Report of Activities Pursuant to Act 44 of 2010

Appendix D - Securities Held by Funds October 18, 2017 Annual Report of Activities Pursuant to Act 44 of 2010 October 18, 2017

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 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, 2017.

1345 AVENUE OF THE A 1 A3 144A AAREAL AG ABRY MEZZANINE PARTNERS LP 1721 FRONT STREET HOLDINGS AARON'S INC ABRY PARTNERS V LP 1-800-FLOWERS.COM INC AASET 2017-1 TRUST 1A C 144A ABRY PARTNERS VI L P 198 INVERNESS DRIVE WEST ABRY PARTNERS VII L P 1MDB GLOBAL INVESTMENTS L ABAXIS INC ABRY PARTNERS VIII LP REGS ABB CONCISE 6/16 TL ABRY SENIOR EQUITY II LP 1ST SOURCE CORP ABB LTD ABS CAPITAL PARTNERS II LP 200 INVERNESS DRIVE WEST ABS CAPITAL PARTNERS IV LP 21ST CENTURY AMERICA INC ABBOTT LABORATORIES ABS CAPITAL PARTNERS V LP 21ST CENTURY ONCOLOGY 4/15 TL PAKISTAN L ABS CAPITAL PARTNERS VI LP 225 LIBERTY STREET 225L D 144A ABBVIE INC ABSA BANK LTD 2U INC ABC ARBITRAGE ABSOLUTE SOFTWARE CORP 32 CAPITAL FUND LTD (THE) ABC HOLDINGS LLC ACACIA COMMUNICATIONS INC INTERNATIONAL ABC SUPPLY 4/17 COV-LITE TLB ACACIA RESEARCH CORP LTD ABCAM CFD ACADIA HEALTHCARE CO INC 3D SYSTEMS CORP ABCAM PLC ACADIA PHARMACEUTICALS INC 3I GROUP PLC ABC-MART INC ACADIA REALTY TRUST 3M CO ABEONA THERAPEUTICS INC ACANDO AB 3SBIO INC ABERCROMBIE & FITCH CO ACC CLAIMS HLDGS LLC 4L TECHNOLOGIES 5/14 COV-LITE ABERDEEN ASSET MANAGEMENT ACCEL LP 5 NORTH FIFTH STREET PLC ACCELERATE DIAGNOSTICS INC 51JOB INC ABERTIS INFRAESTRUCTURAS SA ACCELERON PHARMA INC 58.COM INC ABILITY CO LTD ACCELL GROUP 84 LUMBER 10/16 COV-LITE TL ABILITY NETWORK 5/14 COV-LITE ACCELYA KALE SOLUTIONS LTD PLC ABINGWORTH BIOVENTURE V LP PLC 8X8 INC ABINGWORTH BIOVENTURES IV ACCESS CIG 10/14 TL A SCHULMAN INC LP ACCESS CORP A WIRELESS 4/17 TL ABIOMED INC ACCESSLEX INSTITUTE A A2 A.G. BARR PLC ABLYNX NV ACCESSLEX INSTITUTE A A3 A10 NETWORKS INC ABM INDUSTRIES INC ACCIONA SA SPA ABN AMRO BANK NV 144A ACCO BRANDS CORP A2A SPA CFD ABN AMRO BANK NV REGS ACCOR SA AAC HOLDINGS INC ABN AMRO GROUP NV ACCOR SA CFD AAC TECHNOLOGIES HOLDINGS ABOITIZ EQUITY VENTURES INC ACCURAY INC INC ABOITIZ POWER CORP ACCURIDE 11/16 TLB AACP KOREA ABPCI DIRECT LENDING 1A B 144A ACER INC INVESTORS ABRAXAS PETROLEUM CORP ACERINOX SA AALBERTS INDUSTRIES NV ABRY ADVANCED SECURITIES FD ACETO CORP AAON INC LP ACHAOGEN INC AAR CORP ABRY BROADCAST PARTNERS IV ACHILLES CORP

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ACHILLES CORP CFD ADVANCED DISPOSAL SERVICES AERCAP GLOBAL AVIATION TR ACHILLION PHARMACEUTICALS INC 144A INC ADVANCED DRAINAGE SYSTEMS AERCAP HOLDINGS NV ACI WORLDWIDE INC INC AERCAP IRELAND CAPITAL DAC / ACLARA 8/16 TLB ADVANCED EMISSIONS A ACLARIS THERAPEUTICS INC SOLUTIONS I AERIE PHARMACEUTICALS INC ACNB CORP ADVANCED ENERGY INDUSTRIES AEROFLOT PJSC ACOM CO LTD INC AEROHIVE NETWORKS INC ACOM CO LTD CFD ADVANCED INFO SERVICE PCL AEROJET ROCKETDYNE ACORDA THERAPEUTICS INC ADVANCED MEDICAL SOLUTIONS HOLDINGS IN ACRISURE 11/16 TL GRO AEROPORTS DE PARIS ACS ACTIVIDADES DE ADVANCED MICRO DEVICES INC AEROPORTS DE PARIS CFD CONSTRUCCIO ADVANCED SEMICONDUCTOR AEROQUIP-VICKERS INC ACTAVIS INC ENGINEE AEROVIRONMENT INC ACTELION LTD ADVANCED TECHNOLOGY AES CORP/VA ACTER CO LTD VENTURES AETNA INC ACTIS EMERGING MKT 3 ADVANCED TECHNOLOGY VI LP AFFILIATED MANAGERS GROUP ACTIS GLOBAL 4 ADVANCETEK ENTERPRISE CO INC ACTIVE NETWORK 11/16 TLB LTD AFFIN HOLDINGS BHD ACTIVISION BLIZZARD INC ADVANSIX INC AFLAC INC ACTUA CORP ADVANTECH CO LTD AFREECATV CO LTD ACTUANT CORP CORP AFRICAN BARRICK GOLD LTD- ACUITY BRANDS INC ADVANTEX INCJPY50 CFD CFD ACUITY BRANDS LIGHTING INC ADVAXIS INC AFRICAN DEVELOPMENT BANK ACUSHNET HOLDINGS CORP ADVENT INTERNATIONAL GPE VI- AFRICAN PHOENIX INVESTMENTS ACXIOM CORP A LT AD WORKS CO LTD CFD ADVENT INTERNATIONAL GPE AFRICAN RAINBOW MINERALS ADAMAS PHARMACEUTICALS INC VII-B LTD ADAMS CAPITAL MANAGEMENTS ADVENT INTL GPE VIII-B LP AG REALTY FUND LP LP ADVENT LATIN AMERICA AG CAPITAL RECOVERY ADAMS CAPITAL MGMT III LP PRIVATE PARTNERS V ADAMS RESOURCES & ENERGY ADVENT LATIN AMERICAN PE FD AG CORE PLUS REALTY FD III LP INC VI AG CORE PLUS REALTY FUND IV ADANI PORTS & SPECIAL ECO ADVISORY BOARD CO/THE LP 144A AECI LTD AG MORTGAGE INVESTMENT ADARO ENERGY TBK PT AECOM TRUST I ADCORP HOLDINGS LTD AEGEAN MARINE PETROLEUM AGCO CORP ADDUS HOMECARE CORP NETWOR ADECCO GROUP AG AEGION CORP AGELLAN COMMERCIAL REIT ADECOAGRO SA AEGON NV AGENUS INC ADELPHIA COMMS CORP SR NT AEKYUNG PETROCHEMICAL CO AGF MANAGEMENT LTD ADELPHIA COMMS CORP SR SER B LTD AGFA-GEVAERT NV ADELPHIA COMMS SR NTS SER B AENA SA ORD CFD ADELPHIA RECOVERY TRUST PROP CATASTROPHE AGILE GROUP HOLDINGS LTD AG FUND AGILE THERAPEUTICS INC ADIENT PLC AEON CO LTD AGILENT TECHNOLOGIES INC ADMIRAL GROUP PLC AEON CREDIT SERVICE ASIA CO AGILYSYS INC ADMIRAL GROUP PLC CFD LT AGIOS PHARMACEUTICALS INC ADOBE SYSTEMS INC AEON CREDIT SERVICE CO CFD AGL ENERGY LTD ADT CORP/THE AEON DELIGHT CO LTD AGNC INVESTMENT CORP ADTALEM GLOBAL EDUCATION AEON FINANCIAL SERVICE CO AGNICO EAGLE MINES LIMITED INC LTD AGNICO EAGLE MINES LTD ADTRAN INC AEON MALL CO LTD AGREE REALTY CORP ADURO BIOTECH INC AEP TEXAS CENTRAL TRANSIT 1 AGRICULTURAL BANK OF ADV OPPORTUNITIES FUND I LP A1 LTD ADVAN CO LTD CFD AEP TEXAS CENTRAL TRANSITION AGRIUM INC ADVANCE AUTO PARTS INC F AGROFRESH SOLUTIONS INC ADVANCE CREATE CO LTD CFD AEP TRANSMISSION CO LLC AGRO-KANESHO CO LTD CFD ADVANCED CERAMIC X CORP AGS CORP

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AGUNG PODOMORO LAND TBK PT AKOUSTIS TECHNOLOGIES INC ALLEGIANT TRAVEL CO AHLSTROM-MUNKSJO OYJ AKSA AKRILIK KIMYA SANAYII ALLEGION PLC AHRESTY CORP AS ALLEGION US HOLDING CO INC AHRESTY CORP JPY50 CFD AKSIGORTA AS ALLERGAN FUNDING SCS AI HOLDINGS CORP AKZO NOBEL NV ALLERGAN PLC AIA GROUP LTD ALABAMA ECON SETTLEMENT ALLETE INC AIA GROUP LTD REGS AUTH B ALLIANCE DATA SYSTEMS COR AICHI BANK LTD/THE ALABAMA POWER CO 144A AICHI STEEL CORP ALAMO GROUP INC ALLIANCE DATA SYSTEMS CORP AIMIA INC ALAMOS GOLD INC ALLIANCE FINANCIAL GROUP AIMMUNE THERAPEUTICS INC ALAMOS GOLD INC NEW BHD AIN HOLDINGS INC ALARM.COM HOLDINGS INC ALLIANCE GLOBAL GROUP INC AIPHONE CO LTD CFD ALASKA AIR GROUP INC ALLIANCE HOLDINGS GP LP AIR 2013-1 CLASS A 144A ALBANY INTERNATIONAL CORP ALLIANCE RESOURCE OPERATI AIR CANADA 2013-1 CLASS C 144A ALBANY MOLECULAR 7/15 TLB 144A AIR CANADA 2015-1 CLASS C 144A ALBANY MOLECULAR RESEARCH ALLIANCE RESOURCE PARTNERS AIR CHINA LTD INC LP AIR -KLM ALBARAKA TURK KATILIM ALLIANT ENERGY CORP AIR FRANCE-KLM CFD BANKASI ALLIANT 7/15 AIR LEASE CORP ALBEA 4/17 COV-LITE (USD) TL ALLIANT INSURANCE 7/16 AIR LIQUIDE SA ALBEMARLE CORP MALAYSIA BHD AIR LIQUIDE(L') CFD COS LLC / SAFE 144A ALLIANZ SE AIR MEDICAL 4/15 COV-LITE TLB ALBIS CO LTD ALLIANZ SE REGS AIR PRODUCTS & CHEMICALS INC ALCO HOLDINGS LTD ALLIED ELECTRONICS CORP LTD AIR TRANSPORT SERVICES GROUP ALCOA CORP ALLIED MOTION TECHNOLOGIES I ALCOA NEDERLAND HOLDING B INC AIR WATER INC 144A ALLIED PROPERTIES HK LTD AIRASIA BHD ALDER BIOPHARMACEUTICALS ALLIED PROPERTIES REIT AIRASIA X BHD INC ALLIED WORLD ASSURANCE CO AIRBUS SE ALDERMORE GROUP PLC HOLD AIRCASTLE LTD ALERE INC ALLISON TRANSMISSION INC ALEXANDER & BALDWIN INC HOLDINGS AIRPORT FACILITIES CO LTD ALEXANDER FORBES GROUP ALLISON TRANSMISSION INC 144A AIRPORT FACILITIES CO Y50 CFD HOLDING ALLOY ANNEX I LP AIRPORTS OF THAILAND PCL ALEXANDER'S INC ALLOY VENTURES 2000 LP AIRTAC INTERNATIONAL GROUP ALEXANDRIA ALLOY VENTURES 2002 LP AIRXCEL INC 144A EQUITIE ALLOY VENTURES 2005 LP SEIKI CO LTD ALEXION PHARMACEUTICALS INC ALLREAL HOLDING AG AISING CAPITAL II LP ALFA BANK AO VIA ALFA BON HEALTHCARE AISLING CAPITAL III LP 144A SOLUTION AISLING CAPITAL IV LP ALFA LAVAL AB CORP/THE AIT 4/17 COV-LITE TLB1 ALFA SAB DE CV ALLY AUTO RECEIVABLES TRU 2 AIT 7/16 COV-LITE TL ALFRESA HOLDINGS CORP A2 AIT CORPORATION NPV CFD ALIBABA GROUP HOLDING LTD INC AIZAWA SECURITIES CO LTD ALIBABA HEALTH INFORMATION ALLY MASTER OWNER TRUST 4 A AJINOMOTO CO INC TEC ALLY MASTER OWNER TRUST 5 A AJISEN CHINA HOLDINGS LTD ALIBABA PICTURES GROUP LTD ALM XI LTD 11A C 144A AK STEEL HOLDING CORP ALICO INC ALM XI LTD 11A CR 144A AKAMAI TECHNOLOGIES INC ALIGN TECHNOLOGY INC ALMACENES EXITO SA AKATSUKI INC CFD ALIMENTATION COUCHE-TARD ALMANAC REALTY AKBANK TURK AS INC ALMANAC REALTY SECURITIES V AKEBIA THERAPEUTICS INC ALIXPARTNERS 4/17 COV-LITE ALMANAC REALTY SECURITIES CO TLB VII LTD ALKERMES PLC ALMOST FAMILY INC AKER ASA ALL NIPPON AIRWAYS Y50 CFD ALNYLAM PHARMACEUTICALS AKER SOLUTIONS ASA ALLEGHANY CORP INC AKITA BANK LTD/THE ALLEGHENY NEW MOUNTAIN ALON USA ENERGY INC AKITA BANK Y50 CFD ALLEGHENY TECHNOLOGIES INC ALPARGATAS SA AKORN INC ALLEGIANCE BANCSHARES INC ALPEK SAB DE CV 144A

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ALPHA & OMEGA AMADEUS FIRE AG AMERICAN ELECTRIC POWER CO SEMICONDUCTOR LT AMADEUS IT GROUP SA INC ALPHA BANK AE AMAG PHARMACEUTICALS INC AMERICAN EQUITY INVESTMENT ALPHA NETWORKS INC AMARA RAJA BATTERIES LTD LIF ALPHA FUND IV AMATA CORP PCL AMERICAN EXPRESS CO ALPHA PRIVATE EQUITY FUND V AMAYA 2/17 (USD)TLB AMERICAN EXPRESS CREDIT AC 1 ALPHA SYSTEMS INC AMAYA INC A ALPHABET INC AMAZON.COM INC AMERICAN EXPRESS CREDIT AC 3 ALPHABET INC-CL A AMBAC FINANCIAL GROUP INC A ALPHABET INC-CL C AMBARELLA INC AMERICAN EXPRESS CREDIT AC 4 INC AMBER ROAD INC A CO LTD AMBEV SA AMERICAN EXPRESS CREDIT ALPS LOGISTICS CO LTD AMBIT BIOSCIENCES CORP CORP ALROV PROPERTIES AND AMC ENTERTAINMENT HOLDINGS AMERICAN FINANCIAL GROUP LODGINGS INC INC/O ALS LTD AMC NETWORKS INC AMERICAN GAMING 6/17 TLB ALSEA SAB DE CV LTD/ AMERICAN HOME MORTGAGE IN 4 ALSTOM CFD AMDOCS LTD 4A ALSTOM SA AMEC FOSTER WHEELER PLC AMERICAN HOMES 4 R SFR1 E ALSTRIA OFFICE REIT-AG AMEDISYS INC 144A ALTABA INC AMER SPORTS OYJ AMERICAN HOMES 4 R SFR2 A ALTAGAS LTD AMERCO 144A ALTECH CORP AMEREN CORP AMERICAN HOMES 4 R SFR2 E ALTECH CORPORATION NPV CFD AMEREN ILLINOIS CO 144A ALTEN SA AMERESCO INC AMERICAN HOMES 4 R SFR3 E ALTERA CORP AMERICA MOVIL SAB DE CV 144A ALTERNATIVE LOAN TRUST 2 J2 AMERICAN AIRLINES 2011-1 AMERICAN HOMES 4 RENT A3 CLASS AMERICAN HOMES 4 SFR2 XS 144A ALTERNATIVE LOAN TRUST 42 AMERICAN AIRLINES 2013-1 AMERICAN FINANCE CO 1A5 CLASS 144A ALTERNATIVE LOAN TRUST 76 AMERICAN AIRLINES 2013-2 144A AMERICAN HONDA FINANCE 2A1 AMERICAN AIRLINES 2014-1 CORP ALTERNATIVE LOAN TRUST 8CB CLASS AMERICAN HOTEL INCOME PPTYS A1 AMERICAN AIRLINES 2015-1 AMERICAN INTERNATIONAL ALTERNATIVE LOAN TRUST OC9 CLASS GROUP I A1 AMERICAN AIRLINES 2015-2 AMERICAN MEDICAL ALERT CORP ALTERRA FINANCE LLC CLASS AMERICAN MIDSTREAM PARTNE ALTERYX INC AMERICAN AIRLINES 2016-1 144A ALTICE FINANCING SA 144A CLASS AMERICAN MUNI PWR-OHIO INC ALTICE LUXEMBOURG SA 144A AMERICAN AIRLINES GROUP INC OHR ALTICE NV AMERICAN ASSETS TRUST INC AMERICAN NATIONAL ALTISOURCE PORTFOLIO AMERICAN AXLE & MANUFACTU BANKSHARES I SOLUTIONS 144A AMERICAN NATIONAL ALTISOURCE RESIDENTIAL CORP AMERICAN AXLE & INSURANCE CO ALTPLUS INC CFD AMERICAN OUTDOOR BRANDS ALTRA INDUSTRIAL MOTION AMERICAN BATH 1/17 DELAYED CORP CORP TL AMERICAN PUBLIC EDUCATION ALTRAN TECHNOLOGIES SA AMERICAN BATH 1/17 INC ALTRAN TECHNOLOGIES SA CFD INCREMENTAL AMERICAN RAILCAR INDUSTRIES ALTRI SGPS SA AMERICAN BATH 1/17 TLB IN ALTRIA GROUP INC AMERICAN BATH 9/16 COV-LITE AMERICAN RENAL ASSOCIATES ALTUS GROUP LTD 2N HOLD ALUMINA LTD AMERICAN BEACON 3/15 TL AMERICAN SOFTWARE INC/GA ALUMINUM CORP OF CHINA LTD AMERICAN CAMPUS AMERICAN STATES WATER CO ALUMINUM HG FUTURE (LME) COMMUNITIES IN AMERICAN TOWER CORP ALVIN TX INDEP SCH DIST AMERICAN CREDIT ACCEP 1 D AMERICAN TRAFFIC 5/17 COV- ALVIVA HOLDINGS LTD 144A LITE ALVOGEN PHARMA 3/15 COV-LITE AMERICAN EAGLE OUTFITTERS AMERICAN VANGUARD CORP AMADA HOLDINGS CO LTD INC AMERICAN WATER CAPITAL CORP

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AMERICAN WATER WORKS CO AMUNDI SA CFD LTD INC AMUSE INC JPY50 CFD ANSWERS 10/14 COV-LITE TL AMERICAN WOODMARK CORP ANA HOLDINGS INC ANSWERS 3/17 DIP TL AMERICA'S CAR-MART INC/TX ANABUKI KOSAN INC ANSWERS 4/17 EXIT TL AMERICOLD 2010 LLC ARTA D ANABUKI KOSAN INC NPV CFD ANSYS INC 144A ANADARKO FINANCE CO PRODUCTS LTD AMERICREDIT AUTOMOBILE RE 2 ANADARKO PETROLEUM CORP ANTARES PHARMA INC A3 ANADOLU CAM SANAYII AS ANTERO MIDSTREAM GP LP AMERICREDIT AUTOMOBILE RE 4 ANADOLU EFES BIRACILIK VE ANTERO MIDSTREAM PARTNERS A3 MALT LP AMERICREDIT AUTOMOBILE REC ANALOG DEVICES INC ANTERO RESOURCES CORP 1 B ANALOGIC CORP ANTERO RESOURCES CORP 144A AMERICREDIT AUTOMOBILE REC ANANDA DEVELOPMENT PCL ANTHEM INC 2 D ANAPTYSBIO INC ANTHERA PHARMACEUTICALS AMERICREDIT AUTOMOBILE REC ANAVEX LIFE SCIENCES CORP INC 3 D ANCESTRY.COM 2/17 TL ANTOFAGASTA PLC AMERICREDIT AUTOMOBILE REC ANCESTRY.COM 8/15 COV-LITE ANTOFAGASTA PLC CFD 4 C TLB ANWORTH MORTGAGE ASSET AMERICREDIT AUTOMOBILE REC ANCHOR 12/16 COV-LITE TL CORP 4 D ANDEAVOR ANY SECURITY PRINTING CO AMERIGAS PARTNERS LP ANDEAVOR LOGISTICS LP / ANZ INT'L LTD AMERIGAS PARTNERS LP / TESORO 144A AMERIGA ANDERSONS INC/THE AO SMITH CORP AMERILIFE 7/15 2ND LIEN TL ANDRITZ AG AOI ELECTRONICS CO LTD AMERILIFE 7/15 TL ANGANG STEEL CO LTD AOI ELECTRONICS JPY50 CFD AMERIPRISE FINANCIAL INC ANGEL OAK MORTGAGE T 1 B1 AOI TYO HOLDINGS INC CFD AMERIQUEST MORTGAGE SEC 11 144A CORP AF6 ANGIE'S LIST INC AON PLC ANGIODYNAMICS INC AOT BEDDING 11/16 COV-LITE TL AMERISAFE INC ANGLIAN WATER SERVICES AOZORA BANK LTD AMERISOURCEBERGEN CORP FINANCI AP MOLLER - MAERSK A/S AMES NATIONAL CORP ANGLO AMERICAN CAPITAL PL AP THAILAND PCL AMETEK INC 144A APA GROUP AMG ADVANCED ANGLO AMERICAN CFD APACHE CORP METALLURGICAL GRO ANGLO AMERICAN PLATINUM APACHE FINANCE CANADA CORP AMGEN INC LTD APAR INDUSTRIES LTD AMICA SA ANGLO AMERICAN PLC APARTMENT INVESTMENT & AMICUS THERAPEUTICS INC ANGLOGOLD ASHANTI LTD MANAGEM AMIYAKI TEI CO LTD ANGOLAN GOVERNMENT INTERN APAX EUROPE V-A LP AMKOR TECHNOLOGY INC 144A APAX EUROPE VI AMMB HOLDINGS BHD ANGOLAN GOVERNMENT INTERN APAX EUROPE VII A LP AMN HEALTHCARE SERVICES INC REGS APAX EUROPE VII-B LP AMOREPACIFIC CORP ANHEUSER-BUSCH INBEV APAX EXCELSIOR VI LP AMOTECH CO LTD FINANCE I APC AFTERMARKET 5/17 COV-LITE AMP LTD ANHEUSER-BUSCH INBEV SA/NV APCB INC AMPCO-PITTSBURGH CORP ANHEUSER-BUSCH INBEV WORL APERAM SA AMPHASTAR PHARMACEUTICALS 144A APEX INVESTMENT FUND V L P INC ANHEUSER-BUSCH INBEV APLUS FIN CO LTD JPY50 CFD AMPHENOL CORP WORLDWIDE APOGEE ENTERPRISES INC SPA ANHUI CONCH CEMENT CO LTD APOLLO ADVISORS IV L P AMPLIFON SPA CFD ANI PHARMACEUTICALS INC APOLLO ADVISORS V L.P. AMPLIFY SNACK BRANDS 8/16 ANIKA THERAPEUTICS INC APOLLO AVIATION SECU 1A C AMPLIFY SNACK BRANDS INC ANIMA HOLDING SPA 144A AMR 3/17 TLB INC APOLLO COMMERCIAL REAL AMREST HOLDINGS SE ANIXTER INTERNATIONAL INC ESTATE AMS AG ANN JOO RESOURCES BHD APOLLO EUROPEAN FINANCE AMSR 2016-SFR1 TRU SFR1 G 144A ANNALY CAPITAL MANAGEMENT FUND AMTRUST INC APOLLO HOSPITALS ENTERPRISE INC Y50 CFD LT

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APOLLO INVESTMENT CORP SA ARTESYN EMBEDDED TECHNOLO APOLLO INVESTMENT FUND VI ARDAGH PACKAGING FINANCE 144A APOLLO INVESTMENT FUND VIII 144A ARTHUR J GALLAGHER & CO APOLLO MANAGEMENT HOLDING ARDELYX INC ARTIMAN VENTURES II LP 144A ARDEN ABSOLUTE RETURN FUND ARTIMAN VENTURES III LP APOLLO REAL ESTATE FD III LP ARDEN KEYSTONE ARTISAN PARTNERS ASSET APOLLO REAL ESTATE FIN CORP ARDMORE SHIPPING CORP MANAGEM APPALACHIAN POWER CO ARDONAGH MIDCO 3 PLC 144A ARVIND LTD APPEN LTD ARDSHINBANK CJSC VIA DILI ARYZTA AG APPFOLIO INC 144A ASAHI BREWERIES LTD CFD APPLE HOSPITALITY REIT INC AREALINK CO LTD ASAHI BROADCASTING CORP APPLE INC AREFIN CO-INVEST CORP ASAHI DIAMOND INDUSTRIAL CO APPLE LEISURE 1/17 COV-LITE PHARMACEUTICALS INC LT APPLE LEISURE 1/17 COV-LITE TL ARES CAPITAL CORP ASAHI GLASS CO LTD APPLIED EXTRUSION ARES CAPITAL CORP 144A ASAHI GROUP HOLDINGS LTD TECHNOLOGIES ARES COMMERCIAL REAL ESTATE ASAHI KASEI CORP APPLIED INDUSTRIAL CO ASAHI KOGYOSHA CO LTD TECHNOLOGIE ARES EUROPEAN REAL ESTATE ASAHI YUKIZAI CORP APPLIED MATERIALS INC FUND ASALEO CARE LTD APPLIED OPTOELECTRONICS INC ARES U S REAL ESTATE FUND VIII ASANUMA CORP APPLIED SYSTEMS 1/14 COV-LITE ARES U.S. REAL ESTATE FUND VII ASATSU-DK INC CFD APPLUS SERVICES SA ARES XXV CLO LTD 3A ER 144A ASB BANCORP INC APPROACH RESOURCES INC ARGAN INC ASBURY AUTOMOTIVE GROUP APPTIO INC ARGENT SECURITIES I W9 M7 144A INC APTARGROUP INC ARGENTINE BONOS DEL TESORO ASCENA RETAIL GROUP INC APTEAN 12/16 COV-LITE 2ND LIEN ARGENTINE REPUBLIC ASCEND PERFORMANCE TL 4/12 APTEAN 12/16 COV-LITE TL GOVERNMENT TLB APX GROUP INC ARGO GRAPHICS INC ASCENDAS REAL ESTATE AQUA AMERICA INC ARGO GROUP INTERNATIONAL INVESTMEN AQUA METALS INC HOLDI ASCENSUS 2/17 COV-LITE TL AQUAVENTURE HOLDINGS LTD ARGOFRESH 6/15 COV-LITE TLB ASCENT CAPITAL GROUP INC ARAKAWA CHEMICAL ARGONAUT GOLD INC NEW ASCIANO FINANCE LTD 144A INDUSTRIES LT ARI FLEET LEASE TRUS A A2 144A ASELSAN ELEKTRONIK SANAYI ARICENT 4/14 2ND LIEN TL VE T ARAMARK SERVICES INC ARICENT 4/14 TL ASF VII B LP ARAMEX PJSC ARISTA NETWORKS INC ASF VII CO-INVESTMENT LP ARATA CORP LTD ASHFORD HOSPITALITY PRIME ARATA CORPORATION NPV CFD ARITZIA INC INC ARATANA THERAPEUTICS INC BRD OF RGTS UNIV ASHFORD HOSPITALITY TRUST ARAYA INDUSTRIAL CFD ARIZO INC ARC DOCUMENT SOLUTIONS INC ARIZONA PUBLIC SERVICE CO ASHLAND GLOBAL HOLDINGS INC ARC RESOURCES LTD ARKEMA SA PLC ARCA CONTINENTAL SAB DE CV ARKEMMA CFD ASHTEAD GROUP PLC ARCADIS NV ARLINGTON ASSET INVESTMENT ASHTEAD GROUP PLC CFD ARCBEST CORP COR ASHTON WOODS USA LLC / AS ARCELORMITTAL ARMADA HOFFLER PROPERTIES 144A ARCH CAPITAL FINANCE LLC INC ASIA ALTERNATIVE CAPITAL ARCH CAPITAL GROUP LTD ARMOUR RESIDENTIAL REIT INC ASIA ALTERNATIVES CAP II LP ARCH COAL INC ARMSTRONG FLOORING INC ASIA ALTERNATIVES III ARCHER-DANIELS-MIDLAND CO ARMSTRONG WORLD INDUSTRIES ASIA CEMENT CO LTD ARCHIPELAGO RES ORD GBP0.01 INC ASIA HOLDINGS CO LTD ARCHROCK INC ARRAY BIOPHARMA INC ASIA OPTICAL CO INC ARCHROCK PARTNERS LP ARRIS INTERNATIONAL PLC ASIA PACIFIC GROWTH FD III LP ARCLAND SAKAMOTO CO LTD ARRK CORP CFD ASIA PAPER MANUFACTURING CO ARCONIC INC ARROW ELECTRONICS INC LT ARCOS DORADOS HOLDINGS INC ARROW FINANCIAL CORP ASIA STANDARD INTERNATIONAL ARCS CO LTD NPV CFD ARROW GLOBAL GROUP PLC GR ARCTIC LNG CARRIERS 5/17 TL ARTESIAN RESOURCES CORP ASIAN DEVELOPMENT BANK ARD FINANCE SA ASIAN PAINTS LTD

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ASIANA AIRLINES INC ATHENE GLOBAL FUNDING 144A AUSTIN TX RENTAL CAR SPL FAC ASICS CORP ATHENE HOLDING LTD R ASKA PHARMACEUTICAL CO LTD ATHENS-CLARKE CNTY GA UNIF AUSTIN VENTURES IX LP ASM INTERNATIONAL NV GOV AUSTIN VENTURES VIII LP ASM PACIFIC TECHNOLOGY LTD ATHERSYS INC AUSTRALIA & NEW ZEALAND B ASML HOLDING NV ATKORE 12/16 COVE-LITE TL 144A ASOS PLC ATKORE INTERNATIONAL GROUP AUSTRALIA & NEW ZEALAND B ASPEED TECHNOLOGY INC INC REGS ASPEN INSURANCE HOLDINGS ATLANTA GA AUSTRALIA & NEW ZEALAND LTD ATLANTA MARRIOTT BANKIN ASPEN PHARMACARE HOLDINGS SPA AUSTRALIA GOVERNMENT BOND LTD ATLANTIA SPA CFD REGS ASPEN TECHNOLOGY INC ATLANTIC CAPITAL BANCSHARES AUSTRALIAN 10YR BOND FUT ASR NEDERLAND NV IN (SFE) ASROCK INC ATLANTIC POWER CORP AUSTRALIAN AGRICULTURAL CO ASSA ABLOY AB ATLANTICA YIELD PLC LTD ASSEMBLY BIOSCIENCES INC AIR WORLDWIDE AUSTRALIAN PHARMACEUTICAL ASSET SECURITIZATION COR D4 HOLDINGS I INDU B5 ATLAS COPCO AB CORP CFD ATLAS FINANCIAL HOLDINGS INC AUTO TRADER GROUP PLC ASSICURAZIONI GENERALI SP ATLAS VENTURE FUND VI LP AUTO TRADER GROUP PLC CFD REGS ATLASSIAN CORP PLC AUTOCANADA INC ASSICURAZIONI GENERALI SPA ATMOS ENERGY CORP AUTODESK INC ASSOCIATED ASPHALT 3/17 TLB ATN INTERNATIONAL INC SPA ASSOCIATED BANC-CORP ORIGIN SA CFD AUTOHOME INC ASSOCIATED BRITISH FOODS PLC ATOS SE AUTOMATIC DATA PROCESSING ASSOCIATED CAPITAL GROUP INC ATOTECH 1/17 COV-LITE TLB1 INC ASSORE LTD ATRESMEDIA CORP DE MEDIOS AUTONATION INC ASSURANT INC DE C AUTONEUM HOLDING AG ASSURED GUARANTY LTD ATRIA OYJ AUTOZONE INC ASTEC INDUSTRIES INC ATRICURE INC AV HOMES INC ASTELLAS PHARMA INC ATRION CORP AV HOMES INC 144A ASTELLAS PHARMA INC Y50 CFD ATRIUM EUROPEAN REAL ESTATE AVADEL PHARMACEUTICALS PLC ASTERIAS BIOTHERAPEUTICS INC LT AVALONBAY COMMUNITIES INC ASTM SPA ATRIUM XI 11A E 144A AVANGRID INC ASTORIA ENERGY 12/14 TLB ATS AUTOMATION TOOLING SYS AVANTOR 2/17 TL ASTORIA FINANCIAL CORP INC AVANTOR 6/16 COV-LITE TL ASTRA AGRO LESTARI TBK PT ATWOOD OCEANICS INC AVAST SOFTWARE 8/16 (USD) TLB ASTRA INTERNATIONAL TBK PT AU OPTRONICS CORP 01/14 B6 TLB ASTRAZENECA PLC AUBAY AVAYA 1/17 DIP TL ASTRAZENECA PLC CFD AUCKLAND INTERNATIONAL AVAYA 2/11 EXTENDED TLB3 ASTRO MALAYSIA HOLDINGS AIRPORT AVENTURA MALL TRUST AVM E BHD AUCTION.COM 5/15 TL 144A ASTRO OFFSHORE CORP AUDAX PE FUND V LP AVENUE ASTRONICS CORP AUDAX PRIVATE EQUITY FUND II AVENUE ASIA SPEC SITUATIONS ASURION 2/13 COV-LITE TLB1 AUDAX PRIVATE EQUITY FUND LP FD ASURION 8/16 UNSECURED PIK TL AUDAX PRIVTE EQUITY FUND III AVENUE ASIA SPECIAL ASX LTD AUDENTES THERAPEUTICS INC SITUATIONS AT HOME CORP AUDIOCODES LTD AVENUE ENERGY OPPORTUNITIES AT HOME GROUP INC AUDIX CORP AVENUE EUROPE SPECIAL AT&T CORP AUGUSTA SPORTSWEAR 10/16 AVENUE REAL ESTATE FUND AT&T INC AURELIUS EQUITY AVENUE SPECIAL SITUATIONS ATARA BIOTHERAPEUTICS INC OPPORTUNITIES FUND ATCO LTD AURICO METALS INC AVENUE SPECIAL SITUATIONS V ATEA ASA HOLDINGS LTD AVENUE SPECIAL SITUATIONS VI ATEAM INC CFD AURUBIS AG AVERY DENNISON CORP A-TEC-INDUSTRIESAG AUSDRILL LTD AVEVA GROUP ORD GBP0.03556 ATHABASCA OIL CORP AUSNET SERVICES CFD ATHENAHEALTH INC AUSTEVOLL SEAFOOD ASA AVEVA GROUP PLC

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AVEXIS INC B2R MORTGAGE TRUST 20 1 A BANC OF AMERICA COMMERC AVIANCA HOLDINGS SA 144A BNK3 C AVIC INTERNATIONAL HOLDINGS CIA DIGITAL BANC OF AMERICA COMMERCIA 1 LT BA CREDIT CARD TRUST A1 A A4 AVID TECHNOLOGY INC BA CREDIT CARD TRUST A1 A1 BANC OF AMERICA COMMERCIA 4 AVIS BUDGET LLC / BA CREDIT CARD TRUST A2 A AM A BA CREDIT CARD TRUST A3 A BANC OF AMERICA FUNDING E INC BABCOCK & WILCOX 4A1 AVIS BUDGET RENTAL C 3A A ENTERPRISES I BANC OF AMERICA FUNDING F 144A 1A2 AVISON YOUNG CANADA INC GROUP BANC OF AMERICA MERRI 1 F 144A BABCOCK INTERNATIONAL 144A AVISTA CORP GROUP PL BANC OF AMERICA MERRI 4 K PLC BABYLON LTD 144A AVIVA PLC CFD BACHEM HOLDING AG BANC OF AMERICA MORTGAGE A AVIVA PLC REGS BADGER METER INC 2A2 AVNET INC BAE SYSTEMS PLC BANC OF AMERICA MORTGAGE C AVOLON 3/17 COV-LITE TLB2 BAHRAIN GOVERNMENT INTERN 2A1 AVON PRODUCTS INC 144A BANC OF INC AVX CORP BAHRAIN GOVERNMENT INTERN BANCA IFIS SPA AWE LTD REGS SPA CFD AWILCO DRILLING PLC BAIC MOTOR CORP LTD BANCA TRANSILVANIA SA CFD INC BANCFIRST CORP AXA SA ASIA FUND II LP BANCO ABC BRASIL SA AXA SECONDARY FUND III-2 BAIN CAPITAL ASIA FUND III LP BANCO BILBAO VIZCAYA AXA SECONDARY FUND III-I LP BAIN CAPITAL ASIA FUND LP ARGENTARI AXA SECONDARY FUND IV LP BAIN CAPITAL CREDIT MANAGED BANCO BPM SPA NPV CFD AXA SECONDARY FUND V LP BAIN CAPITAL DISTRESSED AND SA AXALTA COATING SYSTEMS LL BAIN CAPITAL EUROPE III BANCO COMERCIAL PORTUGUES 144A BAIN CAPITAL FD VIII-E LP SA AXALTA COATING SYSTEMS LTD BAIN CAPITAL FUND VII LP BANCO CRUZEIRO DO SUL SA/ AXCELIS TECHNOLOGIES INC BAIN CAPITAL FUND XI LP 144A AXEL SPRINGER SE BAIN CAPITAL IX BANCO CRUZEIRO DO SUL SA/ AXIAL RETAILING INC CFD BAIN CAPITAL IX COINVESTMENT REGS AXIATA GROUP BHD BAIN CAPITAL MIDDLE MARKET BANCO DAVIVIENDA SA AXIS CAPITAL HOLDINGS LTD BAIN CAPITAL X BANCO DE SABADELL SA AXOGEN INC BAIN CAPITAL X CO-INVESTMENT BANCO DEL ESTADO DE AXON ENTERPRISE INC BAJAJ FINANCE LTD 144A AXOVANT SCIENCES LTD A GE CO LLC BANCO DO ESTADO DO RIO AXT INC BAKER HUGHES INC GRANDE AXWAY SOFTWARE SA BAKERCORP 2/13 COV-LITE TL BANCO ESPIRITO SANTO SA AYALA CORP BAKKAFROST P/F BANCO LATINOAMERICANO DE AYALA LAND INC BALCHEM CORP COMER AYGAZ AS BALDWIN & LYONS INC BANCO MACRO SA AZBIL CORP PLC BANCO NACIONAL DE COMERCI AZIMUT HLDG SPA ORD CFD BALFOUR BEATTY PLC CFD 144A SPA BALL CORP BANCO NACIONAL DE COMERCI AZORIM-INVESTMENT BALMER LAWRIE & CO LTD REGS DEVELOPMENT BALOISE HOLDING AG BANCO NACIONAL DE COSTA R AZRIELI GROUP LTD BAMLL COMMERCIAL M ASHF A 144A AZUMA SHIPPING CO LTD CFD 144A BANCO SA AZZ INC BAMLL RE-REMIC FR11 AK25 144A BANCO SANTANDER CHILE B&G FOODS INC BANC OF AMERICA CO BNK3 D BANCO SANTANDER SA B&M CLO 2014-1 LTD 1A C 144A 144A BANCOLOMBIA SA B&M EUROPEAN VALUE RETAIL BANC OF AMERICA COMMER BANCORP INC/THE CFD BNK3 A4 BANCORPSOUTH INC B&M EUROPEAN VALUE RETAIL BANC OF AMERICA COMMER BANDAI HOLDINGS INC SA UBS7 A4 BANDO CHEMICAL INDUSTRIES B. RILEY FINANCIAL INC LTD

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BANGKOK BANK PCL BANKFINANCIAL CORP BAXALTA INC BANGKOK DUSIT MEDICAL BANKIA SA INC SERVICES BANKINTER SA BAY AREA CA TOLL AUTH TOLL BANGKOK EXPRESSWAY & BANKRATE INC BRI METRO PCL BANKUNITED INC BAY CLUB 8/16 COV-LITE TL BANK 2017-BNK4 BNK4 C BANKWELL FINANCIAL GROUP BAYER AG BANK 2017-BNK4 BNK4 D 144A INC BAYER CROPSCIENCE LTD/ BANK 2017-BNK4 BNK4 XA BANNER CORP BAYERISCHE MOTOREN WERKE BANK 2017-BNK5 BNK5 A5 BANPU PCL AG BANK 2017-BNK5 BNK5 B BANQUE CANTONALE VAUDOISE BAYTEX ENERGY CORP BANK CENTRAL ASIA TBK PT BANQUE CENTRALE DE TUNISIE BAYVIEW COMMERCIAL AS 2 A BANK DANAMON TBK INT 144A PT BANQUE OUEST AFRICAINE DE BAZAARVOICE INC BANK FOR FOREIGN TRADE OF 144A BB SEGURIDADE PARTICIPACOES VIET BANREGIO GRUPO FINANCIERO SA BM SAB BB&T CORP LE- BM BAOYE GROUP CO LTD BBA AVIATION PLC BANK MANDIRI PERSERO TBK PT BAR HARBOR BANKSHARES BBA AVIATION PLC CFD BANK MUTUAL CORP AFRICA GROUP LTD BBCMS TRUST 2015-RR RRI A 144A CORP BARCLAYS BANK PLC REGS BBCMS TRUST 2015-ST STP E 144A BANK OF AMERICA CORP REGS BARCLAYS BANK PLC REV REPO BBMG CORP BANK OF AMERICA NA BARCLAYS BANK PLC/NY BBVA BANCO CONTINENTAL SA BANK OF CHINA LTD BARCLAYS DRYROCK ISSUANCE 3 144A BANK OF COMMERCE HOLDINGS A BBVA BANCO FRANCES SA BANK OF COMMUNICATIONS CO BARCLAYS PLC BC EUROPEAN CAPITAL IX LTD BARCO NV BC EUROPEAN CAPITAL VII LP BANK OF EAST ASIA LTD/THE BARING ASIA PRIVATE EQUITY BC EUROPEAN CAPITAL VII TOP- BANK OF JSC 144A BARING INDIA PRIVATE EQUITY UP BANK OF HAWAII CORP BARING VOSTOK PE IV LP BC EUROPEAN CAPITAL VIII-2 LP BANK OF IRELAND BARINGS ASIA PRIVATE EQUITY BCA MPS NPV CFD BANK OF IRELAND REGS BARLOWORLD LTD BCA POP EMILIA ROM EUR3 CFD BANK OF KOCHI LTD/THE BARNABAS HEALTH INC BCAP LLC 2009-RR5 RR5 6A1 144A BANK OF KYOTO LTD/THE BARNES & NOBLE EDUCATION BCB BANCORP INC BANK OF MARIN BANCORP INC BCE INC BANK OF MONTREAL BARNES & NOBLE INC BCRR TRUST 2009-1 1 2A1 144A BANK OF NEW YORK MELLON BARNES GROUP INC BDO UNIBANK INC CORP/T BARRACUDA NETWORKS INC BE SEMICONDUCTOR INDUSTRIES BANK OF NOVA SCOTIA PLC NV BANK OF NOVA SCOTIA/THE BARRATT DEVELOPMENTS PLC LTD BANK OF NT BUTTERFIELD & SON CFD BEACON ROOFING SUPPLY INC L BARRETT BUSINESS SERVICES INC BEALE COI BANK OF LTD BARRICK GOLD CORP BEAR STATE FINANCIAL INC BANK OF THE OZARKS INC BARRICK NORTH AMERICA ARM TRUST 10 BANK OF THE PHILIPPINE FINANCE 15A1 ISLANDS BARRICK PD AUSTRALIA FINANCE BEAR STEARNS ARM TRUST 2 1 BANK OF - P 2A1 144A BARRY CALLEBAUT AG BEAR STEARNS ARM TRUST 2 5 BANK OF TOYAMA LTD/THE CFD BASF SE 2A1 BANK ONE CAPITAL III BASIC ENERGY SERVICES INC BEAR STEARNS ARM TRUST 2 9 BANK ONE CORP BASILEA PHARMACEUTICA AG 2A1 BANK PAN INDONESIA TBK PT BASSETT FURNITURE INDUSTRIES BEAR STEARNS CO PW17 AMFL BANK PEKAO SA I 144A BANK PEMBANGUNAN DAERAH BATICIM BATI ANADOLU BEAR STEARNS COMME PW16 B JAWA T CIMENTO S 144A BANK RAKYAT INDONESIA BATTERY VENTURES VIII LP BEAR STEARNS COMME PWR6 B PERSERO BATTERY VENTURES VIII SIDE 144A BANK TABUNGAN NEGARA CAR BEAR STEARNS COMMERCIA PERSERO T BAUER AG PW11 AM BANK TOKYO-MITSUB DISC BAVARIAN NORDIC A/S

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BEAR STEARNS COMMERCIA BENESSE HOLDINGS INC JPY50 BIESSE SPA PW16 AJ CFD BIG 5 SPORTING GOODS CORP BEAR STEARNS COMMERCIA BERENDSEN PLC INC PW18 A4 BERENDSEN PLC CMN CFD BIGBEN INTERACTIVE BEAR STEARNS COMMERCIA BERENTZEN-GRUPPE AG BIGLARI HOLDINGS INC PWR9 AJ BERGER PAINTS BANGLADESH BILL BARRETT CORP BEAR STEARNS COS LLC/THE LTD BIM BIRLESIK MAGAZALAR AS BEASLEY BROADCAST 10/16 TLB BERGER PAINTS INDIA LTD BINCKBANK NV BEASLEY BROADCAST GROUP INC CFD BIO PAPPEL SAB DE CV BEAZER HOMES USA INC BERKELEY GROUP HOLDINGS PLC BIOCRYST PHARMACEUTICALS BEAZLEY PLC BERKS CNTY PA INC BEAZLEY PLC/UK CFD BERKSHIRE FUND VI LP BIOFERMIN PHARMACEUTICAL BEC WORLD PCL BERKSHIRE FUND VII LP CO LT BECHTLE AG BERKSHIRE FUND VIII LP BIOGAIA AB BECKMAN COULTER INC A A 144A ENERGY BIOGEN INC BECTON DICKINSON AND CO CO BIOHAVEN PHARMACEUTICAL BED BATH & BEYOND INC BERKSHIRE HATHAWAY FINANCE HOLDIN BEDFORD ROW FDG DISC COR BIOMARIN PHARMACEUTICAL BEFIMMO SA BERKSHIRE HATHAWAY INC INC BEIERSDORF AG BERKSHIRE HILLS BANCORP INC BIO-RAD LABORATORIES INC CAPITAL BERLI JUCKER PCL BIOSCRIP INC INTERNATIONAL BERMUDA RUN (MISC BIOSPECIFICS TECHNOLOGIES BEIJING ENTERPRISES HOLDINGS DOCUMENTS) CORP L BERRY GLOBAL GROUP INC BIOTAGE AB BEIJING ENTERPRISES WATER BERRY PLASTICS 1/17 TLI BIO-TECHNE CORP GROU BERRY PLASTICS 1/17 TLJ BIOTELEMETRY INC BEIJING JINGNENG CLEAN BERRY PLASTICS 2/17 COV-LITE BIOTEST AG ENERGY BERRY PLASTICS CORP BIOTIME INC BEIJING URBAN CONSTRUCTION BERWIND PROPERTY GROUP VI BIOVERATIV INC DES BEST BRIDAL INC NPV BIRCHMERE VENTURES III L P BEKAERT SA BEST BUY CO INC BITAUTO HOLDINGS LTD BEL FUSE INC BEST PACIFIC INTERNATIONAL BIZLINK HOLDING INC BELDEN INC HOL BJ'S INC BELL CANADA BEST WORLD INTERNATIONAL BJ'S WHOLESALE CLUB 1/17 BELL FOOD GROUP AG LTD BK OF IRELAND ORD STK EUR0 BELL INSTITUTIONAL FUND IV LP BESTFOODS CFD BELL INSTITUTIONAL FUND V L.P BEXIMCO PHARMACEUTICALS BKB COMMERCIAL MORT C1 X2 BELL INSTITUTIONAL FUND VI LP LTD 144A BELLE INTERNATIONAL THE ISRAELI BKB COMMERCIAL MORTG C1 H HOLDINGS L TELECOMMUNIC 144A BELLEVUE GROUP AG BG ENERGY CAPITAL PLC REGS BKW AG BELLICUM PHARMACEUTICALS BG STAFFING INC BLACK DIAMOND INC INC BGC PARTNERS INC BLACK HILLS CORP BELLUNA CO LTD BGEO GROUP PLC FINANCIAL PLC BGF RETAIL CO LTD SERVICE BELLWAY PLC CFD BGI ALPHA ADVANTAGE FUND P BLACKBAUD INC BELMOND LTD BGI CANADA ALPHA TILTS FUND BLACKBERRY LIMITED BEMIS CO INC BGI CAP STRUCT INVEST FD BLACKBERRY LTD BENCHMARK ELECTRONICS INC BGI MONEY MARKET BLACKBIRD CAPITAL A 1A AA BENDIGO & ADELAIDE BANK LTD BGI US EXT CORE GLB ALPHA 144A BENEFICIAL BANCORP INC FUND BLACKBOARD 10/16 TLB4 BENEFIT STREET PAR 10A A1 144A BGP NPV +BGP BLACKBOARD 9/16 COV-LITE TLB4 BENEFIT STREET PAR IIA BR 144A BHP BILLITON FINANCE USA LTD BLACKHAWK NETWORK BENEFIT STREET PAR IIA CR 144A BHP BILLITON LTD HOLDINGS INC BENEFIT STREET PART 10A C 144A BHP BILLITON PLC BLACKLINE INC BENEFIT STREET PART IA CR 144A BHP BILLITON PLC CFD BLACKPEARL RESOURCES INC BENEFITFOCUS INC BIC CFD BLACKROCK ASIA PROPERTY BENESSE HOLDINGS INC BID CORP LTD FUND BIDVEST GROUP LTD/THE

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BLACKROCK CAPITAL BML INC CFD INVESTMENT C BMW US CAPITAL LLC 144A HOLDING CO BLACKROCK EMAA BMW VEHICLE LEASE TRUST 1 LTD BLACKROCK EUROPE PROPERTY A2A BORALEX INC FUND BMW VEHICLE LEASE TRUST 1 A4 BORGWARNER INC BLACKROCK INC BMW VEHICLE LEASE TRUST 2 1 BORUSAN MANNESMANN BORU BLACKROCK MRKT ADVANTAGE A3 SANAYI II FD BMW VEHICLE LEASE TRUST 2 2 BORUSSIA DORTMUND GMBH & BLACKSTONE CAPITAL PARTNERS A2 CO KG BLACKSTONE CAPITAL PARTNERS BMW VEHICLE LEASE TRUST 2 2 BORYSZEW SA IV A3 BOSKALIS WESTMINSTER BLACKSTONE CAPITAL PARTNERS BMW VEHICLE LEASE TRUST 2 2 BOSNIA & HERZEGOVINA GOVE V A4 REGS BLACKSTONE COMMNS PTNRS I BMW VEHICLE OWNER TRUST 2 A BOSSINI INTERNATIONAL LP A3 HOLDINGS BLACKSTONE KEYSTONE FUND BNK FINANCIAL GROUP INC BOSTON BEER CO INC/THE BLACKSTONE MORTGAGE TRUST BNP PARIBAS CFD BOSTON GAS CO 144A INC BNP PARIBAS SA BOSTON PRIVATE FINANCIAL BLACKSTONE RE PTNRS V TE 2 LP BNP PARIBAS SA 144A HOLDI BLACKSTONE REAL ESTATE BNP PARIBAS SA REGS BOSTON PROPERTIES INC BLACKSTONE REAL ESTATE DEBT BNSF RAILWAY CO BOSTON PROPERTIES LP BLACKSTONE REAL ESTATE BOARD OF TRUSTEES OF THE BOSTON SCIENTIFIC CORP PRTNRS LELAN BOSTONIA-KEYSTONE HELP I LLC BLACKSTONE SERS CUSTOMIZED BOARDWALK PIPELINE PARTNERS BOTTOMLINE TECHNOLOGIES DE BLCKRCK LIQ FDS FDFND-INST LP INC BLCP HOTEL TRUST 2 CLMZ M BOARDWALK PIPELINES LP BOULE DIAGNOSTICS AB 144A BOB EVANS FARMS INC/DE BOUSTEAD PROJECTS LTD BLCP HOTEL TRUST CLRN F 144A BOB'S DISCOUNT FURNITURE 2/14 BOUSTEAD LTD BLOCK COMMUNICATIONS INC BOBST GROUP SA BOUYGUES CFD 144A BOC HOLDINGS LTD BOUYGUES SA BLOCK FINANCIAL LLC PLC CFD BOVIS HOMES GROUP PLC CFD BLOOMIN' BRANDS INC CO/THE BOWLMOR AMF 9/16 TLB BLOUNT 4/16 USD TL BOFI HOLDING INC BOX INC BLUCORA (TAXACT) 4/17 COV- BOGOTA DISTRITO CAPITAL 144A BOYD 5/17 COV-LITE TL LITE BOGOTA DISTRITO CAPITAL REGS BOYD GAMING CORP BLUCORA INC BOINGO WIRELESS INC BP CAPITAL MARKETS PLC BLUE BIRD CORP BOISE CASCADE CO BP LITE BLUE BUFFALO PET PRODUCTS BOISE CASCADE CO 144A BP PLC INC BOJANGLES' INC BP PLC CFD BLUE CAPITAL BOK FINANCIAL CORP BPCE SA HOLDI BOLDINI LTD BPCE SA 144A BLUE CUBE SPINCO INC BOLIDEN AB BPER BANCA BLUE HILL CEEP BOLIVIAN GOVERNMENT INTER BPG CO INVESTMENT BLUE HILL INVESTMENT PTNR LP REGS PARTNERSHIP BLUE HILLS BANCORP INC BOLLORE EUR16 CFD BPG INV PARTNERS VII BLUE LABEL TELECOMS LTD BOLLORE SA BPG INVESTMENT PARTNERSHIP BLUE POINT CAPITAL PARTNERS BOLSA MEXICANA DE VALORES BPG INVESTMENT PARTNERSHIP BLUE POINT CAPITAL PARTNERS SAB IX II BOMBARDIER INC BPG INVESTMENT PARTNERSHIP BLUE POINT CAPITAL PARTNERS BOMBARDIER INC 144A V LP BONANZA CREEK ENERGY INC BPOST SA BLUE PRISM GROUP PLC BONAVA AB BR HOLDINGS CORP CFD BLUEBIRD BIO INC BONAVISTA ENERGY CORP BRADY CORP BLUEPRINT MEDICINES CORP BONDUELLE SCA BRAIT CAPITAL PARTNERS IV LTD BLUEROCK RESIDENTIAL BOOHOO COM PLC ORD GBP0.01 BRAIT SE GROWTH RE CFD BRAMBLES LTD BLUESCOPE STEEL LTD BOOHOO.COM PLC BRANCH BANKING & TRUST CO BMC STOCK HOLDINGS INC BOOKER GROUP PLC BRAND ENERGY & INFRASTRUC BML INC BOOT BARN HOLDINGS INC 144A

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BRAND ENERGY 6/17 TL BRINK'S CO/THE BTB REIT -MYERS SQUIBB CO BTG ORD GBP0.10 CFD FINANCE LTD BRISTOW GROUP INC BTG PACTUAL GROUP BRASKEM FINANCE LTD 144A BRITANNIA INDUSTRIES LTD BTG PLC BRASKEM SA BRITISH AMERICAN TOBACCO BTS GROUP HOLDINGS PCL LOAN TRUST 1 144A CFD BUCHER INDUSTRIES AG BRAZIL MINAS SPE VIA STAT 144A BRITISH AMERICAN TOBACCO BUCKEYE OH TOBACCO BRAZIL MINAS SPE VIA STAT MALAY SETTLEMENT REGS BRITISH AMERICAN TOBACCO BUCKEYE PARTNERS LP BRAZIL NOTAS DO TESOURO PLC BUCKLE INC/THE NACION CO PLC CFD BUCKS CNTY PA BRAZILIAN GOVERNMENT BRITISH LAND CO PLC/THE BUCKS CNTY PA INDL DEV AUTH INTERNATI BRITISH SKY BROADCASTING BUFFALO WILD WINGS INC BRAZOS TX STUDENT FIN CORP GROUP BUILD-A-BEAR WORKSHOP INC BREADTALK GROUP LTD BRITISH TELECOMMUNICATIONS BUILDERS FIRSTSOURCE INC BREMBO SPA PLC BUMITAMA AGRI LTD BREMBO SPA CFD ORD GBPO.2 (WI) CFD BUMRUNGRAD HOSPITAL PCL BRENNTAG AG BRITVIC PLC BUNDESREPUBLIK DEUTSCHLAN BRENT CRUDE OIL (ICE) BRIXMOR PROPERTY GROUP INC REGS BRENT CRUDE OIL FUTURE (ICE) BROADCOM CORP BUNGE LTD BREP VI SECONDARY BROADCOM CORP / BROADCOM BUNGE LTD FINANCE CORP HOLDINGS PLC 144A BUNZL PLC BRF SA BROADCOM LTD BURBERRY GROUP PLC BRICK ROAD MANAGEMENT BROADLEAF CO LTD BURBERRY GROUP PLC CFD (FOREST BROADLEAF CO LTD CFD BUREAU VERITAS EUR0.12 CFD BRICKMAN GROUP 12/13 COV-LITE BROADRIDGE FINANCIAL BUREAU VERITAS SA BRIDGE BANCORP INC SOLUTIONS BURFORD CAPITAL LTD BRIDGEPOINT CAP II BROADSOFT INC 2/17 COV-LITE TLB3 PARTNERSHIP BROADWAY 7-54 BURLINGTON NORTHERN AND BRIDGEPOINT EDUCATION INC BROCADE COMMUNICATIONS SANTA BRIDGEPOINT EUROPE I SYSTEMS BURLINGTON NORTHERN INC BRIDGEPOINT EUROPE II BROOKDALE SENIOR LIVING INC BURLINGTON NORTHERN SANTA BRIDGEPOINT EUROPE III 'A' LP BROOKFIELD ASSET FE L BRIDGEPOINT EUROPE IV C MANAGEMENT IN BURLINGTON RESOURCES BRIDGEPOINT EUROPE V BROOKFIELD ASSET MGMT INC FINANCE C CORP BROOKFIELD FINANCE LLC BURLINGTON STORES INC BRIDGEWATER ALL WEATHER @ BROOKFIELD STRATEGIC BURSA MALAYSIA BHD 15% BROOKFIELD STRATEGIC REAL BUSAN CITY GAS CO LTD BRIDGEWATER INTL IL BOND BROOKLINE BANCORP INC BUSINESS DEVELOPMENT CORP FUND BROOKS AUTOMATION INC 144A BRIDGEWATER OPTIMAL LTD SPA PORTFOLIO BROWARD CNTY FL HALF-CENT BUZZI UNICEM SPA CFD BRIDGEWATER PURE ALPHA SALE BWX TECHNOLOGIES INC FUND II BROWN & BROWN INC BYD CO LTD BRIDGEWATER STIF II BROWN JORDAN 1/17 TLB BYD ELECTRONIC BRIGADE DISTRESSED VALUE BROWN-FORMAN CORP INTERNATIONAL C BRIGADE LEVERAGED CAP BRP INC BYUCKSAN CORP BRIGADE STRUCTURED CREDIT BRUCE MANSFIELD UNIT 1 2007 PA C C LAND HOLDINGS LTD BRIGGS & STRATTON CORP BRUKER CORP C K D CORP CFD BRIGHT FAMILY BRUNEL INTERNATIONAL NV C MANUFACTURING LTD SOLUTIO BRUNSWICK CORP/DE C&F FINANCIAL CORP BRIGHT SMART SECURITIES & BRYN MAWR BANK CORP C&J ENERGY SERVICES INC COMM BRYNWOOD PARTNERS V LP CA IMMOBILIEN ANLAGEN AG BRIGHTCOVE INC BRYNWOOD PARTNERS VI LP CA INC INC BSB BANCORP INC/MA CABELA'S CREDIT CARD 1A A 144A BT GROUP PLC 144A BRILLIANCE CHINA AUTOMOTIVE BT GROUP PLC CFD CABELA'S CREDIT CARD MAS 1A HO BTA BANK JSC A1 BRINKER INTERNATIONAL INC BTA BANK JSC 144A

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CABELA'S CREDIT CARD MAST 2 CALIFORNIA WATER SERVICE CAPITAL AUTO RECEIVABLES 1 A1 GROUP A2B CABELA'S CREDIT CARD MASTE 2 CALITHERA BIOSCIENCES INC CAPITAL AUTO RECEIVABLES 1 A3 A CALIX INC CAPITAL AUTO RECEIVABLES 2 A2 CABELA'S INC CALLAWAY GOLF CO CAPITAL AUTO RECEIVABLES 2 CABLE & WIRELESS 5/17 COV-LITE CALLEGUAS-LAS VIRGENES CA A2A CABLE ONE INC PUBL CAPITAL AUTO RECEIVABLES 3 A2 CABLE ONE INC 144A CALLIDUS SOFTWARE INC CAPITAL AUTO RECEIVABLES 3 CABLEVISION SA 144A CALLON PETROLEUM CO A2A CABLEVISION SYSTEMS 3/17 TLB CALLON PETROLEUM CO 144A CAPITAL AUTO RECEIVABLES 3 A3 CABLEVISION SYSTEMS CORP CAL-MAINE FOODS INC CAPITAL AUTO RECEIVABLES 4 A2 CABOT CORP CALPINE CORP CAPITAL AUTO RECEIVABLES 4 A3 CABOT INDUSTRIAL CORE FUND CALTEX AUSTRALIA LTD CAPITAL AUTO RECEIVABLES 4 A4 LP CAMBIUM LEARNING GROUP INC CAPITAL AUTO RECEIVABLES A 1 CABOT INDUSTRIAL VALUE FUND CAMBREX CORP C IV CAMDEN NATIONAL CORP CAPITAL AUTO RECEIVABLES A 2 CABOT MICROELECTRONICS CAMDEN PROPERTY TRUST D CORP CAMECO CORP CAPITAL AUTO RECEIVABLES A 3 CABOT OIL & GAS CORP CAMP SYSTEMS 8/16 COV-LITE TL D CAC 40 INDEX FUTURE CAMPBELL SOUP CO CAPITAL AUTOMOTIVE 3/17 2ND (EOP) CAMPING WORLD HOLDINGS INC CAPITAL AUTOMOTIVE 3/17 TL CAC HOLDINGS CORP CANADA 10YR BOND FUTURE CAPITAL BANK FINANCIAL CORP CACI INTERNATIONAL INC (MSE) CAPITAL CITY BANK GROUP INC CADENCE BANCORP CANADA MSCI INDEX - NL CAPITAL INTERNATIONAL CADENCE DESIGN SYSTEMS INC CANADIAN IMPERIAL BANK OF PRIVATE CADIZ INC COMM CAPITAL ONE BANK USA NA CAE INC CANADIAN IMPERIAL BK OF CAPITAL ONE FINANCIAL CORP CAESARS ACQUISITION CO COMM CAPITAL ONE MULTI-ASSET A1 A1 CAESARS ENTERTAINMENT CORP CANADIAN NATIONAL RAILWAY CAPITAL ONE MULTI-ASSET A3 A3 CAESARS ENTERTAINMENT CO CAPITAL ONE MULTI-ASSET A4 A4 RESORT P CANADIAN NATURAL RESOURCES CAPITAL ONE MULTI-ASSET A5 A5 LTD LTD CAPITAL ONE MULTI-ASSET A6 A6 CAI INTERNATIONAL INC CANADIAN PACIFIC RAILWAY CO CAPITAL ONE NA/MCLEAN VA PLC CANADIAN PACIFIC RAILWAY CAPITAL POWER CORP CAIRN ENERGY PLC DFD B SHS LTD CAPITAL SENIOR LIVING CORP CAIRN HOMES PLC CANADIAN TIRE CORP LTD CAPITALAND COMMERCIAL CAIXABANK SA CANADIAN UTILITIES LTD TRUST CALAMP CORP CANADIAN WESTERN BANK CAPITALAND LTD CALATLANTIC GROUP INC CANARE ELECTRIC CO LTD CAPITALAND MALL TRUST CALAVO GROWERS INC CANFOR CORPORATION NEW CAPITEC BANK HOLDINGS LTD CALBEE INC CANFOR PULP PRODUCTS INC CAPITOL FEDERAL FINANCIAL CAL-COMP ELECTRONICS CANON INC INC THAILAND CANON INC NPV CFD CAPMARK MORTGAGE SECURITI CALERES INC CANTEL MEDICAL CORP C1 H CALFRAC WELL SERVICES LTD CANWEST MEDIA INC SER SUB NT CAPMARK MORTGAGE SECURITI CALGON CARBON CORP CAP CANA SA REGS C2 H CALIBER COLLISION 2/17 CAP GEMINI CFD CAPSTAR FINANCIAL HOLDINGS CALIFORNIA FIRST NATIONAL CAP SA INC BANC CAPCOM CO LTD CAPSTEAD MORTGAGE CORP CALIFORNIA INSTITUTE OF CAPE PLC CAPSTONE LOGISTICS 10/14 TLB TECHNO CAPELLA EDUCATION CO CAPSTONE MINING CORP CALIFORNIA REPUBLIC AUTO 1 A4 SE CAPULA GLOBAL RELATIVE CALIFORNIA RESOURCES CORP GROUP ORD CFD VALUE CALIFORNIA ST CAPITA PLC CAPULA TAIL RISK FUND LTD CALIFORNIA ST DEPT OF WTR CAPITAL & COUNTIES PROP CFD EQUITY IV RESO CAPITAL & REGIONAL PLC CARA THERAPEUTICS INC CALIFORNIA ST HSG FIN AGY CAPITAL AUTO RECEIVABLES 1 CARBO CERAMICS INC REVE A2A CARBONITE INC CALIFORNIA WATER SERVICE CO CARDCONNECT CORP

