEASURING INSTRUMENTS LTD NV ENERGY INC OCI NV NOVAE GROUP PLC NVIDIA CORP OCM MEZZANINE FUND LP OCM OPPORTUNITIES FD VIII LP NOVARTIS AG NVR INC OCM OPPORTUNITIES FUND III LP NOVARTIS CAPITAL CORP NWH ESCROW CORP 144A OCM OPPORTUNITIES FUND IV LP NOVARTIS SECURITIES INVESTMENT NWS HOLDINGS LTD OCM OPPORTUNITIES FUND IX L.P NOVATEK MICROELECTRONICS CORP NXP 12/15 COV-LITE TLB OCM OPPORTUNITIES FUND V OCM OPPORTUNITIES FUND VI NOVETTA SOLUTIONS 10/15 NXP BV / NXP FUNDING LLC 144A OCM OPPORTUNITIES FUND VII NOVITAS CAPITAL II LP NXP SEMICONDUCTORS NV OCM OPPORTUNITIES FUND VII-B NOVITAS CAPITAL III LP NXSTAGE MEDICAL INC OCM OPPORTUNITIES FUND VIIIB OCM POWER OPPORTUNITIES NOVITAS CAPITAL LP NXT CAPITAL 4/14 INC TL OCM PRINCIPAL OPP FD IV NOVO NORDISK A/S NXT CAPITAL 9/13 SENIOR TLB OCM PRINCIPAL OPPTYS FD II LP NOVOZYMES A/S NY HARB ULSD FUTURE (NYM) OCM REAL ESTATE OPP FD III LP OCM/GFI POWER OPPORTUNITIES NOW INC NYKREDIT REALKREDIT A/S FD NPC INTERNATIONAL INC / NPC QU NYLIM MEZZANINE PARTNERS OCONEE RIVER MANAGEMENT NRG ENERGY INC NYLIM MEZZANINE PRTRS II UNIT OCP SA 144A NRG YIELD INC NYSE HOLDINGS LLC OCTAGON INVESTMENT P 1A D OAK HILL ADVISORS NPL2 A2 NRG YIELD INC 144A 144A 144A NS SHOPPING CO LTD OCWEN FINANCIAL 2/13 TLB OAK HILL CAPITAL PARTNERS LP ODAKYU ELECTRIC RAILWAY CO NSG HOLDINGS LLC / NSG HO 144A OAK INVESTMENT PARTNERS XI CFD NSI NV LP ODAKYU ELECTRIC RAILWAY CO OAK INVESTMENT PARTNERS XII LTD NSK LTD LP ODEBRECHT FINANCE LTD 144A NSK LTD CFD OAKTREE CAP MANAGEMENT LLC ODELIC CO LTD N-STAR REL CDO VIII 8A A1 144A OAKTREE CAPITAL MANAGEMEN ODYSSEY INVESTMENT 144A NTT DATA CORP PARTNERS OAKTREE LOAN FUND 2X LP OENON HOLDINGS INC NTT DATA CORP CFD OAKWOOD MORTGAGE INV B A2 OESTERREICHISCHE 144A NTT DOCOMO INC KONTROLLBANK OAKWOOD MORTGAGE INV B A3 NTT DOCOMO INC CFD OESTERREICHISCHE POST AG 144A OFFICE DEPOT INC NTT URBAN DEVELOPMENT CORP OASIS OUTSOURCING 12/14 TL OFSI FUND VI LTD 6A C 144A NU SKIN ENTERPRISES INC OASIS PETROLEUM INC OGE ENERGY CORP OBAYASHI CORP NUANCE COMMUNICATIONS INC OGLETHORPE POWER CORP OBAYASHI CORP CFD OHA CREDIT PARTNERS 7A E 144A

Page 66 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

OHASHI TECHNICA INC ONDECK ASSET SECURIT 1A B OSAKA ORGANIC CHEMICAL OHASHI TECHNICA INC TOKYO 144A INDUSTR CFD ONE GAS INC OSAKA STEEL CO Y50 CFD OHBA CO LTD CFD ONEMAIN FINANCIAL HOLDING OSCAR US FUNDING TR 1A A3 OHIO ST SPL OBLG 144A 144A OI SA REGS ONEMAIN FINANCIAL IS 2A A 144A OSCAR US FUNDING TR 1A A4 OIL SEARCH LTD ONEMAIN HOLDINGS INC 144A OIL STATES INTERNATIONAL INC ONEOK INC OSCHADBANK VIA SSB #1 PLC OITA BANK LTD/THE ONEOK PARTNERS LP 144A OJI HOLDINGS CORP ONEX CORP OSHKOSH CORP OJI PAPER CO CFD ONO PHARMACEUTICAL CO CFD OSI SYSTEMS INC O'KEY GROUP SA ONO PHARMACEUTICAL CO LTD OSRAM LICHT AG OKI ELECTIRC CABLE JPY50 ONTEX GROUP NV OSSTEM IMPLANT CO LTD OKI ELECTRIC INDUSTRY CO LTD ONWARD HOLDINGS CO LTD OTP BANK PLC OKINAWA BANK Y500 CFD OPAP SA OTSUKA CORP OKINAWA ELECTRIC POWER CO OPEN HOUSE CO LTD OTSUKA HOLDINGS CO LTD INC/ OPEN TEXT CORPORATION OTSUKA HOLDINGS CO LTD CFD OKLAHOMA OPHIR ENERGY PLC CFD OUG HOLDINGS INC CFD OKLAHOMA GAS & ELECTRIC CO OPHTHOTECH CORP OURO FINO SAUDE ANIMAL OKMETIC OYJ OPKO HEALTH INC PARTICI OKUMA CORP OPORTUN FUNDING III L B B 144A OUTERWALL INC OKURA INDUSTRIAL CO LTD OPTIMAL PAYMENTS PLC CFD OUTFRONT MEDIA CAPITAL LLC / OLD DOMINION FREIGHT LINE INC OPUS BANK O OLD MUTUAL PLC ORACLE CORP OUTFRONT MEDIA INC OLD MUTUAL PLC ORD CFD ORACLE CORP JAPAN OUTOKUMPU OYJ OLD NATIONAL BANCORP/IN ORACLE CORP JAPAN CFD OUTOTEC OYJ OLD REPUBLIC INTERNATIONAL ORANGE BELGIUM SA OVERSEA-CHINESE BANKING COR ORANGE LAKE TIMESHAR AA B CORP L OLEODUCTO CENTRAL SA 144A 144A OWENS & MINOR INC OLIN CORP ORANGE SA OWENS CORNING OLLIE'S BARGAIN OUTLET ORANGE SA REGS OWENS-BROCKWAY GLASS CONT HOLDING ORASCOM CONSTRUCTION LTD 144A OLYMPIC GROUP CORP CFD ORASURE TECHNOLOGIES INC OWENS-ILLINOIS INC OLYMPIC INDUSTRIES LTD ORBITAL ATK INC OWS CREDIT OPPORTUNITY OLYMPUS CORP ORBOTECH LTD OXFORD FUND LP OLYMPUS CORP Y50 CFD ORCHID ASIA V LP OXFORD INSTRUMENTS PLC OM ASSET MANAGEMENT PLC ORCHID ASIA VI L.P. OXTEAM ORCHARDS OM GROUP 11/15 (USD) COV-LITE OREGON ST OYO CORP Y50 CFD OMAHA NE PUBLIC PWR DIST O'REILLY AUTOMOTIVE INC P L LLC ELEC ORICA LTD PA LODGING EXTON I INC OMAN GOVERNMENT INTERNATI ORIENTAL LAND CO LTD/JAPAN PABST BREWING 11/14 TL 144A ORIENTAL WATCH HOLDINGS FINANCIAL CORP OMEGA HEALTHCARE INVESTORS ORIFLAME HOLDING AG PACCAR INC INC ORIGEN MANUFACTURED HOUSI PACIFIC ALTERNATIVE ASSET OMEROS CORP A M1 PACIFIC ANDES INTERNATIONAL OMNICELL INC ORIGIN ELECTRIC CO LTD HO OMNICOM GROUP INC ORIGIN ENERGY LTD PACIFIC BRANDS LTD OMRON CORP ORION CORP/REPUBLIC OF KOREA PACIFIC GAS & ELECTRIC CO OMTHERA PHARMACEUTICAL ORION OYJ PACIFIC LIFE GLOBAL FUNDI 144A OMV AG ORIOR AG PACIFIC METALS CO CFD ON ASSIGNMENT INC ORIX CORP PACIFIC PREMIER BANCORP INC ON SEMICONDUCTOR 3/16 COV- ORIX JREIT INC PACIFICORP LITE ORKLA ASA PACIRA PHARMACEUTICALS ON SEMICONDUCTOR CORP ORMAT TECHNOLOGIES INC INC/DE ON-BRIGHT ELECTRONICS INC ORORA LTD PACKAGING CORP OF AMERICA ONCODESIGN ORPEA EUR2.5 CFD PACT GROUP HOLDINGS LTD ONCOR ELECTRIC DELIVERY CO ORRSTOWN FINANCIAL SERVICES PACTIV LLC LLC IN PACWEST BANCORP OSAKA GAS CO LTD PADAENG INDUSTRY PCL

Page 67 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

PADDY POWER BETFAIR PLC PARTNERS GROUP CLIENT PENNSYLVANIA ELECTRIC CO PADDY POWER BETFAIR PLC CFD ACCESS PENNSYLVANIA REAL ESTATE PADINI HOLDINGS BHD PARTNERS GROUP CLIENT INVES PAGEGROUP PLC ACCESS 3 PENNSYLVANIA ST PAI EUROPE III LP PARTNERS GROUP HOLDING AG PENNSYLVANIA ST TURNPIKE PAI EUROPE IV LP PARTNERS GROUP SECONDARY COMMI PAI EUROPE V-3 FCPR 2008 PENNTEX MIDSTREAM PARTNERS PAI EUROPE VI L P PARTNERS GROUP SECONDARY LP PAKUWON JATI TBK PT 2011 PENROSE MIDCO LIMITED PALLADIUM EQUITY PARTNERS II PARTNERS GROUP SECONDARY PENROSE TOPCO LTD (BE IV) PALLADIUM EQUITY PARTNERS 2015 PENROSE TOPCO LTD IV PARTRON CO LTD CERTIFICATES PALLADIUM FUTURE (NYM) PARTY CITY HOLDCO INC PENSKE AUTOMOTIVE GROUP INC PALMETTO FUND LTD CLASS G PASADENA TX INDEP SCH DIST PENSKE TRUCK LEASING CO L PALO ALTO NETWORKS INC PASCO CORP CFD 144A PALTAC CORP CFD PASON SYSTEMS INC PENTAIR FINANCE SA PALTAC CORPORATION PASTA PENTAIR PLC PAMPA ENERGIA SA PATHEON 1/14 (USD) TL PENTA-OCEAN CONSTRUCTION PAN AFRICAN RESOURCES PLC PATISSERIE HOLDINGS PLC CO LT PANALPINA WELTTRANSPORT PATRIOT CAPITAL PARTNERS LP PEOPLE'S FINANCIAL REALT 1 1A3 HOLDIN PATRIOT NATIONAL INC PEOPLES FINANCIAL SERVICES PANAMA GOVERNMENT PATRIZIA IMMOBILIEN AG COR INTERNATIONA PATTERSON COS INC PEOPLE'S INSURANCE CO GROUP PANARIAGROUP INDUSTRIE PATTERSON-UTI ENERGY INC OF CERAMIC PAX GLOBAL TECHNOLOGY LTD PEOPLE'S UNITED FINANCIAL INC PANASONIC CORP PAYCHEX INC PEPCO HOLDINGS LLC PANASONIC CORP CFD PAYLESS SHOESOURCE 3/14 TL PEPPER FOOD SERVICE CO LTD PANDORA A/S PAYPAL HOLDINGS INC PEPSICO INC PANDORA MEDIA INC PAYSAFE GROUP PLC PER AARSLEFF HOLDING A/S PANERA BREAD CO PB HOLDINGS LLC PEREGRINE HOLDINGS LTD PAPA JOHN'S INTERNATIONAL INC PBF ENERGY INC CO PAPELES Y CARTONES DE PBF HOLDING CO LLC / PBF 144A PERION NETWORK LTD EUROPA S PBF HOLDING CO LLC / PBF FINAN PERKINELMER INC PARADIGM 5/15 COV-LITE TL PBF LOGISTICS LP PERMANENT TSB GROUP PARAGON GROUP OF COMPANIES PCCW LTD HOLDINGS P CFD PCHOME ONLINE INC PERMIRA EUROPE I PARAGUAY GOVERNMENT INTER PCI PHARMA 6/16 COV-LITE TLB PERMIRA EUROPE II 144A PDC ENERGY INC PERMIRA IV LP 2 PARAMOUNT BED HOLDINGS CO PEAB AB PERMIRA IV MANAGERS LIMITED LTD PEABODY GLOB RE PTNRS LP PERNOD RICARD SA PARAMOUNT CORP BHD PEACE MARK HOLDINGS LTD PERRIGO CO PLC PARAMOUNT GROUP INC PEAK SPORT PRODUCTS CO LTD PERRIGO FINANCE UNLIMITED CO PARAMOUNT GROUP REAL PEAKS CLO 1 LTD 1A D 144A PERRY PARTNERS L P ESTATE PEARSON PLC PERSEUS MINING LTD PARAMOUNT RESOURCES LTD PEARSON PLC CFD PERSEUS MINING LTD NPV DVP OF PAREX RESOURCES INC PEBBLEBROOK HOTEL TRUST PERSEUS-SOROS PAREXEL INTERNATIONAL CORP PECO ENERGY CO PERSIMMON PLC PARGESA HOLDING SA PEG POOLED VENTURE CAP INSTL PERSIMMON PLC CFD PARIS PEGASYSTEMS INC PERTAMINA PERSERO PT 144A PARIS MIKI HOLDINGS INC CFD PEMBINA PIPELINE CORP PERTAMINA PERSERO PT REGS PARK SQUARE - PSERS CREDIT PERU ENHANCED PASS-THROUG PARK24 CO LTD PENN ASIA INVESTORS L P REGS PARKER-HANNIFIN CORP PENN NATIONAL GAMING INC PERU PAYROLL DEDUCTION FI PARKLAND FUEL CORP PENNANTPARK INVESTMENT REGS PARK-OHIO HOLDINGS CORP CORP PERUVIAN GOVERNMENT PARQUE ARAUCO SA PENNON GROUP ORD GBP0.407 INTERNATIO PARSLEY ENERGY INC CFD PETCO 1/16 COV-LITE TLB1 PARTHENON INVESTORS II LP PENNON GROUP PLC PETRA DIAMONDS LTD PENNS WOODS BANCORP INC PETROBRAS ARGENTINA SA

