September 30, 2012 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

September 30, 2012

The Commonwealth of Pennsylvania has enacted legislation (Act 44 of 2010) requiring public funds to divest from companies doing business in Iran and/or Sudan that meet certain thresholds of activity. Additionally, Act 44 prohibits Pennsylvania’s public funds from purchasing securities of a company once it appears on scrutinized business activities lists, regardless of whether the funds already have direct holdings in such company.

Act 44 requires that the public funds each year assemble and provide a report to the Governor, the President Pro Tempore of the Senate, the Speaker of the House of Representatives, and each member of the boards of the Pennsylvania Municipal Retirement System, the State Employees’ Retirement System, and the Public School Employees’ Retirement System. Accordingly, we have prepared this report on the activities our funds have undertaken to comply with the requirements of Act 44 during the period July 1, 2011 to June 30, 2012.

This report includes:

 The most recent scrutinized companies lists (Sudan and Iran).

 A summary of correspondence with scrutinized companies.

 All investments sold, redeemed, divested or withdrawn in compliance with Act 44, the costs and expenses of such transfers, and a determination of net gain or loss on account of such transactions incurred in compliance with the Act.

 A list of publicly traded securities held by the public funds.

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A copy of the Act can be downloaded from the Internet by going to http://www.legis.state.pa.us/cfdocs/legis/home/session.cfm (Go to section entitled “by Bill,” select the 2009-2010 Regular Session and enter SB 928).

Sincerely,

Robert M. McCord Pennsylvania Treasurer

David Durbin Executive Director State Employees’ Retirement System of Pennsylvania

Jeffrey Clay Executive Director Public School Employees’ Retirement System of Pennsylvania

James Allen Secretary Pennsylvania Municipal Retirement System

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Table of Contents

Introduction ______4 Primary Requirements of Act 44 ______5 Definition of a Scrutinized Company ______6 Independence of South Sudan and Impact on Act 44______8 Activities Timeline ______9 Timeline A: Fund Activities Timeline ______9 Response of Certain Public Funds ______11 Methodology Used to Determine Scrutinized Companies ______11 Table 1a: Most Recent List of Scrutinized Companies Determined as Having Involvement in Sudan. ______11 Table 1b: Most Recent List of Scrutinized Companies Determined as Having Involvement in Iran. ______12 Table 2: List of Prohibited Investments ______14 Table 3: Change Log for Scrutinized Lists ______17 Engagement and Company Correspondence ______19 Table 4: Date of Written Notice Informing the Scrutinized Companies as to Their Status ______19 Table 5: Correspondence from Companies Initially Determined as Directly Held by One or More of the Four Funds ______20 Table 6: Correspondence from Companies Initially Determined as Not Directly Held by One or More of the Four Funds ______20 Divestment Process and Activities ______21 Timeline B: Scrutinized Company Divestment Timeline ______21 Table 7: Current Divestment Schedule of Scrutinized Companies ______22 Investment Transactions Related to Scrutinized Companies ______24 Table 8: Investment Sales of Scrutinized Companies for the period ending June 30, 2012 ______24 Cost of Investments ______26 Table 9: Costs and Losses (Gains) of Investments for the period ending June 30, 2011, by category of expense ______27 Table 10: Cost and Losses (Gains) of Investments for the period ending June 30, 2011, by fund ______27 Table 11: Cost and Losses (Gains) of Investments for the period ending June 30, 2012, by category of expense ______28 Table 12: Cost and Losses (Gains) of Investments for the period ending June 30, 2012, by fund ______28 Conclusion ______30 Appendix A: Letter Sent to U.S. Attorney General Eric Holder and Acknowledgement ______31 Appendix B: Letter Templates for Scrutinized Companies ______34 Appendix C: Reimbursement Methodology ______38 Appendix D: Securities Held by Funds ______40

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Introduction

On July 2, 2010, Governor Ed Rendell signed Act 44 of 2010 (hereafter “the Act” or “Act 44”). Act 44 requires that Pennsylvania’s public funds compile and publish lists of “scrutinized companies.” These lists comprise companies identified as having prohibited business operations in Iran or Sudan (as defined by Act 44). Furthermore, the Act prohibits Pennsylvania public funds from acquiring the securities of scrutinized companies in the future and requires them to divest the securities of scrutinized companies that fail to take action required by the Act with respect to their scrutinized activities within a specified period of time.

Because they face the same responsibilities, the Pennsylvania Treasury Department, the State Employees’ Retirement System, the Public School Employees’ Retirement System, and the Pennsylvania Municipal Retirement System (“the Four Funds”) have chosen to work together to comply with the Act. The Four Funds are coordinating their activities through the Pennsylvania Treasury Department.

This report is submitted on behalf of the Four Funds and has been prepared pursuant to the reporting requirements found in Act 44.

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Primary Requirements of Act 44

The Act imposes a number of primary requirements on the Four Funds:

 File a written report with the United States Attorney General detailing the requirements contained in the Act. (Appendix A)

 Identify and publicly disclose the lists of all companies with scrutinized activities in Sudan or Iran. (Table 1a, Table 1b)

 Notify companies on the scrutinized lists of their status, that they may become subject to divestment by the public fund, and what they can do to avoid divestment. (Table 4)

 Provide scrutinized companies with an opportunity to respond and provide additional information regarding their activities. (Table 5, Table 6)

 Refrain from new investment in any scrutinized company’s securities. (Table 2)

 Divest scrutinized companies’ securities within 26 months if the companies do not announce, by public notification, significant action to cease scrutinized activities within 180 days of having been notified of their status. (Table 7)

 Monitor scrutinized companies that announce substantial action (i.e., cessation of prohibited business operations) in regards to Iran or Sudan to ensure compliance. (Table 7)

 Provide an annual report to the Governor; the President Pro Tempore of the Pennsylvania Senate; the Speaker of the Pennsylvania House of Representatives; and each member of the boards of the Pennsylvania Municipal Retirement System, the State Employees’ Retirement System and the Public School Employees’ Retirement System.

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Definition of a Scrutinized Company

Act 44 calls for the development of two lists of companies that meet specified statutory criteria. These companies are designated as “scrutinized companies” and are subject to the requirements detailed in the Act. A company can be designated as a scrutinized company for activities in either Iran or Sudan, or in both.

A scrutinized company is defined in the Act as:

1) Any foreign company that has:

i. Invested at least $20,000,000 in oil-related activities in Iran in any 12- month period since August 5, 1996;

ii. Supplied military equipment to the government of Iran within the 12- month period prior to the effective date of the Act; or

iii. Knowingly and intentionally violated the United States export controls with respect to Iran during the 12-month period prior to the effective date of the Act.

2) Any foreign company that meets the criteria set forth either in subparagraph (i) or (ii), below:

i. The company has business activities that involve contracts with or provision of supplies or services to the government of Sudan, companies in which the government of Sudan has any direct equity share, government of Sudan-commissioned consortiums or projects, or companies involved in government of Sudan-commissioned consortiums or projects; and

a) More than 10% of the company’s revenue or assets linked to Sudan involve oil-related activities or mineral extraction activities; less than 75% of the company’s revenues or assets linked to Sudan involve contracts with or provision of oil-related or mineral extracting products or services to the regional government of southern Sudan or a project or consortium created exclusively by that regional government; and the company has failed to take substantial action specific to Sudan; or

b) More than 10% of the company’s revenues or assets linked to Sudan involve power production activities; less than 75% of the company’s power production activities include projects whose intent is to provide power or electricity to the marginalized populations of Sudan; and the company has failed to take substantial action specific to Sudan.

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ii. The company supplies military equipment within Sudan, unless it clearly shows that the military equipment cannot be used to facilitate offensive military actions in Sudan or the company implements rigorous and verifiable safeguards to prevent use of that equipment by forces actively participating in armed conflict, for example, through post-sale tracking of such equipment by the company, certification from a reputable and objective third party that such equipment is not being used by a party participating in armed conflict in Sudan, or sale of such equipment solely to the regional government of southern Sudan or any internationally recognized peacekeeping force or humanitarian organization.

The term does not include a foreign company that is a social development company, defined by Act 44 as: “A company whose primary purpose in Iran or Sudan is to provide humanitarian goods or services, including medicine or medical equipment; agricultural supplies or infrastructure; educational opportunities; journalism-related activities; information or information materials; spiritual-related activities; services of a purely clerical or reporting nature; food, clothing or general consumer goods.”

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Independence of South Sudan and Impact on Act 44

On July 9, 2011, the Republic of South Sudan became an independent and sovereign state, gaining independence from Sudan. The newly formed Republic of South Sudan consists of the regional government excluded from the Act 44 definition of the government of Sudan. The area constituting South Sudan has also been exempt from the trade embargo against Sudan originally declared by the U.S. government in 1997. The trade embargo was imposed due to Sudan’s continued support for international terrorism, ongoing efforts to destabilize neighboring governments and multiple human rights violations.

Despite the creation of the new country, there remain several areas of concern regarding the region, including the reported ongoing violence in the Darfur region and the ongoing violence in the Southern Kordofan region.

Act 44 has a sunset clause that states:

A public fund shall have no obligations under this act with respect to a company engaged in business activities in Sudan upon the occurrence of any of the following:

(1) The President or Congress of the United States declares Darfur genocide has been halted for at least 12 months.

(2) Sudan does not appear on the list of State Sponsors of Terrorism.

(3) The President or Congress of the United States declares that the government of Sudan has honored its commitments to cease attacks on civilians, demobilize and demilitarize the Janjaweed and associated militias, grant free and unfettered access for deliveries of humanitarian assistance and allow for the safe and voluntary return of refugees and internally displaced persons under the Sudan Accountability and Divestment Act of 2007 (P.L. 110-174, 121 Stat. 2516).

(4) The President or Congress of the United States, through legislation or executive order, declares that mandatory divestment of the type provided for in this act interferes with the conduct of U.S. foreign policy.

On February 7, 2011, Secretary of State Hillary Rodham Clinton announced that the United States was initiating the process of removing Sudan from the State Sponsors of Terrorism list. The removal is contingent upon Sudan adhering to U.S. law and the 2005 Comprehensive Peace Agreement. The removal is also contingent upon resolution of the dispute over the Abyei region.

Sudan has not yet been removed from the State Sponsors of Terrorism list. Sudan’s removal from the State Sponsors of Terrorism list would activate the ‘sunset clause’ found within Act 44 and the Four Funds would no longer have any obligations under the Act with respect to companies engaged in business activities in Sudan.

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Activities Timeline

Act 44 stipulates a set of activities to be conducted by the Four Funds as well as time frames for the execution of the activities. The following table provides the deadlines for these activities and the dates on which they were completed by the Four Funds.

Timeline A: Fund Activities Timeline

ACTION REQUIRED ACTIONS DUE DATE TAKEN

Within 30 days of the passage of the Act, administrators of the public fund shall file a written report to the United States Attorney General 08/01/2010 07/28/2010 detailing the requirements contained in the Act.

Within 90 days after the effective date of the Act, a public fund shall make its best effort to identify all scrutinized companies in which the 09/30/2010 07/07/2010 public fund has direct holdings

By the first meeting of a public fund following the 09/30/2010 imposed Various deadline, the public fund shall assemble all scrutinized companies that dates 10/27/2010 fit the criteria of the definition of “scrutinized company” into a depending Scrutinized Companies with Activities in Iran and/or Sudan List(s). upon fund

Within 120 days after the effective date of the Act, a public fund will send a written notice to identified companies. This notification will contain an explanation as to the reason of the company’s inclusion on the scrutinized companies list as well as the potential for any related 10/30/2010 10/29/2010 securities held by the public fund to be divested. It will also include a notice informing the company of the opportunity to clarify its scrutinized business activities and encouraging the company to cease its scrutinized activities.

Within one year of the creation of its scrutinized lists, a public fund will provide a report to the Governor; the President Pro Tempore of the Pennsylvania Senate; the Speaker of the Pennsylvania House of 10/27/2011 09/30/2011 Representatives; and each member of the boards of the Pennsylvania Municipal Retirement System, the State Employees’ Retirement System and the Public School Employees’ Retirement System.

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ACTION REQUIRED ACTIONS DUE DATE TAKEN

A public fund shall annually update, based on evolving information under reporting requirements, and make publically available its 10/27/2012 09/30/2012 Scrutinized Companies with Activities in Iran List and Scrutinized Companies with Activities in Sudan List

Page 10 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

Response of Certain Public Funds

In response to the Act, the Four Funds agreed to coordinate their activities through the Pennsylvania Treasury Department. IW Financial, an independent third party research firm, was selected through a competitive bidding process to assist with various activities required by the Act.

Methodology Used to Determine Scrutinized Companies IW Financial, in consultation with the Four Funds, developed a methodology for creating two lists of scrutinized companies (Iran and Sudan lists).