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CARDINAL HEALTH INC CARTER'S INC CBRE GROUP INC CARDIOVASCULAR SYSTEMS INC CARVANA CO CBRE REALTY FINANCE 1A B 144A CARDTRONICS INC / CARDTRO CASCADES INC CBRE SERVICES INC 144A CASCADES INC 144A CBS CORP CARDTRONICS PLC CASCADIAN THERAPEUTICS INC CBS INC 144A CARE CAPITAL INVESTMENTS III CASELLA WASTE SYSTEMS INC CC HOLDINGS GS V LLC / CARE CAPITAL PROPERTIES INC CASEY'S GENERAL STORES INC C CARE.COM INC CASH CCC INFORMATION 3/17 COV-LITE CAREER DESIGN CENTER CO LD CASH - CCC SA CFD CASH - NON CUSTODIED CCG RECEIVABLES TRUS 1 A2 CAREER EDUCATION CORP CASH COLLATERAL (CAD) AT SSB 144A CARESTREAM 6/13 COV-LITE TL CASINO GUICHARD PERRACHON CCL INDUSTRIES INC CARETRUST REIT INC CFD CCO HOLDINGS LLC / CCO HO CARGOTEC OYJ CASINO GUICHARD PERRACHON 144A CARILLION ORD GBP.50 CFD SA CCO HOLDINGS LLC / CCO CARL ZEISS MEDITEC AG COMPUTER CO LTD HOLDING CARLISLE COS INC CASL CCP CDX SP UL CDX.NA.IG.28 CARLSBERG A/S CASPIAN KEYSTONE FOCUSED CCP IRS LIB3M 100BPS R 2.25% CARLYLE ENERGY MEZZ OPP FD II FUND CCP IRS R LIB3M 100BPS P_1.75% CARLYLE ENERGY MEZZANINE CASPIAN SELECT CREDIT INTL CCP SP CDX.NA.IG.27 5Y CARLYLE HOLDINGS II FINAN LTD CCP_CDX SP UL CDX.NA.IG.28 144A CASS INFORMATION SYSTEMS INC CCP_IRS P LIB3M 100BPS R 2.25% CARLYLE REALTY III LP CASTELLUM AB CCP_IRS R LIB3M 100BPS P 1.75% CARLYLE REALTY PARTNERS IV CASTLE BRANDS INC CCP_IRS. R USD--BBA 3M LP CASTLIGHT HEALTH INC CM CARLYLE REALTY PARTNERS VI CASTROL INDIA LTD CCP_IRS._R USD-LIBOR-BBA 3M LP CATALENT INC CM CARLYLE REALTY PARTNERS VII CATALYST PAPER CORP/OLD 144A CCP_SP CDX.NA.IG.27 5Y LP CATALYST PHARMACEUTICALS CCRESG COMMERCIAL HEAT E CARLYLE REALTY V LP INC 144A CARMAX AUTO OWNER TRUST 2 1 CLO 2012-1 1X E CD 2006-CD3 MORTGAGE TR CD3 A3 REGS AM CARMAX AUTO OWNER TRUST 2 1 CATCHMARK TIMBER TRUST INC CD 2007-CD4 COMMERCIAL CD4 A4 CATERPILLAR FINANCIAL A1A CARMAX AUTO OWNER TRUST 2 2 SERVICES CD 2007-CD4 COMMERCIAL CD4 AJ A3 CATERPILLAR INC CD 2016-CD1 MORTGAG CD1 D CARMAX AUTO OWNER TRUST 2 3 CATHAY GENERAL BANCORP 144A A4 CATHAY PACIFIC AIRWAYS LTD CD 2016-CD2 MORTGAGE TR CD2 CARMAX AUTO OWNER TRUST 2 4 CATO CORP/THE A3 A3 CATTERTON GROWTH PARTNERS CD 2016-CD2 MORTGAGE TR CD2 CARMAX AUTO OWNER TRUST 2 4 II A4 A4 CATTERTON GROWTH PARTNERS CD 2016-CD2 MORTGAGE TRU CD2 CARMAX AUTO OWNER TRUST 3 LP D A2A CATTERTON PARTNER V L.P. CD 2017-CD3 MORTGAG CD3 D CARMAX INC CATTERTON PARTNERS VI LP 144A CARMIKE CINEMAS INC 144A CATTERTON PARTNERS VII LP CD 2017-CD3 MORTGAGE TRU CD3 CARNIVAL CORP CATTLE FEEDER FUTURE (CME) C CARNIVAL PLC CAVCO INDUSTRIES INC CD 2017-CD4 MORTGAG CD4 D CARNIVAL PLC CFD CAVIUM INC 144A CAROLINA FINANCIAL CORP CB CENTURY COMM ESCROW CDG CO LTD CFD CARPENTER TECHNOLOGY CORP CBA COMMERCIAL SMAL 2A X1 CDGJ COMMERCIAL MO BXCH A SA 144A 144A CARREFOUR SA CFD CBC AMMO LLC / CBC FINCO 144A CDK GLOBAL INC CARRIAGE SERVICES INC CBIZ INC CDL HOSPITALITY TRUSTS CARRIZO OIL & GAS INC CBL & ASSOCIATES LP CDP FINANCIAL INC 144A CARROLS GROUP CBL & ASSOCIATES PROPERTIES CDS IG24 10Y ICE XI2401J25U01 INC IN CDS_ IG24 10Y ICE CDX.NA.IG.24 CARS.COM INC CBOE HOLDINGS INC CDW CORP/DE .COM LTD C'BON COSMETICS CO LTD CFD CDW LLC / CDW FINANCE CORP

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CEBU AIR INC CENTRAL RAILWAY CO CGBAM COMMERCIAL M SMRT F CECEP COSTIN NEW MATERIALS CENTRAL JAPAN RAILWAY CO 144A GRO CFD CGBAM COMMERCIAL MO IMC C CECO ENVIRONMENTAL CORP CENTRAL PACIFIC FINANCIAL 144A CECONOMY AG CORP CG -CCRE COMMERCI FL1 YTC1 CEDAR FAIR LP CENTRAL PATTANA PCL 144A CEDAR FAIR LP / CANADA'S 144A CENTRAL SECURITY 10/14 TL CG-CCRE COMMERCI FL1 YTC2 CEDAR FAIR LP / CANADA'S CENTRAL SPORTS CFD 144A WONDE CENTRAL SPORTS CO LTD CG-CCRE COMMERCI FL1 YTC3 CEDAR REALTY TRUST INC CENTRAL VALLEY COMMUNITY 144A CEIL LP BANCO CG-CCRE COMMERCIAL FL2 A CELANESE CORP PLC 144A CELESTICA INC CENTRICA PLC CFD CGDB COMMERCIAL MOR BIO A CELGENE CORP CENTROTEC SUSTAINABLE AG 144A CELLAVISION AB CO CGI GROUP INC CELLDEX THERAPEUTICS INC CENTURY BANCORP INC/MA CGN POWER CO LTD CELLNEX TELECOM SA CENTURY CASINOS INC CH ROBINSON WORLDWIDE INC CELLNOVO GROUP SA CENTURY CENTER (MISC CHALLENGER LTD/AUSTRALIA CEMBRA MONEY BANK AG DOCUMENTS REIT CEMBRE SPA CENTURY COMMUNICATIONS CHAMPION TECHNOLOGY CEMEX SAB DE CV SHELF 4 HOLDINGS L CEMEX SAB DE CV 144A CENTURY COMMUNICATIONS SR CHANGE HEALTHCARE HOLDING CEMOF #2 LP NT 144A CEMOF 1 LP CENTURY COMMUNITIES INC CHANNELADVISOR CORP CEMPRA INC CENTURY COMMUNITIES INC 144A CHAOWEI POWER HOLDINGS LTD CENIT AG CENTURY ENKA LTD CHARGEURS SA CENOVUS ENERGY INC CENTURY PACIFIC FOOD INC CHARLES RIVER LABORATORIES CENOVUS ENERGY INC 144A CENTURYLINK 2/17 TLB INT PLC CENTURYLINK INC CHARLES RIVER PARTNERSHIP XI CENTAMIN PLC CFD CERAGON NETWORKS LTD CHARLES SCHWAB CORP/THE CENTENE CORP CERBERUS INSTITUTIONAL CHAROEN POKPHAND CENTENNIAL RESOURCE CERBERUS INSTL PARTNERS LP ENTERPRISE DEVELOPMEN CERBERUS LEVERED LOAN CHAROEN POKPHAND FOODS PCL CENTERBRIDGE CAP PARTNERS CERBERUS LOAN FUND 1A A1T CHART INDUSTRIES INC LP 144A CHARTER COMMUNICATIONS INC CENTERBRIDGE CAPITAL CERBERUS OFFSHORE LEVERED CHARTER COMMUNICATIONS OP PTNRSHP LOAN 144A CENTERLINE HIGH YIELD CMBS CERBERUS PSERS LEVERED LOAN CHARTER COMMUNICATIONS FD CERBERUS SERIES THREE OPERATI CENTERPOINT ENERGY HOUSTON HOLDING CHARTER FINANCIAL CORP/MD ELE CERNER CORP CHARTER HALL RETAIL REIT CENTERPOINT ENERGY INC CERUS CORP CHARTER NEX 5/17 COV-LITE TLB CENTERPOINT ENERGY RESTOR 1 CEVA INC CHARTERHOUSE CAP PARTNERS A3 CEWE STIFTUNG & CO KGAA VIII CENTERPOINT ENERGY TRANSI A CF INDUSTRIES HOLDINGS INC CHARTERHOUSE CAPITAL A4 CF INDUSTRIES INC PARTNERS CENTERRA GOLD INC CFCRE COMMERCIAL MOR C2 B CHARTERHOUSE CAPITAL PTNRS CENTERSTATE INC 144A VII CENTRAIS ELETRICAS SANTA CFCRE COMMERCIAL MORTGAG CHASE COMMERCIAL MORT 1 H CATAR C7 A3 144A CENTRAL AUTOMOTIVE CFCRE COMMERCIAL MORTGAG CHASE COMMERCIAL MORT 2 J PRODUCTS LT C8 A4 144A CENTRAL BANK OF NIGERIA B CFCRE COMMERCIAL MORTGAGE CHASE CORP REGS C8 C CHASE FUNDING LOAN ACQU AQ1 CENTRAL CHINA REAL ESTATE CFH HOLDINGS CORP SER A PFD A2 LTD CFIP CLO 2013-1 LTD 1A DR 144A CHASE ISSUANCE TRUST A1 A CENTRAL EUROPEAN MEDIA CGBAM COMMERCIAL M SMRT E CHASE ISSUANCE TRUST A4 A4 ENTERPR 144A CHASE ISSUANCE TRUST A5 A5 CENTRAL GARDEN & PET CO CHASE ISSUANCE TRUST A6 A6

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CHASE ISSUANCE TRUST A7 A7 CHINA AGRI-INDUSTRIES CHINA NATIONAL BUILDING CHASE ISSUANCE TRUST A9 A HOLDINGS MATERI CHATHAM LODGING TRUST CHINA ANIMAL HEALTHCARE CHINA NATIONAL MATERIALS CO CHAUN-CHOUNG TECHNOLOGY LTD LT CORP CHINA AOYUAN PROPERTY CHINA OVERSEAS GRAND CHECK POINT SOFTWARE GROUP LT OCEANS GR TECHNOLOG CHINA AVIATION OIL SINGAPORE CHINA OVERSEAS LAND & CHEESECAKE FACTORY INC/THE C INVESTME CHEF'S WAREHOUSE 6/16 CHINA BIOLOGIC PRODUCTS INC CHINA PACIFIC INSURANCE CHEFS' WAREHOUSE INC/THE CHINA CINDA ASSET GROUP CHEGG INC MANAGEMENT C CHINA POWER INTERNATIONAL CHELSEA THERAPEUTICS CHINA CITIC BANK CORP LTD DEVE INTERNATI CHINA COAL ENERGY CO LTD CHINA RAILWAY CONSTRUCTION CHEMED CORP CHINA COMMUNICATIONS COR CHEMICAL FINANCIAL CORP CONSTRUCT CHINA RAILWAY GROUP LTD CHEMOCENTRYX INC CHINA COMMUNICATIONS CHINA RAPID FINANCE LTD CO/THE SERVICES CHINA RESOURCES BEER PLC CHINA CONCH VENTURE HOLDINGS CHEMUNG FINANCIAL CORP HOLDINGS L CHINA RESOURCES CEMENT CHEN FULL INTERNATIONAL CO CHINA CONSTRUCTION BANK HOLDING LTD CORP CHINA RESOURCES GAS GROUP CHENIERE CORPUS CHRISTI H CHINA CORD BLOOD CORP LTD 144A CHINA EVERBRIGHT BANK CO CHINA RESOURCES LAND LTD CHENIERE CORPUS CHRISTI LTD CHINA RESOURCES POWER HOLDIN CHINA EVERBRIGHT HOLDINGS CHENIERE ENERGY INC INTERNATIONAL CHINA SANJIANG FINE CHENIERE ENERGY PARTNERS LP CHINA EVERBRIGHT LTD CHEMICALS CHENIERE ENERGY PARTNERS LP CHINA CHINA SHENHUA ENERGY CO LTD HO CHINA FORESTRY HOLDINGS CO CHINA SOUTHERN AIRLINES CO CHENNAI PETROLEUM CORP LTD LTD LTD CHEQUERS XV LP CHINA GALAXY SECURITIES CO CHINA STARCH HOLDINGS LTD CHERRY HILL MORTGAGE LTD CHINA STATE CONSTRUCTION INVESTMEN CHINA GAS HOLDINGS LTD INTER CHESAPEAKE ENERGY CORP CHINA GENERAL PLASTICS CORP CHINA STEEL CORP CHESAPEAKE ENERGY CORP 144A CHINA HUARONG ASSET CHINA SUNSHINE PAPER CHESAPEAKE LODGING TRUST MANAGEMENT HOLDINGS CHESAPEAKE UTILITIES CORP CHINA JINMAO HOLDINGS GROUP CHINA SUNSINE CHEMICAL CHESHAM FINANCE DISC LT HOLDING CHEUNG KONG PROPERTY CHINA LESSO GROUP HOLDINGS CHINA TAIPING INSURANCE HOLDINGS LTD HOLDIN CHEVRON CORP CHINA CO LTD CHINA TELECOM CORP LTD CHIA CHANG CO LTD CHINA LODGING GROUP LTD CHINA TRADITIONAL CHINESE CHIBA BANK LTD/THE CHINA LONGYUAN POWER GROUP MEDI CHICAGO BRIDGE & IRON CO NV COR CHINA UNICOM HONG KONG LTD CHICAGO IL CHINA LUMENA NEW MATERIALS CHINA VANKE CO LTD CHICAGO IL TRANSIT AUTH COR CHINA YONGDA AUTOMOBILES SALES CHINA MACHINERY ENGINEERING SERVI CHICONY POWER TECHNOLOGY CO CHINA YUCHAI INTERNATIONAL CO LT CHINA MEDICAL SYSTEM LTD CHICO'S FAS INC HOLDINGS CHINNEY INVESTMENTS LTD CHIGO HOLDING LTD CHINA MENGNIU DAIRY CO LTD CHIP ENG SENG CORP LTD CHILDREN'S HOSPITAL MEDICAL CHINA MERCHANTS BANK CO CHIPBOND TECHNOLOGY CORP CE LTD CHIPOTLE MEXICAN GRILL INC CHILDREN'S PLACE INC/THE CHINA MERCHANTS PORT CHIYODA CO CFD CHILE GOVERNMENT HOLDINGS CHIYODA INTEGRE CO LTD INTERNATIONAL CHINA MINSHENG BANKING CORP CHL MORTGAGE PASS-THROU 60 CHIMERA INVESTMENT CORP LT 3A1 CHIMERIX INC CHINA MOBILE LTD CHL MORTGAGE PASS-THROUG 10 CHIN WELL HOLDINGS BHD A4

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CHL MORTGAGE PASS-THROUG 21 CIA ENERGETICA DE MINAS COMMERCI 375P E A1 GERAIS 144A CHOBANI LLC / CHOBANI FIN 144A CIA ENERGETICA DO CEARA CITIGROUP COMMERCI GC15 D CHOCOLADEFABRIKEN LINDT & CIA FERRO LIGAS DA BAHIA - FER 144A SPRU CIA MINERA AUTLAN SAB DE CV CITIGROUP COMMERCI SHP2 E CHOICE HOTELS INTERNATIONAL CIA SIDERURGICA NACIONAL SA 144A IN CIA SUD AMERICANA DE CITIGROUP COMMERCI SMPL E CHONGQING RURAL VAPORES S 144A COMMERCIAL BAN CIBT 6/17 COV-LITE TL CITIGROUP COMMERCIAL C2 F CHORI CO LTD CID GREATER CHINA VENTURE 144A CHORI CO LTD CFD CIE DE SAINT-GOBAIN CITIGROUP COMMERCIAL C3 D CHORUS AVIATION INC CIE FINANCIERE RICHEMONT SA 144A CHR HANSEN HOLDING A/S CIE GENERALE DES CITIGROUP COMMERCIAL M GC11 CHRISTIAN DIOR SE ETABLISSEMENT A2 CHROMA ATE INC CIELO SA CITIGROUP COMMERCIAL M GC17 CAPITAL AU BA A4 CIENA CORP A3 144A CIFC FUNDING 2013-I 4A DR 144A CITIGROUP COMMERCIAL M GC25 CHRYSLER CAPITAL AUT AA C CIFI HOLDINGS GROUP CO LTD A4 144A CIGNA CORP CITIGROUP COMMERCIAL M GC27 CHRYSLER CAPITAL AUT BA D CIMAREX ENERGY CO A5 144A CIMB GROUP HOLDINGS BHD CITIGROUP COMMERCIAL M GC29 CHS/COMMUNITY HEALTH CIMC ENRIC HOLDINGS LTD A3 SYSTEMS I CIMIC GROUP LTD CITIGROUP COMMERCIAL MOR C6 CHUANG'S CONSORTIUM CIMPRESS NV AM INTERNATIO CINCINNATI BELL INC CITIGROUP COMMERCIAL MOR P3 CHUBB CORP/THE CINCINNATI BELL INC 144A A4 CHUBB INA HOLDINGS INC CORP CITIGROUP GLOBAL MAR C3 X CHUBB LTD CINEMARK HOLDINGS INC 144A CHUBU ELECTRIC POWER CO INC CINEMARK USA INC CITIGROUP GLOBAL MARKETS CHUBU SHIRYO CO LTD GROUP ORD 144A CHUETSU PULP & PAPER CO LTD GBP0.01CFD CITIGROUP INC CHUGAI PHARMACEUTICAL CO CINTAS CORP CITIZENS & NORTHERN CORP LTD CINTAS CORP NO 2 CITIZENS BANK NA/PROVIDENCE CHUGOKU BANK LTD/THE CINVEN FD FOURTH RI CHUGOKU ELECTRIC POWER CFD CINVEN FUND (FIFTH) L.P CITIZENS FINANCIAL GROUP 144A CHUGOKU ELECTRIC POWER CO CINVEN FUND (SIXTH) LP CITIZENS FINANCIAL GROUP INC INC/ CIPHER PHARMACEUTICALS INC CITIZENS INC/TX CHUKYO BANK JPY50 CFD CIPUTRA DEVELOPMENT TBK PT CITRIX SYSTEMS INC CHUN YUAN STEEL CIRCOR INTERNATIONAL INC CITY DEVELOPMENTS LTD CHUNGHWA PRECISION TEST CIRQUE DU SOLEIL 7/15 COV-LITE CITY HOLDING CO TECH C CIRRUS LOGIC INC CITY OF KIEV UKRAINE VIA REGS CHUNGHWA TELECOM CO LTD CIRSA FUNDING LUXEMBOURG CITY OFFICE REIT INC CHURCH & DWIGHT CO INC REGS CITYMD 5/17 COV-LITE TL CHURCHILL DOWNS INC CISCO SYSTEMS INC CIVISTA BANCSHARES INC CHUY'S HOLDINGS INC CISION US 5/16 (USD) TLB CIVITAS SOLUTIONS INC CI FINANCIAL INC CISION US 5/16 2ND LIEN TL CJ O SHOPPING CO LTD CIA BRASILEIRA DE CIT GROUP INC CK HUTCHISON HOLDINGS LTD DISTRIBUICAO CITCO (6/11)TL CK INFRASTRUCTURE HOLDINGS CIA CERVECERIAS UNIDAS SA CITCO 3/17 TL LTD CIA DE DISTRIBUCION INTEGRAL CITGO PETROLEUM CORP 144A CKH FOOD & HEALTH LTD L CITI TRENDS INC CLAREGOLD TRUST CIA DE GAS DE SAO PAULO - CITIBANK CREDIT CARD ISS A1 A1 CLARIANT AG COMG CITIBANK CREDIT CARD ISS A2 A2 CO LTD CIA DE MINAS BUENAVENTURA CITIBANK CREDIT CARD ISS A6 A6 CLAROS SAA CITIBANK CREDIT CARD ISS A8 A8 CLAYTON DUBLIER & RICE VI CIA DE SANEAMENTO DE MINAS CITIC LTD CLEAN ENERGY FUELS CORP GER CITIC SECURITIES CO LTD CLEAN HARBORS INC CIA DE TRANSMISSAO DE CITIC TELECOM INTERNATIONAL WASTE ENERGIA HO MANAGEMENT LTD

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CLEANUP CORP CNH EQUIPMENT TRUST 2016- C COHERENT INC CLEAR CHANNEL OUTDOOR A2 COHERUS BIOSCIENCES INC HOLDINGS CNH EQUIPMENT TRUST 2017- A COHU INC CLEAR CHANNEL WORLDWIDE A4 CO-INVESTMENT 2000 FUND L P HOLDIN CNH INDUSTRIAL - NV CFD COLABOR GROUP INC CLEAR MEDIA LTD CNH INDUSTRIAL CAPITAL LLC COLE-PARMER 3/17 COV-LITE TL CLEARFIELD INC CNH INDUSTRIAL NV COLFAX CORP CLEARLAKE CAPITAL PTNRS IV CNO FINANCIAL GROUP INC COLGATE-PALMOLIVE CO LP CNOOC FINANCE 2013 LTD COLLECTORS UNIVERSE INC CLEARSIDE BIOMEDICAL INC CNP ASSURANCES COLLEGIUM PHARMACEUTICAL CLEARSTONE VENTURE CO INVESTMENT FUND (THE) II LP INC PARTNERS COACH INC COLLER INTERNATIONAL CLEARWATER PAPER CORP PLC PARTNERS CLEARWATER SEAFOODS INC COBALT INTERNATIONAL COLLER INTERNATIONAL PTNRS 144A ENERGY IN VII CLEAVER-BROOKS INC 144A PLC INTERNATIONAL CLERESTORY PARTNERS LP COBHAM PLC CFD GROUP I CLESSIDRA CAPITAL PARTNERS II COBIZ FINANCIAL INC LTD CLEVELAND ELECTRIC COCA COLA HBC CFD COLLINS FOODS LTD RIGHTS ILLUMINATIN COCA-COLA AMATIL LTD GOVERNMENT CLICKS GROUP LTD COCA-COLA BOTTLERS JAPAN INC INTERNATIO CLIFFS NATURAL RESOURCES INC COCA-COLA BOTTLING CO COLOMBIAN TES CLIFTON BANCORP INC CONSOLID COLONY AMERICAN HOME 1A A CLINIGEN GROUP PLC COCA-COLA CO/THE 144A CLIPPER REALTY INC COCA-COLA EUROPEAN COLONY AMERICAN HOME 1A B CLOROX CO/THE PARTNERS PL 144A PLC COCA-COLA EUROPEAN COLONY AMERICAN HOME 2A A CLOSE BROTHERS GROUP PLC PARTNERS US 144A CFD COCA-COLA FEMSA SAB DE CV COLONY AMERICAN HOME 2A D CLOUD PEAK ENERGY INC COCA-COLA HBC AG 144A CLOUDERA INC COCA-COLA WEST JAPAN CO LTD COLONY INVESTORS VIII LP CLOVIS ONCOLOGY INC COCHLEAR LTD COLONY NORTHSTAR INC CLP HOLDINGS LTD COCOA FUTURE (NYB) COLONY STARWOOD HOMES CLUBCORP CLUB OPERATIONS COCOALAND HOLDINGS BHD COLOPLAST A/S 144A COCOKARA FINE INC COLRUYT SA CLUBCORP HOLDINGS INC CODE HENNESSY & SIMMONS COLTENE HOLDING AG CME CCP CSFB CCP COLLATERAL CODEXIS INC COLUMBIA BANKING SYSTEM INC CME GROUP INC CODORUS VALLEY BANCORP INC COLUMBIA PIPELINE GROUP INC CMS ENERGY CORP COEUR MINING INC COLUMBIA PROPERTY TRUST INC CMWLTH FING AUTH PA COEUR MINING INC 144A CO CNA FINANCIAL CORP COFF ROBUSTA 10TN FUTURE COLUMBUS A/S CNB FINANCIAL CORP/PA (ICE) COLUMBUS GA WTR & SWR CNH EQUIPMENT TRUST 2014- A COFFEE 'C' FUTURE (NYB) REVENUE A3 COFIDE SPA COLUMBUS MCKINNON CORP/NY CNH EQUIPMENT TRUST 2014- B COFINIMMO SA HOLDING AB A3 COGECO COMMUNICATIONS INC COMBA TELECOM SYSTEMS CNH EQUIPMENT TRUST 2014- C COGECO INC HOLDINGS A3 COGENT COMMUNICATIONS GRO CABLE CNH EQUIPMENT TRUST 2014- C 144A COMMUNICATIONS H A4 COGENT COMMUNICATIONS COMCAST CORP CNH EQUIPMENT TRUST 2015- A HOLDINGS COMED FINANCING III A3 COGENT HOLDINGS COMERICA INC CNH EQUIPMENT TRUST 2015- B LTD/SINGAPORE COMFORT SYSTEMS USA INC A3 COGINT INC COMFORTDELGRO CORP LTD CNH EQUIPMENT TRUST 2016- A COGNETAS FUND II 'B' LP COMINAR REIT A3 COGNEX CORP COMM 2005-LP5 MORTG LP5 E CNH EQUIPMENT TRUST 2016 B TECHNOLOGY 144A A2B SOLUTIONS COMM 2005-LP5 MORTG LP5 F 144A COHEN & STEERS INC COMM 2007-C9 MORT C9 AJFL 144A

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COMM 2007-C9 MORTGAG C9 H COMM 2014-CCRE15 M CR15 D COMMIT TO PUR GNMA II JUMBOS 144A 144A COMMIT TO PUR GNMA SF MTG COMM 2007-C9 MORTGAGE TRU COMM 2014-CCRE16 MORT CR16 FUND OF HEDGE C9 B ASB FUNDS COMM 2007-C9 MORTGAGE TRU COMM 2014-CCRE16 MORTG CR16 OF AUST C9 C A4 144A COMM 2007-C9 MORTGAGE TRU COMM 2014-CCRE17 M CR17 D COMMONWEALTH BANK OF AUST C9 D 144A REGS COMM 2012-CCRE1 MOR CR1 D COMM 2014-CCRE17 M CR17 E 144A COMMONWEALTH BANK OF 144A COMM 2014-CCRE18 MORTG CR18 AUSTRALIA COMM 2012-CCRE1 MOR CR1 G A5 COMMONWEALTH CC PAVILION 144A COMM 2014-CCRE19 M CR19 D OP CO COMM 2012-CCRE1 MORTGAG CR1 144A COMMONWEALTH EDISON CO AM COMM 2014-CCRE19 MORTG CR19 COMMONWEALTH PALM COAST COMM 2012-CCRE1 MORTGAGE A4 OP CR1 C COMM 2014-CCRE19 MORTG CR19 COMMONWEALTH ROYAL PALMS COMM 2012-CCRE2 MOR CR2 E A5 COMMONWEALTH 144A COMM 2014-CCRE20 MORTG CR20 COMMSCOPE 8/15 TRANCHE 5 TL COMM 2012-CCRE2 MOR CR2 F A3 COMMSCOPE HOLDING CO INC 144A COMM 2014-CCRE20 MORTG CR20 COMMSCOPE INC 144A COMM 2012-CCRE2 MOR CR2 G AM COMMSCOPE TECHNOLOGIES LL 144A COMM 2014-LC15 MORTGAG LC15 144A COMM 2012-CCRE2 MORTGAG CR2 A2 COMMUNITY BANK SYSTEM INC AM COMM 2014-PAT MORTG PAT E COMMUNITY BANKERS TRUST COMM 2012-CCRE4 MOR CR4 D 144A CORP 144A COMM 2014-UBS2 MOR UBS2 D COMMUNITY FINANCIAL COMM 2012-CCRE5 MOR CR5 D 144A CORP/THE 144A COMM 2014-UBS2 MORTGAG UBS2 COMMUNITY FIRST FD COMM 2012-LC4 MORTG LC4 D A5 COMMUNITY HEALTH SYSTEMS 144A COMM 2015-3BP MORTG 3BP F INC COMM 2012-LC4 MORTGAGE T LC4 144A COMMUNITY HEALTHCARE C COMM 2015-CCRE23 CR23 CME TRUST INC COMM 2013-CCRE10 M CR10 C 144A 144A COMMUNITY TRUST BANCORP COMM 2013-CCRE10 M CR10 D COMM 2015-CCRE23 MORTG CR23 INC 144A A4 COMMVAULT SYSTEMS INC COMM 2013-CCRE12 M CR12 D COMM 2015-CCRE26 MORTG CR26 COMPAGNIE DE SAINT-GOBAIN 144A A4 CFD COMM 2013-CCRE12 MORTGA INC/MO COMPAGNIE GENERALE DES CR12 C COMMERCE UNION BANCSHARES ETABLIS COMM 2013-CCRE13 MORTG CR13 INC COMPASS BANK A1 COMMERCEHUB INC COMPASS GROUP PLC COMM 2013-CCRE6 MOR CR6 E COMMERCIAL INTERNATIONAL COMPASS GROUP PLC CFD 144A BANK COMPASS MINERALS COMM 2013-CCRE6 MOR CR6 F COMMERCIAL METALS CO INTERNATIONAL 144A COMMERCIAL MORTGAGE C1 X COMPUCASE ENTERPRISE COMM 2013-CCRE6 MORTGAG CR6 144A COMPUGROUP MEDICAL SE A2 COMMERCIAL MORTGAGE LO LS1 PLC COMM 2013-CCRE7 MOR CR7 D A4B COMPUTER ENGINEERING & 144A COMMERCIAL MORTGAGE PA CONSULT COMM 2013-CCRE8 MORTGAG CR8 CR28 A4 COMPUTER MODELLING GROUP A5 COMMERCIAL MORTGAGE TRU LTD COMM 2013-CCRE9 MOR CR9 C GG9 A4 COMPUTER PROGRAMS & 144A COMMERCIAL VEHICLE GROUP SYSTEMS IN COMM 2013-CCRE9 MOR CR9 D INC LTD 144A COMMERCIL VEHICLE 3/17 TLB COMPUWARE 1/17 TLB3 COMM 2013-LC6 MORTG LC6 D COMMERZBANK AG COMPX INTERNATIONAL INC 144A COMMIT TO PUR FHLMC GOLD COMTECH COMM 2013-LC6 MORTG LC6 E SFM TELECOMMUNICATIONS COR 144A COMMIT TO PUR FNMA SF MTG COMTURE CORP CFD

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CONAGRA BRANDS INC CONSUMERS ENERGY CO CORINDUS VASCULAR ROBOTICS CONATUS PHARMACEUTICALS CONTACT ENERGY LTD INC INC CONTAINER STORE GROUP CORIUM INTERNATIONAL INC CONCENTRIC AB INC/THE CORN FUTURE (CBT) CONCERT PHARMACEUTICALS CONTANGO OIL & GAS CO CORNERSTONE ONDEMAND INC INC CONTEXTMEDIA 12/16 TLB CORNING INC CONCHO RESOURCES INC CONTINENTAL AG CORONA CORP CFD CONCORDIA FINANCIAL GROUP CONTINENTAL AIRLINES 2000-2 CL CORONADO BAY CLUB (MISC LTD CONTINENTAL AIRLINES 2005- CORONADO COMMONWEALTH CONDUENT 11/16 TLB ERJ1 CORONATION FUND MANAGERS CONDUENT FINANCE INC / CO CONTINENTAL AIRLINES 2007-1 CL LTD 144A CONTINENTAL AIRLINES 2010-1 CL CORP ANDINA DE FOMENTO CONDUENT INC CONTINENTAL AIRLINES 2012-2 CL CORP FINANCIERA ALBA SA CONFIE SEGUROS 10/16 TLB CONTINENTAL BUILDING CORP NACIONAL DEL COBRE D CONFIE SEGUROS 11/12 2ND LIEN PRODUCTS 144A CONFIE SEGUROS 11/12 TL CONTINENTAL RESOURCES CORPORATE OFFICE PROPERTIES CONFORMIS INC INC/OK LP CONMED CORP CONTRA DYAX CORPORATION CORPORATE OFFICE PROPERTIES CONNECTICUT LIGHT & POWER CONTROL4 CORP TR CO/T CONVATEC GROUP PLC CORPORATE TRAVEL CONNECTICUT ST CONVATEC GROUP PLC CFD MANAGEMENT LT CONNECTICUT WATER SERVICE CONVERGEONE 5/17 TLB CORPUS CHRISTI TX INDEP SCH DI INC CONVERGYS CORP CORVEL CORP CONNECTONE BANCORP INC COOPER COS INC/THE CORVUS PHARMACEUTICALS INC CONN'S INC COOPER TIRE & RUBBER CO LTD CONN'S RECEIVABLES FU A B 144A COOPERATIEVE UA COSAN LUXEMBOURG SA 144A CONN'S RECEIVABLES FU B B 144A COOPERATIEVE RABOBANK UA COSCO SHIPPING PORTS LTD CONOCOPHILLIPS REGS COSMAX INC CONOCOPHILLIPS CO COOPERATIEVE RABOBANK COSMO LADY CHINA HOLDINGS CONOCOPHILLIPS HOLDING CO UA/NY CO L CONSOL ENERGY INC COOPER-STANDARD HOLDINGS COSMOS PHARMACEUTICAL CORP CONSOLIDATED INC COSTA RICA GOVERNMENT INT COMMUNICATIONS COPA 529 ALT 144A CONSOLIDATED COPA 529 LP COSTA RICA GOVERNMENT INT COMMUNICATIONS HO COPA HOLDINGS SA REGS CONSOLIDATED EDISON CO OF COPA KEYSTONE LP COSTAIN GROUP PLC NEW COPART INC COSTAMARE INC CONSOLIDATED EDISON INC COPPER FUTURE (CMX) COSTAR GROUP INC CONSOLIDATED ENERGY FINAN COPPER FUTURE (LME) COSTCO WHOLESALE CORP 144A COPPER MOUNTAIN MINING CORP COTA CO LTD CFD CONSOLIDATED WATER CO LTD CORBION NV COTIVITI HOLDINGS INC CONSOLIDATED-TOMOKA LAND CORBUS PHARMACEUTICALS COTT BEVERAGES INC CO HOLDING COTT CORP CONSOLVE INCORPORATED SER D CORCEPT THERAPEUTICS INC COTT HOLDINGS INC 144A CONSOLVE INCORPORATED SER E CORE INDUSTRIAL TR CALW G COTTON NO 2 FUTURE (NYB) CONSORCIO ARA SAB DE CV 144A COTY 1/16 (USD) GALLERIA CONSTANTIN MEDIEN AG CORE INDUSTRIAL TR TEXW F COTY INC CONSTELLATION BRANDS INC 144A COULEE WA MED FNDTN CONSTELLATION SOFTWARE INC CORE INDUSTRIAL TR WEST F REVENUE CONSTELLIS 4/17 2ND LIEN 144A COUNCIL OF EUROPE CONSTELLIS 4/17 COV-LITE TLB CORE MOLDING TECHNOLOGIES DEVELOPMENT CONSTRUCCIONES Y AUXILIAR INC COUNTRY GARDEN HOLDINGS CO DE F CORECIVIC INC LTD CONSULTATIO SA CORELOGIC INC/ HOME LO BC2 N CONSUMER DISCRETIONARY CORE- HOLDING CO INC 144A SELT CORENERGY INFRASTRUCTURE COUNTRYWIDE PLC CONSUMER STAPLES SPDR TRUST COUNTY BANCORP INC CONSUMERS 2014 SECURITIZA A CORESITE REALTY CORP COUPA SOFTWARE INC A1 CORETRONIC CORP COUSINS PROPERTIES INC

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COVANTA HOLDING CORP CREE INC CSMC SERIES 2010-R RR1 2A 144A COVENANT TRANSPORTATION CRESCENT POINT ENERGY CORP CSMC TRUST 2013-I IVR3 A1 144A GROUP CREST 2000-1 LTD 1A D 144A CSMC TRUST 2015-DE DEAL D 144A COVENTRY HEALTH CARE INC CREST 2000-1 LTD 1A E 144A CSMC TRUST 2015-DE DEAL E 144A COVESTRO AG CREST 2004-1 LTD 1A H1 144A CSMC TRUST 2015-DE DEAL F 144A COVEY PARK ENERGY LLC / C CREST CLARENDON STRE 1A D CSPC PHARMACEUTICAL GROUP 144A 144A LTD COWEN INC HLDGS LTD CSR LTD COX COMMUNICATIONS INC 144A CFD CSRA INC CP ALL PCL CRESTVIEW CAPITAL PARTNERS CSS INDUSTRIES INC CP FCC HOLDINGS LLC LP CST BRANDS INC CPA GLOBAL 11/13 (USD) CRESTVIEW PARTNERS II PF LP CSU CARDSYSTEM SA CPI CARD GROUP INC CRESTVIEW PARTNERS III LP CSVC ACQUISITION CORP 144A CPI INTERNATIONAL 3/17 2ND CRESTWOOD EQUITY PARTNERS CSW INDUSTRIALS INC CPI INTERNATIONAL 4/14 TLB LP CSX CORP CPM HOLDINGS 4/15 COV-LITE TLB CRESTWOOD MIDSTREAM PARTN CSX TRANSPORTATION INC CPP 6/15 TLB3 144A CTBC FINANCIAL HOLDING CO CPS AUTO RECEIVABLES C A 144A CRESUD SACIF Y A LTD CR BARD INC CRH AMERICA FINANCE INC 144A CTI ENGINEERING CO LTD CRA INTERNATIONAL INC CRH ORD EUR0.32 CFD CTR PARTNERSHIP LP / CRACKER BARREL OLD COUNTRY CRH ORD EURO.32 DUBLIN CFD CARETRUST STO CRH PLC CTRIP.COM INTERNATIONAL LTD CRAFT BREW ALLIANCE INC CRITEO SA CTS CORP CRAMO OYJ CROATIA GOVERNMENT INTERN CTS EVENTIM AG & CO KGAA CRANE CO 144A CU BANCORP CROCS INC CUB ELECPARTS INC CRAWFORD & CO CRODA INTERNATIONAL PLC CUBESMART CRAY INC CRODA INTL GBP0.10357143 CFD CUBESMART LP CRE INC/JAPAN CROPENERGIES AG CUBIC CORP CRE INC/JAPAN CFD CROSS ATLANTIC TECHNOLOGY CULLEN/FROST BANKERS INC CREADES AB FUND CULP INC CREATE RESTAURANTS HLDGS CROSS COUNTRY HEALTHCARE CUMMINS INC CFD INC CUNNINGHAM LINDSEY 12/12 CO CREATIVE SENSOR INC CROSSAMERICA PARTNERS LP TL CREDICORP LTD CROWN AMERICAS LLC / CROWN CURIS INC CORP AME CURO FINANCIAL TECHNOLOGI CREDIT AGRICOLE SA CROWN CASTLE INTERNATIONAL 144A CREDIT AGRICOLE SA CFD COR CURO HEALTH 2/15 TLB CREDIT AGRICOLE SA/ CROWN CASTLE TOWERS LLC CURTISS-WRIGHT CORP 144A 144A CUSTOMERS BANCORP INC CREDIT SAISON CO LTD INC CUTERA INC CREDIT SAISON CO LTD CFD LTD CVB FINANCIAL CORP AG 144A CRRC CORP LTD CVC CAPITAL PARTNERS ASIA CREDIT SUISSE AG/NEW YORK NY CRUDE OIL FUTURE (NYM) CVC EUROPEAN EQUITY PART V CREDIT SUISSE COMMERCIAL C3 CRYOLIFE INC CVI GLOBAL VALUE FUND A LP AJ CSAIL 2015-C2 COMMERCIAL C2 CVR ENERGY INC CREDIT SUISSE FIRST BO FIX1 A5 A4 CVR REFINING LLC / CREDIT SUISSE FIRST BOS 26 4B3 CSAIL 2017-C8 COMMER C8 D 144A COFFEYVILLE CREDIT SUISSE FIRST BOST 5 6A3 CSC HOLDINGS LLC CVS BAY AREA INC JPY50 CFD CREDIT SUISSE FIRST C1 H 144A CSC HOLDINGS LLC 144A CVS HEALTH CORP CREDIT SUISSE FIRST C2 E 144A CSE GLOBAL LTD CVS PASS-THROUGH TRUST CREDIT SUISSE FIRST C2 G 144A CSG SYSTEMS INTERNATIONAL CVS PASS-THROUGH TRUST 144A CREDIT SUISSE GROUP AG INC CYBERDYNE INC CREDIT SUISSE GROUP AG 144A CSL LTD CYBEROPTICS CORP CREDIT SUISSE GROUP FUNDING CSMC 2014-USA OA L USA A2 144A CYBERPOWER SYSTEMS INC GU CSMC 2014-USA OA LL USA D 144A CYBG PLC CFD CREDIT SUISSE NIMS TR 3 B 144A CSMC 2016-MFF MFF F 144A CYBOZU NPV CFD CREDITO REAL SAB DE CV SOFOM CSMC MORTGAGE-BACKED TRU 7 CYPRESS SEMICONDUCTOR CORP E 9A5 CYRUSONE INC

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CYS INVESTMENTS INC DAINICHI CO LTD DAVIDE CAMPARI-MILANO SPA CYTOKINETICS INC DAINICHI CO Y50 CFD CFD CYTOMX THERAPEUTICS INC DAINICHISEIKA C&C Y50 CFD DAVINCI REINSURANCE LTD CYXTERA 3/17 COV-LITE TLB DAINICHISEIKA COLOR & DAVITA INC D CARNEGIE & CO AB CHEMICAL DAX INDEX FUTURE (EUX) D&L INDUSTRIES INC DAINIPPON PHARMACEUTICAL DAXIN MATERIALS CORP D.A. CONSORTIUM HOLDINGS INC CO LT DBCCRE 2014-ARCP M ARCP A DAE HAN FLOUR MILLS CO LTD DAIO PAPER CORP Y50 CFD 144A DAE HYUN CO LTD DAIRY CREST GROUP PLC DBCCRE 2014-ARCP M ARCP C DAECHANG FORGING CO LTD DAIRY FARM INTERNATIONAL 144A DAEDUCK ELECTRONICS CO HOLDI DBCCRE 2014-ARCP M ARCP E DAEDUCK GDS CO LTD DAISAN BANK CFD 144A DAEHAN STEEL CO LTD DAISEKI ECO. SOLUT NPV CFD DBJPM 16-C3 MORTGAGE TRU C3 DAESUNG ENERGY CO LTD DAITO BANK LTD/THE A5 DAESUNG HOLDINGS CO LTD DAITO TRUST CONSTRUCTION CO DBJPM 16-C3 MORTGAGE TRUS C3 DAEWON SAN UP CO LTD LT C DAEWOO ENGINEERING & DAIWA HOUSE INDUSTRY CO LTD DBJPM 17-C6 MORTGAGE C6 D CONSTRUCT DAIWA HOUSE REIT INVESTMENT 144A DAH CHONG HONG HOLDINGS CO DBS GROUP HOLDINGS LTD LTD DAIWA OFFICE INVESTMENT DBUBS 2011-LC1 MOR LC1A E 144A DAH SING FINANCIAL HOLDINGS CORP DBUBS 2011-LC1 MOR LC1A F 144A LT DAIWA SECURITIES GROUP INC DBUBS 2011-LC1 MOR LC1A G 144A CO LTD DAIWABO HOLDINGS CO LTD DBUBS 2011-LC2 MOR LC2A D 144A DAI NIPPON PRINTING CO LTD DAKTRONICS INC DBUBS 2011-LC3 MOR LC3A D 144A CFD DALIAN WANDA COMMERCIAL DCC ORD CFD DAI NIPPON TORYO CO LTD PROPER DCC PLC DAICEL CHEMICAL INDUSTRIES DALLAS CNTY TX HOSP DIST DCP MIDSTREAM LP LTD DALLAS TX AREA RAPID TRANSIT DCP MIDSTREAM OPERATING LP DAICEL CORP S DCPF VI OIL AND GAS DAI-CHI LIFE INS CO LTD CFD DAMAGE DCT INDUSTRIAL TRUST INC DAIDO STEEL CO LTD DANA FINANCING LUXEMBOURG DDR CORP DAIFUKU CO LTD 144A DE LA RUE PLC DIESEL DANA INC DE' LONGHI SPA MANUFACTURING DANAHER CORP DE SHAW ORIENTEER HV FD (15%) DAIICHI JITSUGYO CO LTD DANEL ADIR YEOSHUA LTD DEAN FOODS CO DAIICHI KIGENSO KAGAKU- DANIELI & C OFFICINE DEAN FOODS CO 144A KOGYO C MECCANICH DEBENHAMS ORD GBP0.01 (WI) DAI-ICHI LIFE HOLDINGS INC DANONE CFD CFD DAIICHI SANKYO CO LTD DANONE SA PLC DAIICHI SANKYO COMPANY LTD DANSKE BANK A/S DECK CHASSIS ACQUISITION 144A CFD DANSKE BANK A/S REGS DECKERS OUTDOOR CORP DAIICHIKOSHO CO LTD DANSKE CORP DISC DEERE & CO DAIKEN CORP CFD DANVILLE MANAGEMENT UNIT DEL FRISCO'S RESTAURANT DAIKEN MEDICAL CO LTD DARDEN RESTAURANTS INC GROUP DAIKI ALUMINIUM JPY50 CFD DARFON ELECTRONICS CORP DEL MONTE FOODS 11/13 COV- DAIKI AXIS CO LTD CFD DARLING INGREDIENTS INC LITE INDUSTRIES CFD GROUP ORD GBP0.0125 CFD DEL TACO RESTAURANTS INC DAIKIN INDUSTRIES LTD DART GROUP PLC LOGISTICS PARTNERS 144A DAIKO CLEARING SERVICES CFD PRECISIONS CORP DELEK US HOLDINGS INC DAIKYO INC DASEKE 2/17 TL DELL 2/17 TL DAILY JOURNAL CORP DASEKE INC DELL 9/16 COV-LITE TLB DAILY MAIL & GENERAL TRUST DASSAULT AVIATION SA DELL 9/16 TLA1 PLC DASSAULT AVIATION SA CFD DELL 9/16 TLA2 DAILY MAIL&GENERAL TST -A NV DASSAULT SYSTEMES SA CFD DELL INC DAIMLER AG DASSAULT SYSTEMES SE DELL INTERNATIONAL LLC / 144A DAIMLER FINANCE NORTH AME DATATEL 1/17 COV-LITE TLB DELL INTERNATIONAL LLC / REGS 144A DAVE & BUSTER'S DELL TECHNOLOGIES INC CLASS DAIMLER FINANCE NORTH ENTERTAINMENT V AMERICA DAVIDE CAMPARI-MILANO SPA & LIGHT CO

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DELPHI AUTOMOTIVE PLC DEXIA CREDIT LOCAL SA/NEW DISCOVER CARD EXECUTION A1 DELPHI FINANCIAL GROUP INC 144A A1 AIR LINES 2002-1 CLASS G DISCOVER CARD EXECUTION A2 DELTA AIR LINES 2010-1 CLASS A DFDS A/S A2 DELTA AIR LINES 2010-2 CLASS A DFS FURNITURE PLC DISCOVER CARD EXECUTION A3 DELTA AIR LINES INC DG KHAN CEMENT CO LTD A3 DELTA APPAREL INC DGB FINANCIAL GROUP INC DISCOVER CARD EXECUTION A4 DELTA DUNIA MAKMUR TBK PT DH EUROPE FINANCE SA A4 DELTA ELECTRONICS INC DHG PHARMACEUTICAL JSC DISCOVER CARD EXECUTION A5 DELTA ELECTRONICS THAILAND DHI GROUP INC A5 PCL DHIPAYA INSURANCE PCL DISCOVER CARD EXECUTION A6 DELTA NATURAL GAS CO INC DHT HOLDINGS INC A6 DELTIC TIMBER CORP DIAGEO CAPITAL PLC DISCOVER CARD EXECUTION N A2 DELUXE 2/14 TL DIAGEO PLC A DELUXE CORP DIAGEO PLC CFD DISCOVER FINANCIAL SERVICES DENA CO LTD DIALOG GROUP BHD DISCOVERY COMMUNICATIONS DENA CO LTD NPV CFD DIALOG SEMICONDUCTOR PLC INC DENBURY RESOURCES INC DIAMOND DINING CO LTD DISCOVERY COMMUNICATIONS DENBURY RESOURCES INC 144A DIAMOND HILL INVESTMENT LLC DENHAM COMMODITY PARTNERS GROUP DISCOVERY LTD VI DIAMOND OFFSHORE DRILLING DISH DBS CORP DENMARK GOVERNMENT BOND INC DISH NETWORK CORP DENMARK I/L GOVERNMENT DIAMOND RESORTS 11/15 DISTRIBUIDORA INTERNACIONAL BOND DIAMOND RESORTS INTERNATI DE DENNY'S CORP 144A DISTRIBUTION FINANCIAL SER 1 D DENSAN CO LTD CFD DIAMONDBACK ENERGY INC DIVERSITECH 5/17 COV-LITE TL CORP DIAMONDBACK ENERGY INC 144A DIVIDENDS RECEIVABLE DENSO CORP CFD DIAMONDROCK HOSPITALITY CO RECLAIM DENTSPLY SIRONA INC DIASORIN SPA CFD PLC DENTSU INC DIC ASSET AG DKK-TOA CORP CFD DENTSU INC NPV CFD DIC CORP DKSH HOLDING AG DENVER CLUB BUILDING BINDER DICK'S SPORTING GOODS INC DMC GLOBAL INC DENYO CO LTD DICKSON CONCEPTS DMCI HOLDINGS INC DEPOMED INC INTERNATIONAL DNB ASA DEPOSITS FOR SHORT SALES DIEBOLD NIXDORF INC DNB BANK ASA 144A DERICHEBOURG SA D'IETEREN SA/NV DNB BOLIGKREDITT AS 144A DERMIRA INC DIGI INTERNATIONAL INC DNB FINANCIAL CORP PLC CFD DIGI.COM BHD DOCUMENT TECHNOLOGIES/EPIQ DETOUR GOLD CORP DIGICEL 5/17 COV-LITE TL DOLBY LABORATORIES INC AG DIGICEL GROUP LTD 144A CORP DEUTSCHE BANK AG/LONDON DIGIMARC CORP INC DEUTSCHE BOERSE AG DIGITAL REALTY TRUST INC INC DEUTSCHE EUROSHOP AG DIGITAL REALTY TRUST LP DOMESTIC TAX RECOVERABLE DEUTSCHE LUFTHANSA AG DIGITALGLOBE INC DIVIDENDS DEUTSCHE PFANDBRIEFBANK AG DILLARD'S INC DOMINICAN REPUBLIC INTERN DEUTSCHE POST AG DIME COMMUNITY BANCSHARES 144A DEUTSCHE TELEKOM AG INC DOMINICAN REPUBLIC INTERN DEUTSCHE TELEKOM DINEEQUITY INC REGS INTERNATIONAL DIO CORP DOMINION DIAMOND CORP DEUTSCHE WOHNEN SE DIODES INC DOMINION ENERGY INC DEUTSCHE X-TRACKERS MSCI DIP CORP DOMINO'S PIZZA ENTERPRISES EAF LTD DEUTZ AG DIPLOMAT PHARMACY INC DOMINO'S PIZZA GROUP PLC CFD DEVELOP-DC L P DIRECT ENERGIE DOMINO'S PIZZA INC DEVON ENERGY CORP DIRECT LINE INS GRP PLC CFD DOMTAR CORP DEVON PARK BIOVENTURES LP DIRECT LINE INSURANCE GROUP DOMUS BWW PSERS HOLDINGS DEVRO PLC PL LLC DEXCOM INC DISCO CORP HOLDINGS CO LTD DISCOVER BANK DONALDSON CO INC

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DONEGAL GROUP INC DREAM INDUSTRIAL REIT DY9 LEASING LLC DONG AH TIRE & RUBBER CO LTD DREAM OFFICE REIT DYCOM INDUSTRIES INC DONG ENERGY A/S DRECOM CO LTD CFD DYNACAST 5/15 TLB1 DONG-AH GEOLOGICAL DRIL-QUIP INC DYNAM JAPAN HOLDINGS CO LTD ENGINEERING DRIVE AUTO RECEIVAB BA A2 DYNA-MAC HOLDINGS LTD DONGBU HITEK CO LTD 144A DYNAVAX TECHNOLOGIES CORP DONGBU INSURANCE CO LTD DRIVE AUTO RECEIVABL BA D DYNEGY HOLDINGS LLC DONGIL INDUSTRIES CO LTD 144A DYNEGY INC DONGJIN SEMICHEM CO LTD DRIVE AUTO RECEIVABL CA D DYNEGY INC 144A DONGKUK INDUSTRIES CO LTD 144A DYNEX CAPITAL INC DONGKUK STEEL MILL CO LTD DRIVE AUTO RECEIVABLES TRU 1 E INK HOLDINGS INC DONGYANG E&P INC D E*TRADE FINANCIAL CORP DONNELLEY FINANCIAL DRIVE SHACK INC E.ON INTERNATIONAL FINANC SOLUTIONS DRIVETIME AUTOMOTIVE GROU REGS DOREL INDUSTRIES INC 144A E.ON SE DORIAN LPG LTD DS SMITH PLC CFD EAGLE BANCORP INC DORIC NIMROD AIR FINANCE 144A DSP GROUP INC EAGLE BULK SHIPPING INC DORMAKABA HOLDING AG DST SYSTEMS INC EAGLE INDUSTRY CO LTD DORMAN PRODUCTS INC DSV A/S EAGLE MATERIALS INC DOUGLAS CNTY NE SCH DIST #1 DSW INC EAGLE NICE INTERNATIONAL DOUGLAS DYNAMICS INC DTE ELECTRIC CO HOLDI DOUGLAS EMMETT INC DTE ENERGY CO EAGLE PHARMACEUTICALS DOUTOR NICHIRES HOLDINGS CO DTS CORP INC/DE LT DTS CORP CFD EAGLECLAW 6/17 TLB DOUZONE BIZON CO LTD DTZ 8/15 TL EAGLEVIEW TECHNOLOGY 7/15 DOVER CORP DUBIN CLARK FUND II LP EARTHSTONE ENERGY INC DOVER STREET VII LP DUBOIS CHEMICALS 2/17 TLB EAST 88TH STREET DOW CHEMICAL CO/THE DUBOIS CHEMICALS 3/17 EAST JAPAN RAILWAY CO DOWA HOLDING CO LTD NPV CFD DELAYED EAST JAPAN RAILWAY CO CFD DOWA HOLDINGS CO LTD DUCOMMUN INC EAST WEST BANCORP INC DOWNER EDI LTD DUFF & PHELPS 3/13 TL EASTERLY GOVERNMENT DOWNSTREAM DEVELOPMENT AU DUFF & PHELPS 8/15 2ND LIEN PROPERTIES 144A DUFRY AG EASTERN CO/THE DP WORLD LTD DUKE ENERGY CAROLINAS LLC EASTGROUP PROPERTIES INC DR CI:LABO CO LTD NPV CFD DUKE ENERGY CORP EASTMAN CHEMICAL CO DR HORTON INC DUKE ENERGY LLC EASTMAN KODAK 7/13 EXIT TL DR LAL PATHLABS LTD DUKE ENERGY FLORIDA PROJECT EASTMAN KODAK CO DR PEPPER SNAPPLE GROUP INC FI EASYJET ORD GBP0.25 CFD DR REDDY'S LABORATORIES-ADR DUKE ENERGY INDIANA LLC EASYJET PLC DRA GROWTH & INCOME FD VII DUKE ENERGY OHIO INC EAT&CO LTD CFD LLC DUKE ENERGY PROGRESS LLC EATON CORP DRA GROWTH AND INCOME FD IX DUKE REALTY CORP EATON CORP PLC DRA GROWTH AND INCOME VI DUKE REALTY LP EATON VANCE CORP LLC DULUTH HOLDINGS INC EBARA FOODS INDUSTRY INC CFD DRA GROWTH AND INCOME VIII DULUXGROUP LTD EBARA Y50 CFD LLC DUN & BRADSTREET CORP/THE EBARA-UDYLITE NPV CFD DRAEGERWERK AG & CO KGAA DUNKIN' BRANDS GROUP INC EBAY INC DRAPER FISHER JURVETSON DUNLOP SPORTS CO LTD EBIX INC FUND DUNN PAPER 9/16 TL EBOS GROUP LTD DRAPER FISHER VII L P DUPONT FABROS TECHNOLOGY EBRO FOODS SA DRAPER TRIANGLE VENTURES INC EBS BUILDING L L C CL A DRAPER TRIANGLE VENTURES II DUPONT FABROS TECHNOLOGY EBS LITIGATION L L C CL A LP LP EBS PENSION L L C CL A DRAPER TRIANGLE VENTURES III DUPONT PERFORMANCE 5/17 TL ECHO GLOBAL LOGISTICS INC DRAWBRIDGE SPECIAL OPPORT DURATA THERAPEUTICS IN ECHOSTAR CORP 144A DURECT CORP ECKERT & ZIEGLER AG PLC DXC TECHNOLOGY CO ECLIPSE RESOURCES CORP DREAM GLOBAL REIT DXP ENTERPRISES INC/TX ECOLAB INC DREAM INCUBATOR IN NPV CFD DY CORP E- HOLDINGS LTD

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ECOPETROL SA ELCO LTD EMERGENT BIOSOLUTIONS INC ECORODOVIAS INFRAESTRUTURA ELDORADO GOLD CORP EMERSON ELECTRIC CO E L ELDORADO RESORTS 3/17 TLB EMGP NPV CFD ECO'S CO LTD/JAPAN ELDORADO RESORTS INC EMI MUSIC PUBLISHING 4/17 B5 GOVERNMENT INTERN ELDORADO RESORTS INC 144A EMI MUSIC PUBLISHING GROU 144A CO NPV CFD 144A ECUADOR GOVERNMENT INTERN ELECTRA CONSUMER PRODUCTS EMIS GROUP PLC REGS 1970 EMLAK KONUT GAYRIMENKUL EDENRED ELECTRIC POWER DEVELOPMENT YATIRI EDGE THERAPEUTICS INC CO EMMI AG EDGEWELL PERSONAL CARE CO ELECTRICAL COMPONENTS 5/14 EMPEROR CAPITAL GROUP LTD EDION CORP TL EMPEROR ENTERTAINMENT EDISON BROS STORES INC COM ELECTRICITE DE FRANCE CFD HOTEL LT NEW ELECTRICITE DE FRANCE SA EMPEROR INTERNATIONAL EDISON BROTHERS STORES INC ELECTRICITE DE FRANCE SA 144A HOLDINGS EDISON INTERNATIONAL ELECTRICITY GENERATING PCL EMPIRE CO LTD EDITAS MEDICINE INC ELECTRO RENT 1/17 COV LITE TLB EMPIRE RESORTS INC EDP - ENERGIAS DE PORTUGAL SA ELECTRO SCIENTIFIC INDUSTRIES EMPIRE STATE REALTY TRUST EDP - ENERGIAS DO BRASIL SA PLC INC EDP FINANCE BV 144A ELECTROCOMPONENTS PLC CFD EMPLOYERS HOLDINGS INC EDP RENOVAVEIS SA ELECTROLUX AB EMPRESA DE TELECOMUNICACI EDUCATION REALTY OPERATING ELECTRONIC ARTS INC REGS PAR ELECTRONICS FOR IMAGING INC EMPRESA DE TRANSPORTE DE EDUCATION REALTY TRUST INC ELEMENT FLEET MANAGEMENT 144A EDUCATIONAL FUNDING OF TH 1 CORP EMS-CHEMIE HOLDING AG A2 PLC ENABLE MIDSTREAM PARTNERS EDWARDS LIFESCIENCES CORP ELEMENTIS PLC CFD LP EFG INTERNATIONAL AG ELEVATE CREDIT INC ENAEX SA EFS COGEN 6/16 COV-LITE TLB ELEVATION PARTNERS LP ENAGAS SA EFS VOLUNTEER NO 3 L 1 A3 144A ELF BEAUTY INC ENANTA PHARMACEUTICALS INC EG INC ELI LILLY & CO ENAV SPA EGIS TECHNOLOGY INC ELICA SPA ENBRIDGE ENERGY EGUARANTEE INC NPV CFD ELIOR PARTICPATIONS SCA CFD MANAGEMENT LLC EGYPT GOVERNMENT INTERNAT ELIS SA ENBRIDGE ENERGY PARTNERS LP 144A ELISA OYJ ENBRIDGE INC EHEALTH INC ELITE ADVANCED CORP ENCANA CORP EHIME BANK LTD/THE CFD E-LITECOM CO LTD ENCANA CORPORATION EI DU PONT DE NEMOURS & CO ELLIE MAE INC ENCE ENERGIA Y CELULOSA SA EI GROUP PLC ELLINGTON RESIDENTIAL ENCOMPASS DIGITAL 6/14 2ND EIFFAGE CFD MORTGAGE ENCOMPASS DIGITAL 6/14 TL EIFFAGE SA ELLIS LAKE DOMESTIC FUND LP ENCORE CAPITAL GROUP INC EIGHTEENTH BANK LTD/THE ELMOS SEMICONDUCTOR AG ENCORE WIRE CORP EIKEN CHEMICAL CO JPY50 CFD EMAK SPA ENDEMOL 8/14 (USD) COV-LITE TL EISAI CO LTD EMAP NON-CUM RD PRF B SHS ENDESA SA EISAI CO Y50 CFD E-MART INC ENDO DAC / ENDO FINANCE L NANAO CORP NPV CFD 144A ISRAEL AIRLINES FINANCE BV ENDO FINANCE LLC / ENDO F 144A E-L FINANCIAL CORP LTD EMBRAER SA ENDO INTERNATIONAL PLC EL PASO ELECTRIC CO EMC (GLOBAL EAGLE) 12/16 TL ENDO LIGHTING CORP JPY50 CFD EL POLLO LOCO HOLDINGS INC EMC CORP ENDO PHARMACEUTICALS 4/17 EL PUERTO DE SAB EMC INSURANCE GROUP INC TLB DE EMCOR GROUP INC ENDOLOGIX INC EL SALVADOR GOVERNMENT IN EMCORE CORP ENDURANCE INTERNATIONAL 144A EMDEON 3/17 COV-LITE TLB 5/17 EL SALVADOR GOVERNMENT IN EMEMORY TECHNOLOGY INC ENDURANCE INTERNATIONAL REGS EMERA INC GROUP EL.EN. SPA EMERA US FINANCE LP AMERICAS SA ELAN CORP CFD EMERALD EXPOSITIONS EVENTS ENEL FINANCE INTERNATIONA LTD INC 144A