Page 68 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

PETROBRAS GLOBAL FINANCE BV PICC PROPERTY & CASUALTY CO PLATINUM ASSET MANAGEMENT PETRO-CANADA LT LTD PETROFAC LTD PICK N PAY HOLDINGS LTD PLATINUM EQ CAP PARTNERS III PETROFAC LTD ORD CFD PICO FAR EAST HOLDINGS LTD PLATINUM EQUITY CAP PETROLEO BRASILEIRO SA PICO HOLDINGS INC PARTNERS PETROLEOS DE VENEZUELA SA PIDILITE INDUSTRIES LTD PLATINUM EQUITY CAPITAL REGS PIEDMONT NATURAL GAS CO INC PLATINUM FUTURE (NYM) PETROLEOS MEXICANOS PIEDMONT OFFICE REALTY TRUST PLAYMATES HOLDINGS LTD PETROLEOS MEXICANOS 144A I PLAYPOWER 6/15 TL PETROLEOS MEXICANOS REGS PIER 1 IMPORTS INC PLAYTECH LTD CFD PETROLEUM CO OF TRINIDAD PIGEON CORP PLAYTECH PLC REGS PILGRIM'S PRIDE CORP LTD PETRON MALAYSIA REFINING & PILGRIM'S PRIDE CORP 144A PNC BANK NA MAR PIMCO ABSOLUTE RETURN PNC COMMERCIAL MORTG C2 J PETRONAS CAPITAL LTD 144A OFFSHORE 144A PETRONAS CHEMICALS GROUP PIMCO COMMODITY ALPHA PNC EQUITY PARTNERS II LP BHD CLASS PNC EQUITY PARTNERS LP PETRONAS GAS BHD PIMCO MULTI-ASSET VOLATILITY PNC FINANCIAL SERVICES GROUP PETRONET LNG LTD PIMCO MULTI-SECTOR STRATEGY I PETROSEA TBK PT FD PNM RESOURCES INC PETS AT HOME GROUP PLC PINAR ENTEGRE ET VE UN POH HUAT RESOURCES HOLDINGS PETSMART INC 144A SANAYI BH PEUGEOT SA PINE RIVER FUND LP POINT INC NPV CFD PEUGEOT SA CFD PING AN INSURANCE GROUP CO POLA ORBIS HOLDINGS INC PEYTO EXPLORATION & DEV OF POLA ORBIS HOLDINGS INC CFD CORP PINNACLE ENTERTAINMENT 11/15 POLAND GOVERNMENT BOND PFEIFFER VACUUM TECHNOLOGY PINNACLE ENTERTAINMENT IN POLAND GOVERNMENT AG 144A INTERNATIONA PFIZER INC PINNACLE ENTERTAINMENT INC POLARIS INDUSTRIES INC PFLUGERVILLE TX INDEP SCH FINANCE LL POLARIS VENTURE PARTNERS II DIST 144A POLARIS VENTURE PARTNERS IV PG&E CORP PINNACLE FOODS FINANCE LLC / LP PGT 2/16 COV-LITE TL P POLARIS VENTURE PARTNERS V PHEAA PINNACLE FOODS INC LP PHILADELPHIA ENERGY PINNACLE HOLDINGS LTD POLARIS VENTURE PTNRS III LP SOLUTIONS PINNACLE WEST CAPITAL CORP POLYCOM INC PHILIP MORRIS CR AS PIONEER CORP POLYONE CORP PHILIP MORRIS INTERNATIONAL PIONEER CORP Y50 CFD POOL CORP IN PIONEER FOODS GROUP LTD POONGSAN CORP PHILIPPINE GOVERNMENT PIONEER NATURAL RESOURCES POPULAR INC INTERNAT CO PORR AG PHILIPPINE LONG DISTANCE PITANGO PORSCHE AUTOMOBIL HOLDING TELEP FUND SE PHILIPPINE CORP PITANGO VENTURE CAPITAL PORSCHE FINANCIAL AU 1 A3 PHILIPS LIGHTING NV FUND V 144A PHILLIPS 66 PITNEY BOWES INC PORSCHE INNOVATIVE L 1 A4 PHILLIPS 66 PARTNERS LP PLA RESIDENTIAL III 144A PHILLIPS-MEDISIZE 6/14 PLA RETAIL FUND I LP PORT AUTH OF NEW YORK & NEW PHOENIX ELECTRIC NPV CFD PLAINS ALL AMERICAN PIPELINE JE PHOENIX GROUP HOLDINGS L PORTLAND GENERAL ELECTRIC PHOENIX GROUP HOLDINGS CFD PLAINS GP HOLDINGS LP CO PHOENIX SATELLITE TELEVISION PLANET FITNESS INC PORTO SEGURO SA H PLANTRONICS INC PORTOLA PHARMACEUTICALS PHOENIX TOURS INTERNATIONAL PLASTIC OMNIUM SA CFD INC IN PLATFORM SPECIALTY PRODUC PORTUGAL OBRIGACOES DO TE PHOTOMEDEX INC 144A 144A PIA CORPORATION NPV CFD PLATFORM SPECIALTY PRODUCTS POSCO PIAGGIO & C SPA CO POSCO COATED & COLOR STEEL CO

Page 69 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

POST HOLDINGS INC PRICESMART INC PROVIDENCE PLACE GR C1 A2 POST HOLDINGS INC 144A PRICOA GLOBAL FUNDING I 144A 144A POST PROPERTIES INC PRIDE INTERNATIONAL INC PROVIDENT FINANCIAL PLC POSTE ITALIANE SPA PRIMA MEAT PACKERS Y50 CFD PROVIDENT FINANCIAL PLC CFD POTASH CORP OF PRIMARY HEALTH CARE LTD PROVIDENT FUNDING ASSOCIA SASKATCHEWAN PRIMAVERA CAPITAL FUND II LP 144A POTASH CORP OF PRIME SECURITY SERVICES B PROVINCE OF BRITISH COLUMBIA SASKATCHEWAN IN 144A C POTLATCH CORP PRIMERICA INC PROVINCE OF MANITOBA POTOMAC ELECTRIC POWER CO PRIMESOURCE 5/15 COV-LIT TL CANADA POWER ASSETS HOLDINGS LTD PRINCE GEORGE MANAGEMENT PROVINCE OF NOVA SCOTIA POWER CORP CANADA UNIT CANADA POWER FINANCIAL CORP PRINCIPAL FINANCIAL GROUP INC PROVINCE OF ONTARIO CANADA POWER GRID CORP OF INDIA LTD PRINCIPAL LIFE GLOBAL FUN PROVINCE OF QUEBEC CANADA POWER ROOT BHD 144A PROVINCE OF SALTA ARGENTI POWERLONG REAL ESTATE PRISA 144A HOLDINGS PRISA II LP PROVINCIA DE BUENOS AIRES POWERSHARES DB OPTIMUM PRIVATE EXPORT FUNDING CORP 144A YIELD PRIVATEBANCORP INC PROVINCIA DE CORDOBA 144A POWERSHARES QQQ TRUST PROASSURANCE CORP PROVINCIA DE NEUQUEN ARGE SERIES PROCTER & GAMBLE - ESOP 144A POYA INTERNATIONAL CO LTD PROCTER & GAMBLE CO/THE PROXIMUS SADP PPG INDUSTRIES INC PROGRESS ENERGY INC PRUDENTIAL ASSET MANAGMENT PPL CAPITAL FUNDING INC PROGRESSIVE CORP/THE PRUDENTIAL FINANCIAL INC PPL CORP PROJECT CUB PRUDENTIAL INSURANCE CO O PPL ELECTRIC UTILITIES CORP PROLAMINA 8/15 TL 144A PPR CFD PROLOGIS INC PRUDENTIAL PLC PQ CORP 144A PROLOGIS INTERNATIONAL FU PRUDENTIAL PLC CFD PQ CORP 3/14 TL REGS PRYSMIAN SPA PQ CORP 4/16 (USD) TL PROLOGIS LP PRYSMIAN SPA CFD PRA GROUP INC PROLOGIS PROPERTY MEXICO SA PS BUSINESS PARKS INC PRA HEALTH SCIENCES INC DE PS MITSUBISHI CONSTRUCTION PRADA SPA PROMET BERHAD MY$1 CO PRAIRIESKY ROYALTY LTD PROMOTORA Y OPERADORA DE PSEG POWER LLC PRAMERICA REAL ESTATE INFRA PSERS HEALTH CARE FUND CAPITAL PROOFPOINT INC PSERS MANAGED FUND PRAXAIR INC PROQUEST 9/14 TLB PSERS MASTER TRUST UNIT PRECISION CASTPARTS CORP PROSEGUR CIA DE SEGURIDAD SA PSERS RE BOND 3 PRECISION DRILLING CORP PROSENSA HLDGS N V PSERS RE BOND 4 PRECYSE SOLUTIONS 4/16 PROSIEBENSAT.1 MEDIA SE PSERS RE BOND 5 PREFERRED SANDS 8/14 TL PROSPECT CAPITAL CORP PSERS RE BOND 6 PREFERRED TERM SECURITIES PROSPECT MEDICAL HOLDINGS PSERS TAO PARTNERS PARALLEL 144A 144A PSG GROUP LTD PREMIER FARNELL PLC PROSPERITY BANCSHARES INC PSILOS GROUP PARTNERS III LP PREMIER FOODS FINANCE PLC PROTECTION ONE 6/15 COV-LITE PSP SWISS PROPERTY AG REGS PROTECTION ONE 7/15 COV-LITE PTC INC PREMIER FOODS PLC PROTECTIVE LIFE CORP PTC THERAPEUTICS INC PREMIER INC PROTECTOR FORSIKRING ASA PTG ENERGY PCL PREMIER INVESTMENTS LTD PROV OF BRITISH COLUMBIA PTT EXPLORATION & PREMIRA EURO III PROV OF MANITOBA PRODUCTION P PREMIUM BRANDS HOLDINGS PROV OF ONTARIO PTT GLOBAL CHEMICAL PCL CORP PROV OF QUEBEC PTT PCL PRESIDENT CHAIN STORE CORP PARTNERS PUBLIC BANK BHD PRESS KOGYO CO LTD IV PUBLIC SERVICE CO OF PRESTIGE AUTO RECEI 1A A3 144A PROVIDENCE EQUITY PARTNERS COLORADO PRESTIGE BRANDS HOLDINGS INC V PUBLIC SERVICE CO OF NEW PRESTIGE BRANDS INC 144A PROVIDENCE EQUITY PARTNERS HAMPS PRI ALUM FUTURE (LME) VI PUBLIC SERVICE CO OF PRICELINE GROUP INC/THE OKLAHOMA

Page 70 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

PUBLIC SERVICE ELECTRIC & GAS QUEENSLAND TREASURY CORP RANK GROUP PLC PUBLIC SERVICE ENTERPRISE 144A RASSINI SAB DE CV GROU QUEENSLAND TREASURY CORP RATIONAL AG PUBLIC STORAGE REGS RAUBEX GROUP LTD PUBLICIS GROUPE SA QUEST DIAGNOSTICS INC RAYDIUM SEMICONDUCTOR PUBLICIS GROUPE SA QUESTAR CORP CORP EURO0.40CFD QUESTFOR GR-PRICAF RAYMOND JAMES FINANCIAL INC PUBLITY AG QUICK CO LTD CFD RAYONIER INC PULTEGROUP INC QUICKEN LOANS INC 144A RAYSEARCH LABORATORIES AB PUNCH INDUSTRY CO LTD CFD QUIKSILVER INC / QS WHOLE 144A RAYTHEON CO PURDUE UNIV IN UNIV REVENUES QUIKSILVER INC / QS WHOLESALE RBC USA HOLDCO CORP PURE INDUSTRIAL REAL ESTATE QUINCY NEWSPAPERS 10/15 TLB RBS COMMERCIAL FUNDI C1 L PURECIRCLE LTD QUINENCO SA 144A PUREGOLD PRICE CLUB INC QUINTILES IMS HOLDINGS INC RBSCF TRUST 2010 RR3 MSCA 144A PVH CORP QUNAR CAYMAN ISLANDS LTD RBSCF TRUST 2010 RR3 WBTA PZENA INVESTMENT QUORUM 4/16TLB 144A MANAGEMENT IN QUORUM 8/14 TL RBSCF TRUST 2010 RR4 CMLA 144A Q HOLDING 12/14 TLB QUORUM HEALTH CORP RBSCF TRUST 2010 RR4 WBCA QANTAS AIRWAYS LTD QVC INC 144A QATAR FUEL QSC QWEST CORP RCG LONGVIEW DEBT FD IV LP QATAR GOVERNMENT INTERNAT R&R CO-INVEST FCPR RCG LONGVIEW DEBT FUND V LP 144A RABOBANK CAPITAL FUNDING RCG LONGVIEW EQUITY FUND PA QATAR NAVIGATION QSC 144A RCS CAP 2/16 EXIT (FIXED 8%) QBE INSURANCE GROUP LTD RACKSPACE HOSTING INC RCS CAP 3/14 2ND LIEN TL QEP RESOURCES INC RADIAN GROUP INC RCS CAP 3/14 TL QIAGEN NV RADICO KHAITAN LTD RCS CAP 5/16 2ND LIEN TL QIAGEN NV REGS RADNOR HLDGS CORP SR NT REA GROUP LTD QIHOO 360 TECHNOLOGY CO LTD RADWARE LTD READYCAP LENDING SMALL BUS QINETIQ GROUP ORD GBP0.01 (WI) RAFHAN MAIZE PRODUCTS CO 1 A QINETIQ GROUP PLC LTD REAL ESTATE ASSET LIQUIDITY QINGLING MOTORS CO LTD RAIA DROGASIL SA TR QINQIN FOODSTUFFS GROUP RAIFFEISEN BANK REAL ESTATE TRUST LIQUIDITY CAYMAN INTERNATIONAL TR QLIK TECHNOLOGIES INC RAIMON LAND PCL REALOGY GROUP LLC / REALO QOL CO LTD RAIT FINANCIAL TRUST 144A QORVO INC RAIT PREFERRED FUN 2A A1T REALOGY HOLDINGS CORP QTS REALTY TRUST INC 144A REALOGY TERM B 3 1 20 QUAD/GRAPHICS INC RAIT PREFERRED FUND 2A A2 REALTY INCOME CORP QUADRANGLE CAPITAL 144A REATA PHARMACEUTICALS INC PARTNERS LP RAKUTEN INC REC SILICON ASA QUAKER BIOVENTURES II LP RALEY'S 4/15 TL RECKITT BENCKISER GROUP CFD QUAKER BIOVENTURES LP RALI SERIES 2006-QO1 T QO1 3A1 RECKITT BENCKISER GROUP PLC QUALCOMM INC RALI SERIES 2006-QO6 TR QO6 A2 RECKITT BENCKISER TREASUR QUALICORP SA RALPH LAUREN CORP 144A QUALIPOLY CHEMICAL CORP RAMCO-GERSHENSON RECORDATI SPA QUALITAS CONTROLADORA SAB PROPERTIES TR RECRUIT HOLDINGS CO LTD DE C RAMELIUS RESOURCES LTD RECRUIT HOLDINGS CO LTD CFD QUALITY HOME BRANDS 12/13 RAMI LEVY CHAIN STORES RED DE CARRETERAS DE OCCI TLB HASHIKM REGS QUALITY HOME BRANDS 6/16 TL RAMIRENT OYJ RED ELECTRICA CORP SA QUANEX BUILDING PRODUCTS RAMP SERIES 2004-SL1 TR SL1 A3 RED HAT INC 10/15 RAMP SERIES 2005-EFC5 EFC5 M3 RED ROBIN GOURMET BURGERS QUANTA SERVICES INC RAMSAY HEALTH CARE LTD INC QUEBECOR F ESCROW RANDGOLD RESOURCES LTD RED WHEAT FUT (MGE) QUEBECOR INC RANDSTAD HOLDING NV REDCAPTOUR CO LTD QUEBECOR MEDIA INC RANGE RESOURCES CORP REDCENTRIC PLC QUEBECOR PRINTING RANGE RESOURCES-LOUISIANA REDEFINE INTERNATIONAL QUEBECOR WORLD CAP INC PLC/ISL QUEBECOR WORLD CAP ESCROW RANGOLD RESOURCES ORD CFD REDEFINE PROPERTIES LTD

Page 71 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

REDROW PLC REPCO HOME FINANCE LTD REYNOLDS GROUP 11/13 (USD) TL REDTOP CO-INVESTMENT LP REPERFORMING LOAN R R1 B3 REYNOLDS GROUP ISSUER INC / REED ELSEVIER CFD 144A RE REGAL BELOIT CORP REPERFORMING LOAN R R3 B3 REYNOLDS GROUP ISSUER INC REGAL CORP 144A 144A REGAL ENTERTAINMENT GROUP REPERFORMING LOAN R1 2B4 REZIDOR HOTEL GROUP AB REGENCY CENTERS CORP 144A RFMSI SERIES 2003-S12 S12 4A7 REGENCY CENTERS LP REPERFORMING LOAN R2 2A4 RHEINMETALL AG REGENCY ENERGY PARTNERS LP / 144A RHODE ISLAND 11/15 TLB R REPERFORMING LOAN R2 2B5 RHOEN-KLINIKUM AG REGENERON PHARMACEUTICALS 144A RHP HOTEL PROPERTIES LP / RHP INC REPSOL SA RIALTO HOLDINGS LLC / RIA 144A REGIONAL CONTAINER LINES PCL REPUBLIC BANCORP INC/KY RICE ENERGY INC REGIONALCARE HOSPITAL PAR REPUBLIC OF ANGOLA VIA NO RICE MIDSTREAM PARTNERS LP 144A REGS RICHELIEU HARDWARE LTD REGIONS BANK/ AL REPUBLIC OF ARMENIA INTER RICHMONT MINES INC REGIONS FINANCIAL CORP 144A RICHTER GEDEON NYRT REGIS CORP REPUBLIC OF AZERBAIJAN IN RICOH CO LTD REGUS PLC 144A RICOH LEASING CO LTD REGUS PLC ORD CFD REPUBLIC OF CAMEROON INTE RIDGEMONT EQUITY PARTNERS II REINSURANCE GROUP OF 144A RIETER HOLDING AG AMERICA I REPUBLIC OF UGANDA RIGHT ON CO LTD REITMANS (CANADA) LTD GOVERNMENT RIGHTMOVE GROUP PLC ORD CFD REJECT SHOP LTD/THE REPUBLIC SERVICES INC RIGHTMOVE PLC RELIANCE CAPITAL LTD RESIDENTIAL ASSET SEC A7CB RING MEZZ (REIP #3) RELIANCE INDUSTRIES LTD 3A1 RINGCENTRAL INC RELIANCE STANDARD LIFE GL RESIDENTIAL ASSET SECU A15 RINGKJOEBING LANDBOBANK A/S 144A 1A7 RINNAI CORP RELIANCE STEEL & ALUMINUM RESILIENT REIT LTD RIO TINTO FINANCE USA LTD CO RESMED INC RIO TINTO FINANCE USA PLC RELX NV RESOLUTE FOREST PRODUCTS RIO TINTO LTD RELX PLC INC RIO TINTO PLC RELYPSA INC RESOLUTE MINING LTD RIOCAN REIT REMGRO LTD RESOLUTION FDG CORP RION CO LTD REMOTE DYNAMICS INC RESOLUTION FDG CORP PRIN RISO KAGAKY CORP Y50 CFD REMY COINTREAU CFD STRIP RITCHIE BROS AUCTIONEERS INC REMY COINTREAU SA RESONA HOLDINGS INC RITE AID CORP RENAISSANCE HOME EQUITY 1 RESONA HOLDINGS INC CFD RITE AID CORP 144A AF3 RESOURCE AMERICA INC RIVERBED TECHNOLOGY 5/16 TL RENAISSANCE HOME EQUITY 2 RESOURCE REAL ESTATE 1A J RIVERBED TECHNOLOGY 5/16TL AF3 144A RIVERCENTER LAND RENAISSANCE HOME EQUITY 3 RESTAURANT BRANDS INTL INC RIVERSTONE HOLDINGS AF3 RESTAURANT GROUP PLC CFD LTD/SINGAP RENAISSANCE HOME EQUITY L 4 RESTAURANT GROUP PLC/THE RLI CORP A3 RESTORATION HARDWARE HOLD RLJ LODGING TRUST RENAISSANCERE HOLDINGS LTD 144A RMP ENERGY INC RENAULT SA RESTORATION HARDWARE RMR GROUP INC/THE RENAULT SA CFD HOLDINGS ROANOKE MANAGEMENT UNIT RENESAS EASTON CO LTD CFD RETAIL PROPERTIES OF AMERICA ROBECO RIVER ROAD FUND LTD RENEW HOLDINGS PLC I ROBERT HALF INTERNATIONAL RENEWFUND SENIOR REUNERT LTD INC RENEWFUND SUBORD REVLON CONSUMER PRODUCTS ROBINSONS LAND CORP RENGO CO CFD CORP ROBINSONS RETAIL HOLDINGS RENO DE MEDICI SPA REX ENERGY CORP INC RENRE MEDICI FUND LTD REXAM PLC ROCHE HOLDING AG RENT REXEL SA ROCHE HOLDINGS INC 144A RENT-A-CENTER INC/TX REXNORD 8/13 COV-LITE TLB ROCHESTER GAS & ELECTRIC RENTOKIL INITIAL PLC REXNORD CORP 144A RENTPATH 12/14 COV-LITE TL REYNOLDS AMERICAN INC