In order to determine whether a company meets the criteria for inclusion on one or both of the scrutinized company lists, IW Financial applies the criteria from Act 44 to perform a review of companies with potential ties to Sudan and/or Iran. In the review process, IW Financial utilizes a variety of public sources, including:

 SEC Filings

 U.S. Government Agency Information (OFAC, EDGAR, EIA, etc.)

 News Wires and Trade Publications

 Industry Analysis

 Company Disclosures

 Non-Governmental Organization Reports

 Any Other Publicly Available Information

IW Financial produced the first scrutinized companies lists derived from this methodology in October 2010, and has updated them quarterly. The lists serve as the basis for screening the direct holdings of the Four Funds, the corporate engagement process, and divestment should that ultimately prove to be required, as specified by the Act.

Table 1a: Most Recent List of Scrutinized Companies Determined as Having Involvement in Sudan. The table below shows the list of scrutinized companies as of July 2012 and the reason for their inclusion on the list, regardless of when they were added.

COMPANY NAME REASON FOR INCLUSION ON SUDAN SCRUTINIZED LIST

Government; Oil-related Activity and Power Arabian Pipes Co Production Government; Oil-related Activity and Power Aref Energy Holding Co. (K.S.C.C.). Production Asec Company for Mining Government; Mineral Extracting Activity

Bharat Heavy Electricals Ltd. Government; Power Production

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COMPANY NAME REASON FOR INCLUSION ON SUDAN SCRUTINIZED LIST

China Gezhouba Group Company Limited Government; Power Production

China Petroleum & Chemical Corp Government; Oil-related Activity Government; Oil-related Activity, Power Citadel Capital Co SAE Production, and Mineral Extracting Activity Drake & Scull International PJSC Government; Power Production

Egypt Kuwait Holding Co Government; Oil-related Activity

El Sewedy Electric Company Government; Power Production

Engineers India Ltd. Government; Oil-related Activity

Gaz Military Equipment

Hindustan Petroleum Corporation Ltd. Government; Oil-related Activity

I.C.S.A (India) Ltd Government; Power Production

Indian Oil Corporation Ltd. Government; Oil-related Activity

Kencana Petroleum Bhd Government; Oil-related Activity

La Mancha Resources Inc. Government; Mineral Extracting Activity

Mitsubishi Corp. Government; Oil-related Activity

Muhibbah Engineering (Malaysia) Bhd Government; Oil-related Activity

Oil & Natural Gas Corporation Ltd. Government; Oil-related Activity

Oil India Ltd Government; Oil-related Activity

Pjbumi Bhd Government; Power Production

Ranhill Bhd Government; Oil-related Activity

Schneider Electric Government; Power Production

Scomi Group Bhd Government; Oil-related Activity

Shanghai Electric Group Co Government; Power Production

Total S.A. Government; Oil-related Activity Government; Oil-related Activity and Power Videocon Industries Ltd. Production

Table 1b: Most Recent List of Scrutinized Companies Determined as Having Involvement in Iran. The table below shows the list of scrutinized companies as of July 2012 and the reason for their inclusion on the list, regardless of when they were added.

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COMPANY NAME REASON FOR INCLUSION ON IRAN SCRUTINIZED LIST

Bharat Petroleum Corporation Ltd. Oil-related investment of US $20 million since 1996

China Petroleum & Chemical Corp Oil-related investment of US $20 million since 1996

Daelim Industrial Oil-related investment of US $20 million since 1996

Gail (India) Ltd. Oil-related investment of US $20 million since 1996

Gazprom Oil-related investment of US $20 million since 1996

GS Engineering & Construction Corp Oil-related investment of US $20 million since 1996

GS Holdings Oil-related investment of US $20 million since 1996

Gubre Fabrikalari T.A.S. Oil-related investment of US $20 million since 1996

Indian Oil Corporation Ltd. Oil-related investment of US $20 million since 1996

Japan Petroleum Exploration Co., Ltd. Oil-related investment of US $20 million since 1996

L G International Oil-related investment of US $20 million since 1996

Liquefied Natural Gas Ltd Oil-related investment of US $20 million since 1996

Maire Tecnimont S.p.A. Oil-related investment of US $20 million since 1996

Mitsui & Co. Ltd Oil-related investment of US $20 million since 1996 Government; Military Equipment (July 2, 2009 - July Motor Sich 2, 2010) Nagarjuna Fertilizers & Chemicals Ltd. Oil-related investment of US $20 million since 1996

Oil & Natural Gas Corporation Ltd. Oil-related investment of US $20 million since 1996

PetroChina Co. Ltd. Oil-related investment of US $20 million since 1996

Petrofac Oil-related investment of US $20 million since 1996

Petronet LNG Ltd. Oil-related investment of US $20 million since 1996

Punj Lloyd Ltd. Oil-related investment of US $20 million since 1996

Saipem Spa Oil-related investment of US $20 million since 1996

Sasol Ltd Oil-related investment of US $20 million since 1996

Technip Oil-related investment of US $20 million since 1996

Total S.A. Oil-related investment of US $20 million since 1996

Toyota Tsusho Corporation Oil-related investment of US $20 million since 1996

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Table 2: List of Prohibited Investments Act 44 prohibits the Four Funds from acquiring the securities of companies identified on the lists of scrutinized companies. The Act also requires a list of prohibited investments to be included in this report, separate from the most recent lists of scrutinized companies found in Tables 1a and 1b.

IW Financial provides the lists of scrutinized companies to the Four Funds on a quarterly basis. The Four Funds disclose the lists as requested and annually in this report. The lists of scrutinized companies are likely to change from quarter to quarter. A company may appear on a list of scrutinized companies in a given quarter, indicating that any security of that company is a prohibited investment. That same company may then not appear on a list of scrutinized companies in subsequent quarters, indicating that any security of that company is no longer a prohibited investment.

On a quarterly basis, the Four Funds provide a list of prohibited investments to their investment managers with instructions prohibiting the managers from purchasing securities of companies on the prohibited investments list. The instructions also direct attention to the companies that were added to or removed from the list since the preceding quarter. The following table presents all companies that have been on a quarterly scrutinized list during the year and the quarter(s) in which they appeared.

OCT 2011 JAN 2012 APRIL 2012 JULY 2012 COMPANY IRAN SUDAN LIST LIST LIST LIST Alstom x x

Andritz AG x x x x

Arabian Pipes Co x x x x x

Aref Energy Holding Co. (K.S.C.C.). x x x x x

Asec Company for Mining x x x x x

Bauer AG. x x

Bharat Heavy Electricals Ltd. x x x x x

Bharat Petroleum Corporation Ltd. x x x

Bharat Petroleum Corporation Ltd. x x x x x China Gezhouba Group Company x x x x x Limited China Petroleum & Chemical Corp x x x x x x

Citadel Capital Co SAE x x x x x

Daelim Industrial x x x x x

Drake & Scull International Pjsc x x x x x

Egypt Kuwait Holding Co x x x x x

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OCT 2011 JAN 2012 APRIL 2012 JULY 2012 COMPANY IRAN SUDAN LIST LIST LIST LIST Egyptians Abroad for Investment & x x x x Development Egyptians Housing Development & x x x x Reconstruction El Sewedy Electric Company x x x x x

Electricity Generating x x x

Energoinvest d.d.-Sarajevo x x x

Engineers India Ltd. x x x x

Essar Oil Ltd. x x x

Gail (India) Ltd. x x x x x

Gaz x x x x x

Gazprom x x x x x

GDF Suez x x GS Engineering & Construction x x x x x Corp GS Holdings x x x x x

Gubre Fabrikalari T.A.S. x x x x x Hindustan Petroleum Corporation x x x x x Ltd. I.C.S.A (India) Ltd x x x x x

Indian Oil Corporation Ltd. x x x x x x

Inpex Corporation x x Japan Petroleum Exploration x x x x x Co.,Ltd. JGC Corporation x x x

KEC International Ltd. x x

Kencana Petroleum Bhd x x x x x

KEPCO Plant Service & Engineering x x x

Korea Electric Power x x x

L G International x x x x x

La Mancha Resources Inc. x x x x x

Linde AG x x

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OCT 2011 JAN 2012 APRIL 2012 JULY 2012 COMPANY IRAN SUDAN LIST LIST LIST LIST Liquefied Natural Gas Ltd x x x x x

LS Industrial Systems Co., Ltd x x x x

Maire Tecnimont S.p.A. x x x x x Mangalore Refinery & x x x x Petrochemicals Ltd. Mitsubishi Corp. x x x x x

Mitsui & Co. Ltd x x x x x Mitsui Engineering & Shipbuilding x x x x Co. Ltd. Motor Sich x x x x x Muhibbah Engineering (Malaysia) x x x x x Bhd Nagarjuna Fertilizers & Chemicals x x x x x Ltd. Nam Fatt Corporation Bhd x x x

Oil & Natural Gas Corporation Ltd. x x x x x x

Oil India Ltd x x x x x

PetroChina Co. Ltd. x x x x x

Petrofac x x x x x

Petronet LNG Ltd. x x x

Pjbumi Bhd x x x x x Progressive Impact Corporation x x x Bhd Punj Lloyd Ltd. x x x x x

Ranhill Bhd x x x x x

Reliance Industries Ltd. x x

Saipem Spa x x x x

Sasol Ltd x x x x x

Schneider Electric x x x x x

Scomi Group Bhd x x x x x

Shanghai Electric Group Co x x x x x

Sumatec Resources Berhad x x x

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OCT 2011 JAN 2012 APRIL 2012 JULY 2012 COMPANY IRAN SUDAN LIST LIST LIST LIST Technip x x x x x

Tecnicas Reunidas x x x

Total S.A. x x x x x x

Toyota Tsusho Corporation x x x x x

Videocon Industries Ltd. x x x x x

Table 3: Change Log for Scrutinized Lists As explained in the previous table, the lists of scrutinized companies are updated on a quarterly basis. Table 3 explains changes to the lists of scrutinized companies since July 2011.

DATE OF COMPANY NAME IRAN SUDAN CHANGE: REASON FOR CHANGE* CHANGE Gaz x Added to List: New Involvement 10/15/2011

Korea Electric Power x Added to List: New Involvement 10/15/2011

Petrofac x Added to List: New Involvement 10/15/2011

Toyota Tsusho Corporation x Added to List: New Involvement 10/15/2011 Removed from List: Past Harbin Power Equipment Co x 10/15/2011 Involvement Removed from List: Past MAN SE x 10/15/2011 Involvement Engineers India Ltd. x Added to List: New Involvement 1/15/2012

Saipem Spa x Added to List: New Involvement 1/15/2012 Removed from List: Clarified Alstom x 1/15/2012 Involvement Removed from List: Clarified Bauer AG. x 1/15/2012 Involvement Removed from List: Clarified GDF Suez x 1/15/2012 Involvement Removed from List: Clarified Inpex Corporation x 1/15/2012 Involvement Removed from List: Past KEC International Ltd. x 1/15/2012 Involvement Removed from List: Past Reliance Industries Ltd. x 1/15/2012 Involvement Linde AG x Added to List: New Involvement 4/15/2012

Petronet LNG Ltd. x Added to List: New Involvement 4/15/2012

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DATE OF COMPANY NAME IRAN SUDAN CHANGE: REASON FOR CHANGE* CHANGE Progressive Impact Removed from List: Company was x 4/15/2012 Corporation Bhd Delisted Bharat Petroleum Removed from List: Past x 4/15/2012 Corporation Ltd. Involvement Removed from List: Past Electricity Generating x 4/15/2012 Involvement Removed from List: Past Energoinvest d.d.-Sarajevo x 4/15/2012 Involvement Removed from List: Past Essar Oil Ltd. x 4/15/2012 Involvement Removed from List: Past JGC Corporation x 4/15/2012 Involvement KEPCO Plant Service & Removed from List: Past x 4/15/2012 Engineering Involvement Removed from List: Past Korea Electric Power x 4/15/2012 Involvement Removed from List: Past Nam Fatt Corporation Bhd x 4/15/2012 Involvement Removed from List: Past Sumatec Resources Berhad x 4/15/2012 Involvement Removed from List: Past Tecnicas Reunidas x 4/15/2012 Involvement Removed from List: Clarified Linde AG x 7/15/2012 Involvement Removed from List: Past Andritz AG x 7/15/2012 Involvement Egyptians Abroad for Removed from List: Past x 7/15/2012 Investment & Development Involvement Egyptians Housing Removed from List: Past Development & x 7/15/2012 Involvement Reconstruction LS Industrial Systems Co., Removed from List: Past x 7/15/2012 Ltd Involvement Mangalore Refinery & Removed from List: Past x 7/15/2012 Petrochemicals Ltd. Involvement Mitsui Engineering & Removed from List: Past x 7/15/2012 Shipbuilding Co. Ltd. Involvement

*This column reports the nature of any change in the status of a company (i.e., that it was either added to or removed from the list of scrutinized companies) and briefly describes the reason for the change (e.g., the activity or involvement with the terror-sponsoring state’s government initially supporting inclusion on the list was no longer occurring; additional information corrected the initial impression on which inclusion was based; etc.).