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ENEL GENERACION CHILE SA ENTERPRISE PRODUCTS ERM 5/14 B1A COV-LITE TLB ENEL SPA OPERATING EROS INTERNATIONAL PLC ENERFLEX LTD ENTERPRISE PRODUCTS ERP OPERATING LP ENERGEN CORP PARTNERS L ERSTE GROUP BANK AG ENERGIEKONTOR AG ENTERTAINMENT ONE LTD ERT ENERGIZER HOLDINGS INC ENTRAVISION COMMUNICATIONS ESAL GMBH 144A ENERGIZER HOLDINGS INC 144A COR ESCALADE INC ENERGOUS CORP ENTRUST KEYSTONE FUND ESCO TECHNOLOGIES INC ENERGY & MINERALS GROUP FD ENVESTNET INC ESCROW CB ADELPHIA COM III ENVIRONMENT ESCROW CB CENTURY COMM ENERGY ABSOLUTE PCL ENVIROSTAR INC ESCROW CENTURY COMMUNI ENERGY DEVELOPMENT CORP ENVISION HEALTHCARE 11/16 TLB ESCROW GCB CENTURY COM ENERGY PARTNERS V LP ENVISION HEALTHCARE CORP ESCROW CORP ENERGY RECOVERY INC ENVISION HEALTHCARE CORP ESH HOSPITALITY INC 144A ENERGY SELECT SECTOR SPDR 144A ESKOM HOLDINGS SOC LTD 144A ENERGY TRANSFER EQUITY LP ENVIVA PARTNERS LP / ENVI 144A ESPEC CORP CFD ENERGY TRANSFER LP ENZO BIOCHEM INC ESPERION THERAPEUTICS INC ENERGY TRANSFER PARTNERS LP ENZYMOTEC LTD ESPRIT HOLDINGS LTD ENERGY XXI GULF COAST INC EOG RESOURCES INC ESSA BANCORP INC ENERNOC INC EP ENERGY CORP INC ENERPLUS CORP EP ENERGY LLC / EVEREST A 144A ESSENT GROUP LTD ENERSYS EP ENERGY LLC / EVEREST ESSENTIAL POWER ENGIE SA ACQUIS ESSEX PORTFOLIO LP ENGILITY CORP EP PETROECUADOR VIA NOBLE ESSEX PROPERTY TRUST INC ENGILITY HOLDINGS INC REGS ESSILOR INTERNATIONAL SA SPA EPAM SYSTEMS INC ESSILOR INTL ORD CFD ENI SPA CFD EPH ESSITY AB ENIGMO INC EPIC HEALTH 3/17 2ND LIEN TL ESSO THAILAND PCL EN-JAPAN INC EPIC HEALTH 3/17 COV-LITE TL ESTEE LAUDER COS INC/THE EN-JAPAN INC JPY50000 CFD EPICOR 6/15 COV-LITE TL ESTERLINE TECHNOLOGIES CORP ENLINK MIDSTREAM LLC EPISTAR CORP ESUN HOLDINGS LTD ENLINK MIDSTREAM PARTNERS EPIZYME INC ETHAN ALLEN INTERIORS INC LP EPLUS INC ETHIOPIA INTERNATIONAL BO ENN ENERGY HOLDINGS LTD EPR PROPERTIES 144A ENNIS INC EQT CORP ETHIOPIA INTERNATIONAL BO ENNOCONN CORP EQT GP HOLDINGS LP REGS ENOVA INTERNATIONAL INC EQT MIDSTREAM PARTNERS LP ETSY INC ENPRO INDUSTRIES INC EQUATE PETROCHEMICAL BV EUCATEX SA INDUSTRIA E ENSCO PLC 144A COMERCI ENSIGN ENERGY SERVICES INC EQUIFAX INC EUGENE CORP ENSIGN GROUP INC/THE INC EUGENE TECHNOLOGY CO LTD ENSTAR GROUP LTD EQUISTONE PARTNERS EUROPE EULER GROUP ENTEGRA FINANCIAL CORP EQUITY BANCSHARES INC EULER HERMES SA CFD ENTEGRIS INC EQUITY COMMONWEALTH EURAZEO SA ENTELLUS MEDICAL INC EQUITY LIFESTYLE PROPERTIES EUREKA II LP ENTERCOM COMMUNICATIONS IN EUREKA III LP CORP EQUITY ONE MORTGAGE PAS 1 EURO STOXX 50 FUTURE (EUX) ENTERGY ARKANSAS INC AV1B EURO-ASIA AGRICULTURAL ENTERGY CORP HLDGS ENTERGY LOUISIANA LLC ERA GROUP INC EURO-BOBL FUTURE (EUX) ENTERGY MISSISSIPPI INC ERAC USA FINANCE LLC 144A EURO-BUND FUTURE (EUX) ENTERGY TEXAS INC ERAJAYA SWASEMBADA TBK PT EUROCOMMERCIAL PROPERTIES ENTERPRISE BANCORP INC/MA ERCROS SA NV ENTERPRISE FINANCIAL ERECT CO-PARTICIPATION FUND EUROFINS SCIENTIFIC EUR0.10CFD SERVICES EREGLI DEMIR VE CELIK EUROFINS SCIENTIFIC SE ENTERPRISE FLEET FIN 1 A3 144A FABRIKAL EURONAV NV ENTERPRISE FLEET FIN 2 A1 144A EREWARDS 3/15 2ND LIEN TL EURONET WORLDWIDE INC ENTERPRISE FLEET FIN 2 A2 144A EREWARDS 3/15 TLB NV CFD ENTERPRISE FLEET FIN 2 A3 144A ERIE INDEMNITY CO EURO-OAT FUTURE (EUX)

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EUROPCAR GROUPE SA REGS EXOCELL INC PFD FANNIE MAE CONNECTICUT C01 EUROPEAN BANK FOR EXOCELL INC PFD CL C 1M1 RECONSTRUCTI EXONE CO/THE FANNIE MAE CONNECTICUT C01 EUROPEAN INVESTMENT BANK NV 2M1 EUTELSAT COMMUNICATIONS INC FANNIE MAE CONNECTICUT C02 CFD EXPEDITORS INTERNATIONAL OF 1M1 EUTELSAT COMMUNICATIONS SA WA FANNIE MAE CONNECTICUT C02 EVA PRECISION INDUSTRIAL EXPERIAN GROUP ORD GBP0 CFD 2M2 HOLDI EXPERIAN PLC FANNIE MAE CONNECTICUT C03 EVANS BANCORP INC EXPONENT INC 1M1 EVANS NETWORK EXPORT DEVELOPMENT CANADA FANNIE MAE CONNECTICUT C03 EVERBRIDGE INC EXPORT-IMPORT BANK OF IND 2M1 EVERCHINA INTERNATIONAL REGS FANNIE MAE CONNECTICUT C04 HOLDIN EXPORT-IMPORT BANK OF KOR 2M2 EVERCORE PARTNERS INC 144A FANUC CORP EVEREST RE GROUP LTD EXPORT-IMPORT BANK OF KOREA FANUC LTD CFD EVERGREEN FIBREBOARD BHD EXPRESS INC FAR EAST HORIZON LTD EVERGREEN PACIFIC PARTNERS II EXPRESS SCRIPTS HOLDING CO FAR EASTERN NEW CENTURY EVERGREEN PACIFIC PARTNERS EXPRO HOLDINGS 8/14 COV-LITE CORP LP EXTELL BOSTON MEZZANINE FARADAY TECHNOLOGY CORP EVERI HOLDINGS INC EXTENDED STAY 2/17 TLB FARMER BROTHERS CO EVERI PAYMENTS INC EXTENDED STAY AMERICA INC FARMERS & MERCHANTS EVERSOURCE ENERGY EXTERRAN CORP BANCORP IN EVERTEC INC EXTRA SPACE STORAGE INC FARMERS CAPITAL BANK CORP EVO PAYMENTS 12/16 COV-LITE EXTRACTION OIL & GAS INC FARMERS NATIONAL BANC CORP TL EXTREME NETWORKS INC FARMLAND PARTNERS INC EVOLENT HEALTH INC EXTREME REACH 1/14 2ND LIEN FARO TECHNOLOGIES INC EVOLUTION GAMING GROUP AB TL FAROE PETROLEUM PLC LTD EXTREME REACH 1/14 TL FAST RETAILING CO LTD EVOLUTION PETROLEUM CORP EXXARO RESOURCES LTD FAST RETAILING CO LTD CFD EVONIK INDUSTRIES AG EXXON MOBIL CORP FASTENAL CO EVOQUA WATER 4/16 EZ TEC EMPREENDIMENTOS E FATE THERAPEUTICS INC INCREMENTAL PARTI FAURECIA EUR7 CFD EVOTEC AG EZCORP INC FAVELLE FAVCO BHD EVRAZ PLC F&F CO LTD FB FINANCIAL CORP EVRAZ PLC CFD F5 NETWORKS INC FBL FINANCIAL GROUP INC EW SCRIPPS CO/THE FABEGE AB FBM FINANCE INC 144A EW SCRIPPS CO/THE 144A FABRINET FBR SECURITIZATION TRUST 2 EXA CORP INC M10 EXACT SCIENCES CORP FACTSET RESEARCH SYSTEMS FCB FINANCIAL HOLDINGS INC EXACTECH INC INC FDIC 2010-R1 TRUST R1 A 144A EXCEL CO LTD FAES FARMA SA FDIC 2011-R1 TRUST R1 A 144A EXCELITAS 10/13 TL FAGE INTERNATIONAL SA/ FA FDIC GUARANTEED NOT S1 2A EXCELSIOR CAPITAL ASIA 144A 144A PRTNRS FAIR ISAAC CORP FEDERAL AGRICULTURAL EXEDY CORP FAIRFAX FINANCIAL HOLDINGS MORTGAGE EXELIXIS INC LTD FEDERAL EXPRESS CORP 1998 CORP FAIRFAX MEDIA LTD PASS EXELON GENERATION CO LLC FAIRMOUNT SANTROL HOLDINGS FEDERAL FARM CR BK CONS BD EXETER AUTOMOBILE RE 1A C INC FEDERAL HOME LN BK CONS BD 144A FAIRPOINT COMMUNICATIONS FEDERAL HOME LN BK CONS DISC EXETER AUTOMOBILE RE 3A C INC N 144A FAIRVIEW CAPITAL II LP FEDERAL HOME LN BKS CONS EXETER CORE INDUSTRIAL CLUB FALCO HOLDINGS CO LTD DISC EXETER INDUSTR VALUE FD II LP FAMILYMART UNY HOLDINGS CO FEDERAL HOME LN MTG CORP EXETER INDUSTR VALUE FD III LP LTD FEDERAL HOME LN MTG CORP EXLSERVICE HOLDINGS INC FAMOUS BRANDS LTD STRIP EXOCELL INC CL B CONV PFD FANCL CORP FEDERAL HOME LOAN EXOCELL INC CL C CONV PFD MORTGAGE COR

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FEDERAL NATIONAL MORTGAGE FHLMC POOL #54-1726 FHLMC POOL #A5-9969 ASSO FHLMC POOL #75-5319 FHLMC POOL #A6-0146 FEDERAL NATL MTG ASSN FHLMC POOL #84-0521 FHLMC POOL #A6-0151 FEDERAL NATL MTG ASSN STRIP FHLMC POOL #84-7295 FHLMC POOL #A6-1562 FEDERAL REALTY INVESTMENT FHLMC POOL #84-8727 FHLMC POOL #A6-3982 TRUS FHLMC POOL #84-9248 FHLMC POOL #A7-6836 FEDERAL SIGNAL CORP FHLMC POOL #84-9506 FHLMC POOL #A7-7265 FEDERATED INVESTORS INC FHLMC POOL #A1-0444 FHLMC POOL #A7-8374 FEDERATED NATIONAL HOLDING FHLMC POOL #A1-1745 FHLMC POOL #A8-0139 CO FHLMC POOL #A1-2093 FHLMC POOL #A8-1112 FEDEX CORP FHLMC POOL #A1-3466 FHLMC POOL #A8-7714 FEED ONE CO LTD FHLMC POOL #A1-4315 FHLMC POOL #A8-8994 FEED ONE HOLDINGS CO LTD CFD FHLMC POOL #A1-4481 FHLMC POOL #A8-9324 FEINTOOL INTERNATIONAL FHLMC POOL #A1-7171 FHLMC POOL #A9-0760 HOLDING FHLMC POOL #A1-8359 FHLMC POOL #A9-0769 FELCOR LODGING LP FHLMC POOL #A1-9399 FHLMC POOL #A9-1161 FELCOR LODGING TRUST INC FHLMC POOL #A1-9457 FHLMC POOL #A9-1787 FELDA GLOBAL VENTURES FHLMC POOL #A2-0913 FHLMC POOL #A9-2141 HOLDINGS FHLMC POOL #A2-1459 FHLMC POOL #A9-2909 FENG HSIN STEEL CO LTD FHLMC POOL #A2-3559 FHLMC POOL #A9-3235 FENNER PLC FHLMC POOL #A2-3630 FHLMC POOL #A9-3501 FERGUSON PLC FHLMC POOL #A2-4430 FHLMC POOL #A9-4605 FERRARA CANDY 6/12 TL FHLMC POOL #A2-6073 FHLMC POOL #A9-4710 FERRARA CANDY 6/16 COV-LITE FHLMC POOL #A2-6271 FHLMC POOL #A9-5018 TL FHLMC POOL #A2-8559 FHLMC POOL #A9-5554 NV FHLMC POOL #A3-0207 FHLMC POOL #A9-5825 FERRARI NV CFD FHLMC POOL #A3-1719 FHLMC POOL #A9-6312 FERRELLGAS LP / FERRELLGAS FHLMC POOL #A3-2368 FHLMC POOL #A9-6413 FIN FHLMC POOL #A3-2383 FHLMC POOL #A9-6616 FERRELLGAS PARTNERS LP FHLMC POOL #A3-3037 FHLMC POOL #A9-7040 FINANCE PLC 144A FHLMC POOL #A3-3358 FHLMC POOL #A9-7186 FERREXPO PLC FHLMC POOL #A3-7175 FHLMC POOL #A9-7259 FERREXPO PLC CFD FHLMC POOL #A3-7327 FHLMC POOL #A9-7294 FERREYCORP SAA FHLMC POOL #A3-8024 FHLMC POOL #A9-7474 FERRO CORP FHLMC POOL #A3-8239 FHLMC POOL #A9-7644 FERROGLOBE PLC FHLMC POOL #A3-9210 FHLMC POOL #A9-7909 FERROVIAL SA FHLMC POOL #A3-9300 FHLMC POOL #B1-0535 FERTILIZANTES HERINGER SA FHLMC POOL #A4-1965 FHLMC POOL #B1-0742 FEVERTREE DRINKS PLC FHLMC POOL #A4-3373 FHLMC POOL #B1-1800 FF GROUP FHLMC POOL #A4-6173 FHLMC POOL #B1-4158 FFCA SECURED FRANC 2 WA1C FHLMC POOL #A4-7036 FHLMC POOL #B1-4322 144A FHLMC POOL #A4-7039 FHLMC POOL #B1-4858 FFX CONTRACTS RECEIVABLE FHLMC POOL #A4-7345 FHLMC POOL #B1-4981 FGI OPERATING CO LLC / FGI FIN FHLMC POOL #A4-8268 FHLMC POOL #B1-5090 FHC HEALTH SYSTEMS 12/14 FHLMC POOL #A4-8600 FHLMC POOL #B1-5146 FHLMC POOL #00-7462 FHLMC POOL #A4-9344 FHLMC POOL #B1-5313 FHLMC POOL #1B-3148 FHLMC POOL #A5-0131 FHLMC POOL #B1-6943 FHLMC POOL #1J-0008 FHLMC POOL #A5-0310 FHLMC POOL #B1-7614 FHLMC POOL #1K-0057 FHLMC POOL #A5-0618 FHLMC POOL #B1-9426 FHLMC POOL #1K-1220 FHLMC POOL #A5-2052 FHLMC POOL #B1-9744 FHLMC POOL #2B-4726 FHLMC POOL #A5-2299 FHLMC POOL #C0-0042 FHLMC POOL #2B-4901 FHLMC POOL #A5-4040 FHLMC POOL #C0-0092 FHLMC POOL #2B-5202 FHLMC POOL #A5-5786 FHLMC POOL #C0-0096 FHLMC POOL #2B-5646 FHLMC POOL #A5-6350 FHLMC POOL #C0-0180 FHLMC POOL #30-0088 FHLMC POOL #A5-6530 FHLMC POOL #C0-0284 FHLMC POOL #31-335A FHLMC POOL #A5-6824 FHLMC POOL #C0-0289 FHLMC POOL #36-0101 FHLMC POOL #A5-7714 FHLMC POOL #C0-0354 FHLMC POOL #36-0117 FHLMC POOL #A5-7844 FHLMC POOL #C0-0420 FHLMC POOL #53-1021 FHLMC POOL #A5-8812 FHLMC POOL #C0-0421

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FHLMC POOL #C0-0439 FHLMC POOL #C8-0380 FHLMC POOL #E9-6749 FHLMC POOL #C0-0504 FHLMC POOL #C9-0580 FHLMC POOL #E9-7298 FHLMC POOL #C0-0509 FHLMC POOL #C9-0654 FHLMC POOL #E9-8683 FHLMC POOL #C0-0553 FHLMC POOL #C9-0675 FHLMC POOL #E9-9917 FHLMC POOL #C0-0778 FHLMC POOL #C9-0766 FHLMC POOL #G0-0044 FHLMC POOL #C0-0785 FHLMC POOL #C9-0778 FHLMC POOL #G0-0059 FHLMC POOL #C0-0860 FHLMC POOL #C9-0853 FHLMC POOL #G0-1145 FHLMC POOL #C0-0896 FHLMC POOL #C9-1026 FHLMC POOL #G0-1224 FHLMC POOL #C0-1025 FHLMC POOL #C9-1361 FHLMC POOL #G0-1244 FHLMC POOL #C0-1079 FHLMC POOL #C9-1377 FHLMC POOL #G0-1443 FHLMC POOL #C0-1183 FHLMC POOL #C9-1403 FHLMC POOL #G0-1563 FHLMC POOL #C0-1435 FHLMC POOL #C9-1414 FHLMC POOL #G0-1564 FHLMC POOL #C0-1443 FHLMC POOL #C9-1437 FHLMC POOL #G0-1740 FHLMC POOL #C0-1598 FHLMC POOL #C9-1449 FHLMC POOL #G0-1818 FHLMC POOL #C0-1622 FHLMC POOL #C9-1707 FHLMC POOL #G0-1865 FHLMC POOL #C0-1648 FHLMC POOL #C9-1709 FHLMC POOL #G0-1963 FHLMC POOL #C0-1649 FHLMC POOL #C9-1710 FHLMC POOL #G0-2086 FHLMC POOL #C0-1676 FHLMC POOL #C9-1719 FHLMC POOL #G0-2096 FHLMC POOL #C0-1754 FHLMC POOL #C9-1724 FHLMC POOL #G0-2109 FHLMC POOL #C0-1848 FHLMC POOL #C9-1742 FHLMC POOL #G0-2163 FHLMC POOL #C0-3424 FHLMC POOL #C9-1798 FHLMC POOL #G0-2195 FHLMC POOL #C0-3478 FHLMC POOL #C9-1901 FHLMC POOL #G0-2386 FHLMC POOL #C0-3486 FHLMC POOL #C9-1910 FHLMC POOL #G0-2387 FHLMC POOL #C0-3489 FHLMC POOL #C9-1922 FHLMC POOL #G0-2408 FHLMC POOL #C0-3517 FHLMC POOL #C9-1927 FHLMC POOL #G0-2744 FHLMC POOL #C0-3920 FHLMC POOL #C9-1940 FHLMC POOL #G0-2977 FHLMC POOL #C0-4060 FHLMC POOL #D0-8897 FHLMC POOL #G0-2996 FHLMC POOL #C0-4446 FHLMC POOL #D1-4605 FHLMC POOL #G0-3150 FHLMC POOL #C0-4664 FHLMC POOL #D3-0395 FHLMC POOL #G0-3202 FHLMC POOL #C0-9004 FHLMC POOL #D5-6359 FHLMC POOL #G0-3362 FHLMC POOL #C0-9006 FHLMC POOL #D6-0034 FHLMC POOL #G0-3526 FHLMC POOL #C0-9013 FHLMC POOL #D6-2490 FHLMC POOL #G0-3589 FHLMC POOL #C0-9015 FHLMC POOL #D6-2619 FHLMC POOL #G0-3781 FHLMC POOL #C0-9022 FHLMC POOL #D6-4923 FHLMC POOL #G0-3819 FHLMC POOL #C0-9055 FHLMC POOL #D6-5085 FHLMC POOL #G0-4219 FHLMC POOL #C1-0246 FHLMC POOL #D6-7446 FHLMC POOL #G0-4249 FHLMC POOL #C1-7856 FHLMC POOL #D6-9416 FHLMC POOL #G0-4473 FHLMC POOL #C2-0618 FHLMC POOL #D6-9794 FHLMC POOL #G0-4544 FHLMC POOL #C2-1729 FHLMC POOL #D6-9896 FHLMC POOL #G0-4573 FHLMC POOL #C2-3082 FHLMC POOL #D7-0002 FHLMC POOL #G0-4586 FHLMC POOL #C2-6472 FHLMC POOL #D7-0604 FHLMC POOL #G0-4680 FHLMC POOL #C2-7495 FHLMC POOL #D7-2992 FHLMC POOL #G0-4691 FHLMC POOL #C4-2351 FHLMC POOL #D8-2248 FHLMC POOL #G0-4698 FHLMC POOL #C5-8962 FHLMC POOL #D9-6209 FHLMC POOL #G0-4715 FHLMC POOL #C6-0282 FHLMC POOL #E0-1377 FHLMC POOL #G0-4729 FHLMC POOL #C6-3904 FHLMC POOL #E0-1418 FHLMC POOL #G0-4776 FHLMC POOL #C7-4246 FHLMC POOL #E0-1424 FHLMC POOL #G0-4817 FHLMC POOL #C7-8238 FHLMC POOL #E0-1425 FHLMC POOL #G0-4895 FHLMC POOL #C7-8493 FHLMC POOL #E0-1481 FHLMC POOL #G0-4913 FHLMC POOL #C7-9885 FHLMC POOL #E0-1641 FHLMC POOL #G0-5132 FHLMC POOL #C8-0010 FHLMC POOL #E0-1653 FHLMC POOL #G0-5142 FHLMC POOL #C8-0298 FHLMC POOL #E0-1654 FHLMC POOL #G0-5169 FHLMC POOL #C8-0314 FHLMC POOL #E0-2710 FHLMC POOL #G0-5342 FHLMC POOL #C8-0322 FHLMC POOL #E0-3077 FHLMC POOL #G0-5397 FHLMC POOL #C8-0334 FHLMC POOL #E0-4124 FHLMC POOL #G0-5489 FHLMC POOL #C8-0344 FHLMC POOL #E9-3346 FHLMC POOL #G0-5527 FHLMC POOL #C8-0349 FHLMC POOL #E9-3956 FHLMC POOL #G0-6021 FHLMC POOL #C8-0354 FHLMC POOL #E9-5470 FHLMC POOL #G0-6066 FHLMC POOL #C8-0368 FHLMC POOL #E9-5694 FHLMC POOL #G0-6072

Page 30 of 96 Annual Report of Activities Pursuant to Act 44 of 2010 October 18, 2017

FHLMC POOL #G0-6087 FHLMC POOL #G0-8271 FHLMC POOL #G0-8732 FHLMC POOL #G0-6231 FHLMC POOL #G0-8331 FHLMC POOL #G0-8733 FHLMC POOL #G0-6359 FHLMC POOL #G0-8344 FHLMC POOL #G0-8737 FHLMC POOL #G0-6501 FHLMC POOL #G0-8353 FHLMC POOL #G0-8738 FHLMC POOL #G0-6596 FHLMC POOL #G0-8422 FHLMC POOL #G0-8741 FHLMC POOL #G0-6709 FHLMC POOL #G0-8451 FHLMC POOL #G0-8747 FHLMC POOL #G0-6941 FHLMC POOL #G0-8454 FHLMC POOL #G0-8748 FHLMC POOL #G0-6947 FHLMC POOL #G0-8488 FHLMC POOL #G0-8750 FHLMC POOL #G0-7032 FHLMC POOL #G0-8525 FHLMC POOL #G0-8751 FHLMC POOL #G0-7053 FHLMC POOL #G0-8528 FHLMC POOL #G0-8756 FHLMC POOL #G0-7075 FHLMC POOL #G0-8534 FHLMC POOL #G1-1399 FHLMC POOL #G0-7186 FHLMC POOL #G0-8537 FHLMC POOL #G1-1776 FHLMC POOL #G0-7195 FHLMC POOL #G0-8540 FHLMC POOL #G1-1981 FHLMC POOL #G0-7283 FHLMC POOL #G0-8541 FHLMC POOL #G1-2255 FHLMC POOL #G0-7375 FHLMC POOL #G0-8544 FHLMC POOL #G1-2438 FHLMC POOL #G0-7445 FHLMC POOL #G0-8554 FHLMC POOL #G1-2514 FHLMC POOL #G0-7491 FHLMC POOL #G0-8562 FHLMC POOL #G1-2710 FHLMC POOL #G0-7546 FHLMC POOL #G0-8563 FHLMC POOL #G1-2723 FHLMC POOL #G0-7559 FHLMC POOL #G0-8567 FHLMC POOL #G1-2766 FHLMC POOL #G0-7581 FHLMC POOL #G0-8572 FHLMC POOL #G1-2819 FHLMC POOL #G0-7583 FHLMC POOL #G0-8573 FHLMC POOL #G1-3078 FHLMC POOL #G0-7589 FHLMC POOL #G0-8581 FHLMC POOL #G1-3121 FHLMC POOL #G0-7605 FHLMC POOL #G0-8582 FHLMC POOL #G1-3137 FHLMC POOL #G0-7618 FHLMC POOL #G0-8583 FHLMC POOL #G1-3885 FHLMC POOL #G0-7662 FHLMC POOL #G0-8588 FHLMC POOL #G1-4047 FHLMC POOL #G0-7700 FHLMC POOL #G0-8591 FHLMC POOL #G1-4614 FHLMC POOL #G0-7794 FHLMC POOL #G0-8595 FHLMC POOL #G1-4953 FHLMC POOL #G0-7795 FHLMC POOL #G0-8605 FHLMC POOL #G1-4980 FHLMC POOL #G0-7825 FHLMC POOL #G0-8606 FHLMC POOL #G1-5097 FHLMC POOL #G0-7860 FHLMC POOL #G0-8614 FHLMC POOL #G1-5143 FHLMC POOL #G0-7884 FHLMC POOL #G0-8618 FHLMC POOL #G1-5144 FHLMC POOL #G0-7937 FHLMC POOL #G0-8624 FHLMC POOL #G1-5145 FHLMC POOL #G0-7961 FHLMC POOL #G0-8627 FHLMC POOL #G1-5167 FHLMC POOL #G0-7995 FHLMC POOL #G0-8628 FHLMC POOL #G1-5309 FHLMC POOL #G0-8004 FHLMC POOL #G0-8631 FHLMC POOL #G1-5352 FHLMC POOL #G0-8005 FHLMC POOL #G0-8632 FHLMC POOL #G1-8005 FHLMC POOL #G0-8020 FHLMC POOL #G0-8635 FHLMC POOL #G1-8009 FHLMC POOL #G0-8036 FHLMC POOL #G0-8650 FHLMC POOL #G1-8059 FHLMC POOL #G0-8046 FHLMC POOL #G0-8653 FHLMC POOL #G1-8100 FHLMC POOL #G0-8058 FHLMC POOL #G0-8654 FHLMC POOL #G1-8118 FHLMC POOL #G0-8062 FHLMC POOL #G0-8667 FHLMC POOL #G1-8156 FHLMC POOL #G0-8068 FHLMC POOL #G0-8669 FHLMC POOL #G1-8172 FHLMC POOL #G0-8072 FHLMC POOL #G0-8671 FHLMC POOL #G1-8214 FHLMC POOL #G0-8080 FHLMC POOL #G0-8672 FHLMC POOL #G1-8303 FHLMC POOL #G0-8081 FHLMC POOL #G0-8676 FHLMC POOL #G1-8306 FHLMC POOL #G0-8099 FHLMC POOL #G0-8677 FHLMC POOL #G1-8378 FHLMC POOL #G0-8100 FHLMC POOL #G0-8680 FHLMC POOL #G1-8398 FHLMC POOL #G0-8105 FHLMC POOL #G0-8681 FHLMC POOL #G1-8424 FHLMC POOL #G0-8106 FHLMC POOL #G0-8682 FHLMC POOL #G1-8459 FHLMC POOL #G0-8112 FHLMC POOL #G0-8687 FHLMC POOL #G1-8470 FHLMC POOL #G0-8116 FHLMC POOL #G0-8693 FHLMC POOL #G1-8472 FHLMC POOL #G0-8117 FHLMC POOL #G0-8694 FHLMC POOL #G1-8485 FHLMC POOL #G0-8129 FHLMC POOL #G0-8697 FHLMC POOL #G1-8505 FHLMC POOL #G0-8152 FHLMC POOL #G0-8698 FHLMC POOL #G1-8508 FHLMC POOL #G0-8157 FHLMC POOL #G0-8702 FHLMC POOL #G1-8509 FHLMC POOL #G0-8193 FHLMC POOL #G0-8706 FHLMC POOL #G1-8512 FHLMC POOL #G0-8200 FHLMC POOL #G0-8710 FHLMC POOL #G1-8514 FHLMC POOL #G0-8232 FHLMC POOL #G0-8711 FHLMC POOL #G1-8518 FHLMC POOL #G0-8238 FHLMC POOL #G0-8729 FHLMC POOL #G1-8521

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FHLMC POOL #G1-8527 FHLMC POOL #J1-3919 FHLMC POOL #Q3-9123 FHLMC POOL #G1-8533 FHLMC POOL #J1-5723 FHLMC POOL #Q3-9359 FHLMC POOL #G1-8534 FHLMC POOL #J1-6710 FHLMC POOL #Q4-1087 FHLMC POOL #G1-8561 FHLMC POOL #J1-7343 FHLMC POOL #Q4-1208 FHLMC POOL #G1-8568 FHLMC POOL #J1-7449 FHLMC POOL #Q4-1903 FHLMC POOL #G1-8570 FHLMC POOL #J1-7853 FHLMC POOL #Q4-2019 FHLMC POOL #G1-8575 FHLMC POOL #J1-8061 FHLMC POOL #Q4-3072 FHLMC POOL #G1-8578 FHLMC POOL #J2-0832 FHLMC POOL #Q4-3158 FHLMC POOL #G1-8581 FHLMC POOL #J2-1454 FHLMC POOL #Q4-3933 FHLMC POOL #G1-8587 FHLMC POOL #J2-3434 FHLMC POOL #Q4-4452 FHLMC POOL #G1-8601 FHLMC POOL #J2-3913 FHLMC POOL #Q4-4663 FHLMC POOL #G1-8619 FHLMC POOL #J3-2653 FHLMC POOL #V6-0904 FHLMC POOL #G1-8626 FHLMC POOL #J3-2749 FHLMC POOL #V8-0353 FHLMC POOL #G1-8642 FHLMC POOL #J3-5833 FHLMC POOL #V8-1430 FHLMC POOL #G3-0615 FHLMC POOL #J3-5896 FHLMC POOL #V8-1873 FHLMC POOL #G3-0945 FHLMC POOL #J3-6715 FHLMC POOL #V8-3070 FHLMC POOL #G3-0996 FHLMC POOL #K9-0311 FHLMC POOL #Z4-0045 FHLMC POOL #G3-0999 FHLMC POOL #M3-0294 FHLMC POOL #Z4-0092 FHLMC POOL #G6-0020 FHLMC POOL #M3-0295 FHLMC MULTICLASS CTF 3684 CM FHLMC POOL #G6-0113 FHLMC POOL #Q0-0080 FHLMC MULTICLASS CTF 3994 AE FHLMC POOL #G6-0148 FHLMC POOL #Q0-0093 FHLMC MULTICLASS CTF 4050 FHLMC POOL #G6-0187 FHLMC POOL #Q0-0879 EIIO FHLMC POOL #G6-0194 FHLMC POOL #Q0-1485 FHLMC MULTICLASS CTF 4050 ND FHLMC POOL #G6-0257 FHLMC POOL #Q0-1614 FHLMC MULTICLASS MT FHLMC POOL #G6-0385 FHLMC POOL #Q0-2317 FHLMC MULTICLASS MTG FHLMC POOL #G6-0409 FHLMC POOL #Q0-2576 FHLMC MULTICLASS MTG 2534 PH FHLMC POOL #G6-0421 FHLMC POOL #Q0-3310 FHLMC MULTICLASS MTG 2624 QH FHLMC POOL #G6-0473 FHLMC POOL #Q0-4032 FHLMC MULTICLASS MTG 2632 AB FHLMC POOL #G6-0494 FHLMC POOL #Q0-4088 FHLMC MULTICLASS MTG 2645 DA FHLMC POOL #G6-0547 FHLMC POOL #Q0-6750 FHLMC MULTICLASS MTG 2677 LE FHLMC POOL #G6-0596 FHLMC POOL #Q0-7465 FHLMC MULTICLASS MTG 2697 LG FHLMC POOL #G6-0615 FHLMC POOL #Q0-7488 FHLMC MULTICLASS MTG 2725 TA FHLMC POOL #G6-0616 FHLMC POOL #Q0-8760 FHLMC MULTICLASS MTG 2773 EG FHLMC POOL #G6-0647 FHLMC POOL #Q0-8903 FHLMC MULTICLASS MTG 2958 QD FHLMC POOL #G6-0672 FHLMC POOL #Q0-9896 FHLMC MULTICLASS MTG 2958 QJ FHLMC POOL #G6-0722 FHLMC POOL #Q1-1220 FHLMC MULTICLASS MTG 2976 HZ FHLMC POOL #G6-0738 FHLMC POOL #Q1-1348 FHLMC MULTICLASS MTG 2981 NE FHLMC POOL #G6-0855 FHLMC POOL #Q1-3637 FHLMC MULTICLASS MTG 299 S1 FHLMC POOL #G6-1024 FHLMC POOL #Q1-5062 IO FHLMC POOL #G6-7702 FHLMC POOL #Q1-5885 FHLMC MULTICLASS MTG 3114 KZ FHLMC POOL #J0-0645 FHLMC POOL #Q1-7133 FHLMC MULTICLASS MTG 3123 HT FHLMC POOL #J0-3519 FHLMC POOL #Q1-8305 FHLMC MULTICLASS MTG 3294 DB FHLMC POOL #J0-3908 FHLMC POOL #Q1-8882 FHLMC MULTICLASS MTG 3535 CA FHLMC POOL #J0-4292 FHLMC POOL #Q2-0100 FHLMC MULTICLASS MTG 3558 G FHLMC POOL #J0-4324 FHLMC POOL #Q2-0416 FHLMC MULTICLASS MTG 3571 FHLMC POOL #J0-5227 FHLMC POOL #Q2-0614 MY FHLMC POOL #J0-6405 FHLMC POOL #Q2-0921 FHLMC MULTICLASS MTG 3581 D FHLMC POOL #J0-6644 FHLMC POOL #Q2-2877 FHLMC MULTICLASS MTG 3591 GJ FHLMC POOL #J0-8449 FHLMC POOL #Q2-4418 FHLMC MULTICLASS MTG 3599 DY FHLMC POOL #J0-9534 FHLMC POOL #Q2-4955 FHLMC MULTICLASS MTG 3653 B FHLMC POOL #J0-9954 FHLMC POOL #Q2-7286 FHLMC MULTICLASS MTG 3656 PM FHLMC POOL #J1-0573 FHLMC POOL #Q2-8060 FHLMC MULTICLASS MTG 3693 BD FHLMC POOL #J1-0632 FHLMC POOL #Q2-8202 FHLMC MULTICLASS MTG 3704 DC FHLMC POOL #J1-1210 FHLMC POOL #Q2-9697 FHLMC MULTICLASS MTG 3722 CA FHLMC POOL #J1-1370 FHLMC POOL #Q2-9916 FHLMC MULTICLASS MTG 3735 AL FHLMC POOL #J1-1719 FHLMC POOL #Q3-0145 FHLMC MULTICLASS MTG 3737 GA FHLMC POOL #J1-1994 FHLMC POOL #Q3-1296 FHLMC MULTICLASS MTG 3740 PD FHLMC POOL #J1-2439 FHLMC POOL #Q3-4158 FHLMC MULTICLASS MTG 3741 PA FHLMC POOL #J1-3843 FHLMC POOL #Q3-7992 FHLMC MULTICLASS MTG 3795 ED

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FHLMC MULTICLASS MTG 3815 BD FHLMC MULTICLASS MTG K006 FIELMANN AG FHLMC MULTICLASS MTG 3840 VB AX1 FIESTA RESTAURANT GROUP INC FHLMC MULTICLASS MTG 3875 AG FHLMC MULTICLASS MTG K007 A1 FIFTH STREET ASSET FHLMC MULTICLASS MTG 3945 A FHLMC MULTICLASS MTG K011 X3 MANAGEMENT FHLMC MULTICLASS MTG 3961 PD FHLMC MULTICLASS MTG K012 A2 FIFTH STREET FINANCE CORP FHLMC MULTICLASS MTG 3970 KB FHLMC MULTICLASS MTG K013 A2 FIFTH STREET SENIOR 1A A 144A FHLMC MULTICLASS MTG 3983 FHLMC MULTICLASS MTG K013 X3 FIFTH STREET SLF I 2A A1T 144A MG FHLMC MULTICLASS MTG K017 A2 FIFTH THIRD AUTO TRUST 20 1 A3 FHLMC MULTICLASS MTG 4017 FHLMC MULTICLASS MTG K019 X1 FIFTH THIRD BANCORP MA FHLMC MULTICLASS MTG K021 X1 /CINCINNATI FHLMC MULTICLASS MTG 4057 BZ FHLMC MULTICLASS MTG K025 X1 OH FHLMC MULTICLASS MTG 4097 DC FHLMC MULTICLASS MTG K031 A2 FIGUEROA CLO 2013-2 2A BR 144A FHLMC MULTICLASS MTG 4097 PB FHLMC MULTICLASS MTG K032 A1 FIGUEROA CLO 2013-2 2A CR 144A FHLMC MULTICLASS MTG 4101 WI FHLMC MULTICLASS MTG K032 A2 FIH MOBILE LTD FHLMC MULTICLASS MTG 4109 AI FHLMC MULTICLASS MTG K040 A2 FII BTG PACTUAL CORPORATE FHLMC MULTICLASS MTG 4120 FHLMC MULTICLASS MTG K048 A1 OFFI IKIO FHLMC MULTICLASS MTG K048 A2 FILLMORE WEST FUND LP FHLMC MULTICLASS MTG 4146 FHLMC MULTICLASS MTG K049 A2 FILTRATION GRP COV-LT TLB IAIO FHLMC MULTICLASS MTG K053 A1 FILTRONA PLC CFD FHLMC MULTICLASS MTG 4149 ZG FHLMC MULTICLASS MTG K058 A1 FINANCIAL ENGINES INC FHLMC MULTICLASS MTG 4159 FHLMC MULTICLASS MTG K061 A1 FINANCIAL INSTITUTIONS INC KSIO FHLMC MULTICLASS MTG K061 A2 FINANCIAL SELECT SECTOR SPDR FHLMC MULTICLASS MTG 4163 YL FHLMC MULTICLASS MTG K063 A2 FINANCING CORP STRIP FHLMC MULTICLASS MTG 4181 DI FHLMC MULTICLASS MTG K064 A2 FINANCING CORP STRIP PO FHLMC MULTICLASS MTG 4185 LI FHLMC MULTICLASS MTG K710 A2 FINCANTIERI SPA FHLMC MULTICLASS MTG 4191 CI FHLMC MULTICLASS MTG K714 A1 FINECOBANK BANCA FINECO CFD FHLMC MULTICLASS MTG 4266 LG FHLMC MULTICLASS MTG K719 A1 FINECOBANK BANCA FINECO SPA FHLMC MULTICLASS MTG 4285 BA FHLMC MULTICLASS MTG K722 A1 FINISAR CORP FHLMC MULTICLASS MTG 4435 DY FHLMC MULTICLASS MTG K725 A2 FINISH LINE INC/THE FHLMC MULTICLASS MTG 4457 KZ FHLMC MULTICLASS MTG K726 A2 FINNING INTERNATIONAL INC FHLMC MULTICLASS MTG 4504 IO FHLMC MULTICLASS MTG KAIV FIREEYE INC FHLMC MULTICLASS MTG 4527 CI X2 FIRST ADVANTAGE 6/15 COV-LITE FHLMC MULTICLASS MTG 4537 HA FHLMC MULTICLASS MTG KF12 A FIRST AMERICAN FINANCIAL FHLMC MULTICLASS MTG 4592 FHLMC MULTICLASS MTG KF22 A CORP WT FHLMC MULTICLASS MTG KF27 FIRST BANCORP INC/ME FHLMC MULTICLASS MTG 4594 SG CL A FIRST BANCORP/PUERTO RICO FHLMC MULTICLASS MTG 4614 HB FHLMC MULTICLASS MTG KF29 A FIRST BANCORP/SOUTHERN PINES FHLMC MULTICLASS MTG 4623 LZ FHLMC MULTICLASS MTG KJ13 A1 N FHLMC MULTICLASS MTG 4623 FHLMC MULTICLASS MTG KJ13 A2 FIRST BANCSHARES INC/THE MW FHLMC MULTICLASS MTG KJ14 A1 FIRST BANK OF NIGERIA LTD FHLMC MULTICLASS MTG 4625 BI FHLMC MULTICLASS MTG KS03 A4 REGS FHLMC MULTICLASS MTG 4625 PZ FHLMC MULTICLASS ST FIRST BANK OF TOYAMA LTD/THE FHLMC MULTICLASS MTG 4631 LJ FIAT CHRYSLER AUTOMOBILES FIRST BUSEY CORP FHLMC MULTICLASS MTG 4640 LB NV FIRST BUSINESS FINANCIAL SERVI FHLMC MULTICLASS MTG 4644 GI FIAT CHRYSLER AUTOMOBILES FIRST CAPITAL REALTY INC FHLMC MULTICLASS MTG 4648 MZ NV C FIRST CITIZENS BANCSHARES FHLMC MULTICLASS MTG 4655 WI FIBRA UNO ADMINISTRACION SA INC/ FHLMC MULTICLASS MTG 4657 DE FIRST COMMONWEALTH NW CELULOSE SA FINANCIAL C FHLMC MULTICLASS MTG 4660 GI FIBROGEN INC FIRST COMMUNITY BANCSHARES FHLMC MULTICLASS MTG 4663 AI FIDEA HOLDINGS CO LTD INC FHLMC MULTICLASS MTG 4665 NI FIDEICOMISO PA COSTERA 144A FIRST COMMUNITY FINANCIAL FHLMC MULTICLASS MTG 4667 LA FIDELITY & GUARANTY LIFE PART FHLMC MULTICLASS MTG 56 A5 FIDELITY BANK PLC 144A FIRST CONNECTICUT BANCORP FHLMC MULTICLASS MTG 58 2A FIDELITY NATIONAL INC/ FHLMC MULTICLASS MTG 75 A1 INFORMATION FIRST DATA 4/17 TL FHLMC MULTICLASS MTG K003 A4 FIDELITY REAL ESTATE FIRST DATA 6/17 TL FHLMC MULTICLASS MTG K004 A2 FIDELITY SOUTHERN CORP FIRST DATA CORP FIDESSA GROUP PLC FIRST DATA CORP 144A

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FIRST DEFIANCE FINANCIAL CORP FLEXION THERAPEUTICS INC FNMA POOL #0190257 FIRST EAGLE 12/15 COV-LITE FLEXSTEEL INDUSTRIES INC FNMA POOL #0190352 FIRST EAGLE 4/17 COV-LITE TLB TRAVEL GROUP FNMA POOL #0190370 FIRST FINANCIAL BANCORP LTD FNMA POOL #0190379 FIRST FINANCIAL BANKSHARES FLIR SYSTEMS INC FNMA POOL #0190396 INC FLOOR & DECOR HOLDINGS INC FNMA POOL #0190544 FIRST FINANCIAL CORP/IN FLORIDA EAST COAST HOLDIN FNMA POOL #0224747 FIRST FINANCIAL NORTHWEST 144A FNMA POOL #0235038 INC FLORIDA GAS TRANSMISSION FNMA POOL #0236087 FIRST FOUNDATION INC 144A FNMA POOL #0250059 FIRST GUARANTY BANCSHARES FLORIDA POWER & LIGHT CO FNMA POOL #0250102 INC FLORIDA ST HSG FIN CORP FNMA POOL #0250103 FIRST HAWAIIAN INC REVENU FNMA POOL #0250329 FIRST HORIZON NATIONAL CORP FLORIDA ST HURRICANE FNMA POOL #0250330 FIRST INDUSTRIAL REALTY CATASTROP FNMA POOL #0250433 TRUST FLOTEK INDUSTRIES INC FNMA POOL #0250440 FIRST INTERNET BANCORP FLOWERS FOODS INC FNMA POOL #0250576 FIRST INTERSTATE BANCSYSTEM FLOWSERVE CORP FNMA POOL #0250587 IN FLSMIDTH & CO A/S FNMA POOL #0250673 FIRST MERCHANTS CORP FLUGHAFEN AG FNMA POOL #0250787 FIRST MID-ILLINOIS BANCSHARES FLUIDIGM CORP FNMA POOL #0250799 INC/IL FLUOR CORP FNMA POOL #0251191 FIRST NORTHWEST BANCORP FLUSHING FINANCIAL CORP FNMA POOL #0251498 FIRST OF LONG ISLAND CORP/THE LEASING LTD FNMA POOL #0252023 FIRST PACIFIC CO LTD/HONG FMC CORP FNMA POOL #0252093 KONG FMS WERTMANAGEMENT AOER FNMA POOL #0252162 FIRST POTOMAC REALTY TRUST FNAC DARTY SA FNMA POOL #0252211 FIRST QUANTUM MINERALS LT FNB BANCORP/CA FNMA POOL #0252724 144A FNB CORP/PA FNMA POOL #0253112 FIRST QUANTUM MINERALS LTD FNF GROUP FNMA POOL #0254090 FIRST REPUBLIC BANK/CA FNFV GROUP FNMA POOL #0254440 FIRST RESERVE FD XII LP FNMA POOL #0044158 FNMA POOL #0254511 FIRST RESERVE FUND X LP FNMA POOL #0050038 FNMA POOL #0254522 FIRST RESERVE FUND XI FNMA POOL #0050150 FNMA POOL #0254548 FIRST RESOURCES LTD FNMA POOL #0050226 FNMA POOL #0254631 FIRST INVESTMENTS FNMA POOL #0050259 FNMA POOL #0254684 LTD FNMA POOL #0050260 FNMA POOL #0254693 FIRST SOLAR INC FNMA POOL #0050285 FNMA POOL #0254719 FIRST TRACTOR CO LTD FNMA POOL #0050291 FNMA POOL #0254759 FIRSTCASH INC FNMA POOL #0050292 FNMA POOL #0254766 FIRSTENERGY CORP FNMA POOL #0050353 FNMA POOL #0254767 FIRSTGROUP PLC CFD FNMA POOL #0050393 FNMA POOL #0254799 FIRSTRAND LTD FNMA POOL #0050403 FNMA POOL #0254803 FIRSTSERVICE CORP FNMA POOL #0050432 FNMA POOL #0254868 FISERV INC FNMA POOL #0050492 FNMA POOL #0254903 FISHERS LANE ASSOCIATES L FNMA POOL #0050525 FNMA POOL #0254907 144A FNMA POOL #0050715 FNMA POOL #0254982 FITBIT INC FNMA POOL #0050966 FNMA POOL #0255270 INC FNMA POOL #0070692 FNMA POOL #0255436 FUNDING L 1A A2 144A FNMA POOL #0124087 FNMA POOL #0255456 FIVE POINT HOLDINGS LLC FNMA POOL #0124173 FNMA POOL #0255666 FIVE PRIME THERAPEUTICS INC FNMA POOL #0124499 FNMA POOL #0255706 FIVE9 INC FNMA POOL #0124790 FNMA POOL #0255765 FJ NEXT CO LTD FNMA POOL #0137768 FNMA POOL #0255857 FLAGSTAR BANCORP INC FNMA POOL #0155011 FNMA POOL #0255898 FLEETCOR TECHNOLOGIES INC FNMA POOL #0156831 FNMA POOL #0255935 LTD FNMA POOL #0159613 FNMA POOL #0256022 FLEX ACQUISITION CO INC 144A FNMA POOL #0171930 FNMA POOL #0256196 FLEX LTD FNMA POOL #0190027 FNMA POOL #0256269

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FNMA POOL #0256339 FNMA POOL #0471938 FNMA POOL #0725238 FNMA POOL #0256517 FNMA POOL #0500565 FNMA POOL #0725401 FNMA POOL #0256712 FNMA POOL #0504732 FNMA POOL #0725423 FNMA POOL #0256751 FNMA POOL #0535249 FNMA POOL #0725445 FNMA POOL #0256808 FNMA POOL #0535332 FNMA POOL #0725463 FNMA POOL #0256855 FNMA POOL #0544367 FNMA POOL #0725610 FNMA POOL #0256896 FNMA POOL #0545605 FNMA POOL #0725704 FNMA POOL #0256900 FNMA POOL #0545759 FNMA POOL #0725706 FNMA POOL #0256959 FNMA POOL #0545819 FNMA POOL #0725772 FNMA POOL #0257016 FNMA POOL #0545903 FNMA POOL #0725773 FNMA POOL #0257057 FNMA POOL #0545966 FNMA POOL #0725793 FNMA POOL #0257101 FNMA POOL #0545993 FNMA POOL #0726251 FNMA POOL #0257132 FNMA POOL #0545998 FNMA POOL #0726891 FNMA POOL #0257163 FNMA POOL #0555229 FNMA POOL #0727370 FNMA POOL #0257203 FNMA POOL #0555327 FNMA POOL #0731421 FNMA POOL #0257275 FNMA POOL #0555528 FNMA POOL #0731773 FNMA POOL #0257490 FNMA POOL #0555531 FNMA POOL #0734310 FNMA POOL #0257536 FNMA POOL #0555956 FNMA POOL #0735016 FNMA POOL #0268894 FNMA POOL #0596693 FNMA POOL #0735061 FNMA POOL #0281067 FNMA POOL #0617275 FNMA POOL #0735288 FNMA POOL #0300064 FNMA POOL #0633869 FNMA POOL #0735408 FNMA POOL #0303700 FNMA POOL #0634584 FNMA POOL #0735484 FNMA POOL #0303948 FNMA POOL #0644524 FNMA POOL #0735500 FNMA POOL #0304213 FNMA POOL #0648900 FNMA POOL #0735676 FNMA POOL #0310104 FNMA POOL #0649642 FNMA POOL #0735720 FNMA POOL #0310105 FNMA POOL #0651387 FNMA POOL #0735839 FNMA POOL #0310112 FNMA POOL #0651921 FNMA POOL #0735893 FNMA POOL #0310141 FNMA POOL #0661629 FNMA POOL #0735925 FNMA POOL #0310157 FNMA POOL #0663075 FNMA POOL #0738387 FNMA POOL #0310164 FNMA POOL #0663218 FNMA POOL #0738611 FNMA POOL #0313685 FNMA POOL #0665497 FNMA POOL #0740916 FNMA POOL #0318557 FNMA POOL #0672785 FNMA POOL #0741907 FNMA POOL #0331401 FNMA POOL #0675944 FNMA POOL #0743867 FNMA POOL #0333670 FNMA POOL #0676657 FNMA POOL #0745093 FNMA POOL #0333862 FNMA POOL #0676682 FNMA POOL #0745096 FNMA POOL #0339094 FNMA POOL #0678028 FNMA POOL #0745275 FNMA POOL #0342534 FNMA POOL #0687243 FNMA POOL #0745412 FNMA POOL #0344042 FNMA POOL #0687853 FNMA POOL #0745418 FNMA POOL #0344742 FNMA POOL #0688598 FNMA POOL #0745515 FNMA POOL #0346284 FNMA POOL #0689070 FNMA POOL #0745524 FNMA POOL #0348107 FNMA POOL #0689741 FNMA POOL #0745563 FNMA POOL #0357797 FNMA POOL #0694982 FNMA POOL #0745802 FNMA POOL #0364470 FNMA POOL #0695893 FNMA POOL #0745932 FNMA POOL #0387520 FNMA POOL #0696188 FNMA POOL #0745946 FNMA POOL #0399566 FNMA POOL #0697053 FNMA POOL #0745948 FNMA POOL #0401984 FNMA POOL #0697253 FNMA POOL #0746555 FNMA POOL #0451118 FNMA POOL #0703328 FNMA POOL #0747815 FNMA POOL #0452372 FNMA POOL #0704756 FNMA POOL #0752463 FNMA POOL #0463331 FNMA POOL #0705407 FNMA POOL #0752908 FNMA POOL #0463535 FNMA POOL #0705537 FNMA POOL #0754052 FNMA POOL #0463777 FNMA POOL #0708507 FNMA POOL #0754208 FNMA POOL #0465872 FNMA POOL #0709307 FNMA POOL #0755598 FNMA POOL #0466284 FNMA POOL #0710619 FNMA POOL #0756933 FNMA POOL #0466866 FNMA POOL #0720598 FNMA POOL #0759604 FNMA POOL #0467231 FNMA POOL #0723406 FNMA POOL #0761365 FNMA POOL #0469616 FNMA POOL #0723908 FNMA POOL #0762518 FNMA POOL #0469632 FNMA POOL #0725205 FNMA POOL #0764201 FNMA POOL #0470631 FNMA POOL #0725231 FNMA POOL #0766806 FNMA POOL #0471574 FNMA POOL #0725232 FNMA POOL #0768541

Page 35 of 96 Annual Report of Activities Pursuant to Act 44 of 2010 October 18, 2017

FNMA POOL #0769790 FNMA POOL #0864632 FNMA POOL #0902485 FNMA POOL #0770078 FNMA POOL #0865684 FNMA POOL #0902564 FNMA POOL #0772617 FNMA POOL #0867628 FNMA POOL #0903510 FNMA POOL #0775364 FNMA POOL #0868809 FNMA POOL #0905946 FNMA POOL #0776746 FNMA POOL #0870771 FNMA POOL #0908854 FNMA POOL #0776971 FNMA POOL #0872758 FNMA POOL #0909530 FNMA POOL #0777209 FNMA POOL #0878200 FNMA POOL #0910936 FNMA POOL #0777357 FNMA POOL #0878446 FNMA POOL #0912666 FNMA POOL #0778345 FNMA POOL #0879008 FNMA POOL #0912852 FNMA POOL #0779699 FNMA POOL #0880170 FNMA POOL #0917814 FNMA POOL #0780890 FNMA POOL #0880871 FNMA POOL #0918554 FNMA POOL #0781861 FNMA POOL #0880967 FNMA POOL #0918941 FNMA POOL #0782359 FNMA POOL #0881229 FNMA POOL #0922275 FNMA POOL #0782554 FNMA POOL #0882129 FNMA POOL #0922386 FNMA POOL #0783579 FNMA POOL #0882481 FNMA POOL #0923382 FNMA POOL #0783813 FNMA POOL #0886958 FNMA POOL #0923384 FNMA POOL #0788519 FNMA POOL #0888090 FNMA POOL #0924952 FNMA POOL #0790791 FNMA POOL #0888129 FNMA POOL #0928000 FNMA POOL #0791726 FNMA POOL #0888209 FNMA POOL #0928994 FNMA POOL #0792082 FNMA POOL #0888222 FNMA POOL #0929079 FNMA POOL #0797491 FNMA POOL #0888223 FNMA POOL #0929718 FNMA POOL #0802815 FNMA POOL #0888233 FNMA POOL #0929823 FNMA POOL #0804880 FNMA POOL #0888284 FNMA POOL #0929964 FNMA POOL #0807672 FNMA POOL #0888430 FNMA POOL #0930819 FNMA POOL #0807979 FNMA POOL #0888569 FNMA POOL #0930871 FNMA POOL #0810706 FNMA POOL #0888760 FNMA POOL #0930942 FNMA POOL #0810851 FNMA POOL #0888795 FNMA POOL #0931592 FNMA POOL #0814981 FNMA POOL #0888829 FNMA POOL #0931988 FNMA POOL #0815976 FNMA POOL #0888893 FNMA POOL #0932282 FNMA POOL #0817677 FNMA POOL #0889174 FNMA POOL #0932387 FNMA POOL #0819260 FNMA POOL #0889455 FNMA POOL #0932658 FNMA POOL #0820386 FNMA POOL #0889533 FNMA POOL #0933736 FNMA POOL #0821603 FNMA POOL #0889561 FNMA POOL #0933796 FNMA POOL #0821730 FNMA POOL #0889579 FNMA POOL #0933998 FNMA POOL #0821890 FNMA POOL #0889729 FNMA POOL #0935487 FNMA POOL #0822083 FNMA POOL #0889834 FNMA POOL #0937346 FNMA POOL #0822993 FNMA POOL #0889974 FNMA POOL #0938298 FNMA POOL #0824605 FNMA POOL #0889996 FNMA POOL #0939564 FNMA POOL #0826436 FNMA POOL #0890226 FNMA POOL #0939685 FNMA POOL #0829296 FNMA POOL #0890230 FNMA POOL #0940772 FNMA POOL #0832649 FNMA POOL #0890246 FNMA POOL #0941136 FNMA POOL #0833502 FNMA POOL #0890247 FNMA POOL #0942198 FNMA POOL #0835144 FNMA POOL #0890296 FNMA POOL #0942291 FNMA POOL #0835760 FNMA POOL #0890297 FNMA POOL #0942766 FNMA POOL #0836390 FNMA POOL #0890362 FNMA POOL #0943436 FNMA POOL #0836391 FNMA POOL #0890604 FNMA POOL #0943999 FNMA POOL #0836681 FNMA POOL #0890618 FNMA POOL #0944116 FNMA POOL #0838792 FNMA POOL #0892566 FNMA POOL #0944227 FNMA POOL #0840574 FNMA POOL #0893511 FNMA POOL #0946833 FNMA POOL #0842249 FNMA POOL #0894903 FNMA POOL #0947894 FNMA POOL #0843486 FNMA POOL #0896535 FNMA POOL #0948631 FNMA POOL #0846573 FNMA POOL #0897100 FNMA POOL #0950994 FNMA POOL #0846586 FNMA POOL #0897494 FNMA POOL #0953926 FNMA POOL #0848324 FNMA POOL #0898126 FNMA POOL #0956075 FNMA POOL #0848640 FNMA POOL #0899303 FNMA POOL #0957560 FNMA POOL #0848981 FNMA POOL #0899387 FNMA POOL #0958314 FNMA POOL #0849183 FNMA POOL #0899611 FNMA POOL #0958861 FNMA POOL #0851056 FNMA POOL #0899788 FNMA POOL #0960445 FNMA POOL #0852945 FNMA POOL #0900294 FNMA POOL #0960482

Page 36 of 96 Annual Report of Activities Pursuant to Act 44 of 2010 October 18, 2017

FNMA POOL #0962280 FNMA POOL #0AB6632 FNMA POOL #0AE0217 FNMA POOL #0962589 FNMA POOL #0AB7766 FNMA POOL #0AE0218 FNMA POOL #0962875 FNMA POOL #0AB7848 FNMA POOL #0AE0349 FNMA POOL #0962989 FNMA POOL #0AB8152 FNMA POOL #0AE0392 FNMA POOL #0963539 FNMA POOL #0AB8472 FNMA POOL #0AE0394 FNMA POOL #0963958 FNMA POOL #0AB8897 FNMA POOL #0AE0451 FNMA POOL #0964570 FNMA POOL #0AB8906 FNMA POOL #0AE0484 FNMA POOL #0966327 FNMA POOL #0AB8925 FNMA POOL #0AE0615 FNMA POOL #0968227 FNMA POOL #0AB9186 FNMA POOL #0AE0616 FNMA POOL #0968975 FNMA POOL #0AB9255 FNMA POOL #0AE0676 FNMA POOL #0970343 FNMA POOL #0AB9557 FNMA POOL #0AE0698 FNMA POOL #0973477 FNMA POOL #0AB9749 FNMA POOL #0AE0828 FNMA POOL #0981723 FNMA POOL #0AB9757 FNMA POOL #0AE0947 FNMA POOL #0981802 FNMA POOL #0AB9864 FNMA POOL #0AE0949 FNMA POOL #0981861 FNMA POOL #0AB9965 FNMA POOL #0AE4446 FNMA POOL #0982834 FNMA POOL #0AC0039 FNMA POOL #0AE4578 FNMA POOL #0983227 FNMA POOL #0AC1524 FNMA POOL #0AE4588 FNMA POOL #0983471 FNMA POOL #0AC2387 FNMA POOL #0AE6058 FNMA POOL #0984046 FNMA POOL #0AC2796 FNMA POOL #0AE6984 FNMA POOL #0984281 FNMA POOL #0AC2953 FNMA POOL #0AE7704 FNMA POOL #0985559 FNMA POOL #0AC4427 FNMA POOL #0AE7758 FNMA POOL #0990713 FNMA POOL #0AC5136 FNMA POOL #0AE8748 FNMA POOL #0994318 FNMA POOL #0AC5407 FNMA POOL #0AH0829 FNMA POOL #0995018 FNMA POOL #0AC6097 FNMA POOL #0AH0936 FNMA POOL #0995020 FNMA POOL #0AC6608 FNMA POOL #0AH1903 FNMA POOL #0995050 FNMA POOL #0AC7542 FNMA POOL #0AH5583 FNMA POOL #0995088 FNMA POOL #0AC8517 FNMA POOL #0AH6783 FNMA POOL #0995089 FNMA POOL #0AD0166 FNMA POOL #0AH6790 FNMA POOL #0995112 FNMA POOL #0AD0198 FNMA POOL #0AH7288 FNMA POOL #0995158 FNMA POOL #0AD0209 FNMA POOL #0AH7523 FNMA POOL #0995182 FNMA POOL #0AD0249 FNMA POOL #0AH8423 FNMA POOL #0995245 FNMA POOL #0AD0430 FNMA POOL #0AI1007 FNMA POOL #0995370 FNMA POOL #0AD0490 FNMA POOL #0AI1070 FNMA POOL #0995373 FNMA POOL #0AD0527 FNMA POOL #0AI2310 FNMA POOL #0995738 FNMA POOL #0AD0571 FNMA POOL #0AI3422 FNMA POOL #0AA0317 FNMA POOL #0AD0577 FNMA POOL #0AI3487 FNMA POOL #0AA0914 FNMA POOL #0AD0664 FNMA POOL #0AI3780 FNMA POOL #0AA1740 FNMA POOL #0AD0880 FNMA POOL #0AI6153 FNMA POOL #0AA2139 FNMA POOL #0AD0912 FNMA POOL #0AI6497 FNMA POOL #0AA3049 FNMA POOL #0AD0919 FNMA POOL #0AI6643 FNMA POOL #0AA3267 FNMA POOL #0AD0963 FNMA POOL #0AI7410 FNMA POOL #0AA4536 FNMA POOL #0AD1593 FNMA POOL #0AI7962 FNMA POOL #0AA6951 FNMA POOL #0AD1608 FNMA POOL #0AI8447 FNMA POOL #0AA7681 FNMA POOL #0AD3076 FNMA POOL #0AI9691 FNMA POOL #0AA7706 FNMA POOL #0AD3812 FNMA POOL #0AI9740 FNMA POOL #0AB0109 FNMA POOL #0AD4101 FNMA POOL #0AI9873 FNMA POOL #0AB0299 FNMA POOL #0AD4184 FNMA POOL #0AI9874 FNMA POOL #0AB0339 FNMA POOL #0AD4927 FNMA POOL #0AJ0036 FNMA POOL #0AB2052 FNMA POOL #0AD5137 FNMA POOL #0AJ0351 FNMA POOL #0AB2078 FNMA POOL #0AD5506 FNMA POOL #0AJ1441 FNMA POOL #0AB2813 FNMA POOL #0AD7698 FNMA POOL #0AJ4035 FNMA POOL #0AB2894 FNMA POOL #0AD7784 FNMA POOL #0AJ4087 FNMA POOL #0AB2896 FNMA POOL #0AD8529 FNMA POOL #0AJ5301 FNMA POOL #0AB2959 FNMA POOL #0AD8538 FNMA POOL #0AJ5679 FNMA POOL #0AB3272 FNMA POOL #0AE0030 FNMA POOL #0AJ6387 FNMA POOL #0AB3993 FNMA POOL #0AE0154 FNMA POOL #0AJ7689 FNMA POOL #0AB4807 FNMA POOL #0AE0207 FNMA POOL #0AJ8198 FNMA POOL #0AB5372 FNMA POOL #0AE0213 FNMA POOL #0AJ8796 FNMA POOL #0AB6389 FNMA POOL #0AE0215 FNMA POOL #0AJ9278