Page 72 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

ROCK CREEK ABSOLUTE RETURN ROYAL BANCSHARES OF RYOHIN KEIKAKU CO LTD FD PENNSYLVAN RYOSAN CO Y50 CFD ROCK OHIO CAESARS 3/13 TL ROYAL BANK OF CANADA RYOSHOKU JPY50 CFD ROCKET INTERNET SE ROYAL BANK OF SCOTLAND S & P 500 EMINI IND FUT (CME) ROCKIES EXPRESS PIPELINE 144A GROUP P S&C ENGINE GROUP LTD ROCKPOINT FINANCE FUND I LP ROYAL BANK OF SCOTLAND PL S&P 500 CONSERVATIVE INDEX ROCKPOINT REAL ESTATE FD V LP REGS S&P GLOBAL INC ROCKPOINT REAL ESTATE FUND I ROYAL BANK OF SCOTLAND S&P/TSE 60 INDEX FUTURES (MSE) ROCKPOINT REAL ESTATE FUND II PLC/THE S&T BANCORP INC ROCKPOINT REAL ESTATE FUND ROYAL BK OF SCOT ORD GBP1 S&T HOLDINGS CO LTD III CFD S-1 CORP ROCKWALL CDO II L 1A A1LA ROYAL CARIBBEAN CRUISES LTD SAAB AB 144A ROYAL DUTCH SHELL 'A' SHS CFD SABAF SPA ROCKWALL CDO II LT 1A A2L 144A ROYAL DUTCH SHELL PLC SABINE PASS LIQUEFACTION 144A ROCKWELL AUTOMATION INC ROYAL DUTCH SHELL PLC CFD SABINE PASS LIQUEFACTION LLC ROCKWELL COLLINS INC ROYAL GOLD INC SABINE PASS LNG LP ROCKWOOL INTERNATIONAL A/S ROYAL MAIL PLC SABMILLER HOLDINGS INC 144A RODOBENS NEGOCIOS ROYAL PALMS ACQUISITION SABMILLER PLC IMOBILIARIOS (MISC SABRE CORP ROFIN-SINAR TECHNOLOGIES INC ROYAL UNIBREW A/S SAERON AUTOMOTIVE CORP ROGERS COMMUNICATIONS INC RPC GROUP ORD CFD SAES GETTERS SPA ROHM & HAAS CO RPC GROUP PLC SAETA YIELD SA ROHM AND HAAS HOLDINGS LTD RPC INC SAFARICOM LTD ROHM CO CFD RPM INTERNATIONAL INC SAFEGUARD SCIENTIFICS INC ROHM CO LTD RR DONNELLEY & SONS CO SAFESTORE HOLDINGS PLC ROHTO PHARMACEUTICAL CO RRJ CAPITAL MASTER FUND III SAFESTYLE UK PLC Y50 RSA INSURANCE GROUP PLC SAFEWAY CASA LEY CVR ROKKO BUTTER CO LTD CFD RSA INSURANCE GROUP PLC CFD SAFEWAY INC ROLAND DG CORP RSC ACQUISITION 11/15 DELAYED SAFEWAY PDC LLC CVR ROLAND DG CORP CFD RSC ACQUISTION 11/15 TL SAF-HOLLAND SA ROLLINS INC RSI HOME PRODUCTS INC 144A SAFINA LTD ROLLS-ROYCE HLDGS PLC CFD RSP PERMIAN INC SAFRAN SA ROLLS-ROYCE HOLDINGS ENTITL RSWM LTD SAFRAN SA CFD ROLLS-ROYCE HOLDINGS PLC RTI INTERNATIONAL METALS INC SAFT GROUPE SA ROLLS-ROYCE HOLDNGS ENTITL RTL GROUP SA SAGE GROUP CFD CFD RUBICON PROJECT INC/THE SAGE GROUP PLC/THE ROMANIAN GOVERNMENT INTER RUBIS FF 35 CFD SAGMI RAILWAY CO CFD 144A RUBIS SCA OPTION RIGHT EXP SAINSBURY (J) PLC CFD ROPER TECHNOLOGIES INC CFD SAIPEM SPA ROSE ROCK MIDSTREAM LP RUSFOREST AB SAIPEM SPA CFD ROSE ROCK MIDSTREAM LP / RUSSEL METALS INC SAIZERIYA CO LTD ROSE RUSSELL 2000 INDEX FUND CM52 SAIZERIYA CO LTD CFD ROSNEFT OIL CO VIA ROSNEF RUSSIAN AGRICULTURAL BANK SAKAI HEAVY INDSCFD 144A 144A SALESFORCE.COM INC ROSNEFT OIL CO VIA ROSNEF RUSSIAN AGRICULTURAL BANK SALINI IMPREGILO SPA REGS REGS SALLY BEAUTY HOLDINGS INC ROSNEFT PJSC RUSSIAN FEDERAL BOND - OFZ SALLY HOLDINGS LLC / SALLY ROSS STORES INC RUSSIAN FOREIGN BOND - EU CAP ROTHSCHILD & CO REGS SALMAR ASA ROTORK PLC RWE AG SALZGITTER AG ROTORK PLC CFD RYAN 8/15 TLB SAM YOUNG ELECTRONICS CO ROUND ONE CORP RYANAIR HOLDINGS PLC LTD ROUND ONE CORP ROUND ONE RYDER SYSTEM INC SAM YUNG TRADING CO LTD CORP RYMAN HEALTHCARE LTD SAMARCO MINERACAO SA 144A ROUSE CO LLC/THE RYMAN HOSPITALITY SAMLYN ONSHORE FUND LP ROUSE PROPERTIES INC PROPERTIES I SAMPO OYJ ROWAN COS INC RYOBI LTD SAMSON 12/13 COV-LITE 2ND LIEN ROWAN COS PLC RYOBI Y50 CFD SAMSUNG ELECTRONICS AMERI RYOHIN KEIKAKU CO JPY50 CFD 144A

Page 73 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

SAMSUNG ELECTRONICS CO LTD SANTANDER DRIVE AUTO RECEI 2 SBA GTD LN POOL CTFS #509417 SAMSUNG FIRE & MARINE B SBA GTD LN POOL CTFS #509541 INSURANC SANTANDER DRIVE AUTO RECEI 2 SBA GTD PARTN CTFS 2005-20H 1 SAMSUNG LIFE INSURANCE CO D SBA GTD PARTN CTFS 2006-20B 1 LTD SANTANDER DRIVE AUTO RECEI 3 SBA GTD PARTN CTFS 2006-20E 1 SAMSUNG SDI CO LTD B SBA GTD PARTN CTFS 2006-20G 1 SAMTY CO LTD SANTANDER DRIVE AUTO RECEI 3 SBA GTD PARTN CTFS 2006-20I 1 SAN ANTONIO TX ELEC & GAS C SBA GTD PARTN CTFS 2007-20B 1 REVE SANTANDER DRIVE AUTO RECEI 4 SBA GTD PARTN CTFS 2007-20D 1 SAN DIEGO CNTY CA REGL D SBA GTD PARTN CTFS 2007-20H 1 TRANSPR SANTANDER DRIVE AUTO RECEI 5 SBA GTD PARTN CTFS 2007-20L 1 SAN DIEGO CNTY CA WTR AUTH B SBA GTD PARTN CTFS 2008-10B 1 FIN SANTANDER DRIVE AUTO RECEI 5 SBA GTD PARTN CTFS 2008-20A 1 SAN DIEGO GAS & ELECTRIC CO C SBA GTD PARTN CTFS 2008-20B 1 SAN FRANCISCO CITY & CNTY CA SANTANDER DRIVE AUTO RECEI 5 SBA GTD PARTN CTFS 2008-20C 1 P D SBA GTD PARTN CTFS 2008-20D 1 SAN-A CO LTD SANTANDER HOLDINGS USA INC SBA GTD PARTN CTFS 2008-20E 1 SAN-AI OIL CO LTD SANTANDER ISSUANCES SAU SBA GTD PARTN CTFS 2008-20F 1 SANBIO CO LTD SANTANDER UK GROUP SBA GTD PARTN CTFS 2008-20G 1 SANDERSON FARMS INC HOLDINGS PL SBA GTD PARTN CTFS 2008-20I 1 SANDFIRE RESOURCES NL SANTANDER UK PLC SBA GTD PARTN CTFS 2008-20J 1 SANDS CHINA LTD SANTANDER UK PLC 144A SBA GTD PARTN CTFS 2008-20K 1 SANDVIK AB SANTANDER UK PLC REGS SBA GTD PARTN CTFS 2009-10A 1 SANDVINE CORPORATION SANTEN PHARMACEUTICAL CO SBA GTD PARTN CTFS 2009-10B 1 SANGAM INDIA LTD LTD SBA GTD PARTN CTFS 2009-10C 1 SANGETSU CO LTD CFD SANTOS LTD SBA GTD PARTN CTFS 2009-20A 1 SANKATY CREDIT OPP IV SANYO HSG NAGOYA CO NPV CFD SBA GTD PARTN CTFS 2009-20B 1 SANKATY CREDIT SANYO SHOKAI LTD SBA GTD PARTN CTFS 2010-10A 1 OPPORTUNITIES SANYO SPECIAL STEEL CO LTD SBA GTD PARTN CTFS 2010-20F 1 SANKEN ELECTRIC CO LTD SAO MARTINHO SA SBA GTD PARTN CTFS 2010-20G 1 SANKI ENGINEERING CO LTD CFD SAP SE SBA GTD PARTN CTFS 2011-10A 1 SANKO METAL INDL JPY50 CFD SAPPI LTD SBA GTD PARTN CTFS 2011-10B 1 SANKO METAL INDUSTRIAL CO SAPPI PAPIER HOLDING GMBH SBA GTD PARTN CTFS 2011-20A 1 LTD 144A SBA GTD PARTN CTFS 2011-20B 1 SANKYO CO LTD SAPUTO INC SBA GTD PARTN CTFS 2011-20G 1 SANKYO FRONTIER CO LTD SARANAC CLO I LTD 1A C 144A SBA GTD PARTN CTFS 2011-20J 1 SANKYO TATEYAMA INC SARANAC CLO II LTD 2A E 144A SBA GTD PARTN CTFS 2012-10B 1 SANLAM LTD SARAS SPA SBA GTD PARTN CTFS 2012-20A 1 SANMINA CORP SAREPTA THERAPEUTICS INC SBA GTD PARTN CTFS 2012-20C 1 SANOFI SARKUYSAN ELEKTROLITIK SBA GTD PARTN CTFS 2012-20G 1 SANOFI-AVENTIS CFD BAKIR S SBA GTD PARTN CTFS 2013-20A 1 SANOYAS HOLDINGS CORP CFD SARTORIUS AG SBA GTD PARTN CTFS 2013-20G 1 SANRIO CO Y50 CFD SARTORIUS STEDIM BIOTECH SBA GTD PARTN CTFS 2013-20H 1 SANTA CLARA VLY CA SARTORIUS STEDIM BIOTECH CFD SBA GTD PARTN CTFS 2013-20I 1 TRANSPRTN A SASKEN COMMUNICATION SBA GTD PARTN CTFS 2014-20D 1 SANTAM LTD TECHNOLOG SBA GTD PARTN CTFS 2016-20E 1 SANTANDER BANK NA SASOL LTD SBA GTD PARTN CTFS 2016-20F 1 SANTANDER CONSUMER USA SATO CORP Y50 CFD SBA TELECOMMUNICATIONS INC HOLDING SATO HOLDINGS CORP SBA TOWER TRUST 144A SANTANDER DRIVE AUTO REC 3 SATO SHOJI CORP SBARRO LICENSING INC A2A SATS LTD SBERBANK OF RUSSIA PJSC SANTANDER DRIVE AUTO RECE 4 SAVILLS PLC SBI HOLDINGS INC CFD A3 SBA COMMUNICATIONS CORP SBI HOLDINGS INC/JAPAN SANTANDER DRIVE AUTO RECE 5 SBA GP#3921915002 SBM OFFSHORE NV A3 SBA GTD LN POOL CTFS #507841 SBS CONTENTS HUB CO LTD SANTANDER DRIVE AUTO RECEI 1 SBA GTD LN POOL CTFS #507932 SBS HOLDINGS INC CFD B SBA GTD LN POOL CTFS #508987 SC ASSET CORP PCL SANTANDER DRIVE AUTO RECEI 1 SBA GTD LN POOL CTFS #508994 SC JOHNSON & SON INC 144A D SBA GTD LN POOL CTFS #509409 SCANA CORP