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Engagement and Company Correspondence

Each company on the scrutinized lists was sent a written notice informing the company of its scrutinized company status, specifying the business activities responsible for that status, and explaining the implications of that status per the Act. Each company was invited to respond to this notification, either to clarify its activities or to inform the Four Funds of plans to cease its scrutinized involvement.

For the purposes of the correspondence there are two distinct categories of scrutinized companies: companies in which one or more of the funds have direct holdings and companies that are not held in any fund’s portfolio. The principal difference in these two groups of companies is the consequences for their inclusion on a scrutinized list.

 The Four Funds are prohibited from any additional investment in companies that are directly held. In addition, these companies have 180 days following notification to announce significant action toward ceasing scrutinized activities or face divestment within 26 months after the 180-day period.

 The Four Funds are prohibited from initiating investment in companies that are not directly held.

Templates of the notice sent to the scrutinized companies in each of the above categories can be found in Appendix B.

Table 4: Date of Written Notice Informing the Scrutinized Companies as to Their Status Companies identified during the reporting period as having scrutinized activities in countries of concern were notified of their inclusion on a scrutinized list through a correspondence process. The following table lists the companies, describes whether or not related securities were initially determined to be held by one or more of the Four Funds, and provides the date the notification was sent.

COMPANY NAME IN HOLDINGS NOT IN HOLDINGS DATE OF NOTIFICATION

Gaz x 11/16/2011

Korea Electric Power x 11/16/2011

Petrofac x 11/16/2011

Toyota Tsusho Corporation x 11/16/2011

Engineers India Ltd. x 2/15/2012

Saipem Spa x 2/15/2012

Linde AG x 5/29/2012

Petronet LNG Ltd. x 5/29/2012

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Table 5: Correspondence from Companies Initially Determined as Directly Held by One or More of the Four Funds Companies notified of their inclusion on the lists of scrutinized companies have 180 days to respond and either clarify their involvement or submit a plan of substantial action for the cessation of scrutinized activities. Table 5 describes companies initially determined to be directly held by one or more of the Four Funds. It also shows when the companies responded to notification of their scrutinized status, whether the correspondence identified plans or actions to change their active involvement status, and what actions the Four Funds took (if any) due to the correspondence.

DATE COMPANY NAME IRAN SUDAN STATUS CHANGE ACTIONS TAKEN RESPONDED Korea Electric Power x 2/23/2012 Past Involvement Removal from List Korea Plant Service & x 2/23/2012 Past Involvement Removal from List Engineering Co Ltd Linde AG x 6/28/2012 Past Involvement Removal from List

Table 6: Correspondence from Companies Initially Determined as Not Directly Held by One or More of the Four Funds Table 6 lists companies that were initially determined to not be directly held by one of the Four Funds that have responded to the notification of scrutinized status, and what actions were taken (if any) due to their correspondence.

DATE COMPANY NAME IRAN SUDAN STATUS CHANGE ACTIONS TAKEN RESPONDED There Was no Correspondence from Companies Initially Determined as Not Directly Held by One or More of the Four Funds

Page 20 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

Divestment Process and Activities

The Act lays out a process and timeline for divestment from any directly-held scrutinized company that fails to take significant action with regard to its involvement.

Timeline B: Scrutinized Company Divestment Timeline

If substantial action is completed, company is removed from scrutinized company list

If Four Funds receive If substantial action is notice of not completed (or if substantial The fund 1 Year new restricted activity action must divest is identified) 26 Months securities

Notice is Sent 180 Days

If Four Funds do not The fund receive must divest notice of securities substantial 26 Months action

 When a scrutinized company is identified, a notice is sent advising the company as to its status. The notification provides an explanation of the reason for the company’s inclusion on a list of scrutinized companies and of the potential for any related securities held by the public fund to be divested. The notice also informs the company of the opportunity to clarify its scrutinized business activities and encourages the company to cease its scrutinized activities.

 If within 180 days of the date of receipt of this notice the company announces by public disclosure that the company will take substantial action (i.e., publicizing and implementing a formal plan to cease scrutinized business activities within one year and refrain from any such new business activities), the public fund may maintain its holdings in securities relating to the scrutinized company. The company, however, will remain on the scrutinized company list(s) until the actual cessation of scrutinized business activities.

o If the company fails to follow through with disclosed substantial action within one year, or if the company engages in new scrutinized business activities within a country of concern, then the fund must divest securities related to

Page 21 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

the scrutinized company within 26 months after expiration of the one-year period.

 If, however, the company does not announce by public disclosure within 180 days of the date of receipt of this notice that the company will take substantial action (i.e., publicizing and implementing a formal plan to cease scrutinized business activities within one year and refrain from any such new business activities), then the fund must divest securities related to the scrutinized company within 26 months.

Table 7: Current Divestment Schedule of Scrutinized Companies Certain companies have either not responded to the notices sent on behalf of the Four Funds by the Treasury Department or their responses have not yet met the requirements for removal from the Scrutinized Lists. The following table lists companies directly held by one or more of the Four Funds that are subject to being divested based upon this failure to respond or to provide an adequate response. The table also shows the date of the original notice, the date that an adequate response to the notice needed to be received, and the date by which all related securities held by one or all of the Four Funds must be divested.

This list also includes companies that have submitted a plan of substantial action to cease scrutinized activities in the country of concern. The Four Funds will monitor the companies’ progress over the course of a year. If a company ceases all scrutinized activities within one year after receipt of a plan of substantial action, it will be removed from the scrutinized lists. If a company fails to follow through with disclosed substantial action within one year, or if a company engages in new scrutinized business activities within a country of concern, then the fund will divest securities related to that scrutinized company by the date indicated.

DATE OF RESPONSE 180 DAY DIVESTMENT COMPANY NAME IRAN SUDAN NOTICE SENT REGARDING DEADLINE DEADLINE SUBSTANTIAL ACTION Gazprom x 10/29/2010 4/27/2011 6/24/2013

Japan Petroleum Exploration Co. x 10/29/2010 4/27/2011 5/16/2011 6/24/2014

Ltd. Mitsubishi Corp. x 10/29/2010 4/27/2011 6/24/2013

Mitsui & Co. Ltd. x 10/29/2010 4/27/2011 6/24/2013

PetroChina Co. x 10/29/2010 4/27/2011 6/24/2013 Ltd. Petrofac x 11/16/2011 5/14/2012 7/12/2014

Saipem Spa x 2/15/2012 10/11/2014 10/11/2014

Page 22 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

DATE OF RESPONSE 180 DAY DIVESTMENT COMPANY NAME IRAN SUDAN NOTICE SENT REGARDING DEADLINE DEADLINE SUBSTANTIAL ACTION Technip x 10/29/2010 4/27/2011 6/24/2013

3/29/2011 Total S.A. x x 10/29/2010 4/27/2011 5/29/2014 (Iran) Toyota Tsusho x 11/16/2011 5/14/2012 7/12/2014 Corporation

Page 23 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

Investment Transactions Related to Scrutinized Companies

Since October 2010, the Four Funds have advised their investment managers to make no new investments in the securities of any scrutinized company in order to comply with the Act’s restrictions on new investments. The Act also requires the Four Funds to divest within 26 months their direct holdings in securities of companies that have not announced, by public disclosure, substantial action regarding cessation of their scrutinized activities within 180 days of notification. Act 44 directs the Four Funds to report all investments sold, redeemed, divested, or withdrawn in compliance with the Act.

At the time of preparation of this report, a number of companies announced substantial actions and anticipate a timely cessation of scrutinized activities. A number of other companies, however, have failed to announce substantial action regarding cessation of scrutinized activities. Although the statutory deadline for making such an announcement has passed for many of these companies, the deadline for divestment of these scrutinized companies has not been reached. Accordingly, the Four Funds have not, to this point, directed any investment manager to divest the securities of any scrutinized company.

Nonetheless, investment managers for one or more of the Four Funds subsequently sold some securities of scrutinized companies that failed to announce substantial action by their applicable deadlines. Each applicable date marked both the expiration of the 180 day deadline for these companies to announce such action and, consequently, the commencement of the 26 month window for mandatory divestment under Act 44. The Four Funds are unable to definitively attribute these sales to efforts intended to achieve divestment within the statutory scheme as opposed to market timing or other traditional considerations. Additionally, one or more of the Four Funds changed investment managers during the reporting period. Some scrutinized securities may have been sold in the process of liquidating the terminated accounts. In the interest of comprehensive disclosure, the Four Funds have chosen to provide these transactions in this report.

The table below shows the name of each scrutinized company sold that failed to announce substantial action, and the net proceeds realized from those transactions, for the period between July 1, 2011 and June 30, 2012. It is important to note that the appearance of a scrutinized company on this table may signify only that one (or more) managers for one public fund chose to sell such securities. It does not mean that such public fund and/or another public fund does not continue to hold a position in any of the listed companies.

Table 8: Investment Sales of Scrutinized Companies for the period ending June 30, 2012

SCRUTINIZED COMPANY AMOUNT

Andritz AG $177,614.52

China Petroleum & Chemical Corp $499,229.73

Daelim Industrial $1,015,508.66

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SCRUTINIZED COMPANY AMOUNT

Gazprom $8,442,951.11

GS Holdings $183,684.09

Mitsubishi Corp. $241,706.00

Mitsui & Co. Ltd $7,466,232.81

Mitsui Engineering & Shipbuilding Co. Ltd. $314,925.44

Oil & Natural Gas Corporation Ltd. $2,152,173.63

PetroChina Co. Ltd. $1,169,305.83

Saipem Spa $730,005.03

Sasol Ltd $3,774,248.97

Schneider Electric $118,662.23

Total S.A. $4,397,686.47

Total $30,683,934.52

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Cost of Investments

In addition to the investments sold, redeemed, divested or withdrawn in compliance with its Section 4(c) (concerning divestment requirements), Act 44 also requires this report to disclose the “costs and expenses of such transfers and a determination of net gain or loss on account of such transactions incurred in compliance with the provisions of this act.” The prior section of this report and Table 8 describe certain transactions the Four Funds conducted that involved companies with scrutinized activities. As the prior section also explains, however, the Four Funds are unable to characterize all of these transactions as having been conducted for the purpose of achieving compliance with Section 4(c).

The Four Funds are provided the opportunity to make a claim for reimbursement for net losses, costs, and expenses incurred as a result of compliance with the Act. The Act directs the Secretary of Budget, in consultation with public funds, to establish annually a uniform method to be used to calculate gains and losses incurred as a result of compliance with the Act. The Four Funds then have until November 1st each year to submit a claim for reimbursement to the Secretary of the Budget.

The Secretary of the Budget issued a methodology to be used by the Four Funds to determine this amount for the period ending June 30, 2011 after the publication of last year’s report. As such, the Four Funds have elected to present the reimbursement information that could not be included in last year’s report. Table 9 presents investment costs for the period ending June 30, 2011 by category of expense. Table 10 presents investment costs for the period ending June 30, 2011 by each fund. The General Assembly appropriated these costs to Treasury for allocation among the Four Funds based upon their respective costs.

The Secretary of the Budget has instructed the Four Funds to continue utilizing the methodology he issued for the period ending June 30, 2011 in order to calculate gains and losses incurred as a result of compliance with the Act for the period ending June 30, 2012. Table 11 presents investment costs for the most recent fiscal year by category of expense. Table 12 presents investment costs from the most recent fiscal year by each fund, for which each will seek reimbursement from the general fund according to the methodology issued by the Secretary of the Budget.

A copy of the methodology issued by the Secretary of the Budget for the calculation of gains and losses as a result of compliance with Act 44 is presented in Appendix C of this report.