Page 37 of 96 Annual Report of Activities Pursuant to Act 44 of 2010 October 18, 2017

FNMA POOL #0AJ9282 FNMA POOL #0AL7501 FNMA POOL #0AS0016 FNMA POOL #0AK2940 FNMA POOL #0AL7587 FNMA POOL #0AS0017 FNMA POOL #0AK3264 FNMA POOL #0AL7850 FNMA POOL #0AS0037 FNMA POOL #0AK3920 FNMA POOL #0AL7920 FNMA POOL #0AS0038 FNMA POOL #0AK4047 FNMA POOL #0AL8034 FNMA POOL #0AS0044 FNMA POOL #0AK5151 FNMA POOL #0AL8211 FNMA POOL #0AS0518 FNMA POOL #0AK6724 FNMA POOL #0AL8219 FNMA POOL #0AS0560 FNMA POOL #0AK9404 FNMA POOL #0AL8220 FNMA POOL #0AS0575 FNMA POOL #0AL0082 FNMA POOL #0AL8325 FNMA POOL #0AS0795 FNMA POOL #0AL0160 FNMA POOL #0AL8365 FNMA POOL #0AS0830 FNMA POOL #0AL0552 FNMA POOL #0AL8528 FNMA POOL #0AS0909 FNMA POOL #0AL0574 FNMA POOL #0AL8620 FNMA POOL #0AS0924 FNMA POOL #0AL0719 FNMA POOL #0AL8878 FNMA POOL #0AS1557 FNMA POOL #0AL1107 FNMA POOL #0AL8952 FNMA POOL #0AS1585 FNMA POOL #0AL1176 FNMA POOL #0AL8980 FNMA POOL #0AS1587 FNMA POOL #0AL1354 FNMA POOL #0AL9014 FNMA POOL #0AS2130 FNMA POOL #0AL1468 FNMA POOL #0AL9053 FNMA POOL #0AS2329 FNMA POOL #0AL1711 FNMA POOL #0AL9128 FNMA POOL #0AS2703 FNMA POOL #0AL1743 FNMA POOL #0AL9621 FNMA POOL #0AS3009 FNMA POOL #0AL1895 FNMA POOL #0AL9690 FNMA POOL #0AS3183 FNMA POOL #0AL1948 FNMA POOL #0AL9903 FNMA POOL #0AS3216 FNMA POOL #0AL2088 FNMA POOL #0AL9960 FNMA POOL #0AS3258 FNMA POOL #0AL2601 FNMA POOL #0AL9976 FNMA POOL #0AS3338 FNMA POOL #0AL2679 FNMA POOL #0AL9983 FNMA POOL #0AS3465 FNMA POOL #0AL2880 FNMA POOL #0AM0218 FNMA POOL #0AS3473 FNMA POOL #0AL2897 FNMA POOL #0AM0328 FNMA POOL #0AS3651 FNMA POOL #0AL2903 FNMA POOL #0AM1524 FNMA POOL #0AS3957 FNMA POOL #0AL2921 FNMA POOL #0AM2337 FNMA POOL #0AS3969 FNMA POOL #0AL2940 FNMA POOL #0AM2444 FNMA POOL #0AS4169 FNMA POOL #0AL3291 FNMA POOL #0AM2922 FNMA POOL #0AS4184 FNMA POOL #0AL3423 FNMA POOL #0AM3193 FNMA POOL #0AS4515 FNMA POOL #0AL3471 FNMA POOL #0AM8585 FNMA POOL #0AS4690 FNMA POOL #0AL3484 FNMA POOL #0AM9007 FNMA POOL #0AS4777 FNMA POOL #0AL3499 FNMA POOL #0AM9067 FNMA POOL #0AS4946 FNMA POOL #0AL4082 FNMA POOL #0AN0571 FNMA POOL #0AS5212 FNMA POOL #0AL4166 FNMA POOL #0AN0819 FNMA POOL #0AS5365 FNMA POOL #0AL4195 FNMA POOL #0AN0977 FNMA POOL #0AS5371 FNMA POOL #0AL4287 FNMA POOL #0AN3919 FNMA POOL #0AS5584 FNMA POOL #0AL4290 FNMA POOL #0AN4343 FNMA POOL #0AS5629 FNMA POOL #0AL4588 FNMA POOL #0AO2959 FNMA POOL #0AS5669 FNMA POOL #0AL4995 FNMA POOL #0AO2993 FNMA POOL #0AS5696 FNMA POOL #0AL5089 FNMA POOL #0AO4135 FNMA POOL #0AS5896 FNMA POOL #0AL5228 FNMA POOL #0AO8025 FNMA POOL #0AS6137 FNMA POOL #0AL5273 FNMA POOL #0AP2098 FNMA POOL #0AS6180 FNMA POOL #0AL5423 FNMA POOL #0AP2133 FNMA POOL #0AS6190 FNMA POOL #0AL5616 FNMA POOL #0AP7488 FNMA POOL #0AS6198 FNMA POOL #0AL5704 FNMA POOL #0AP8328 FNMA POOL #0AS6262 FNMA POOL #0AL5711 FNMA POOL #0AP8433 FNMA POOL #0AS6286 FNMA POOL #0AL5788 FNMA POOL #0AP9041 FNMA POOL #0AS6386 FNMA POOL #0AL5882 FNMA POOL #0AP9720 FNMA POOL #0AS6536 FNMA POOL #0AL6273 FNMA POOL #0AP9736 FNMA POOL #0AS6603 FNMA POOL #0AL6337 FNMA POOL #0AQ0512 FNMA POOL #0AS6923 FNMA POOL #0AL6406 FNMA POOL #0AQ1260 FNMA POOL #0AS6994 FNMA POOL #0AL6429 FNMA POOL #0AQ8132 FNMA POOL #0AS7387 FNMA POOL #0AL6715 FNMA POOL #0AQ9330 FNMA POOL #0AS7402 FNMA POOL #0AL6777 FNMA POOL #0AQ9697 FNMA POOL #0AS7414 FNMA POOL #0AL6919 FNMA POOL #0AR2626 FNMA POOL #0AS7463 FNMA POOL #0AL6938 FNMA POOL #0AR3746 FNMA POOL #0AS7467 FNMA POOL #0AL7169 FNMA POOL #0AR7214 FNMA POOL #0AS7566

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FNMA POOL #0AS7568 FNMA POOL #0AU8740 FNMA POOL #0BC0777 FNMA POOL #0AS7796 FNMA POOL #0AU9553 FNMA POOL #0BC0801 FNMA POOL #0AS7877 FNMA POOL #0AV0662 FNMA POOL #0BC1104 FNMA POOL #0AS8409 FNMA POOL #0AV0688 FNMA POOL #0BC1128 FNMA POOL #0AS8416 FNMA POOL #0AV0691 FNMA POOL #0BC1141 FNMA POOL #0AS8424 FNMA POOL #0AV1419 FNMA POOL #0BC1883 FNMA POOL #0AS8437 FNMA POOL #0AV1675 FNMA POOL #0BC2166 FNMA POOL #0AS8438 FNMA POOL #0AV2348 FNMA POOL #0BC4276 FNMA POOL #0AS8446 FNMA POOL #0AV6103 FNMA POOL #0BC4489 FNMA POOL #0AS8483 FNMA POOL #0AV7087 FNMA POOL #0BC4714 FNMA POOL #0AS8511 FNMA POOL #0AV7157 FNMA POOL #0BC4764 FNMA POOL #0AS8554 FNMA POOL #0AV8869 FNMA POOL #0BC4898 FNMA POOL #0AS8585 FNMA POOL #0AW0278 FNMA POOL #0BC5999 FNMA POOL #0AS8634 FNMA POOL #0AW0985 FNMA POOL #0BC6340 FNMA POOL #0AS8739 FNMA POOL #0AW2627 FNMA POOL #0BC6454 FNMA POOL #0AS8778 FNMA POOL #0AW3598 FNMA POOL #0BC7633 FNMA POOL #0AS8811 FNMA POOL #0AW5644 FNMA POOL #0BC8299 FNMA POOL #0AS8823 FNMA POOL #0AW8968 FNMA POOL #0BC9041 FNMA POOL #0AS8862 FNMA POOL #0AW9273 FNMA POOL #0BC9083 FNMA POOL #0AS8919 FNMA POOL #0AX1041 FNMA POOL #0BC9096 FNMA POOL #0AS8970 FNMA POOL #0AX2403 FNMA POOL #0BC9468 FNMA POOL #0AS9382 FNMA POOL #0AX2486 FNMA POOL #0BD2357 FNMA POOL #0AS9487 FNMA POOL #0AX2491 FNMA POOL #0BD2416 FNMA POOL #0AS9551 FNMA POOL #0AX4311 FNMA POOL #0BD2419 FNMA POOL #0AS9661 FNMA POOL #0AX4839 FNMA POOL #0BD2440 FNMA POOL #0AT0238 FNMA POOL #0AX4858 FNMA POOL #0BD3975 FNMA POOL #0AT0682 FNMA POOL #0AX6339 FNMA POOL #0BD3977 FNMA POOL #0AT1156 FNMA POOL #0AX7303 FNMA POOL #0BD3982 FNMA POOL #0AT1586 FNMA POOL #0AX7597 FNMA POOL #0BD3986 FNMA POOL #0AT2014 FNMA POOL #0AX7876 FNMA POOL #0BD3989 FNMA POOL #0AT2016 FNMA POOL #0AX9528 FNMA POOL #0BD3990 FNMA POOL #0AT2032 FNMA POOL #0AX9585 FNMA POOL #0BD3991 FNMA POOL #0AT2127 FNMA POOL #0AY0887 FNMA POOL #0BD3995 FNMA POOL #0AT2725 FNMA POOL #0AY2782 FNMA POOL #0BD3996 FNMA POOL #0AT4017 FNMA POOL #0AY3377 FNMA POOL #0BD3997 FNMA POOL #0AT4041 FNMA POOL #0AY3851 FNMA POOL #0BD5148 FNMA POOL #0AT4473 FNMA POOL #0AY4200 FNMA POOL #0BD5174 FNMA POOL #0AT5989 FNMA POOL #0AY6338 FNMA POOL #0BD5414 FNMA POOL #0AT5990 FNMA POOL #0AY7987 FNMA POOL #0BD5647 FNMA POOL #0AT5993 FNMA POOL #0AY8555 FNMA POOL #0BD5847 FNMA POOL #0AT7281 FNMA POOL #0AY8860 FNMA POOL #0BD6193 FNMA POOL #0AT7591 FNMA POOL #0AZ0862 FNMA POOL #0BE0522 FNMA POOL #0AT7620 FNMA POOL #0AZ2175 FNMA POOL #0BE1972 FNMA POOL #0AU0801 FNMA POOL #0AZ2275 FNMA POOL #0BE2369 FNMA POOL #0AU1628 FNMA POOL #0AZ2316 FNMA POOL #0BE4224 FNMA POOL #0AU1629 FNMA POOL #0AZ2670 FNMA POOL #0BE4259 FNMA POOL #0AU1661 FNMA POOL #0AZ3238 FNMA POOL #0BE5229 FNMA POOL #0AU1803 FNMA POOL #0AZ3926 FNMA POOL #0BE5651 FNMA POOL #0AU2158 FNMA POOL #0AZ4471 FNMA POOL #0BE5790 FNMA POOL #0AU2619 FNMA POOL #0AZ5686 FNMA POOL #0BE7043 FNMA POOL #0AU2661 FNMA POOL #0AZ6158 FNMA POOL #0BF0137 FNMA POOL #0AU2807 FNMA POOL #0AZ7047 FNMA POOL #0BM2000 FNMA POOL #0AU2926 FNMA POOL #0AZ7336 FNMA POOL #0FN0000 FNMA POOL #0AU3353 FNMA POOL #0AZ7887 FNMA POOL #0FN0003 FNMA POOL #0AU3735 FNMA POOL #0BA2811 FNMA POOL #0FN0004 FNMA POOL #0AU4229 FNMA POOL #0BA4728 FNMA POOL #0MA0078 FNMA POOL #0AU4421 FNMA POOL #0BA6422 FNMA POOL #0MA0174 FNMA POOL #0AU4647 FNMA POOL #0BA6432 FNMA POOL #0MA0269 FNMA POOL #0AU8537 FNMA POOL #0BC0260 FNMA POOL #0MA0481

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FNMA POOL #0MA0493 FNMA POOL #0MA2692 FNMA GTD REMIC P/T 09-96 DB FNMA POOL #0MA0587 FNMA POOL #0MA2771 FNMA GTD REMIC P/T 09-W1 A FNMA POOL #0MA0651 FNMA POOL #0MA2802 FNMA GTD REMIC P/T 10-118 GF FNMA POOL #0MA0669 FNMA POOL #0MA2803 FNMA GTD REMIC P/T 10-129 SM I FNMA POOL #0MA0723 FNMA POOL #0MA2806 FNMA GTD REMIC P/T 10-141 MD FNMA POOL #0MA0741 FNMA POOL #0MA2833 FNMA GTD REMIC P/T 10-150 PC FNMA POOL #0MA0878 FNMA POOL #0MA2863 FNMA GTD REMIC P/T 10-58 NQ FNMA POOL #0MA0909 FNMA POOL #0MA2864 FNMA GTD REMIC P/T 10-60 D FNMA POOL #0MA0926 FNMA POOL #0MA2868 FNMA GTD REMIC P/T 10-79 AY FNMA POOL #0MA0955 FNMA POOL #0MA2873 FNMA GTD REMIC P/T 10-96 DC FNMA POOL #0MA1017 FNMA POOL #0MA2897 FNMA GTD REMIC P/T 11-109 PK FNMA POOL #0MA1029 FNMA POOL #0MA2900 FNMA GTD REMIC P/T 11-110 CY FNMA POOL #0MA1044 FNMA POOL #0MA2903 FNMA GTD REMIC P/T 11-9 AV FNMA POOL #0MA1104 FNMA POOL #0MA2906 FNMA GTD REMIC P/T 11-M5 A2 FNMA POOL #0MA1107 FNMA POOL #0MA2909 FNMA GTD REMIC P/T 11-M8 AB FNMA POOL #0MA1164 FNMA POOL #0MA2911 FNMA GTD REMIC P/T 12-115 MI FNMA POOL #0MA1169 FNMA POOL #0MA2914 FNMA GTD REMIC P/T 12-117 DZ FNMA POOL #0MA1200 FNMA POOL #0MA2922 FNMA GTD REMIC P/T 12-118 DV FNMA POOL #0MA1201 FNMA POOL #0MA2923 FNMA GTD REMIC P/T 12-118 VB FNMA POOL #0MA1236 FNMA POOL #0MA2929 FNMA GTD REMIC P/T 12-120 WI FNMA POOL #0MA1246 FNMA POOL #0MA2956 FNMA GTD REMIC P/T 12-134 FD FNMA POOL #0MA1307 FNMA POOL #0MA2961 FNMA GTD REMIC P/T 12-139 NSIO FNMA POOL #0MA1401 FNMA POOL #0MA2964 FNMA GTD REMIC P/T 12-3 VB FNMA POOL #0MA1417 FNMA POOL #0MA3024 FNMA GTD REMIC P/T 12-41 BA FNMA POOL #0MA1424 FNMA POOL #0MA3043 FNMA GTD REMIC P/T 12-53 IO FNMA POOL #0MA1440 FNMA POOL #0MA3078 FNMA GTD REMIC P/T 12-80 EV FNMA POOL #0MA1446 FNMA GTD REMIC P/T FNMA GTD REMIC P/T 12-93 TY FNMA POOL #0MA1511 FNMA GTD REMIC P/T 01/25/2043 FNMA GTD REMIC P/T 12-99 AI FNMA POOL #0MA1575 FNMA GTD REMIC P/T 01-11 L FNMA GTD REMIC P/T 12-M13 FNMA POOL #0MA1584 FNMA GTD REMIC P/T 01-T1 A1 ASQ2 FNMA POOL #0MA1608 FNMA GTD REMIC P/T 01-W3 FNMA GTD REMIC P/T 12-M5 A2 FNMA POOL #0MA1652 FNMA GTD REMIC P/T 02-57 PG FNMA GTD REMIC P/T 12-M9 ASQ2 FNMA POOL #0MA1706 FNMA GTD REMIC P/T 02-W1 3B4 FNMA GTD REMIC P/T 13-103 SKIO FNMA POOL #0MA1785 FNMA GTD REMIC P/T 02-W1 3B5 FNMA GTD REMIC P/T 13-14 NG FNMA POOL #0MA2077 FNMA GTD REMIC P/T 02-W6 3B3 FNMA GTD REMIC P/T 13-18 CY FNMA POOL #0MA2087 FNMA GTD REMIC P/T 02-W6 3B5 FNMA GTD REMIC P/T 13-26 ID FNMA POOL #0MA2093 FNMA GTD REMIC P/T 03-71 PK FNMA GTD REMIC P/T 13-38 AI FNMA POOL #0MA2110 FNMA GTD REMIC P/T 03-T4 2A5 FNMA GTD REMIC P/T 13-43 IX IO FNMA POOL #0MA2125 FNMA GTD REMIC P/T 03-W1 B3 FNMA GTD REMIC P/T 13-44 DI FNMA POOL #0MA2149 FNMA GTD REMIC P/T 03-W10 1A4 FNMA GTD REMIC P/T 13-55 AI FNMA POOL #0MA2287 FNMA GTD REMIC P/T 03-W10 2B5 FNMA GTD REMIC P/T 13-69 IJ FNMA POOL #0MA2320 FNMA GTD REMIC P/T 03-W15 2A7 FNMA GTD REMIC P/T 13-7 EI FNMA POOL #0MA2321 FNMA GTD REMIC P/T 03-W4 2B4 FNMA GTD REMIC P/T 13-88 CA FNMA POOL #0MA2335 FNMA GTD REMIC P/T 04-70 EB FNMA GTD REMIC P/T 13-M4 ASQ2 FNMA POOL #0MA2336 FNMA GTD REMIC P/T 04-T2 1A3 FNMA GTD REMIC P/T 14-33 AH FNMA POOL #0MA2353 FNMA GTD REMIC P/T 04-T3 1A1 FNMA GTD REMIC P/T 14-68 BS IO FNMA POOL #0MA2371 FNMA GTD REMIC P/T 04-W11 1A2 FNMA GTD REMIC P/T 14-90 SA IO FNMA POOL #0MA2405 FNMA GTD REMIC P/T 04-W8 3A FNMA GTD REMIC P/T 14-91 PB FNMA POOL #0MA2415 FNMA GTD REMIC P/T 04-W9 2A1 FNMA GTD REMIC P/T 14-M11 1A FNMA POOL #0MA2417 FNMA GTD REMIC P/T 05-110 MB FNMA GTD REMIC P/T 14-M3 AB2 FNMA POOL #0MA2444 FNMA GTD REMIC P/T 05-29 WC FNMA GTD REMIC P/T 15-12 PC FNMA POOL #0MA2446 FNMA GTD REMIC P/T 05-70 PA FNMA GTD REMIC P/T 15-27 SA IO FNMA POOL #0MA2455 FNMA GTD REMIC P/T 05-W1 1A2 FNMA GTD REMIC P/T 15-3 AY FNMA POOL #0MA2523 FNMA GTD REMIC P/T 05-W2 A8 FNMA GTD REMIC P/T 15-40 GZ FNMA POOL #0MA2542 FNMA GTD REMIC P/T 06-22 CE FNMA GTD REMIC P/T 15-44 Z FNMA POOL #0MA2549 FNMA GTD REMIC P/T 08-15 SB IO FNMA GTD REMIC P/T 15-71 PI FNMA POOL #0MA2670 FNMA GTD REMIC P/T 09-39 LB FNMA GTD REMIC P/T 15-89 AZ FNMA POOL #0MA2671 FNMA GTD REMIC P/T 09-71 MB FNMA GTD REMIC P/T 15-M1 A2 FNMA POOL #0MA2672 FNMA GTD REMIC P/T 09-76 HA

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FNMA GTD REMIC P/T 15-M15 FORD MOTOR CREDIT CO LLC FRANCO-NEVADA CORP ASQ2 FOREST CITY REALTY TRUST INC FRANCOTYP-POSTALIA HOLDING FNMA GTD REMIC P/T 15-M7 AB2 FOREST INVESTMENTS AG FNMA GTD REMIC P/T 15-M7 ASQT FOREST LABORATORIES INC CVR FRANKLIN COVEY CO FNMA GTD REMIC P/T 15-M8 AB2 FOREST LABORATORIES LLC 144A FRANKLIN ELECTRIC CO INC FNMA GTD REMIC P/T 16-33 DI FORESTAR GROUP INC FRANKLIN FINANCIAL NETWORK FNMA GTD REMIC P/T 16-40 ZC FORMFACTOR INC INC FNMA GTD REMIC P/T 16-64 CI FORMOSA ADVANCED FRANKLIN RESOURCES INC FNMA GTD REMIC P/T 16-M10 FA TECHNOLOGIES FRANKLIN STREET PROPERTIES FNMA GTD REMIC P/T 16-M3 ASQ2 FORRESTER RESEARCH INC COR FNMA GTD REMIC P/T 16-M6 A2 FORTERRA INC FRANK'S INTERNATIONAL NV FNMA GTD REMIC P/T 17-11 EI LTD FRAPORT AG FRANKFURT FNMA GTD REMIC P/T 17-12 JI FORTINET INC AIRPORT S FNMA GTD REMIC P/T 17-16 YT FORTIS INC FRASERS COMMERCIAL TRUST FNMA GTD REMIC P/T 17-21 ZD FORTIVE CORP FRAZIER HEALTHCARE III L P FNMA GTD REMIC P/T 17-25 GS FORTRESS BIOTECH INC FRAZIER HEALTHCARE IV LP FNMA GTD REMIC P/T 17-4 BI FORTRESS CREDIT O 5A A1TR 144A FRAZIER HEALTHCARE V LP FNMA GTD REMIC P/T 17-40 GZ FORTRESS CREDIT OP 6A A1T 144A FRED OLSEN ENERGY ASA FNMA GTD REMIC P/T 17-8 BZ FORTRESS CREDIT OPP 3A DR 144A FREDDIE MAC STRUCTURED DNA1 FNMA GTD REMIC P/T 17-M5 FA FORTRESS CREDIT OPPO 6A D FNMA GTD REMIC P/T 17-T1 A 144A FREDDIE MAC STRUCTURED DNA2 FNMA GTD REMIC P/T 2010-98 BH FORTRESS INCOME FUND LTD M2 FNMA GTD REMIC P/T 2013-34 GP FORTRESS INVESTMENT 6/17 TLB FREDDIE MAC STRUCTURED DNA3 FNMA GTD REMIC P/T 2014-M1 A2 FORTRESS INVESTMENT FUND IV M2 FNMA GTD REMIC P/T 2016-79 JS FORTRESS INVESTMENT FUND FREDDIE MAC STRUCTURED HQ1 FNMA GTD REMIC P/T 99-T2 A1 LLC M2 FOB ICE CCP COLLATERAL FORTRESS INVESTMENT FUND V FREDDIE MAC STRUCTURED HQ2 FOGO DE CHAO INC A M2 FOMENTO ECONOMICO FORTRESS INVESTMENT GROUP FREDDIE MAC STRUCTURED HQ3 MEXICANO SAB LLC M2 FONAR CORP FORTUM OYJ FREDDIE MAC STRUCTURED HQA1 FONCIERE DES REGIO EUR2 CFD FORTUNE BRANDS HOME & M2 FONCIERE DES REGIONS SECURITY FREDDIE MAC STRUCTURED HQA2 FONDIARIA-SAI CFD FORTUNE REAL ESTATE M2 FOOT LOCKER INC INVESTMENT FRED'S INC FORBO HOLDING AG FORUM ENERGY TECHNOLOGIES FREENET AG FORD CREDIT AUTO LEASE TR A INC FREEPORT-MCMORAN INC A4 FORWARD AIR CORP FREIGHTCAR AMERICA INC FORD CREDIT AUTO OWNE 1 A FOSCHINI GROUP LTD/THE FREIGHTWAYS LTD 144A FOSSIL GROUP INC FREMF 2011-K11 MORT K11 B 144A FORD CREDIT AUTO OWNER T B FOSTER ELECTRIC CO JPY CO CFD FREMF 2012-K19 MORT K19 C 144A A2A FOSUN INTERNATIONAL LTD FREMF 2012-K708 MO K708 B 144A FORD CREDIT AUTO OWNER T B FOUNDATION BUILDING FREMF 2013-K502 MO K502 B 144A A2B MATERIALS FREMF 2013-K712 MO K712 B 144A FORD CREDIT AUTO OWNER TR A FOUNDATION MEDICINE INC FREMF 2013-K712 MO K712 C 144A A3 FOUNTAIN SET HOLDINGS LTD FREMF 2013-K713 MO K713 B 144A FORD CREDIT AUTO OWNER TR A FOUR CORNERS PROPERTY TRUST FREMF 2013-K713 MO K713 C 144A A4 IN FREMF 2014-K715 MO K715 C 144A FORD CREDIT AUTO OWNER TR B FOUR SEASONS HOLDINGS FREMF 2015-K45 MORT K45 B 144A A3 FOURLIS HOLDINGS SA FREMF 2015-K47 MORT K47 C 144A FORD CREDIT AUTO OWNER TR C FOX FACTORY HOLDING CORP FREMF 2016-K54 MORT K54 B 144A A3 FOX WIZEL LTD FREMF 2016-K55 MORT K55 C 144A FORD CREDIT AUTO OWNER TR C FPT CORP FREMF 2016-K60 MORT K60 B 144A A4 FRANCE TELECOM SA CFD FREMF 2016-K722 MO K722 B 144A FORD CREDIT FLOORPLAN MAS 1 FRANCESCA'S HOLDINGS CORP FREMF 2017-K62 MORT K62 B 144A A2 FRANCISCO PARTNERS II L P FREMF MORTGAGE TRU K709 C FORD CREDIT FLOORPLAN MAST 4 FRANCISCO PARTNERS III 144A B FRANCISCO PARTNERS IV LP FRENCH REPUBLIC GOVERNMEN FORD MOTOR CO FRANCISCO PARTNERS LP 144A

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FRENCH REPUBLIC GOVERNMEN FUKUDA DENSHI CO LTD GAMUDA BHD REGS FUKUOKA FINANCIAL GROUP INC GANNETT CO INC FRENCKEN GROUP LTD FULGENT SUN INTERNATIONAL GAP INC/THE FRESB 2015-SB9 MORTGAGE SB9 HOLD GARDA FI RELATIVE VAL OPP A5 FULLCAST HOLDINGS CO LTD FUND FRESB 2016-SB14 MORT SB14 A10F FULLSHARE HOLDINGS LTD GARDA FI RELATIVE VALUE FUND FRESB 2017-SB26 MORTG SB26 A5H FULTON FINANCIAL CORP GARDA INF OP FD CL B FRESB 2017-SB29 MORT SB29 A10F CONSULTING NPV CFD GARDA WORLD 5/17(USD) COV- FRESB 2017-SB29 MORTG SB29 A5H FUNAI ELECTRIC CO LTD LITE FRESB 2017-SB30 MORT SB30 A10F FUNDELY CO LTD GARDNER DENVER 7/13 (USD) TL FRESB 2017-SB30 MORTG SB30 A5H CO LTD GARDNER DENVER HOLDINGS INC FRESENIUS MEDICAL CARE AG & CFD GARMIN LTD CO FURUSATO INDUSTRIES LTD GARRISON FUNDING 2 2A A1T FRESENIUS SE & CO KGAA FURYU CORP 144A FRESH DEL MONTE PRODUCE INC CHEMICAL CO LTD CFD GARRISON FUNDING 201 2A C 144A FRESH MARKET INC/THE 144A FUSO PHARMACEUTICAL INDS GARTNER INC FRESHPET INC CFD GARTNER INC 144A FRESNILLO PLC FUSO PHARMACEUTICAL GARWARE WALL ROPES LTD FRESNILLO PLC ORD CFD INDUSTRIES GAS NATURAL SDG SA FROCH ENTERPRISE CO LTD FUTABA CORP CFD GASLOG LTD FRONTIER COMMUNICATIONS FUTURE CORP GASLOG PARTNERS LP CORP FUTUREFUEL CORP GASOLINE RBOB FUT (NYM) FRONTLINE LTD/BERMUDA GLASS INDUSTRY GROUP GASOLINE RBOB FUTURE (NYM) FROSTY CO GASTAR EXPLORATION INC FRP HOLDINGS INC FWM INC GATES GLOBAL 4/17 (USD) TLB INDUSTRIES LTD G SHANK ENTERPRISE CO LTD GATES GLOBAL LLC / GATES 144A FS INVESTMENT CORP G1 THERAPEUTICS INC GATX CORP FSN CAPITAL IV G4S PLC GAZ DE FRANCE CFD FSN CAPITAL V LP G-7 HOLDINGS INC GBP INTEREST FSP TECHNOLOGY INC GABON GOVERNMENT INTERNAT GCA SERVICES 2/16 COV-LITE TL FT LAUDERDALE GALLERIA 144A GCI INC FTD COS INC GABON GOVERNMENT INTERNAT GCL-POLY ENERGY HOLDINGS FTI CONSULTING INC REGS LTD FTS INTERNATIONAL INC GABS 114A AELTUS CBO GCM GROSVENOR CUSTOMIZED FTS INTERNATIONAL INC 144A GAHR COMMERCIAL M NRF EFX GCO EDUCATION LOAN 2A A3L FTSE 100 INDEX FUTURE (ICF) 144A 144A FU YU CORP LTD GAHR COMMERCIAL M NRF FFX GCP APPLIED TECHNOLOGIES FUCHS PETROLUB SE 144A 144A FUDO TETRA CORP INC GCP APPLIED TECHNOLOGIES INC FUFENG GROUP LTD GAIN CAPITAL HOLDINGS INC GE CAPITAL COMMERCIA C3 J FUGRO NV GAJAH TUNGGAL TBK PT 144A FUJI CORP/MIYAGI CFD GAKKEN HOLDINGS CO LTD NPV GE CAPITAL INTERNATIONAL CO LTD CFD FUNDI FUJI MACHINE MFG CO LTD CFD GAKKYUSHA CO LTD GE CAPITAL MORTGAGE FUN HE3 FUJI MEDIA HOLDINGS INC GALAPAGOS NV A5 FUJI PHARMA CO LTD GALAXY ENTERTAINMENT GEA GROUP AG FUJI SOFT INC GROUP LTD GEBERIT AG FUJIBO HOLDINGS INC GALLIFORD TRY PLC GBP0.5 CFD GECINA EUR7.50 CFD FUJIFILM HOLDINGS CORP GALP ENERGIA SGPS SA GECINA SA FUJIKURA KASEI CO LTD GALTON FUNDING MORT 1 A21 AUTOMOBILE HOLDINGS FUJIKURA LTD 144A LTD FRONTECH LTD GALTON ONSHORE MORTGAGE GEK TERNA HOLDING REAL FUJITSU GENERAL Y50 CFD GAM HOLDING AG ESTATE FUJITSU LTD GAMCO INVESTORS INC GEM DIAMONDS LTD FUJITSU LTD CFD GROUP PLC GEMALTO NV CO LTD JPY50 CFD GAMESTOP CORP GEMTEK TECHNOLOGY CORP FUKOKU CO LTD GAMING AND LEISURE GENCO SHIPPING & TRADING LTD FUKUDA CORP PROPERTIES GENCOR INDUSTRIES INC FUKUDA CORP Y50 CFD GAMMA COMMUNICATIONS PLC GENER8 MARITIME INC

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GENERAC HOLDINGS INC GERMAN AMERICAN BANCORP GLOBAL BRANDS MANUFACTURE GENERAL CABLE CORP INC LTD GENERAL COMMUNICATION INC GERON CORP GLOBAL BRASS & COPPER GENERAL DYNAMICS CORP GEROVA LTD ORD SHS HOLDINGS CO GERRESHEIMER AG GLOBAL BRASS AND COPPER 6/16 GENERAL ELECTRIC CO / LJ 144A GESCO AG GLOBAL CASH ACCESS 11/14 TLB GENERAL INTERFACE SOLUTION GET NICE FINANCIAL GROUP LTD GLOBAL CASH ACCESS 4/17 TLB HOL GET NICE HOLDINGS LTD GLOBAL EAGLE ENTERTAINMENT GENERAL MILLS INC GET SA EUR0.40 POST CONSLDTN INC GENERAL MOTORS CO GETINGE AB GLOBAL HEALTHCARE EXCH 7/15 GENERAL MOTORS FINANCIAL CO GETTY REALTY CORP GLOBAL INDEMNITY LTD IN GF SECURITIES CO LTD GLOBAL KNOWLEDGE 1/15 TL GENERATION IM GLOBAL EQUITY GFI GROUP INC GLOBAL LOGISTIC PROPERTIES FD GFL ENVIRONMENTAL INC 144A LTD GENESCO INC GFOOT CO LTD CFD GLOBAL LTD/THE CFD GENESEE & WYOMING INC GFPT PCL GLOBAL MEDICAL REIT INC GENESIS ENERGY LP GGP INC GLOBAL LEASE INC GENESIS ENERGY LP / GENESIS EN GHANA GOVERNMENT BOND GLOBAL PAYMENTS INC GENESIS HEALTHCARE INC GHANA GOVERNMENT INTERNAT GLOBAL PORTS INVESTMENTS GENESYS 1/17 (USD) COV-LT TLB 144A PLC GENIE ENERGY LTD GIANTPLUS TECHNOLOGY CO LTD GLOBAL SOURCES LTD CO JPY50 CFD GIBRALTAR INDUSTRIES INC GLOBAL TEL LINK 5/13 COV-LT TL GENMAB A/S GIGABYTE TECHNOLOGY CO LTD GLOBAL UNICHIP CORP GENMARK DIAGNOSTICS INC GIGAMON INC GLOBAL WATER RESOURCES INC HEALTHCARE 10/16 TL G-III APPAREL 10/16 TLB GLOBALLOGIC 12/16 TLB GENOCEA BIOSCIENCES INC G-III APPAREL GROUP LTD GLOBALSTAR INC GENOMIC HEALTH INC GIIR INC GLOBALTRANS INVESTMENT PLC GENON ENERGY INC GIKEN LTD CFD GLOBE TELECOM INC LTD GILDAN ACTIVEWEAR INC GLOBE UNION INDUSTRIAL CORP GENTERA SAB DE CV GILEAD SCIENCES INC INC GENTEX CORP GITANJALI GEMS LTD GLORY KOGYO Y50 CFD GENTHERM INC GIVAUDAN SA GLORY LTD GENTING BHD GIVE & GO 7/16 COV-LITE TL GLOW ENERGY PCL GENTING HONG KONG LTD GJENSIDIGE FORSIKRING ASA GLP CAPITAL LP / GLP FINANCING GENTING MALAYSIA BHD GKN PLC GLU MOBILE INC GENTING PLANTATIONS BHD GKN PLC CFD GLUSKIN SHEFF + ASSOCIATES GENTING SINGAPORE PLC GL LTD INC GENUINE PARTS CO INC GM FINANCIAL AUTOMOBILE L 1 GLADSTONE COMMERCIAL CORP A3 GENWORTH FINANCIAL INC GLANBIA ORD EUR0.06 CFD GM FINANCIAL AUTOMOBILE L 1 GENWORTH MI CANADA INC GLANBIA PLC A4 GEO GROUP 3/17 TLB GLAUKOS CORP GM FINANCIAL AUTOMOBILE L 2 GEO GROUP INC/THE GLAXOSMITHKLINE CAPITAL INC A3 GEO HOLDINGS CORP GLAXOSMITHKLINE CAPITAL PLC GM FINANCIAL AUTOMOBILE L 3 GEODESIC LTD INR2 GLAXOSMITHKLINE PLC A3 GEORG FISCHER AG GLAXOSMITHKLINE PLC CFD GM FINANCIAL AUTOMOBILE L 3 GEORGE KENT MALAYSIA BHD GLEACHER MEZZANINE FUND II A4 GEORGETOWN UNIVERSITY/THE LP GM FINANCIAL CONSU 1A A2A GEORGIA GOVERNMENT INTERN GLENCORE CANADA CORP 144A 144A GLENCORE FINANCE CANADA L GMAC COMMERCIAL MORTGAGE GEORGIA POWER CO 144A C2I K GEORGIA ST GLENCORE FINANCE EUROPE S GMACM MORTGAGE LOAN TR GEORGIAN OIL AND GAS CORP REGS AR1 22A 144A GLENCORE FUNDING LLC 144A GMACM MORTGAGE LOAN TRU GEORGIA-PACIFIC LLC GLENCORE INTL PLC ORD USD0 AR2 4A GEOSPACE TECHNOLOGIES CORP CFD GMB KOREA CORP GERBER SCIENTIFIC INC COM GLENCORE PLC GMO CLOUD K.K. SA GLOBAL BLOOD THERAPEUTICS GMO INTERNET INC INC GMO PAYMENT GATEWAY INC

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GMS INC GNMA POOL #0436735 GNMA POOL #0598138 GN STORE NORD A/S GNMA POOL #0437117 GNMA POOL #0598680 GNC HOLDINGS INC GNMA POOL #0442018 GNMA POOL #0600022 GNMA POOL #0271730 GNMA POOL #0442121 GNMA POOL #0602794 GNMA POOL #0274765 GNMA POOL #0442132 GNMA POOL #0604141 GNMA POOL #0274845 GNMA POOL #0442188 GNMA POOL #0604661 GNMA POOL #0278752 GNMA POOL #0442189 GNMA POOL #0607122 GNMA POOL #0291118 GNMA POOL #0442263 GNMA POOL #0607635 GNMA POOL #0294096 GNMA POOL #0442631 GNMA POOL #0610850 GNMA POOL #0299710 GNMA POOL #0445387 GNMA POOL #0612233 GNMA POOL #0304488 GNMA POOL #0447745 GNMA POOL #0613820 GNMA POOL #0316417 GNMA POOL #0463811 GNMA POOL #0614191 GNMA POOL #0317081 GNMA POOL #0465217 GNMA POOL #0615583 GNMA POOL #0319280 GNMA POOL #0470221 GNMA POOL #0615869 GNMA POOL #0326446 GNMA POOL #0472961 GNMA POOL #0616011 GNMA POOL #0326843 GNMA POOL #0473656 GNMA POOL #0616361 GNMA POOL #0330530 GNMA POOL #0477481 GNMA POOL #0616980 GNMA POOL #0333352 GNMA POOL #0485795 GNMA POOL #0617150 GNMA POOL #0341673 GNMA POOL #0486793 GNMA POOL #0618886 GNMA POOL #0343613 GNMA POOL #0500269 GNMA POOL #0619187 GNMA POOL #0344202 GNMA POOL #0503436 GNMA POOL #0622122 GNMA POOL #0345885 GNMA POOL #0503460 GNMA POOL #0623352 GNMA POOL #0351170 GNMA POOL #0505564 GNMA POOL #0626066 GNMA POOL #0351408 GNMA POOL #0520056 GNMA POOL #0630106 GNMA POOL #0352050 GNMA POOL #0536310 GNMA POOL #0634828 GNMA POOL #0357737 GNMA POOL #0537417 GNMA POOL #0638234 GNMA POOL #0361382 GNMA POOL #0542997 GNMA POOL #0639909 GNMA POOL #0362222 GNMA POOL #0549559 GNMA POOL #0642501 GNMA POOL #0365526 GNMA POOL #0550727 GNMA POOL #0643349 GNMA POOL #0367096 GNMA POOL #0551757 GNMA POOL #0644789 GNMA POOL #0369368 GNMA POOL #0552245 GNMA POOL #0646729 GNMA POOL #0373730 GNMA POOL #0552706 GNMA POOL #0648601 GNMA POOL #0385503 GNMA POOL #0552890 GNMA POOL #0652555 GNMA POOL #0386561 GNMA POOL #0553057 GNMA POOL #0652746 GNMA POOL #0386697 GNMA POOL #0553167 GNMA POOL #0659695 GNMA POOL #0391574 GNMA POOL #0554233 GNMA POOL #0669020 GNMA POOL #0393292 GNMA POOL #0555704 GNMA POOL #0672628 GNMA POOL #0400438 GNMA POOL #0557306 GNMA POOL #0684206 GNMA POOL #0401189 GNMA POOL #0561383 GNMA POOL #0687719 GNMA POOL #0408329 GNMA POOL #0564458 GNMA POOL #0690910 GNMA POOL #0410207 GNMA POOL #0565159 GNMA POOL #0692606 GNMA POOL #0419161 GNMA POOL #0571334 GNMA POOL #0697848 GNMA POOL #0421117 GNMA POOL #0572841 GNMA POOL #0698236 GNMA POOL #0421539 GNMA POOL #0575915 GNMA POOL #0699114 GNMA POOL #0422071 GNMA POOL #0576003 GNMA POOL #0700806 GNMA POOL #0423788 GNMA POOL #0576498 GNMA POOL #0702046 GNMA POOL #0426136 GNMA POOL #0579509 GNMA POOL #0704207 GNMA POOL #0427830 GNMA POOL #0581434 GNMA POOL #0704506 GNMA POOL #0429778 GNMA POOL #0584146 GNMA POOL #0704575 GNMA POOL #0430886 GNMA POOL #0584434 GNMA POOL #0712078 GNMA POOL #0431661 GNMA POOL #0587282 GNMA POOL #0713333 GNMA POOL #0431662 GNMA POOL #0587721 GNMA POOL #0717038 GNMA POOL #0432702 GNMA POOL #0588181 GNMA POOL #0720075 GNMA POOL #0433309 GNMA POOL #0588206 GNMA POOL #0720209 GNMA POOL #0433333 GNMA POOL #0591738 GNMA POOL #0721227 GNMA POOL #0433820 GNMA POOL #0591845 GNMA POOL #0722770 GNMA POOL #0435971 GNMA POOL #0592266 GNMA POOL #0723234 GNMA POOL #0436472 GNMA POOL #0595818 GNMA POOL #0723354 GNMA POOL #0436491 GNMA POOL #0596729 GNMA POOL #0726139

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GNMA POOL #0729349 GNMA POOL #0AE6953 GNMA GTD REMIC P/T 12-H23 WA GNMA POOL #0733673 GNMA POOL #0AF5843 GNMA GTD REMIC P/T 12-H27 AI GNMA POOL #0733871 GNMA POOL #0AG7484 GNMA GTD REMIC P/T 13-113 AZ GNMA POOL #0734425 GNMA POOL #0AJ1985 GNMA GTD REMIC P/T 13-113 LYIO GNMA POOL #0736663 GNMA POOL #0AK0568 GNMA GTD REMIC P/T 13-139 A GNMA POOL #0737423 GNMA POOL #0AK0616 GNMA GTD REMIC P/T 13-150 VQ GNMA POOL #0737942 GNMA POOL #0AL5911 GNMA GTD REMIC P/T 13-176 AB GNMA POOL #0738111 GNMA POOL #0AL5912 GNMA GTD REMIC P/T 13-29 AB GNMA POOL #0738950 GNMA POOL #0AN4450 GNMA GTD REMIC P/T 13-29 AC GNMA POOL #0748525 GNMA POOL #0AN5721 GNMA GTD REMIC P/T 13-32 B GNMA POOL #0750223 GNMA POOL #0AT2378 GNMA GTD REMIC P/T 13-40 AF GNMA POOL #0758905 GNMA POOL #0AT7484 GNMA GTD REMIC P/T 13-43 B GNMA POOL #0767167 GNMA POOL #0AX2580 GNMA GTD REMIC P/T 13-55 A GNMA POOL #0767301 GNMA GTD REMIC P/T 01-16 Z GNMA GTD REMIC P/T 13-57 A GNMA POOL #0771242 GNMA GTD REMIC P/T 04-88 MG GNMA GTD REMIC P/T 13-72 AC GNMA POOL #0776879 GNMA GTD REMIC P/T 07-35 NE GNMA GTD REMIC P/T 14-061 A GNMA POOL #0777254 GNMA GTD REMIC P/T 07-69 D GNMA GTD REMIC P/T 14-101 VA GNMA POOL #0778577 GNMA GTD REMIC P/T 08-66 UM GNMA GTD REMIC P/T 14-103 NB GNMA POOL #0778793 GNMA GTD REMIC P/T 09-105 C GNMA GTD REMIC P/T 14-14 AE GNMA POOL #0779084 GNMA GTD REMIC P/T 09-108 WG GNMA GTD REMIC P/T 14-14 BL GNMA POOL #0779242 GNMA GTD REMIC P/T 09-3 C GNMA GTD REMIC P/T 14-150 C GNMA POOL #0779704 GNMA GTD REMIC P/T 09-94 LF GNMA GTD REMIC P/T 14-33 A GNMA POOL #0780041 GNMA GTD REMIC P/T 10-113 KE GNMA GTD REMIC P/T 14-47 AB GNMA POOL #0780082 GNMA GTD REMIC P/T 10-120 SA GNMA GTD REMIC P/T 14-47 C GNMA POOL #0780453 GNMA GTD REMIC P/T 10-14 A GNMA GTD REMIC P/T 14-52 AB GNMA POOL #0780517 GNMA GTD REMIC P/T 10-140 C GNMA GTD REMIC P/T 14-54 A GNMA POOL #0780589 GNMA GTD REMIC P/T 10-155 B GNMA GTD REMIC P/T 14-67 A GNMA POOL #0781148 GNMA GTD REMIC P/T 10-156 AC GNMA GTD REMIC P/T 14-75 A GNMA POOL #0781567 GNMA GTD REMIC P/T 10-156 C GNMA GTD REMIC P/T 14-88 AH GNMA POOL #0781690 GNMA GTD REMIC P/T 10-26 QS GNMA GTD REMIC P/T 14-H19 FE GNMA POOL #0781746 GNMA GTD REMIC P/T 10-35 AS GNMA GTD REMIC P/T 14-H24 BI GNMA POOL #0781829 GNMA GTD REMIC P/T 10-65 C GNMA GTD REMIC P/T 15-101 AE GNMA POOL #0781905 GNMA GTD REMIC P/T 10-H12 PT GNMA GTD REMIC P/T 15-125 AB GNMA POOL #0781961 GNMA GTD REMIC P/T 11-105 B GNMA GTD REMIC P/T 15-128 AJ GNMA POOL #0782049 GNMA GTD REMIC P/T 11-109 AC GNMA GTD REMIC P/T 15-133 AL GNMA POOL #0782520 GNMA GTD REMIC P/T 11-109 B GNMA GTD REMIC P/T 15-140 AC GNMA POOL #0782562 GNMA GTD REMIC P/T 11-109 C GNMA GTD REMIC P/T 15-142 AI GNMA POOL #0782631 GNMA GTD REMIC P/T 11-127 C GNMA GTD REMIC P/T 15-160 MU GNMA POOL #0782786 GNMA GTD REMIC P/T 11-15 C GNMA GTD REMIC P/T 15-171 BD GNMA POOL #0782872 GNMA GTD REMIC P/T 11-161 B GNMA GTD REMIC P/T 15-41 C GNMA POOL #0782949 GNMA GTD REMIC P/T 11-161 C GNMA GTD REMIC P/T 15-48 MB GNMA POOL #0783292 GNMA GTD REMIC P/T 11-19 WJ GNMA GTD REMIC P/T 15-64 GZ GNMA POOL #0783403 GNMA GTD REMIC P/T 11-27 CB GNMA GTD REMIC P/T 15-73 ME GNMA POOL #0784244 GNMA GTD REMIC P/T 11-38 B GNMA GTD REMIC P/T 15-74 CI GNMA POOL #0793903 GNMA GTD REMIC P/T 11-47 C GNMA GTD REMIC P/T 15-H06 AI GNMA POOL #0794603 GNMA GTD REMIC P/T 11-86 C GNMA GTD REMIC P/T 15-H23 TA GNMA POOL #0AA2672 GNMA GTD REMIC P/T 12-131 A GNMA GTD REMIC P/T 16-108 SK GNMA POOL #0AA3000 GNMA GTD REMIC P/T 12-135 AB GNMA GTD REMIC P/T 16-111 PB GNMA POOL #0AA8341 GNMA GTD REMIC P/T 12-135 AC GNMA GTD REMIC P/T 16-118 DI GNMA POOL #0AA8385 GNMA GTD REMIC P/T 12-136 MX GNMA GTD REMIC P/T 16-120 NS GNMA POOL #0AB2891 GNMA GTD REMIC P/T 12-147 AD GNMA GTD REMIC P/T 16-121 JS GNMA POOL #0AB7970 GNMA GTD REMIC P/T 12-2 AB GNMA GTD REMIC P/T 16-125 HA GNMA POOL #0AB9060 GNMA GTD REMIC P/T 12-27 IO GNMA GTD REMIC P/T 16-136 AV GNMA POOL #0AC3661 GNMA GTD REMIC P/T 12-35 A GNMA GTD REMIC P/T 16-160 GI GNMA POOL #0AC3938 GNMA GTD REMIC P/T 12-43 VB GNMA GTD REMIC P/T 16-160 VZ GNMA POOL #0AD1621 GNMA GTD REMIC P/T 12-46 AB GNMA GTD REMIC P/T 16-163 MI GNMA POOL #0AD1699 GNMA GTD REMIC P/T 12-46 AE GNMA GTD REMIC P/T 16-163 XI GNMA POOL #0AE0391 GNMA GTD REMIC P/T 12-70 AB GNMA GTD REMIC P/T 16-171 IP GNMA POOL #0AE3868 GNMA GTD REMIC P/T 12-91 AI GNMA GTD REMIC P/T 16-89 QS

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GNMA GTD REMIC P/T 16-H24 KF GNMA II POOL #0AR8429 GNMA II POOL #0MA2073 GNMA GTD REMIC P/T 17-10 KZ GNMA II POOL #0AS6771 GNMA II POOL #0MA2074 GNMA GTD REMIC P/T 17-22 EA GNMA II POOL #0AS7206 GNMA II POOL #0MA2147 GNMA GTD REMIC P/T 17-25 CZ GNMA II POOL #0AV8890 GNMA II POOL #0MA2148 GNMA GTD REMIC P/T 17-26 SA GNMA II POOL #0AV8907 GNMA II POOL #0MA2149 GNMA GTD REMIC P/T 17-29 A GNMA II POOL #0AZ0988 GNMA II POOL #0MA2223 GNMA GTD REMIC P/T 17-4 BW GNMA II POOL #0AZ0990 GNMA II POOL #0MA2224 GNMA GTD REMIC P/T 17-49 AD GNMA II POOL #0AZ0991 GNMA II POOL #0MA2303 GNMA GTD REMIC P/T 17-62 AE GNMA II POOL #0AZ1002 GNMA II POOL #0MA2304 GNMA GTD REMIC P/T 17-H06 GI GNMA II POOL #0MA0007 GNMA II POOL #0MA2305 GNMA GTD REMIC P/T 17-H07 FG GNMA II POOL #0MA0025 GNMA II POOL #0MA2444 GNMA GTD REMIC P/T 17-H09 FG GNMA II POOL #0MA0088 GNMA II POOL #0MA2522 GNMA GTD REMIC P/T 17-H10 CI GNMA II POOL #0MA0138 GNMA II POOL #0MA2892 GNMA GTD REMIC P/T 2013-141 A GNMA II POOL #0MA0154 GNMA II POOL #0MA2893 GNMA II POOL #0004037 GNMA II POOL #0MA0223 GNMA II POOL #0MA2960 GNMA II POOL #0004061 GNMA II POOL #0MA0318 GNMA II POOL #0MA2961 GNMA II POOL #0004343 GNMA II POOL #0MA0391 GNMA II POOL #0MA2962 GNMA II POOL #0004399 GNMA II POOL #0MA0392 GNMA II POOL #0MA3033 GNMA II POOL #0004697 GNMA II POOL #0MA0461 GNMA II POOL #0MA3104 GNMA II POOL #0004853 GNMA II POOL #0MA0462 GNMA II POOL #0MA3106 GNMA II POOL #0004883 GNMA II POOL #0MA0514 GNMA II POOL #0MA3109 GNMA II POOL #0004923 GNMA II POOL #0MA0535 GNMA II POOL #0MA3172 GNMA II POOL #0004978 GNMA II POOL #0MA0624 GNMA II POOL #0MA3216 GNMA II POOL #0004979 GNMA II POOL #0MA0699 GNMA II POOL #0MA3243 GNMA II POOL #0005116 GNMA II POOL #0MA0701 GNMA II POOL #0MA3309 GNMA II POOL #0005232 GNMA II POOL #0MA0782 GNMA II POOL #0MA3310 GNMA II POOL #0005233 GNMA II POOL #0MA0783 GNMA II POOL #0MA3375 GNMA II POOL #0005260 GNMA II POOL #0MA0851 GNMA II POOL #0MA3454 GNMA II POOL #0005276 GNMA II POOL #0MA0852 GNMA II POOL #0MA3455 GNMA II POOL #0082468 GNMA II POOL #0MA0855 GNMA II POOL #0MA3456 GNMA II POOL #0082483 GNMA II POOL #0MA0908 GNMA II POOL #0MA3496 GNMA II POOL #0082600 GNMA II POOL #0MA0934 GNMA II POOL #0MA3520 GNMA II POOL #0082625 GNMA II POOL #0MA0937 GNMA II POOL #0MA3522 GNMA II POOL #0710035 GNMA II POOL #0MA1010 GNMA II POOL #0MA3596 GNMA II POOL #0710065 GNMA II POOL #0MA1012 GNMA II POOL #0MA3598 GNMA II POOL #0710077 GNMA II POOL #0MA1015 GNMA II POOL #0MA3602 GNMA II POOL #0710078 GNMA II POOL #0MA1089 GNMA II POOL #0MA3662 GNMA II POOL #0721566 GNMA II POOL #0MA1092 GNMA II POOL #0MA3663 GNMA II POOL #0731500 GNMA II POOL #0MA1156 GNMA II POOL #0MA3736 GNMA II POOL #0731503 GNMA II POOL #0MA1157 GNMA II POOL #0MA3737 GNMA II POOL #0751746 GNMA II POOL #0MA1223 GNMA II POOL #0MA3802 GNMA II POOL #0757327 GNMA II POOL #0MA1266 GNMA II POOL #0MA3803 GNMA II POOL #0759375 GNMA II POOL #0MA1285 GNMA II POOL #0MA3805 GNMA II POOL #0765225 GNMA II POOL #0MA1350 GNMA II POOL #0MA3873 GNMA II POOL #0766545 GNMA II POOL #0MA1374 GNMA II POOL #0MA3874 GNMA II POOL #0783366 GNMA II POOL #0MA1375 GNMA II POOL #0MA3877 GNMA II POOL #0783417 GNMA II POOL #0MA1449 GNMA II POOL #0MA3937 GNMA II POOL #0783418 GNMA II POOL #0MA1450 GNMA II POOL #0MA3940 GNMA II POOL #0783582 GNMA II POOL #0MA1523 GNMA II POOL #0MA4003 GNMA II POOL #0783976 GNMA II POOL #0MA1525 GNMA II POOL #0MA4004 GNMA II POOL #0791938 GNMA II POOL #0MA1573 GNMA II POOL #0MA4067 GNMA II POOL #0A3034S GNMA II POOL #0MA1602 GNMA II POOL #0MA4068 GNMA II POOL #0AA6149 GNMA II POOL #0MA1603 GNMA II POOL #0MA4069 GNMA II POOL #0AC9903 GNMA II POOL #0MA1678 GNMA II POOL #0MA4070 GNMA II POOL #0AH4598 GNMA II POOL #0MA1839 GNMA II POOL #0MA4074 GNMA II POOL #0AH4618 GNMA II POOL #0MA1918 GNMA II POOL #0MA4075 GNMA II POOL #0AL9364 GNMA II POOL #0MA1919 GNMA II POOL #0MA4125 GNMA II POOL #0AN7532 GNMA II POOL #0MA1920 GNMA II POOL #0MA4126 GNMA II POOL #0AR8426 GNMA II POOL #0MA1921 GNMA II POOL #0MA4127

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GNMA II POOL #0MA4195 GRACO INC GREENWAY MEDICAL 2/17 COV- GNMA II POOL #0MA4196 UTS (COMPR 1 LITE GNMA II POOL #0MA4201 ORD GREENYARD NV GNMA II POOL #0MA4261 GRAHAM CORP PLC CFD GNMA II POOL #0MA4262 GRAHAM HOLDINGS CO GREIF INC GNMA II POOL #0MA4319 GRAINCORP LTD GRENADA GOVERNMENT INTERN GNMA II POOL #0MA4320 GRAMERCY PROPERTY TRUST 144A GNMA II POOL #0MA4321 GRAMERCY REAL ESTA 1A BFX GREYSTAR REAL ESTATE PART GNMA II POOL #0MA4355 144A 144A GNMA II POOL #0MA4380 GRAMMER AG GREYWOLF CLO II LTD 1A B 144A GNMA II POOL #0MA4381 GRAN TIERRA ENERGY INC GRIFFIN INDUSTRIAL REALTY INC GNMA II POOL #0MA4382 GRAND CANYON EDUCATION INC GRIFFON CORP GNMA II POOL #0MA4384 GRAND CITY PROPERTIES SA GRIFOLS 1/17 TLB GNMA II POOL #0MA4450 GRAND PARKWAY TRANSPRTN GRIFOLS SA GNMA II POOL #0MA4451 CORP T GRINDING MEDIA INC / MOLY GNMA II POOL #0MA4509 GRANDVISION NV 144A GNMA II POOL #0MA4510 GRANDY HOUSE CORP GRINDROD LTD GO DADDY 2/17 TLB GRANGE RESOURCES LTD GRIVALIA PROPERTIES REIC AE GODADDY INC GRANITE CONSTRUCTION INC GROUP 1 AUTOMOTIVE INC GODREJ CONSUMER PRODUCTS GRANITE OIL CORP GROUP 4 SECURICOR PLC CFD LTD GRAPHIC PACKAGING HOLDING GROUPE BRUXELLES LAMBERT GOGO INC CO SA GOLAR LNG LTD GRAY TELEVISION INC GROUPE CRIT GOLAR LNG PARTNERS LP GRAY TELEVISION INC 144A GROUPE EUROTUNNEL SE GOLD 100 OZ FUTURE (CMX) GREAT AJAX CORP GROUPE PARTOUCHE SA GOLD FIELDS LTD GREAT CANADIAN GAMING CORP GROUPON INC GOLD HILL VENTURE LENDING 03- GREAT EAGLE HOLDINGS LTD GROWELL HOLDINGS C NPV A GREAT EASTERN HOLDINGS LTD GROWTHPOINT PROPERTIES LTD GOLD RESOURCE CORP GREAT HILL EQUITY PARTNERS III GRUBHUB INC GOLDCORP INC GREAT HILL EQUITY PARTNERS IV GRUMA SAB DE CV GOLDCREST CO LTD GREAT LAKES CLO 2015 1A D 144A GRUPA LOTOS SA GOLDEN AGRI-RESOURCES LTD GREAT LAKES DREDGE & DOCK GRUPO AEROMEXICO SAB DE CV GOLDEN ENTERTAINMENT INC CORP GRUPO AEROPORTUARIO DEL GOLDEN LEGACY PTE LTD 144A GREAT PLAINS ENERGY INC CENTRO GOLDEN NUGGET INC 144A PLC GRUPO AEROPORTUARIO DEL GOLDLION HOLDINGS LTD CFD PACIFI BDC INC 144A GREAT SOUTHERN BANCORP INC GRUPO AEROPORTUARIO DEL GOLDMAN SACHS GROUP INC/T GREAT WALL ENTERPRISE CO LTD SUREST REGS GREAT WALL MOTOR CO LTD GRUPO BIMBO SAB DE CV GOLDMAN SACHS GROUP INC/THE GREAT WEST LIFECO INC GRUPO CARSO SAB DE CV GOLDPOINT PARTNERS GREAT WESTERN BANCORP INC GRUPO ELEKTRA SAB DE CV GOLF DIGEST ONLINE INC CFD GREATVIEW ASEPTIC PACKAGING GRUPO FINANCIERO BANORTE GOME ELECTRICAL APPLIANCES CO SAB D HOL GREE INC GRUPO FINANCIERO GALICIA SA GOODBABY INTERNATIONAL GREE INC NPV CFD GRUPO FINANCIERO INBURSA HOLDING GREEKTOWN CASINO 4/17 COV- SAB D LITE GRUPO FINANCIERO GOODYEAR TIRE & RUBBER GREEN BANCORP INC INTERACCIONES CO/THE GREEN BRICK PARTNERS INC GRUPO FINANCIERO SANTANDER GOPRO INC GREEN DOT CORP MEX GORMAN-RUPP CO/THE GREEN PLAINS INC GRUPO INDUSTRIAL SALTILLO GOURMET MASTER CO LTD GREEN TREE 2008-HE1 HE1 A 144A SAB GOVERNMENT OF CANADA GREENBRIER COS INC/THE GRUPO LALA SAB DE CV GOVERNMENT PROPERTIES GROUP ORD CFD GRUPO LAMOSA SAB DE CV INCOME T GREENE COUNTY BANCORP INC GRUPO SAB DE CV GP PORTFOLIO TRUST GPP D 144A GREENE KING PLC CFD GRUPO SIMEC SAB DE CV GP PORTFOLIO TRUST GPP E 144A GREENHILL & CO INC GRUPO SUPERVIELLE SA GP STRATEGIES CORP GREENLIGHT CAPITAL RE LTD GRUPO TELEVISA SAB GPT GROUP/THE GRUPPO MUTUIONLINE SPA

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GRYPHON PARTNERS II LP GS MORTGAGE SECURITIES GC32 GUJARAT ALKALIES & GRYPHON PARTNERS III A4 CHEMICALS L GS HOME SHOPPING INC GS MORTGAGE SECURITIES GC6I F GUJARAT STATE PETRONET LTD GS MORTGAGE SECURI GC12 D GS MORTGAGE SECURITIES GCJ7 GULF FINANCE 8/16 TLB 144A AS GULF ISLAND FABRICATION INC GS MORTGAGE SECURI GC13 D GS MORTGAGE SECURITIES GCJ7 GULFPORT ENERGY CORP 144A C GULLIVER INTERNATIONAL CFD GS MORTGAGE SECURI GC16 D GS MORTGAGE SECURITIES GCJ9 GUN-EI CHEMICAL INDUSTRY C 144A A3 CFD GS MORTGAGE SECURI GC16 F GS MORTGAGE SECURITIES GS1 GUNOSY INC 144A A3 GURIT HOLDING AG GS MORTGAGE SECURI GCJ7 D GS MORTGAGE SECURITIES GS2 GURUNAVI INC 144A A4 GVC HOLDINGS PLC GS MORTGAGE SECURI GCJ7 E GS MORTGAGE SECURITIES GS5 GVC HOLDINGS PLC CFD 144A A4 GW HONOS SECURITY CORP 144A GS MORTGAGE SECURI GCJ7 F GS MORTGAGE SECURITIES GS6 GWA GROUP LTD 144A A3 H LUNDBECK A/S GS MORTGAGE SECURI GCJ9 D GS MORTGAGE SECURITIES T GS2 H&E EQUIPMENT SERVICES INC 144A C H&R BLOCK INC GS MORTGAGE SECURI RENT F GS RETAIL CO LTD H&R REAL ESTATE INVESTMENT 144A GS YUASA CORP NPV CFD TR GS MORTGAGE SECURIT C1 A2 GSAA TRUST 6 1A2 H+H INTERNATIONAL A/S 144A GSAA TRUST 9 A4A HABIB BANK LTD GS MORTGAGE SECURIT G1 A2 GSC PARTNERS CDO INVESTORS HABIT RESTAURANTS INC/THE 144A GSC RECOVERY II LP HACHIJUNI BANK LTD/THE GS MORTGAGE SECURIT GC3 D GSC RECOVERY III PARALLEL HACI OMER SABANCI HOLDING 144A FUND AS GS MORTGAGE SECURIT GC5 D GSI CREOS CORP CFD HACKETT GROUP INC/THE 144A GSI TECHNOLOGY INC HAEMONETICS CORP GS MORTGAGE SECURIT GC5 E GSMS 2016-RENT MZB 144A HAGIHARA INDUSTRIES INC CFD 144A GSR MORTGAGE LOAN TRUS AR4 HAHN & COMPANY II LP GS MORTGAGE SECURIT GC5 F 6A1 HAIER ELECTRONICS GROUP CO 144A GSR MORTGAGE LOAN TRUST 10 LTD GS MORTGAGE SECURIT GC6 D 2A1 HAIN CELESTIAL GROUP INC/THE 144A GSV CAPITAL CORP HAI-O ENTERPRISE BHD GS MORTGAGE SECURIT GC6 E GT CAPITAL HOLDINGS INC HAITIAN INTERNATIONAL 144A GTCR FUND IX HOLDINGS GS MORTGAGE SECURIT GS3 D GTCR FUND VIII LP HAITONG INTERNATIONAL 144A GTCR FUND XI LP SECURITI GS MORTGAGE SECURIT GS6 D GTL TRADE FINANCE INC 144A HAITONG SECURITIES CO LTD 144A GTL TRADE FINANCE INC REGS HAKUDO CO LTD GS MORTGAGE SECURITI C1 D GTR ORLANDO FL AVIATION HAKUHODO DY HOLDINGS INC 144A AUTH A HALCON RES CORP GS MORTGAGE SECURITI C1 E GTT COMMUNICATIONS INC HALCON RESOURCES CORP 144A GUANGDONG INVESTMENT LTD HALLADOR ENERGY CO GS MORTGAGE SECURITI C1 F GUANGNAN HOLDINGS LTD HALLIBURTON CO 144A GUANGZHOU AUTOMOBILE HALLMARK FINANCIAL SERVICES GS MORTGAGE SECURITI C2 D GROUP CO IN 144A GUANGZHOU R&F PROPERTIES CO HALMA PLC GS MORTGAGE SECURITIE GC20 LT HALOZYME THERAPEUTICS INC AAB GUARANTY BANCORP HALYARD HEALTH INC GS MORTGAGE SECURITIES GC13 GUARANTY BANCSHARES INC/TX HAMAKYOREX CO LTD A1 GUD HOLDINGS LTD PHOTONICS KK GS MORTGAGE SECURITIES GC22 GUESS? INC HAMILTON LANE INC A1 GUGGENHEIM TECHNOLOGY PLC GS MORTGAGE SECURITIES GC24 VENTURES HAMPTON MANAGEMENT UNIT A5 GUIDANCE SOFTWARE INC HANA FINANCIAL GROUP INC GS MORTGAGE SECURITIES GC30 GUIDEWIRE SOFTWARE INC HANCOCK HOLDING CO A4 HANDSOME CO LTD