Page 74 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

SCANDI STANDARD AB SEBANG GLOBAL BATTERY CO SEOHEE CONSTRUCTION CO LTD SCAPA GROUP PLC LTD SEOYON CO LTD SCENTRE GROUP SECOM CO LTD SEOYON ELECTRONICS CO LTD SCG TRUST 2013-SRP SRP1 D 144A SECOM Y50 CFD SEQUENTIAL BRANDS GROUP INC SCHAEFFLER AG SECURE TRUST BANK PLC SEQUOIA MORTGAGE TRU 2 A1 SCHAFFNER HOLDING AG SECURITAS AB 144A SCHIBSTED ASA SECURITIZED ASSET BACKE CB5 SEQUOIA MORTGAGE TRUST 20 6 SCHINDLER HOLDING AG A4 A2 SCHLUMBERGER HLDGS CORP SECURITIZED ASSET FR4 NIM 144A SEQUOIA MORTGAGE TRUST 20 6 144A SECURITIZED EQUIPMEN 1A B B1 SCHLUMBERGER INVESTMENT S 144A INTERNATIONAL BOND 144A SECURITY BANK CORP 144A SCHLUMBERGER LTD SECURITY CAPITAL PFD GROWTH SERBIA INTERNATIONAL BOND SCHOUW & CO AB SEDGWICK CMS 4/16 TLB REGS SCHRODERS PLC SEEK LTD SERCO GROUP PLC SCHRODERS PLC CFD INC SERCO GROUP PLC CFD SCHWEIZER ELECTRONIC AG SEGRO PLC SERCOMM CORP SCIENCE APPLICATIONS SEGULAH IV LP SERIA CO LTD INTERNATI SEI INVESTMENTS CO SERIA CO LTD CFD SCIENS AVIATION FUND II SEIBU HOLDINGS INC SERIAL SYSTEM LTD SCIENS AVIATION SPECIAL SEIKA CORP SERS DEFAULTED SECURITY SCIENTEX BHD SEIKAGAKU CORP OFFSET SCIQUEST INC SEIKITOKYU KOGYO CO LTD SERVICE CORP SCOR SA CFD SEIKO EPSON CORP INTERNATIONAL/US SCOR SE SEIKO EPSON CORP NPV CFD SERVICEMASTER CO LLC/THE SCORPIO TANKERS INC SEINO HOLDINGS CO LTD CFD SERVICEMASTER GLOBAL SCOTIA HOLDINGS PLC REGS SEJONG INDUSTRIAL CO LTD HOLDINGS SCOTTISH & SOUTHERN ENERGY SEKISUI CHEMICAL CO LTD SERVICENOW INC CFD SEKISUI CHEMICAL CO Y50 CFD SERVIZI ITALIA SPA SCOTTS MIRACLE-GRO CO/THE SEKISUI HOUSE LTD SES SA SCOUT FUND I-A LP SEKISUI HOUSE NPV CFD SESA SPA SCP PRIVATE EQUITY II LP SELANGOR PROPERTIES BHD SESI LLC SCP PRIVATE EQUITY PARTNERS SELCUK ECZA DEPOSU TICARET SEVEN & I HLDG CO LTD NPV CFD II VE SEVEN & I HOLDINGS CO LTD SCP PRIVATE EQUITY PARTNERS SELECT MEDICAL HOLDINGS SEVEN BANK LTD LP CORP SEVEN GENERATIONS ENERGY SCRIPPS NETWORKS SELECTIVE INSURANCE GROUP 144A INTERACTIVE I INC SEVEN GENERATIONS ENERGY SCROLL CORP SELENE RESIDENTIAL MORTGAGE LTD SCYNEXIS INC SELVAAG BOLIG ASA SEVERN TRENT PLC SDL PLC SEMBCORP INDUSTRIES LTD SEVERN TRENT PLC CFD SEACOR HOLDINGS INC SEMBCORP MARINE LTD SEVERSTAL PJSC SEADRILL LTD SEMGROUP CORP SEWON PRECISION INDUSTRY CO SEADRILL PARTNERS 2/14 TL SEMINOLE CNTY FL WTR & SWR LT SEADRILL PARTNERS LLC REV SEYCHELLES INTERNATIONAL SEAGATE HDD CAYMAN SEMPRA ENERGY REGS SEAGATE TECHNOLOGY PLC SENAO INTERNATIONAL CO LTD SFC ENERGY PARTNERS I-B LP SEAH HOLDINGS CORP SENIOR HOUSING PARTNERS III SFC ENERGY PARTNERS II-B SEAH STEEL CORP SENIOR HOUSING PARTNERS IV SFR GROUP SA SEALED AIR CORP SENIOR HOUSING PARTNERSHIP SFR GROUP SA 144A SEALED AIR CORP 144A SENIOR HOUSING PROPERTIES SG MORTGAGE SECUR AHL1 A1 SEARCHLIGHT CAPITAL II LP TRUS 144A SEARLE CO LTD/THE SENIOR PLC SGS SA SEARS HOLDINGS CORP SENSHU ELECTRIC CO LTD SH KELKAR & CO LTD SEASTAR 1/14 TLB SENSIENT TECHNOLOGIES CORP SHAFTESBURY ORD 25P CFD SEATTLE GENETICS INC SENSUS 4/16 TL SHAFTESBURY PLC SEAWORLD ENTERTAINMENT INC SENTINEL CAPITAL PARTNERS V SHANDONG AIRLINES CO LTD SEB ORD CFD LP SHANDONG LUOXIN SEB SA SEOBU T&D PHARMACEUTICAL

Page 75 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

SHANGHAI FUDAN-ZHANGJIANG SHIRE PLC SILVER STANDARD RESOURCES BIO- SHISEIDO CO LTD 144A SHANGRI-LA ASIA LTD SHISEIDO CO LTD CFD SILVER WHEATON CORP SHANKS GROUP PLC SHIZUOKA BANK LTD/THE SILVERLEAF FINANCE XV A B SHAW COMMUNICATIONS INC SHIZUOKA BANK LTD/THE CFD 144A SHAWCOR LTD SHIZUOKA GAS CO LTD SILVERLEAF FINANCE XV D B SHEA HOMES LP / SHEA HOME SHOFU INC NPV CFD 144A 144A SHOPRITE HOLDINGS LTD SILVERPEAK LEGACY/PSERS L.P SHEARER'S FOODS 11/15 SHOPS AT CRYSTALS CSTL D 144A SIMCORP A/S SHELF DRILLING HOLDINGS L SHORE VIEW CAP PTRS LP SIME DARBY BHD 144A SHOREVIEW CAPITAL II SIMMONS FOODS INC 144A SHELL INTERNATIONAL FINANCE SHOUGANG FUSHAN RESOURCES SIMON PROPERTY GROUP INC BV GROU SIMON PROPERTY GROUP LP SHELL MIDSTREAM PARTNERS LP SHOWA CORP CFD SIMPAC METALLOY CO LTD SHELL REFINING CO FEDERATION SHOWA SANGYO CO LTD SIMPSON MANUFACTURING CO O SHOWA SHELL SEKIYU KK INC SHENZHEN EXPRESSWAY CO LTD SHRIRAM CITY UNION FINANCE SINA CORP/CHINA SHENZHEN INVESTMENT LTD LTD SINANEN HOLDINGS CO LTD SHENZHOU INTERNATIONAL SHUEI YOBIKO CO LTD CFD SINBON ELECTRONICS CO LTD GROUP H SHUI ON LAND LTD SINCLAIR BROADCAST GROUP SHERWIN-WILLIAMS CO/THE SHUIGA BANKY50 CFD INC SHIBUSAWA WAREHOUSE CO CFD SHUN TAK HOLDINGS LTD SINCLAIR TELEVISION GROUP INC SHIKIBO LTD CFD SHUTTERFLY INC SING TAO NEWS CORP LTD SHIKOKU ELECTRIC POWER CO SI ORGANIZATION 5/14 COV-LITE SINGAMAS CONTAINER INC SIAM COMMERCIAL BANK HOLDINGS LT SHIMADZU CORP PCL/THE SINGAPORE AIRLINES LTD SHIMAMURA CO LTD SIBANYE GOLD LTD SINGAPORE EXCHANGE LTD SHIMANO INC SIEGFRIED HOLDING AG SINGAPORE GOVERNMENT BOND SHIMAO PROPERTY HOLDINGS SIEMENS AG SINGAPORE PRESS HOLDINGS LTD LTD SIEMENS FINANCIERINGSMAAT SINGAPORE TECHNOLOGIES SHIMIZU CORP 144A ENGINEE SHIN NIPPON AIR TECHNOLOGIES SIEMENS SINGAPORE C FINANCIERINGSMAATSCHAP TELECOMMUNICATIONS L SHIN NIPPON BIOMED NPV CFD SIERRA PACIFIC POWER CO 144A SINHER TECHNOLOGY INC SHINAGAWA REFRACTORIES CO SIERRA TIMESHARE 201 1A B 144A SINO BIOPHARMACEUTICAL LTD LTD SIERRA TIMESHARE 201 2A B 144A SINO GRANDNESS FOOD SHINDENGEN ELECTRIC MAN CO SIERRA TIMESHARE 201 3A B 144A INDUSTRY G CFD SIG COMBIBLOC 1/15 (USD) SINO LAND CO LTD SHIN-ETSU CHEMICAL CO LTD SIG PLC SINOCHEM OVERSEAS CAPITAL SHIN-ETSU CHEMICAL CO LTD SIGMA DESIGNS INC 144A CFD SIGMA FINANCE CORP SINOCHEM OVERSEAS CAPITAL SHIN-ETSU POLYMER CO LTD SIGMA FINANCE INC 144A REGS SHIN-ETSU POLYMER CO LTD CFD SIGMA PHARMACEUTICALS LTD SINOFERT HOLDINGS LTD SHINHAN FINANCIAL GROUP CO SIGNATURE BANK/NEW YORK NY SINOPEC GROUP OVERSEAS DE LTD SIGNET JEWELERS LTD 144A SHINKO ELECTRIC INDUSTRIES SIGNODE INDUSTRIAL GROUP SINOPHARM GROUP CO LTD CO 144A SINOTRUK HONG KONG LTD SHINKONG SYNTHETIC FIBERS SIGULER GUFF BRIC SINOVAC BIOTECH LTD CORP SIGULER GUFF BRIC OPS FD II LP SINPAS GAYRIMENKUL YATIRIM SHINNIHON CORP SIKA AG ORT SHINNIHON CORP JPY50 CFD SILERGY CORP SIOEN INDUSTRIES NV SHINOKEN GROUP CO LTD SILGAN HOLDINGS INC SIRIUS INTERNATIONAL GROU SHINSEI BANK LTD SILICON GRAPHICS 144A SHINSHO CORP INTERNATIONAL SIRIUS XM HOLDINGS INC SHINWA CO LTD/NAGOYA SILICON LABORATORIES INC SIRIUS XM RADIO INC 144A SHIONOGI & CO JPY50 CFD SILICON WORKS CO LTD SIRTEX MEDICAL LTD SHIONOGI & CO LTD SILVER FUTURE (CMX) SIRVA 3/13 TL SHIP HEALTHCARE HOLDINGS INC SILVER LAKE RESOURCES LTD SITEL WORLDWIDE 7/15 COV LITE SHIRE LTD ORD CFD SITEONE LANDSCAPE 4/16 TLB

Page 76 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

SITV LLC / SITV FINANCE I 144A SLM STUDENT LOAN T 10 A6A SM ENERGY CO SIX FLAGS 6/15 TLB 144A SM PRIME HOLDINGS INC SIX FLAGS ENTERTAINMENT SLM STUDENT LOAN T 7A A5A SMA SOLAR TECHNOLOGY AG CORP 144A SMALL BUSINESS SIXSIGMA NETWORKS MEXICO SLM STUDENT LOAN TR 11 A5 ADMINISTRATION 144A 144A SMART ABS SERIES 2012- 4US A4A SIXT SE SLM STUDENT LOAN TR 11 A6 SMART ABS SERIES 2013- 1US A4A SJM HOLDINGS LTD 144A SMART ABS SERIES 2013- 2US A4A SJVN LTD SLM STUDENT LOAN TR 12 A5 SMART ABS SERIES 2015- 1US A2A SK HYNIX INC 144A SMART ABS SERIES 2015- 3US A2B SK MATERIALS CO LTD SLM STUDENT LOAN TR 4 A5A SMART ABS SERIES 2015- 3US A3A SK TELECOM CO LTD 144A SMART REIT SKANDINAVISKA ENSKILDA SLM STUDENT LOAN TR 5A A5 SMARTONE BANKEN 144A TELECOMMUNICATIONS HO SKANSKA AB SLM STUDENT LOAN TRUST 2 14 SMC CORP/JAPAN SKECHERS U.S.A. INC A5 SMITH & NEPHEW PLC SK-ELECTRONICS CO LTD SLM STUDENT LOAN TRUST 2 6 SMITH & NEWPHEW PLC CFD SKF AB A5A SMITHFIELD FOODS INC SKULLCANDY INC SLM STUDENT LOAN TRUST 20 1 SMITHS GROUP PLC SKY LIGHT HOLDINGS LTD A2 SMK CORP Y50 CFD SKY NETWORK TELEVISION LTD SLM STUDENT LOAN TRUST 20 1 SMS CO LTD SKY PERFECT JSAT HOLDGINGS A3 SMURFIT KAPPA GRP PLC ORD CFD SLM STUDENT LOAN TRUST 20 10 CFD SKY PLC B SNAM SPA SKY PLC 144A SLM STUDENT LOAN TRUST 20 2 SNAM SPA CFD SKYWORKS SOLUTIONS INC A5 SNAP-ON INC SKYWORTH DIGITAL HOLDINGS SLM STUDENT LOAN TRUST 20 3 SNC FORMER PCL LTD A2 SNC-LAVALIN GROUP INC SL GREEN REALTY CORP SLM STUDENT LOAN TRUST 20 3 SNOHOMISH CNTY WA SLC AGRICOLA SA A4 SNS REAAL GROEP NV EUR1.63 SLC STUDENT LOAN TRUST 20 2 SLM STUDENT LOAN TRUST 20 3 SNT CORP CFD A4 A5 SNYDER'S-LANCE INC SLC STUDENT LOAN TRUST 20 3 SLM STUDENT LOAN TRUST 20 4 SOCIEDAD QUIMICA Y MINERA DE A2 A5 C SLH PROXY SHORT EXPOSURE SLM STUDENT LOAN TRUST 20 5 SOCIETA CATTOLICA DI ASSIC SLM CORP A2 CFD SLM PRIVATE CREDIT STUDENT A SLM STUDENT LOAN TRUST 20 6 SOCIETE BIC SA C A2 SOCIETE GENERALE CFD SLM PRIVATE CREDIT STUDENT B SLM STUDENT LOAN TRUST 20 6 SOCIETE GENERALE EUR1.25 CFD B A3 SOCIETE GENERALE SA SLM PRIVATE CREDIT STUDENT B SLM STUDENT LOAN TRUST 20 6 SOCIETE GENERALE SA 144A C A4 SOCO INTERNATIONAL PLC SLM PRIVATE EDUCATIO A 2A SLM STUDENT LOAN TRUST 20 7 SODA NIKKA CO CFD 144A A3 SODASTREAM INTERNATIONAL SLM PRIVATE EDUCATIO A A1 SLM STUDENT LOAN TRUST 20 7 LTD 144A A5 SODEXHO EUR4 CFD SLM PRIVATE EDUCATIO B A1 SLM STUDENT LOAN TRUST 20 8 SODEXO SA 144A A3 SOFI CONSUMER LOAN PR 1 A SLM PRIVATE EDUCATIO C A1 SLM STUDENT LOAN TRUST 20 8 144A 144A A4 SOFI PROFESSIONAL L B A2B 144A SLM PRIVATE EDUCATIO D A1 SLM STUDENT LOAN TRUST 20 9 SOFINA SA 144A A5 SOFINNOVA VENTURE PARTNERS SLM PRIVATE EDUCATIO E A1 SLM STUDENT LOAN TRUST 200 9 VII 144A A SOFTBANK CORP CFD SLM STUDENT LOAN T 10 A5A SLOVENIA GOVERNMENT INTER SOFTBANK GROUP CORP 144A 144A SOFTBANK TECHNOLOGY CORP SLM STUDENT LOAN T 10 A5B SLOVENIA GOVERNMENT INTER SOFTCAT PLC 144A REGS SOFTWARE AG SLS HOTEL (MISC DOCUMENTS)