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Table 9: Costs and Losses (Gains) of Investments for the period ending June 30, 2011, by category of expense

EXPENSE AMOUNT

Consulting Services $121,000.00

Investment Losses (Gains) ($255,107.30)

Postage $87.00

Salaries of Staff $104,179.28

Supplies $9.00

Technology $1,188.00

Table 10: Cost and Losses (Gains) of Investments for the period ending June 30, 2011, by fund

EXPENSE AMOUNT

PMRS

Consulting Services $27,000.00

Salaries of Staff $2,645.00

PMRS Total Expenses Reimbursed by the General Fund $29,645.00

PSERS

Consulting Services $27,500.00

Investment Losses (Gains) ($255,107.10)

Salaries of Staff $34,257.64

PSERS Total Expenses Reimbursed by the General Fund* $ -

SERS

Consulting Services $27,500.00

Salaries of Staff $14,013.72

SERS Total Expenses Reimbursed by the General Fund 41,513.72

Treasury

Consulting Services $39,000.00

Postage $87.00

Salaries of Staff $53,262.92

Page 27 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

EXPENSE AMOUNT

Supplies $9.00

Technology $1,188.00

Treasury Total Expenses Reimbursed by the General Fund $93,546.92

Four Funds’ Total Expenses Reimbursed by the General Fund $164,705.64

*Since investment gains from PSERS’s transactions exceeded its administrative costs of compliance, Act 44 does not authorize reimbursement for PSERS.

Table 11: Cost and Losses (Gains) of Investments for the period ending June 30, 2012, by category of expense

EXPENSE AMOUNT

Consulting Services $90,000.00

Investment Losses (Gains) $1,746,242.00

Postage $49.41

Salaries of Staff $53,792.33

Supplies $20.63

Technology $1,188.00

Table 12: Cost and Losses (Gains) of Investments for the period ending June 30, 2012, by fund

EXPENSE AMOUNT

PMRS

Investment Losses (Gains) $137,203.16

Salaries of Staff $700.00

Total Expenses Incurred by PMRS During the Reporting Period $137,903.16

PSERS

Investment Losses (Gains) $504,517.79

Salaries of Staff $9,757.69

Total Expenses Incurred by PSERS During the Reporting Period $514,275.48

Page 28 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

EXPENSE AMOUNT

SERS

Investment Losses (Gains) $1,104,827.03

Salaries of Staff $994.00

Total Expenses Incurred by SERS During the Reporting Period $1,105,821.03

Treasury

Consulting Services $90,000.00

Investment Losses (Gains) ($305.98)

Postage $49.41

Salaries of Staff $42,340.64

Supplies $20.63

Technology $1,188 Total Expenses Incurred by Treasury During the Reporting $133,292.70 Period Total Expenses Incurred by the Four Funds During the Reporting $1,891,292.37 Period

Page 29 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

Conclusion

This report has been prepared in accordance with the requirements contained in Act 44 of 2010. The information found in this report is derived from a variety of data sources. IW Financial and the Four Funds believe this information to be accurate at the time of publication. Any discrepancies discovered after the publication of this report will be addressed in subsequent reports.

Any questions about this report should be directed to:

Pennsylvania Treasury Department 101 Finance Building Harrisburg, PA 17120 717.772.1830

Page 30 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

Appendix A: Letter Sent to U.S. Attorney General Eric Holder and Acknowledgement

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Appendix B: Letter Templates for Scrutinized Companies

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Appendix C: Reimbursement Methodology

Uniform Method for Determining Net Losses and Gains From Divestitures Required by the Act of July 2, 2010 (P.L. ___, No. 44) for the period July 1, 20__ through June 30, 20__

Section 9(2) of the Act of July 2, 2010 (P.L. ___, No. 44) (Act 44 of 2010), 72 P.S. § 3837.9(2), requires the Secretary of the Budget to annually establish, in consultation with each of the public funds that are subject to Act 44 of 2010 (State Employees’ Retirement Fund; Public School Employees’ Retirement Fund; Pennsylvania Municipal Retirement Fund; any fund of which the State Treasurer is the custodian), a uniform method for determining each fund’s net gains, net losses, costs, and expenses when the funds sell, redeem, divest, or withdraw from the funds’ direct holdings in the securities of companies that are on the Scrutinized Companies with Activities in Iran List, or on the Scrutinized Companies with Activities in Sudan List.

Each fund subject to Act 44 of 2010 shall calculate its itemized budget request for reimbursement for the period July 1, 20__ through June 30, 20__ as follows:

● Each fund’s actual realized net gain or net loss during the reporting period from any sale, redemption, divestiture, or withdrawal of each of the fund’s direct holdings in the securities of companies that are on the Scrutinized Companies with Activities in Iran List, or are on the Scrutinized Companies with Activities in Sudan List, or both, during the 26 month divestiture period mandated by Section 4(c) of Act 44 of 2010 shall be calculated for each trade of such a company’s securities by subtracting the fund’s actual cost basis in the security from the price at which the fund sold, redeemed, divested, or withdrew from the security. The net gain or net loss of each trade shall be reported in chronological order from oldest to most recent trade on the form marked Attachment 1, “Actual Amount Realized on the Sale of Securities.” The funds shall report the trades of each company in U.S. dollars, and shall group together each company’s trades in alphabetical order.

In the event that a trade was not conducted in U.S. dollars and that the fund has not previously converted that trade into U.S. dollars, the fund must convert the amount of the trade from the currency in which the trade took place into U.S. dollars on the date of the trade. The fund shall first convert its actual costs basis in the security on the date(s) of purchase into U.S. dollars, shall next convert the price received on the date of sale into U.S. dollars, and shall then compute in U.S. dollars the net gain or net loss on the sale in the manner set out above.

If the securities of a company sold on a given date were acquired or purchased by the fund on different dates with different acquisition or purchase prices, the fund may average the original acquisition or purchase prices of that company’s security sold on that given date, and then use that average as the fund’s actual cost basis in the security to determine its net gain or net loss resulting from the trade of that security.

● Each fund shall report on a form marked Attachment 2, “Actual Expenses Incurred Related to the Administration of Act 44,” each transaction fee it directly incurred for each security trade reported on Attachment 1.

● Each fund shall report on a form marked Attachment 2, “Actual Expenses Incurred Related to the Administration of Act 44,” the personnel costs the fund directly incurred by each employee that performed duties and responsibilities connected to Act 44 of 2010 for the fund. The fund may

Page 38 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

report each employee’s personnel cost either as a percentage of the gross salary paid to the employee, or by multiplying the number of hours or parts of hours that the employee worked to further the fund’s duties and responsibilities under Act 44 of 2010 by the employee’s hourly rate of pay.

● Each fund may report on a form marked Attachment 2, “Actual Expenses Incurred Related to the Administration of Act 44,” the cost of postage, office supplies, and other similar office administration costs incurred by the fund to carry out its duties and responsibilities under Act 44 of 2010.

● Each fund shall report on a form marked Attachment 2, “Actual Expenses Incurred Related to the Administration of Act 44,” the amounts paid by the fund to consultants and other third parties retained by the fund to assist the fund: in identifying companies that must be placed on the Scrutinized Companies with Activities in Iran List, or on the Scrutinized Companies with Activities in Sudan List; with monitoring the business activities of companies on the Scrutinized Companies with Activities in Iran List, or on the Scrutinized Companies with Activities in Sudan List; and, in determining when a company must be removed from the Scrutinized Companies with Activities in Iran List, or the Scrutinized Companies with Activities in Sudan List. The fund shall report the name of the consultant or other third party, and shall report the amount paid to the company or their party during the reporting period per invoice issued by the company or third party to the fund. In the event that payments were not made to a consultant or third party in U.S. dollars and that the fund has not previously converted that payments into U.S. dollars, the fund must convert the amount of each payment from the currency in which the trade took place into U.S. dollars on the date of each payment.

The amount of each fund’s itemized budget request for reimbursement under Act 44 of 2010 for the period July 1, 20__ through June 30, 20__ submitted by each fund to the Office of the Budget by November 1, 20__ for transmission to the General Assembly shall be the total amount of the fund’s actual losses plus the fund’s costs and expenses for the reporting period offset by any actual gains experienced by the fund.

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Appendix D: Securities Held by Funds

The Four Funds hold thousands of publicly and privately traded securities. Act 44 directs the Four Funds to publish “a list of all publicly traded securities held by the public fund.” For consistency in presenting the data, a list of all holdings of the Four Funds is obtained from Pennsylvania Treasury Department. The list includes privately held securities. Some privately held securities lacked certain data fields to facilitate removal from the list. To avoid incomplete removal of privately held securities or erroneous removal of publicly traded securities from the list, the Four Funds have chosen to report all publicly and privately traded securities. The list below presents the securities held by the Four Funds as of June 30, 2012.

Page 40 of 136 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

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1097 STATE STREET ABOVENET INC ACETO CORP 1ST BAKING CO CFD ABRAXAS PETROLEUM CORP ACGS 2004 LLC CLASS P REGULAR 1ST FINANCIAL BANK USA BD 144A ABRY ADVANCED SECURITIES FD LP ACHILLION PHARMACEUTICALS INC 1ST FINANCIAL BANK USA DA 144A ABRY BROADCAST PARTNERS III LP ACI WORLDWIDE INC 299 JEFFERSON ROAD ABRY BROADCAST PARTNERS IV ACME PACKET INC 30 NORTH THIRD STREET/VARTAN ABRY MEZZANINE PARTNERS LP ACOSTA 6/12 ADD-ON TLC 32 CAPITAL FUND LTD (THE) ABRY PARTNERS V LP ACS ACTIVIDADES CO EUR0.5 3D SYSTEMS CORP ABRY PARTNERS VI L P ACTELION CHF0.5 (REGD)(POST 3I GROUP PLC ORD GBP0.738636 ABRY PARTNERS VII L P ACTIS EMERGING MKT 3 3M CO ABRY SENIOR EQUITY II LP ACTIS GLOBAL 4 5 NORTH FIFTH STREET ABS CAP PARTNERS III L P ACTIVISION BLIZZARD INC 888 HOLDINGS ORD GBP0.005 ABS CAPITAL PARTNERS II LP ACTUANT CORP 8X8 INC ABS CAPITAL PARTNERS IV LP ACTUANT CORP 144A 90DAY EURODOLLAR FUTURE (CME) ABS CAPITAL PARTNERS V LP ACUITY BRANDS LIGHTING INC 925 L STREET ABS CAPITAL PARTNERS VI LP ADA-ES INC 99 CENTS ONLY STORES (COV LITE ABSA GROUP ZAR2 ADAMS CAPITAL MANAGEMENTS LP A P MOLLER - MAERSK A/S ABS-CBN HLDGS CORP PDR EACH ADAMS CAPITAL MGMT II LP A10 SECURITIZATION LL 1 C 144A ABSOLUTE SOFTWARE CORP ADAMS CAPITAL MGMT III LP A10 SECURITIZATION LLC1 D 144A ABU DHABI GOVERNMENT INTERNATI ADARO INDONESIA PT REGS A2A SPA EUR0.52 ACACIA RESEARCH - ACACIA TECHN ADECCO SA CHF1 (REGD) AACP KOREA BUYOUT INVESTORS ACACIA VENTURE PARTNERS ADECOAGRO SA AALBERTS INDUSTRIES EUR0.25 ACADIA HEALTHCARE CO ADELPHIA COM ESCROW AARON'S INC ACADIA REALTY TRUST ADELPHIA COMMS CORP SR NT AASTRA TECHNOLOGIES LTD ACANDO AB SER B NPV (POST ADELPHIA COMMS CORP SR SER B ABACUS PROPERTY GR NPV ACC LIMITED ADELPHIA COMMS SR NTS SER B ABAXIS INC ACCEL EUROPE LP ADELPHIA RECOVERY TRUST ABB FINANCE USA INC ACCELRYS INC ADERANS CO LTD CFD ABB LTD CHF1.03 (REGD) ACCENTURE PLC IRELAND SHS CL A ADHI KARYA PERSERO IDR100 ABBEY NATIONAL TREASURY SERVIC ACCESS GROUP INC 1 A1 ADIDAS AG ABBEY NATIONAL TRSURY SVS PLC ACCESS GROUP INC 1 A2 ADITYA BIRLA MINERALS NPV ABBOTT LABORATORIES ACCESS TO LOANS FOR LEARN I A1 ADJUSTABLE RATE MORTGAGE 2 7A2 ABCAM ACCIONA SA EUR1.00 ADMINISTRADORA DE FONDOS DE PE ABC-MART INC NPV ACCO BRANDS 3/12 TLB ADMIRAL GROUP ORD GBP0.001 ABERCROMBIE & FITCH CO ACCOR SAR ADMIRAL GROUP PLC CFD ABERDEEN ASSET MANAGEMENT PLC ACCREDITED MORTGAGE LOAN 3 A1 ADOBE SYSTEMS INC ABERTIS INFRAESTRUCTURAS ACCURAY INC ADOLFO DOMINQUEZ EUR0.6 ABERTISINFRAESTRUCTURAS SA ACE HARDWARE INDONESIA TBK PT ADP PROMESSES EUR3 ABINGWORTH BIOVENTURE V LP ACE LIMITED SHS ADT CORP 144A ABINGWORTH BIOVENTURES IV LP ACE SECURITIES COR MH1 A3 144A ADT CORP/THE 144A ABIOMED INC ACE SECURITIES CORP SL2 A ADVA OPTICAL NETWORKING SE ABLE C&C KRW500 ACERINOX SA EUR0.25 ADVANCE AUTO PARTS INC ______Page 41 of 136

Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

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ADVANCE PIERRE FOODS (9/10) TL AES CORP/THE AGL ENERGY NPV ADVANCED INFO SVCS PUBLIC CO AES CORP/THE 144A AGL RESOURCES INC ADVANCED MICRO DEVICES INC AES EASTN ENERGY 99-A CTF AGNICO-EAGLE MINES LTD ADVANCED RESIDENCE INVESTMENT AESOP 1A B 144A AGO27 S & T BANK C/D ADVANCED SEMI ENGR TWD10 (ASE) AESOP 2010-3A A AGRICULTURAL BANK OF CHINA LTD ADVANCED TECHNOLOGY VENTURES AESOP 2A B 144A AGRIUM INC ADVANCED TECHNOLOGY VI LP AETNA INC AGROKOR D.D ADVANTAGE OIL & GAS LTD AETNA LIFE SEP ACCT 50 PART AGROKOR DD ADVANTAGE SALES 2ND LIEN 12/10 AETNA LIFE SEP ACCT 87/RESA AH MORTGAGE ADVANCE TRUST 1 C1 ADVANTEST NPV AFFILIATED COMPUTER SERVICES I AHRESTY CORP JPY50 ADVENT INTERNATIONAL GPE VI-A AFFILIATED MANAGERS GROUP INC AI HOLDING CORP NPV CFD ADVENT LATIN AMERICA PRIVATE AFFIN HOLDINGS BERHAD AI HOLDINGS CORPORATION NPV ADVENT SOFTWARE INC AFFINIA GROUP INC AIA GROUP LTD ADVEO GROUP INTERNACIONAL SA AFFINIA GROUP INC 144A AICA KOGYO CO Y50 ADVISORY BOARD CO/THE AFFINION GROUP INC AICHI BANK Y500 CFD AECOM TECHNOLOGY CORP AFFINITY GAMING LLC/AFFIN 144A AIGAN CO LTD JPY50 CFD AECON GROUP INC AFFYMAX INC AIM STIT-GOVERNMENT & AGENCY AEGEAN MARINE PETROLEUM AFLAC INC AIMIA INC AEGERION PHARMACEUTICALS INC AFREN CFD AIN PHARMACIEZ INC AEGON NV AFREN ORD GBP0 AINSWORTH LUMBER CO LTD AEGON NV EUR0.12 AFRICAN BANK INVESTMENTS AINSWORTH LUMBER LTD TLB AEKYUNG PETROCHEMICAL KRW500 AFRICAN BARRICK GOLD LTD-CFD AIR CANADA 144A AEON CO LTD NPV AFRICAN MINERALS LTD AIR LEASE CORP AEON CO LTD NPV CFD AFRICAN MINERALS LTD COM CFD AIR LIQUIDE(L') AEON CREDIT SERVICE CO Y50 AFRICIA ISRAEL INVESTMENTS ORD AIR PRODUCTS & CHEMICALS INC AEON DELIGHT CO LTD CFD AG ASIA REALTY FUND LP AIR TRANSPORT SERVICES GROUP I AEON FANTASY CO NPV AG CAPITAL RECOVERY PARTNERS AIR.WATER INC JPY50 AEON FANTASY CO NPV CFD AG CAPITAL RECOVERY PARTNERS V AIRASIA BHD AEON MALL CO NPV AG CORE PLUS REALTY FD III LP AIRCASTLE LTD AEP INDUSTRIES INC AG026 S & T BANK C/D AIRCRAFT FINANCE TRUST 1A A1 AEP TEXAS CENTRAL TRANSIT 1 A1 AG030 OMEGA BK C/D AIRCRAFT FINANCE TRUST 1A A2 AEP TEXAS CENTRAL TRANSIT 1 A2 AG035 S&T BANK C/D AIRGAS INC AEP TEXAS CENTRAL TRANSIT 1 A4 AG038 S&T BANK C/D AIRPORT FACILITIES CO Y50 AEP TEXAS CENTRAL TRANSIT A A2 AG039 S&T BANK C/D AIRPORT FACILITIES CO Y50 CFD AEP TEXAS CENTRAL TRANSIT A A3 AGCO CORP AIRTAC INTERNATIONAL GROUP AEP TEXAS CENTRAL TRANSIT A A5 AGEAS NPV AIRTRAN HOLDINGS INC AERCAP AVIATION SOLUTIONS 144A AGENCE FRANCE TRESOR AISAN INDUSTRY CO LTD CFD AEROFLEX (5/11) TL AGFA GEVAERT NV ORD NPV AISIN SEIKI CO Y50 AEROPOSTALE INC AGFMT 10-1A A1 AISIN SEIKI CO Y50 CFD AEROQUIP-VICKERS INC AGGREKO ORD GBP0.13708387 AISING CAPITAL II LP AEROVIRONMENT INC AGGREKO ORD GBP0.13708387 CFD AISLING CAPITAL III LP AES ANDRES DOMINICANA LTD 144A AGILENT TECHNOLOGIES INC AIXTRON SE

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Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

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AJINOMOTO CO INC ALLBLUE LP ALLY AUTO RECEIVABLES TRUS 5 B AK STEEL CORP ALLBRITTON COMMUNICATIONS CO ALLY FINANCIAL INC AK TRANSNEFT OJSC VIA TRA 144A ALLEGHANY CORP ALLY MASTER OWNER TRUST 1 A1 AKAMAI TECHNOLOGIES INC ALLEGHENY ENERGY SUPPLY C 144A ALLY MASTER OWNER TRUST 1 A2 AKEBONO BRAKE IND JPY50 CFD ALLEGHENY LUDLUM CORP ALLY MASTER OWNER TRUST 3 A2 AKER SOLUTIONS NOK1.66 (POST ALLEGHENY NEW MOUNTAIN ALLYA 2009-A A3 AKKA TECHNOLOGIES EUR1.53 ALLEGHENY TECHNOLOGIES INC ALMANAC REALTY AKORN INC ALLEGIANT TRAVEL CO ALMANAC REALTY SECURITIES V AKSIGORTA AS ALLEGIS MULTIFAMILY TRUST INC ALPARGATAS SA AKZO NOBEL NV EUR2 ALLEN SYSTEMS (ADD-ON 5/11) ALPEN CO LTD NPV ALABAMA POWER CO ALLENTOWN PA ALPHA CORP NPV ALABAMA PWR CO PREF STK ALLERGAN INC/UNITED STATES ALPHA CORP NPV CFD ALABAMA PWR CO SR NT ALLIANCE DATA 1/12 EXTENDED TL ALPHA NATURAL RESOURCES INC ALAMOS GOLD INC ALLIANCE DATA SYSTEMS COR 144A ALPHA PRIVATE EQUITY FUND IV ALARKO HOLDING TRY1 ALLIANCE DATA SYSTEMS CORP ALPHA PRIVATE EQUITY FUND V ALBEMARLE CORP ALLIANCE HOLDINGS GP LP ALROSA FINANCE SA ALBERTA ENERGY CO LTD ALLIANCE RESOURCE PARTNERS LP ALROSA FINANCE SA 144A ALCATEL LUCENT EUR2 SER'A' ALLIANT ENERGY CORP ALSTOM EUR7 (POST ALCATEL-LUCENT USA INC ALLIANT INSURANCE 12/10 NEW TL ALTEN NPV ALCATEL-LUCENT/FRANCE ALLIANT TECHSYSTEMS INC ALTERA CORP ALCOA INC ALLIANZ FINANCE II B.V. ALTERRA CAPITAL HOLDINGS LTD ALCONIX CORP CFD ALLIANZ SE (SOCIETAS EUROPEAE) ALTERRA FINANCE LLC ALCOR MICRO CORP TWD10 ALLIED DEFENSE GROUP INC/THE ALTISOURCE PORTFOLIO SOLUTIONS ALERE (6/11) TLB ALLIED NEVADA GOLD CORP ALTRA HOLDINGS INC ALERE INC ALLIED WORLD ASSURANCE COMPANY ALTRAN TECHNOLOGIES EUR0.5 ALESCO CORPN NPV ALLISON TRANSMISSION HLDG INC ALTRIA GROUP INC ALEXANDER & BALDWIN HLDGS INC ALLISON TRANSMISSION INC 144A ALUMINA LTD NPV ALEXANDRIA REAL ESTATE ALLOS THERAPEUTICS INC ALUMINUM CO AMER SHELF 5 ALEXANDRIA REAL ESTATE E ALLOT COMMUNICATIONS LTD ALUMINUM HG FUTURE (LME) ALEXANDRIA REAL ESTATE EQUITIE ALLOY ANNEX I LP ALVIN TEX INDPT SCH DIST ALEXION PHARMACEUTICALS INC ALLOY VENTURES 2000 LP AM CASTLE & CO 144A ALFA BANK OJSC VIA ALFA B 144A ALLOY VENTURES 2002 LP AM GENERAL CORP TERM LOAN B ALFA LAVAL AB ORD NPV ALLOY VENTURES 2005 LP AMADA Y50 ALFA SAB SE 'A' NPV(CPO) ALLSCRIPTS HEALTHCARE SOLUTION AMADEUS FIRE AG ALFRESA HLDGS NPV ALLSTATE CORP/THE AMADEUS III LP ALIGN TECHNOLOGY INC ALLSTATE LIFE GLOBAL FUNDING T AMADEUS IT HLD SA-A SHS0.0100 ALIMENTATION COUCHE-TARD INC ALLY AUTO RECEIVABLES TRU 2 A1 AMAG PHARMACEUTICALS INC ALIXPARTNERS (COV-LITE 5/12) ALLY AUTO RECEIVABLES TRU 2 A4 AMARIN CORP PLC ALK-ABELLO A/S DKK10 ORD 'B' ALLY AUTO RECEIVABLES TRU 3 A3 AMAZON.COM INC ALL NIPPON AIRWAYS Y50 ALLY AUTO RECEIVABLES TRU 4 A2 AMBASSADOR HOTEL TWD10 ALL NIPPON AIRWAYS Y50 CFD ALLY AUTO RECEIVABLES TRU 4 A3 AMC ENTERTAINMENT (COV-LITE ALLAHABAD BANK ALLY AUTO RECEIVABLES TRU 4 A4 AMC ENTERTAINMENT INC