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HANDY & HARMAN LTD HARSCO CORP HEATING OIL FUTURE (NYM) INC HARTALEGA HOLDINGS BHD HEBEI YICHEN INDUSTRIAL HANG FUNG GOLD TEC HKD0.10 HARTFORD FINANCIAL SERVICES GROUP HANG LUNG GROUP LTD GR HECLA MINING CO HANG LUNG PROPERTIES LTD HARTFORD HEALTHCARE CORP HEG LTD HANG SENG BANK LTD HARUM ENERGY TBK PT HEICO CORP HANG SENG INDEX FUTURE (HKG) HOLDINGS LTD HEIDELBERGCEMENT AG HANISON CONSTRUCTION HASBRO INC HEIDELBERGER HOLDINGS HASEKO CORP DRUCKMASCHINEN AG HANKUK PAPER HAULOTTE GROUP SA HEIDRICK & STRUGGLES MANUFACTURING CO HAVERTY FURNITURE COS INC INTERNATI HANKYU HANSHIN HOLDINGS INC HAW PAR CORP LTD HEINEKEN HOLDING NV HANKYU REIT INC CFD HAWAIIAN AIRLINES 2013-1 CLASS HEINEKEN NV HANMI FINANCIAL CORP HAWAIIAN ELECTRIC INDUSTRIES HEITMAN AMERICA REAL ESTATE HANMI PHARM CO LTD I HEITMAN CAP MGMT HANNON ARMSTRONG HAWAIIAN HOLDINGS INC HEIWA REAL ESTATE CO LTD SUSTAINABLE I HAWAIIAN TELCOM HOLDCO INC HEIWA REAL ESTATE REIT INC HANNOVER RUECK SE HAWKINS INC CFD HANNSTAR BOARD CORP HAYFIN SOF II USD CO-INVEST LP HELEN OF TROY LTD HANOVER INSURANCE GROUP HAYFIN SOF II USD LP HELIOS ISSUER LLC SE 1A B 144A INC/TH HAYFIN SPECIAL OPP CREDIT HELIX 2/17 TL HANSHIN CONSTRUCTION HAYNES INTERNATIONAL INC HELIX ENERGY SOLUTIONS HANSOL PAPER CO LTD GROUP I HANSON BUILDING 4/17 COV-LITE HAYS PLC CFD HELLA KGAA HUECK & CO HANSSEM CO LTD HB FULLER CO HELLENIC PETROLEUM SA HANWHA CORP HC STARCK 3/16 (USD) TLE HELLMAN & FRIEDMAN CAP HAP SENG CONSOLIDATED BHD HC2 HOLDINGS INC PTNRS HAPPINET CORP HCA 3/17 B9 TL HELLMAN & FRIEDMAN CAPITAL HARBOR FREIGHT TOOLS 8/16 HCA HEALTHCARE INC HELMERICH & PAYNE INC HARBORONE BANCORP INC HCA INC HELVETIA HOLDING AG HARBORTOUCH 10/16 TL HCI GROUP INC HEMISPHERE MEDIA GROUP INC HARBOUR VEST INTL PRIVATE EQ HCP INC HENDERSON LAND HARBOURVEST INTL PRIVATE HD SUPPLY HOLDINGS INC DEVELOPMENT CO EQUTY HDACCESS HENGAN INTERNATIONAL GROUP HARBOURVEST PARTNERS VIII - HDFC BANK LTD CO HARBOURVEST PTNRS VI FD LP HEALTH CARE SELECT SECTOR HENGDELI HOLDINGS LTD HARBOURVEST VENTURE VII HEALTH INSURANCE HENGYUAN REFINING CO BHD HARBOURVIEW CLO VII 7A D 144A INNOVATIONS I HENKEL AG & CO KGAA HARDINGE INC HEALTH MANAGEMENT HENNES & MAURITZ AB HARGRAY COMMUNICATIONS INTERNATIONA HENNESSY ADVISORS INC 3/17 HEALTHCARE REALTY TRUST INC HENRY COMPANY 9/16 COV-LITE PLC HEALTHCARE SERVICES GROUP HENRY SCHEIN INC HARGREAVES SERVICES PLC INC HERA CFD HARIM HOLDINGS CO LTD HEALTHCARE TRUST OF AMERICA HERBALIFE 2/17 TLB HARLAND CLARKE 2/17 B6 IN HERBALIFE LTD HARLAND CLARKE HOLDINGS C HEALTHCARE VENTURE VIII HERC HOLDINGS INC 144A ESCROW HERC RENTALS INC 144A HARLEY-DAVIDSON FINANCIAL HEALTHCARE VENTURES FUND V CAPITAL INC 144A HEALTHCARE VENTURES VII L P HERCULES CAPITAL INC 144A HARLEY-DAVIDSON INC HEALTHCARE VENTURES VIII LP HERITAGE COMMERCE CORP HARLEY-DAVIDSON MOTORCYCL HEALTHEQUITY INC HERITAGE FINANCIAL CORP/WA 1 A4 HEALTHPORT 5/15 COV-LITE TL HERITAGE INSURANCE HOLDINGS HARLEY-DAVIDSON MOTORCYCL LTD IN A A3 HEALTHSOUTH CORP HERITAGE-CRYSTAL CLEAN INC HARMONIC INC HEALTHSTREAM INC HERMAN MILLER INC HARMONY GOLD MINING CO LTD HEALTHSUN 11/16 COV-LITE TLB HERMES INTERNATIONAL HARP HIGH CDO I LTD HEARTLAND DENTAL 12/13 HERMES INTERNATIONAL CFD 144A HEARTLAND EXPRESS INC THERAPEUTICS INC HARRIS CORP HEARTLAND FINANCIAL USA INC HERSHA HOSPITALITY TRUST

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HERSHEY CO/THE HILTON USA TRUST 20 SFP F 144A HOKUETSU INDUSTRIES CO LTD HERTZ CORP/THE HILTON WORLDWIDE FINANCE HOKUETSU PAPER MILLS CFD HERTZ CORP/THE 144A 144A HOKUHOKU FINANCIAL GROUP HERTZ FLEET LEASE FU 1 A2 144A HILTON WORLDWIDE HOLDINGS INC HERTZ GLOBAL HOLDINGS INC INC HOKURIKU ELECTRIC POWER CO HESKA CORP HIMATSINGKA SEIDE LTD INC HESS CORP HINDALCO INDUSTRIES LTD HOKURIKU ELECTRICAL HESS MIDSTREAM PARTNERS LP HINDUSTAN PETROLEUM CORP CONSTRUCTI HEUNGKUK FIRE & MARINE LTD HOKUSHIN CO LTD CFD INSURAN HINES US OFFICE VALUE ADDED HOKUTO CORP HEWLETT PACKARD ENTERPRISE HINGHAM INSTITUTION FOR HOLLY ENERGY PARTNERS LP CO SAVING HOLLY ENERGY PARTNERS LP / HEXAGON AB LTD HOL HEXCEL CORP HIPEP V-ASIA PACIFIC & REST OF HOLLY ENERGY PARTNERS LP HEXION INC HIRAMA TSU INC NPV CFD 144A HEXPOL AB HIRATA CORP HOLLYFRONTIER CORP HFF INC HIROSE ELECTRIC CO LTD HOLOGIC INC HFS HIROSHIMA BANK LTD/THE HOLOGIC INC 144A HG CAPITAL 7 A LP HIROSHIMA GAS CO LTD HOMBURG INVEST INC HGGC FUND II LP HISAMITSU PHARMACEUTICAL HOME BANCORP INC HIAG IMMOBILIEN HOLDING AG CO IN HOME BANCSHARES INC/AR HIBBETT SPORTS INC LTD CFD HOME DEPOT INC/THE HI-CRUSH 4/14 COV-LITE TLB HISENSE KELON ELECTRICAL HOME PARTNERS OF AMER 1 E HIG BAYSIDE DEBT LBO II HOLDI 144A HIG BAYSIDE LOAN OPP FUND IV HISTORIC TW INC HOME PARTNERS OF AMER 1 F HIG BAYSIDE LOAN CAPITAL CORP 144A OPPORTUNITY HITACHI CHEMICAL CO LTD HOME PRODUCT CENTER PCL HIG BRAZIL INVEST ADVISORY HITACHI CHEMICAL Y50 CFD PLC HIG EUROPE CAPITAL PARTNERS HITACHI CONSTRUCTION HOMESTREET INC II MACHINERY HOMETRUST BANCSHARES INC HIG GROWTH & EQUITY HITACHI HIGH-TECHNOLOGIES HON HAI PRECISION INDUSTRY HIGGINBOTHAM 11/15 2ND LIEN CORP CO TL HITACHI LTD HON KWOK LAND INVESTMENT HIGGINBOTHAM 11/15 TLB HITACHI LTD CFD CO LT HIGH ARCTIC ENERGY SERVICES HITACHI METALS LTD HONDA ATLAS CARS PAKISTAN HIGH CAP PTR VII HITACHI METALS Y50 CFD LTD HIGH LINER FOODS HITACHI TRANSPORT SYSTEM HONDA AUTO RECEIVABLES 20 1 HIGHLAND CAPITAL PARTNERS VI LTD A3 HIGHLAND CONSUMER FUND I LP HITE JINRO CO LTD HONDA AUTO RECEIVABLES 20 2 HIGHWOODS PROPERTIES INC HK ELECTRIC INVESTMENTS & HK A3 HIGHWOODS REALTY LP E HONDA AUTO RECEIVABLES 20 2 HIKARI TSUSHIN INC HKR INTERNATIONAL LTD A4 HIKMA PHARMACEUTICALS CFD HKSCAN OYJ HONDA AUTO RECEIVABLES 20 3 HIKMA PHARMACEUTICALS PLC HKT TRUST & HKT LTD A2 HILAND PARTNERS HOLDINGS HMB CAP TR V CAP SECS 144A HONDA AUTO RECEIVABLES 20 3 144A HMS HOLDINGS CORP A4 HILCORP ENERGY I LP / HIL 144A HNI CORP HONDA AUTO RECEIVABLES 20 4 HILEX POLY 12/16 COV-LITE TL HO BEE LAND LTD A2 HILL & SMITH HOLDINGS PLC PLC CFD HONDA AUTO RECEIVABLES 20 4 HILL INTERNATIONAL INC HOCHTIEF AG A3 HILLENBRAND INC HODOGAYA CHEMICAL CFD HONDA MOTOR CO LTD HILL-ROM HOLDINGS INC HOEGH LNG PARTNERS LP HONDA MOTOR CO NPV CFD HILLTOP HOLDINGS INC HOGY MEDICAL CO CFD HONDURAS GOVERNMENT INTER HILT 2014-ORL MORTG ORL E 144A HOGY MEDICAL CO LTD 144A HILTON GRAND VACATIONS BO HOKKAN HOLDINGS LTD H-ONE CO LTD 144A HOKKO CHEMICAL INDUSTRY CO HONEYWELL INTERNATIONAL HILTON GRAND VACATIONS INC LTD INC HILTON HOTELS 8/16 EXTENDED HOKKOKU BANK LTD/THE HONG KONG & CHINA GAS CO TL HOKUETSU BANK LTD/THE CFD LTD

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HONG KONG EXCHANGES & HOWDEN JOINERY GROUP PLC HUNTSMAN INTERNATIONAL CLEARING HOYA CORP 11/16 HONG KONG SHANGHAI HP INC HUNTSMAN INTERNATIONAL LLC ALLIANCE HO HRG GROUP INC HURCO COS INC HONG LEONG ASIA LTD HS R&A CO LTD INC HONG LEONG BANK BHD HSBC BANK EZNOTE074 29-OCT-18 HUSKY ENERGY INC HONG LEONG FINANCIAL GROUP HSBC BANK PALMS1252 04-JUN-18 HUSQVARNA AB BHD HSBC BANK PLC HUSTEEL CO LTD HONG LEONG INDUSTRIES BHD HSBC BANK PLC 144A HUTCHISON PORT HOLDINGS HONG PU REAL ESTATE HSBC BANK USA NA/NEW YORK TRUST DEVELOPMEN NY HUTTIG BUILDING PRODUCTS INC HONGKONG & SHANGHAI HOTELS HSBC FINANCE CORP HWACHEON MACHINE TOOL CO LTD HSBC HOLDINGS PLC LTD HONGKONG LAND HOLDINGS LTD HSBC HOLDINGS PLC CFD HYATT HOTEL PORTFOL HYT A HOOKER FURNITURE CORP HSBC HOLDINGS PLC REGS 144A HOP FUNG GROUP HOLDINGS LTD HSBC USA INC HYATT HOTELS CORP HOPE BANCORP INC HSN INC HYDRO ONE LIMITED HOPEFLUENT GROUP HOLDINGS HU LANE ASSOCIATE INC HYDRO-QUEBEC LTD HUA HONG SEMICONDUCTOR LTD HYLAND SOFTWARE 1/17 TL HOPEWELL HOLDINGS LTD HUA YANG BHD HYLAND SOFTWARE 5/17 2ND HOPLITE CAPITAL MANAGEMENT HUADIAN FUXIN ENERGY CORP LIEN HORACE MANN EDUCATORS LTD HYPERION INSURANCE 3/15 TLB CORP HUANENG POWER HYPERION INSURANCE 5/17 TLB HORIZON BANCORP/IN INTERNATIONAL IN HYPERMARCAS SA HORIZON GLOBAL 3/17 TL HUANENG RENEWABLES CORP HYPOPORT AG HORIZON GLOBAL CORP LTD HYPROP INVESTMENTS LTD HORIZON IMPACT FUND LP HUATAI SECURITIES CO LTD HYSAN DEVELOPMENT CO LTD HORIZON IMPACT-BAML HUAXIN CEMENT CO LTD HYSTER-YALE MATERIALS HORIZON PHARMA INC / HORI HUB GROUP INC HANDLING 144A HUBBELL INC HYUNDAI AUTO LEASE S A A3 HORIZON PHARMA PLC HUBSPOT INC 144A HORIZON STRATEGIC FUND LP HUBTOWN LTD HYUNDAI AUTO LEASE SE A B HORIZON TECHNOLOGY FINANCE HUCHEMS FINE CHEMICAL CORP 144A COR HUDBAY MINERALS INC HYUNDAI AUTO RECEIVABLES A HORMEL FOODS CORP HUDBAY MINERALS INC 144A A2A HORNBACH BAUMARKT AG HUDSON PACIFIC PROPERTIES INC HYUNDAI AUTO RECEIVABLES A HORTONWORKS INC HUDSON TECHNOLOGIES INC A4 HOSHIZAKI CORP HUGHES SYSTEMS HYUNDAI AUTO RECEIVABLES B HOSKEN CONSOLIDATED CORP A3 INVESTMENT HUGO BOSS AG HYUNDAI AUTO RECEIVABLES C HOSOKAWA MICRON CORP HUHTAMAKI OYJ A2A HOSPITALITY PROPERTIES TRUST HULIC CO LTD HYUNDAI AUTO RECEIVABLES C HOST HOTELS & RESORTS INC HUMANA INC A2B HOST HOTELS & RESORTS LP HUMAX CO LTD HYUNDAI AUTO RECEIVABLES C HOSTESS BRANDS INC HUNG HING PRINTING GROUP LTD A3 TOPIC INC 144A HUNGARY GOVERNMENT HYUNDAI AUTO RECEIVABLES T HOTLAND CO LTD CFD INTERNATION A D HOTUNG INVESTMENT HOLDINGS HUNT COS INC 144A HYUNDAI AUTO RECEIVABLES T B LTD HUNTING PLC CFD D HOUGHTON 12/12 2ND LIEN (USD) HUNTINGTON AUTO TRUST 1 A4 HYUNDAI BNG STEEL CO LTD HOUGHTON MIFFLIN HARCOURT HYUNDAI CAPITAL AMERICA 144A CO INC/OH HYUNDAI DEVELOPMENT CO- HOULIHAN LOKEY INC HUNTINGTON INGALLS ENGINEE HOUSTON FUEL OIL 7/14 TL INDUSTRIES HYUNDAI ELEVATOR CO LTD HOUSTON TX HUNTINGTON NATIONAL HYUNDAI ENGINEERING HOVNANIAN ENTERPRISES INC BANK/THE PLASTICS C HOWARD BANCORP INC HUNTRESS HYUNDAI HY COMMUNICATIONS HOWARD HUGHES CORP/THE HUNTSMAN CORP & NE HOWARD HUGHES CORP/THE 144A

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HYUNDAI MARINE & FIRE IHI CORP INC RESEARCH HOLDINGS INC INSURANC IHI CORP CFD HYUNDAI MIPO DOCKYARD CO IHS MARKIT LTD INCHCAPE PLC CFD LTD IIDA GROUP HOLDING CO LTD LTD HYUNDAI MOTOR CO IIDA GROUP HOLDINGS CO LTD INCLINE EQUITY PARTNERS III LP HYUNDAI STEEL CO IIRSA NORTE FINANCE LTD 144A INCYTE CORP IAC/INTERACTIVECORP II-VI INC INDAH KIAT PULP & PAPER CORP IAMGOLD CORP IJM CORP BHD T IASIS HEALTHCARE LLC / IASIS C IJT TECHNOLOGY HOLDINGS CO INDEKS BILGISAYAR SISTEMLERI IBERDROLA SA LTD M IBERIABANK CORP ILFC E-CAPITAL TRUST II 144A INDEPENDENCE CONTRACT I-BHD ILG INC DRILLING CO LTD ILIAD SA INDEPENDENCE GROUP NL IBJ LEASING CO LIMITED NPV CFD ILIAD SA CFD INDEPENDENCE HOLDING CO ILLINOIS ST INDEPENDENCE REALTY TRUST ICA GRUPPEN AB ILLINOIS ST HSG DEV AUTH INC ICADE REVEN INDEPENDENT BANK CORP/MI ICAHN ENTERPRISES LP / ICAHN E ILLINOIS ST TOLL HIGHWAY INDEPENDENT BANK ICE GLOBAL CREDIT CL 1A E 144A AUTH CORP/ROCKLAND ICF INTERNATIONAL INC ILLINOIS STUDENT ASSISTAN 1 A2 INDEPENDENT BANK GROUP INC ICG EUROPE FUND V NO.1 LP INC INDIANA MICHIGAN POWER CO ICG EUROPE FUND VI NO LP ILLUMINA INC INDIANA UNIV REVENUES ICHIKOH INDUSTRIES CFD LTD INDIANAPOLIS IN LOCAL PUBLIC I ICHIKURA CO LTD CFD IMAGINE PRINT 6/17 2ND LIEN INDIKA ENERGY CAPITAL II 144A ICHINEN HOLDINGS CO LTD IMAGINE PRINT 6/17 COV-LITE INDIKA ENERGY TBK PT ICHOR HOLDINGS LTD IMARKETKOREA INC PLC ICICI BANK LTD IMAX CORP INDIVIOR PLC ORD USD2 CFD ICICI PRUDENTIAL LIFE EUR2 CFD INDO ENERGY FINANCE II BV INSURANC IMERYS SA REGS JPY50 CFD IMG WORLDWIDE 5/14 COV-LITE INDONESIA GOVERNMENT INTE ICON PLC TL 144A INC IMI ORD GBP0.2857 CFD INDONESIA GOVERNMENT INTE ICSH 4/17 COV-LITE DELAYED TL IMI PLC REGS ICSH 4/17 COV-LITE TL IMMERSION CORP INDONESIA TREASURY BOND ICU MEDICAL INC IMMOFINANZ AG INDORAMA VENTURES PCL IDACORP INC IMMUNE DESIGN CORP INDRA SISTEMAS SA IDAHO ST HLTH FACS AUTH IMMUNOGEN INC INDUS MOTOR CO LTD REVENU IMMUNOMEDICS INC INDUSTRIA DE DISENO TEXTIL SA IDEARC INC IMPAC MORTGAGE HOLDINGS INC INDUSTRIAL & COMMERCIAL IDEMITSU KOSAN CO LTD IMPALA PLATINUM HOLDINGS BANK O IDERA PHARMACEUTICALS INC LTD INDUSTRIAL ALLIANCE INS & IDEX CORP IMPAX LABORATORIES INC FINL IDEXX LABORATORIES INC IMPERIAL BRANDS FINANCE P INDUSTRIAL SELECT SECT SPDR IDORSIA LTD 144A INDUSTRIAS BACHOCO SAB DE IDT CORP IMPERIAL BRANDS PLC CV IES HOLDINGS INC IMPERIAL HOLDINGS LTD INDUSTRIAS CH SAB DE CV IFAST CORP LTD IMPERIAL METALS CORP 144A INDUSTRIAS PENOLES SAB DE CV IG GROUP HOLDINGS PLC IMPERIAL OIL LTD INDUSTRIVARDEN AB IGM FINANCIAL INC IMPERIAL TOBACCO GROUP PLC INDUTRADE AB IGNITION VENTURE PARTNER IV CFD INDYMAC INDX MORTGAG AR18 LP IMPERVA INC 2A1A IGNITION VENTURE PARTNERS II IMPINJ INC INDYMAC INDX MORTGAGE AR15 IGNITION VENTURE PARTNERS III IMPLENIA AG A2 IGNYTA INC IMPREGILO SPA NPV CFD INDYMAC INDX MORTGAGE AR4 IGUATEMI EMPRESA DE IMT TRUST 2017-A APTS EFL 144A A1A SHOPPING C INABA DENKI SANGYO CO LTD INES CORP IHGC OPERATORS INC INABA SEISAKUSHO CO LTD CFD I-NET CORP/KANAGAWA IHGC OPERATORS INC PFD STOCK INAGEYA CO CFD INFINEON TECHNOLOGIES AG IHH HEALTHCARE BHD INBODY CO LTD INFINERA CORP

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INFINITY ACQUISITION LLC 144A INPHI CORP INTEREP NATIONAL RADIO SA INFINITY PROPERTY & CASUALTY INSAS BHD REGS C INSIGHT ENTERPRISES INC INTEREST PAYABLE-SHORT SELL INFOBLOX 11/16 COV-LITE TL INSIGHT GLOBAL 5/17 TL INTEREST RECEIVABLE RECLAIM INFOCOM CORP INSIGHT VENTURE PARTNERS IX INTERFACE INC INFOMART CORP LP INTERFOR CORP INFOMEDIA LTD INSIGHT VENTURE PARTNERS VI INTERIOR LOGIC 2/17 TLB INFOR (LAWSON) 2/17 (USD) B6 LP INTERMEDIA PARTNERS VII LP INFOR US INC INSIGHT VENTURE PARTNERS VII INTERMEDIATE CAPITAL GROUP INFORMA PLC INSIGHT VENTURE PARTNERS VIII PLC INFORMA PLC (GB) ORD CFD INSMED INC INTERNAP 4/17 TL INFORMATION DEVELOPMENT CO INSPERITY INC INTERNAP CORP INFORMATION SERVICES GROUP INSPIRED ENTERTAINMENT INC INTERNATIONAL BANCSHARES INC INSTALLED BUILDING 3/17 CORP INFORMATION SERVICES INSTALLED BUILDING PRODUCTS INTERNATIONAL BANK FOR INTERNATI IN RECONST INFOSYS LTD INSTEEL INDUSTRIES INC INTERNATIONAL BANK OF AZE INFOTEL SA INSTITUTO HERMES PARDINI SA REGS INFRAESTRUCTURA ENERGETICA INSTRUCTURE INC INTERNATIONAL BUSINESS NOV INSULET CORP MACHINE INFRAREIT INC INSURANCE AUSTRALIA GROUP INTERNATIONAL CONSOLIDATED INFRASTRUTTURE WIRELESS LTD AIR ITALIA INSYS THERAPEUTICS INC INTERNATIONAL CONTAINER ING AMERICAS ISSUANCE BV 144A INTACT FINANCIAL CORP TERMIN ING BANK NV 144A INTAGE HOLDINGS INC INTERNATIONAL FINANCE CORP ING GROEP NV INTEGER HOLDINGS CORP INTERNATIONAL FLAVORS & ING LIFE INSURANCE KOREA LTD INTEGRA LIFESCIENCES FRAGRA INGENICO CFD HOLDINGS INTERNATIONAL GAME TECHNO INGENICO GROUP SA INTEGRATED DEVICE REGS INGERSOLL-RAND CO TECHNOLOGY I INTERNATIONAL GAME INGERSOLL-RAND GLOBAL INTEGRYS HOLDING INC TECHNOLOGY HOLDING INTEL CORP INTERNATIONAL INGERSOLL-RAND LUXEMBOURG INTELLEX CO LTD CFD INFRASTRUCTURE FINA INTELLIA THERAPEUTICS INC INTERNATIONAL LEASE FINANCE INGERSOLL-RAND PLC INTELSAT JACKSON HOLDINGS CO INGEVITY CORP 144A INTERNATIONAL PAPER CO INGLES MARKETS INC INTELSAT JACKSON HOLDINGS SA INTERNATIONAL PERSONAL INGRAM MICRO INC INTELSAT SA FINANCE INC INTER CORP CFD INTERNATIONAL SEAWAYS INC INLAND HOMES PLC INTER PARFUMS INC INTERNATIONAL SPEEDWAY INLAND LAKE NORTH INTER PIPELINE LTD CORP MANAGEMENT INTERACTIVE GROUP INTERNET BRANDS 3/17 INLAND VLY CA DEV AGY INC INTERNET BRANDS 3/17 DELAYED SUCCESSO INTER-AMERICAN DEVELOPMENT INTERNET BRANDS 7/14 TL INMARSAT PLC BAN INTERNET INITIATIVE JAPAN INC INMARSAT PLC CFD INTERCEPT PHARMACEUTICALS INTERPARK CORP INMOBILIARIA COLONIAL SA INC INTERPARK HOLDINGS CORP INNERWORKINGS INC INTERCONEXION ELECTRICA SA INTERPUBLIC GROUP OF COS INNOCOR 2/17 COV-LITE TL ESP INC/T INNOGY SE INTERCONTINENTAL EXCHANGE SPA INNOPHOS HOLDINGS INC INC INTERPUMP GROUP SPA CFD INNOSPEC INC INTERCONTINENTAL HOTELS GR INTERSECT ENT INC INNOTECH CORP CFD INTERSPACE CO LTD INNOVIVA INC INTERCONTINENTAL HOTELS INTERTAIN 4/15 COV-LITE TLB INOGEN INC GROUP INTERTEK GROUP PLC INOVALON HOLDINGS INC INTERCORP FINANCIAL SERVICES INTERTEK GROUP PLC CFD INOVIO PHARMACEUTICALS INC I INTERWEST PARTNERS IX LP INPEX CORP INTERDIGITAL INC/PA INTERWEST PARTNERS VIII LP INPEX CORPORATION CFD INTERWEST PARTNERS X LP

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INTERXION HOLDING NV ION MEDIA NEWTWORKS INC WTS ISRAEL GOVERNMENT EUR0.52 CFD IONIS PHARMACEUTICALS INC INTERNATIONA INTESA SANPAOLO SPA IOVANCE BIOTHERAPEUTICS INC ISRAEL ST INTESA SANPAOLO SPA 144A IPARADIGM 7/14 COV-LITE TL ISRAEL ST AID INTESA SANPAOLO SPA REGS IPAYMENT 4/17 TL ISRAEL STATE INTEVA PRODUCTS 8/16 TLB IPG PHOTONICS CORP INC INTEVAC INC IPIC GMTN LTD 144A ISRAS INVESTMENT CO LTD INTL CONSOLIDATED AIR CFD IPIC GMTN LTD REGS ISS A/S INTL. FCSTONE INC IPREO 7/14 COV-LITE TLB ISTAR FINANCIAL 6/16 TLB INTOPS CO LTD IPS 12/16 TL ISTAR INC INTRA-CELLULAR THERAPIES INC IPSEN PROMESSES CFD MOTORS LTD INTRAWEST 11/13 TL IPSEN SA IT LTD INTRAWEST RESORTS HOLDINGS IPSOS SPA CFD INC IRAQ INTERNATIONAL BOND ITALY BUONI POLIENNALI DE INTREPID POTASH INC REGS 144A INTREXON CORP IRELAND GOVERNMENT BOND ITALY BUONI POLIENNALI DE INTRUM JUSTITIA AB REGS REGS PROPERTIES PLC IRESS LTD ITALY BUONI POLIENNALI DEL INTUIT INC IRHYTHM TECHNOLOGIES INC TES INTUITIVE SURGICAL INC IRIDIUM COMMUNICATIONS INC ITAU UNIBANCO HOLDING SA INVACARE CORP IRISH BANK RESOLUTION CORP ITAUSA - INVESTIMENTOS ITAU INVEMED CATALYST FUND LP LTD SA INVENTEC CORP IRISH CONTINENTAL GROUP PLC ITC HOLDINGS CORP INVENTIV HEALTH 9/16 COV-LITE IROBOT CORP ITE TECHNOLOGY INC INVERNESS HOTEL (MISC I'ROM CO LTD NPV CFD ITEQ CORP INVERSIONES LA CONSTRUCCION IRON MOUNTAIN INC ITERIS INC SA IRONWOOD PHARMACEUTICALS ITFOR INC INVESCO FINANCE PLC INC ITOCHU CORP INVESCO LTD IRPC PCL ITOCHU TECHNO SOLUTIONS INVESCO MORTGAGE CAPITAL IRSA INVERSIONES Y CORP C INC REPRESENTAC ITOCHU TECHNO-SOLUTIONS INVESTAR HOLDING CORP IRVING CAPITAL PARTNERS II CORP LTD IRVING CAPITAL PARTNERS III ITOCHU-SHOKUHIN CO LTD INVESTEC PLC ISETAN MITSUKOSHI HOLDINGS ITRON INC INVESTEC PLC CFD LTD ITT INC INVESTEC PROPERTY FUND LTD ISHARES CORE MSCI EMERGING ITV PLC INVESTMENT TECHNOLOGY ISHARES CORE S&P 500 ETF ITV PLC CFD GROUP IN ISHARES CORE S&P MIDCAP ETF IVANHOE MINES LTD INVESTOR AB ISHARES CORE S&P SMALL-CAP E IVORY COAST GOVERNMENT IN INVESTORS BANCORP INC ISHARES GOLD TRUST 144A INVESTORS CLOUD CO LTD CFD ISHARES IBOXX USD HIGH YIELD IVORY COAST GOVERNMENT IN INVESTORS REAL ESTATE TRUST ISHARES MSCI CANADA ETF REGS INVESTORS TITLE CO ISHARES MSCI EAFE ETF IWAICOSMO HOLDINGS INC INVITAE CORP ISHARES MSCI EMERGING IWASAKI ELECTRIC CO LTD INVITATION HOMES 2 SFR1 A 144A MARKET IWATANI CORP NPV CFD INVITATION HOMES 2 SFR1 E 144A ISHARES MSCI INDIA ETF IWATE (BANK OF) Y500 CFD INVITATION HOMES 2 SFR2 A 144A ISHARES MSCI UAE CAPPED ETF IWG PLC INVITATION HOMES 2 SFR2 B 144A ISHARES IWG PLC CFD INVITATION HOMES 2 SFR2 E 144A BIOTECHNOLOGY IXS 11/16 TLB INVITATION HOMES 2 SFR2 F 144A ISHARES RUSSELL 1000 ETF IXYS CORP INVITATION HOMES 2 SFR3 A 144A ISHARES RUSSELL 1000 GROWTH IYO BANK LTD/THE INVITATION HOMES 2 SFR3 B 144A ISHARES RUSSELL 1000 VALUE E J ALEXANDER'S HOLDINGS INC INVITATION HOMES 2 SFR3 D 144A ISHARES RUSSELL 2000 ETF J FRONT RETAILING CO LTD INVITATION HOMES 2 SFR3 E 144A ISHARES RUSSELL 2000 VALUE E J FRONT RETAILING CO LTD CFD INVITATION HOMES INC ISHARES RUSSELL MID-CAP ETF J H WHITNEY VI LP INZI CONTROLS CO LTD ISHARES TIPS BOND ETF J P MORGAN CHASE REPO IOI CORP BHD ISHIHARA SANGYO KAISHA LTD J SAINSBURY PLC IOI PROPERTIES GROUP BHD ISRAEL CHEMICALS LTD J W CHILDS EQUITY PARTNERS III ION MEDIA NETWORKS INC LTD J&J SNACK FOODS CORP

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J. JILL INC JAPAN RETAIL FUND JG SUMMIT HOLDINGS INC J.C. PENNEY 5/13 COV-LITE TLB INVESTMENT C JGC CORP J.P. MORGAN CHASE C WPT A 144A JAPAN SECURITIES FINANCE CO JIANGSU EXPRESSWAY CO LTD J.P. MORGAN CHASE NINE A 144A LT JIANGSU FUTURE LAND CO LTD J2 CLOUD SERVICES LLC / J 144A CFD JIANGXI COPPER CO LTD J2 GLOBAL INC JAPAN TISSUE ENGINEERING CFD JINDAL STAINLESS HISAR LTD JABIL INC JAPAN TOBACCO INC JINDAL STEEL & POWER LTD JAC RECRUITMENT CO LTD CFD JAPAN TOBACCO INC Y50000 CFD JK HOLDINGS CO LTD JACK HENRY & ASSOCIATES INC JAPANESE GOVERNMENT CPI JK PAPER LTD JACK IN THE BOX INC LINKED JM AB JACK OHIO FINANCE LLC / J 144A JAPFA COMFEED INDONESIA TBK JM SMUCKER CO/THE JACKPOTJOY PLC PT JMC STEEL 6/16 COV-LITE TLB JACKS FAMILY 3/17 TLB JAPFA LTD JMI EQUITY FD V JACKSON HEWITT 7/15 TLB JARDINE CYCLE & CARRIAGE LTD JMI EQUITY FUND VI LP GLO JARDINE LLOYD THOMPSON JMI EQUITY FUND VII LP 144A GROUP P JMI EQUITY FUND VIII LP JACOBS ENGINEERING GROUP INC JARDINE MATHESON HOLDINGS JO-ANN STORES HOLDINGS IN JACOBS ENTERTAINMENT INC LTD 144A 144A JARDINE STRATEGIC HOLDINGS JOBAN KOSAN CO JPY50 JACQUET METAL SERVICE LTD JOBSOHIO BEVERAGE SYS STWD JAFCO CO LTD CFD JASTRZEBSKA SPOLKA WEGLOWA LIQ JAGGED PEAK ENERGY INC SA JOHN B SANFILIPPO & SON INC JAHWA ELECTRONICS CO LTD JB HUNT TRANSPORT SERVICES JOHN BEAN TECHNOLOGIES CORP JAMAICA GOVERNMENT INC CAPITAL CORP INTERNATION JBCC HOLDINGS INC JOHN DEERE OWNER TRUST 2 A JAMCO CORP CFD JBG/ROCKVILLE NCI CAMPUS A2A PLC 144A JOHN DEERE OWNER TRUST 20 A JAMES RIVER GROUP HOLDINGS JBS SA A3 LTD JBS USA 1/17 TLB JOHN DEERE OWNER TRUST 20 B JAMNA AUTO INDUSTRIES LTD JBS USA LUX SA / JBS USA 144A A3 GROUP PLC JC PENNEY CO INC JOHN HANCOCK LIFE INSURAN JAPAN 10YR MINI BD FUT (SGX) JC PENNEY CORP INC 144A JAPAN AIRLINES CO LTD JC PENNEY CORP INC 144A JOHN SEVIER COMBINED CYCLE JAPAN AIRPORT TERMINAL CO JCDECAUX SA GEN LTD J-COM CO LTD NPV CFD JOHN WILEY & SONS INC JAPAN ASIA INVESTMENT CFD JCP&L TRANSITION FUNDING A A3 PLC JAPAN BANK FOR JCP&L TRANSITION FUNDING A A4 JOHNS HOPKINS UNIVERSITY INTERNATIONAL C JCY INTERNATIONAL BHD JOHNSON & JOHNSON JAPAN COMMUNICATIONS INC JD POWER 6/16 COV-LITE TL JOHNSON CONTROLS CFD JD SPORTS FASHION PLC INTERNATIONAL INC CFD JD SPORTS FASHION PLC CFD JOHNSON ELECTRIC HOLDINGS JAPAN EXCHANGE GROUP INC JD.COM INC LTD JAPAN FOODS CO JPY50 CFD JEAN COUTU GROUP (PJC) INC JOHNSON MATTHEY CFD JAPAN GOVERNMENT TWENTY JEFFERIES GROUP LLC JOHNSON MATTHEY PLC YEAR B JEFFERSON PARTNERS FUND IV JOHNSON OUTDOORS INC JAPAN LIFELINE CO LTD JEFFERSON PLAZA (MISC JOHNSON SERVICE GROUP PLC JAPAN MATERIAL CO LTD JELD-WEN HOLDING INC J-OIL MILLS INC NPV CFD JAPAN PETROLEUM EX NPV CFD JENOPTIK AG JOLIMARK HOLDINGS LTD JAPAN POST BANK CO LTD JERNIGAN CAPITAL INC JOLLIBEE FOODS CORP JAPAN POST HOLDINGS CO LTD JERONIMO MARTINS SGPS SA JONES ENERGY INC JAPAN POST HOLDINGS CO LTD JERUSALEM OIL EXPLORATION JONES LANG LASALLE INC CFD JETBLUE AIRWAYS CORP JORDAN GOVERNMENT INTERNA JAPAN PRIME REALTY JFE HOLDINGS INC 144A INVESTMENT JFIN CLO 2017 LTD 1A C 144A JOSHIN DENKI CO LTD JAPAN REAL ESTATE JFIN CLO 2017 LTD 1A D 144A JOUNCE THERAPEUTICS INC INVESTMENT C JFIN MM CLO 2014 LTD 1A C 144A JP MORGAN CHASE C C4 TAC1 JAPAN REAL ESTATE INVST CO JFIN MM CLO 2014 LTD 1A D 144A 144A CFD JFIN REVOLVER CLO 1A D 144A JP MORGAN CHASE C C4 TAC2 JFIN REVOLVER CLO 20 2A C 144A 144A

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JP MORGAN CHASE C CNTR A2 JP MORGAN CHASE COMMERC JP2 JPMBB COMMERCIAL MORTGA 144A A4 C21 A1 JP MORGAN CHASE CO CNTR D JP MORGAN CHASE COMMERC JP2 JPMBB COMMERCIAL MORTGA 144A AS C22 A1 JP MORGAN CHASE CO DSTY E JP MORGAN CHASE COMMERC JPMBB COMMERCIAL MORTGA 144A LC11 B C30 A5 JP MORGAN CHASE CO IWST C JP MORGAN CHASE COMMERC JPMBB COMMERCIAL MORTGA 144A LC9 A2 C31 A3 JP MORGAN CHASE CO IWST D JP MORGAN CHASE COMMERC JPMBB COMMERCIAL MORTGA 144A LDP2 E C33 A4 JP MORGAN CHASE CO LC11 F JP MORGAN CHASE COMMERC JPMBB COMMERCIAL MORTGAG 144A LN2 A2 C32 C JP MORGAN CHASE COM C2 A2 JP MORGAN CHASE COMMERCI C6 JPMCB STRATEGIC PROPERTY 144A AS FUND JP MORGAN CHASE COM C3 A3 JP MORGAN CHASE COMMERCI JPMCC COMMERCIAL MORTGAG 144A CBX C JP5 C JP MORGAN CHASE COM C4 NR JP MORGAN CHASE COMMERCI JPMCC RE-REMIC FRR1 BK10 144A 144A CBX D JPMDB COMMERCIAL MOR C4 D JP MORGAN CHASE COM CBX D JP MORGAN COMMERCIAL C8 H 144A 144A 144A JPMDB COMMERCIAL MORTGAG JP MORGAN CHASE COM CBX E JP MORGAN MORTGAGE 2 1A1 C2 A4 144A 144A JPMDB COMMERCIAL MORTGAG JP MORGAN CHASE COM CBX F JP MORGAN MORTGAGE 3 1A3 C5 A3 144A 144A JPMORGAN CHASE & CO JP MORGAN CHASE COM CBX G JP MORGAN MORTGAGE T 2 A1 JPMORGAN NA 144A 144A JPMORGAN COMMERC RR1 A4B1 JP MORGAN CHASE COM FL7 A JP MORGAN MORTGAGE T 4 A5 144A 144A 144A JS GROUP CORPORATION NPV CFD JP MORGAN CHASE COM UES F JP MORGAN MORTGAGE T 5 A1 JSC ASTANA FIN SPON ADR 144A 144A 144A JSC ASTANA FINANCE JP MORGAN CHASE COMM C1 F JP MORGAN MORTGAGE TRUS A1 JSE LTD 144A 5A4 JSR CORP JP MORGAN CHASE COMM C3 E JP MORGAN MORTGAGE TRUS A1 JSR CORP JPY50 CFD 144A 6T1 JSW STEEL LTD JP MORGAN CHASE COMM C3 H JP MORGAN MORTGAGE TRUS A4 JTEKT CORP 144A 1A1 JU TENG INTERNATIONAL JP MORGAN CHASE COMM C4 E JP MORGAN MORTGAGE TRUS S1 HOLDINGS 144A 1A1 JUBILANT LIFE SCIENCES LTD JP MORGAN CHASE COMM C4 F JP MORGAN MORTGAGE TRUST A1 JUKI CORP 144A B1 JULIUS BAER GROUP LTD JP MORGAN CHASE COMM C4 H JP MORGAN POOLED VENTURE III JUMBO SA 144A JP MORGAN TRUST 201 1 1A2 144A JUNGHEINRICH AG JP MORGAN CHASE COMM C6 E JP MORGAN US POOLED FINANCE JUNIPER NETWORKS INC 144A II JUNO THERAPEUTICS INC JP MORGAN CHASE COMME CB18 JPM -CW18 TATA CHEMICAL PLC A1A JPM STRUCT PRO BV LEPO WTS JUST EAT PLC JP MORGAN CHASE COMME LDPX JPM STRUCT PROD.BV LEPO WTS JUST EAT PLC CFD A1A JPMBB COMMERCIAL MO C22 D JUST ENERGY GROUP INC JP MORGAN CHASE COMMER CB12 144A JVC KENWOOD HLDNGS INC NPV AJ JPMBB COMMERCIAL MO C26 D CFD JP MORGAN CHASE COMMER 144A JX HOLDINGS INC CFD LDP8 AM JPMBB COMMERCIAL MORT C22 JXTG HOLDINGS INC JP MORGAN CHASE COMMER A3A1 JYSKE BANK A/S LDPX AM JPMBB COMMERCIAL MORTGA K WAH INTERNATIONAL JP MORGAN CHASE COMMERC C12 A5 HOLDINGS L CB11 E JPMBB COMMERCIAL MORTGA K&O ENERGY GROUP INC CFD JP MORGAN CHASE COMMERC JP1 C15 AS K+S AG A5 JPMBB COMMERCIAL MORTGA K12 INC C18 A1 K2016470219 144A

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K2016470260 SOUTH AFRICA 144A KAWASAKI KISEN KAISHA Y50 KEPPEL CORP LTD K2M GROUP HOLDINGS INC CFD KEPRO 5/17 TL KABOUTER INTL KAWASUMI LABORATORIES INC KERING KABU.COM SECURITIES CO LTD KAYABA INDUSTRY CO Y50 CFD KERNEL HOLDING SA KADANT INC KAZ MINERALS PLC KERRY GROUP 'A' ORD EUR CFD KADOYA SESAME MILL JPY50 CFD KAZAGRO NATIONAL MANAGEME KERRY GROUP PLC KAGA ELECTRONICS CO LTD 144A KERRY PROPERTIES LTD KAGOME CO Y50 CFD KAZAKHMYS PLC CFD KERYX BIOPHARMACEUTICALS GROUP PLC KAZAKHSTAN GOVERNMENT INT INC KAISER ALUMINUM CORP 144A KESKO OYJ KAISER FOUNDATION HOSPITALS KAZAKHSTAN TEMIR ZHOLY FI KEURIG 2/16 (USD) TLB KAJARIA CERAMICS LTD 144A KEY ENERGY SERVICES INC KAJIMA CORP KAZMUNAYGAS NATIONAL CO J KEYBANK NA/CLEVELAND OH KAKAKU.COM INC REGS KEYCORP KALYANI STEELS LTD KB FINANCIAL GROUP INC KEYCORP STUDENT LOAN TRU A KAMAN CORP KB HOME 2A4 KAMEI CFD KBC BANK NV REGS KEYCORP STUDENT LOAN TRUS A KAMEI CORP KBC GROUP NV A2 KAMIGUMI CO LTD KBL PARTNERSHIP LP KEYCORP STUDENT LOAN TRUS B KANADEN CORP KBR INC A2 KANAMOTO CO CFD KC HRW WHEAT FUTURE (CBT) CORP KANAMOTO CO LTD KCC CORP KEYENCE CORP CFD KANEKA CORP KCE ELECTRONICS PCL KEYERA CORP KANEKO SEEDS CO LTD KDDI CORP KEYSIGHT TECHNOLOGIES INC KANEKO SEEDS CO LTD CFD KDDI CORP CFD KEYSTONE FOREST INVESTMENTS KANEMATSU CORP KEANE GROUP INC KEYSTONE HELP KANEMATSU ELECTRONICS LTD KEARNY FINANCIAL CORP/MD KEYW HOLDING CORP/THE KANG YONG ELECTRIC PCL KEIHAN HOLDINGS CO LTD KFC HOLDING CO/ 144A KANGNAM JEVISCO CO LTD KEIHANSHIN BUILDING CO LTD KFORCE INC KANSAI ELEC POWER NPV CFD KEIHIN ELECTRIC EXPRESS CFD KGHM POLSKA MIEDZ SA KANSAI ELECTRIC POWER CO KEIKYU CORP KGI SECURITIES THAILAND PCL INC/T KEIO CORP KIER GROUP PLC CFD KANSAI PAINT CO LTD KEISEI ELECTRIC RAILWAY CO KIK CUSTOM PRODUCTS 8/15 KANSAI Y50 CFD LTD KIKKOMAN CORP KANSAS CITY POWER & LIGHT CO KEIYU CO LTD JPY50 CFD KILROY REALTY CORP KANSAS CITY SOUTHERN KELDA GROUP DEFERRED KILROY REALTY LP KAO CORP SHARES KIMBALL ELECTRONICS INC KAO CORP NPV CFD KELLOGG CO KIMBALL INTERNATIONAL INC KAP INDUSTRIAL HOLDINGS LTD KELLY SERVICES INC KIMBERLY-CLARK CORP KAPPAHL AB KELSO INVESTMENT ASSOC VIII KIMBERLY-CLARK DE MEXICO KAPSCH TRAFFICCOM AG LP SAB D KAPSTONE PAPER AND KELSO INVESTMENT ASSOCIATES KIMCO REALTY CORP PACKAGING C KEMAYAN CORPORATION BHD KIMLUN CORP BHD KAR AUCTION SERVICES INC KEMET CORP KIMOTO CO LTD KAR AUCTION SERVICES INC 144A KEMPER CORP KIMOTO CO Y50 CFD KARDEX AG KENEDIX INC JAP NPV CFD KIMURA UNITY CO LTD KARNATAKA BANK LTD/THE KENEDIX OFFICE INVESTMENT KINAXIS INC KARYOPHARM THERAPEUTICS CFD KINDER MORGAN ENERGY INC KENNAMETAL INC PARTNERS KASAI KOGYO CO LTD KENNEDY-WILSON HOLDINGS INC KINDER MORGAN INC/DE KASIKORNBANK PCL KENTUCKY ST ASSET/LIABILITY KINDER MORGAN INC/DE 144A KATE SPADE & CO CO KINDRED BIOSCIENCES INC KATHMANDU HOLDINGS LTD KENYA GOVERNMENT INTERNAT KINDRED GROUP PLC KATO SANGYO CO CFD 144A KINDRED HEALTHCARE INC KATO WORKS CO CFD KENYA GOVERNMENT INTERNAT KINETIC CONCEPTS INC / KC 144A KAWAI MUSICAL INSTRUMENTS REGS KINGBOARD CHEMICAL MANU KENYA INFRASTRUCTURE BOND HOLDINGS LT KAWASAKI HEAVY INDUSTRIES KEPCO PLANT SERVICE & KINGBOARD LAMINATES LTD ENGINEER HOLDINGS L

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KINGDOM OF BELGIUM GOVERN KOBE BUSSAN CO LTD KPS SPECIAL SITUATIONS FUND 144A KOBE ELECT RAILWAY CO LTD IV KINGDOM OF BELGIUM CFD KPX CHEMICAL CO LTD GOVERNMENT KOBE STEEL LTD KPX HOLDINGS CORP KINGFISHER PLC KOENIG & BAUER AG CO/THE KINGFISHER PLC CFD KOFAX 6/17 COV-LITE TL KRAFT HEINZ FOODS CO KINGSOFT CORP LTD KOH YOUNG TECHNOLOGY INC KRAFT HEINZ FOODS CO 144A KINGSPAN GROUP ORD EUR0 CFD KOHL'S CORP KRATON CORP KINGSPAN GROUP PLC KOHNAN SHOJI CO LTD KRATOS DEFENSE & SECURITY KINGSTONE COS INC KOHSOKU CORP SOLU KINKI SHARYO CO CFD KOITO MANUFACTURING CO LTD KREDITANSTALT FUER KINNEVIK AB KOITO MANUFACTURING CO Y50 WIEDERAUFBA KINROSS GOLD CORP CFD KRG CAPITAL FUND II LP KINSALE CAPITAL GROUP INC KOLTE-PATIL DEVELOPERS LTD KROGER CO/THE KINTETSU GROUP HOLDINGS CO KOMATSU CFD KRONES AG LTD KOMATSU LTD KRONOS 11/16 COV-LITE TL KINTETSU WORLD EXPRESS INC KOMATSU SEIREN CO CFD KRONOS 4/17 TLB KINZUA MANAGEMENT UNIT KOMATSU WALL IND JPY50 CFD KRONOS WORLDWIDE INC KION GROUP AG KOMATSU WALL INDUSTRY CO KROTON EDUCACIONAL SA KIRBY CORP LTD KRUK SA KIRIN BREWERY Y50 CFD KOMEDA HOLDINGS CO LTD CFD KRUNG THAI BANK PCL KIRIN HOLDINGS CO LTD KOMERCNI BANKA AS KRUNGTHAI CARD PCL KIRKLAND'S INC KOMMUNALBANKEN AS 144A KSB AG KISCO CORP KONAKA CO LTD KSL HOLDINGS BHD KISCO HOLDINGS CO LTD KONAMI CO JPY50 CFD KT CORP KI-STAR REAL ESTATE CO LTD KONAMI HOLDINGS CORP KTCS CORP KI-STAR REAL ESTATE CO LTD KONDOTEC INC KUALA LUMPUR KEPONG BHD CFD KONE OYJ KUBOTA CORP KITAGAWA IRON WORKS CO CFD KONECRANES OYJ KUBOTA CORPORATION Y50 CFD KITAGAWA IRON WORKS CO LTD INC KUBOTA CREDIT OWNER 1A A2 KITANO CONSTRUCTION CORP KONINKLIJKE AHOLD DELHAIZE 144A PHARMA INC NV KUBOTA CREDIT OWNER 1A A3 KITE REALTY GROUP TRUST KONINKLIJKE BAM GROEP NV 144A KITRON ASA KONINKLIJKE DSM NV KUBOTEK CORP CFD KITZ CORP KONINKLIJKE KPN NV KUEHNE + NAGEL KKR GROUP FINANCE CO II L 144A KONINKLIJKE PHILIPS NV INTERNATIONAL A KKR GROUP FINANCE CO III 144A KONINKLIJKE VOPAK NV KUMBA IRON ORE LTD KKR REAL ESTATE FINANCE KOPIN CORP KUMIAI CHEM IND CO JPY 50 CFD TRUST KOPPERS BUILDING (MISC KUMIAI CHEMICAL INDUSTRY CO KLAB INC KOPPERS HOLDINGS INC LT KLA-TENCOR CORP KORDSA TEKNIK TEKSTIL AS KUMPULAN FIMA BHD KLEPIERRE EUR1.4 CFD KOREA AIRPORT SERVICE CO LTD KUNLUN ENERGY CO LTD KLEPIERRE SA KOREA DEVELOPMENT BANK/THE KURA ONCOLOGY INC KLINE HAWKES PACIFIC L P KOREA ELECTRIC POWER CORP KURABO INDUSTRIES LTD KLOECKNER & CO SE KOREA FLANGE CO LTD KURARAY CO LTD KLONDEX MINES LTD KOREA GAS CORP 144A KUREHA CORP KLX INC KOREA INTERNATIONAL BOND KUREHA CORP CFD KLX INC 144A KOREA PETROCHEMICAL IND CO KURIMOTO LTD KMG CHEMICALS 6/17 TL LTD KURITA WATER INDUSTRIES LTD KMG CHEMICALS INC KOREA ZINC CO LTD KUSURI NO AOKI HOLDINGS CO KNAFAIM HOLDINGS LTD KOREAN REINSURANCE CO CFD KNIGHT TRANSPORTATION INC KORN/FERRY INTERNATIONAL KUWAIT INTERNATIONAL GOVE VENTURE KORTEK CORP 144A CAPITAL KOSAIDO CO LTD KVAERNER ASA INC KOSE CORP KVH INDUSTRIES INC KNOW IT AB KOSHIDAKA HOLDINGS CO LTD KWG PROPERTY HOLDING LTD KNOWLES CORP KOSMOS ENERGY LTD KYB CORP KNT-CT HOLDINGS CO LTD KPIT TECHNOLOGIES LTD KYERYONG CONSTRUCTION KOA CORP KPR MILL LTD INDUSTRI

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KYOCERA CORP LAND SECURITIES GROUP PLC LB-UBS COMMERCIAL MORTGA KYODO PRINTING CO LTD CFD C1 A2 KYOKUTO BOEKI KAISHA CFD LANDAUER INC LB-UBS COMMERCIAL MORTGA KYOKUTO SECURITIES CO LTD LANDEC CORP C6 AJ KYORIN HOLDINGS INC LANDESK SOFTWARE 1/17 COV- LB-UBS COMMERCIAL MORTGA KYORITSU PRINTING CO LTD CFD LITE C6 AM KYOWA HAKKO KIRIN CO LTD LANDMARK EQUITY PARTNERS IV LB-UBS COMMERCIAL MORTGA KYOWA LEATHER CLOTH CO LTD LANDMARK EQUITY PARTNERS V C7 AM KYUNGCHANG INDUSTRIAL CO L P LCH CCP CREDIT SUISSE CASH LTD LANDMARK EQUITY PARTNERS COL KYUSHU ELECTRIC POWER CO XIII LCI INDUSTRIES INC LANDMARK EQUITY PARTNERS LCNB CORP KYUSHU FINANCIAL GROUP INC XIV LEAD FUTURE (LME) KYUSHU FINANCIAL GROUP INC LANDMARK MEZZANINE LEAF GROUP LTD CFD PARTNERS LEAN HOGS FUTURE (CME) KYUSHU RAILWAY CO LANDRY'S 9/16 COV-LITE TLB LEAR CORP L BRANDS INC LANDRY'S INC 144A LEASEPLAN CORP NV 144A L CATTERTON GROWTH LANDS' END INC LEBANON GOVERNMENT INTERN PARTNERS INC REGS L CATTERTON PARTNERS VIII LP LANDWIRTSCHAFTLICHE LEC INC L E LUNDBERGFORETAGEN AB RENTENBANK LECIP CORPORATION NPV CFD L3 TECHNOLOGIES INC LANNA RESOURCES PCL LECTRA LA DORIA SPA LANNER ELECTRONICS INC LEE & MAN PAPER LA JOLLA PHARMACEUTICAL CO LANNETT CO INC MANUFACTURING LA QUINTA 2/14 COV-LITE TLB LANTHEUS HOLDINGS INC LEE ENTERPRISES INC 144A LA QUINTA HOLDINGS INC LANXESS AG LEEDS WELD EQUITY PARTNERS LA QUINTA TERM B 02 21 21 LAOX CO LTD CFD IV LABORATORY CORP OF AMERICA LAR ESPANA REAL ESTATE LEG IMMOBILIEN AG HOL SOCIMI LEGACYTEXAS FINANCIAL LABRADOR AVIATION F 1A A1 LAREDO PETROLEUM INC GROUP IN 144A LARGAN PRECISION CO LTD LEGAL & GENERAL GROUP PLC LAC CO LTD LARSEN & TOUBRO LTD LEGAL & GENERAL GROUP PLC LADBROKES CORAL GROUP PLC LAS VEGAS SANDS CORP CFD LADDER CAPITAL CORP LASALLE HOTEL PROPERTIES LEGG MASON INC LADDER CAPITAL FINANCE HO LASALLE INV MGT LEGG MASON REAL ESTATE 144A LASKO CAPITAL LADENBURG THALMANN LATITUDE MANAGEMENT REAL LEGGETT & PLATT INC FINANCIAL S LATITUDE MGMT RE CAP III INC LEGRAND SA LAFARGEHOLCIM LTD LATTICE SEMICONDUCTOR CORP LEGRAND SA CFD LAGARDERE SCA LAUREATE EDUCATION 4/17 TLB LEHMAN BROS TREAS 144A LAI STRATEGIC REALTY LAUREATE EDUCATION INC HOLDINGS INVESTORS LAWSON INC INC LAI SUN DEVELOPMENT CO LTD LAWSON INC CFD LEHMAN BROTHERS INC LAKELAND BANCORP INC LAWSON PRODUCTS INC/DE LEHMAN BROTHERS TREASURY LAKELAND FINANCIAL CORP LAYNE CHRISTENSEN CO 144A LALIN PROPERTY PCL GROUP LLC LEHMAN BRTH HLD (RICI) LAM RESEARCH CORP LAZARD LTD ESCROW LAM SOON THAILAND PCL LA-Z-BOY INC LEHMAN PROXY STANDISH - PAY LAMAR ADVERTISING CO LB COMMERCIAL CONDUI C1 K LEHMAN PROXY STANDISH - REC LAMAR MEDIA CORP 144A LEHMAN PROXY WAMCO - REC LAMB WESTON HOLDINGS INC LB FOSTER CO LEIDOS HOLDINGS INC LAMB WESTON HOLDINGS INC LBC CREDIT PARTNERS II LP LEM MULTIFAMILY SENIOR 144A LBC CREDIT PARTNERS III LP EQUITY LAMPRELL PLC LBC-P CREDIT FUND LP LEM REAL ESTATE HIGH-YIELD HLDGS COM CFD LB-UBS COMMERCIAL MO C2 G LEM REAL ESTATE HIGH-YIELD LANCASTER COLONY CORP 144A DEB LAND O' LAKES INC 144A LB-UBS COMMERCIAL MO C7 K LEM REAL ESTATE MEZZANINE LAND SECURITIES GROUP PLC 144A FUND LEMAITRE VASCULAR INC

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LENDINGCLUB CORP LIBERTY MEDIA CORP-LIBERTY LIONS GATE 12/16 COV-LITE TLB LENDINGTREE INC SIR LIONS GATE ENTERTAINMENT GROUP FINANCE EU 144A LENNAR CORP 144A LIONS GATE ENTERTAINMENT LENNOX INTERNATIONAL INC LIBERTY PROPERTY LP CORP LENOVO GROUP LTD LIBERTY PROPERTY TRUST LIPPO LTD LENOX STREET LTD 1A SN 144A LIBERTY TAX INC LIQUIDITY SERVICES INC LENZING AG LIBERTY TRIPADVISOR HOLDINGS LITE-ON SEMICONDUCTOR CORP LEOCH INTERNATIONAL I LITE-ON TECHNOLOGY CORP TECHNOLOGY LIBERTY VENTURES LITHIA MOTORS INC LEONARDO SPA LIFE CORPORATION JPY50 CFD LITTELFUSE INC LEONI AG LIFE HEALTHCARE GROUP LIU CHONG HING INVESTMENT LEOPALACE21 CORP HOLDINGS LTD LEROY SEAFOOD GROUP ASA LIFE STORAGE INC LIVANOVA PLC LEUCADIA NATIONAL CORP LIFEPOINT HEALTH INC LIVE CATTLE FUTURE (CME) LEVEL 3 2/17 TLB LIFESTORAGE LP/CA LIVE NATION ENTERTAINMENT LEVEL 3 COMMUNICATIONS INC LIFESTYLE CHINA GROUP LTD INC LEVEL 3 FINANCING INC LIFESTYLE INTERNATIONAL LIVE OAK BANCSHARES INC LEVI STRAUSS & CO HOLDIN LIVEPERSON INC LEXICON PHARMACEUTICALS INC LIFETIME BRANDS INC LIVESENSE INC CFD LEXINGTON CAPITAL PARTNERS I LIFEWAY FOODS INC LIVINGSTON 4/13 2ND LIEN TL LEXINGTON CAPITAL PARTNERS LIG NEX1 CO LTD LIVINGSTON 4/13 TL II LIGAND PHARMACEUTICALS INC LIXIL GROUP CORP LEXINGTON CAPITAL PARTNERS LIGHTOWER 4/13 TL LKQ CORP V INDIA PTNRS I LLC LKQ ITALIA BONDCO SPA 144A LEXINGTON CAPITAL PARTNERS LIGHTSPEED VENTURE VIII LLOYDS BANK PLC VI LIGHTSPEED VII LP LLOYDS BANKING GROUP PLC LEXINGTON CAPITAL PTNRS III LP LIGHTSTONE 3/17 COV-LITE TLB LLOYDS TSB GROUP PLC CFD LEXINGTON REALTY TRUST LIGHTSTONE 3/17 COV-LITE TLC LLR EQUITY PARTNERS II LP LF CORP LII HEN INDUSTRIES BHD LLR EQUITY PARTNERS III LP LG CHEM LTD LILIS ENERGY INC LLR EQUITY PARTNERS IV LP LG CORP LIME ROCK PARTNERS IV LP LLR EQUITY PARTNERS LP LG DISPLAY CO LTD LIME ROCK PARTNERS V LP LME PRI ALUM FUTURE (LME) LG HOUSEHOLD & HEALTH CARE LIMELIGHT NETWORKS INC LMI INC LTD LIMEROCK PARTNRS III LOBLAW COMPANIES LTD LG INNOTEK CO LTD LIMONEIRA CO LOCALIZA RENT A CAR SA LG UPLUS CORP LIN TELEVISION CORP LOCKHEED MARTIN CORP LG&E & KU ENERGY LLC LINAMAR CORP LOEN ENTERTAINMENT INC LGI HOMES INC LINCOLN ELECTRIC HOLDINGS LOEWS CORP LH FINANCIAL GROUP PCL INC LOGAN PROPERTY HOLDINGS CO LHC GROUP INC LINCOLN NATIONAL CORP LTD LI & FUNG LTD LINDAB INTERNATIONAL AB LOGITECH INTERNATIONAL SA LI NING CO LTD LINDBLAD EXPEDITIONS LOGMEIN INC LIAN BENG GROUP LTD HOLDINGS LONDON LIBBEY INC LINDE AG GROUP LIBERTY BROADBAND CORP LINDSAY CORP LIBERTY EXPEDIA HOLDINGS INC LINDSAY GOLDBERG & GROUP PL LIBERTY GLOBAL PLC BESSEMER LP LONG BEACH AVENUE (MISC LIBERTY GLOBAL PLC LILAC LINE CORP LONG CHEN PAPER CO LTD LIBERTY HOLDINGS LTD LINEDATA SERVICES LONG GILT FUTURE (ICF) LIBERTY INTERACTIVE CORP QVC LINGKARAN TRANS KOTA LONG TERM CARE GROUP 6/14 G HOLDINGS TLB LIBERTY INTERNATIONAL PLC LINK LONGFOR PROPERTIES CO LTD CFD LINK AND MOTIVATION INC CFD LONKING HOLDINGS LTD LIBERTY MEDIA CORP-LIBERTY LINK REIT LONMIN PLC LINN ENERGY LLC / LINN ENERGY LONZA GROUP AG LIBERTY MEDIA CORP-LIBERTY LINX SA LOOKERS PLC FOR LION CORP LOOMIS AB LION INDUSTRIES CORP BHD LOPEZ HOLDINGS CORP