Page 77 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

SOHGO SECURITY SERVICES CO SOUTHWEST AIRLINES CO SPROUTS FARMERS MARKET INC LTD SOUTHWEST AIRLINES CO 2007-1 P SPX FLOW INC SOHU.COM INC SOUTHWEST GAS CORP SQUARE INC S-OIL CORP SOUTHWESTERN ENERGY CO SQUARE PHARMACEUTICALS LTD SOJITZ CORP SOUTHWESTERN PUBLIC SERVICE SRA SOJITZ CORPORATION NPV CFD CO SRA HOLDINGS SOLARCITY CORP SOVRAN ACQUISITION LP SRAM (COV-LITE 6/11) TL SOLAREDGE TECHNOLOGIES INC SOVRAN SELF STORAGE INC SRERS-2011 FUNDIN RS A1B1 144A SOLARWINDS 2/16 (USD) COV-LITE SOYBEAN FUTURE (CBT) SRG TAKAMIYA CO LTD CFD SOLENIS 7/14 (USD) COV-LITE SOYBEAN MEAL FUTURE SRI LANKA GOVERNMENT INTE SOLVAY SA SOYBEAN MEAL FUTURE (CBT) 144A SOMERSET CAYUGA HLDG CO INC SOYBEAN OIL FUTURE (CBT) SRI LANKA GOVERNMENT INTE SOMPO HOLDINGS INC SP SETIA BHD GROUP REGS SONAE SGPS SA SPAIN GOVERNMENT BOND 144A SRI TRANG AGRO-INDUSTRY PCL SONATA SOFTWARE LTD SPAIN GOVERNMENT INFLATIO SRISAWAD POWER 1979 PCL SO-NET M3 INC NPV CFD 144A SRISAWAD PWR 1979 WTS SONGWON INDUSTRIAL CO LTD SPAREBANK 1 NORD NORGE SRS DISTRIBUTION 8/15 COV-LITE SONIC HEALTHCARE LTD SPAREBANK 1 SMN SS&C TECHNOLOGIES HOLDINGS SONOCO PRODUCTS CO SPAREBANK 1 SR-BANK ASA INC SONOVA HOLDING AG SPARK INFRASTRUCTURE GROUP SSB RV TRUST 2001-1 1 C SONY CORP SPARK NEW ZEALAND LTD SSE PLC SONY CORP CFD SPARK THERAPEUTICS INC SSGA EMERGING MARKETS (ZV86) SONY FINANCIAL HOLDINGS CFD SPDR MSCI ACWI EX-US SSP GROUP PLC SONY FINANCIAL HOLDINGS INC SPDR S&P 500 ETF TRUST ST JAMES PLACE PLCORD 15P CFD SOPRA STERIA GROUP SPDR S&P EMERGING MKTS ST JAMES'S PLACE PLC SOPRA STERIA GROUP CFD SMALL ST JUDE MEDICAL INC SORRENTO THERAPEUTICS INC SPDR S&P MIDCAP 400 ETF TRST ST MODWEN PROPERTIES PLC SOTHEBY'S SPECTRA ENERGY CAPITAL LLC ST SHINE OPTICAL CO LTD SOUFUN HOLDINGS LTD SPECTRA ENERGY CORP ST. GEORGE'S 5/16 TLB SOULBRAIN CO LTD SPECTRA ENERGY PARTNERS LP STABILUS SA SOUNDWILL HOLDINGS LTD SPECTRANETICS CORP/THE STADA ARZNEIMITTEL AG SOURCENEXT CORP SPECTRIS PLC STAGECOACH DEFERRED SHARES SOUTH AFRICA GOVERNMENT SPECTRUM ASA STAGECOACH GROUP PLC BOND SPECTRUM BRANDS HOLDINGS STANDARD BANK GROUP LTD SOUTH AFRICA GOVERNMENT INC STANDARD CHARTERD PLC CFD INTERN SPECTRUM BRANDS INC PLC SOUTH CAROLINA ELECTRIC & PLC STANDARD CHARTERED PLC 144A GAS SPI 200 INDEX FUTURE (SFE) STANDARD INDUSTRIES INC/N SOUTH CAROLINA ST PUBLIC SVC SPIRAX-SARCO ENGINEERING P 144A A CFD STANDARD LIFE ORD GBP0 CFD SOUTH JERSEY INDUSTRIES INC SPIRE INC STANDARD LIFE PLC SOUTH32 LTD SPIRIT AEROSYSTEMS HOLDINGS STANLEY BLACK & DECKER INC SOUTH32 LTD CFD IN STANLEY ELECTRIC CO LTD SOUTHAVEN COMBINED CYCLE SPIRIT AIRLINES INC STANLEY ELECTRIC CO LTD CFD GENER SPIRIT REALTY CAPITAL INC STAPLES INC SOUTHERN CALIFORNIA EDISON SPLUNK INC STAR COMGISTIC CAPITAL CO CO SPORTON INTERNATIONAL INC LTD SOUTHERN CALIFORNIA GAS CO SPORTS DIRECT INTL PLC CFD STAR PETROLEUM REFINING PCL SOUTHERN CO GAS CAPITAL SPOTLESS GROUP HOLDINGS LTD STARBUCKS CORP CORP SPRAGUE RESOURCES LP STARHILL GLOBAL REIT SOUTHERN CO/THE SPRINGLEAF MORTGAGE 1A M2 STARHUB LTD SOUTHERN COPPER CORP 144A START TODAY CO LTD SOUTHERN GRAPHIC SYSTEMS SPRINGLEAF MORTGAGE 2A M2 START TODAY CO LTD NPV CFD SOUTHERN NATURAL GAS CO L 144A STARVEST PARTNERS II 144A SPRINT CAPITAL CORP STARVEST PARTNERS LP SOUTHERN POWER CO SPRINT COMMUNICATIONS INC STARVEST PARTNERS SOUTHERN STAR CENTRAL COR SPRINT COMMUNICATIONS INC OPPORTUNITY 144A 144A STARWOOD GLOBAL OPPTY FD SOUTHTRUST BANK SPRINT CORP VIII

Page 78 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

STARWOOD HOTELS & RESORTS STOCKBRIDGE REAL ESTATE FD STRUST CO LTD CFD WORL III STRYKER CORP STARWOOD OPPORTUNITY FD IV STOCKBRIDGE REAL ESTATE STUART OLSON INC LP FUND STUDIO ALICE CO LTD STARWOOD OPPORTUNITY FUND STOCKLAND STYROLUTION 10/14 (USD) VI-A STONE TOWER CLO V LT 5A D SUBSEA 7 SA STARWOOD OPPORTUNITY FUND 144A SUBURBAN PROPANE PARTNERS VII STONE TOWER CLO VI L 6A D 144A LP STARWOOD PROPERTY 4/13 TLB STONERIVER 5/13 2ND LIEN TL SUBURBAN PROPANE PARTNERS STARWOOD PROPERTY TRUST INC STONERIVER 5/13 TLB LP/S STARWOOD RETAIL PR STAR C STORA ENSO OYJ SUCAMPO PHARMACEUTICALS 144A STORE CAPITAL CORP INC STARWOOD RETAIL PR STAR D STORE MASTER FUNDIN 1A A2 SUCCESS HOLDINGS CO LTD CFD 144A 144A SUCHUANG GAS CORP LTD STARZ STOREBRAND ASA SUEDZUCKER AG STARZEN CFD STORNOWAY DIAMOND SUEZ STATE BANK OF BIKANER & CORPORATION SUEZ ENVIRONNEMENT CO CFD JAIPUR STRAD ENERGY SERVICES LTD SUGAR #11 WORLD FUTURE (NYB) STATE BANK OF INDIA STRATEC BIOMEDICAL AG SUGI HOLDINGS CO LTD STATE GRID OVERSEAS INVES STRATEGIC PARTNERS FUND II LP SUGIMOTO & CO LTD 144A STRATEGIC PARTNERS FUND II RE SUL AMERICA SA STATE OF ISRAEL 3YR STRATEGIC PARTNERS FUND III SULZER AG STATE OF ISRAEL NOTE 3 YR STRATEGIC PARTNERS FUND III SUMCO CORP STATE OIL CO OF THE AZERB VC SUMIDA CORP JPY50 CFD REGS STRATEGIC PARTNERS FUND III-B SUMINOE TEXTILE CO JPY50 CFD STATE STREET CORP STRATEGIC PARTNERS FUND IV SUMISEKI HOLDINGS INC NPV STATION CASINOS LLC LP CFD STATOIL ASA STRATEGIC PARTNERS FUND IV SUMISHO COMPUTER SYSTEMS STEEL DYNAMICS INC RE CORP STEELCASE INC STRATEGIC PARTNERS FUND IV SUMITOMO CHEMICAL CO LTD STEF SA VC SUMITOMO CHEMICAL CO LTD STEINHOFF INTERNATIONAL STRATEGIC PARTNERS FUND V LP CFD HOLDIN STRATEGIC PARTNERS FUND VI SUMITOMO CORP STELLA CHEMIFA CORP STRATEGIC PARTNERS FUND VII SUMITOMO CORP CFD STELLA INTERNATIONAL LP SUMITOMO DAINIPPON PHARMA HOLDINGS STRATEGIC PTNRS FUND I LP CO L STELLA-JONES INC STRATUS TECHNOLOGIES 4/14 TL SUMITOMO DENSETSU CO LTD STELLIAM FUND LP STRAUMANN HOLDING AG SUMITOMO DENSETSU CO Y50 STEPSTONE INTERNATIONAL STRUCTURED ADJUSTABLE R 12 CFD STEPSTONE PA TAP FD 1 7A1 SUMITOMO ELECTRIC STERICYCLE INC STRUCTURED ADJUSTABLE RA 18 INDUSTRIES L STERIGENICS-NORDION 5/15 5A SUMITOMO FORESTRY CO LTD STERIS PLC STRUCTURED ADJUSTABLE RA 6 SUMITOMO HEAVY INDUSTRIES STERLING CAPITAL PARTNERS 4A1 LTD STERLING CAPITAL PARTNERS II STRUCTURED ADJUSTABLE RA 7 SUMITOMO METAL MINING CO STERLING CAPITAL PARTNERS III 1A3 LTD STERLING GROUP PARTNERS IV STRUCTURED ASSET 1A CTFS 144A SUMITOMO MITSUI BANKING STERLING VENTURE PARTNERS STRUCTURED ASSET MORTG AR1 CORP LP 1A1 SUMITOMO MITSUI STEVEN MADDEN LTD STRUCTURED ASSET MORTG AR1 CONSTRUCTION C STHREE PLC 2A1 SUMITOMO MITSUI FINANCIAL STIFEL FINANCIAL CORP STRUCTURED ASSET RM1 AIO GROU STILLWATER MINING CO 144A SUMITOMO MITSUI GR NPV CFD STINGRAY STRUCTURED ASSET S RM1 A1 SUMITOMO MITSUI TRUST STMICROELECTRONICS INV CFD 144A HOLDINGS STMICROELECTRONICS NV STRUCTURED ASSET SECURI 20 SUMITOMO OSAKA CEMENT CO STO SE & CO KGAA 2A1 LTD STOCK LOAN FEES STRUCTURED CREDIT MASTER SUMITOMO REAL ESTATE SALES FUND CO

Page 79 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

SUMITOMO REALTY & SUNONWEALTH ELECTRIC SWISS RE AG DEVELOPMENT MACHINE I SWISSCOM AG SUMITOMO RUBBER INDUSTRIES SUNPOWER CORP SYDBANK A/S INC SUNREX TECHNOLOGY CORP SYDNEY AIRPORT SUMITOMO RUBBER INDUSTRIES COMMUNICATIONS SYDNEY AIRPORT FINANCE CO LTD GROUP A 144A SUMMIT ACCELERATOR FUND LP SUNSTONE HOTEL INVESTORS INC SYMANTEC CORP SUMMIT HOTEL PROPERTIES INC SUNTEC REAL ESTATE SYMRISE AG SUMMIT MATERIALS 6/15 COV- INVESTMENT SYNAPTICS INC LITE SUNTORY BEVERAGE & FOOD LTD SYNCHRONOSS TECHNOLOGIES SUMMIT MATERIALS INC SUNTRUST BANK/ATLANTA GA INC SUMMIT MATERIALS LLC / SU SUNTRUST BANKS INC SYNCHRONY CREDIT CARD MAST 144A SUNVIC CHEMICAL HOLDINGS 1 A SUMMIT MATERIALS LLC / LTD SYNCHRONY CREDIT CARD MAST SUMMIT SUN-WA TECHNOS JPY50 CFD 6 A SUMMIT MIDSTREAM HOLDINGS SUNWAY BHD SYNCHRONY CREDIT CARD MAST LLC SUNWAY CONSTRUCTION GROUP 6 B SUMMIT MIDSTREAM PARTNERS BHD SYNCHRONY CREDIT CARD MAST LP SUOMINEN OYJ 7 A SUMMIT PARTNERS CREDIT FUND SUPALAI PCL SYNCHRONY FINANCIAL SUMMIT PARTNERS GROWTH SUPER GROUP LTD/SOUTH AFRICA SYNERGETICS USA INC COM EQUITY SUPER MICRO COMPUTER INC SYNERGIE SA SUMMIT PARTNERS PRIVATE SUPERGROUP PLC ORD GBP0.01 SYNERGY RESOURCES CORP EQUITY CFD SYNERON MEDICAL LTD SUMMIT PARTNERS VENTURE SUPERIOR ENERGY SERVICES INC SYNGENTA AG SUMMIT PTNRS VENTURE CAP FD SUPERIOR PLUS CORP SYNIVERSE (COV-LITE 4/12) TL SUMMIT VENTURE V LP SUPERNUS PHARMACEUTICALS SYNIVERSE HOLDINGS INC SUMMIT VENTURES VI-A LP INC SYNNEX CORP SUN COMMUNITIES INC SUPERVALU INC SYNOPSYS INC SUN FRONTIER FUDOS NPV CFD SURGUTNEFTEGAS OJSC SYNOVUS FINANCIAL CORP SUN FUN CONSTRUCTION CO LTD SURUGA BANK LTD SYNTEC CONSTRUCTION PCL SUN HUNG KAI & CO LTD SURVEYMONKEY.COM 2/13 TLB SYNTHOMER PLC SUN HUNG KAI PROPERTIES LTD SUSQUEHANNA AUTO RE 1A A3 SYSCO CORP SUN LIFE FINANCIAL INC 144A SYSMEX CORP SUNAC CHINA HOLDINGS LTD SUSQUEHANNA AUTO RE 1A A4 SYSMEX CORP CFD SUNCOR ENERGY INC 144A SYSTEMS MAINTENANCE 2ND LN SUNCORP GROUP LTD SUTTER HEALTH TL SUNDIAL BRANDS 10/15 TL SUZANO PAPEL E CELULOSE SA SYSTENA CORP SUNDRUG CO LTD SUZUKEN CO LTD/AICHI JAPAN SYUPPIN CO LTD CFD SUNDRUG CO Y50 CFD MOTOR CORP T RAD CO LTD SUNEDISON 12/15 2ND LIEN TLA1 SUZUKI MOTOR CORP CFD T ROWE PRICE GROUP INC SUNEDISON 4/16 DIP TLB SVB FINANCIAL GROUP T&D HOLDINGS INC SUNEDISON 4/16 DIP TRANCHE B SVENSK EXPORTKREDIT AB T&D HOLDINGS INC CFD SUNEDISON 5/14 TL SVENSK EXPORTKREDIT AB REGS T4F ENTRETENIMENTO SA SUNEDISON INC SVENSKA CELLULOSA AB SCA TA ANN HOLDINGS BHD SUNEDISON INC 144A SVENSKA HANDELSBANKEN AB TA X LP SUNEVISION HOLDINGS LTD SVENSKA HANDELSBANKEN AB TABCORP HOLDINGS LTD SUNGARD AVAILABILITY SERV REGS TABERNA PREFERRED 1A A1A 144A SWATCH GROUP AG/THE 144A SUNN EDISON 12/15 2ND LN TLA1 SWAY RESIDENTIAL 2014 1 A 144A TABERNA PREFERRED 1A A1B SUNNINGDALE TECH LTD SWEDBANK AB 144A SUNNY OPTICAL TECHNOLOGY GOVERNMENT BOND TABERNA PREFERRED 6A A1BF GROUP SWEDISH MATCH AB 144A SUNOCO LOGISTICS PARTNERS LP SWEDISH BIOVITRUM AB TABERNA PREFERRED F 6A A2 SUNOCO LOGISTICS PARTNERS SWIFT TRANSPORTATION CO 144A OPER SWIRE PACIFIC LTD TABERNA PREFERRED F 6A F1 SUNOCO LP SWIRE PROPERTIES LTD 144A SUNOCO LP / SUNOCO FINANC SWISS LIFE HOLDING AG TABERNA PREFERRED FU 3A D 144A SWISS PRIME SITE AG 144A

Page 80 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

TABERNA PREFERRED FU 3A E TAMBUN INDAH LAND BHD TECHNIPLAS LLC 144A 144A TAMIL NADU NEWSPRINT & TECHNOGYM SPA TABLEAU SOFTWARE INC PAPERS TECHNOLOGY ONE LTD TAC CO LTD NPV CFD TANABE SEIYAKU CO LTD CFD TECHNOLOGY SELECT SECT SPDR TADANO LTD TANAKA CO LTD/TOKYO TECHNOTRANS AG TAEKWANG INDUSTRIAL CO LTD TANGER FACTORY OUTLET TECHNOVATOR INTERNATIONAL TAG IMMOBILIEN AG CENTERS LTD TAHOE RESOURCES INC TARENA INTERNATIONAL INC TECHTRONIC INDUSTRIES CO LTD TAICHUNG COMMERCIAL BANK TARGA PIPELINE PARTNERS LP / T TECK RESOURCES LTD CO LT TARGA RESOURCES CORP TECNICAS REUNIDAS SA TAIHEI DENGYO KAISHA LTD CFD TARGA RESOURCES PARTNERS LP TECO ELECTRIC AND MACHINERY TAIHEIYO CEMENT CORP / CO TAIKO PHARM CO LTD CFD TARGANTA THERAPEUTICS TECO ENERGY INC TAILORED BRANDS INC ESCROW TECOMET (SYMMETRY MEDICAL) TAISEI CORP TARGET CORP TED BAKER PLC TAISEI CORP CFD TARO PHARMACEUTICAL TEEKAY CORP TAISEI LAMICK CO LTD INDUSTRIES TEEKAY CORPORATION PIPE TAISEI LAMICK CO NPV CFD TASEKO MINES LTD TEEKAY LNG PARTNERS LP TAISHO PHARMACEUTICAL HLDS TATA ELXSI LTD TEEKAY OFFSHORE PARTNERS LP CFD TATA METALIKS LTD TEEKAY OFFSHORE PARTNERS TAISHO PHARMACEUTICAL TATA MOTORS LTD LP/TE HOLDINGS TATA STEEL LTD TEGMA GESTAO LOGISTICA SA TAIWAN BUSINESS BANK TATE & LYLE PLC TEGNA INC TAIWAN LAND DEVELOPMENT TATNEFT PJSC TEIJIN LTD CORP TATTS GROUP LTD TEKFEN HOLDING AS TAIWAN PAIHO LTD TAUBMAN CENTERS INC TELADOC INC TAIWAN SEMICONDUCTOR CO TAV HAVALIMANLARI HOLDING TELE2 AB LTD AS TELECOM ITALIA SPA/MILANO TAIWAN SEMICONDUCTOR TAYCA CORP TELEDYNE TECHNOLOGIES INC MANUFACTU TAYLOR MORRISON COMMUNITI TELEFLEX INC TAIWAN UNION TECHNOLOGY 144A TELEFONAKTIEBOLAGET LM CORP TAYLOR MORRISON HOME CORP ERICSSO TAIYO NIPPON SANSO CORP TAYLOR WIMPEY PLC TELEFONICA BRASIL SA TAKACHIHO KOHEKI CO LTD CFD TAYLOR WOODROW PLC CFD TELEFONICA DEUTSCHLAND TAKANO CO JPY50 CFD TBH GLOBAL CO LTD HOLDING TAKARA LEBEN CO NPV - CFD TC PIPELINES LP TELEFONICA EMISIONES SAU TAKARA PRINTING CO LTD TCC INTERNATIONAL HOLDINGS TELEFONICA EMISIONES SAU TAKASHIMAYA CO LTD LTD REGS TAKEDA CHEMICAL INDUSTRIES TCF FINANCIAL CORP TELEFONICA SA LTD TCL COMMUNICATION TELEKOMUNIKASI INDONESIA TAKEDA PHARMACEUTICAL CO TECHNOLOGY H PERSE LTD TCP CAPITAL CORP TELEMAR NORTE LESTE SA 144A TAKE-TWO INTERACTIVE TD AMERITRADE HOLDING CORP TELENET 5/16 AD TL SOFTWARE TDC A/S TELENET GROUP HOLDING NV TAKEUCHI MFG CO NPV CFD TDC SOFTWARE ENGINERNG INC TELENOR ASA TAKUMA CO LTD CFD TELEPERFORMANCE TAKUMA CO LTD TAKUMA CO TDH III HOLDINGS INC TELEPERFORMANCE ORD CFD LTD TDH III LIMITED PARTNERSHIP TELEPHONE & DATA SYSTEMS TALANX AG TDK CORP INC TALEN ENERGY CORP TDK CORP CFD TELESAT CANADA (3/12) US TLB TALEN ENERGY SUPPLY LLC 144A TE CONNECTIVITY LTD TELEVISION BROADCASTS LTD TALENT YIELD INVESTMENTS TEAM HEALTH INC 144A TELEVISION FRANCAISE (T.F.1) 144A TEAMVIEWER 7/14 (USD) COV- TELIA CO AB TALLGRASS ENERGY GP LP LITE TELIGENT INC TALLGRASS ENERGY PARTNERS TECAN GROUP AG TELKOM SA SOC LTD LP TECH DATA CORP TELSTRA CORP LTD TAMA HOME CO LTD CFD TECHNICOLOR 7/13 (USD) TL TELUS CORP TAMBANG BATUBARA BUKIT TECHNIP SA TELUS CORPORATION ASAM PE TECHNIP SA CFD TEMENOS GROUP AG