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AMC NETWORKS INC AMERICAN STORES CO AMRESCO INDEPENDENCE FUND 1A A AMC NETWORKS INC 144A AMERICAN TIRE DISTRIBUTORS INC AMS AG AMCOR LIMITED NPV AMERICAN TOWER CORP AMSTED INDUSTRIES INC 144A AMDOCS LTD COM AMERICAN TOWER CORPORATION AMTRAN TECHNOLOGY TWD10 AMEC ORD 50P AMERICAN VANGUARD CORP AMUSE INC JPY50 CFD AMEC PLC CFD AMERICAN WATER WORKS CO INC AMVIG HOLDINGS LIMITED HKD0.01 AMER SPORTS CORPORATION 'A' AMERICA'S CAR-MART INC AMYLIN PHARMACEUTICALS INC AMEREN CORP AMERICOLD LLC TRUS ARTA B 144A ANADARKO FINANCE CO AMEREN ILLINOIS CO AMERICOLD LLC TRUST 10-ARTA D ANADARKO PETROLEUM CORP AMERICA MOVIL SAB DE CV AMERICREDIT AUTOMOBILE RE 1 A1 ANADOLU EFES TRY1 AMERICAN AXLE & MANUFACTURING AMERICREDIT AUTOMOBILE RE 1 A2 ANALOG DEVICES INC AMERICAN CAMPUS COMMUNITIES IN AMERICREDIT AUTOMOBILE RE 2 A1 ANCESTRY.COM INC AMERICAN CAPITAL AGENCY CORP AMERICREDIT AUTOMOBILE RE 2 A3 ANCHOR GLASS CONTAINER 310 TLB AMERICAN CAPITAL LTD AMERICREDIT AUTOMOBILE RE 3 A2 ANDERSON VALLEY CDO PLC 144A AMERICAN CASINO & ENTERTAINMEN AMERICREDIT AUTOMOBILE RE 4 A3 ANDRITZ AG NPV (POST SPLIT) AMERICAN EAGLE OUTFITTERS INC AMERICREDIT AUTOMOBILE REC 1 B ANEST IWATA ORD CFD AMERICAN EAGLE OUTFITTERS NEW AMERICREDIT AUTOMOBILE REC 1 C ANGANG STEEL CO LTD H SHS AMERICAN ELECTRIC POWER CO INC AMERICREDIT AUTOMOBILE REC 1 D ANGLO AMERICAN AMERICAN EQUITY INVESTMENT LIF AMERICREDIT AUTOMOBILE REC 2 D ANGLO AMERICAN CAPITAL PL 144A AMERICAN EXPRESS CO AMERICREDIT PRIME AUTOMOBI 1 B ANGLO AMERICAN PLATINUM LTD AMERICAN EXPRESS CO NT AMERIGAS FINANCE LLC / AMERIGA ANGLO AMERICAN PLC AMERICAN EXPRESS CREDIT AC 7 A AMERIGAS PARTNERS LP ANGLO AMERICAN USD0.54 (POST AMERICAN EXPRESS CREDIT AC 8 B AMERIGAS PARTNERS LP / AMERIGA ANGLOGOLD ASHANTI HOLDINGS PLC AMERICAN EXPRESS CREDIT CORP AMERIGROUP CORP ANGLOGOLD ASHANTI LIMITED AMERICAN EXPRESS ISSUANCE 2 A AMERIPRISE FINANCIAL INC ANHEUSER-BUSCH COS LLC AMERICAN FINANCIAL GROUP INC/O AMERIQUEST MORTGAGE SEC 11 AF6 ANHEUSER-BUSCH INBEV NV AMERICAN HOME MORTGAGE I 4 1A1 AMERIQUEST MORTGAGE SEC R3 A3D ANHEUSER-BUSCH INBEV WORLDWIDE AMERICAN HONDA FIN CORP 144A AMERISOURCEBERGEN CORP ANHEUSER-BUSCH INBEVNPV VVPR AMERICAN HONDA FINANCE CO 144A AMERISTAR CASINOS INC ANHUI CONCH CEMENT CO LTD AMERICAN INTERNATIONAL GR 144A AMERITECH CAP FDG CORP DEB ANITE AMERICAN INTERNATIONAL GROUP I AMETEK INC ANIXTER INC AMERICAN INTL PETROLEUM CORP AMGEN INC ANNALY CAPITAL MANAGEMENT INC AMERICAN MEDICAL ALERT CORP AMLIN ORD GBP0.28125 ANR PIPELINE CO AMERICAN MUN PWR-OHIO INC AMLIN ORD GBP0.28125 CFD ANRITSU CORP AMERICAN NATIONAL INSURANCE CO AMMB HOLDINGS BHD MYR1 ANSALDO STS EUR0.5 AMERICAN PETROLEUM TANKERS PAR AMOREG ANSYS INC AMERICAN RENAL ASSOCIATES HOLD AMOREPACIFIC CORP KRW5000 ANSYS INC COM AMERICAN RENAL HOLDINGS CO INC AMOT 2010-2 A ANTHRACITE 2005-HY2 CL A 144A AMERICAN RESIDENTIAL SERV 144A AMP LIMITED AUS0.40 ANTHRACITE CDO I LTD 02 E 144A AMERICAN ROCK SALT CO LLC 144A AMPCO-PITTSBURGH CORP ANTOFAGASTA ORD GBP0.05 AMERICAN SEAFOODS GROUP L 144A AMPHENOL CORP AOC HOLDINGS INC NPV AMERICAN STANDARD AMERICA 144A AMPLIFON EUR0.02 AOKI HOLDINGS INC Y50

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AOKI HOLDINGS INC Y50 CFD AQUA AMERICA INC ARIZONA CHEMICAL (11/10) TLB AOL INC AQUARIUS PLATINUM LTD ARIZONA PUBLIC SERVICE CO AON CORP AQUARIUS PLATINUM USD0.15 ARKEMA EUR10 AOYAMA TRADING Y50 ARAB REPUBLIC OF EGYPT ARM HOLDINGS ORD GBP0.0005 AOYAMA TREADING Y50 CFD ARAKAWA CHEMICAL JPY50 CFD ARMORED AUTOGROUP INC 144A AOZORA BANK NPV ARAMARK CORP ARMSTRONG WORLD INDUSTRIES INC AP MOLLER MAERSK A/S ARAMARK CORP 1/07 TLB ARNEST ONE CORP NPV APA GROUP NPV ARAMARK HOLDINGS CORP 144A ARRIS GROUP INC APACHE CORP ARB CORPORATION NPV ARRIUM LTD APARTMENT INVESTMENT & MANAGEM ARC LAND SAKAMOTO Y50 ARROW ELECTRONICS INC APAX EUROPE IV LP ARC RESOURCES LTD ARTHUR J GALLAGHER & CO APAX EUROPE V-A LP ARCA CONTINENTAL SAV DE CV ARTIMAN VENTURES II LP APAX EUROPE VI ARCADIS NV EUR0.02 ARTIMAN VENTURES III LP APAX EUROPE VII A LP ARCELORMITTAL ARUBA NETWORKS INC APAX EUROPE VII-B LP ARCH CAPITAL GROUP LTD SHS ARYZTA AG CHF0.02 (REGD) APAX EXCELSIOR VI LP ARCH COAL (5/12) TLB ASA GOLD AND PRECIOUS METALS APERAM ARCH COAL INC ASAHI BREWERIES LTD CFD APERAM 144A ARCHER-DANIELS-MIDLAND CO ASAHI BROADCASTING Y500 APEX INTERNATIONAL CO LTD ARCO CHEM CO DEB ASAHI CO LTD NPV APEX INVESTMENT FUND IV LP ARCOS DORADOS HOLDINGS INC ASAHI CO LTD NPV CFD APEX INVESTMENT FUND V L P ARCS CO LTD NPV CFD ASAHI GLASS CO CFD APM AUTOMOTIVE HLDGS BHD ARCTIC CAT INC ASAHI GLASS CO Y50 APOGEE ENTERPRISES INC ARD FINANCE SA 144A ASAHI GROUP HOLDINGS LTD APOLLO ADVISORS IV L P ARDAGH PACKAGING FINANCE ASAHI HOLDINGS INC NPV CFD APOLLO ADVISORS V L.P. ARDAGH PACKAGING FINANCE 144A ASAHI KASEI CORP JPY50 APOLLO EUROPEAN REAL ESTATE ARDEN ABSOLUTE RETURN FUND ASATSU-DK INC Y50 APOLLO GROUP INC ARDENT HEALTH SERVICES INC TLB ASBURY AUTOMOTIVE GROUP INC APOLLO HOSPITALS ENTERPRISE AREFIN CO-INVEST CORP ASCENA RETAIL GROUP INC APOLLO INVESTMENT FUND VI ARENA PHARMACEUTICALS INC ASCEND LEARNING (5/12) TLB APOLLO REAL ESTATE FD III LP ARES 2004-8A D1 ASCEND LEARNING 5/11 APOLLO REAL ESTATE FIN CORP ARES CAPITAL CORP ASCEND PERFORMANCE TL 4/12 TLB APOLLO VALUE ENHANCEMENT ARGENT SECS 2004-W9 CL M7 144A ASCENDAS REAL ESTATE INV TRUST APPALACHIAN POWER CO ARGENT SECURITIES INC W4 A2D ASCIANO LTD APPLE INC ARGENTINA (REP OF) ASG CONSOLIDATED LLC / AS 144A APPLETON PAPERS INC 144A ARGENTINA (REP OF) VAR NTS ITL ASG WT CORP 144A APPLIED MATERIALS INC ARGENTINA BONOS ASHIMORI INDUSTRY CFD APPROACH RESOURCES INC ARGENTINA REP OF SER F ASHLAND (8/11) TLB APRIA HEALTHCARE GROUP INC ARGENTINE REPUBLIC GOVERNMENT ASHLAND INC APRIL EUR0.4 ARIAD PHARMACEUTICALS INC ASHMORE EMERGING MKTS DEBT FD APTARGROUP INC ARIBA INC ASHMORE GROUP ORD GBP0.0001 (W AQR OFFSHORE MULTI-STRAGEGY FD ARINC 10/07 2ND LIEN TL ASHMORE GROUP PLC AQUA AMER INC ARISTOTLE HLDG INC C 144A ASHMORE LOCAL CURRENCY DEBT

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ASHTEAD GROUP PLC ASSURANT INC ATOS EUR1 ASHTEAD GROUP PLC CFD ASSURED GUARANTY LTD SHS ATP OIL & GAS CORP/UNITED STAT ASIA ALTERNATIVE CAPITAL ASSURED GUARANTY US HOLDINGS I ATRICURE INC ASIA ALTERNATIVES CAP II LP ASSYSTEM BRIME EUR1 ATRIUM CDO CORP ASIA ALTERNATIVES III ASTANA FINANCE B.V. GTDMTN ATRIUM CDO CORP2X C2 REGS ASIA CEMENT CO KRW5000 ASTELLAS PHARMA INC Y50 ATRIUM INNOVATIONS INC ASIA PACIFIC FIBERS TBK PT ASTELLAS PHARMA INC Y50 CFD ATRIUM V LTD REG S ASIA PACIFIC GROWTH FD III LP ASTRA GRAPHIA IDR10 ATTACHMATE (2ND LIEN 5/12) TL ASIA STD INTL GP HKD0.01 ASTRAZENECA ORD USD0.25 ATTACHMATE (5/12) TLB ASIAN BAMBOO AG ASTRAZENECA PLC ATTALUS MULTI-STRATEGY FD LTD ASIAN CITRUS HOLDINGS LTD ASTRO OFFSHORE CORP 98 SER A ATWOOD OCEANICS INC ASIAN DEVELOPMENT BANK ASTY INC JPY50 AUCKLAND INTL AIRPORT NPV ASIAN PROPERTY DEV THB1 ASUNARO AOKI COUNSTRUCTION CFD AUD/EUR SPOT OPTION 2012 ASICS CORP JPY50 ASURION (COV-LITE 5/11) TL AUD/GBP SPOT OPTION 2012 ASKA PHARMACEUTICAL CO LTD NPV ASURION 2/12 HOLDCO TL AUDAX PRIVATE EQUITY FUND II ASKUL JPY50 ASURION 2ND LIEN COV-LITE 5/11 AUDAX PRIVATE EQUITY FUND LP ASKUL JPY50 CFD ASUSTEK COMPUTER INC TWD10 AUDAX PRIVTE EQUITY FUND III ASM INTL EUR0.04 ASX LTD NPV AUDIX CORP TWD10 ASM PACIFIC TECHNOLOGY HK$0.10 AT HOME CORP SUB NT CONV AUGUSTA FDG LTD IV CL A-2SECD ASML HLDG NV EUR0.09 AT CROSS CO AURELIUS AG NPV ASML HOLDING NV NY REGISTERED AT HOME CORP SUB DEB CONV AURICO GOLD INC ASPECT SOFTWARE INC AT&T CORP AURIZON MINES LTD ASPEN INSURANCE HOLDINGS AT&T INC AURUBIS AG ORD NPV ASPEN PHARMACARE HLDGS ATEA ASA NOK10 AUST & NZ BANKING GROUP ASPEN TECHNOLOGY INC A-TEC-INDUSTRIES AG AUSTEVOLL SEAFOOD NOK0.50 ASSA ABLOY SER B NPV ATHABASCA OIL CORP AUSTIN TX WTR & WSTWTR SYS REV ASSECO POLAND SA PLN1 ATKINS (WS) ORD 0.5P CFD AUSTIN VENTURES IX LP ASSEENONSCREEN HLDGS ORD ATKORE INTERNATIONAL INC AUSTIN VENTURES VIII LP ASSEENONSCREEN HLDGS ORD CFD ATLANTA MARRIOTT AUSTRALIA & NEW ZEALAND B 144A ASSET BACKED FUNDING OPT1 A3C2 ATLANTIA SPA AUSTRALIA & NEW ZEALAND BANK ASSET BACKED FUNDING OPT3 A3B ATLANTIC BROADBAND (4/12) TLB AUSTRALIA GOVERNMENT BOND ASSET BACKED SECURITIES HE3 A4 ATLANTIC CITY ELECTRIC TR 1 A2 AUSTRALIAN AGRICUL NPV ASSET BACKED SECURITIES HE5 M2 ATLANTIC CITY ELECTRIC TR 1 A4 AUSTRALIAN I/L BDS ASSET BACKED SECURITIES HE9 M1 ATLAS AIR WORLDWIDE HOLDINGS I AUSTRALIAN INDEX LINKED ASSET SECUR 96-D2 CL B1A 144A ATLAS COPCO AB SER A NPV AUSTRALIAN PHARMAC NPV ASSET SECURITIZATION 97-D4 B-2 ATLAS COPCO AB SER'B'NPV (POST AUSTRIA (REPUBLIC OF) ASSET SECURITIZATION COR D4 B5 ATLAS PIPELINE PARTNERS LP AUTHENTEC INC ASSICURAZIONI GENERALI EUR1 ATLAS VENTURE FUND V LP AUTOBACS SEVEN CFD ASSOCIATED BANC-CORP ATLAS VENTURE FUND VI LP AUTOCANADA INC ASSOCIATED BRITISH FOODS ORD ATLAS VENTURES FUND IV LP AUTODESK INC ASSOCIATED MATERIALS LLC ATMEL CORP AUTOGRILL SPA SHS EUR0.52 ASSORE LTD ATMOS ENERGY CORP AUTOLIV INC