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LORAL SPACE & LUMBERMENS MUTUAL CASUALT MADRIGAL PHARMACEUTICALS COMMUNICATIONS 144A INC LORAL SPACE & LUMENTUM HOLDINGS INC MAEDA CORP COMMUNICATIONS I LUMINEX CORP MAEZAWA KASEI INDUSTRIES CO L'OREAL CFD LUMOS NETWORKS CORP LT L'OREAL SA LUNDIN MINING CORP MAEZAWA KYUSO INDUSTRIES LORIDA GROVES ACQUISITION LUNDIN PETROLEUM AB CFD LOS ANGELES CA DEPT WTR & LUNG KEE BERMUDA HOLDINGS SA PWR LUXOFT HOLDING INC AEROSPACE CORP LOS ANGELES CA UNIF SCH DIST LUXOR CAPITAL PARTNERS LP MAGELLAN HEALTH INC LOS ANGELES CNTY CA MET LUXOTTICA GROUP EUR0.06 CFD MAGELLAN MIDSTREAM TRANSP LUXOTTICA GROUP SPA PARTNERS LP LOTTE CHILSUNG BEVERAGE CO LVMH MOET HENNESSY LOUIS MAGNA INTL INC LTD VUITT MAGNESITA REFRATARIOS SA LOTTE CONFECTIONERY CO LTD LYB INTERNATIONAL FINANCE MAGNIT PJSC LOTTE SHOPPING CO LTD BV MAHINDRA & MAHINDRA LTD LOUISIANA-PACIFIC CORP LYDALL INC MAIDEN HOLDINGS LTD LOUISVILLE GAS & ELECTRIC CO LYONDELL CHEMICAL MAIL.RU GROUP LTD LOVISA HOLDINGS LTD WORLDWIDE IN MAIN STREET CAPITAL CORP LOW SU GASOIL G FUTURE (ICE) LYONDELLBASELL INDUSTRIES MAINSOURCE FINANCIAL GROUP LOWE ENTERPRISES 144A INC LOWE GTO LYONDELLBASELL INDUSTRIES MAIRE TECNIMONT SPA LOWE'S COS INC NV MAISONS DU MONDE SA LOXAM SAS 144A M DIAS BRANCO SA MAJESCO LOXAM SAS REGS M&T BANK CORP MAKEMYTRIP LTD LOXO ONCOLOGY INC M/C VENTURE PARTNERS V LP MAKITA CORP LPL 3/17 TLB M/I HOMES INC MALAYAN BANKING BHD LPL FINANCIAL HOLDINGS INC M3 INC MALAYSIA AIRPORTS HOLDINGS LPS BRASIL CONSULTORIA DE MAANSHAN IRON & STEEL CO BHD IMOV LTD MALAYSIA GOVERNMENT BOND LS CORP CO LTD MALAYSIAN PACIFIC INDUSTRIES LSB INDUSTRIES INC MACA LTD B LSC COMMUNICATIONS INC MACATAWA BANK CORP MALIBU BOATS INC LSC COMMUNICATIONS INC 144A MACDERMID 12/16 (USD) B5 MALLINCKRODT INTERNATIONA LSI INDUSTRIES INC MACERICH CO/THE 144A LSL PROPERTY SERVICES PLC MACH ONE 2004-1A ULC 1A L 144A MALLINCKRODT INTERNATIONAL LSR GROUP PJSC MACH ONE 2004-1A ULC 1A M 144A FIN LSTAR COMMERCIAL MOR 4 A2 MACK-CALI REALTY CORP MALLINCKRODT PLC 144A MACOM TECHNOLOGY MALVERN BANCORP INC LSTAR COMMERCIAL MORT 2 D SOLUTIONS HOL MAMMOTH ENERGY SERVICES 144A LTD INC LSTAR COMMERCIAL MORT 2 E MACQUARIE GROUP LTD 144A MAN SE 144A MACQUARIE INFRASTRUCTURE MAN STRATEGIC HOLDINGS PLC LT GROUP INC CORP CFD LTC PROPERTIES INC MACQUARIE MEXICO REAL MAN WAH HOLDINGS LTD LUBERT ADLER IV ESTATE M UNITED PLC LUBERT ADLER REAL ESTATE FD MACROBLOCK INC MANDO CORP LUBERT ADLER REAL ESTATE MACROGENICS INC MANDOM CORP FUND MACY'S INC MANHATTAN ASSOCIATES INC LUBERT-ADLER RE FD VII LP MACY'S RETAIL HOLDINGS INC MANITOU BF SA LUCARA DIAMOND CORP MADISON DEARBORN CAP PTNRS MANITOWOC 2/16 TLB LUCKY CEMENT LTD V-A MANITOWOC CO INC/THE LUK FOOK HOLDINGS MADISON DEARBORN CAPITAL MANNAI CORP QSC INTERNATIONA MADISON PARK FUNDIN 12A E MANPOWERGROUP INC LUKOIL PJSC 144A MANTECH INTERNATIONAL LULULEMON ATHLETICA INC MADISON SQUARE GARDEN CORP/VA LUMBER LIQUIDATORS HOLDINGS CO/THE MANUFACTURERS & TRADERS IN MADISON WI MET SCH DIST TRUST FINANCIAL CORP

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MAPELEY ORD NPV CFD MASSACHUSETTS INSTITUTE OF MDC HOLDINGS INC SA TEC MDC PARTNERS INC LEAF FOODS INC MASSACHUSETTS MUTUAL LIFE MDC-GMTN BV 144A MAPLETREE COMMERCIAL TRUST 144A MDU RESOURCES GROUP INC MAPLETREE GREATER CHINA MASSACHUSETTS ST MEAD JOHNSON NUTRITION CO COMMER MASSMART HOLDINGS LTD MEBUKI FINANCIAL GROUP INC MAPLETREE INDUSTRIAL TRUST MASSMUTUAL GLOBAL FUNDING MEC COMPANY LTD CFD MAPLETREE LOGISTICS TRUST 144A MEDALLION FINANCIAL CORP MARATHON OIL CORP MASTEC INC MEDEQUITIES REALTY TRUST INC MARATHON PETROLEUM CORP MASTER CREDIT CARD T 1A A MEDIA GEN INC CVR MARB BONDCO PLC 144A 144A MEDIA NUSANTARA CITRA TBK MARCUS & MILLICHAP INC MASTERCARD INC PT MARCUS CORP/THE MASTR ADJUSTABLE RATE MOR 1 ESPANA GLOBAL FOODS SA B1 COMUNICACION S MARFRIG HOLDINGS EUROPE B MATADOR RESOURCES CO MEDIASET SPA 144A MATCH GROUP INC MEDIATEK INC MARICOPA CITRUS MATERIALS SELECT SECTOR SPDR PVT LTD MARINE HARVEST ASA MATERION CORP MEDICAL PROPERTIES TRUST INC MARINE PRODUCTS CORP MATINAS BIOPHARMA HOLDINGS MEDICAL RESOURCES INC MARINEMAX INC INC MEDICAL SYSTEM NET NPV CFD MARINER HEALTH GRP SR SUB B MATLIN PATTERSON GLOBAL OPP MEDICINES CO/THE MARKEL CORP MATRIX SERVICE CO MEDICINOVA INC MARKETAXESS HOLDINGS INC MATSON INC CFD MARKS & SPENCER GROUP PLC MATSON NAVIGATION CO INC MEDICLINIC INTERNATIONAL PLC MARKS & SPENCER GROUP PLC MATSUI CONSTRUCTION CO LTD MEDIDATA SOLUTIONS INC CFD MATSUMOTOKIYOSHI HOLDINGS MEDIFAST INC BUSINESS SERVICES CO L SPA CORP MATTEL INC MEDIOBANCA SPA EUR0.5 CFD MARRIOTT INTERNATIONAL MATTHEWS INTERNATIONAL MEDIPAL HOLDINGS CORP INC/MD CORP MEDIUS HOLDINGS CO LTD MARRIOTT LOAN 2016 MAUI LAND & PINEAPPLE CO INC MEDIVIR AB MARRIOTT VACATIONS MAVERICK MEDIWARE INFORMATION 2/17 WORLDWIDE C MAX FINANCIAL SERVICES LTD MEDLEY CAPITAL CORP MARSH & MCLENNAN COS INC MAXIM INTEGRATED PRODUCTS MEDLEY MANAGEMENT INC INC MEDNAX INC MARTEN TRANSPORT LTD MAXIMUS INC MEDNAX INC 144A MARTIN MARIETTA MATERIALS MAXIS BHD MEDPACE HOLDINGS INC INC MAXLINEAR INC MEDTRONIC GLOBAL HOLDINGS MARTINREA INTERNATIONAL INC MAXVALU NISHINIHON CO LTD SCA MARUBENI CORP MAXWELL TECHNOLOGIES INC MEDTRONIC INC MARUBENI CORP Y50 CFD MOTOR CORP MEDTRONIC PLC MARUBUN CORP CFD MB FINANCIAL INC MEDY-TOX INC MARUI CO Y50 CFD MBIA INC MEET GROUP INC/THE MARUI GROUP CO LTD MBT FINANCIAL CORP MEG ENERGY CORP 144A MARUICHI STEEL TUBE LTD MCBC HOLDINGS INC MEGACABLE HOLDINGS SAB DE MARUKA MACHINERY CO LTD MCBRIDE PLC CV MARUWA CO LTD CFD MCCARTHY & STONE PLC MEGAWORLD CORP MARUYAMA MANUFACTURING MCCORMICK & CO INC/MD PLC CO CFD MCDERMOTT INTERNATIONAL MEGGITT PLC CFD MARVELL TECHNOLOGY GROUP INC MEGMILK SNOW BRAND CO LTD LTD MCDONALDS CO JAPAN CFD MEIDENSHA CORP MARVELOUS INC MCDONALD'S CORP MEIJI ELECTRIC INDUSTRIES CO L ST MCDONALD'S HOLDINGS CO MEIJI HOLDINGS CO LTD MASCO CORP JAPAN L MEIJI HOLDINGS CO NPV CFD MASIMO CORP MCGRATH RENTCORP MEIKO NETWORK JAPAN CO LTD MASONITE INTERNATIONAL CO MCGRAW-HILL 5/16 COV-LITE TLB MEITEC CORP 144A MCKESSON CORP MEITO SANGYO CO Y50 CFD MASONITE INTERNATIONAL CORP MCS 5/17 TL HLDGS INC NPV CFD MCS STEEL PCL

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MELCO INTERNATIONAL MERITZ FIRE & MARINE MEXICHEM SAB DE CV DEVELOPMEN INSURANCE MEXICO CITY AIRPORT TRUST MELCO RESORTS & MERLIN ENTERTAINMENTS PLC 144A ENTERTAINMENT MERLIN PROPERTIES SOCIMI SA MEXICO GOVERNMENT MELCOR DEVELOPMENTS LTD MARITIME PCL INTERNATIONA MELEXIS NV COMMUNICATIONS 5/15 MEZZ CAP COMMERCIAL C1 X MELIA HOTELS INTERNATIONAL MERRILL LYNCH & CO INC 144A SA MERRILL LYNCH INTL MEZZ CAP COMMERCIAL C2 D MELKER SCHORLING AB MERRILL LYNCH INTL LEPO WTS 144A MELLANOX TECHNOLOGIES LTD MERRILL LYNCH MORTGAGE CKI1 MEZZ CAP COMMERCIAL C2 E MELROSE INDUSTRIES PLC D 144A MELROSE INDUSTRIES PLC CFD MERRILL LYNCH MORTGAGE IN MEZZ CAP COMMERCIAL C2 F MELROSE STUDENT HOUSING C1 B 144A (MISC MERRILL LYNCH MORTGAGE IN MEZZ CAP COMMERCIAL C2 G MEMORIAL SLOAN-KETTERING C2 F 144A CANCE MERRILL LYNCH MORTGAGE T C1 MEZZ CAP COMMERCIAL C2 X MEMPHIS TN CTR CITY REVENUE A4 144A FI MERRILL LYNCH MORTGAGE T C1 MEZZ CAP COMMERCIAL C3 D MEP INFRASTRUCTURE AJ 144A DEVELOPERS MERRILL LYNCH REV REPO MEZZ CAP COMMERCIAL C3 E MERAFE RESOURCES LTD MERRIMACK PHARMACEUTICALS 144A MERCADOLIBRE INC INC MEZZ CAP COMMERCIAL C3 F MERCANTILE BANK CORP MERRY ELECTRONICS CO LTD 144A MERCEDES BENZ AUTO LEASE B MERSEN SA MEZZ CAP COMMERCIAL C3 G A3 MERUS LABS INTL INC 144A MERCEDES-BENZ AUTO LEASE A MESA LABORATORIES INC MFA FINANCIAL INC A1 MESIROW ABSOLUTE RETURN MFEC PCL MERCEDES-BENZ AUTO LEASE A FUND MFI FURNITURE PLC CFD A2B MESTENIO LTD FOR DOMINICA MGE ENERGY INC MERCEDES-BENZ AUTO LEASE A REGS MGI COUTIER A3 MET TRANSPRTN AUTH NY MGIC INVESTMENT CORP MERCEDES-BENZ AUTO LEASE B REVENUE MGM CHINA HOLDINGS LTD A4 MET TRANSPRTN AUTH NY SPL MGM RESORTS INTERNATIONAL MERCEDES-BENZ AUTO RECEIV 1 OBLG MGP INGREDIENTS INC A3 META FINANCIAL GROUP INC MHP SE INTERNATIONAL INC METAIR INVESTMENTS LTD MICHAEL KORS HOLDINGS LTD MERCER INTERNATIONAL INC METALL ZUG AG MICHAEL PAGE INTERNATIONAL 144A LTD CFD MERCIALYS SA CFD METHANEX CORP MICHAELS COS INC/THE MERCK & CO INC METHODE ELECTRONICS INC MICHIGAN ST MERCK KGAA METLIFE CAPITAL TRUST IV 144A MICHIGAN ST FIN AUTH REVENUE MERCK SHARP & DOHME CORP METLIFE INC MICHIGAN ST TOBACCO MERCURIES & ASSOCIATES METRO BANK PLC SETTLEMENT HOLDING METRO BANK PLC CFD 4/17 MERCURY GENERAL CORP METRO INC MICRO FOCUS 4/17 TLB2 MERCURY NZ LTD METRO PACIFIC INVESTMENTS MICRO FOCUS 4/17(USD) TLB3 MERCURY SYSTEMS INC CORP MICRO FOCUS INTL ORD GBP MEREDITH CORP METROPOLITAN BANK & TRUST MICRO SYSTEMATION AB MERIDIAN BANCORP INC CO MICROCHIP TECHNOLOGY INC MERIDIAN BIOSCIENCE INC METROPOLITAN LIFE GLOBAL MICRON TECHNOLOGY INC MERIDIAN ENERGY LTD 144A MICRONICS JAPAN CO JPY50 CFD MERIDIAN VENTURE PARTNERS II METROPOLITAN LIFE GLOBAL MICROPORT SCIENTIFIC CORP MERIT MEDICAL SYSTEMS INC REGS MICROSEMI 12/15 TLB MERITAGE HOMES CORP METSA BOARD OYJ MICROSEMI CORP MERITECH CAP PARTNERS V LP METSO OYJ MICROSOFT CORP MERITECH CAPITAL PARTNERS III METTLER-TOLEDO MICROSTRATEGY INC MERITECH CAPITAL PARTNERS IV INTERNATIONAL I MICROVISION INC MERITECH CAPITAL PTNRS II LP MEXICAN BONOS MID ATLANTIC VENTURE FUND III MERITOR INC MEXICAN UDIBONOS MID PENN BANCORP INC

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MID-AMERICA APARTMENT MIRAGEN THERAPEUTICS INC MITSUI HOME CO LTD COMMUNIT MIRANT AMERICAS ESC GEN INC MITSUI HOME CO LTD CFD MID-AMERICA APARTMENTS LP MIRION TECHNOLOGIES 1/15 MITSUI MINING & SMELTING CO MIDAMERICAN ENERGY CO MIROKU JYOHO SERVICE CO LTD LT MID-ATLANTIC VENTURE FD IV LP GROUP MITSUI O.S.K. LINES CFD MIDDLEBY CORP/THE MISAWA & CO LTD CFD MITSUI OSK LINES LTD MIDDLEFIELD BANC CORP MISAWA HOMES CO LTD NPV CFD MITSUMURA PRINTING CO LTD MIDDLESEX WATER CO MISC BHD CFD MIDLAND STATES BANCORP INC MISCELLANEOUS RECEIVABLES MIURA CO LTD MIDOCEAN CREDIT CLO 1A CR MISSION BAY (MISC DOCUMENTS) MIXI INC 144A MISSION BROADCASTING / MIYAJI ENGINEERING GROUP INC MIDSOUTH BANCORP INC NEXSTAR MIYAKOSHI HOLDINGS INC CFD MID-STATE CAPITAL CORP 20 1 M2 MISSION HEALTH SYSTEM INC/NC MIYOSHI OIL & FAT CO LTD MIDSTATES PETECO I MISSOURI JT MUNI ELEC UTILITY MIZHO FINANCIAL GROUP INC MIDSTATES PETROLEUM CO INC MISSOURI PACIFIC RAILROAD CO CFD MIDWAY AIRLINES CORP MISSOURI ST HLTH & EDUCTNL MIZRAHI TEFAHOT BANK LTD MIDWESTONE FINANCIAL GROUP FAC MIZUHO BANK LTD 144A INC MISSOURI ST HSG DEV MIZUHO FINANCIAL GROUP INC MIE BANK LTD/THE COMMISSION MIZUNO CORP CFD MIJAYI ENGINEERING NPV CFD MISTER CAR WASH 9/14 COV-LITE MK LAND HOLDINGS BHD CORP MISTRAS GROUP INC MKH BHD MILACRON 1/17 COV-LITE TLB MISUMI GROUP INC MKS INSTRUMENTS INC MILACRON HOLDINGS CORP MISYS 4/17 (USD) TL MLP AG MILESTONE PARTNERS II LP MISYS 4/17 2ND LIEN (USD) MMAF EQUIPMENT FINA AA A2 MILESTONE PARTNERS III LP 2 MITANI SEKISAN CO JPY50 CFD 144A MILESTONE PARTNERS IV LP 2 MITEK SYSTEMS INC MMAF EQUIPMENT FINA AA A3 MILK SPECIALTIES 2/17 COV-LITE GROUP CFD 144A MILK SPECIALTIES 8/16 COV-LITE MITIE GROUP PLC MMC NORILSK NICKEL PJSC MILLENNIUM LABORATORIES MITO SECURITIES CO LTD MMI HOLDINGS LTD/SOUTH 12/15 MITRA ADIPERKASA TBK PT AFRICA MILLER HEIMAN 8/14 MITSUBISHI CHEMICAL MNRB HOLDINGS BHD INCREMENTAL HOLDINGS C MNTECH CO LTD MILLER INDUSTRIES INC/TN MITSUBISHI CORP MOBASE CO LTD MILLICOM INTERNATIONAL CE MITSUBISHI CORP CFD MOBILE MINI INC 144A CORP MOBILE TELESYSTEMS PJSC MILLICOM INTERNATIONAL CO LTD MOBILEIRON INC CELLULA MITSUBISHI GAS CHEMICAL CO MOBILEYE NV MIMEDX GROUP INC INC MOBILEZONE HOLDING AG MINATO BANK CFD MITSUBISHI HEAVY INDUSTRIES MOCHIDA PHARMACEUTICAL CO MINDBODY INC LT LTD MINEBEA MITSUMI INC CORP MODEC INC MINERA FRISCO SAB DE CV MITSUBISHI LOGISTICS CORP CFD MODEC INC (JAPAN) NPV CFD MINERAL DEPOSITS LTD MITSUBISHI MATERIAL CORP Y50 MODEL N INC MINERALS TECHNOLOGIES INC CORP MODERN TIMES GROUP MTG AB LUXEMBOURG SA 144A CORP MODETOUR NETWORK INC MINERVA NEUROSCIENCES INC LTD MODINE MANUFACTURING CO MINERVA SA/BRAZIL MITSUBISHI TANABE PHARMA MOELIS & CO MINI MSCI EAFE FUTURE (NYF) CORP MOHAWK INDUSTRIES INC MINMETALS LAND LTD MITSUBISHI TR & BLG INSTL C/DG MOHEGAN TRIBAL 9/16 TLB MINNESOTA ST HSG FIN AGY MITSUBISHI UFJ FINANCIAL MOLINA HEALTHCARE INC HOMEO GROUP MOLSON COORS BREWING CO MINOR INTERNATIONAL PCL MITSUBISHI UFJ LEASE & MOMENTA PHARMACEUTICALS NVDR FINANCE INC MINOR INTL PUBLIC COMPANY MITSUI & CO LTD MOMO INC MINTH GROUP LTD MITSUI & CO Y50 CFD MONADELPHOUS GROUP LTD MIRACA HOLDING INC JPY50 CFD MITSUI CHEMICALS INC MONARCH 5/16 (USD) COV-LITE MIRACA HOLDINGS INC MITSUI CHEMICALS JPY50 CFD MONARCH CASINO & RESORT INC MIRAE ASSET LIFE INSURANCE MITSUI FUDOSAN CO LTD MONASH IVF GROUP LTD CO MITSUI HIGH-TEC INC SPA

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MONCLER SPA CFD BANK C6 D MORGAN STANLEY CAPI WF1 O HO 144A 144A 144A MORGAN STANLEY BANK C7 D MORGAN STANLEY CAPIT C1 D MONDELEZ INTERNATIONAL INC 144A 144A MONDI LTD MORGAN STANLEY BANK C7 E MORGAN STANLEY CAPIT C2 D MONDI PLC 144A 144A MONDI PLC ORD CFD MORGAN STANLEY BANK C8 D MORGAN STANLEY CAPIT C2 E MONETA MONEY BANK AS 144A 144A MONEY PARTNERS GROUP CO MORGAN STANLEY BANK C9 D MORGAN STANLEY CAPIT C2 F LTDCFD 144A 144A MONEYGRAM INTERNATIONAL MORGAN STANLEY BANK OF A MORGAN STANLEY CAPIT C3 C INC C24 C 144A MONEYSUPERMARKET.COM MORGAN STANLEY BANK OF A C5 MORGAN STANLEY CAPIT C3 E GROUP CFD A4 144A MONEYSUPERMARKET.COM MORGAN STANLEY BANK OF A C8 MORGAN STANLEY CAPIT C3 G GROUP PLC A4 144A MONMOUTH REAL ESTATE MORGAN STANLEY BANK OF AM MORGAN STANLEY CAPIT C4 D INVESTMEN C9 C 144A MONOGENESIS CORP MORGAN STANLEY BANK OF C14 MORGAN STANLEY CAPIT C4 E MONOGRAM RESIDENTIAL TRUST A1 144A INC MORGAN STANLEY BANK OF C15 MORGAN STANLEY CAPIT C4 F MONOLITHIC POWER SYSTEMS AS 144A INC MORGAN STANLEY BANK OF C17 MORGAN STANLEY CAPIT RR F MONOTARO CO LTD A5 144A MONOTYPE IMAGING HOLDINGS MORGAN STANLEY BANK OF C19 MORGAN STANLEY CAPITAL I C3 INC ASB A2 MONRO INC MORGAN STANLEY BANK OF C21 MORGAN STANLEY CAPITAL T27 MONSANTO CO ASB A1A MONSTER BEVERAGE CORP MORGAN STANLEY BANK OF C22 MORGAN STANLEY CAPITAL T29 MONTENEGRO GOVERNMENT INT A3 A4 144A MORGAN STANLEY BANK OF C23 MORGAN STANLEY DEA TOP3 E MONTGOMERY CNTY PA A4 144A MOODY'S CORP MORGAN STANLEY BANK OF C24 MORGAN STANLEY DEAN WITTER MOOG INC A4 CAP MOORIM PAPER CO LTD MORGAN STANLEY BANK OF C26 MORGAN STANLEY IFHF SPV LP MORESCO CORP A5 MORGENTHALER PARTNERS VIII MORGAN ADVANCED MATERIALS MORGAN STANLEY BANK OF C29 LP PLC A4 MORGENTHALER VENT PTNRS VII MORGAN KEEGAN SBA I/ 1 A1 MORGAN STANLEY BANK OF C32 LP 144A A4 MORGENTHALER VENTURE PLC MORGAN STANLEY CAP BNK2 D PARTNERS MORGAN STANLEY 144A MORGUARD CORP MORGAN STANLEY BANK C12 D MORGAN STANLEY CAP CAM1 M MORGUARD NORTH AMERICAN 144A 144A REIT MORGAN STANLEY BANK C13 D MORGAN STANLEY CAP CAM1 N MORGUARD REIT 144A 144A MORINAGA & CO LTD/JAPAN MORGAN STANLEY BANK C13 E MORGAN STANLEY CAP XLF1 A MORITO CO LTD CFD 144A 144A MORNINGSTAR INC MORGAN STANLEY BANK C30 D MORGAN STANLEY CAPI C2 XB MOROZOFF CFD 144A 144A MOROZOFF LTD MORGAN STANLEY BANK C31 D MORGAN STANLEY CAPI CF1 G MORPHOSYS AG 144A 144A MORRISON MORGAN STANLEY BANK C32 D MORGAN STANLEY CAPI CPT F 144A 144A MORTGAGEIT TRUST 2004-2 2 A1 MORGAN STANLEY BANK C33 D MORGAN STANLEY CAPI MS1 D MOSAIC CO/THE 144A 144A MOSCOW EXCHANGE MICEX-RTS MORGAN STANLEY BANK C5 E MORGAN STANLEY CAPI WF1 N PJSC 144A 144A MOTEL 6 TRUST 2015 MTL6 E 144A MOTEL 6 TRUST 2015 MTL6 F 144A

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MOTOR OIL HELLAS CORINTH MULESOFT INC L REFIN MULLEN GROUP LTD REGS MOTORCAR PARTS OF AMERICA MULTI-COLOR CORP NATIONAL AUSTRALIA BANK LTD INC MULTIPLUS SA NATIONAL AUSTRALIA BANK SOLUTIONS INC MUNI ELEC AUTH OF GEORGIA LTD/NE MOULIN GLOBAL EYECARE CO NATIONAL BANK HOLDINGS CORP HLDGS LTD NATIONAL BANK OF CANADA MOUNT AUBURN MURPHY OIL CORP NATIONAL BANKSHARES INC MOUNT GIBSON IRON LTD MURPHY OIL USA INC NATIONAL BEVERAGE CORP MOVADO GROUP INC MURPHY USA INC NATIONAL CENTRAL COOLING CO MOZAMBIQUE INTERNATIONAL MURRAY & ROBERTS HOLDINGS PJ 144A LTD NATIONAL CINEMEDIA INC MP CLO VI LTD 2A DR 144A MUTUAL OF OMAHA INSURANCE NATIONAL CITY CORP MPHASIS LTD 144A NATIONAL COMMERCE CORP MPI CORP MUTUALFIRST FINANCIAL INC GROUP PLC MPLX LP MVW OWNER TRUST 2013 1A B NATIONAL EXPRESS GROUP PLC MPT OPERATING PARTNERSHIP LP 144A CFD / MY EG SERVICES BHD NATIONAL FUEL GAS CO MR MAX CORP MYERS INDUSTRIES INC NATIONAL GENERAL HOLDINGS MR MAX CORP CFD MYLAN INC CORP MR PRICE GROUP LTD MYLAN NV NATIONAL GRID PLC MRC GLOBAL INC MYOKARDIA INC NATIONAL GRID PLC CFD MRFC MORTGAGE PASS-THR TBC3 MYR GROUP INC NATIONAL HEALTH INVESTORS A1 MYRIAD GENETICS INC INC MRV ENGENHARIA E MYRIAD INTERNATIONAL HOLD NATIONAL HEALTHCARE CORP PARTICIPACOES 144A NATIONAL INSTRUMENTS CORP MS&AD INSURANCE GROUP NABORS INDUSTRIES INC NATIONAL OILWELL VARCO INC HOLDINGS NABORS INDUSTRIES INC 144A NATIONAL PRESTO INDUSTRIES MSA SAFETY INC NABORS INDUSTRIES LTD INC MSBAM COMMERCIAL CKSV A2 NABTESCO CORP NATIONAL RESEARCH CORP 144A NACCO INDUSTRIES INC NATIONAL RETAIL PROPERTIES MSC INDUSTRIAL DIRECT CO INC NAGAILEBEN CO LTD INC MSCG TRUST 2015-A ALDR A2 144A NAGANO BANK CFD NATIONAL RURAL UTILITIES MSCG TRUST 2016-SNR SNR D 144A NAGANO BANK LTD/THE COOPE MSCG TRUST 2016-SNR SNR E 144A NAGASE & CO LTD NATIONAL SAVINGS BANK 144A MSCI EAFE INDEX - NL NAGASE & CO LTD CFD AFFILIATES MSCI EMERGING MARKETS FREE NAGOYA RAILROAD CO LTD TR MSCI INC NAIGAI TRANS LINE LTD CFD NATIONAL WESTERN LIFE GROUP MSCI WORLD EX-US INDEX FUND NAKAMURAYA CO CFD IN A NAKANO CORP/TOKYO NATIONSLINK FUNDIN LTL1 D MSG NETWORKS INC NAMPAK LTD 144A MSJP 2015-HAUL HAUL E 144A NANOMETRICS INC NATIONSTAR MORTGAGE MTGE INVESTMENT CORP NANOSONICS LTD HOLDINGS I MTI LTD NANOSTRING TECHNOLOGIES INC NATIONSTAR MORTGAGE LLC / MTI LTD CFD NANTHEALTH INC NATI MTN GROUP LTD NANTKWEST INC NATIONWIDE MUTUAL INSURAN MTN MAURITIUS INVESTMENT NANTO BANK CFD 144A 144A NAPCO SECURITY TECHNOLOGIES NATIXIS EUR1.6 CFD MTR CORP LTD IN NATIXIS NY BRH INSTL C/D MTS SYSTEMS CORP NAPHTHA ISRAEL PETROLEUM NATIXIS SA MTU AERO ENGINES AG CORP NATURA COSMETICOS SA MUANGTHAI LEASING PCL NASDAQ INC NATURAL GAS FUTURE (NYM) MUELLER INDUSTRIES INC NASPERS LTD NATURAL GAS SERVICES GROUP MUELLER WATER PRODUCTS INC NATCO PHARMA LTD INC MUENCHENER RUECKVERSICHER NATERA INC NATURAL GROCERS BY VITAMIN REGS NATHAN'S FAMOUS INC COT MUENCHENER NATIONAL AUST BK DISC NATURAL HEALTH TRENDS CORP RUECKVERSICHERUNGS- NATIONAL AUSTRALIA BANK L NATURAL RESOURCE PARTNERS MUFG UNION BANK NA 144A LP /

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NATURE'S SUNSHINE PRODUCTS NELNET INC NEW HOME CO INC/THE INC NELNET STUDENT LOAN TRUST 1 NEW HOME CO INC/THE 144A NATUS MEDICAL INC B NEW JAPAN RADIO CO LTD NAUTILUS INC NELNET STUDENT LOAN TRUST 4 RESOURCES CORP CORP B NEW JERSEY ST ECON DEV AUTH NAVEX GLOBAL 11/14 COV-LITE NEMETSCHEK SE LE TL NEOGEN CORP NEW JERSEY ST TRANSPRTN CORP NEOGENOMICS INC TRUST NAVIENT PRIVATE EDUC CA A NEOPHOTONICS CORP NEW JERSEY ST TURNPIKE AUTH 144A NEOPOST SA NEW MEDIA INVESTMENT GROUP NAVIENT STUDENT LOAN 2A A NEOPOST SA CFD INC 144A NEOS CORP CFD NEW MOUNTAIN FINANCE CORP NAVIENT STUDENT LOAN TRUS 1 NEOS THERAPEUTICS INC NEW MOUNTAIN PARTNERS III A1 NEOVIA LOGISTICS SERVICES NEW MOUNTAIN PARTNERS IV LP NAVIGANT CONSULTING INC 144A NEW MOUNTAIN PARTNERS LP NAVIGATORS GROUP INC/THE NEOWIZ HOLDINGS CORP NEW ORIENTAL EDUCATION & NAVIOS 3/17 TLB NEP 1/13 2ND LIEN COV-LITE TL TECHN NAVIOS 6/15 TL NEP 1/14 ADD-ON TL NEW RELIC INC NAVIOS MARITIME ACQUISITION NEPA VENTURE FD II L P NEW RESIDENTIAL INVESTMENT CO NEPA VENTURE FUND II LP COR NAVIOS MARITIME HOLDINGS INC NEPES CORP NEW SENIOR INVESTMENT GROUP CORP NEPTUNE GROUP LTD IN NBCUNIVERSAL ENTERPRISE I NESTE OYJ TREASURY 144A NESTLE SA CORP NBCUNIVERSAL MEDIA LLC NET ONE SYSTEMS CO LTD NEW WORLD DEVELOPMENT CO NBG HOME 4/17 COV-LITE TL NETAPP INC LTD NBT BANCORP INC NETCARE LTD NEW YORK AND PRESBYTERIAN NC HOLDINGS CO LTD CFD NETEASE INC HOSP NCC AB NETFLIX INC NY HSG DEV NCI BUILDING SYS COV-LITE TL NETGEAR INC CORPM NCI BUILDING SYSTEMS INC NETHERLANDS GOVERNMENT BO NEW YORK CITY NY MUNI WTR NCI BUILDING SYSTEMS INC 144A 144A FIN NCI INC NETIA SA NEW YORK CITY NY NCL CORP LTD 144A NETO ME HOLDINGS LTD TRANSITIONAL NCR CORP NET-PAYABLE - CFD NEW YORK CITY NY NCS MULTISTAGE HOLDINGS INC NETS A/S TRANSITIONALF NCUA GUARANTEED NOTES TR R3 NETSCOUT SYSTEMS INC NEW YORK COMMUNITY 3A NETSMART 4/16 2ND LIEN TL BANCORP INC NEA 10 LP NETSMART TECHNOLOGIES INC. NEW YORK LIFE CAP PARTNERS NEA 11 TLC IV NEA 12 LP NEUCA SA NEW YORK LIFE CAP PARTNERS NEA IX LP NEUROCRINE BIOSCIENCES INC LP NEA VII L P NEUSTAR INC NEW YORK LIFE CAPITAL NEC CAPITAL SOLUTIONS LTD NEVADA POWER CO NEW YORK LIFE CAPITAL CFD NEVRO CORP PARTNERS NEC CORP NEW ALBERTSON'S INC NEW YORK LIFE GLOBAL FUND NEC NETWORKS & SYSTEM NEW ARCLIN 2/17 COV-LITE 2ND 144A INTEGRAT NEW ARCLIN 2/17 COV-LITE TL NEW YORK MORTGAGE TRUST NEDBANK GROUP LTD NEW CARPHONE WAREHOUSE INC NEDERLANDSE WATERSCHAPSBA CFD NEW YORK NY 144A CO NEW YORK ST NEENAH PAPER INC LT NEW YORK ST URBAN DEV CORP NEFF CORP NEW DAY ALUMINUM LLC REV NEFF RENTAL 6/14 COV-LITE 2ND NEW EUROPE PROPERTY NEW YORK TIMES CO/THE NEG HOLDING 10/16 TL INVESTMENT NEW ZEALAND GOVERNMENT BO NEKTAR THERAPEUTICS NEW GOLD INC REGS NELDER GROVE CLO L 1A D1R NEW GOLD INC 144A NEW ZEALAND KING SALMON 144A NEW HAMPSHIRE ST TURNPIKE INVEST NELL AF SARL F ESCROW SYS NEWBRIDGE ASIA IV LP

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NEWCREST MINING LTD NHK SPRING CO LTD NIPPON CHEMIPHAR JPY50 CFD NEWELL BRANDS INC NI HOLDINGS INC NIPPON DENKO CO LTD NEWFIELD EXPLORATION CO NIAGARA MOHAWK POWER CORP NIPPON DENKO Y50 CFD NEWLINK GENETICS CORP 144A CO LTD NEWMARKET CORP NIBE INDUSTRIER AB NIPPON EXPRESS CO LTD NEWMONT MINING CORP NIC INC NIPPON FILCON CO LTD/TOKYO NEWOCEAN ENERGY HOLDINGS NICCA CHEMICAL CO LTD CFD CFD LTD NICE INFORMATION SERVICE CO NIPPON HUME CORP NEWPAGE CORP LT NIPPON KANZAI CO LTD NEWPARK RESOURCES INC NICE LTD NIPPON PAINT CO CFD NEWRIVER REIT PLC NICHIAS CORP NIPPON PAINT HOLDINGS CO LTD NEWS CORP NICHIAS CORP JPY50 CFD NIPPON PILLAR PACKING CO NEWSPRING III NICHIBAN CO LTD JPY50 NEWSPRING VENTURES II LP NICHIHA CORP NIPPON PISTON RING CO LTD NEWSTAR ARLINGTON SE 1A E NICHIREI CORP NIPPON PROLOGIS REIT INC 144A NICHIREKI CO LTD NIPPON ROAD CO LTD/THE NEWSTAR BERKELEY FUN 1A D NICHIRIN CO LTD NIPPON SEISEN CO JPY50 CFD 144A NICK SCALI LTD NIPPON SEISEN CO LTD NEWSTAR COMMERCIAL L 1A D NICKEL FUTURE (LME) NIPPON SHINYAKU CFD 144A NICKEL FUTURE(LME) NIPPON SIGNAL COMPANY LTD NEWSTAR FINANCIAL INC NICOLET BANKSHARES INC NIPPON STEEL & SUMITOMO NEWTEK BUSINESS SERVICES CORP METAL CORP NIDEC CORP NPV CFD NIPPON STEEL CORP CFD NEX GROUP PLC NIELSEN FINANCE LLC / NIE 144A NIPPON STEEL TRADING CO NP NEX GROUP PLC CFD NIELSEN HOLDINGS PLC CFD NEXANS SA CFD NIEN MADE ENTERPRISE CO LTD NIPPON SUISAN KAISHA LTD NEXEN ENERGY ULC NIGERIA GOVERNMENT INTERN NIPPON SUISAN KAISHA LTD CFD NEXEN TIRE CORP 144A NIPPON SYSTEM DEV Y50 CFD NEXEO 3/17 COV-LITE TLB NIHON CHOUZAI CO LTD NPV CFD NIPPON SYSTEMWARE CO LTD NEXEO SOLUTIONS INC NIHON DENGI CO LTD NIPPON TEL & TEL CORP Y50000 NEXITY EUR5 CFD NIHON ENTERPRISES JPY50000 NIPPON TELEGRAPH & NEXITY SA CFD TELEPHONE C NEXON CO LTD NIHON ESLEAD CORP NIPPON TELEVISION HOLDINGS NEXPOINT RESIDENTIAL TRUST NIHON HOUSE HLDINGS CO LTD INC INC CFD KK NEXSTAR BROADCASTING 1/17 NIHON M&A CENTER INC NIRAKU GC HOLDINGS INC TLB NIHON PARKERIZING CO LTD NISHI-NIPPON FINANCIAL HOL NEXSTAR BROADCASTING INC NIHON TRIM CO LTD JPY50 CFD CFD 144A NIHON LTD NISOURCE FINANCE CORP NEXSTAR MEDIA GROUP INC NIHON YAMAMURA GLASS CO NISOURCE INC NEXT PLC LTD AUTO LEASE TRUST 2 A NEXT PLC CFD NIKE INC A3 NEXTDC LTD NIKKATO CORP CFD NISSAN AUTO LEASE TRUST 2 A NEXTEER AUTOMOTIVE GROUP NIKKISO CO LTD A4 LTD NIKKO CO LTD/HYOGO NISSAN AUTO LEASE TRUST A NEXTERA ENERGY CAPITAL CORP A2B HOLDING NINE DRAGONS PAPER HOLDINGS NISSAN AUTO LEASE TRUST B A2B NEXTERA ENERGY INC LT NISSAN AUTO RECEIVABLES 2 A NEXTGEN 5/14 (USD) TLB CO CFD A3 NEXTMEDIA GROUP INC CLASS A NINTENDO CO LTD NISSAN AUTO RECEIVABLES 2 B NFP 1/17 COV-LITE TLB NIPPON BUILDING FUND INC A3 NFP CORP 144A NIPPON BUILDING FUND INC CFD NISSAN AUTO RECEIVABLES 2 B NGK INSULATORS LTD NIPPON CARBIDE IND CFD A4 NGK SPARK PLUG CO LTD NIPPON CARE SUPPLY CO LTD NISSAN AUTO RECEIVABLES 2 C NGL ENERGY PARTNERS LP NIPPON CHEMICAL INDUSTRIAL A3 NGP NATURAL RESOURCES X L P CO NISSAN AUTO RECEIVABLES B NGP NATURAL RESOURCES XI LP NIPPON CHEMI-CON CORP A2B NH FOODS LTD NIPPON CHEMI-CON CORP CFD NISSAN AUTO RECEIVABLES C NH HOTEL GROUP SA NIPPON CHEMIPHAR CO LTD A2A

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NISSAN AUTO RECEIVABLES C NOMURA REAL ESTATE NORTHWEST PIPE CO A2B HOLDINGS IN NORTHWESTERN CORP NISSAN CHEMICAL INDUSTRIES NOMURA REAL ESTATE MASTER LIFE LTD FUND 144A NISSAN MASTER OWNER TRUST A NOMURA RESEARCH INSTITUTE NORWEGIAN AIR SHUTTLE ASA A2 LTD NORWEGIAN CRUISE LINE NISSAN MOTOR ACCEPTANCE C NOMURA RL EST INC NPV CFD HOLDINGS 144A NON-BASE CURRENCY NORWOOD FINANCIAL CORP NISSAN MOTOR CO CFD NON-BASE CURRENCY - BROKER NOS SGPS SA NISSAN MOTOR CO LTD NON-STANDARD FINANCE PLC NOTTOWAY MANAGEMENT UNIT NISSAN TOKYO SALES HOLDINGS NOODLES & CO NOVA MEASURING INSTRUMENTS CO NORANDA ALUMINUM 3/13 ADD- LTD NISSEI PLASTIC INDUSTRIAL CO L ON B NOVADAQ TECHNOLOGIES INC NISSHA PRINTING CO LTD NORBORD INC NOVAE GROUP PLC NISSHIN FUDOSAN CO/JAPAN NORBORD INC 144A NOVANTA INC NISSHIN OILLIO GROUP LTD/THE NORCROS PLC NOVARTIS AG NISSHIN SEIFUN GROUP INC NORD ANGLIA EDUCATION INC NOVARTIS CAPITAL CORP NISSHIN STEEL CO LTD NORDEA BANK AB NOVARTIS SECURITIES NISSIN CORP NORDEA BANK AB 144A INVESTMENT NISSIN CORP CFD NORDIC AMERICAN TANKERS LTD NOVATEK MICROELECTRONICS NISSIN ELECTRIC CFD NORDIC CAPITAL FUND V L P CORP NISSIN FOOD PRODUCTS CO CFD NORDIC CAPITAL VI ALPHA LP NOVATEK PJSC NISSIN FOODS HOLDINGS CO LTD NORDIC CAPITAL VII BETA LP NOVAVAX INC NITORI CO Y50 CFD NORDIC INVESTMENT BANK NOVELION THERAPEUTICS INC NITORI HOLDINGS CO LTD NORDSON CORP NOVELIS CORP 144A NITTETSU MININE CO Y50 CFD NORDSTROM INC NOVETTA SOLUTIONS 10/15 NITTETSU MINING CO LTD NORFOLK SOUTHERN CORP NOVITAS CAPITAL II LP NITTO BOSEKI CO LTD NORINCHUKIN BANK/NEW YORK NOVITAS CAPITAL LP CORP NORITAKE CO LTD/NAGOYA NOVO NORDISK A/S NITTO DENKO CORP CFD JAPAN NOVOCURE LTD NITTO KOHKI CO LTD NORMA GROUP SE NOVOZYMES A/S NITTO CO LTD NORSK HYDRO ASA NOW INC NITTO SEIMO CO JPY50 CFD NORTEL NETWORKS CORP NOZAWA CORP NJS CO LTD NORTH AMERICAN ENERGY NPC INTERNATIONAL 3/17 NKSJ HOLDINGS INC CFD PARTNERS NRG ENERGY INC NKT A/S NORTH HAVEN PRIVATE EQUITY NRG YIELD INC NL INDUSTRIES INC NORTH PACIFIC BANK LTD NRG YIELD OPERATING LLC NMC HEALTH PLC NORTHEAST BANCORP NS SOLUTIONS CORP CFD NMC HEALTH PLC CFD NORTHERN BLIZZARD RES INC NSG HOLDINGS LLC / NSG HO 144A NMI HOLDINGS INC NORTHERN OIL AND GAS INC NSK LTD NN 3/17 INCREMENTAL TLB NORTHERN STAR RESOURCES LTD NSK LTD CFD NN 9/16 TLB NORTHERN STATES POWER NSL LTD/SINGAPORE NN GROUP NV CO/MN NTT DATA CORP NN INC NORTHERN STATES POWER CO/WI NTT DOCOMO INC NOAH HOLDINGS LTD CORP NTT DOCOMO INC CFD NOBIA AB NORTHFIELD BANCORP INC NTT URBAN DEVELOPMENT CORP NOBLE CORP PLC NORTHGATE PLC NTT URBAN DEVELOPMENT CORP NOBLE ENERGY INC NORTHRIM BANCORP INC NPV NOBLE MIDSTREAM PARTNERS LP NORTHROP GRUMMAN CORP NU SKIN ENTERPRISES INC NODA CORP NORTHROP GRUMMAN SYSTEMS NUANCE COMMUNICATIONS INC NOK CORP CORP NUANCE COMMUNICATIONS INC NOK INTEREST NORTHSTAR REALTY EUROPE 144A NOKIA OYJ CORP NUCOR CORP NOKIAN RENKAAT OYJ NORTHWEST AIRLINES 2002-1 LTD/AUSTRALIA NOMAD FOODS LTD CLAS / YPSO 10/16 (USD) NOMURA CO CFD NORTHWEST AIRLINES 2007-1 NUMERICABLE SAS CFD NOMURA CO LTD CLAS NUMIS CORP PLC NOMURA HOLDINGS INC NORTHWEST BANCSHARES INC NUSTAR ENERGY LP NOMURA HOLDINGS INC CFD NORTHWEST NATURAL GAS CO NUSTAR GP HOLDINGS LLC

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NUSTAR LOGISTICS LP OCEANWOOD OPPORTUNITIES OITA BANK CFD NUTANIX INC FUND OITA BANK LTD/THE NUTRACEUTICAL OCI NV OIZUMI CORP JPY50 CFD INTERNATIONAL CO OCL INDIA LTD OJI HOLDINGS CORP NUTRISYSTEM INC OCLARO INC O'KEY GROUP SA NUVASIVE INC OCM MEZZANINE FUND LP OKI ELEC INDUSTRY CO CFD NUVOTON TECHNOLOGY CORP OCM OPPORTUNITIES FD VIII LP CO LTD NV ENERGY INC OCM OPPORTUNITIES FUND III LP OKINAWA ELECTRIC POWER CO NV5 GLOBAL INC OCM OPPORTUNITIES FUND IV LP INC/ NVC LIGHTING HOLDING LTD OCM OPPORTUNITIES FUND IX L.P OKLAHOMA NVE CORP OCM OPPORTUNITIES FUND V OKLAHOMA GAS & ELECTRIC CO NVH KOREA INC OCM OPPORTUNITIES FUND VI OKTA INC NVIDIA CORP OCM OPPORTUNITIES FUND VII OKUMURA CORP NVR INC OCM OPPORTUNITIES FUND VII-B OKUMURA CORP CFD NWH ESCROW CORP 144A OCM OPPORTUNITIES FUND VIIIB OKURA INDUSTRIAL CO LTD NWS HOLDINGS LTD OCM POWER OPPORTUNITIES OLD DOMINION FREIGHT LINE INC NXP BV / NXP FUNDING LLC 144A OCM PRINCIPAL OPP FD IV OLD LINE BANCSHARES INC NXP SEMICONDUCTORS NV OCM PRINCIPAL OPPTYS FD II LP PLC NXSTAGE MEDICAL INC OCM REAL ESTATE OPP FD III LP OLD MUTUAL PLC ORD CFD NXT CAPITAL 11/16 TL OCM/GFI POWER OPPORTUNITIES OLD NATIONAL BANCORP/IN NY HARB ULSD FUTURE (NYM) FD OLD POINT FINANCIAL CORP NYLIM MEZZANINE PARTNERS OCONEE FEDERAL FINANCIAL OLD REPUBLIC INTERNATIONAL NYLIM MEZZANINE PRTRS II CORP COR NYMOX PHARMACEUTICAL CORP OCONEE RIVER MANAGEMENT OLD SECOND BANCORP INC NYRSTAR NETHERLANDS HOLDI UNIT OLEODUCTO CENTRAL SA 144A 144A OCP SA 144A OLIN CORP NYSE HOLDINGS LLC OCULAR THERAPEUTIX INC OLLIE'S BARGAIN OUTLET NZME LTD OCWEN FINANCIAL 11/16 TLB HOLDING O1 PROPERTIES FINANCE PLC OCWEN FINANCIAL 12/16 TLB OLYMPIC GROUP CORP CFD 144A OCWEN FINANCIAL CORP OLYMPIC INDUSTRIES LTD OAK HILL CAPITAL PARTNERS LP OCWEN LOAN SERVICING LLC OLYMPIC STEEL INC OAK INVESTMENT PARTNERS XI 144A OLYMPUS CORP LP ODAKYU ELECTRIC RAILWAY CO OLYMPUS CORP Y50 CFD OAK INVESTMENT PARTNERS XII LTD OM ASSET MANAGEMENT PLC LP ODEBRECHT FINANCE LTD 144A OM GROUP/VECTRA 2/17 COV-LITE OAKTREE CAP MANAGEMENT LLC ODELIC CO LTD OMAHA NE PUBLIC PWR DIST OAKTREE CAPITAL MANAGEMEN ODFJELL DRILLING LTD ELEC 144A ODYSSEY INVESTMENT OMAN GOVERNMENT INTERNATI OAKTREE LOAN FUND 2X LP PARTNERS 144A OASIS PETROLEUM INC OENON HOLDINGS INC OMEGA FLEX INC OAT AGRIO CO LTD CFD OESTERREICHISCHE OMEGA HEALTHCARE INVESTORS OBALON THERAPEUTICS INC KONTROLLBANK INC OBARA CORP CFD OESTERREICHISCHE POST AG OMEGA PROTEIN CORP OBAYASHI CORP OFFICE DEPOT INC OMEROS CORP OBERTHUR 12/16 (USD) COV-LITE OFG BANCORP OMINTO INC OBIC CO LTD OGAKI KYORITSU BANK LTD CFD OMNIA HOLDINGS LTD OBIC CO LTD CFD OGE ENERGY CORP OMNICELL INC OBP DEPOSITOR LLC T OBP A 144A OGLETHORPE POWER CORP OMNICOM GROUP INC OBSIDIAN ENERGY LTD OHASHI TECHNICA INC OMNIMAX INTERNATIONAL INC OC OERLIKON CORP AG OHIO ST SPL OBLG 144A OCCIDENTAL PETROLEUM CORP OHIO VALLEY BANC CORP OMNOVA SOLUTIONS INC OCEAN HAMMOCK RESORT OHL MEXICO SAB DE CV CORP SERVICES OHSHO FOOD SERVICE CORP CFD OMTHERA PHARMACEUTICAL OCEAN HAMMOCK/PALM COAST SA REGS OMV AG (MISC LTD ON ASSIGNMENT INC OCEAN RIDGE PALM COAST CORP OIL STATES INTERNATIONAL INC ON DECK CAPITAL INC OCEANEERING INTERNATIONAL OIL-DRI CORP OF AMERICA ON SEMICONDUCTOR 3/17 COV- INC OILES CORP LITE OCEANFIRST FINANCIAL CORP OILFLOW SPV 1 DAC 144A ON SEMICONDUCTOR CORP

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ON-BRIGHT ELECTRONICS INC ORIFLAME HOLDING AG OXFORD FUND LP ONCOCYTE CORP ORIGIN ELECTRIC CO LTD OXFORD IMMUNOTEC GLOBAL ONCOR ELECTRIC DELIVERY CO LTD PLC LLC ORIGIN ENTERPRISES PLC OXFORD INDUSTRIES INC ONE GAS INC ENGINEERED CARBONS SA PLC ONE LIBERTY PROPERTIES INC ORION GROUP HOLDINGS INC OXTEAM ORCHARDS ONEBEACON INSURANCE GROUP ORION OYJ OYO CORP LTD ORIOR AG OZ MINERALS LTD ONEMAIN DIRECT AUTO 1A A ORITANI FINANCIAL CORP OZAK GAYRIMENKUL YATIRIM 144A ORIX CORP ORTAK ONEMAIN FINANCIAL HOLDING ORIX CORP Y50 CFD P L LLC 144A ORKLA ASA PA LODGING EXTON I INC ONEMAIN FINANCIAL IS 2A A 144A INC PACCAR FINANCIAL CORP ONEMAIN HOLDINGS INC ORORA LTD PACCAR INC ONEOK INC ORPEA EUR2.5 CFD PACIFIC ALTERNATIVE ASSET ONEOK PARTNERS LP ORRSTOWN FINANCIAL SERVICES PACIFIC ANDES INTERNATIONAL ONESAVINGS BANK PLC IN HO ONEX CORP ORTHOFIX INTERNATIONAL NV PACIFIC BIOSCIENCES OF ONO PHARMACEUTICAL CO LTD ORTHOLITE 10/16 TL CALIFOR ONOKEN CO LTD GAS CO LTD PACIFIC CONTINENTAL CORP ONTEX GROUP NV OSAKA ORGANIC CHEMICAL PACIFIC ETHANOL INC ONVOY/INTELIQUENT 2/17 INDUSTR PACIFIC GAS & ELECTRIC CO ONWARD HOLDINGS CO LTD OSAKA SODA CO LTD PACIFIC LIFE GLOBAL FUNDI 144A OOMA INC OSAKA STEEL CO Y50 CFD PACIFIC MERCANTILE BANCORP OPAP SA OSAKI ELECTRIC CO Y50 CFD INC OPEN HOUSE CO LTD OSCAR US FUNDING TR 1A A3 PACIFICORP OPEN HOUSE CO LTD CFD 144A PACIRA PHARMACEUTICALS OPEN TEXT CORPORATION OSCAR US FUNDING TR 1A A4 INC/DE OPENJOBMETIS SPA AGENZIA PER 144A PACKAGING CORP OF AMERICA I OSG CORP LLC OPENLINK FINANCIAL 2/14 OSHKOSH CORP PACWEST BANCORP OPKO HEALTH INC OSI SYSTEMS INC PADAENG INDUSTRY PCL OPPENHEIMER HOLDINGS INC LICHT AG PADDY POWER BETFAIR PLC OPTRON-TEC INC OTONOMY INC PADDY POWER BETFAIR PLC CFD OPUS BANK OTP BANK PLC PADDY POWER EUR0.09 CFD ORACLE CORP OTSUKA CORP PADINI HOLDINGS BHD ORACLE CORP JAPAN OTSUKA HOLDINGS CO LTD PAE 9/16 TL BELGIUM SA TAIL CORP PAGEGROUP PLC ORANGE SA OUE LTD PAI EUROPE IV LP ORASCOM CONSTRUCTION LTD OUTFRONT MEDIA CAPITAL LLC / PAI EUROPE V-3 FCPR ORASURE TECHNOLOGIES INC O PAI EUROPE VI L P ORBCOMM INC OUTFRONT MEDIA INC PAKUWON JATI TBK PT ORBITAL ATK INC OUTOKUMPU OYJ PALLADIUM EQUITY PARTNERS II LTD OUTOTEC OYJ PALLADIUM EQUITY PARTNERS ORCHESTRA BORROWER LLC / OVERSEA-CHINESE BANKING IV 144A CORP L PALLADIUM FUTURE (NYM) ORCHID ASIA V LP OVERSEAS CHINESE TOWN ASIA PALMETTO FUND LTD CLASS G ORCHID ASIA VI L.P. HOL PALO ALTO NETWORKS INC ORCHID ISLAND CAPITAL INC OVERSEAS SHIPHOLDING GROUP PALTAC CORP CFD ORCHIDS PAPER PRODUCTS CO INC PAMPA ENERGIA SA ORDINA NV OVERSTOCK.COM INC PAMPA ENERGIA SA 144A OREGON ST OVID THERAPEUTICS INC PAN AMERICAN SILVER CORP O'REILLY AUTOMOTIVE INC OWENS & MINOR INC PANALPINA WELTTRANSPORT ORGANOVO HOLDINGS INC HOLDIN LTD OWENS REALTY MORTGAGE INC PANAMA GOVERNMENT ORIENTAL LAND CO JPY50 CFD OWENS-BROCKWAY GLASS CONT INTERNATIONA ORIENTAL LAND CO LTD/JAPAN 144A PANARIAGROUP INDUSTRIE ORIENTAL WATCH HOLDINGS OWENS-ILLINOIS INC CERAMIC ORIENTAL WEAVERS OWS CREDIT OPPORTUNITY CORP

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PANDORA A/S PASADENA TX INDEP SCH DIST PEMBANGUNAN PERUMAHAN PANDORA MEDIA INC PASCO CORP CFD PERSERO PANERA BREAD CO PASON SYSTEMS INC PEMBINA PIPELINE CORP PANHANDLE OIL AND GAS INC PASTA PENDRAGON PLC PAPA JOHN'S INTERNATIONAL INC PATHEON 4/17 (USD) COV-LITE PENDRELL CORP PAPELES Y CARTONES DE PATHEON NV PENN ASIA INVESTORS L P EUROPA S PATRICK INDUSTRIES INC INC PAPYLESS CO LTD PATRIOT CAPITAL PARTNERS LP PENN NATIONAL GAMING INC PAR PACIFIC HOLDINGS INC PATRIOT NATIONAL INC 144A PARAGON COMMERCIAL CORP PATRIZIA IMMOBILIEN AG PENN CORP PARAGON GROUP OF COMPANIES PATTERN ENERGY GROUP INC PENNANTPARK INVESTMENT CFD PATTERSON COS INC CORP PARAGON GROUP OF COS PATTERSON-UTI ENERGY INC ORD GBP0.407 PLC/THE PAX GLOBAL TECHNOLOGY LTD CFD GOVERNMENT INTER PAYABLE FOR ADMINISTRATIVE PENNS WOODS BANCORP INC 144A EXPENSES PENNSYLVANIA ELECTRIC CO PARAGUAY GOVERNMENT INTER PAYABLE FOR FORWARD PENNSYLVANIA HIGHER EDUCA 1 REGS FOREIGN EXCHANGE CONTRACTS A1 PARAMOUNT GROUP INC PAYABLE FOR INVESTMENT PENNSYLVANIA REAL ESTATE PARAMOUNT GROUP REAL ADVISORY FEES INVES ESTATE PAYABLE FOR INVESTMENT PENNSYLVANIA ST PARAMOUNT RESOURCES LTD PERFORMANCE FEES PENNSYLVANIA ST HSG FIN AGY PARATEK PHARMACEUTICALS PAYABLE FOR INVESTMENTS SF INC PURCHASED PENNSYLVANIA ST TURNPIKE PAREX RESOURCES INC PAYABLE FOR REALIZED LOSS ON COMMI PAREXEL INTERNATIONAL CORP FUTURES PENNYMAC FINANCIAL SERVICES PARGESA HOLDING SA PAYABLE FOR UNITS REDEEMED IN PARIS PAYCHEX INC PENNYMAC MORTGAGE PARK CITY GROUP INC PAYCOM SOFTWARE INC INVESTMENT T PARK ELECTROCHEMICAL CORP PAYLESS SHOESOURCE 3/14 TL PENROSE MIDCO LIMITED PARK HOTELS & RESORTS INC PAYLOCITY HOLDING CORP PENROSE TOPCO LTD PARK NATIONAL CORP PAYPAL HOLDINGS INC CERTIFICATES PARK SQUARE - PSERS CREDIT PAYSAFE GROUP PLC PENSKE AUTOMOTIVE GROUP INC PARK STERLING CORP PB HOLDINGS LLC CO L PARK24 CO LTD PBF ENERGY INC 144A PARKE BANCORP INC PBF LOGISTICS LP PENTAIR FINANCE SA PARKER CORP PC CONNECTION INC PENTAIR PLC PARKER DRILLING CO PC DEPOT CORP CFD PENTA-OCEAN CONSTRUCTION PARKER-HANNIFIN CORP PCCW LTD CO LT PARKER-HANNIFIN CORP 144A PCHOME ONLINE INC PENUMBRA INC PARK-OHIO HOLDINGS CORP PCI PHARMA 6/16 COV-LITE TLB PEOPLES BANCORP INC/OH PARK-OHIO INDUSTRIES INC PCM INC PEOPLES BANCORP OF NORTH PARK-OHIO INDUSTRIES INC 144A PCSB FINANCIAL CORP CAROL PARKWAY INC PDC ENERGY INC PEOPLES FINANCIAL SERVICES PARQUE ARAUCO SA PDF SOLUTIONS INC COR PARSLEY ENERGY INC PDL BIOPHARMA INC PEOPLE'S INSURANCE CO GROUP PARTHENON INVESTORS II LP PDVWIRELESS INC OF PARTNERS GROUP CLIENT PEAB AB PEOPLE'S UNITED FINANCIAL INC ACCESS PEABODY ENERGY CORP PEOPLE'S BANCORP PARTNERS GROUP CLIENT PEABODY ENERGY CORP 144A PEPSICO INC ACCESS 3 PEABODY GLOB RE PTNRS LP PEPSI-COLA METROPOLITAN PARTNERS GROUP HOLDING AG PEACE MARK HOLDINGS LTD BOTTLI PARTNERS GROUP SECONDARY PEAPACK GLADSTONE FINANCIAL PEPTIDREAM INC CFD 2008 CO PER AARSLEFF HOLDING A/S PARTNERS GROUP SECONDARY PEARSON PLC PEREGRINE HOLDINGS LTD 2011 PEARSON PLC CFD PERFICIENT INC PARTNERS GROUP SECONDARY PEBBLEBROOK HOTEL TRUST PERFORMANCE FOOD GROUP CO 2015 PEG POOLED VENTURE CAP INSTL PERKINELMER INC PARTY CITY HOLDCO INC PEGASYSTEMS INC