Page 81 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

TEMPLETON INTTL SMALLER TEVA PHARMACEUTICAL TIANJIN DEVELOPMENT TEMPLETON STRATEGIC INDUSTRIES HOLDINGS L EMERGING TEXAS CAPITAL BANCSHARES TIANNENG POWER TEMPUR PEDIC 5/13 TLB INC INTERNATIONAL L TEMPUR SEALY INTERNATIONA TEXAS INSTRUMENTS INC TICC CAPITAL CORP 144A TEXAS ROADHOUSE INC TICC CLO 2012-1 LLC 1A A1 144A TEMPUR SEALY INTERNATIONAL TEXAS ST TICON INDUSTRIAL CONNECTION INC TEXAS ST A & M UNIV REVENUES PC TENAGA NASIONAL BHD TEXAS ST DEPT OF HSG & CMNTY TIDEWATER AUTO RECE AA A3 TENARIS S AUSD1 CFD A 144A TENARIS SA TEXAS ST TRANSPRTN TIETO OYJ TENASKA ALABAMA PARTNERS COMMISSION TIFFANY & CO 144A TEXAS ST UNIV SYS FING TIGER BRANDS LTD TENASKA GEORGIA PARTNERS LP REVENUE TIKKURILA OYJ TENAYA CAPITAL IV LP TEXAS ST WTR DEV BRD TILE SHOP HOLDINGS INC TENAYA CAPITAL VI LP TEXHONG TEXTILE GROUP LTD TILLY'S INC TENAYA CAPITAL VII INC TIM PARTICIPACOES SA TENAYA CAPITAL V-P LP TFS FINANCIAL CORP TIMBERSTAR TRUST I 1A A 144A TENCENT HOLDINGS LTD T-GAIA CORP TIME INC TENET HEALTHCARE CORP T-GAIA CORP CFD TIME WARNER CABLE LLC TENMA CORP TGS NOPEC GEOPHYSICAL CO TIME WARNER COS INC TENNANT CO ASA TIME WARNER ENTERTAINMENT TENNECO INC THAI BEVERAGE PCL CO L TENNESSEE GAS PIPELINE CO LLC THAI VEGETABLE OIL PCL TIME WARNER INC TENNESSEE VALLEY AUTH BD THAICOM PCL TIMES SQUARE HOTEL TRUST TENSAR 7/14 2ND LIEN TL THAIRE LIFE ASSURANCE PCL 144A TENSAR 7/14 TL THALES SA TIMKEN CO/THE TERA PROBE INC THALES SA CFD TINGYI CAYMAN ISLANDS TERADATA CORP THANACHART CAPITAL PCL HOLDING TERADYNE INC THE CHEF'S WAREHOUSE 6/16 TINPLATE CO OF INDIA LTD/THE TERANGA GOLD CORP THERATECHNOLOGIES INC TIS INC TEREOS INTERNACIONAL SA THERMO FISHER SCIENTIFIC INC TITAN CEMENT CO SA TEREX CORP THITIKORN PCL TITAN INTERNATIONAL INC TERNA RETE ELETTRICA THK CO LTD TITAN MACHINERY INC NAZIONALE THK CO LTD CFD TIVO INC TERNIUM SA THL CREDIT INC TJX COS INC/THE TERRA NITROGEN CO LP THOMAS COOK GROUP PLC TK CORP TERUMO CORP THOMAS COOK GROUP PLC ORD TKC CORP TERUMO CORP TERUMO CORP CFD TKC TKC CFD CFD THOMAS H LEE EQUITY FUND VI TKH GROUP NV TESARO INC THOMSON LEARNING 3/14 EXIT TKS TECHNOLOGIES PCL PLC THOMSON LEARNING 5/16 TLB TL VENTURE IV LP TESCO PLC CFD THOMSON CORP TL VENTURES V LP TESLA MOTORS INC THOR INDUSTRIES INC TMB BANK PCL TESORO CORP THREE ARCH CAPITAL LP T-MOBILE US INC TESORO LOGISTICS LP THREE ARCH PARTNERS IV T-MOBILE USA INC TESORO LOGISTICS LP / TESORO L THREE GORGES FINANCE I CA TMS INTERNATIONAL CORP 144A TETHYS OIL AB 144A TOA ROAD CORP TETRA TECH INC THYSSENKRUPP AG TOBU RAILWAY CO LTD TETRAGON FINANCIAL GROUP TI AUTOMOTIVE 6/15 (USD) TL TOCHIGI BANK LTD/THE LTD TIAA CREF TOELL CO LTD TEVA PHARM CCC CONTRA TIAA REAL ESTATE CDO 1A D 144A TOELL CO LTD CFD TEVA PHARMACEUTICAL FINAN TIAA SEASONED COMMERCIAL C4 TOENEC CORP REGS AJ TOGAMI ELECTRIC TEVA PHARMACEUTICAL TIAA SEASONED COMMERCIAL C4 MANUFACTURING FINANCE CO F TOHO BANK LTD/THE TEVA PHARMACEUTICAL TIANJIN CAPITAL TOHO CO LTD/TOKYO FINANCE IV ENVIRONMENTAL TOHO CO LTD/TOKYO CFD TOHO GAS CO LTD

Page 82 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

TOHO HOLDINGS CO LTD TONENGENERAL SEKIYU KK CFD TOWA PHARMACEUTICAL CO LTD TOHOKU BANK JPY50 CFD TONG YANG INDUSTRY CO LTD Y50 TOHOKU ELECTRIC POWER CO TONGYANG LIFE INSURANCE CO TOWER BERSAMA INC LTD INFRASTRUCTURE T TOHTO SUISAN CO CFD TONLY ELECTRONICS HOLDINGS TOWER SEMICONDUCTOR LTD TOKAI CORP/GIFU LTD TOWNSEND GROVE TOKAI HOLDINGS CORP TOOTSIE ROLL INDUSTRIES INC TOX FREE SOLUTIONS LTD TOKAI HOLDINGS CORP CFD TOP GLOVE CORP BHD TOYO CONSTRUCTION JPY50 CFD TOKAI RIKA CO LTD CFD TOP NPL (A) LP TOYO ENGINEERING CORP TOKAI TOKYO SECURITIES CFD TOP REIT INC REIT CFD TOYO KOHAN CO LTD TOKEN CORP TOP SPRING INTERNATIONAL TOYO MACHINERY & METAL CO TOKEN CORPORATION NPV CFD HOLDI LTD TOKIMEC INC JPY50 CFD TOPCON CORP CFD TOYO SECURITIES CO LTD TOKIO MARINE HOLDINGS INC TOPDANMARK A/S TOYO SEIKAN GROUP HOLDINGS TOKIO MARINE HOLDINGS INC TOPIX INDEX FUTURE (OSE) LTD CFD TOPPAN FORMS CO LTD TOYO SUGAR REFG CO JPY50 TOKUYAMA CORP TOPPAN FORMS CO LTD CFD TOYO SUISAN KAISHA LTD TOKYO BROADCASTING SYSTEM TOPPAN PRINTING CO LTD TOYO WHARF & WREHSE CO LTD INC TOPS HOLDING LLC / TOPS M 144A CFD TOKYO DOME CORP NPV CFD TORAY INDUSTRIES INC TOYODA BOSHOKU CFD TOKYO ELECTRIC POWER CO TORCHMARK CORP TOYODA GOSEI CO LTD HOLDIN TORIDOLL CORPORATION NPV TOYOTA AUTO RECEIVABLES 2 A TOKYO ELECTRIC POWER CO INC CFD A2 CF TORIDOLL HOLDINGS CORP TOYOTA AUTO RECEIVABLES 2 A TOKYO ELECTRON LTD TORII PHARMACEUTICAL CO LTD A3 TOKYO ELECTRON LTD CFD TORISHIMA PUMP MFG CFD TOYOTA AUTO RECEIVABLES 2 A TOKYO GAS CO LTD TORO CO/THE A4 TOKYO GAS CO LTD CFD (AB) TORONTO DOMINION BANK TOYOTA AUTO RECEIVABLES 2 B TOKYO INDIVIDUALIZED EDU CFD TORONTO-DOMINION BANK/THE A3 TOKYO OHKA KOGYO CO LTD TORRENT PHARMACEUTICALS TOYOTA AUTO RECEIVABLES 2 B TOKYO OHKA KOGYO CO LTD LTD A4 CFD TORRENT POWER LTD TOYOTA AUTO RECEIVABLES 2 C TOKYO RAKUTENCHI CO LTD CFD TORSTAR CORP A3 TOKYO SANGYO CO LTD TORUNLAR GAYRIMENKUL TOYOTA AUTO RECEIVABLES B TOKYO TATEMONO CO LTD YATIRIM O A2B TOKYO TATEMONO CO Y50 CFD TOSCO CORP TOYOTA AUTO RECEIVABLES C TOKYO TEKKO CO LTD TOSEI CORP A2A TOKYO TOKEIBA CO CFD TOSHIBA CORP CORP TOKYU CONSTRUCTION CO LTD TOSHIBA MACHINE CO LTD CFD TOYOTA INDUSTRIES CORP TOKYU CORP TOSHO PRINTING CO JPY50 CFD TOYOTA MOTOR CORP TOKYU CORP CFD TOTAL CAPITAL INTERNATIONAL TOYOTA MOTOR CORP NPV CFD TOKYU FUDOSAN HOLDINGS CFD SA TOYOTA MOTOR CREDIT CORP TOKYU FUDOSAN HOLDINGS TOTAL ENERGY SERVICES INC TOYOTA TSUSHO CORP CORP TOTAL GABON TOYOTA TSUSHU CORP Y50 CFD TOLI CORP TOTAL SA TPG ASIA V TOLL BROTHERS INC TOTAL SA CFD TPG OPPORTUNITIES PARTNERS II TOLL BROTHERS REALTY TRUST TOTAL SYSTEM SERVICES INC TPG OPPORTUNITIES PARTNERS III TOLL BROTHERS REALTY TRUST TOTO LTD TPG PARTNERS III LP II TOTVS SA TPG PARTNERS IV LP TOMKINS 11/12 COV-LITE 2ND TOUCHTUNES 5/15 TL TPG PARTNERS V LP TOMOE CORP CFD TOUKEI COMPUTER CO LTD TPG PARTNERS VI LP TOMOE ENGINEERING JPY50 TOUNG LOONG TEXTILE TPG SPECIALTY LENDING INC TOMOEGAWA CO LTD CFD MANUFACTUR TPG TELECOM LTD TOMOKU CO LTD TOURISM HOLDINGS LTD TPV TECHNOLOGY LTD TOMONY HOLDINGS INC TOURMALINE OIL CORP TRACTOR SUPPLY CO TOMTOM NV TOWA BANK CFD TRADE MAPS 1 LTD 1A A 144A TONAMI HOLDINGS CO LTD TOWA BANK LTD/THE TRADE MAPS 1 LTD 1A D 144A TONAMI TRANSPORT JPY50 CFD TOWA PHARMACEUTICAL CO LTD TRADELINK ELECTRONIC TONENGENERAL SEKIYU KK COMMERCE

Page 83 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

TRAKCJA SA TRINSEO MATERIALS OPERATI TRS FL UL NDDUFR INDEX TRANS COSMOS INC JAPAN CFD 144A TRS FL UL NDUEEGF INDEX TRANS DIGM INC TLE TRINSEO SA TRS FL UL S&P 600 TRANSCANADA CORP TRIPADVISOR INC TRS FL UL S&P SMALLCAP 600 TRANSCANADA PIPELINES LTD TRIPLE D ASSOCIATES INC CL A TRS FL UL SPTRMDCP INDEX TRANSCONTINENTAL INC TRIPLE D ASSOCIATES INC CL B TRS FL UL SPTRSMCP TRANSDIGM 6/16 DELAYED DRAW TRIPLE D ASSOCIATES INC CL C TRS FL UL TRNGLU TRANSDIGM 6/16 TLF TRIPLEPOINT VENTURE GROWTH TRUGREEN 4/16 TLB TRANSDIGM GROUP INC BDC TRULIA LLC TRANSDIGM INC TRISTATE CAPITAL HOLDINGS TRULY INTERNATIONAL TRANSDIGM INC 144A INC HOLDINGS L TRANSFORCE INC NEW TRIUMPH GROUP INC PROPERTY FUND TRANSMONTAIGNE PARTNERS LP TRIUS THERAPEUTICS INC TRUSTED MEDIA BRANDS INC TRANSOCEAN INC TRONC INC TRUSTMARK CORP TRANSOCEAN LTD TRONOX (2/12) TLB TRYG A/S TRANSUNION TROPICANA ENTERTAINMENT TS TECH CO LTD NPV CFD TRANSURBAN GROUP 11/13 TSAKOS ENERGY NAVIGATION TRAPEZA CDO XIII 13A A2A 144A TRS EL NDUEEGF INDEX LTD TRAVELERS COS INC/THE TRS EL UL BARCLAYS US AGG TR TSANN KUEN ENTERPRISE CO LTD WORLDWIDE LTD TRS EL UL BARCLAYS US INF TSC AUTO ID TECHNOLOGY CO TRAVELSKY TECHNOLOGY LTD LINK LTD TRAVIS PERKINS PLC TRS EL UL BCOM ROLL SELECT TR TSINGTAO BREWERY CO LTD TRAVIS PERKINS PLC CFD TRS EL UL BCOMGCTR INDEX TSUBAKI NAKASHIMA CO LTD TREASURY CONS FD-98 OUTSIDE TRS EL UL BCOMGCTR SUBINDEX CFD TREASURY GR CONS FD-98 TRS EL UL BCOMRST TSUDAKOMA CORP CFD TREASURY GROUP INVEST FUND TRS EL UL BCOMRST INDEX P TSUKUBA BANK LTD UND TRS EL UL BNIFWHU0 INDEX TSUKUI CORP TREASURY GROUP INVESTMENT TRS EL UL BNIFWHU0 INDEX P TSURUHA HOLDINGS INC TREASURY GROUP INVESTMENT TRS EL UL BNIFWHU0 TR TSURUHA HOLDINGS INC NPV FUND TRS EL UL FDCICUN INDEX CFD TREASURY GROUP INVT FUND TRS EL UL MSCI DAILY EMRG TSUTSUMI JEWELRY CO LTD WORK MRKT TTM TECHNOLOGIES 5/15 TLB TREASURY WINE ESTATES LTD TRS EL UL MSCI DAILY FRANCE TTY BIOPHARM CO LTD TREEHOUSE FOODS INC TRS EL UL MSCI EMERG MARKETS TUI AG TREND MICRO INC CFD TRS EL UL NDDUFR INDEX TUI AG CFD TREND MICRO INC/JAPAN TRS EL UL NDUEEGF INDEX TULANE LA UNIV TREVENA INC TRS EL UL S&P 600 TULLETT PREBON PLC TREX CO INC TRS EL UL S&P SMALLCAP 600 TULLOW OIL PLC TRI POINTE GROUP INC TRS EL UL SPTRMDCP INDEX TULLOW OIL PLC CFD TRIANGLE CAPITAL CORP TRS EL UL SPTRSMCP TUMI HOLDINGS INC TRIBECOMP- TRIBINE COMPANY TRS EL UL TRNGLU TUNG HO STEEL ENTERPRISE TL TRS FL NDUEEGF INDEX CORP CO TRS FL UL BARCLAYS US AGG TR TUNG THIH ELECTRONIC CO LTD TRICAN WELL SERVICE LTD TRS FL UL BARCLAYS US INF LINK TUPPERWARE BRANDS CORP TRICON AMERICAN HO SFR1 F TRS FL UL BCOM ROLL SELECT TR TUPY SA 144A TRS FL UL BCOMGCTR INDEX ILETISIM HIZMETLERI TRIGANO SA TRS FL UL BCOMGCTR SUBINDEX A TRILANTIC CAPITAL PARTNERS IV TRS FL UL BCOMRST GOVERNMENT BOND TRILANTIC CAPITAL PARTNERS V TRS FL UL BCOMRST INDEX P TURKEY GOVERNMENT TRILOGY ENERGY CORP TRS FL UL BNIFWHU0 INDEX INTERNATIONA TRIMBLE INC TRS FL UL BNIFWHU0 INDEX P TURKIYE GARANTI BANKASI AS TRINITAS CLO I LTD 1A C 144A TRS FL UL BNIFWHU0 TR TURQUOISE HILL RESOURCES LTD TRINITAS CLO I LTD 1A D 144A TRS FL UL BNP WORLD TUTOR PERINI CORP TRINITAS CLO II LTD 2A D 144A INFLHDGTR TUTOR PERINI CORP 144A TRINITY ACQUISITION PLC TRS FL UL FDCICUN INDEX TV TOKYO HOLDINGS CORP TRINITY BIOTECH PLC TRS FL UL MSCI DAILY EMRG TV TOKYO HOLDINGS CORP CFD TRINITY INDUSTRIES INC MRKT TVS SRICHAKRA LTD TRINITY MIRROR PLC TRS FL UL MSCI DAILY FRANCE TWENTY-FIRST CENTURY FOX INC TRS FL UL MSCI EMERG MARKETS TWITTER INC