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AUTOLIV INC SDR USD1 AVX CORP BAIN CAPITAL VENTURE FUND 2007 AUTOMATIC DATA PROCESSING INC AWAS AVIATION 6/12 TL BAIN CAPITAL X AUTOMETAL SA AWE LTD NPV BAIN CAPITAL X CO-INVESTMENT AUTONATION INC AXA EUR2.29 BAJA AUTO LTD INR10 AUTOPARTS HOLDINGS 7/11 2ND AXA SA US$ SUB NT BAKER & TAYLOR INC 144A AUTOPARTS HOLDINGS 7/11 TLB AXA SECONDARY FUND III-2 BAKER HUGHES INC AUTOZONE INC AXA SECONDARY FUND III-I LP BAKRIE SUMATERA PLANTATIONS AUXILIUM PHARMACEUTICALS INC AXA SECONDARY FUND IV LP BAKRIE TELECOM PTE LTD REGS AVAGO TECHNOLOGIES LTD SHS AXA SECONDARY FUND V LP BALCHEM CORP AVALON BAY VALUE ADDED FUND II AXEL SPRINGER AG BALFOUR BEATTY ORD GBP0.50 AVALONBAY CMNTYS INC COM AXIATA GROUP BERHAD BALFOUR BEATTY PLC CFD AVALONBAY COMMUNITIES INC AXIS BANK LTD BALL CORP AVALONBAY VALUE ADDED FUND LP AXIS CAPITAL HLDGS LTD SHS BALLANTYNE STRONG INC AVAYA 2/11 EXTENDED TLB3 AXTEL SAB DE CV BALLY TECHNOLOGIES INC AVAYA INC 144A AXTEL SAB DE CV REGS BALOISE HOLDING AG AVAYA INC TLB AYALA CORP PHP50 BALTIMORE GAS & ELECTRIC CO AVENUE AYGAZ TRY1 BANC AMER COML 03-1 SB-E 144A AVENUE ASIA SPEC SITUATIONS FD AZBIL CORP BANC AMER COML 04-1 144A AVENUE ASIA SPECIAL SITUATIONS AZIMUT HLDG SPA ORD EUR0.22 BANC AMER COML 04-4 5 144A AVENUE EUROPE SPECIAL B III CAPITAL PARTNERS BANC AMER COML MTG 04-4 144A L AVENUE REAL ESTATE FUND B&G FOODS INC BANC OF AMER 05-MIB1 144A CL J AVENUE SPECIAL SITUATION FUND B/E AEROSPACE INC BANC OF AMER 05-MIB1 144A CL K AVENUE SPECIAL SITUATIONS FUND B2GOLD CORP BANC OF AMERICA 07C1 A3A 144A AVENUE SPECIAL SITUATIONS V BA CREDIT CARD TRUST A1 A1 BANC OF AMERICA COMMERCIA 144A AVENUE SPECIAL SITUATIONS VI BA CREDIT CARD TRUST A6 A6 BANC OF AMERICA FU SD1 M1 144A AVENUE SPL SITUATIONS FD III BAAT 2009-1A A4 BANC OF AMERICA FUNDING A 5A2 AVERY DENNISON CORP BAAT 2009-2A A4 BANC OF AMERICA FUNDING E 4A1 AVETA 4/10 (MMM) TLB BAAT 2009-3A A4 144A BANC OF AMERICA FUNDING E 5A1 AVETA 4/10 (NAMM) TLB BABCOCK & WILCOX CO/THE BANC OF AMERICA FUNDING F 1A2 AVEVA GROUP PLC CFD BABCOCK INTERNATIONAL GROUP BANC OF AMERICA MERRILL 3 ASB AVEX INC CFD BABCOCK INTL GROUP ORD GBP0.60 BANC OF AMERICA MERRILL L 1 A2 AVEX INC JPY50 BADEN-WURTTEMBERG LAND BANC OF AMERICA MERRILL L 1 A3 AVI LTD ZAR0.05 BADGER DAYLIGHTING LTD BANC OF AMERICA MERRILL L 1 A4 AVIATION CAPITAL GROUP CO 144A BAE SYSTEMS ORD GBP0.025 BANC OF AMERICA MERRILL L 1 AM AVIS BUDGET CAR RENTAL LL 144A BAIDU INC/CHINA BANC OF AMERICA MERRILL L 3 A2 AVIS BUDGET CAR RENTAL LLC / A BAIN CAPITAL ASIA FUND LP BANC OF AMERICA MERRILL L 3 AM AVIS BUDGET RENTAL 2A A 144A BAIN CAPITAL EUROPE III BANC OF AMERICA MERRILL L 4 A4 AVIV HEALTHCARE PROPERTIES LP BAIN CAPITAL FD VIII-E LP BANC OF AMERICA MERRILL L 4 A5 AVIVA BDS PERP EUR BAIN CAPITAL FUND VII LP BANC OF AMERICA MERRILL L 5 A3 AVIVA PLC GBP0.25 BAIN CAPITAL IX BANC OF AMERICA MERRILL L 6 A4 AVNET INC BAIN CAPITAL IX COINVESTMENT BANC OF AMERICA MERRILL PB2 C AVON PRODUCTS INC BAIN CAPITAL VENTURE FUND 2005 BANC OF AMERICA MORTGAG 1 1A26

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BANC OF AMERICA MORTGAGE 3 1A1 BANGKOK EXPRESSWAY BAOYE GROUP CO LTD 'H'CNY1 BANC OF AMERICA MORTGAGE C 2A1 BANGKOK EXPRESSWAY THB10(NVDR) BARCLAYS BANK PLC BANC OF AMERICA MORTGAGE D 1A1 BANGKOK LIFE ASSURANCE-NVDR BARCLAYS BANK PLC 144A BANC OF AMERICA MORTGAGE I 2A2 BANK BUKOPIN PT COM BARCLAYS GLOBAL ASCENT LTD BANC ONE CORP SUB DEB BANK HAPOALIM B.M. ILS1 BARCLAYS ORD GBP0.25 BANCA GENERALI EUR1 BANK LEUMI LE ISRAEL B M ORD BARCLAYS PLC BANCA INTESA SPA EUR0.52 BANK OF AMERICA AUTO TRUS 1 A3 BARCO NV BANCA MONTE DEI PASCHI DI BANK OF AMERICA AUTO TRUS 1 A4 BARING ASIA PRIVATE EQUITY BANCA NAZIONAL DEL LAVORO BANK OF AMERICA AUTO TRUS 2 A3 BARING INDIA PRIVATE EQUITY BANCA POPOLARE DI BERGAMO BANK OF AMERICA CORP BARING VOSTOK PRIVATE EQUITY BANCA POPOLARE DI MILANO BANK OF AMERICA NA BARINGS ASIA PRIVATE EQUITY BANCO BILBAO VIZCAYA BANK OF CHINA LTD CNY1 BARLOWORLD LTD ZAR0.05 BANCO BILBAO VIZCAYA ARG SA BANK OF COMMUNICATIONS CO LTD BARNES & NOBLE INC BANCO BILBAO VIZCAYA ARGENT BANK OF EAST ASIA HK$2.50 BARRATT DEVELOPMENTS BANCO BPI SA BANK OF HAWAII CORP BARRATT DEVELOPMENTS PLC CFD BANCO CENTRAL DE CHILE BANK OF IRELAND CFD BARRICK GOLD CORP BANCO CENTRALE DE CHILE BANK OF KYOTO Y50 BARRICK GOLD FINANCECO LLC BANCO COMMERCIAL PORTUGUESE BANK OF MONTREAL BARRICK NORTH AMERICA FINANCE BANCO CONTINENTAL SA VIA 144A BANK OF NEW YORK MELLON CORP/T BARRINGTON BROADCASTING TLB BANCO CRUZEIRO DO SUL SA/ 144A BANK OF NOVA SCOTIA BARRY CALLEBAUT AG CHF38.20 BANCO CRUZEIRO DO SUL SA/ REGS BANK OF NOVA SCOTIA 144A BASF SE BANCO DE CREDITO DEL PERU 144A BANK OF RYUKYUS Y500 CFD BASIC ENERGY SERVICES INC BANCO DE CREDITO DEL PERU REGS BANK OF SCOTLAND BDS BASTION CAPITAL FUND L P BANCO DE SABADELL SA NEW BANK OF SCOTLAND PLC BATA INDIA INR10 BANCO DEL ESTADO DE CHILE 144A BANK OF THAILAND BOND BATTERY VENTURES VIII LP BANCO DO BRASIL (CAYMAN) BANK OF THE OZARKS INC BATTERY VENTURES VIII SIDE CAR BANCO DO BRASIL SA/CAYMAN 144A BANK OF TOKYO-MITSUBISHI 144A BAUSCH & LOMB 5/12 (USD) BANCO DO BRASIL SA/CAYMAN REGS BANK OF YOKOHAMA Y50 BAUSCH & LOMB INC BANCO DO ESTADO DO RIO GRANDE BANK ONE CAPITAL III BAXTER INTERNATIONAL INC BANCO ESPIRITO SANTO SA BANK ONE CORP BAXTER INTL INC SHELF 9 BANCO PINE SA PRF STK NPV BANK ONE MICHIGAN BAY AREA CA TOLL AUTH TOLL BRI BANCO POPOLARE SOC COOPERATIVA BANK RAKYAT INDONESIA PERSERO BAY AREA TOLL AUTH CALIF TOLL BANCO SANTANDER BRASIL SA 144A BANK TABUNGAN PENSIUNAN NASL BAY CITY CAPITAL FUND V BANCO SANTANDER BRASIL SA/BRAZ BANKERS PETROLEUM LIMITED BAYER AG ORD NPV BANCO SANTANDER CHILE 144A BANKIA SAU BAYERISCHE MOTOREN WERKE (BMW) BANCO SANTANDER SA BANKINTER S A EUR0.3 REGD BAYERISCHE MOTOREN WERKE AG BANCO SANTANDER SA EUR0.50 BANKRATE INC BAYTEX ENERGY CORP BANCO VOTORANTIM SA 144A BANKUNITED INC BAYVIEW COML 04-2 144A BANCOLOMBIA SA BANPU PCL BAYVIEW COML ASSET 03-2 A 144A BANDO CHEMICAL IND NPV BANQUE CENT DE TUNISIE BAYVIEW COMMERCIAL ASSET 144A BANGCHAK PETROLEUM PCL THB1 BANQUE CENTRALE DE TUNISIE BAZAARVOICE INC BANGKOK BANK PCL BAOFENG MODERN INTERNATIONAL H BB&T CORP