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PERMANENT TSB GROUP PFS FINANCING CORP A A 144A PINNACLE ENTERTAINMENT IN HOLDINGS P PFS FINANCING CORP AA A 144A 144A EUROPE I PFS FINANCING CORP BA A 144A PINNACLE ENTERTAINMENT INC PERMIRA EUROPE II PG&E CORP PINNACLE FINANCIAL PARTNERS PERMIRA IV LP 2 PGT 2/16 COV-LITE TL IN PERMIRA IV MANAGERS LIMITED PGT INNOVATIONS INC FINANCE LLC / PERMIRA VI LP PH GLATFELTER CO P PERNOD RICARD SA PHARMERICA CORP PINNACLE FOODS INC PERNOD-RICARD SA CFD PHEAA PINNACLE WEST CAPITAL CORP CO PLC PHH CORP PIOLAX CO CFD PERRIGO FINANCE UNLIMITED CO PHI INC PIONEER CORP ELLIS INTERNATIONAL PHIBRO ANIMAL HEALTH CORP PIONEER ENERGY SERVICES CORP INC ENERGY PIONEER FOODS GROUP LTD PERRY PARTNERS L P SOLUTIONS PIONEER NATURAL RESOURCES PERSEUS-SOROS PHILIP MORRIS INTERNATIONAL CO IN PIPER JAFFRAY COS PERSIMMON PLC CFD PHILIPPINE GOVERNMENT PIRAEUS BANK SA PERSOL HOLDINGS CO LTD INTERNAT PITANGO PERTAMINA PERSERO PT REGS PHILIPPINE SEVEN CORP FUND PERU ENHANCED PASS-THROUG PHILIPS LIGHTING NV PITANGO VENTURE CAPITAL REGS PHILLIPS 66 FUND V PERU PAYROLL DEDUCTION FI PHILLIPS 66 PARTNERS LP PITNEY BOWES INC REGS PHOENIX ELECTRIC NPV CFD PIXELWORKS INC PERUVIAN GOVERNMENT INTER HOLDINGS CFD PJT PARTNERS INC 144A PHOENIX PLA ADMINISTRADORA PERUVIAN GOVERNMENT H INDUSTRIAL INTERNATIO PHOSAGRO PJSC PLA RESIDENTIAL III PETMED EXPRESS INC PHOTRONICS INC PLA RETAIL FUND I LP PETRA DIAMONDS LTD PHYSICIANS REALTY LP PLAINS ALL AMERICAN PIPELINE PETRA DIAMONDS US TREASUR PHYSICIANS REALTY TRUST L 144A PIAGGIO & C SPA PLAINS GP HOLDINGS LP PETRO RIO SA PICC PROPERTY & CASUALTY CO PLANET FITNESS INC PETROAMAZONAS EP 144A LT PLANET PAYMENT INC GLOBAL FINANCE BV PICK N PAY STORES LTD PLANTRONICS INC PETROFAC LTD PICO FAR EAST HOLDINGS LTD PLASTIC OMNIUM SA CFD PETROFAC LTD ORD CFD PICO HOLDINGS INC PLATFORM SPECIALTY PRODUC PETROLEO BRASILEIRO SA PIDILITE INDUSTRIES LTD 144A PETROLEOS DE VENEZUELA SA PIEDMONT OFFICE REALTY TRUST PLATFORM SPECIALTY PRODUCTS REGS I CO PETROLEOS MEXICANOS PIER 1 IMPORTS INC PLATINUM EQ CAP PARTNERS III PETROLEOS MEXICANOS 144A PIERIS PHARMACEUTICALS INC PLATINUM EQUITY CAP PETROLEUM CO OF TRINIDAD PIGEON CORP PARTNERS REGS PIGEON CORP Y50 CFD PLATINUM EQUITY CAPITAL PETRON MALAYSIA REFINING & PIHLAJALINNA OYJ PLATINUM EQUITY PARTNERS IV MAR PILGRIM'S PRIDE CORP LP PETRONAS CHEMICALS GROUP PILGRIM'S PRIDE CORP 144A PLATINUM FUTURE (NYM) BHD PILIPINAS SHELL PETROLEUM PLAYA FUNDING 4/17 COV-LITE PETRONAS DAGANGAN BHD CORP PLAYMATES HOLDINGS LTD PETRONAS GAS BHD PIMCO ABSOLUTE RETURN PLAYPOWER 6/15 TL PETROSEA TBK PT OFFSHORE LTD CFD GROUP PLC PIMCO COMMODITY ALPHA FUND PLAYTECH PLC PETSMART INC 144A PIMCO GLOBAL CREDIT PLAZZA AG PEUGEOT SA PIMCO MULTI-ASSET VOLATILITY PLDT INC PEUGEOT SA CFD PIMCO MULTI-SECTOR STRATEGY PLENUS CO LTD PEYTO EXPLORATION & DEV FD PLEXUS CORP CORP PINE RIVER FUND LP PLUG POWER INC PFEIFFER VACUUM TECHNOLOGY GROUP CO PLY GEM HOLDINGS INC AG OF PLY GEM INDUSTRIES INC PFIZER INC PNB HOUSING FINANCE LTD

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PNC BANK NA POWER FINANCIAL CORP PRIMORIS SERVICES CORP PNC EQUITY PARTNERS II LP POWER GRID CORP OF INDIA LTD PRINCE GEORGE MANAGEMENT PNC EQUITY PARTNERS LP POWER INTEGRATIONS INC UNIT PNC FINANCIAL SERVICES GROUP POWERLONG REAL ESTATE PRINCIPAL FINANCIAL GROUP INC I HOLDINGS PRISA PNM RESOURCES INC POWERSHARES OPTIMUM YIELD PRISA II LP POH HUAT RESOURCES HOLDINGS DI PRIVATE EXPORT FUNDING CORP BH POYA INTERNATIONAL CO LTD PROASSURANCE CORP POLA ORBIS HOLDINGS INC PPB GROUP BHD PROBI AB POLA ORBIS HOLDINGS INC CFD PPC INDUSTRIES 4/17 COV-LITE PROCTER & GAMBLE - ESOP POLAR TANKERS INC 144A PPG INDUSTRIES INC PROCTER & GAMBLE CO/THE POLARIS INDUSTRIES INC PPL CAPITAL FUNDING INC PROFILGRUPPEN AB POLARIS VENTURE PARTNERS II PPL CORP PROGENICS PHARMACEUTICALS POLARIS VENTURE PARTNERS IV PPL ELECTRIC UTILITIES CORP INC LP PPR CFD PROGRESS ENERGY INC POLARIS VENTURE PARTNERS V PRA GROUP INC PROGRESS RESIDENTI SFR1 F 144A LP PRA HEALTH SCIENCES INC PROGRESS RESIDENTI SFR2 F 144A POLARIS VENTURE PTNRS III LP PRAIRIESKY ROYALTY LTD PROGRESS SOFTWARE CORP POLETOWIN PITCREW HOLDINGS PRAMERICA REAL ESTATE PROGRESSIVE CORP/THE INC CAPITAL PROJECT ALPHA () 3/17 POLYCOM 9/16 TL PRAXAIR INC PROJECT BIG RIG POLYONE CORP PRECISION DRILLING CORP PROJECT CUB POLYPIPE GROUP PLC PRECISION DRILLING CORP 144A PROLAMINA 11/16 COV-LITE TL POLYPLEX THAILAND PCL PRECYSE SOLUTIONS 4/16 PROLAMINA 8/15 TL POOL CORP PREFERRED APARTMENT PROLOGIS INC POONGSAN CORP COMMUNITIE PROLOGIS INTERNATIONAL FU POPULAR INC PREFERRED BANK/LOS ANGELES REGS PORR AG CA PROLOGIS LP AUTOMOBIL HOLDING PREFERRED SANDS 10/16 TLB2 PROLOGIS PROPERTY MEXICO SA SE PREFORMED LINE PRODUCTS CO DE PORT AUTH OF NEW YORK & NEW PREGIS 5/14 COV-LITE TL PROMET BERHAD MY$1 JE PREMIER FINANCIAL BANCORP PROMOTORA Y OPERADORA DE PORTLAND GENERAL ELECTRIC INC INFRA CO PREMIER INC PROOFPOINT INC PORTO SEGURO SA PREMIRA EURO III PROPETRO HOLDING CORP PORTOLA PHARMACEUTICALS PRESIDENT & FELLOWS OF PROQUEST 9/14 TLB INC HARVARD PROS HOLDINGS INC PORTUGAL OBRIGACOES DO TE PRESIDENT CHAIN STORE CORP PROSEGUR CIA DE SEGURIDAD SA 144A PRESIDIO INC PROSIEBENSAT.1 MEDIA SE POSCO PRESS GANEY 10/16 COV-LITE TL PROSPECT CAPITAL CORP POSCO CHEMTECH CO LTD PRESS KOGYO CO LTD PROSPERITY BANCSHARES INC POSCO COATED & COLOR STEEL PRESTIGE AUTO RECEI 1A A2 144A PROTAGONIST THERAPEUTICS CO PRESTIGE AUTO RECEI 1A A3 144A INC POSCO M-TECH CO LTD PRESTIGE BRANDS 1/17 TLB4 PROTECTIVE LIFE CORP POST HOLDINGS 5/17 TLA PRESTIGE BRANDS HOLDINGS INC PROTECTIVE LIFE GLOBAL FU POST HOLDINGS INC PRI ALUM FUTURE (LME) 144A POST HOLDINGS INC 144A PRICELINE GROUP INC/THE PROTEOSTASIS THERAPEUTICS SPA PRICESMART INC INC POSTNL NV PRICOA GLOBAL FUNDING I 144A PROTHENA CORP PLC POTASH CORP OF PRIDE INTERNATIONAL LLC PROTO LABS INC SASKATCHEWAN PRIMA MEAT PACKERS LTD PROV OF POTASH CORP OF PRIMARY HEALTH CARE LTD PROV OF MANITOBA SASKATCHEWAN IN PRIMAVERA CAPITAL FUND II LP PROV OF ONTARIO POTBELLY CORP PRIMAX ELECTRONICS LTD PARTNERS POTLATCH CORP PRIME SECURITY SERVICES B IV POTOMAC ELECTRIC POWER CO 144A PROVIDENCE EQUITY PARTNERS POWELL INDUSTRIES INC PRIMERICA INC V POWER ASSETS HOLDINGS LTD PRIMESOURCE 1/17 TL PROVIDENCE EQUITY PARTNERS POWER CORP CANADA PRIMO WATER CORP VI

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PROVIDENCE PLACE GR C1 A2 PTG ENERGY PCL QUAKER BIOVENTURES II LP 144A PTT EXPLORATION & QUAKER BIOVENTURES LP PROVIDENCE SERVICE CORP/THE PRODUCTION P QUAKER CHEMICAL CORP PROVIDENCE STRATEGIC GR II LP PTT GLOBAL CHEMICAL PCL QUALCOMM INC PROVIDENT BANCORP INC PTT PCL QUALICORP SA PROVIDENT COS INC PUBLIC BANK BHD QUALIPOLY CHEMICAL CORP PROVIDENT FINANCIAL PUBLIC SERVICE CO OF QUALITAS CONTROLADORA SAB HOLDINGS I COLORADO DE C PROVIDENT FINANCIAL PLC PUBLIC SERVICE CO OF NEW QUALITY CARE PROPERTIES INC PROVIDENT FINANCIAL PLC CFD HAMPS QUALITY CARE PROPERTIES/HCP PROVIDENT FINANCIAL SERVICES PUBLIC SERVICE CO OF QUALITY DISTRIBUTION 7/15 TL I OKLAHOMA QUALITY SYSTEMS INC PROVIDENT FUNDING ASSOCIA PUBLIC SERVICE ELECTRIC & GAS QUALYS INC 144A PUBLIC SERVICE ENTERPRISE QUANEX BUILDING PRODUCTS PROVINCE OF ALBERTA CANADA GROU CORP PROVINCE OF BRITISH COLUMBIA PUBLIC STORAGE QUANTA SERVICES INC C PUBLICIS GROUPE CFD QUANTENNA COMMUNICATIONS PROVINCE OF MANITOBA PUBLICIS GROUPE SA INC CANADA PUBLICIS GROUPE SA EURO.40 QUANTUM CORP PROVINCE OF NOVA SCOTIA CFD QUARTERHILL INC CANADA PULSE BIOSCIENCES INC QUEBECOR F ESCROW PROVINCE OF ONTARIO CANADA PULTEGROUP INC QUEBECOR F INC / Q D11/08/13 PROVINCE OF QUEBEC CANADA BIOTECHNOLOGY INC QUEBECOR INC PROVINCE OF SALTA ARGENTI PUMA SE QUEBECOR MEDIA INC 144A PUNCH INDUSTRY CO LTD CFD QUEBECOR PRINTING PROVINCIA DE BUENOS AIRES PURE CYCLE CORP QUEBECOR WORLD CAP REGS PURE INDUSTRIAL REAL ESTATE QUEBECOR WORLD CAP ESCROW PROVINCIA DE CORDOBA 144A PURE STORAGE INC QUEENSLAND TREASURY CORP PROVINCIA DE NEUQUEN ARGE PURECIRCLE LTD 144A 144A PVH CORP QUEST DIAGNOSTICS INC PROVINCIA DE TIERRA DEL F 144A PYEONG HWA AUTOMOTIVE CO CO LTD CFD PROVINCIA DEL CHACO ARGEN LTD QUICKEN LOANS INC 144A REGS PZENA INVESTMENT QUICKSILVER INC PROVINCIA DEL CHUBUT ARGE MANAGEMENT IN QUIDEL CORP 144A Q HOLDING 12/14 TLB QUIKRETE 11/16 COV-LITE TLB SADP Q2 HOLDINGS INC QUINCY NEWSPAPERS 10/15 TLB PRUDENTIAL ASSET MANAGMENT QAD INC QUINENCO SA PRUDENTIAL BANCORP INC QAF LTD QUINSTREET INC INC AIRWAYS LTD QUINTILES IMS HOLDINGS INC QATAR FUEL QSC QUINTILES IMS INC 144A PRUDENTIAL PLC CFD QATAR GOVERNMENT INTERNAT QUORUM 4/16TLB PRYSMIAN SPA 144A QUORUM 8/14 TL PRYSMIAN SPA CFD QATAR GOVERNMENT INTERNAT QUOTIENT LTD PS BUSINESS PARKS INC REGS QUOTIENT TECHNOLOGY INC PSEG POWER LLC QB QVC INC PSERS HEALTH CARE FUND QBE INSURANCE GROUP LTD R&R CO-INVEST FCPR PSERS MANAGED FUND QCR HOLDINGS INC R1 RCM INC PSERS MASTER TRUST UNIT QEP RESOURCES INC RA PHARMACEUTICALS INC PSERS RE BOND 3 QIAGEN NV RACCOON CO LTD CFD PSERS RE BOND 4 QINETIQ GROUP ORD GBP0.01 (WI) RACKSPACE HOSTING 6/17 TLB PSERS RE BOND 6 QINETIQ GROUP PLC RACKSPACE HOSTING INC 144A PSERS TAO PARTNERS PARALLEL CO LTD INC PSERS HOLDINGS LP QISDA CORP RADIANT LOGISTICS INC PSG GROUP LTD QORVO INC RADIANT OPTO-ELECTRONICS PSI SOFTWARE AG QTECH 4/17 TLB CORP PSILOS GROUP PARTNERS III LP QTS REALTY TRUST INC RADISYS CORP PSP SWISS PROPERTY AG QUAD/GRAPHICS INC RADIUS HEALTH INC PTC INC QUADRANGLE CAPITAL RADNET INC PTC THERAPEUTICS INC PARTNERS LP RADNOR HLDGS CORP SR NT

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RAFUTEN INC NPV CFD RCS CAP 3/14 TL REGIONAL MANAGEMENT CORP RAIA DROGASIL SA RE/MAX HOLDINGS INC REGIONS BANK/ AL RAIFFEISEN BANK REA GROUP LTD REGIONS FINANCIAL CORP INTERNATIONAL READING INTERNATIONAL INC REGIS CORP RAIMON LAND PCL READYCAP LENDING SMALL BUS REINSURANCE GROUP OF RAIN INDUSTRIES LTD 1 A AMERICA I RAIT FINANCIAL TRUST REAL ESTATE ASSET LIQUIDITY REIS INC RAKUTEN INC TR REITMANS (CANADA) LTD RALEY'S 4/15 TL REAL ESTATE SELECT SECT SPDR RELIANCE CAPITAL LTD RALI SERIES 2006-QO1 T QO1 3A1 REAL ESTATE TRUST LIQUIDITY RELIANCE INDUSTRIES LTD RALI SERIES 2006-QO6 TR QO6 A2 TR RELIANCE GL RALPH LAUREN CORP REALNETWORKS INC 144A RAMACO RESOURCES INC REALOGY GROUP LLC / REALO RELIANCE STEEL & ALUMINUM RAMBUS INC 144A CO RAMCO-GERSHENSON REALOGY HOLDINGS CORP RELX NV PROPERTIES TR REALPAGE INC RELX PLC RAMELIUS RESOURCES LTD REALTY INCOME CORP RELX PLC CFD RAMI LEVY CHAIN STORES REATA PHARMACEUTICALS INC REMGRO LTD HASHIKM REC SILICON ASA REMY COINTREAU CFD RAMIRENT OYJ RECEIVABLE FOR INVESTMENTS REMY COINTREAU SA RAMP SERIES 2004-SL1 TR SL1 A3 SOLD RENAISSANCE HOME EQUITY 1 RAMP SERIES 2005-EFC5 EFC5 M3 RECEIVABLE FOR REALIZED GAIN AF3 LTD ON FUTURES RENAISSANCE HOME EQUITY 2 RAND MERCHANT INVESTMENT RECEIVABLE FOR UNITS ISSUED AF3 HOLDI RECKITT BENCKISER GROUP CFD RENAISSANCE HOME EQUITY 3 RANDGOLD RESOURCES LTD RECKITT BENCKISER GROUP PLC AF3 RANDSTAD HOLDING NV RECKITT BENCKISER TREASUR RENAISSANCE HOME EQUITY L 4 RANGE RESOURCES CORP 144A A3 RANGE RESOURCES CORP 144A RECORDATI SPA RENAISSANCERE HOLDINGS LTD RANGOLD RESOURCES ORD CFD RECORDATI SPA CFD RENASANT CORP RANK GROUP PLC RECRO PHARMA INC SA RAPID7 INC RECRUIT HOLDINGS CO LTD RENAULT SA CFD RASSINI SAB DE CV RECTICEL SA CORP RAUBEX GROUP LTD RED DE CARRETERAS DE OCCI RENEW HOLDINGS PLC RAVAGO 7/16 COV-LITE TL REGS RENEWABLE ENERGY GROUP INC RAVEN INDUSTRIES INC RED ELECTRICA CORP SA RENEWFUND SENIOR RAYDIUM SEMICONDUCTOR RED HAT INC RENEWFUND SUBORD CORP RED LION HOTELS CORP RENEWI PLC RAYMOND JAMES FINANCIAL INC RED ROBIN GOURMET BURGERS RENGO CO LTD RAYONIER ADVANCED INC RENO DE MEDICI SPA MATERIALS IN RED ROCK RESORTS INC RENOWN LOOK INC JPY50 CFD RAYONIER INC RED WHEAT FUT (MGE) RENRE MEDICI FUND LTD RAYSEARCH LABORATORIES AB RED WHEAT FUTURE (MGE) RENT RAYSUM CO LTD REDCAPTOUR CO LTD RENT-A-CENTER INC/TX RAYTHEON CO REDCENTRIC PLC RENTOKIL INITIAL PLC RBC BEARINGS INC REDEFINE PROPERTIES LTD RENTOKIL INITIAL PLC CFD RBSCF TRUST 2010 RR3 MSCA 144A REPCO HOME FINANCE LTD RBSCF TRUST 2010 RR3 WBTA REDTOP CO-INVESTMENT LP REPERFORMING LOAN R R1 B3 144A REDWOOD TRUST INC 144A RBSCF TRUST 2010 RR4 CMLA 144A REFRESCO GROUP NV REPERFORMING LOAN R R3 B3 RBSCF TRUST 2010 RR4 CSCA 144A REGAL BELOIT CORP 144A RCG LONGVIEW DEBT FD IV LP REGAL ENTERTAINMENT GROUP REPERFORMING LOAN R1 2B4 RCG LONGVIEW DEBT FUND V LP CORP 144A RCG LONGVIEW DEBT FUND VI LP REGENCY CENTERS LP REPERFORMING LOAN R2 2B5 RCG LONGVIEW EQUITY FUND PA REGENCY ENERGY PARTNERS LP / 144A RCI HOSPITALITY HOLDINGS INC R REPLIGEN CORP RCN CABLE 12/16 COV-LITE TL REGENERON PHARMACEUTICALS REPSOL SA RCS CAP 2/16 EXIT (FIXED 8%) INC REPUBLIC BANCORP INC/KY RCS CAP 3/14 2ND LIEN TL REGENXBIO INC REPUBLIC FIRST BANCORP INC

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REPUBLIC OF ANGOLA VIA NO REYNOLDS GROUP ISSUER INC / RMR GROUP INC/THE REGS RE ROAD KING INFRASTRUCTURE REPUBLIC OF ARMENIA INTER REYNOLDS GROUP ISSUER INC LTD 144A 144A ROADRUNNER TRANSPORTATION REPUBLIC OF AZERBAIJAN IN RFMSI SERIES 2003-S12 S12 4A7 SYST 144A RGC RESOURCES INC ROANOKE MANAGEMENT UNIT REPUBLIC OF BELARUS INTER RH RIVER ROAD FUND LTD 144A RHB BANK BHD ROBERT HALF INTERNATIONAL REPUBLIC OF CAMEROON INTE RHEINMETALL AG INC 144A RHI AG ROBERT WALTERS PLC REPUBLIC OF CAMEROON INTE RHODE ISLAND 11/15 TLB ROBINSON PCL REGS RHOEN-KLINIKUM AG ROBINSONS LAND CORP REPUBLIC OF ITALY RHP HOTEL PROPERTIES LP / RHP ROBINSONS RETAIL HOLDINGS GOVERNMENT I CO CFD INC REPUBLIC OF RICE ENERGY INC ROCHE HOLDING AG GOVERNMENT RICE MIDSTREAM PARTNERS LP ROCHE HOLDINGS INC 144A REPUBLIC OF SOUTH AFRICA RICHELIEU HARDWARE LTD ROCHESTER GAS & ELECTRIC GOVER RICHTER GEDEON NYRT 144A REPUBLIC OF SURINAME 144A RICI HEALTHCARE HOLDINGS LTD ROCK CREEK ABSOLUTE RETURN REPUBLIC OF UGANDA CO LTD FD GOVERNMENT RICOH LEASING CO LTD ROCKET FUEL INC REPUBLIC SERVICES INC RIDGEMONT EQUITY PARTNERS II ROCKET INTERNET SE RESIDENTIAL ASSET SECU A15 RIETER HOLDING AG ROCKIES EXPRESS PIPELINE 144A 1A7 RIGEL PHARMACEUTICALS INC ROCKPOINT FINANCE FUND I LP RESILIENT REIT LTD GROUP PLC ORD CFD ROCKPOINT REAL ESTATE FD V LP RESMED INC RIGHTMOVE PLC ROCKPOINT REAL ESTATE FUND II RESOLUTE ENERGY CORP RIGHT-ON CO CFD ROCKPOINT REAL ESTATE FUND RESOLUTION FDG CORP RIGHTSIDE GROUP LTD III RESOLUTION FDG CORP PRIN RIGNET INC ROCKWELL AUTOMATION INC STRIP RIKEN CORP CFD ROCKWELL COLLINS INC RESONA HOLDINGS INC RING ENERGY INC ROCKWELL MEDICAL INC RESONA HOLDINGS INC CFD RINGCENTRAL INC ROCKWOOL INTERNATIONAL A/S RESOURCE CAPITAL CORP RINNAI CORP ROGERS COMMUNICATIONS INC RESOURCES CONNECTION INC RIO OIL FINANCE TRUST SER 144A ROGERS CORP RESTAURANT BRANDS INTL INC FINANCE USA LTD AND HAAS HOLDINGS LTD RETAIL OPPORTUNITY RIO TINTO FINANCE USA PLC ROHM CO LTD INVESTMENTS RIO TINTO LTD ROLAND DG CORP RETAIL PROPERTIES OF AMERICA RIO TINTO PLC ROLLINS INC I RIO TINTO PLC CFD ROLLS ROYCE HLDGS C SHS RETROPHIN INC RIOCAN REIT ROLLS ROYCE ORD GBP0.20 C CFD REUNERT LTD RION CO LTD ROLLS-ROYCE HLDGS PLC CFD REV GROUP INC RISO KYOIKU CO LTD ROLLS-ROYCE HOLDINGS PLC REVANCE THERAPEUTICS INC RISO KYOIKU JPY10000 CFD ROPER TECHNOLOGIES INC REVLON 7/16 COV-LITE TLB RITCHIE BROS AUCTIONEERS 144A ROSEHILL RESOURCES INC REVLON CONSUMER PRODUCTS RITCHIE BROS AUCTIONEERS INC STONE INC CORP RITE AID CORP ROSNEFT OIL CO PJSC REVLON INC RITE AID CORP 144A ROSS STORES INC REVOLUTION BARS GROUP PLC RIVERBED TECHNOLOGY 5/16 TL ROTHSCHILD & CO REVOLUTION LIGHTING RIVERCENTER LAND PLC TECHNOLOGI RIVERS PITTSBURGH BORROWE ROTORK PLC CFD REX AMERICAN RESOURCES CORP 144A ROUGH COUNTRY 5/17 COV-LITE REXEL ORD CFD RIVERSIDE CA PENSN OBLG TL REXEL SA RIVERSTONE HOLDINGS ROUND ONE CORP REXFORD INDUSTRIAL REALTY LTD/SINGAP ROUSE CO LLC/THE INC RIVERVIEW BANCORP INC ROWAN COS INC REXNORD CORP RIX CORP CFD ROWAN COS PLC REYNOLDS AMERICAN INC RLI CORP ROYAL BANK OF CANADA REYNOLDS GROUP 1/17 (USD) TL RLJ LODGING TRUST ROYAL BANK OF SCOTLAND REYNOLDS GROUP 8/16 (USD) TL RMB HOLDINGS LTD GROUP P

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ROYAL CARIBBEAN CRUISES LTD S&T HOLDINGS CO LTD SAMSUNG ELECTRO-MECHANICS ROYAL DUTCH SHELL 'A' SHS CFD S&W SEED CO CO L ROYAL DUTCH SHELL PLC S-1 CORP SAMSUNG ELECTRONICS CO LTD ROYAL DUTCH SHELL PLC CFD SAAB AB SAMSUNG FIRE & MARINE ROYAL GOLD INC SABINE PASS LIQUEFACTION 144A INSURANC PLC SABINE PASS LIQUEFACTION LLC CO ROYAL PALMS ACQUISITION SABRA HEALTH CARE LP LTD (MISC SABRA HEALTH CARE REIT INC SAMSUNG SDI CO LTD ROYAL UNIBREW A/S CORP SAMTY CO LTD ROYALTY PHARMA 3/17 B6 TLB SACYR SA SAMYANG TONGSANG CO LTD RP CROWN PARENT LLC 144A SADEREA DAC REGS SAN ANTONIO TX ELEC & GAS RPC GROUP ORD CFD SAERON AUTOMOTIVE CORP REVE RPC INC SAETA YIELD SA SAN DIEGO CNTY CA REGL RPM INTERNATIONAL INC SAFARICOM LTD TRANSPR RPX CORP SAFE BULKERS INC SAN DIEGO CNTY CA WTR AUTH RR DONNELLEY & SONS CO SAFEGUARD SCIENTIFICS INC FIN RRJ CAPITAL MASTER FUND III HOLDINGS PLC SAN DIEGO GAS & ELECTRIC CO RSA INSURANCE GROUP PLC SAFETY INSURANCE GROUP INC CITY & CNTY CA RSI HOME PRODUCTS INC 144A CASA LEY CVR P RSP PERMIAN INC SAFEWAY INC SAN-A CO LTD RSP PERMIAN INC 144A SAFEWAY PDC LLC CVR SAN-AI OIL CO LTD RTI SURGICAL INC SAF-HOLLAND SA SAN-AI OIL CO Y50 CFD RTL GROUP SA SAFINA LTD SANBIO CO LTD CFD RTX A/S SAFRAN SA SANCHEZ ENERGY CORP RUBICON PROJECT INC/THE SAFRAN SA CFD SANDEN HOLDINGS CORP RUBIS FF 35 CFD SAGA COMMUNICATIONS INC SANDERSON FARMS INC RUBIS SCA SAGA PLC CFD SANDRIDGE ENERGY INC RUBIS SCA CFD SAGE GROUP CFD SANDS CHINA LTD RUBY TUESDAY INC SAGE GROUP PLC/THE SANDVIK AB RUDOLPH TECHNOLOGIES INC SAGE THERAPEUTICS INC SANDVINE CORPORATION RUENTEX INDUSTRIES LTD SAIA INC SANDY SPRING BANCORP INC RUMO LUXEMBOURG SARL 144A SAINSBURY (J) PLC CFD SANGAMO THERAPEUTICS INC RUSH ENTERPRISES INC SAINT MARC HOLDINGS CO.LT SAN-IN GODO BANK CFD RUSSEL METALS INC CFD SANKATY CREDIT OPP IV RUSSELL 2000 INDEX FUND CM52 SPA SANKATY CREDIT RUSSIAN FEDERAL BOND - OFZ SAIPEM SPA CFD OPPORTUNITIES RUSSIAN FOREIGN BOND - EU SAIZERIYA CO LTD SANKEN ELECTRIC CO LTD REGS SAKAI HEAVY INDSCFD SANKO METAL INDUSTRIAL CO RUTH'S HOSPITALITY GROUP INC SAKAI HEAVY INDUSTRIES LTD LTD RWE AG SAKAI OVEX CO LTD SANKYO CO LTD RYAN 8/15 TLB SALEM MEDIA GROUP INC SANKYO FRONTIER CO LTD RYANAIR HOLDINGS PLC SALESFORCE.COM INC SANKYO SEIKO CO LTD SYSTEM INC SALLY BEAUTY HOLDINGS INC SANKYO TATEYAMA INC RYERSON HOLDING CORP SALLY HOLDINGS LLC / SALLY SANKYU INC RYMAN HEALTHCARE LTD CAP LTD RYMAN HOSPITALITY SALLY'S SANMINA CORP PROPERTIES I SALMAR ASA SANOFI RYOBI LTD SALZGITTER AG SANOFI-AVENTIS CFD RYODEN CORP SAM YOUNG ELECTRONICS CO SANSEI TECHNOLOGIES INC RYOHIN KEIKAKU CO LTD LTD SANSHIN ELECTRONICS CO Y50 RYOYO ELECTRIC CFD SAM YUNG TRADING CO LTD CFD RYOYO ELECTRO CORP SAMCHULLY CO LTD SANTA CLARA VLY CA S & P 500 EMINI IND FUT (CME) SAMCO INTERNATIONAL INC TRANSPRTN A S&C ENGINE GROUP LTD JPY50 SANTANDER CONSUMER USA S&P 500 CONSERVATIVE INDEX SAMHO DEVELOPMENT CO LTD HOLDING S&P 500 INDEX SPX SAMLYN ONSHORE FUND LP SANTANDER DRIVE AUTO RECE 3 S&P GLOBAL INC SAMPO OYJ A2 S&P/TSE 60 INDEX FUTURE (MSE) SAMSON 12/13 COV-LITE 2ND LIEN SANTANDER DRIVE AUTO RECE 4 S&T BANCORP INC A3

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SANTANDER DRIVE AUTO RECE 5 SBA COMMUNICATIONS CORP SBA GTD PARTN CTFS 2017-20E 1 A3 SBA COMMUNICATIONS CORP SBA GTD PARTN CTFS 2017-20F 1 SANTANDER DRIVE AUTO RECEI 1 144A SBA TOWER TRUST 144A D SBA GP#3921915002 SBARRO LICENSING INC SANTANDER DRIVE AUTO RECEI 2 SBA GTD LN POOL CTFS #507841 SBERBANK OF RUSSIA PJSC D SBA GTD LN POOL CTFS #507932 SBERBANK OF RUSSIA VIA SB SANTANDER DRIVE AUTO RECEI 3 SBA GTD LN POOL CTFS #508987 144A D SBA GTD LN POOL CTFS #508994 SBI HOLDINGS INC/JAPAN SANTANDER DRIVE AUTO RECEI 4 SBA GTD LN POOL CTFS #509409 SBM OFFSHORE NV D SBA GTD LN POOL CTFS #509417 SBS CONTENTS HUB CO LTD SANTANDER HOLDINGS USA IN SBA GTD LN POOL CTFS #509541 SC ASSET CORP PCL 144A SBA GTD LN POOL CTFS #522356 SCANA CORP SANTANDER HOLDINGS USA INC SBA GTD PARTN CTFS 2005-20H 1 SCANSOURCE INC SANTANDER ISSUANCES SAU SBA GTD PARTN CTFS 2006-20B 1 SCAPA GROUP PLC REGS SBA GTD PARTN CTFS 2006-20E 1 SANTANDER UK GROUP HOLDIN SBA GTD PARTN CTFS 2006-20G 1 SCG TRUST 2013-SRP SRP1 D 144A 144A SBA GTD PARTN CTFS 2006-20I 1 SCHAEFFLER AG SANTANDER UK GROUP SBA GTD PARTN CTFS 2007-20B 1 SCHAFFNER HOLDING AG HOLDINGS PL SBA GTD PARTN CTFS 2007-20D 1 SCHIBSTED ASA SANTANDER UK PLC SBA GTD PARTN CTFS 2007-20H 1 SCHINDLER HOLDING AG SANTANDER UK PLC 144A SBA GTD PARTN CTFS 2007-20L 1 SCHLUMBERGER INVESTMENT S SANTANDER UK PLC REGS SBA GTD PARTN CTFS 2008-20A 1 144A SANTEN PHARMACEUTICAL CO SBA GTD PARTN CTFS 2008-20B 1 SCHLUMBERGER LTD LTD SBA GTD PARTN CTFS 2008-20C 1 SCHNEIDER NATIONAL INC SANTOS LTD SBA GTD PARTN CTFS 2008-20D 1 SCHNITZER STEEL INDUSTRIES CHEMICAL INDUSTRIES SBA GTD PARTN CTFS 2008-20E 1 INC Y50 SBA GTD PARTN CTFS 2008-20F 1 SCHOLASTIC CORP SANYO SPECIAL STEEL CO LTD SBA GTD PARTN CTFS 2008-20G 1 SCHOUW & CO AB CFD SBA GTD PARTN CTFS 2008-20I 1 SCHRODERS PLC SAO MARTINHO SA SBA GTD PARTN CTFS 2008-20J 1 SCHRODERS PLC CFD SAP SE SBA GTD PARTN CTFS 2008-20K 1 SCHWEITER TECHNOLOGIES AG SAPPI LTD SBA GTD PARTN CTFS 2009-10A 1 SCHWEITZER-MAUDUIT SAPPORO HOLDINGS LTD CFD SBA GTD PARTN CTFS 2009-10B 1 INTERNATION SAPURA ENERGY BHD SBA GTD PARTN CTFS 2009-10C 1 SCICLONE PHARMACEUTICALS SAPUTO INC SBA GTD PARTN CTFS 2009-20A 1 INC SARANA MENARA NUSANTARA SBA GTD PARTN CTFS 2009-20B 1 SCIENCE APPLICATIONS TBK PT SBA GTD PARTN CTFS 2010-10A 1 INTERNATI SARAS SPA SBA GTD PARTN CTFS 2010-20F 1 SCIENS AVIATION FUND II SARATOGA INVESTAMA SEDAYA SBA GTD PARTN CTFS 2010-20G 1 SCIENS AVIATION SPECIAL TBK SBA GTD PARTN CTFS 2011-10A 1 SCIENTIFIC GAMES CORP SARDA ENERGY & MINERALS LTD SBA GTD PARTN CTFS 2011-10B 1 SCOPE METALS GROUP LTD SAREPTA THERAPEUTICS INC SBA GTD PARTN CTFS 2011-20A 1 SCOR SE SARTORIUS AG SBA GTD PARTN CTFS 2011-20B 1 SCORPIO BULKERS INC SARTORIUS STEDIM BIOTECH SBA GTD PARTN CTFS 2011-20G 1 SCORPIO TANKERS INC SARTORIUS STEDIM BIOTECH CFD SBA GTD PARTN CTFS 2011-20J 1 SCOTIA HOLDINGS PLC REGS SASOL LTD SBA GTD PARTN CTFS 2012-10B 1 SCOTTISH & SOUTHERN ENERGY SATO CORP Y50 CFD SBA GTD PARTN CTFS 2012-20A 1 CFD SATO HOLDINGS CORP SBA GTD PARTN CTFS 2012-20C 1 SCOTTS -GRO CO/THE SATO SHOJI CORP SBA GTD PARTN CTFS 2012-20G 1 SCOUT FUND I-A LP SATO SHOJI CORP JPY50 CFD SBA GTD PARTN CTFS 2013-20A 1 SCOUT FUND II-A LP SATS LTD SBA GTD PARTN CTFS 2013-20G 1 SCOUT24 AG SAUDI GOVERNMENT INTERNAT SBA GTD PARTN CTFS 2013-20H 1 SCP PRIVATE EQUITY II LP 144A SBA GTD PARTN CTFS 2013-20I 1 SCP PRIVATE EQUITY PARTNERS SAUL CENTERS INC SBA GTD PARTN CTFS 2014-20D 1 II PLC SBA GTD PARTN CTFS 2015-20L 1 SCP PRIVATE EQUITY PARTNERS SAVILLS PLC CFD SBA GTD PARTN CTFS 2016-20E 1 LP SAWAI PHARMACEUTICAL CO SBA GTD PARTN CTFS 2016-20L 1 SCRIPPS NETWORKS LTD SBA GTD PARTN CTFS 2017-20C 1 INTERACTIVE I SAXA HOLDINGS INC SBA GTD PARTN CTFS 2017-20D 1 SCROLL CORP

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SCSK CORP SELECT MEDICAL HOLDINGS SEQUOIA MORTGAGE TRUST 20 6 SDL PLC CORP A2 SEABOARD CORP SELECTA BIOSCIENCES INC SEQUOIA MORTGAGE TRUST 20 6 SEACOAST BANKING CORP OF SELECTIVE INSURANCE GROUP B1 FLORI INC SER EDUCACIONAL SA SEACOR HOLDINGS INC SELLA CAPITAL REAL ESTATE SERBIA INTERNATIONAL BOND SEACOR MARINE HOLDINGS INC LTD REGS SEADRILL PARTNERS 2/14 TL SELVAAG BOLIG ASA GROUP PLC SEAGATE HDD CAYMAN SEMBA CORP SERCO GROUP PLC CFD SEAGATE HDD CAYMAN 144A SEMBCORP INDUSTRIES LTD THERAPEUTICS INC SEAGATE TECHNOLOGY PLC SEMGROUP CORP SERIA CO LTD SEAH HOLDINGS CORP SEMGROUP CORP / ROSE ROCK SERIA CO LTD CFD SEAH STEEL CORP FINA SERIAL SYSTEM LTD SEALED AIR CORP SEMICONDUCTOR SERITAGE GROWTH PROPERTIES SEALED AIR CORP 144A MANUFACTURING IN SERS DEFAULTED SECURITY SEARCHLIGHT CAPITAL II LP SEMINOLE CNTY FL WTR & SWR OFFSET SEARLE CO LTD/THE REV SERVICE CORP CORP SEMPRA ENERGY INTERNATIONAL/US SEASTAR 1/14 TLB SEMTECH CORP SERVICE STREAM LTD SEATTLE GENETICS INC SENA DEVELOPMENT PCL SERVICEMASTER CO LLC/THE SEAWORLD ENTERTAINMENT INC SENECA FOODS CORP SERVICEMASTER GLOBAL SEB ORD CFD SENEGAL GOVERNMENT INTERN HOLDINGS SEB SA 144A SERVICENOW INC SECOM CO LTD SENIOR HOUSING PARTNERS IV SERVICESOURCE INTERNATIONAL SECOM Y50 CFD SENIOR HOUSING PARTNERSHIP IN SECTRA AB SENIOR HOUSING PROPERTIES SERVISFIRST BANCSHARES INC SECURE TRUST BANK PLC TRUS SERVIZI ITALIA SPA SECUREWORKS CORP SENIOR PLC SES GLOBAL-FDR CFD SECURITAS AB SENKO GROUP HOLDINGS CO LTD SES SA SECURITIZED ASSET BACKE CB5 SENSATA TECHNOLOGIES SESI LLC A4 HOLDING N SEVEN & I HLDG CO LTD NPV CFD SECURITIZED ASSET FR4 NIM 144A SENSEONICS HOLDINGS INC SEVEN & I HOLDINGS CO LTD SECURITY BANK CORP SENSEONICS WTS 11/20 SER D SEVEN BANK LTD SECURITY CAPITAL PFD GROWTH SENSEONICS WTS 7/21 SER D SEVEN GENERATIONS ENERGY SECURUS TECH 4/13 COV-LT TL SENSHU ELECTRIC CO LTD 144A SECURUS TECHNOLOGIES 4/15 SENSIENT TECHNOLOGIES CORP SEVEN GENERATIONS ENERGY SEDGWICK CMS 4/16 TLB SENTINEL CAPITAL PARTNERS V LTD SEEK LTD LP LTD SAMMY HOLDINGS INC SEOBU T&D SEVERN TRENT PLC PLC SEOHAN CO LTD SEVERN TRENT PLC CFD SEGRO PLC CFD SEOHEE CONSTRUCTION CO LTD SEVERSTAL PJSC SEGULAH IV LP SEOUL SEMICONDUCTOR CO LTD SEWON PRECISION INDUSTRY CO SEI INVESTMENTS CO SEOYON CO LTD LT SEIBU HOLDINGS INC SEOYON ELECTRONICS CO LTD SEYCHELLES INTERNATIONAL SEIKITOKYU KOGYO CO LTD SEQUA 4/17 COV-LITE TL REGS SEIKO CORP SEQUENTIAL BRANDS GROUP INC SFA ENGINEERING CORP SEIREN CO LTD SEQUOIA MORTGAGE TR 1 2A5 SFAVE COMMERCIAL 5AVE A1 SEJONG INDUSTRIAL CO LTD 144A 144A SEKISUI CHEMICAL CO LTD SEQUOIA MORTGAGE TRU 1 A4 SFC ENERGY PARTNERS I-B LP SEKISUI HOUSE LTD 144A SFC ENERGY PARTNERS II-B SEKISUI HOUSE NPV CFD SEQUOIA MORTGAGE TRU 2 A1 SFR GROUP SA 144A SEKISUI PLASTICS CO LTD 144A SG COMMERCIAL MORTGAGE S C5 SELCUK ECZA DEPOSU TICARET SEQUOIA MORTGAGE TRU 3 A4 A4 VE 144A SGS SA SELECT COMFORT CORP SEQUOIA MORTGAGE TRUST 2 1 SHAFTESBURY ORD 25P CFD SELECT ENERGY SERVICES INC 2A1 INC SELECT HARVESTS LTD SEQUOIA MORTGAGE TRUST 20 1 SHANDONG WEIGAO GROUP SELECT INCOME REIT B1 MEDICAL SELECT MEDICAL CORP

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SHANGHAI COMMERCIAL & SHINKO ELECTRIC INDUSTRIES GAMESA RENEWABLE SAVINGS CO ENERG SHANGHAI FOSUN SHINKONG SYNTHETIC FIBERS SIENTRA INC PHARMACEUTICAL CORP SIERRA BANCORP SHANGHAI INDUSTRIAL SHINMAYWA INDUSTRIES LTD SIERRA TIMESHARE 201 1A B 144A HOLDINGS L SHINNIHON CORP SIERRA TIMESHARE 201 2A B 144A SHANGHAI PHARMACEUTICALS SHINOKEN GROUP CO LTD SIERRA TIMESHARE 201 3A B 144A HOLDI SHINSEI BANK LTD SIG COMBIBLOC 1/15 (USD) SHANGRI-LA ASIA LTD SHINSHO CORP SIG PLC CFD SHAPE TECHNOLOGIES GROUP SHIONOGI & CO JPY50 CFD SIGMA DESIGNS INC 144A SHIONOGI & CO LTD SIGMA FINANCE CORP SHARDA MOTOR INDUSTRIES LTD SHIP FINANCE INTERNATIONAL SIGMA FINANCE INC 144A SHARP CORP Y50 CFD LTD LTD SHARP CORP/JAPAN SHIP HEALTHCARE HOLDINGS INC /NEW YORK NY SHAW COMMUNICATIONS INC SHIRE ACQUISITIONS SIGNET JEWELERS LTD SHAWCOR LTD INVESTMENTS SIGNODE INDUSTRIAL GROUP SHEA HOMES LP / SHEA HOME SHIRE LTD ORD CFD 144A 144A SHIRE PLC SIGULER GUFF BRIC SHEARER'S FOODS 11/15 SHISEIDO CO LTD SIGULER GUFF BRIC OPS FD II LP SHELF DRILLING HOLDINGS L SHISEIDO CO LTD CFD SIHUAN PHARMACEUTICAL 144A SHIZUOKA BANK LTD/THE HOLDINGS SHELL INTERNATIONAL FINANCE SHIZUOKA GAS CO LTD SIKA AG BV SHIZUOKA GAS CO LTD CFD SILERGY CORP SHELL MIDSTREAM PARTNERS LP SHO-BI CORP CFD SILGAN HOLDINGS INC SHENANDOAH SHO-BOND HOLDINGS CO LTD SILICON LABORATORIES INC TELECOMMUNICATIONS CARNIVAL INC SILICON MOTION TECHNOLOGY SHENG YU STEEL CO LTD SHOEI COMPANY NPV CFD CORP SHENWAN HONGYUAN HK LTD SHOEI FOODS CORP SILICON WORKS CO LTD SHENZHEN EXPRESSWAY CO LTD SHOKO CO LTD CFD SILTRONIC AG SHENZHEN INVESTMENT LTD SHOPIFY INC SILVER FUTURE (CMX) SHENZHOU INTERNATIONAL SHOPPING CENTRES SILVER LAKE RESOURCES LTD GROUP H AUSTRALASIA P SILVER SPRING NETWORKS INC SHERWIN-WILLIAMS CO/THE SHOPRITE HOLDINGS LTD SILVERBOW RESOURCES INC SHERWIN-WILLIAMS CO/THE 144A SHOPS AT CRYSTALS CSTL D 144A SILVERCREST ASSET SHERWIN-WILLIAMS CO/THE SHORE BANCSHARES INC MANAGEMENT G REGS SHORE VIEW CAP PTRS LP SILVERLEAF FINANCE XV A B SHIBAURA MECHATRONICS CORP SHORETEL INC 144A SHIKOKU ELECTRIC POWER CO SHOREVIEW CAPITAL II SILVERPEAK LEGACY/PSERS L.P CFD SHOUGANG FUSHAN RESOURCES SIMCORP A/S SHILOH INDUSTRIES INC GROU SIME DARBY BHD CORP SHOWA CORP SIMMONS FIRST NATIONAL CORP SHIMAMURA CO LTD SHOWA SANGYO CO LTD SIMMONS FOODS INC 144A SHIMANO INC SHOWA SHELL SEKIYU KK SIMMTECH CO LTD SHIMANO INC NPV CFD SHOWA SHELL SEKIYU Y50 CFD SIMON PROPERTY GROUP INC SHIMAO PROPERTY HOLDINGS SHUEI YOBIKO CO LTD CFD SIMON PROPERTY GROUP LP LTD SHUIGA BANKY50 CFD SIMPAC METAL CO LTD SHIMIZU CORP SHUTTERFLY INC SIMPLY STORAGE LLC SHIN NIPPON BIOMED NPV CFD SHUTTERSTOCK INC MEZZANINE REFRACTORIES CO SI FINANCIAL GROUP INC SIMPSON MANUFACTURING CO LTD SI ORGANIZATION 5/14 COV-LITE INC SHINDENGEN ELECTRIC MAN CO SIAM CEMENT PCL/THE SIMULATIONS PLUS INC CFD SIAM COMMERCIAL BANK SINA CORP/CHINA SHIN-ETSU CHEMICAL CO LTD PCL/THE SINANEN HOLDINGS CO LTD SHIN-ETSU CHEMICAL CO LTD SIBANYE GOLD LTD SINCLAIR BROADCAST GROUP CFD SIEGFRIED HOLDING AG INC SHIN-ETSU POLYMER CO LTD SIEMENS AG SINCLAIR TELEVISION GROUP SHINHAN FINANCIAL GROUP CO SIEMENS FINANCIERINGSMAAT 144A LTD 144A SINCLAIR TELEVISION GROUP INC SINDOH CO LTD

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SING TAO NEWS CORP LTD SKYWORKS SOLUTIONS INC SLM STUDENT LOAN TRUST 20 3 SINGAPORE AIRLINES LTD SL CORP A4 SINGAPORE EXCHANGE LTD SL GREEN REALTY CORP SLM STUDENT LOAN TRUST 20 3 SINGAPORE GOVERNMENT BOND SLC SA A5 SINGAPORE PRESS HOLDINGS LTD SLC STUDENT LOAN TRUST 20 3 SLM STUDENT LOAN TRUST 20 4 SINGAPORE TECHNOLOGIES A2 A3 ENGINEE SLEEP COUNTRY CDA HOLDINGS SLM STUDENT LOAN TRUST 20 4 SINGAPORE INC A5 TELECOMMUNICATIONS L SLH PROXY SHORT EXPOSURE SLM STUDENT LOAN TRUST 20 5 SINHER TECHNOLOGY INC SLM CORP A2 SINMAG EQUIPMENT CORP SLM PRIVATE CREDIT STUDEN A SLM STUDENT LOAN TRUST 20 5 SINO BIOPHARMACEUTICAL LTD A3 A3 SINO LAND CO LTD SLM PRIVATE CREDIT STUDEN B SLM STUDENT LOAN TRUST 20 5 SINOFERT HOLDINGS LTD A4 A5 SINO-OCEAN GROUP HOLDING SLM PRIVATE EDUCATIO A 2A SLM STUDENT LOAN TRUST 20 6 LTD 144A A2 SINOPEC ENGINEERING GROUP CO SLM PRIVATE EDUCATIO A A1 SLM STUDENT LOAN TRUST 20 6 L 144A A3 SINOPEC GROUP OVERSEAS DE SLM STUDENT LOAN T 10 A6A SLM STUDENT LOAN TRUST 20 7 144A 144A A3 SINOPEC GROUP OVERSEAS DE SLM STUDENT LOAN T 10 A6B SLM STUDENT LOAN TRUST 20 8 REGS 144A A4 SINOPEC SHANGHAI SLM STUDENT LOAN T 10A A3 SLM STUDENT LOAN TRUST 20 9 PETROCHEMICAL 144A A5 SINOPHARM GROUP CO LTD SLM STUDENT LOAN T 7A A5A SLM STUDENT LOAN TRUST 20 9 HONG KONG LTD 144A A6 SINOVAC BIOTECH LTD SLM STUDENT LOAN TR 11 A5 SLM STUDENT LOAN TRUST 200 4 SIPEF SA 144A B SIRIUS INTERNATIONAL GROU SLM STUDENT LOAN TR 12 A5 SLM STUDENT LOAN TRUST 200 8 144A 144A B SIRIUS XM HOLDINGS INC SLM STUDENT LOAN TR 4 A5A SLOVENIA GOVERNMENT INTER SIRIUS XM RADIO INC 144A 144A REGS SIRVA 11/16 TL SLM STUDENT LOAN TR 5A A5 SLS HOTEL (MISC DOCUMENTS) SIRVA 3/13 TL 144A SM ENERGY CO SISTEMA PJSC FC SLM STUDENT LOAN TR 8A A5 SM INVESTMENTS CORP SITEL WORLDWIDE 7/15 COV LITE 144A SM PRIME HOLDINGS INC SITEONE LANDSCAPE SUPPLY INC SLM STUDENT LOAN TRUST 10 SMA SOLAR TECHNOLOGY AG SIX FLAGS 6/15 TLB A5A SMALL BUSINESS SIX FLAGS ENTERTAINMENT C SLM STUDENT LOAN TRUST 2 14 ADMINISTRATION 144A A5 SMART & FINAL STORES INC SIX FLAGS ENTERTAINMENT SLM STUDENT LOAN TRUST 2 6 SMART ABS SERIES 2014- 1US A4A CORP A5A SMART ABS SERIES 2015- 1US A3A SJM HOLDINGS LTD SLM STUDENT LOAN TRUST 2 6 SMART ABS SERIES 2015- 3US A3A SJW GROUP A5B SMART REIT SK HYNIX INC SLM STUDENT LOAN TRUST 20 1 SMART SAND INC SK MATERIALS CO LTD A1 SMARTFINANCIAL INC SK TELECOM CO LTD SLM STUDENT LOAN TRUST 20 1 SMARTONE SKANDINAVISKA ENSKILDA A2 TELECOMMUNICATIONS HO BANKEN SLM STUDENT LOAN TRUST 20 1 SMC CORP/JAPAN SKANSKA AB A3 SMC Y50 CFD U.S.A. INC SLM STUDENT LOAN TRUST 20 10 SMITH & NEPHEW PLC SK-ELECTRONICS CO LTD B SMITHFIELD FOODS INC 144A SKF AB SLM STUDENT LOAN TRUST 20 2 PLC SKY LIGHT HOLDINGS LTD A3 SMITHS GROUP PLC CFD SKY NETWORK TELEVISION LTD SLM STUDENT LOAN TRUST 20 2 SMK CORP Y50 CFD SKY PLC A5 SMS CO LTD SKY PLC 144A SLM STUDENT LOAN TRUST 20 3 SMURFIT GROUP PLC CFD SKYLARK CO LTD CFD A2 SMURFIT KAPPA GRP PLC ORD SKYWEST INC CFD

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SNAM SPA SOURCENEXT CORP SPAR GROUP LTD/THE SPA CFD SOUTH CAROLINA ELECTRIC & SPAR NORD BANK A/S SNAP-ON INC GAS SPAREBANK 1 NORD NORGE SNC FORMER PCL SOUTH CAROLINA ST PUBLIC SVC SPAREBANK 1 SMN SNC-LAVALIN GROUP INC A SPAREBANK 1 SR-BANK ASA SNS REAAL GROEP NV EUR1.63 SOUTH CAROLINA ST STUDENT SPAREBANKEN MORE SNT CORP CFD LOAN SPAREKASSEN SJAELLAND-FYN SNYDER'S-LANCE INC SOUTH INDIAN BANK LTD/THE AS SOCIEDAD QUIMICA Y MINERA DE SOUTH JERSEY INDUSTRIES INC SPARK ENERGY INC C SOUTH STATE CORP GROUP SOCIETA CATTOLICA DI LTD LTD ASSICURAZ SOUTH32 LTD CFD SPARK THERAPEUTICS INC SOCIETE BIC SA SOUTHAVEN COMBINED CYCLE SPARTAN MOTORS INC SOCIETE GENERALE CFD GENER SPARTANNASH CO SOCIETE GENERALE EUR1.25 CFD SOUTHCROSS ENERGY 7/14 TL SPARTON CORP SOCIETE GENERALE SA SOUTHEAST POWERGEN (SEPG) SPDR MSCI ACWI EX-US SODASTREAM INTERNATIONAL SOUTHERN CALIFORNIA EDISON SPDR S&P 500 ETF TRUST LTD CO SPDR S&P EMERGING MKTS SODEXHO EUR4 CFD SOUTHERN CALIFORNIA GAS CO SMALL SODEXO SA SOUTHERN CO GAS CAPITAL SPDR S&P MIDCAP 400 ETF TRST SOFI PROFESSIONAL L E A2B 144A CORP SPECTRA ENERGY CAPITAL LLC SOFI PROFESSIONAL LO A A1 144A SOUTHERN CO/THE SPECTRA ENERGY PARTNERS LP SOFINNOVA VENTURE PARTNERS SOUTHERN COPPER CORP SPECTRANETICS CORP/THE VII SOUTHERN CROSS MEDIA GROUP PLC SOFTBANK CORP CFD LTD SPECTRIS PLC CFD SOFTBANK GROUP CORP SOUTHERN FIRST BANCSHARES SPECTRUM ASA PLC INC SPECTRUM BRANDS HOLDINGS SOFTCREATE HOLDINGS CORP SOUTHERN GAS CORRIDOR CJS INC SOFTWARE AG 144A SPECTRUM BRANDS INC SOHGO SECURITY SERVICES CO SOUTHERN GAS CORRIDOR CJS SPECTRUM PHARMACEUTICALS LTD REGS INC SOHO CHINA LTD SOUTHERN GRAPHIC SYSTEMS SPEEDWAY MOTORSPORTS INC SOHU.COM INC SOUTHERN MISSOURI BANCORP SPEEDY HIRE PLC SOLARIS OILFIELD INC SPI 200 INDEX FUTURE (SFE) INFRASTRUCTUR SOUTHERN NATIONAL BANCORP SPIE SA CFD SOLE REALISATION CO PLC OF V SPIRAX-SARCO ENGINEERING P SOLENIS 7/14 (USD) COV-LITE SOUTHERN POWER CO CFD SOLERA 3/16 (USD) COV-LITE TL SOUTHERN STAR CENTRAL COR SPIRE INC SOLITON SYSTEMS KK 144A COMMUNICATIONS PLC SOLVAY SA SOUTHSIDE BANCSHARES INC SPIRIT AEROSYSTEMS HOLDINGS SOMERSET CAYUGA HLDG CO INC SOUTHTRUST BANK IN SOMPO HOLDINGS INC SOUTHWEST AIRLINES CO SPIRIT AIRLINES INC SONGWON INDUSTRIAL CO LTD SOUTHWEST AIRLINES CO 2007-1 P SPIRIT REALTY CAPITAL INC SONIC AUTOMOTIVE INC SOUTHWEST BANCORP INC SPIRIT REALTY LP SONIC CORP SOUTHWEST GAS HOLDINGS INC SPLUNK INC LTD SOUTHWESTERN ENERGY CO SPOK HOLDINGS INC SONOCO PRODUCTS CO SOUTHWESTERN PUBLIC SERVICE SPORTON INTERNATIONAL INC SONOVA HOLDING AG CO SPORTS DIRECT INTL PLC CFD SONUS NETWORKS INC SOYBEAN FUTURE (CBT) SPORTSMAN'S WAREHOUSE CORP SOYBEAN MEAL FUTURE (CBT) HOLDINGS SONY CORP CFD SOYBEAN OIL FUTURE (CBT) SPOTLESS GROUP HOLDINGS LTD SONY FINANCIAL HOLDINGS CFD SP GROUP A/S SPRAGUE RESOURCES LP SONY FINANCIAL HOLDINGS INC SP PLUS CORP SPRINGLEAF FINANCE CORP GROUP CFD SPACE CO LTD SPRINT CAPITAL CORP SORRENTO THERAPEUTICS INC GOVERNMENT BOND 144A SPRINT COMMUNICATIONS 2/17 TL SOTHEBY'S SPAIN GOVERNMENT INFLATIO SPRINT COMMUNICATIONS INC SOTOH CO LTD CFD 144A SPRINT COMMUNICATIONS INC SOULBRAIN CO LTD SPAIN GOVERNMENT INFLATION 144A SOUNDWILL HOLDINGS LTD LIN SPRINT CORP

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SPRINT SPECTRUM CO LLC / 144A CO LTD STEPAN CO SPROUTS FARMERS MARKET INC STAPLES INC STEPSTONE INTERNATIONAL SPS COMMERCE INC STAR COMGISTIC CAPITAL CO STEPSTONE PA TAP FD 1 SPX CORP LTD STERICYCLE INC SPX FLOW INC LTD CFD STERIGENICS-NORDION 3/17 TL SPX FLOW INC 144A STAR PETROLEUM REFINING PCL STERIS PLC SQUARE ENIX CO LTD CFD STAR WEST GENERATION 11/15 STERLING BANCORP/DE SQUARE ENIX HOLDINGS CO LTD TLB STERLING CAPITAL PARTNERS SQUARE INC CORP STERLING CAPITAL PARTNERS II SQUARE PHARMACEUTICALS LTD STARHILL GLOBAL REIT STERLING CAPITAL PARTNERS III SRA STARHUB LTD STERLING CONSTRUCTION CO INC SRC ENERGY INC STARK TECHNOLOGY INC STERLING GROUP PARTNERS IV SRG TAKAMIYA CO LTD CFD START TODAY CO LTD STERLING VENTURE PARTNERS SRI LANKA GOVERNMENT INTE START TODAY CO LTD NPV CFD LP 144A STARTEK INC STEVEN MADDEN LTD SRI LANKA GOVERNMENT INTE STARTS CORP INC STEWART INFORMATION REGS STARVEST PARTNERS II SERVICES C SRIKALAHASTHI PIPES LTD STARVEST PARTNERS LP STHREE PLC SRISAWAD CORP 1979 WTS STARVEST PARTNERS STIFEL FINANCIAL CORP SRISAWAD POWER 1979 PCL OPPORTUNITY STINGRAY SRS DISTRIBUTION 8/15 COV-LITE STARWOOD GLOBAL OPPTY FD STMICROELECTRONICS INV CFD SS&C TECHNOLOGIES HOLDINGS VIII STMICROELECTRONICS NV INC STARWOOD OPPORTUNITY FD IV STOCK LOAN FEES SSAB AB LP STOCK SPIRITS GROUP PLC SSE PLC STARWOOD OPPORTUNITY FUND STOCK YARDS BANCORP INC SSGA EMERGING MARKETS (ZV86) VI-A STOCKBRIDGE REAL ESTATE FD SSP GROUP PLC STARWOOD OPPORTUNITY FUND III SSP GROUP PLC CFD VII STOCKBRIDGE REAL ESTATE LTD STARWOOD PROPERTY TRUST I FUND ST CORP 144A ST JAMES PLACE PLCORD 15P CFD STARWOOD PROPERTY TRUST INC STOLT-NIELSEN LTD ST JAMES'S PLACE PLC STARWOOD RETAIL PR STAR D STONE ENERGY CORP ST JOE CO/THE 144A STONEGATE BANK ST MARC HOLDINGS CO LTD STARZEN CO LTD STONERIDGE INC ST MARYS CEMENT INC CANAD STATE AUTO FINANCIAL CORP STORA ENSO OYJ 144A STATE BANK FINANCIAL CORP STORE CAPITAL CORP ST MODWEN PROPERTIES PLC STATE BANK OF INDIA STORE MASTER FUNDIN 1A A2 ST SHINE OPTICAL CO LTD STATE GRID OVERSEAS INVES 144A ST. GEORGE'S 6/16 TL 144A STOREBRAND ASA STAAR SURGICAL CO STATE NATIONAL COS INC STRAD ENERGY SERVICES LTD STABILUS SA STATE OIL CO OF THE AZERB STRAIGHT PATH STADA ARZNEIMITTEL AG REGS COMMUNICATIONS I STAG INDUSTRIAL INC STATE PUBLIC SCH BLDG AUTH STRATASYS LTD STAGECOACH DEFERRED SHARES PA STRATEGIC PARTNERS FUND II LP STAGECOACH GROUP PLC STATE SAVINGS BANK OF UKR STRATEGIC PARTNERS FUND II RE STAGECOACH GROUP PLC 0.5482 144A STRATEGIC PARTNERS FUND III STALPRODUKT SA STATE STREET CORP STRATEGIC PARTNERS FUND III STAMPS.COM INC STATION CASINOS LLC VC STANDARD BANK GROUP LTD STATOIL ASA STRATEGIC PARTNERS FUND III-B STANDARD CHARTERD PLC CFD STEEL DYNAMICS INC STRATEGIC PARTNERS FUND IV PLC STEELCASE INC LP STANDARD INDUSTRIES INC/N STEICO SE STRATEGIC PARTNERS FUND IV 144A STEINHOFF INTERNATIONAL RE STANDARD LIFE ABERDEEN PLC HOLDIN STRATEGIC PARTNERS FUND IV STANDARD LIFE ORD GBP0 CFD STELLA INTERNATIONAL VC STANDARD MOTOR PRODUCTS HOLDINGS STRATEGIC PARTNERS FUND V LP INC STELLIAM FUND LP STRATEGIC PARTNERS FUND VI STANDEX INTERNATIONAL CORP STEMLINE THERAPEUTICS INC STRATEGIC PARTNERS FUND VII STANLEY BLACK & DECKER INC STEP CO LTD LP