Page 84 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

TWO HARBORS INVESTMENT UGI CORP UNITED ARROWS CFD CORP UGL LTD UNITED CONTINENTAL HOLDINGS TXU/TCEH 4/11 EXTENDED TL UK LONG GILT FUTURE (ICE) IN TXU/TCEH 4/11 EXTENDED TLB UKRAINE GOVERNMENT INTERN UNITED DEVELOPMENT CO QSC TYC BROTHER INDUSTRIAL CO 144A UNITED ENGINEERS LTD LTD UKRAINE GOVERNMENT INTERN UNITED INDUSTRIAL CORP LTD TYCO ELECTRONICS GROUP SA REGS UNITED INTERNET AG TYCO INTERNATIONAL PLC ULKER BISKUVI SANAYI AS GILT INFLA TYK CORP CFD ULTA SALON COSMETICS & REGS TYLER TECHNOLOGIES INC FRAGRAN UNITED KINGDOM GILT REGS TYO INC ULTIMATE SOFTWARE GROUP UNITED MICROELECTRONICS TYSAN HOLDINGS LTD INC/TH CORP TYSON FOODS INC ULTRA ELECTRONIC HLDGS ORD UNITED NATURAL FOODS INC U S DEPT HSG & URBAN DEV 5P UNITED OVERSEAS BANK LTD GOVT ULTRAPAR PARTICIPACOES SA INC U S DEPT OF TRANSPORTATION ULVAC INC UNITED PARCEL SERVICE OF U S EQUITY PARTNERS II LP UMB FINANCIAL CORP AMERI U S TREASURY BD CPN STRIP UMICORE SA UNITED RENTALS INC U S TREASURY BD PRIN STRIP UMPQUA HOLDINGS CORP UNITED RENTALS NORTH U S TREASURY BILL UMS HOLDINGS LTD AMERICA I U S TREASURY BOND UNDER ARMOUR INC UNITED STATES CELLULAR CORP U S TREASURY NOTE U-NEXT CO LTD CFD UNITED STATES STEEL CORP U S VENTURE PARTNERS FD VIII UNIBAIL-RODAMCO SE UNITED TECHNOLOGIES CORP U S VENTURE PARTNERS VII LP UNIBET GROUP PLC UNITED THERAPEUTICS CORP U.S. AGGREGATE BOND INDX NL UNICAFE INC CFD UNITED URBAN INVESTMENT U.S. RENAL CARE 11/15 COV-LITE UNICHARM CORP CORP U.S.I. 12/13 COV-LITE TLB UNICREDIT SPA UNITED UTILITIES GROUP PLC UAL 2009-2A PASS THROUGH UNICREDIT SPA CFD UNITED UTILITIES GROUP PLC TRUST UNIFIN FINANCIERA SAB DE CV CFD UBE INDUSTRIES LTD SO UNITEDHEALTH GROUP INC UBIQUITI NETWORKS INC UNIFIRST CORP/MA UNITYMEDIA GMBH 144A UBISOFT ENTERTAINMENT SA UNILEVER CAPITAL CORP UNITYMEDIA HESSEN GMBH & U-BLOX HOLDING AG UNILEVER NIGERIA PLC 144A UBM PLC ORD GBP0.1125 CFD UNILEVER NV UNIV OF CALIFORNIA CA UBS AG/STAMFORD CT UNILEVER PLC REVENUES UBS COMMERCIAL MORTG C1 D UNILEVER PLC CFD UNIV OF CALIFORNIA CA RGTS 144A UNION ELECTRIC CO MED UBS COMMERCIAL MORTG C1 E UNION PACIFIC CORP UNIV OF DELAWARE DE REVENUE 144A UNION PACIFIC RAILROAD CO UNIV OF HAWAII HI REVENUE UBS COMMERCIAL MORTG C1 F 2002 UNIV OF MASSACHUSETTS MA 144A UNION PACIFIC RAILROAD CO BLDG UBS CREDIT INTEREST 2014 UNIV OF N TEXAS TX UBS GROUP AG UNION PACIFIC RAILROAD CO UNIV OF NORTH CAROLINA NC AT UBS GROUP FUNDING JERSEY 2015 C 144A UNIONE DI BANCHE ITALIANE SPA UNIV OF TEXAS TX UBS US TRUMBULL PROPERTY UNIPETROL AS UNIV OF TEXAS TX UNIV UBS US TRUMBULL PROPERTY UNIPOL GRUPPO FIN NPV CFD REVENUES FUND UNIPOLSAI SPA UNIVAR 6/15 (USD) COV-LITE TLB UBS-BAMLL TRUST WRM D 144A UNI-PRESIDENT CHINA HOLDINGS UNIVAR INC UBS-BARCLAYS COMMERCIAL C4 L UNIVAR USA INC 144A A5 UNIQURE NV UNIVERSAL FOREST PRODUCTS UBS-CITIGROUP COMMER C1 E UNI-SELECT INC INC 144A UNISYS CORP 144A UNIVERSAL HEALTH REALTY UCB SA UNITE GROUP ORD GBP0.25 CFD INCOME UCHIDA YOKO CO LTD UNITED AIRLINES 2013-1 CLASS A UNIVERSAL HEALTH SERVICES UCI INTERNATIONAL LLC UNITED AIRLINES 2014-1 CLASS A INC UDG HEALTHCARE PLC UNITED AIRLINES 2014-1 CLASS B UNIVERSAL ROBINA CORP UDR INC UNITED AIRLINES 2014-2 CLASS A UNIVERSAL SERVICES 6/16 UGANDA GOVERNMENT BOND UNITED AIRLINES 2016-1 CLASS A

Page 85 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

UNIVERSAL TECHNOLOGIES VAIL RESORTS INC VEEVA SYSTEMS INC HOLDING VAKIF GAYRIMENKUL YATIRIM VELOCITY COMMERCIAL 1 AFL UNIVERSITY OF PENNSYLVANIA ORTA 144A UNIVEST CORP OF VALE OVERSEAS LTD VENEZUELA GOVERNMENT INTE PENNSYLVANIA VALE SA REGS UNIVISION 1/14 TLC4 VALEANT 3/15 F1 TLB VENEZUELA GOVERNMENT UNIVISION COMMUNICATIONS VALEANT PHARMACEUTICALS I INTERNATI 144A 144A VENOR SPECIAL SITUATIONS UNIZO HOLDINGS CO LTD VALEANT PHARMACEUTICALS FUND UNIZYX HOLDING CORP INTL VENTAS INC UNUM GROUP VALEO EUR1 CFD VENTAS REALTY LP UOA DEVELOPMENT BHD VALEO SA VENTAS REALTY LP / VENTAS UOL GROUP LTD VALERO ENERGY CORP CAPI UPCB FINANCE IV LTD 144A VALERO ENERGY PARTNERS LP VENTURE CORP LTD UPCB FINANCE V LTD 144A VALID SOLUCOES E SERVICOS DE VENTURE IX CDO LTD 9A E 144A UPL LTD S VEOLIA ENVIRONMENT CFD UPM-KYMMENE OYJ VALIDUS HOLDINGS LTD VEOLIA ENVIRONNEMENT SA URBAN EDGE PROPERTIES VALLEY NATIONAL BANCORP VERBIO VEREINIGTE BIOENERGIE URBAN OUTFITTERS INC VALLOUREC CFD A URUGUAY GOVERNMENT VALLOUREC SA VEREIT INC INTERNATION VALMET OYJ VEREIT OPERATING PARTNERSHIP US 10YR TREAS NTS FUTURE (CBT) VALMONT INDUSTRIES INC L US 5YR TREAS NTS FUTURE (CBT) VALOR HOLDINGS CO LTD VERESEN INC US AIRWAYS 2012-1 CLASS A PASS VALSPAR CORP/THE VERIFONE SYSTEMS INC US AIRWAYS 2012-2 CLASS A PASS VALSTONE OPPORTUNITY FD V VERINT SYSTEMS INC US AIRWAYS 2012-2 CLASS B PASS LLC VERISERVE CORP CFD US BANCORP VALUE ADDED TECHNOLOGIES VERISIGN INC US BANK NA/CINCINNATI OH CO LT VERISK ANALYTICS 5/16 TL US CONCRETE INC 144A VALUETRONICS HOLDINGS LTD VERISK ANALYTICS INC US FARATHANE 5/16 TLB2 VANACHAI GROUP PCL VERIZON COMMUNICATIONS INC US FOODS 6/16 COV-LITE TLB VANECK VECTORS AGRIBUSINESS VERMILION ENERGY INC US FOODS HOLDING CORP VANECK VECTORS GOLD MINERS VERSA CAPITAL FUND II LP US FOODS INC 144A E VERSA CAPITAL FUND III LP US FOODSERVICE 5/13 COV-LITE VANGUARD FTSE EMERGING VERSA CAPITAL PARTNERS LP US LBM 8/15 COV-LITE TL MARKE VERTEX PHARMACEUTICALS INC US LONG BD FUTURE (CBT) VANGUARD NATURAL VERTU MOTORS PLC US SHIPPING 4/13 TL RESOURCES LLC VESEY STREET INVESTMENT US TREAS-CPI INFLAT VANGUARD REIT ETF TRUST US ULTRA BOND FUTURE (CBT) VANGUARD TOT BD MKT IDX- VESSEL MANAGEMENT SERVICES USA COMPRESSION PARTNERS LP INST INC USAA AUTO OWNER TRUST 201 1 VANTAGE DRILLING 11/13 TL VESTAR CAPITAL PARTNERS III LP A4 VANTAGE SPECIALTY (2/12) TLB VESTAR CAPITAL PARTNERS IV LP USAA CAPITAL CORP 144A VANTIV INC VESTAR CAPITAL PARTNERS V LP USANA HEALTH SCIENCES INC VARDE SCRATCH & DENT VESTAS WIND SYSTEMS A/S USEN CORP VARDHMAN TEXTILES LTD VESTCOM 1/13 TL USG CORP VARIAN MEDICAL SYSTEMS INC VESTCOM 9/14 COV-LITE 2ND LIEN USG CORP 144A VARITRONIX INTERNATIONAL VETOQUINOL SA USHIO ELECTRIC Y50 CFD LTD VETROPACK HOLDING AG USINAS SIDERURGICAS DE MINAS VARUN INDUSTRIES LTD VF CORP G VCA INC VFC 2015-3 LLC 3 A 144A USINTERNETWORKING INC V-CUBE INC CFD VIACOM INC USS CO LTD VECIMA NETWORKS INC VIASAT INC UT GROUP CO LTD VECTOR GROUP LTD VIATRON TECHNOLOGIES INC UTAH CNTY UT TRANSPRTN VECTOR INC CFD VIB VERMOEGEN AG SALES T VECTREN CORP VIBRANT CLO LTD 201 1A DR 144A UTAH ST VECTRUS INC VICAT SA UTILITIES SELECT SECTOR SPDR VEDANTA LTD VICINITY CENTRES UTOC CORP VEDANTA RESOURCES PLC CFD VICTORIA GOLD CORPORATION V TECHNOLOGY CO LTD VEDANTA RESOURCES PLC REGS VICTREX ORP 1P CFD

Page 86 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

VIENNA INSURANCE GROUP AG VOLKSWAGEN AUTO LOAN ENHA BANK COMMERCIA WIEN 2 A3 C21 AJ VIKING CRUISES LTD 144A VOLKSWAGEN AUTO LOAN ENHA WACHOVIA BANK COMMERCIA VILLAGE ROADSHOW 11/12 TLB 2 A4 C27 AM VILLEROY & BOCH AG VOLKSWAGEN FINANCIAL SERV WACHOVIA BANK COMMERCIA VINA CONCHA Y TORO SA REGS C29 AJ VINCI EUR2.50 POST SUBDIVISION OF AMERI WACHOVIA BANK COMMERCIA VINCI SA 144A C30 AJ VIPSHOP HOLDINGS LTD VOLKSWAGEN INTERNATIONAL WACHOVIA BANK COMMERCIA VIRBAC SA 144A C31 A4 VIRGIN AMERICA INC VOLT XIX LLC NP11 A2 144A WACHOVIA BANK COMMERCIA VIRGIN MEDIA FINANCE PLC 144A VOLT XL LLC NP14 A2 144A C33 A4 VIRGIN MEDIA SECURED FINA VOLT XLII LLC NPL2 A2 144A WACHOVIA BANK COMMERCIAL 144A VOLT XXIV LLC NPL6 A2 144A C11 D VIRGINIA ELECTRIC & POWER CO VOLT XXIX LLC NP10 A2 144A WACHOVIA BANK COMMERCIAL VIRGINIA ST VOLT XXV LLC NPL8 A2 144A C11 E VIRGINIA ST HSG DEV AUTH VOLT XXXV LLC NPL9 A2 144A WACHOVIA BANK COMMERCIAL VIRGINIA ST HSG DEV AUTH VOLT XXXVI LLC NP10 A2 144A C25 D CMWLT VOLT XXXVII LLC NP11 A2 144A WACHOVIA BANK COMMERCIAL VIRGOLINO DE OLIVEIRA FIN 144A VOLT XXXVIII LLC NP12 A2 144A C29 B VIRTU FINANCIAL INC VOLTRONIC POWER WACHOVIA BANK COMMERCIAL VIRTUSA CORP TECHNOLOGY COR C29 C VISA INC VOLVO AB WACHOVIA BANK COMMERCIAL VISANG EDUCATION INC VOLVO FINANCIAL EQU 1A A2 C31 C VISCOFAN SA 144A WACHOVIA CAPITAL TRUST II VISHAY INTERTECHNOLOGY INC VOLVO FINANCIAL EQU 1A A3 WACHOVIA CORP VISHAY PRECISION GROUP INC 144A WACHOVIA MORTGAGE LOAN T A VISTA 7/15 USD 2ND LN TL VONAGE HOLDINGS CORP 3A1 VISTA OUTDOOR INC VONOVIA SE WACKER CHEMIE AG CORP VONTOBEL HOLDING AG WADDELL & REED FINANCIAL INC VISTRA 7/15 (USD) TL VORNADO DP LLC TRUS VNO D WAJAX CORP VISUAL PHOTONICS EPITAXY CO 144A WAKACHIKU CONSTRUCTION CO LT VORNADO REALTY TRUST LTD VITA GROUP LTD VOSTOK NEW VENTURES LTD WALES & WEST UTILITIES VITAE PHARMACEUTICALS INC VOYA CLO 2013-2 LTD 2A C 144A FINANCE VITAL KSK HOLDINGS INC VOYA CLO 2014-3 LTD 3A D 144A WALGREEN CO VITASOY INTERNATIONAL VOYA CLO III LTD 3A C 144A WALGREENS BOOTS ALLIANCE HOLDINGS VOYA FINANCIAL INC INC VITRO SAB DE CV VOYAGE GROUP INC CFD WALKER & DUNLOP INC VITROLIFE AB VP BANK AG WALL STREET SYSTEMS 4/14 TL VIVENDI CFD VRX ESCROW CORP WAL-MART DE MEXICO SAB DE VIVENDI SA VS INDUSTRY BHD CV VIZIENT 2/16 COV-LITE TL VST HOLDINGS LTD WAL-MART STORES INC VMWARE INC VTB BANK PJSC WALT DISNEY CO/THE VOCUS COMMUNICATIONS LTD VTR FINANCE BV 144A WALTER ENERGY (4/11) TLB VODACOM GROUP LTD VTTI ENERGY PARTNERS LP WALTER INVESTMENT 12/13 VODAFONE GROUP PLC VULCAN MATERIALS CO WALTER INVESTMENT VODAFONE GRP USD0 POST CON VW CREDIT INC REGS MANAGEMENT C CFD VWR CORP WALTON ADVANCED VOESTALPINE AG W CAPITAL PARTNERS II LP ENGINEERING IN VOLCAN CIA MINERA SAA WA FUNDING TR III D05/24/07 WAMU COMMERCIAL MO SL3 AJ VOLKSWAGEN AG WABCO HOLDINGS INC 144A VOLKSWAGEN AUTO LEASE TRU WABTEC CORP/DE WAMU MORTGAGE PASS-TH AR14 A A3 WACHOVIA BANK CO C28 A4FL 1A4 VOLKSWAGEN AUTO LOAN ENHA 144A WANT WANT CHINA HOLDINGS 1 A3 WACHOVIA BANK CO C32 A4FL LTD VOLKSWAGEN AUTO LOAN ENHA 144A WARABEYA NICHIYO HOLDINGS 1 A4 WACHOVIA BANK COMMERCI C32 CO L APB WARTSILA OYJ ABP