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STRATEGIC PTNRS FUND I LP SUMITOMO MITSUI TRUST BANK SUNNIC TECHNOLOGY & STRATUS PROPERTIES INC LIM MERCHANDIS STRATUS TECHNOLOGIES 4/14 TL SUMITOMO MITSUI TRUST SUNNINGDALE TECH LTD STRAUMANN HOLDING AG HOLDINGS SUNNY OPTICAL TECHNOLOGY STRAYER EDUCATION INC SUMITOMO REALTY & GROUP STRONGBRIDGE BIOPHARMA PLC DEVELOPMENT SUNOCO LOGISTICS PARTNERS STRUCTURED ADJUSTABLE R 12 SUMITOMO RUBBER INDUSTRIES OPER 7A1 LTD SUNOCO LP STRUCTURED ADJUSTABLE RA 18 SUMITOMO SEIKA CHEMICALS SUNOCO LP / SUNOCO FINANCE 5A CFD COR STRUCTURED ADJUSTABLE RA 6 SUMITOMO SEIKA CHEMICALS CO SUNONWEALTH ELECTRIC 4A1 LT MACHINE I STRUCTURED ADJUSTABLE RA 7 SUMITOMO WAREHOUSE CO CFD SUNPOWER CORP 1A3 SUMITOMO WAREHOUSE CO SUNREX TECHNOLOGY CORP STRUCTURED ASSET 1A CTFS 144A LTD/THE SUNRISE COMMUNICATIONS STRUCTURED ASSET MORTG AR1 SUMMIT ACCELERATOR FUND LP GROUP A 2A1 SUMMIT FINANCIAL GROUP INC SUNRUN INC STRUCTURED ASSET SECURI 20 SUMMIT HOTEL PROPERTIES INC SUNSHINE BANCORP INC 2A1 SUMMIT MATERIALS 6/15 COV- SUNSTONE HOTEL INVESTORS INC STRUCTURED CREDIT MASTER LITE SUNTEC REAL ESTATE FUND SUMMIT MATERIALS INC INVESTMENT STRYKER CORP SUMMIT MATERIALS LLC / SUNTORY BEVERAGE & FOOD LTD STUART OLSON INC SUMMIT SUNTRUST BANK/ATLANTA GA STUDIO ALICE CO LTD SUMMIT MIDSTREAM 3/17 TLB SUNTRUST BANKS INC STURM RUGER & CO INC SUMMIT MIDSTREAM HOLDINGS SUNVIC CHEMICAL HOLDINGS STYROLUTION 3/17 (USD) TLB LLC LTD CORP SUMMIT MIDSTREAM PARTNERS SUN-WA TECHNOS CORP SUBARU ENTERPRISE CO LTD LP SUNWAY CONSTRUCTION GROUP SUBARU ENTERPRISE CO LTD CFD SUMMIT PARTNERS CREDIT FUND BHD SUBSEA 7 SA SUMMIT PARTNERS GROWTH SUNY CELLULAR SUBURBAN PROPANE PARTNERS EQUITY COMMUNICATION LT LP SUMMIT PARTNERS PRIVATE SUPALAI PCL SUBURBAN PROPANE PARTNERS EQUITY SUPER GROUP LTD/SOUTH AFRICA LP/S SUMMIT PARTNERS VENTURE SUPER MICRO COMPUTER INC SUCAMPO PHARMACEUTICALS SUMMIT PTNRS VENTURE CAP FD LTD INC SUMMIT VENTURE V LP SUPERGROUP PLC ORD GBP0.01 SUCCESS HOLDINGS CO LTD CFD SUMMIT VENTURES VI-A LP CFD SUEDZUCKER AG SUN ART RETAIL GROUP LTD SUPERIOR ENERGY SERVICES INC SUEZ SUN BANCORP INC/NJ SUPERIOR INDUSTRIES SUEZ ENVIRONNEMENT CO CFD SUN COMMUNITIES INC INTERNATIO #11 WORLD FUTURE (NYB) SUN HUNG KAI & CO LTD SUPERIOR PLUS CORP SUGI HOLDINGS CO LTD SUN HUNG KAI PROPERTIES LTD SUPERIOR UNIFORM GROUP INC SUGIMOTO & CO LTD SUN HYDRAULICS CORP SUPERNUS PHARMACEUTICALS SULZER AG INC INC SUMITOMO CHEMICAL CO LTD SUNAC CHINA HOLDINGS LTD SUPERVALU INC SUMITOMO CORP SUNCOKE ENERGY INC SUPREME INDUSTRIES INC SUMITOMO DAINIPPON PHARMA SUNCOKE ENERGY PARTNERS L SURGERY CENTER 6/17 COV-LITE CO L 144A SURGERY PARTNERS INC SUMITOMO ELECTRIC SUNCOR ENERGY INC SURGUTNEFTEGAS OJSC INDUSTRIES L LTD SURMODICS INC SUMITOMO HEAVY INDUSTRIES SUNDIAL BRANDS 10/15 TL SURUGA BANK LTD LTD SUNDRUG CO LTD SURVEYMONKEY.COM 4/17 TL SUMITOMO METAL MINING CO SUNDRUG CO Y50 CFD SURYA CITRA MEDIA TBK PT LTD SUNEDISON 12/15 2ND LIEN TLA1 SURYA ROSHNI LTD SUMITOMO MITSUI BANKING SUNEDISON W/OUT BACKSTOP SUSHIRO GLOBAL HOLDINGS LT CORP SUNEVISION HOLDINGS LTD CFD SUMITOMO MITSUI FINANCIAL SUNGARD PUBLIC SECTOR 1/17 TL SUSQUEHANNA AUTO RE 1A A3 GROU SUNJIN CO LTD 144A SUMITOMO MITSUI GR NPV CFD SUNN EDISON 12/15 2ND LN TLA1

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SUSQUEHANNA AUTO RE 1A A4 SYNDAX PHARMACEUTICALS INC TAIWAN SURFACE MOUNTING 144A SYNERGETICS USA INC COM TECHNO SUTHERLAND ASSET SYNERGY PHARMACEUTICALS TAIWAN UNION TECHNOLOGY MANAGEMENT CO INC CORP SUTHERLAND GLOBAL SERVICES SYNERON MEDICAL LTD TAIYO INK MANUFACTURING CO SUTTER HEALTH SYNIVERSE (COV-LITE 4/12) TL LTD SUZUKEN CO LTD/AICHI JAPAN SYNLAIT MILK LTD TAIYO NIPPON SANSO CORP MOTOR CORP SYNNEX CORP TAIYO NIPPON SANSO CORP CFD SUZUKI MOTOR CORP CFD SYNOPSYS INC TAKARA HOLDING INC CFD SVB FINANCIAL GROUP SYNOVUS FINANCIAL CORP TAKARA LEBEN CO NPV - CFD SVENSK EXPORTKREDIT AB SYNTEC CONSTRUCTION PCL TAKARA PRINTING CO LTD SVENSK EXPORTKREDIT AB REGS SYNTEL INC TAKASAGO INTERNATIONAL SVENSKA CELLULOSA AB SCA PLC CORP SVENSKA HANDELSBANKEN AB SYROS PHARMACEUTICALS INC TAKASAGO THERMAL SVENSKA HANDELSBANKEN AB SYSCO CORP ENGINEERING C REGS SYSMEX CORP TAKASHIMAYA CO LTD SWATCH GROUP AG/THE SYSTEM RESEARCH CO LTD CFD TAKE & GIVE NEEDS NPV CFD SWAY RESIDENTIAL 2014 1 A 144A SYSTEMAX INC TAKEDA PHARMACEUTICAL CO SWAY RESIDENTIAL 2014 1 B 144A SYSTEMS MAINTENANCE 10/16 LTD SWEDBANK AB COV- TAKEEI CORP NPV CFD GOVERNMENT BOND SYSTEMSOFT CORP CFD TAKE-TWO INTERACTIVE SWEDISH MATCH AB T RAD CO LTD SOFTWARE SWEDISH ORPHAN BIOVITRUM AB T ROWE PRICE GROUP INC TAKEUCHI MFG CO NPV CFD SWIFT TRANSPORTATION CO T&D HOLDINGS INC TAKIRON CO LTD CFD SWIRE PACIFIC LTD T&D HOLDINGS INC CFD TAL EDUCATION GROUP SWIRE PROPERTIES LTD T4F ENTRETENIMENTO SA TALANX AG HOLDING AG TA ANN HOLDINGS BHD TALEN ENERGY SUPPLY LLC 144A SWISS PRIME SITE AG TA X LP TALENT YIELD INVESTMENTS AG LTD 144A SWISSCOM AG TABERNA PREFERRED F 6A F1 TALKTALK TELECOM GROUP PLC SWISSQUOTE GROUP HOLDING SA 144A CFD SWORD GROUP TABERNA PREFERRED FU 3A D TALLGRASS ENERGY GP LP SXL CORPORATIONCFD 144A TALLGRASS ENERGY PARTNERS SYDBANK A/S TABERNA PREFERRED FU 3A E 144A SYDNEY AIRPORT 144A TALLGRASS ENERGY PARTNERS SYDNEY AIRPORT FINANCE CO TABLEAU SOFTWARE INC LP 144A TABULA RASA HEALTHCARE INC TAMA HOME CO LTD CFD SYKES ENTERPRISES INC TAC CO LTD NPV CFD TAMBANG BATUBARA BUKIT SYMANTEC CORP TACHIKAWA CORP ASAM PE SYMANTEC CORP 144A TACHI-S CO LTD TAMIL NADU NEWSPRINT & SYMRISE AG TACTILE SYSTEMS TECHNOLOGY PAPERS SYNAPTICS INC INC TAMURA CORP SYNARC-BIOCORE 10/16 COV-LITE TADIRAN HOLDINGS LTD TANGER FACTORY OUTLET SYNCHRONOSS TECHNOLOGIES TAEKWANG INDUSTRIAL CO LTD CENTERS SYNCHRONOSS TECHNOLOGIES TAG IMMOBILIEN AG TANGER PROPERTIES LP INC TAHOE RESOURCES INC TANKER INVESTMENTS LTD SYNCHRONY BANK TAICHUNG COMMERCIAL BANK TAO HEUNG HOLDINGS LTD SYNCHRONY CREDIT CARD MAST CO LT TAPTICA INTERNATIONAL LTD 1 A TAIHEIYO CEMENT CORP TARENA INTERNATIONAL INC SYNCHRONY CREDIT CARD MAST TAILORED BRANDS INC TARGA PIPELINE PARTNERS LP / T 2 A TAISEI CORP TARGA RESOURCES CORP SYNCHRONY CREDIT CARD MAST TAISHO PHARMACEUTICAL HLDS TARGA RESOURCES PARTNERS 6 A CFD 144A SYNCHRONY CREDIT CARD MAST TAISHO PHARMACEUTICAL TARGA RESOURCES PARTNERS LP 6 B HOLDINGS / SYNCHRONY CREDIT CARD MAST TAIWAN BUSINESS BANK TARGANTA THERAPEUTICS 7 A TAIWAN SEMICONDUCTOR ESCROW MANUFACTU TARGET CORP SYNCMOLD ENTERPRISE CORP TARKETT SA

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TARKETT SA CFD TECHTARGET INC TELUS CORP TARO PHARMACEUTICAL TECHTRONIC INDUSTRIES CO LTD TELUS CORPORATION INDUSTRIES TECK RESOURCES LTD TEMBEC INC TASEKO MINES LTD TECNICAS REUNIDAS SA TEMENOS GROUP AG TASEKO MINES LTD 144A TECNOGLASS INC 144A TEMP HOLDING CO LTD NPV CFD TATA MOTORS LTD TECO ELECTRIC AND MACHINERY TEMPLETON STRATEGIC TATA STEEL LTD CO EMERGING TATE & LYLE PLC TECOMET (SYMMETRY MEDICAL) TEMPO ACQUISITION 5/17 TATE & LYLE PLC CFD TED BAKER PLC TEMPUR SEALY INTERNATIONAL TATNEFT PJSC TEEKAY CORP INC TATSUTA ELEC WIRE CFD TEEKAY OFFSHORE PARTNERS TEN PAO GROUP HOLDINGS LTD TATSUTA ELECTRIC WIRE AND LP/TE TENAGA NASIONAL BHD CABL TEEKAY TANKERS LTD S AUSD1 CFD TATTS GROUP LTD TEGMA GESTAO LOGISTICA SA TENARIS SA TAUBMAN CENTERS INC TEGNA INC TENASKA ALABAMA PARTNERS TAURON POLSKA ENERGIA SA TEHMAG FOODS CORP 144A TAYCA CORP TEIJIN LTD TENASKA GEORGIA PARTNERS LP TAYLOR MORRISON COMMUNITI TEIKOKU TSUSHIN KOGYO CO TENAYA CAPITAL IV LP 144A CFD TENAYA CAPITAL VI LP TAYLOR MORRISON HOME CORP TEJON RANCH CO TENAYA CAPITAL VII PLC TEKFEN HOLDING AS TENAYA CAPITAL V-P LP TAYLOR WOODROW PLC CFD TEKKEN CORP TENCENT HOLDINGS LTD TBA CASH COLL FOB TELADOC INC TENET HEALTHCARE CORP TBA CASH COLL JP MORGAN AB TENET HEALTHCARE CORP 144A TBC BANK GROUP PLC TELECOM DIGITAL HOLDINGS TENGIZCHEVROIL FINANCE CO TC PIPELINES LP LTD 144A TCC INTERNATIONAL HOLDINGS TELECOM ITALIA SPA CFD TENMA CORP LTD TELECOM ITALIA SPA/MILANO TENNANT CO TCF FINANCIAL CORP TELEDYNE TECHNOLOGIES INC INC TCP CAPITAL CORP INC TENNESSEE VALLEY AUTH BD TCP CAPITAL CORP 144A TELEFONAKTIEBOLAGET LM TENSAR 7/14 2ND LIEN TL TCP WATERMAN CLO LTD 1A B ERICSSO TENSAR 7/14 TL 144A TELEFONICA BRASIL SA TER BEKE SA TCS GROUP HOLDING PLC TELEFONICA DEUTSCHLAND TERA PROBE INC TD AMERITRADE HOLDING CORP HOLDING TERADATA CORP TDC A/S TELEFONICA EMISIONES SAU TERADYNE INC TDH III HOLDINGS INC TELEFONICA EMISIONES SAU TEREX CORP TDH III REGS TEREX CORP 144A TDK CORP TELEFONICA SA TERNA RETE ELETTRICA TDK CORP CFD TELEKOM MALAYSIA BHD NAZIONALE TE CONNECTIVITY LTD TELEKOMUNIKASI INDONESIA TERNA SPA CFD TEAM HEALTH 1/17 TL PERSE TERNIUM SA TEAM HEALTH HOLDINGS INC TELEMAR NORTE LESTE SA 144A TERRA NITROGEN CO LP 144A TELENAV INC TERRAFORM GLOBAL INC TEAM INC 4/17 (USD) AI TL TERRAFORM POWER INC TEAMVIEWER 1/17 (USD) 2ND LIEN TELENET GROUP HOLDING NV TERRENO REALTY CORP TEAMVIEWER 1/17 (USD) TLB TELENOR ASA TERRITORIAL BANCORP INC TECAN GROUP AG TELEPERFORMANCE TERUMO CORP TECH DATA CORP TELEPERFORMANCE ORD CFD TESARO INC TECHNICOLOR 3/17 (USD) TLB TELEPHONE & DATA SYSTEMS TESCO CORP TECHNICOLOR CFD INC TESCO PLC TECHNIPFMC LTD CFD TELESAT CANADA 1/17 TLB TESCO PLC CFD TECHNIPFMC PLC TELETECH HOLDINGS INC TESLA INC TECHNIPLAS LLC 144A TELEVISION BROADCASTS LTD TESORO CORP TECHNOGYM SPA TELIA CO AB TESORO LOGISTICS LP TECHNOLOGY ONE LTD TELIGENT INC/NJ TESSERA TECHNOLOGIES COV- TECHNOLOGY SELECT SECT SPDR TELKOM SA SOC LTD LITE TECHNOPRO HOLDINGS INC TELLURIAN INC TETHYS OIL AB TECHNOTRANS AG CORP LTD TETRA TECH INC

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TETRA TECHNOLOGIES INC THOMSON REUTERS CORP T-MOBILE US INC TETRAPHASE PHARMACEUTICALS THOR INDUSTRIES INC T-MOBILE USA INC INC THREE ARCH CAPITAL LP TMS INTERNATIONAL CORP 144A TEVA PHARM CCC CONTRA THREE ARCH PARTNERS IV TMX GROUP LTD TEVA PHARMACEUTICAL THYSSENKRUPP AG TOA CORP Y50 CFD FINANCE CO TI AUTOMOTIVE 6/15 (USD) TL TOA CORP/HYOGO TEVA PHARMACEUTICAL TI GROUP AUTOMOTIVE SYSTE TOA ROAD CORP FINANCE IV 144A TOBU RAILWAY CO LTD TEVA PHARMACEUTICAL TIAA CREF TOCAGEN INC FINANCE NE TIAA SEASONED COMMERCIAL C4 TOCHIGI BANK LTD/THE TEVA PHARMACEUTICAL AJ TODA KOGYO CORP CFD INDUSTRIES TIAA SEASONED COMMERCIAL C4 TOELL CO LTD CFD TEXAS CAPITAL BANCSHARES F TOENEC CORP NPV CFD INC TIANJIN DEVELOPMENT TOGAMI ELECTRIC TEXAS INSTRUMENTS INC HOLDINGS L MANUFACTURING TEXAS ROADHOUSE INC TIANNENG POWER TOHO CO LTD/TOKYO TEXAS ST INTERNATIONAL L TOHO CO LTD/TOKYO CFD TEXAS ST A & M UNIV REVENUES TICC CAPITAL CORP TOHO GAS CO LTD TEXAS ST DEPT OF HSG & CMNTY TIER REIT INC TOHO GAS CO LTD CFD A TIERPOINT 4/17 COV-LITE TL TOHO SYSTEM SCIENCE CO LTD TEXAS ST UNIV SYS FING TIETO OYJ CFD REVENUE TIFFANY & CO TOHOKU ELECTRIC POWER CO TEXAS ST WTR DEV BRD TIGER BRANDS LTD INC TEXTAINER GROUP HOLDINGS TIKKURILA OYJ TOHTO SUISAN CO CFD LTD TILE SHOP HOLDINGS INC TOKAI CARBON CO LTD TEXTRON INC TILLY'S INC TOKAI CORP/GIFU TFI INTERNATIONAL INC TIM PARTICIPACOES SA TOKAI HOLDINGS CORP CFD TFS FINANCIAL CORP TIMAH PERSERO TBK PT TOKAI RIKA CO LTD CFD TG THERAPEUTICS INC TIMBERLAND BANCORP INC/WA TOKEN CORP TG USTIF FD 1130 CUT OFF TIME INC TOKEN CORPORATION NPV CFD T-GAIA CORP TIME WARNER CABLE LLC HOLDINGS INC TGS NOPEC GEOPHYSICAL CO TIME WARNER COS INC TOKIO MARINE HOLDINGS INC ASA TIME WARNER ENTERTAINMENT CFD THAI OIL PCL CO L TOKUSHU TOKAI HOLDINGS CO THAI UNION GROUP PCL TIME WARNER INC CFD THAI VEGETABLE OIL PCL TIMES SQUARE HOTEL TRUST TOKUYAMA CORP THALES SA 144A TOKYO BASE CO LTD THALES SA CFD TIMKEN CO/THE TOKYO BROADCASTING SYSTEM THANACHART CAPITAL PCL TIMKENSTEEL CORP INC THC ESCROW CORP III 144A TINGYI CAYMAN ISLANDS TOKYO DERICA CO NPV CFD THE CHEF'S WAREHOUSE 6/16 HOLDING TOKYO ELECTRIC POWER CO THERAPEUTICSMD INC TINPLATE CO OF INDIA LTD/THE HOLDIN THERAVANCE BIOPHARMA INC TIPTREE INC TOKYO ELECTRIC POWER CO INC THERMO FISHER SCIENTIFIC INC TITAN CEMENT CO SA CF THERMON GROUP HOLDINGS INC TITAN INTERNATIONAL INC LTD THIRD POINT REINSURANCE LTD TITAN KOGYO KK Y50 CFD TOKYO ELECTRON LTD CFD THITIKORN PCL TITAN MACHINERY INC TOKYO GAS CO LTD THK CO LTD TIVITY HEALTH INC TOKYO GAS CO LTD CFD (AB) THK CO LTD CFD TIVO CORP TOKYO OHKA KOGYO CO LTD THL CREDIT INC TJX COS INC/THE TOKYO RADIATOR THOMAS COOK GROUP PLC TK CORP MANUFACTURING C THOMAS COOK GROUP PLC ORD TK GROUP HOLDINGS LTD TOKYO RAKUTENCHI CO LTD CFD CFD TKC HOLDINGS 1/17 COV-LITE TLB TOKYO SANGYO CO LTD THOMAS H LEE EQUITY FUND VI TKC HOLDINGS 2/17 2ND LIEN TOKYO SANGYO CO LTD CFD THOMSON LEARNING 3/14 EXIT TKH GROUP NV TOKYO SEIMITSU Y50 CFD THOMSON LEARNING 5/16 TLB TL VENTURE IV LP TOKYO TATEMONO CO LTD THOMSON LEARNING 6/15 COV- TL VENTURES V LP TOKYO TEKKO CO LTD LITE TMB BANK PCL TOKYO TOKEIBA CO CFD THOMSON REUTERS 4/17 (IP&S) TMK PJSC

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TOKYO TY FINANCIAL GROUP TOTAL SA CFD TPG ASIA V CFD TOTAL SYSTEM SERVICES INC TPG OPPORTUNITIES PARTNERS II TOKYU CONST(NEW) NPV CFD TOTO LTD TPG OPPORTUNITIES PARTNERS III TOKYU CORP TOTO Y50 CFD TPG PARTNERS III LP TOKYU CORP CFD TOTOKU ELECTRIC CO LTD TPG PARTNERS IV LP TOKYU FUDOSAN HOLDINGS TOTVS SA TPG PARTNERS V LP CORP TOUCHTUNES 5/15 TL TPG PARTNERS VI LP TOKYU REIT INC TOKYU REIT CFD TOUKEI COMPUTER CO LTD TPG SPECIALTY LENDING INC TOLI CORP TOURISM HOLDINGS LTD TPG SPECIALTY LENDING INC INC TOURMALINE OIL CORP 144A TOLL BROTHERS REALTY TRUST TOWA BANK LTD/THE TPG TELECOM LTD TOLL BROTHERS REALTY TRUST TOWD POINT MORTGAGE 2 A1 TPI COMPOSITES INC II 144A TPK HOLDING CO LTD TOM TAILOR HOLDING SE TOWD POINT MORTGAGE 5 M2 TPV TECHNOLOGY LTD TOMEN DEVICES CORP 144A TRACTOR SUPPLY CO TOMOE CORP CFD TOWER BERSAMA TRADE DESK INC/THE TOMOE ENGINEERING CO LTD INFRASTRUCTURE T GROUP LTD TOMOEGAWA CO LTD CFD TOWER INTERNATIONAL INC TRAKCJA SA TOMOKU CO LTD LTD TRAKYA CAM SANAYII AS TOMONY HOLDINGS INC TOWNE BANK/PORTSMOUTH VA TRANS DIGM INC TLE TOMPKINS FINANCIAL CORP TOWNGAS CHINA CO LTD TRANSCANADA CORP TOMSON GROUP LTD TOWNSEND GROVE TRANSCANADA PIPELINES LTD TOMTOM NV TOWNSQUARE MEDIA INC TRANSCANADA TRUST TONAMI HOLDINGS CO LTD TOWNSQUARE MEDIA INC 144A TRANSCONTINENTAL INC TONGDA GROUP HOLDINGS LTD TOYO ENGINEERING CORP TRANSCONTINENTAL REALTY TONGYANG LIFE INSURANCE CO TOYO KANETSU Y50 CFD INVEST LTD TOYO KOHAN CO LTD TRANSDIGM 2/13 COV-LITE TLC TONLY ELECTRONICS HOLDINGS TOYO MACHINERY & METAL CO TRANSDIGM 6/16 AMEND/EXTEND LTD LTD TRANSDIGM GROUP INC TOOTSIE ROLL INDUSTRIES INC TOYO SECURITIES CO LTD TRANSDIGM INC TOP GLOVE CORP BHD TOYO SEIKAN GROUP HOLDINGS TRANSOCEAN INC TOP NPL (A) LP LTD TRANSOCEAN INC 144A TOPBUILD CORP TOYO SEIKAN KAISHA CFD TRANSOCEAN LTD TOPDANMARK A/S TOYO SUGAR REFG CO JPY50 TRANSPORTADORA DE GAS DEL TOPIX INDEX FUTURE (OSE) TOYO SUISAN KAISHA LTD SUR TOPPAN PRINTING CO LTD TOYO TANSO CO LTD TRANSUNION TOPS HOLDING LLC / TOPS M 144A TOYO WHARF & WAREHOUSE CO GROUP TOPY INDUSTRIES CFD LTD TRAVELERS COS INC/THE TORAY INDUSTRIES INC TOYODA GOSEI CO LTD TRAVELPORT WORLDWIDE LTD TORCHMARK CORP AUTO RECEIVABLES 2 A TRAVELSKY TECHNOLOGY LTD TOREX GOLD RESOURCES INC A4 PLC TORII PHARMACEUTICAL CO LTD TOYOTA AUTO RECEIVABLES 2 B TRAVIS PERKINS PLC CFD TORO CO/THE A3 TRC COMPANIES / BOLT TORONTO DOMINION BANK TOYOTA AUTO RECEIVABLES 2 B TREAS CONSOL FD 198 OUT MGRS TORONTO-DOMINION BANK/THE A4 TREASURE FACTORY CO LTD CFD TORRENT PHARMACEUTICALS TOYOTA AUTO RECEIVABLES 2 C TREASURY GR CONS FD-98 LTD A3 TREASURY GROUP INVESTMENT TORSTAR CORP TOYOTA AUTO RECEIVABLES 2 C TREASURY GROUP INVESTMENT TOSCO CORP A4 FUND TOSEI CORP TOYOTA AUTO RECEIVABLES B TREASURY GROUP INVT FUND CORP A2B WORK TOSHIBA MACHINE CO LTD TOYOTA AUTO RECEIVABLES C LTD TOSOH CORP A2A TREATT PLC TOTAL CAPITAL CDA DISC CORP TRECORA RESOURCES TOTAL CAPITAL INTERNATIONAL TOYOTA INDUSTRIES CORP TREDEGAR CORP SA TOYOTA MOTOR CORP TREE ISLAND STEEL LTD TOTAL ENERGY SERVICES INC TOYOTA MOTOR CORP NPV CFD TREEHOUSE FOODS INC TOTAL GABON TOYOTA MOTOR CREDIT CORP TREND MICRO INC CFD TOTAL SA TOYOTA TSUSHO CORP TREND MICRO INC/JAPAN

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TREVENA INC TRS EL UL BNIFWHU0 TSINGTAO BREWERY CO LTD TREX CO INC TRS EL UL BNIFWHU0 INDEX TSOGO SUN HOLDINGS LTD TRI POINTE GROUP INC TRS EL UL CPURNSA CO CFD TRI POINTE GROUP INC / TRI POI TRS EL UL CPURNSA INDEX TSUBAKIMOTO KOGYO CO LTD TRIANGLE CAPITAL CORP TRS EL UL FDCICUN TSUGAMI CORP TRIBUNE MEDIA CO TRS EL UL FDCICUN INDEX TSUGAMI CORP Y50 CFD TRICAN WELL SERVICE LTD TRS EL UL LBUSTRUU TSUKUBA BANK LTD TRICO BANCSHARES TRS EL UL LBUTTRUU TSUKUI CORP TRICON AMERICAN HO SFR1 F TRS EL UL LBUTTRUU INDEX TSUMURA & CO 144A TRS EL UL NDDUFR INDEX TSURUHA HOLDINGS INC TRICORBRAUN 11/16 COV-LITE TRS EL UL NDUEEGF INDEX TTM TECHNOLOGIES INC TRICORBRAUN 11/16 COV-LITE TL TRS EL UL S&P 400 MIDCAP TR TUCOWS INC TRIGANO SA TRS EL UL SPGCGCP TR INDEX TUI AG TRILANTIC CAPITAL PARTNERS IV TRS EL UL SPTRSMCP TUI AG CFD TRILANTIC CAPITAL PARTNERS V TRS EL UL SPTRSMCP INDEX TULANE LA UNIV TRILOGY ENERGY CORP TRS EL UL TRNGLU PLC TRILOGY INTERNATIONAL PAR TRS EL UL YAHOO STOCK TULLOW OIL PLC CFD 144A TRS EL UL YHOO TULLOW OIL PLC REGS TRIMARK 2/17 COV-LITE TL TRS FL SPTRMCP TUNG HO STEEL ENTERPRISE TRIMAS CORP TRS FL TRNGLU CORP TRIMBLE INC TRS FL UL AABA TUPPERWARE BRANDS CORP TRINET GROUP INC TRS FL UL ALIBABA GR STOCK TUPY SA TRINITY ACQUISITION PLC TRS FL UL BABA TURKCELL ILETISIM HIZMETLERI TRINITY INDUSTRIES INC TRS FL UL BCOMGCTR A TRINITY PLC TRS FL UL BCOMRS TR INDEX TURKEY GOVERNMENT BOND TRINITY PLACE HOLDINGS INC TRS FL UL BCOMRST TURKEY GOVERNMENT TRINSEO MATERIALS OPERATI TRS FL UL BNIFEHU0 INTERNATIONA 144A TRS FL UL BNIFWHU0 TURKIYE GARANTI BANKASI AS TRINSEO SA TRS FL UL BNIFWHU0 INDEX TURKIYE SINAI KALKINMA TRIPADVISOR INC TRS FL UL CPURNSA BANKASI TRIPLE D ASSOCIATES INC CL A TRS FL UL CPURNSA INDEX TURNING POINT BRANDS INC TRIPLE D ASSOCIATES INC CL B TRS FL UL FDCICUN TURQUOISE HILL RESOURCES LTD TRIPLE D ASSOCIATES INC CL C TRS FL UL FDCICUN INDEX TUTOR PERINI CORP TRIPLE D ASSOCIATES INC PFD A TRS FL UL LBUSTRUU TUTOR PERINI CORP 144A TRIPLEPOINT VENTURE GROWTH TRS FL UL LBUTTRUU TV TOKYO HOLDINGS CORP BDC TRS FL UL LBUTTRUU INDEX TVS SRICHAKRA LTD TRIPLE-S MANAGEMENT CORP TRS FL UL NDDUFR INDEX TWEDDLE 10/16 TL TRISTATE CAPITAL HOLDINGS TRS FL UL NDUEEGF INDEX TWENTYEIGHTY/MILLER HEIMAN INC TRS FL UL S&P 400 MIDCAP TR TWENTY-FIRST CENTURY FOX INC TRISURA GROUP LTD TRS FL UL SPGCGCP TR INDEX TWILIO INC TRITAX BIG BOX REIT PLC CFD TRS FL UL SPTRSMCP TWIN DISC INC TRITON INTERNATIONAL TRS FL UL SPTRSMCP INDEX TWITTER INC LTD/BERMU TRS FL UL TRNGLU TWO HARBORS INVESTMENT TRIUMPH BANCORP INC TRS FL UL YAHOO STOCK CORP INC TRS FL UL YHOO TWO RIVER BANCORP NV TRUE CORP PCL TWO SIGMA RISK PREMIA TRONC INC TRUE NORTH COMMERCIAL REIT ENHANCED TRONOX LTD TRUEBLUE INC TXU/TCEH 10/16 COV-LITE TLB TROPICANA ENTERTAINMENT TRUECAR INC TXU/TCEH 4/11 EXTENDED TL 11/13 TRUGREEN 4/16 TL TXU/TCEH 4/11 EXTENDED TLB TRS EL SPTRMCP TRUMBULL PROPERTY FUND TXU/TCEH 8/16 DIP COV-LITE TLC TRS EL TRNGLU TRUPANION INC TYCO ELECTRONICS GROUP SA TRS EL UL AABA TRUSTCO BANK CORP NY TYLER TECHNOLOGIES INC TRS EL UL ALIBABA GR STOCK TRUSTED MEDIA BRANDS INC TYNTEK CORP TRS EL UL BABA TRUSTMARK CORP TYSON FOODS INC TRS EL UL BCOMGCTR TRUWORTHS INTERNATIONAL U S DEPT HSG & URBAN DEV TRS EL UL BCOMRS TR INDEX LTD GOVT TRS EL UL BCOMRST TRYG A/S U S DEPT OF TRANSPORTATION TRS EL UL BNIFEHU0 TSANN KUEN ENTERPRISE CO LTD U S EQUITY PARTNERS II LP

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U S TREASURY BD CPN STRIP ULTA BEAUTY INC UNITED AIRLINES 2013-1 CLASS A U S TREASURY BD PRIN STRIP ULTIMATE SOFTWARE GROUP UNITED AIRLINES 2014-1 CLASS A U S TREASURY BILL INC/TH UNITED AIRLINES 2014-1 CLASS B U S TREASURY BOND ULTRA CLEAN HOLDINGS INC UNITED AIRLINES 2014-2 CLASS A U S TREASURY NOTE ULTRA ELECTRONIC HLDGS ORD UNITED AIRLINES 2016-1 CLASS A U S VENTURE PARTNERS FD VIII 5P UNITED AUTO CREDIT SE 2 A 144A U S VENTURE PARTNERS VII LP ULTRA PETROLEUM CORP UNITED BANK LTD/PAKISTAN U.S. AGGREGATE BOND INDX NL ULTRA RESOURCES (UPL) 4/17 UNITED BANKSHARES INC/WV U.S. TELEPACIFIC 4/17 TLB ULTRA RESOURCES INC 144A UNITED COMMUNITY BANKS U.S.I. 4/17 COV-LITE TL ULTRAGENYX PHARMACEUTICAL INC/GA UAL 2009-2A PASS THROUGH INC UNITED COMMUNITY FINANCIAL TRUST PARTICIPACOES SA COR UBE INDUSTRIES LTD ULVAC INC UNITED CONTINENTAL HOLDINGS UBIQUITI NETWORKS INC ULVAC INC NPV CFD IN UBISOFT ENTERTAINMENT SA UMB FINANCIAL CORP UNITED DEVELOPMENT CO QSC U-BLOX HOLDING AG UMH PROPERTIES INC UNITED ENGINEERS LTD UBM PLC ORD GBP0.1125 CFD UMICORE SA UNITED FINANCIAL BANCORP INC UBS AG/STAMFORD CT UMPQUA HOLDINGS CORP UNITED FIRE GROUP INC UBS COMMERCIAL MORTG C1 D UMS HOLDINGS LTD UNITED INDUSTRIAL CORP LTD 144A UMW HOLDINGS BHD UNITED INSURANCE HOLDINGS UBS COMMERCIAL MORTG C1 E INC CORP 144A UNIBAIL-RODAMCO SE UNITED INTEGRATED SERVICES UBS COMMERCIAL MORTG C1 F UNICAFE INC CFD CO 144A UNICHARM CORP UNITED INTERNET AG UBS COMMERCIAL MORTGAGE C1 SPA GILT INFLA A3 UNICREDIT SPA 144A REGS UBS CREDIT INTEREST UNICREDIT SPA CFD UNITED KINGDOM GILT REGS UBS GROUP AG CORP Y50 CFD UNITED MICROELECTRONICS UBS GROUP AG REGS UNIFI INC CORP UBS GROUP FUNDING SWITZER UNIFIN FINANCIERA SAB DE CV UNITED NATURAL FOODS INC 144A SO UNITED OVERSEAS BANK LTD UBS GROUP FUNDING SWITZER UNIFIRST CORP/MA UNITED PARCEL SERVICE INC REGS UNIFRAX 3/17 (USD) TLB UNITED PARCEL SERVICE OF UBS US TRUMBULL PROPERTY UNILEVER CAPITAL CORP AMERI UBS US TRUMBULL PROPERTY UNILEVER NV INC FUND UNILEVER PLC UNITED RENTALS NORTH UBS-BAMLL TRUST WRM D 144A UNILEVER PLC CFD AMERICA I UBS-BARCLAYS COMMERCIAL C4 UNIMICRON TECHNOLOGY CORP UNITED SECURITY A5 UNION BANKSHARES CORP BANCSHARES/FRE UBS-BARCLAYS COMMERCIAL C5 UNION BANKSHARES UNITED SITE 8/16 COV-LITE A4 INC/MORRISVIL UNITED SITE 8/16 COV-LITE TL UBS-CITIGROUP COMMER C1 E UNION ELECTRIC CO UNITED STATES CELLULAR CORP 144A UNION PACIFIC CORP UNITED STATES LIME & UCB SA UNION PACIFIC RAILROAD CO MINERALS UCHIDA YOKO CO LTD 2002 UNITED STATES STEEL CORP UCI INTERNATIONAL LLC UNION PACIFIC RAILROAD CO UNITED SUPER MKTS HOLDINGS UCP INC 2014 CFD UDE CORP UNION PACIFIC RAILROAD CO UNITED TECHNOLOGIES CORP UDG HEALTHCARE PLC 2015 UNITED THERAPEUTICS CORP UDR INC UNIPER SE UNITED URBAN INVESTMENT UFP TECHNOLOGIES INC UNIPETROL AS CORP UGANDA GOVERNMENT BOND GRUPPO FIN NPV CFD UNITED UTILITIES GROUP PLC UGI CORP UNIPOLSAI ASSICURAZIONI SPA UNITED UTILITIES GROUP PLC UIL CO LTD UNIPRES CORP CFD UKRAINE GOVERNMENT INTERN UNI-PRESIDENT CHINA HOLDINGS UNITEDHEALTH GROUP INC 144A L UNITI GROUP INC UKRAINE GOVERNMENT INTERN UNISYS CORP UNITI GROUP LP / UNITI GR 144A REGS UNIT CORP UNITI GROUP LP / UNITI GROUP F ULKER BISKUVI SANAYI AS UNITE GROUP ORD GBP0.25 CFD UNITIKA CFD

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UNITIL CORP INC VALEANT PHARMACEUTICALS I UNITY BANCORP INC URSTADT BIDDLE PROPERTIES 144A UNITYMEDIA GMBH 144A INC VALEANT PHARMACEUTICALS UNIV OF CALIFORNIA CA GOVERNMENT INTERN INTL REVENUES 144A VALEO EUR1 CFD UNIV OF CALIFORNIA CA RGTS URUGUAY GOVERNMENT VALEO SA MED INTERNATION VALERO ENERGY CORP UNIV OF DE REVENUE US 10 YR TREAS NTS FUTURE(CBT) VALERO ENERGY PARTNERS LP UNIV OF HAWAII HI REVENUE US 5YR TREAS NTS FUTURE (CBT) VALHI INC UNIV OF MASSACHUSETTS MA US AIRWAYS 2012-1 CLASS A PASS VALIDUS HOLDINGS LTD BLDG US AIRWAYS 2012-2 CLASS A PASS VALLEY NATIONAL BANCORP UNIV OF N TEXAS TX US AIRWAYS 2012-2 CLASS B PASS VALLOUREC CFD UNIV OF NORTH CAROLINA NC AT US AUTO PARTS NETWORK INC VALLOUREC SA C US BANCORP VALMET OYJ UNIV OF TEXAS TX US BANK NA/CINCINNATI OH VALMONT INDUSTRIES INC UNIV OF TEXAS TX UNIV US CONCRETE INC VALOR CO LTD JPY50 CFD REVENUES US ECOLOGY INC VALOR HOLDINGS CO LTD UNIVAR 1/17 (USD) COV-LITE TLB US FARATHANE 2/17 TLB3 VALSTONE OPPORTUNITY FD V UNIVAR INC US FARATHANE 5/16 TLB2 LLC UNIVAR USA INC 144A US FOODS 6/16 COV-LITE TLB VALUE ADDED TECHNOLOGY CO UNIVERSAL CORP/VA US FOODS HOLDING CORP LTD UNIVERSAL DISPLAY CORP US FOODS INC 144A VALUE LINE INC UNIVERSAL ELECTRONICS INC US LBM 8/15 COV-LITE TL VALUETRONICS HOLDINGS LTD UNIVERSAL FOREST PRODUCTS US PHYSICAL THERAPY INC VALVOLINE INC INC US REAL ESTATE INVESTMENT VALVOLINE INC 144A UNIVERSAL HEALTH REALTY US SILICA HOLDINGS INC VANACHAI GROUP PCL INCOME US TREAS BD FUTURE (CBT) VANDA PHARMACEUTICALS INC UNIVERSAL HEALTH SERVICES US TREAS BD FUTURE SEP 17 VANECK VECTORS AGRIBUSINESS INC US TREAS-CPI INFLAT VANECK VECTORS GOLD MINERS UNIVERSAL INSURANCE US ULTRA BOND (CBT) E HOLDINGS I USA COMPRESSION PARTNERS LP VANGUARD FTSE EMERGING UNIVERSAL LOGISTICS HOLDINGS USA TECHNOLOGIES INC MARKE I USANA HEALTH SCIENCES INC VANGUARD REIT ETF UNIVERSAL ROBINA CORP USG CORP VANGUARD TOT BD MKT IDX- UNIVERSAL SERVICES 6/16 USG CORP 144A INST UNIVERSAL SERVICES 7/15 USHIO INC VANTAGE INTERNATIONAL UNIVERSITY OF PENNSYLVANIA USINAS SIDERURGICAS DE MINAS HOLDINGS UNIVERSITY OF SOUTHERN G VANTAGE SPECIALTY (2/12) TLB CALIFOR USINTERNETWORKING INC VANTIV INC UNIVEST CORP OF USS CO LTD VAR MARGIN ON SWAPS PENNSYLVANIA UT GROUP CO LTD VARDE SCRATCH & DENT UNIVISION COMMUNICATIONS UT GROUP CO LTD CFD VARDE SCRATCH AND DENT FEED 144A UTAH CNTY UT TRANSPRTN VARDHMAN TEXTILES LTD UNIZYX HOLDING CORP SALES T VAREX IMAGING CORP UNREALIZED CURR G/L ON NET UTAH MEDICAL PRODUCTS INC VARIAN MEDICAL SYSTEMS INC PAYABLE - CFD UTAH ST VARIATION MARGIN ON UNUM GROUP UTAH STATE BOARD OF REGENT 1 EURODOLLAR FUTURES UOA DEVELOPMENT BHD A VARITRONIX INTERNATIONAL UOL GROUP LTD UTILITIES SELECT SECTOR SPDR LTD UORIKI CO LTD CFD UTILITY ONE 4/17 COV-LITE TLB VARONIS SYSTEMS INC UPC FINANCING 2/17 AP TL UTILITY SERVICES 11/15 TLB VARUN INDUSTRIES LTD UPCB FINANCE IV LTD 144A UTOC CORP VASCO DATA SECURITY UPL LTD V TECHNOLOGY CO LTD INTERNATIO UPLAND SOFTWARE INC V TECHNOLOGY CO LTD CFD VAT GROUP AG UPM-KYMMENE OYJ VAIL RESORTS INC VBI VACCINES INC UPSILON DIVERSIFIED FUND VALE OVERSEAS LTD VCA INC URANIUM ENERGY CORP VALE SA VECIMA NETWORKS INC URBAN EDGE PROPERTIES VALEANT 3/15 F1 TLB VECTOR GROUP LTD URBAN ONE INC 144A VECTREN CORP

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VECTRUS INC VERSA CAPITAL PARTNERS LP VIRTU KCG HOLDINGS LLC VEDANTA LTD VERSARTIS INC VIRTUS INVESTMENT PARTNERS VEDANTA RESOURCES PLC VERSO CORP INC VEDANTA RESOURCES PLC 144A VERSUM MATERIALS INC VIRTUSA CORP VEDANTA RESOURCES PLC CFD VERSUM MATERIALS INC 144A VISA INC VEECO INSTRUMENTS INC VERTEX PHARMACEUTICALS INC VISAKA INDUSTRIES LTD VEEVA SYSTEMS INC VERTIV 3/17 COV-LITE TLB VISANG EDUCATION INC VELOCITY COMMERCIAL 1 AFL VERTU MOTORS PLC VISCOFAN SA 144A VESSEL MANAGEMENT SERVICES INC VENATOR FINANCE SARL / VE INC VISHAY PRECISION GROUP INC 144A VESTAR CAPITAL PARTNERS III LP VISTA EQUITY PTNRS FD VI LP VENEZUELA GOVERNMENT INTE VESTAR CAPITAL PARTNERS IV LP VISTA OUTDOOR INC REGS VESTAR CAPITAL PARTNERS V LP VISTEON CORP VENEZUELA GOVERNMENT VESTAS WIND SYSTEMS A/S VISTRA 7/15 (USD) TL INTERNATI VESTCOM 11/16 COV-LITE TLB VISTRA ENERGY CORP VENKY'S INDIA LTD VESTCOM 12/16 COV-LITE TLB VITAL KSK HOLDINGS INC VENOR CAPITAL OFFSHORE LTD VITAMIN SHOPPE INC VENOR SPECIAL SITUATIONS VESUVIUS PLC ORD GBP0.00 CFD VITASOY INTERNATIONAL FUND VETOQUINOL SA HOLDINGS VENTAS INC VETROPACK HOLDING AG VITRO SAB DE CV VENTAS REALTY LP VF CORP VITROLIFE AB VENTAS REALTY LP / VENTAS VIACOM INC VIVENDI CFD CAPI VIAD CORP VIVENDI SA VENTURE CDO LTD 25A CF 144A VIASAT INC VIVEVE MEDICAL INC VENTURE CDO LTD 25A D2 144A VIATRON TECHNOLOGIES INC VIVIMED LABS LTD VENTURE CORP LTD VIAVI SOLUTIONS INC VIVINT SOLAR INC VENTURE XII CLO LT 12A DR 144A VIB VERMOEGEN AG VIZIENT 4/17 TLB3 VENTURE XIX CLO LTD 19A E 144A VIBRANT CLO LTD 201 1A DR 144A VMWARE INC VENTURE XV CLO LTD 15A ER VICAT SA VNESHECONOMBANK VIA VEB F 144A REGS VENTURE XXIV CLO 24A A1D 144A VICOR CORP VOCERA COMMUNICATIONS INC VENTURE XXVI CLO LT 26A D ORP 1P CFD VODACOM GROUP LTD 144A AG VODAFONE GROUP PLC VEOLIA ENVIRONNEMENT SA WIEN VODAFONE GRP USD0 POST CON VEON LTD VIETNAM DAIRY PRODUCTS JSC CFD VERA BRADLEY INC VIEWRAY INC VODAFONEZIGGO 1/17 (USD) TLE VERACYTE INC VIFOR PHARMA AG VOESTALPINE AG VERBIO VEREINIGTE BIOENERGIE VIKING CRUISES LTD 144A VOLCAN CIA MINERA SAA A VILLAGE SUPER MARKET INC AG VEREIT INC VILLEROY & BOCH AG VOLKSWAGEN AUTO LEASE TRU VEREIT OPERATING PARTNERSHIP VILMORIN & CIE SA A A3 L VINA CONCHA Y TORO SA VOLKSWAGEN AUTO LOAN ENHA VERESEN INC VINCI EUR2.50 POST SUBDIVISION 1 A3 VERIFONE SYSTEMS INC VINCI SA VOLKSWAGEN AUTO LOAN ENHA VERINT SYSTEMS INC VIP CINEMA 3/17 TL 1 A4 VERISERVE CORP CFD VIPSHOP HOLDINGS LTD VOLKSWAGEN AUTO LOAN ENHA VERISIGN INC VIRBAC SA 2 A3 VERISK ANALYTICS 5/16 TL 12/16 COV-LT TL1 VOLKSWAGEN FINANCIAL SERV VERISK ANALYTICS INC VIRGIN MEDIA FINANCE PLC 144A REGS VERISURE HOLDING 11/16 TL VIRGIN MONEY HOLDINGS UK OF AMERI VERITEX HOLDINGS INC CFD 144A VERITIV CORP VIRGINIA ELECTRIC & POWER CO VOLT LIII LLC NP13 A2 144A VERITONE INC VIRGINIA ST VOLT LIV LLC NPL1 A2 144A VERIZON COMMUNICATIONS IN VIRGINIA ST HSG DEV AUTH VOLT LIX LLC NPL6 A2 144A 144A VIRGINIA ST HSG DEV AUTH VOLT LV LLC NPL2 A2 144A VERIZON COMMUNICATIONS INC CMWLT VOLT LVI LLC NPL3 A2 144A VERMILION ENERGY INC VIRGOLINO DE OLIVEIRA FIN 144A VOLT LVII LLC NPL4 A2 144A VERSA CAPITAL FUND II LP VIRNETX HOLDING CORP VOLT LX LLC NPL7 A1 144A VERSA CAPITAL FUND III LP INC VOLT LXI LLC NPL8 A2 144A

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VOLT XIX LLC NP11 A2 144A WALKER & DUNLOP INC WEATHERGAGE VENTURE CAP II VOLTRONIC POWER WALL STREET SYSTEMS 2/17 (USD) LP TECHNOLOGY COR WALL STREET SYSTEMS 8/16 WEATHERGAGE VENTURE VOLVO AB WAL-MART DE MEXICO SAB DE CAPITAL LP VOLVO FINANCIAL EQU 1A A2 CV WEB.COM GROUP INC 144A WAL-MART STORES INC LTD VOLVO FINANCIAL EQU 1A A3 WALT DISNEY CO/THE WEBMD HEALTH CORP 144A WALTER INVESTMENT 12/13 WEBSTER FINANCIAL CORP VONAGE HOLDINGS CORP WALTON ADVANCED WEC ENERGY GROUP INC VONOVIA SE ENGINEERING IN WEG SA VONTOBEL HOLDING AG WAMU COMMERCIAL MO SL3 AJ WEIBO CORP VORNADO DP LLC TRUS VNO D 144A CO LTD 144A WAMU MORTGAGE PASS-TH AR14 WEIGHT WATCHERS VORNADO REALTY TRUST 1A4 INTERNATIONAL VOXX INTERNATIONAL CORP WANT WANT CHINA HOLDINGS WEINGARTEN REALTY VOYA FINANCIAL INC LTD INVESTORS VOYAGER THERAPEUTICS INC WARABEYA NICHIYO HOLDINGS WEIQIAO TEXTILE CO VP BANK AG CO L WEIR GROUP PLC (THE) CFD VRX ESCROW CORP WARNER MUSIC 5/17 COV-LITE TL WEIR GROUP PLC/THE VS INDUSTRY BHD WARRIOR MET COAL INC WEIS MARKETS INC VSE CORP WARTSILA OYJ ABP WELBILT INC VSTECS HOLDINGS LTD INC WELCIA HOLDINGS CO LTD VT HOLDINGS CO LTD CFD WASHINGTON H SOUL PATTINSON WELL SHIN TECHNOLOGY CO LTD VTB BANK PJSC & WELLCARE HEALTH PLANS INC VTTI ENERGY PARTNERS LP WASHINGTON MUTUAL BANK / WELLDYNERX 10/16 COV-LITE TLB VTV THERAPEUTICS INC DEBT & CO VULCAN MATERIALS CO WASHINGTON PRIME GROUP INC WELLS FARGO & CO REGS VWR CORP WASHINGTON REAL ESTATE WELLS FARGO BANK NA W CAPITAL PARTNERS II LP INVESTM WELLS FARGO CAPITAL X W&T OFFSHORE INC WASHINGTON ST WELLS FARGO COMMER BNK1 D WA FUNDING TR III D05/24/07 WASHINGTON ST UNIV 144A WABASH NATIONAL CORP WASHINGTON TRUST BANCORP WELLS FARGO COMMER NXS4 E WABCO HOLDINGS INC INC 144A CORP/DE WASHINGTONFIRST BANKSHARES WELLS FARGO COMMER NXS6 D BANK CO C28 A4FL INC 144A 144A WASHTEC AG WELLS FARGO COMMERC C1 XB WACHOVIA BANK CO C32 AMFL WASTE MANAGEMENT INC 144A 144A WATAHAN & CO LTD CFD WELLS FARGO COMMERC C35 D WACHOVIA BANK COMMERCIA WATERS CORP 144A C32 AJ WATERSTONE FINANCIAL INC WELLS FARGO COMMERC C38 D WACHOVIA BANK COMMERCIAL WATPAC LTD 144A C25 D WATSCO INC WELLS FARGO COMMERC LC5 D WACHOVIA CAPITAL TRUST II WATTS CO LTD CFD 144A WACHOVIA CORP WATTS WATER TECHNOLOGIES WELLS FARGO COMMERC LC5 E WACHOVIA MORTGAGE LOAN T A INC 144A 3A1 WAVE LIFE SCIENCES LTD WELLS FARGO COMMERC RB1 D WACHOVIA STUDENT LOA 1 A5 WAYFAIR INC 144A 144A WCI-QUANTUM HOLDINGS INC WELLS FARGO COMMERCIAL WACKER CHEMIE AG WD-40 CO BNK1 A3 WACKER NEUSON SE WDB HOLDINGS CO LTD WELLS FARGO COMMERCIAL C27 WADDELL & REED FINANCIAL INC WDB HOLDINGS CO LTD CFD A4 WAGEWORKS INC WDS LTD WELLS FARGO COMMERCIAL C29 WAJAX CORP WEA FINANCE LLC 144A ASB WAKITA & CO LTD WEALTHY WELLS FARGO COMMERCIAL C31 WALES & WEST UTILITIES WEATHERFORD INTERNATIONAL ASB FINANCE LTD WELLS FARGO COMMERCIAL C36 WALGREEN CO WEATHERFORD INTERNATIONAL ASB PLC WELLS FARGO COMMERCIAL C38 INC A5

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WELLS FARGO COMMERCIAL WESTERN DIGITAL 3/17 (USD) WFRBS COMMERCIAL MOR C3 D LC12 C WESTERN DIGITAL CORP 144A WELLS FARGO COMMERCIAL WESTERN DIGITAL CORP 144A WFRBS COMMERCIAL MOR C3 E LC18 A5 WESTERN ENERGY SERVICES 144A WELLS FARGO COMMERCIAL CORP WFRBS COMMERCIAL MOR C3 F LC25 B WESTERN GAS EQUITY PARTNERS 144A WELLS FARGO COMMERCIAL M LP WFRBS COMMERCIAL MOR C4 D LC5 B WESTERN GAS PARTNERS LP 144A WELLS FARGO COMMERCIAL M WESTERN GENERATION 11/16 TLB WFRBS COMMERCIAL MOR C4 E RC1 C WESTERN NEW 144A WELLS FARGO COMMERCIAL BANCORP IN WFRBS COMMERCIAL MOR C5 C NXS3 A4 WESTERN POWER DISTRIBUTIO 144A WELLS FARGO COMMERCIAL RB1 REGS WFRBS COMMERCIAL MOR C5 D A5 WESTERN REFINING 5/16 COV- 144A WELLS FARGO DEALER FLOORPL LITE WFRBS COMMERCIAL MOR C5 E 1 A WESTERN REFINING LOGISTICS LP 144A WELLS FARGO DEALER FLOORPL WESTERN UNION CO/THE WFRBS COMMERCIAL MOR C5 F 2 A WESTFIELD CORP 144A WELLS FARGO MORTGAGE AR10 WESTJET AIRLINES LTD WFRBS COMMERCIAL MOR C5 G 5A1 WESTLAKE CHEMICAL CORP 144A WELLS FARGO MORTGAGE B AR6 WESTLAKE CHEMICAL PARTNERS WFRBS COMMERCIAL MOR C6 D 7A1 LP 144A WELLS FARGO MORTGAGE BA 14 WESTMORELAND COAL CO WFRBS COMMERCIAL MOR C7 E 2A2 WESTON (GEORGE) LTD 144A WELLTOWER INC WESTON PRESIDIO CAP III L P WFRBS COMMERCIAL MOR C7 F WELSPUN INDIA LTD WESTON PRESIDIO CAPITAL IV LP 144A WENDEL SA WESTON PRESIDIO V LP WFRBS COMMERCIAL MOR C7 G WENDY'S CO/THE BANKING CORP 144A WERELDHAVE NV WESTPAC BANKING CORP 144A WFRBS COMMERCIAL MOR C8 E WERNER ENTERPRISES INC WESTPAC BANKING CORP REGS 144A WESBANCO INC WESTPORTS HOLDINGS BHD WFRBS COMMERCIAL MORTG C13 WESCO AIRCRAFT HOLDINGS INC WESTROCK CO ASB WESCO DISTRIBUTION INC WESTROCK MWV LLC WFRBS COMMERCIAL MORTGA WESCO INTERNATIONAL INC WESTWOOD HOLDINGS GROUP C10 A3 LTD INC WFRBS COMMERCIAL MORTGA WEST BANCORPORATION INC WEX INC C20 A2 WEST COAST PAPER MILLS LTD WEYCO GROUP INC WFRBS COMMERCIAL MORTGA WEST CORP WEYERHAEUSER CO C21 A2 WEST CORP 144A WFCG COMMERCIAL MO BXRP F WFRBS COMMERCIAL MORTGAG WEST FRASER TIMBER CO LTD 144A C4I G WEST JAPAN RAILWAY CO WFCG COMMERCIAL MO BXRP G WFRBS COMMERCIAL MORTGAGE WEST JAPAN RAILWAY CO 144A C7 C JPY50000 WFRBS COMMERCIAL M UBS1 D WGL HOLDINGS INC WEST MARINE INC 144A WH GROUP LTD WEST PHARMACEUTICAL WFRBS COMMERCIAL MO C10 E WH SMITH PLC SERVICES I 144A WH SMITH PLC GBP0 CFD WESTAMERICA WFRBS COMMERCIAL MO C10 F WHARF HOLDINGS LTD/THE BANCORPORATION 144A WHEAT FUTURE (CBT) WESTAR ENERGY INC WFRBS COMMERCIAL MO C11 D WHEATON PRECIOUS METALS WESTBROOK RE FUND V 144A CORP WESTBROOK RE FUND VI WFRBS COMMERCIAL MO C11 E WHEELOCK & CO LTD WESTBROOK REAL ESTATE FD 144A WHIPPANY VILLAGE LLC VIII WFRBS COMMERCIAL MO C13 D WHIRLPOOL CORP WESTBROOK REAL ESTATE FUND 144A WHITBREAD CFD VII WFRBS COMMERCIAL MO C16 D WHITBREAD NON CUM PREF SHS WESTCORE 2.0 144A B WESTERN ALLIANCE BANCORP WFRBS COMMERCIAL MOR C3 C WHITBREAD PLC WESTERN ASSET MORTGAGE 144A WHITE MOUNTAINS INSURANCE CAPITAL GROU

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WHITE SUGAR FUTURE (ICE) WIZ SOLUCOES E CORRETAGEM WR BERKLEY CORP WHITECAP RESOURCES INC DE S WR GRACE & CO WHITEHAVEN COAL LTD HOLDINGS PLC CFD WRH GLOBAL SECURITIES WHITESTONE REIT WM ASSET HOLDINGS CO 4 N1 POOLED WHITING PETROLEUM CORP 144A WRIGHT MEDICAL GROUP NV WHITNEY J H IV LP WM MORRISON SUPERMARKETS WRIGHTWOOD CAPITAL LLC WHOLE FOODS MARKET INC PLC WRIGHTWOOD CAPITAL LLC TR 2 WIDEOPENWEST 8/16 TLB WM WRIGLEY JR CO 144A WRIGHTWOOD CAPITAL LLC WIENERBERGER AG WMG ACQUISITION CORP 144A TRANCHE WIHLBORGS FASTIGHETER AB WMIH CORP WSFS FINANCIAL CORP WILDHORSE RESOURCE WOLF RIVER MANAGEMENT UNIT WTC CTF CONTRA VALU DEVELOPMENT WOLSELEY ORD CFD WTC CTF SELECT ENERGY WILKES CNTY GA HOSP AUTH WOLTERS KLUWER NV WTC CTF SELECT OPP REVEN INC COMMODITIES WILLBROS GROUP INC WONG'S KONG KING WTC-CTF DLY ENDURING ASSETS WILLDAN GROUP INC INTERNATIONAL WTI CRUDE FUTURE (NYM) WILLIAM DEMANT HOLDING A/S WOODMONT 2017-1 TRUS 1A C WTK HOLDINGS BHD WILLIAM HILL PLC CFD 144A HOLDINGS LTD WILLIAM LYON HOMES LTD WW GRAINGER INC WILLIAMS COS INC/THE WOODSTOCK JV WYETH LLC WILLIAMS PARTNERS LP WOODSTREAM-PA PENN WYNDHAM WORLDWIDE CORP WILLIAMS PARTNERS LP / ACMP WOODWARD INC WYNN MACAU LTD FI WOOLWORTHS HOLDINGS WYNN RESORTS LTD WILLIAMS-SONOMA INC LTD/SOUTH X5 RETAIL GROUP NV WILLIS LEASE FINANCE CORP WOOLWORTHS LTD XACTLY CORP WILLIS NORTH AMERICA INC WORKDAY INC XBIOTECH INC WILLIS PLC WORKIVA INC XCEL ENERGY INC WILMAR INTERNATIONAL LTD WORLD ACCEPTANCE CORP XCERRA CORP WILSON BAYLY HOLMES-OVCON WORLD FINANCIAL NETWORK CR XEBIO HOLDINGS CO LTD LTD A A XENCOR INC WILSON CNTY TN WORLD FINANCIAL NETWORK CR XENIA HOTELS & RESORTS INC WILSON SONS LTD B A XENITH BANKSHARES INC WILSONART INTERNATIONAL WORLD FINANCIAL NETWORK CR XERIUM TECHNOLOGIES INC 12/16 C A XEROX CORP WIN HANVERKY HOLDINGS LTD WORLD FUEL SERVICES CORP XIAO NAN GUO RESTAURANTS WIN SEMICONDUCTORS CORP WORLD HOLDINGS CO LTD CFD HOLDI WINBOND ELECTRONICS CORP WORLD OMNI AUTOMOBILE LEA XILINX INC WIND ACQUISITION FINANCE 144A A A3 XINCHEN CHINA POWER WINDJAMMER SENIOR EQUITY FD WORLD OMNI AUTOMOBILE LEA HOLDINGS L IV A A4 XING AG WINDJAMMER SR EQTY FD III LP WORLD ONLINE INTL EURO.4 XINGDA INTERNATIONAL WINDSTREAM HOLDINGS INC WORLD TRIATHLON 6/14 TL HOLDINGS WINDSTREAM SERVICES LLC WORLD WRESTLING HOLDINGS LTD INC ENTERTAINMENT XIWANG SPECIAL STEEL CO LTD WINMARK CORP WORLDPAY GROUP PLC XL GROUP LTD WINNEBAGO 11/16 TLB WORLDPAY GROUP PLC CFD XLIT LTD WINNEBAGO INDUSTRIES INC WORLDVIEW TECHNOLOGY IV XO GROUP INC WIN-PARTNERS CO LTD CFD WORLDWIDE EXPRESS 2/17 TLB XO HOLDINGS INC WINS FINANCE HOLDINGS INC WORTHINGTON INDUSTRIES INC XPERI CORP CORP WOWPRIME CORP XPO LOGISTICS 3/17 TLB WIPRO LTD WP CAREY INC XPO LOGISTICS INC WIRECARD AG WP GLIMCHER MALL WPG PR1 XPO LOGISTICS INC 144A WIRECO WORLD GROUP 9/16 144A INTERNATIONAL HOLDINGS WIS INTL 12/12 2ND LN USD TL WP GLIMCHER MALL WPG PR2 LT WISDOMTREE INDIA EARNINGS 144A XXL ASA WISDOMTREE INVESTMENTS INC WPP 2012 PLC ORD GBP0.10 CFD XYLEM INC/NY WISOL CO LTD WPP FINANCE 2010 YAHOO JAPAN CORP WISTRON CORP WPP PLC YAKULT HONSHA CO LTD WISTRON NEWEB CORP WPX ENERGY INC YAMADA DENKI CO LTD

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YAMADA DENKI CO Y50 CFD YUM CHINA HOLDINGS INC ZOOPLUS AG YAMAGUCHI FINANCIAL GROUP YUM! BRANDS INC ZPG PLC INC YUNGTAY ENGINEERING CO LTD ZTE CORP YAMAHA CORP YURTEC CORP ZTO EXPRESS CAYMAN INC YAMAHA MOTOR CO LTD YUSHIN PRECISION EQUIPMENT ZUFFA 8/16 TL YA-MAN LTD CFD INC YAMANA GOLD INC YUSHIRO CHEMICAL INDUSTRY ZUMIEZ INC YAMASHITA MEDICAL CO L ZUMTOBEL GROUP AG INSTRUMENT YUZHOU PROPERTIES CO LTD AG YAMATO HOLDINGS CO LTD YY INC ZYNERBA PHARMACEUTICALS YAMATO HOLDINGS CO LTD NPV ZACHRY HOLDINGS INC 144A INC CFD ZAGG INC ZYNGA INC YAMATO KOGYO CO LTD ZALANDO SE ZYZ CROP YAMAYA CO Y50 CFD ZAMBIA GOVERNMENT INTERNA CO LTD 144A YAMAZEN CORP ZAMBIA GOVERNMENT INTERNA NV REGS YANGZIJIANG SHIPBUILDING ZARDOYA OTIS SA HOLDI ZAYO 1/17 COV-LITE 7-YEAR TLB2 YANLORD LAND GROUP LTD ZAYO GROUP HOLDINGS INC YANZHOU COAL MINING CO LTD ZAYO GROUP LLC / ZAYO CAP YARA INTERNATIONAL ASA 144A YASAR HOLDING AS 144A ZAYO GROUP LLC / ZAYO YASHIMA DENKI CO LTD CFD CAPITAL YASKAWA ELECTRIC CORP ZCL COMPOSITE INC YASUDA LOGISTICS CORP CFD ZEBRA TECHNOLOGIES CORP YATAS YATAK VE YORGAN ZENDESK INC SANAYI V ZEON Y50 CFD YELLOW HAT LTD ZERIA PHARMACEUTICAL CO LTD YELLOW PAGES LIMITED ZERIA PHARMACEUTICALS CO YELP INC CFD YESTAR HEALTHCARE HOLDINGS ZF NORTH AMERICA CAPITAL CO 144A YEXT INC ZHEJIANG EXPRESSWAY CO LTD YIT OYJ HOLDINGS YODOGAWA STEEL WORKS LTD LTD CORP ZHOU HEI YA INTERNATIONAL YOKOHAMA RUBBER CO LTD/THE HOLD YOMIURI LAND CO Y50 CFD ZHUZHOU CRRC TIMES ELECTRIC CO LTD CO YONGSHENG ADVANCED ZIFF DAVIS MEDIA INC MATERIALS C ZIGEXN CO LTD YOOSUNG ENTERPRISE CO LTD ZIGEXN CO LTD CFD YOOX NET-A-PORTER GROUP SPA SECURED FINANCE BV YOOX SPA CFD 144A YORK WATER CO/THE ZIJIN MINING GROUP CO LTD D + C CO NPV CFD GROUP INC YOUGOV PLC ZIMMER BIOMET HOLDINGS INC YPF SA ZINC FUTURE (LME) YRC WORLDWIDE INC YTL CORP BHD ZIOPHARM ONCOLOGY INC YTL POWER INTERNATIONAL BHD ZIX CORP YUASA TRADING CO LTD ZODIAC AEROSPACE YUCAIPA AMERICAN ALLIANCE ZODIAC SA CFD FUND ZOE'S KITCHEN INC YUE YUEN INDUSTRIAL ZOETIS INC HOLDINGS L ZOGENIX INC YUEXIU TRANSPORT ZONGTAI REAL ESTATE INFRASTRUCTUR DEVELOPMEN

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