Page 87 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

WASHINGTON FEDERAL INC COMMERCIAL WESTERN UNION CO/THE WASHINGTON MUTUAL BANK / LC12 C WESTFIELD CORP DEBT WELLS FARGO COMMERCIAL WESTGATE RESORTS 201 1A C WASHINGTON MUTUAL MORTGA LC18 A5 144A 8 1A1 WELLS FARGO COMMERCIAL LC5 WESTJET AIRLINES LTD WASHINGTON REAL ESTATE A3 WESTLAKE CHEMICAL CORP INVESTM WELLS FARGO COMMERCIAL M WESTLAKE CHEMICAL PARTNERS WASHINGTON ST LC5 B LP WASHINGTON ST UNIV WELLS FARGO COMMERCIAL WESTON (GEORGE) LTD WASHTEC AG NXS3 A4 WESTON PRESIDIO CAP III L P WASTE CONNECTIONS INC WELLS FARGO DEALER FLOORPL WESTON PRESIDIO CAPITAL IV LP WASTE MANAGEMENT INC 2 A WESTON PRESIDIO V LP WATER PIK TECHNOLOGIES 7/13 WELLS FARGO MORTGAGE AR10 WESTPAC BANKING CORP WATERS CORP 5A1 WESTPAC BANKING CORP 144A WATPAC LTD WELLS FARGO MORTGAGE B AR6 WESTPAC BANKING CORP REGS WATSCO INC 7A1 WESTPORTS HOLDINGS BHD WATTS WATER TECHNOLOGIES WELLS FARGO MORTGAGE BA 14 WESTROCK CO INC 2A2 WEX INC WCI-QUANTUM HOLDINGS INC WELLTOWER INC WEYERHAEUSER CO WDB HOLDINGS CO LTD WELSPUN INDIA LTD WFCG COMMERCIAL MO BXRP D WDS LTD WENDEL SA 144A WEATHERFORD INTERNATIONAL WENDY'S CO/THE WFCG COMMERCIAL MO BXRP F LTD WERELDHAVE NV 144A WEATHERFORD INTERNATIONAL WERNER ENTERPRISES INC WFCG COMMERCIAL MO BXRP G PLC WESCO DISTRIBUTION INC 144A WEATHERGAGE VENTURE CAP II WESCO DISTRIBUTION INC 144A WF-RBS COMMERCIAL M C2 A4 LP WESCO INTERNATIONAL INC 144A WEATHERGAGE VENTURE WESFARMERS LTD WFRBS COMMERCIAL M UBS1 D CAPITAL LP WEST CORP 144A WEBMD HEALTH CORP WEST CORP 144A WFRBS COMMERCIAL MO C10 D WEBSTER FINANCIAL CORP WEST FRASER TIMBER CO LTD 144A WEC ENERGY GROUP INC WEST JAPAN RAILWAY CO WFRBS COMMERCIAL MO C10 E WEG SA WEST JAPAN RAILWAY CO 144A WEIBO CORP JPY50000 WFRBS COMMERCIAL MO C10 F WEICHAI POWER CO LTD WEST PHARMACEUTICAL 144A WEIGHT WATCHERS SERVICES I WFRBS COMMERCIAL MO C11 D INTERNATIONAL WESTAR ENERGY INC 144A WEINGARTEN REALTY WESTBROOK RE FUND V WFRBS COMMERCIAL MO C11 E INVESTORS WESTBROOK RE FUND VI 144A WEIQIAO TEXTILE CO WESTBROOK REAL ESTATE FD WFRBS COMMERCIAL MO C13 D WEIR GROUP PLC (THE) CFD VIII 144A WEIR GROUP PLC/THE WESTBROOK REAL ESTATE FUND WF-RBS COMMERCIAL MO C2 D WEIS MARKETS INC VII 144A WELCIA HOLDINGS CO LTD WESTERN ALLIANCE BANCORP WFRBS COMMERCIAL MOR C3 C WELL SHIN TECHNOLOGY CO LTD WESTERN AREAS LTD 144A WELLCARE HEALTH PLANS INC WESTERN DIGITAL 3/16 (USD) WFRBS COMMERCIAL MOR C3 D WELLESLEY COLLEGE WESTERN DIGITAL CORP 144A WELLS ENTERPRISES INC 144A WESTERN DIGITAL CORP 144A WFRBS COMMERCIAL MOR C3 E WELLS FARGO & CO WESTERN ENERGY SERVICES 144A WELLS FARGO BANK NA CORP WFRBS COMMERCIAL MOR C3 F WELLS FARGO COMMER NXS4 E WESTERN GAS EQUITY PARTNERS 144A 144A LP WFRBS COMMERCIAL MOR C4 D WELLS FARGO COMMERC C1 XB WESTERN GAS PARTNERS LP 144A 144A WESTERN POWER DISTRIBUTIO WFRBS COMMERCIAL MOR C4 E WELLS FARGO COMMERC LC5 D REGS 144A 144A WESTERN REFINING 5/16 COV- WFRBS COMMERCIAL MOR C5 C WELLS FARGO COMMERCIAL C33 LITE 144A A4 WESTERN REFINING INC WFRBS COMMERCIAL MOR C5 D WESTERN REFINING LOGISTICS LP 144A

Page 88 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

WFRBS COMMERCIAL MOR C5 E WILLIAM CARTER CO/THE WOOLWORTHS HOLDINGS 144A WILLIAM DEMANT HOLDING A/S LTD/SOUTH WFRBS COMMERCIAL MOR C5 F WILLIAM HILL PLC WOOLWORTHS LTD 144A WILLIAM HILL PLC CFD WORKDAY INC WFRBS COMMERCIAL MOR C5 G WILLIAM LYON HOMES WORKSPACE GROUP PLC 144A WILLIAMS COS INC/THE WORLD FINANCIAL NETWORK CR WFRBS COMMERCIAL MOR C6 D WILLIAMS PARTNERS LP A A 144A WILLIAMS PARTNERS LP / ACMP WORLD FINANCIAL NETWORK CR WFRBS COMMERCIAL MOR C7 E FI B A 144A WILLIAMS PARTNERS LP / WORLD FUEL SERVICES CORP WFRBS COMMERCIAL MOR C7 F WILLIAM WORLD OMNI AUTO RECEIVABL B 144A WILLIAMS-SONOMA INC A3 WFRBS COMMERCIAL MOR C7 G WILLIS TOWERS WATSON PLC WORLD OMNI AUTO RECEIVABLE 144A WILMAR INTERNATIONAL LTD B B WFRBS COMMERCIAL MORTG C13 WILSON BAYLY HOLMES-OVCON WORLD OMNI AUTOMOBILE LEA ASB LTD A A4 WFRBS COMMERCIAL MORTGA WILSON CNTY TN WORLD ONLINE INTL EURO.4 C10 A3 WILSON SONS LTD WORLD TRIATHLON 6/14 TL WFRBS COMMERCIAL MORTGA WILSONART INTL COV-LT TLB WORLDPAY GROUP PLC C11 A1 WIN SEMICONDUCTORS CORP WORLDPAY GROUP PLC CFD WFRBS COMMERCIAL MORTGA WINBOND ELECTRONICS CORP WORLDVIEW TECHNOLOGY IV C19 A3 WINCOR NIXDORF AG WORTHINGTON INDUSTRIES INC WFRBS COMMERCIAL MORTGA WIND ACQUISITION FINANCE 144A WP CAREY INC C20 A2 WINDJAMMER SENIOR EQUITY FD WP GLIMCHER INC WFRBS COMMERCIAL MORTGAG IV WP GLIMCHER MALL WPG PR2 C4I G WINDJAMMER SR EQTY FD III LP 144A WFRBS COMMERCIAL MORTGAG WINDSTREAM SERVICES LLC WPP 2012 PLC ORD GBP0.10 CFD C7 A1 WINTRUST FINANCIAL CORP WPP FINANCE 2010 WFRBS COMMERCIAL MORTGAGE WIPRO LTD WPP PLC C7 C WIRECARD AG WPX ENERGY INC WGL HOLDINGS INC WIS INTL 12/12 2ND LN USD TL WR BERKLEY CORP WH GROUP LTD WISCONSIN ELECTRIC POWER CO WR GRACE & CO WH SMITH PLC WISCONSIN POWER & LIGHT CO WRH GLOBAL SECURITIES WH SMITH PLC GBP0 CFD WISDOMTREE INDIA EARNINGS POOLED WHARF HOLDINGS LTD/THE WISDOMTREE INVESTMENTS INC WRIGHTWOOD CAPITAL 1A A1 WHEAT FUTURE (CBT) WISOL CO LTD 144A WHEELOCK & CO LTD WISTRON CORP WRIGHTWOOD CAPITAL LLC WHIPPANY VILLAGE LLC WISTRON NEWEB CORP WRIGHTWOOD CAPITAL LLC TR 2 WHIRLPOOL CORP WIX.COM LTD WRIGHTWOOD CAPITAL LLC WHISTLER BLACKCOMB HLGS INC WM ASSET HOLDINGS CO 4 N1 TRANCHE WHITBREAD CFD 144A WS ATKINS PLC WHITBREAD NON CUM PREF SHS WM MORRISON SUPERMARKETS W-SCOPE CORP B PLC WTC CTF CONTRA VALU WHITBREAD PLC WM WRIGLEY JR CO 144A WTC CTF SELECT ENERGY WHITE MOUNTAINS INSURANCE WMG ACQUISITION CORP 144A WTC CTF SELECT OPP GROU WMIH CORP COMMODITIES WHITE SUGAR (ICE) WNS HOLDINGS LTD WTC-CTF DLY ENDURING ASSETS WHITEHORSE VIII LTD 1A D 144A WOLF RIVER MANAGEMENT UNIT WTG HOLDINGS 12/13 COV-LITE WHITEWAVE FOODS CO/THE WOLSELEY ORD CFD WTK HOLDINGS BHD WHITING PETROLEUM CORP WOLSELEY PLC HOLDINGS LTD WHITNEY J H IV LP WOLTERS KLUWER NV WW GRAINGER INC WHOLE FOODS MARKET INC WOLVERINE WORLD WIDE INC WYETH LLC WIDEOPENWEST 5/15 TLB WOOD GROUP (JOHN) PLC CFD WYNDHAM WORLDWIDE CORP WIENERBERGER AG WOOD ONE CO LTD NPV CFD WYNN MACAU LTD WIHLBORGS FASTIGHETER AB WOODSIDE PETROLEUM LTD WYNN RESORTS LTD WI-LAN INC WOODSTOCK JV X5 RETAIL GROUP NV WILKES CNTY GA HOSP AUTH WOODSTREAM-PA PENN XACTLY CORP REVEN WOODWARD INC XCEL ENERGY INC WILL GROUP INC CFD XEBIO HOLDINGS CO LTD

Page 89 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016

XENIA HOTELS & RESORTS INC YANGZIJIANG SHIPBUILDING ZHAIKMUNAI LLP 144A XENOPORT INC HOLDI ZHAOPIN LTD XEROX CORP YANLORD LAND GROUP LTD ZHEJIANG EXPRESSWAY CO LTD XILINX INC YARA INTERNATIONAL ASA ZHUZHOU CRRC TIMES ELECTRIC XINCHEN CHINA POWER YASAR HOLDING AS 144A CO HOLDINGS L YASKAWA ELECTRIC CORP ZIFF DAVIS MEDIA INC XING AG YC INOX CO LTD ZIJIN MINING GROUP CO LTD XINGDA INTERNATIONAL YELLOW HAT LTD ZILLOW GROUP INC HOLDINGS YELLOW PAGES LIMITED HOLDINGS INC XINYI AUTOMOBILE GLASS HONG YELP INC ZINC FUTURE (LME) KO YIDA CHINA HOLDINGS LTD ZIONS BANCORPORATION XINYI GLASS HOLDINGS LTD YIT OYJ ZIOPHARM ONCOLOGY INC XIWANG SPECIAL STEEL CO LTD YODOGAWA STEEL WORKS LTD ZIPPY TECHNOLOGY CORP XL AXIATA TBK PT YOKOGAWA ELECTRIC CORP ZODIAC AEROSPACE XL GROUP PLC YOKOGAWA HOKUSHIN ELECTRIC ZODIAC SA CFD XLIT LTD CFD ZOETIS INC XO COMMUNICATIONS 3/14 TL YOKOHAMA RUBBER CO LTD/THE ZOOPLUS AG XO HOLDINGS INC YOMEISHU SEIZO CO LTD CFD ZUKEN INC XPO LOGISTICS INC YONGSHENG ADVANCED ZUMTOBEL GROUP AG XPO LOGISTICS INC 144A MATERIALS C ZURICH INSURANCE GROUP AG XTEP INTERNATIONAL HOLDINGS YOOSUNG ENTERPRISE CO LTD ZYNERBA PHARMACEUTICALS LT YOOX SPA CFD INC XTO ENERGY INC YORK WATER CO/THE ZYNGA INC XTREME DRILLING CORP YPF SA 144A XURA INC YUASA TRADING CO LTD XYLEM INC/NY YUCAIPA AMERICAN ALLIANCE Y. A. C. CO LTD NPV CFD FUND YAHOO JAPAN CORP YUE YUEN INDUSTRIAL YAHOO! INC HOLDINGS L YAIZU SUISANKAGAKU YUEXIU TRANSPORT INDUSTRY CO INFRASTRUCTUR YAKULT HONSHA CO LTD YUM! BRANDS INC YAKUODO CO LTD CFD YUNGTAY ENGINEERING CO LTD YALE UNIVERSITY YURTEC CORP YAMABIKO CORP YUSEN LOGISTICS CO LTD YAMABIKO CORPORATION NPV YUSHIN PRECISION EQUIPMENT CFD CFD YAMADA DENKI CO LTD YUZHOU PROPERTIES CO LTD YAMAGATA BANK Y50 CFD YY INC YAMAGUCHI FINANCIAL GROUP ZACHRY HOLDINGS INC 144A INC ZALANDO SE YAMAHA CORP ZAMBIA GOVERNMENT INTERNA YAMAHA CORP CFD 144A YAMAHA MOTOR CO LTD ZAMBIA GOVERNMENT INTERNA YAMAHA MOTOR CO Y50 CFD REGS YAMAICHI ELECTONICS 1/50 CFD ZARDOYA OTIS SA YA-MAN LTD ZAYO (6/12) TL YAMANA GOLD INC ZAYO GROUP HOLDINGS INC YAMASHITA MEDICAL ZCL COMPOSITE INC INSTRUMENT ZEBRA TECHNOLOGIES CORP YAMATANE CORP CFD ZEHNDER GROUP AG YAMATO HOLDINGS CO LTD ZENITH BANK PLC YAMATO HOLDINGS CO LTD NPV ZENKOKU HOSHO CO LTD CFD ZEON Y50 CFD YAMATO KOGYO CO LTD ZF NORTH AMERICA CAPITAL YAMAZAKI BAKING CO LTD 144A YAMAZEN CORP ZF NORTH AMERICA CAPITAL YANDEX NV REGS ZFS FINANCE USA TRUST V 144A

Page 90 of 89