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BB&T CORP SUB NT BEAR STEARNS COS LLC/THE BERWIND PPTY GROUP INC INVT BB&T CORPORATION BEAZLEY PLC BERWIND PROPERTY GROUP FUND V BBA AVIATION PLC GBP0.2976 BEC WORLD PCL-FOREIGN BERWIND PROPERTY GROUP VI BBVA BANCOMER SA/TEXAS 144A BECTON DICKINSON AND CO BEST BRIDAL INC NPV BBVA US SENIOR SAU BED BATH & BEYOND INC BEST BUY CO INC BC 2000-A A 144A BEGA CHEESE LTD BEST DENKI CO LTD CFD BC EUROPEAN CAPITAL IX BEIERSDORF AG NPV BEST DENKI CO Y50 BC EUROPEAN CAPITAL VII LP BEIJING CAP INTL ARPT CO BEVERAGES & MORE INC 144A BC EUROPEAN CAPITAL VII TOP-UP BEIJING ENTERPRISE HLDGS H SHS BEZEQ-ISRAELI TELECOMMUNICATNS BC EUROPEAN CAPITAL VIII-2 LP BELDEN INC BG ENERGY CAPITAL PLC 144A BCAP 2009-RR6 3A1 BELGACOM NPV BG GROUP PLC CFD BCAP LLC TRUST RR1 PC BELGIUM (KINGDOM OF) BDS BG GROUP PLC ORD GBP0.10 BCE INC BELGIUM GOVERNMENT BOND BG MEDIA INVESTORS L P BCE POP UNITE EUR2.5 BELL ALIANT INC BGI ALPHA ADVANTAGE FD D BCO ABC BRASIL SA PRF STK BELL CANADA BGI ALPHA ADVANTAGE FUND P BCO POP VERON NOV EUR3.6 BELLATRIX EXPLORATION LTD BGI CANADA ALPHA TILTS FUND BCO POPULAR ESP EUR0.10 (POST BELLSOUTH CORP BGI CAP STRUCT INVEST FD BCRR 2009-1 2A1 BELLSOUTH CORP 144A BGI MONEY MARKET BDO UNIBANK INC BELLSOUTH TELECOMMUNICATIONS BGI US EXT CORE GLB ALPHA FUND BE AEROSPACE INC BELLUNA CO LTD Y50 BGP HOLDINGS PLC STAKE OF GPT BEACH ENERGY LTD BELLWAY ORD 12.5P BHARTI AIRTEL LIMITED INR5.00 BEACON CAPITAL STRATEGIC BEMIS CO INC BHP BILLITON FINANCE USA LTD BEAM INC BENDIGO & ADELAIDE BK LTD NPV BHP BILLITON LIMITED BEAR STEARNS & CO INC BENEFIT COMPLETION PLAN BHP BILLITON PLC CFD BEAR STEARNS 07-BBA8 K 144A BENESSE HOLDINGS INC JPY50 BHP BILLITON PLC USD0.50 BEAR STEARNS 99-C1 CL 144A BENETTON GROUP SPA EUR1.30 BIC CAMERCA INC NPV CFD BEAR STEARNS ADJUSTABL 10 31A1 BENIHANA INC BIC EUR3.82 BEAR STEARNS ASSET BA HE10 1A1 BENTLEY SYSTEMS INCORPORATED BIDVEST GROUP ORD RO.05 BEAR STEARNS ASSET BAC HE5 1A2 BERAU COAL ENERGY TBK PT 144A BIG C SUPERCENTER THB10 BEAR STEARNS ASSET BACK AC9 A3 BERGER PAINTS INR2 BIG LOTS INC BEAR STEARNS ASSET BACK TC1 M1 BERKELEY FED BK & TR 94-1 CL B BIG YELLOW GROUP ORD GBP0.10 BEAR STEARNS COMMERCI PWR9 A4A BERKSHIRE FUND VI LP BIGLARI HOLDINGS INC BEAR STEARNS COMMERCI PWR9 A4B BERKSHIRE FUND VII LP BILFINGER BERGER SE NPV BEAR STEARNS COMMERCIA PW11 AJ BERKSHIRE FUND VIII LP BILIA AB SER 'A' SEK10.00 BEAR STEARNS COMMERCIA PWR2 A4 BERKSHIRE HATHAWAY FINANCE COR BILLERUD NPV BEAR STEARNS COMMERCIA PWR4 A3 BERKSHIRE HATHAWAY INC BIM BIRLESIK MAGAZALAR TRY1 BEAR STEARNS COMMERCIA PWR5 A5 BERMUDA RUN (MISC DOCUMENTS) BIMB HLDGS BERHAD MYR1 BEAR STEARNS COMMERCIA PWR9 A2 BERRY PETROLEUM CO BINANI INDUSTRIES INR10 BEAR STEARNS COMMERCIA T26 AAB BERRY PLASTICS CORP BIO PAPPEL SAB DE CV BEAR STEARNS COMMERCIA T28 AAB BERRY PLASTICS HOLDING CORP TL BIOGEN IDEC INC BEAR STEARNS COMMERCIAL T14 A4 BERTRANDT AG NPV BIOMARIN PHARMACEUTICAL INC BEAR STEARNS COMMERCIAL T28 A3 BERWIND FINANCIAL GROUP LP BIOMED REALTY TRUST INC

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BIOMET INC BLOCK FINANCIAL LLC BONANZA CREEK ENERGY INC BIO-RAD LABORATORIES INC BLUE HILL INVESTMENT PTNR LP BONAVISTA ENERGY CORP BIOSCRIP INC BLUE LABEL TELECOMS LTD BONOS DEL BANCO CENTRAL DE CHI BIRCHMERE VENTURES III L P BLUE POINT CAPITAL PARTNERS II BOOKER GROUP PLC GBP0.01 BJ'S RESTAURANTS INC BLUE POINT CAPITAL PARTNERS LP BOOZ ALLEN HAMILTON HOLDING CO BJ'S WHOLESALE CLUB (COV-LITE BLUE TREND LIMITED B BOPARAN HOLDINGS LTD BK MANDIRI IDR500 BLUEHEALTH HLDGS CFD BORAL LIMITED NEW NPV BK OF AYUDHYA THB10(NVDR) BLUEKNIGHT ENERGY PARTNERS LP BORALEX INC BK OF IRELAND ORD STK EUR0.1 BM&F BOVESPA SA BOLSA DE BORGWARNER INC BK PAN INDONESIA IDR100 BM&FBOVESPA SA 144A BOSKALIS WESTMINSTER GROEP NV BK VICTORIA INTL IDR100 BM&FBOVESPA SA REGS BOSNIA-HERZEGOVINIA GDP LKD BD BKB COML MTG 97-C1 CTF H 144A BMC SOFTWARE INC BOSSARD HLDGS AG CHF10(BR) BKB COML MTG TR 97-C1 IO BML INC JPY 50 BOSSINI INTERNATIONAL HLDG BLACK & DECKER CORP BMW FINANCE NV BOSTON COMPANY MICRO CAP HEDGE BLACK BOX CORP BMW US CAPITAL LLC BOSTON GAS CO BLACK DIAMOND INC BMW VEHICLE LEASE TRUST 1 A1 BOSTON PROPERTIES INC BLACK EARTH FARMING LTD SDR BMW VEHICLE LEASE TRUST 1 A3 BOSTON PROPERTIES LP BLACK RIVER FI RELATIVE VAL BMW VEHICLE LEASE TRUST 1 A4 BOSTON SCIENTIFIC CORP BLACKBAUD INC BMW VEHICLE OWNER TRUST A A2 BOTTLING GROUP LLC BLACKROCK INC BNP PARIBAS EUR2 BOTTLING GROUP LLC SR NT BLACKROCK LIQUIDITY FUNDS BNP PARIBAS HOME LOAN SFH BOTTOMLINE TECHNOLOGIES INC BLACKROCK MORTGAGE (OFFSHORE) BNP PARIBAS SA BOUYGUES EUR1 BLACKSTONE CAPITAL PARTNER III BNSF RAILWAY CO BOYD GAMING (ADD-ON 11/11) TLB BLACKSTONE CAPITAL PARTNERS IV BNY CONVERGEX 12/10 BOYD GAMING CORP BLACKSTONE CAPITAL PARTNERS V BOARDWALK REAL ESTATE INVT BOYD GAMING CORP 144A BLACKSTONE COMMNS PTNRS I LP BOB EVANS FARMS INC/DE BP CAPITAL MARKETS PLC BLACKSTONE EVENT DRIVEN FUND BOC HONG KONG HLDG HKD5 BP PLC BLACKSTONE FIFTH AVE FD LP BODY CENTRAL CORP BP PLC CFD BLACKSTONE GSO SECURED TRUST BODYCOTE PLC BP PLC ORD USD.25 BLACKSTONE MADISON AVENUE FUND BOEING CAPITAL CORP BPG CO INVESTMENT PARTNERSHIP BLACKSTONE MANAGEMENT FEE BOEING CO DEB BPG INV PARTNERS VII BLACKSTONE MARKET OPPORTUNITES BOEING CO/THE BPG INVESTMENT PART VI BLACKSTONE PACIFIC BOGOTA DISTRITO CAPITAL BPG INVESTMENT PARTNERSHIP BLACKSTONE PARK AVENUE FUND LP BOGOTA DISTRITO CAPITAL 144A BPG INVESTMENT PARTNERSHIP IX BLACKSTONE PTNRS INVESTMENT FD BOK FINANCIAL CORP BQE CANT VAUDOISE CHF20 BLACKSTONE REAL EST PTNRS III BOLDINI LTD BR MALLS INTERNATIONAL FI 144A BLACKSTONE REAL ESTATE BOLIDEN AB NPV (POST SPLIT) BR MALLS PARTICIPACOES SA COM BLACKSTONE REAL ESTATE PRTNRS BOLSA MEXICANA DE VALORES SAB BR PROPERTIES SA BLACKSTONE SERS CUSTOMIZED BOLSAS Y MERCADOS ESPANOLES BR PROPERTIES SA 144A BLACKSTONE STRATEGIC EQUITY BOLT TECHNOLOGY CORP BRADKEN LIMITED NPV BLINKX PLC ORD GBP0.01 CFD BOMBARDIER INC BRAGG COMM 2/12 USD TLB BLOCK COMMUNICATIONS INC 144A BOMBARDIER INC 144A BRAIT CAPITAL PARTNERS IV LTD

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BRAMBLES LTD NPV BRIGHTCOVE INC BRYNWOOD PARTNERS V LP BRANCH BANKING & TRUST CO/WILS BRIGHTPOINT INC BRYNWOOD PARTNERS VI LP BRAND ENERGY (ADD-ON COV-LITE BRIGHTSTAR CORP 144A BSCMS 2007-BBA8 CL L 144A BRANDYWINE OPERATING PARTNERSH BRINKER INTERNATIONAL INC BT GROUP ORD GBP0.05 BRANDYWINE REALTY TRUST BRINK'S CO/THE BTA BANK JSC BRASKEM FINANCE LTD BRISA(AUTO-ESTRADA EUR1(REGD) BUCHER INDUSTRIES AG BRASKEM FINANCE LTD 144A BRISTOL-MYERS SQUIBB CO BUCKEYE PARTNERS LP BRASKEM FINANCE LTD REGS BRISTOW GROUP INC BUCKEYE TECHNOLOGIES INC BRASKEM SA BRITISH AMERICAN TOBACCO CFD BUDIMEX PLN5 BRAVO BRIO RESTAURANT GROUP IN BRITISH AMERICAN TOBACCO ORD BUFFALO WILD WINGS INC BRAZIL NOTAS DO TESOURO NACION BRITISH AMERICAN TOBACCO PLC BUILDING MATERIALS CORP O 144A BRAZIL(REP OF) BRITISH LAND ORD GBP0.25 BUKIT SEMBAWANG ESTATES NPV BRAZILIAN GOVERNMENT INTERNATI BRITISH SKY BRDCSTG BUMBLE BEE HOLDCO SCA 144A BRAZOS HIGHER EDUCATION A 2 A9 BRITISH SKY BROADCASTING GROUP BUMI INVESTMENT PTE LTD 144A BRE PROPERTIES INC BRITISH TELE COMMUNICATIONS BD BUMITAMA AGRI LTD BREITBURN ENERGY PARTNERS LP BRITVIC ORD GBP0.2(WI) BUMRUNGRAD HOSPITAL CO BREITBURN ENERGY PARTNERS LP / BRIXTON PLC BUNDESREPUB. DEUTSCHLAND BRENNTAG AG BRL/EUR SPOT OPTION 2012 BUNDESREPUBLIK DEUTSCHLAND BRENT CRUDE OIL (ICE) BRL/USD SPOT OPTION 2012 BUNGE LIMITED COM BRENT CRUDE OIL FUT (ICE) BROADCOM CORP BUNGE LTD FINANCE CORP BRESNAN BROADBAND HOLDING 144A BROADRIDGE FINANCIAL SOLUTIONS BUNKA SHUTTER CO Y50 BREVAN HOWARD CMBS FUND LTD BROADWAY INDUSTRIAL GROUP PTE BUNZL ORD GBP0.3214857 BREVAN HOWARD FUND LTD CLASS E BROADWAY PARTNERS PARALLEL FD BUONGIORNA SPA BRF - BRASIL FOODS SA BROCADE COMMUNICATIONS SYSTEMS BUONI POLIENNALI DEL TES BRFKREDIT A/S 144A BROOKDALE SENIOR LIVING INC BUONI POLIENNALI IDX LKD BTPI BRICK LTD (THE) BROOKFIELD ASSET MANAGEMENT IN BURBERRY GROUP ORD GBP0.0005 BRICK ROAD MANAGEMENT BROOKFIELD ASSET MGMT INC BURBERRY GROUP PLC BRICK ROAD MITIGATION BROOKFIELD OFFICE PPTYS INC BURBERRY GROUP PLC CFD BRICKMAN GROUP HOLDINGS I 144A BROOKFIELD OFFICE PROPERTIES BURCKHARDT COMPRESSION HOLDING BRIDGEPOINT CAP II PARTNERSHIP BROOKFIELD PROPERTIES CORP BUREAU VERITAS EUR0.12 BRIDGEPOINT EUROPE I BROOKFIELD RESIDENTIAL PPTYS BURGER KING 2/11 (USD) TLB BRIDGEPOINT EUROPE II BROTHER INDUSTRIES LTD BURLINGTON NORTH SANTA FE 98-C BRIDGEPOINT EUROPE III 'A' LP BROWARD CNTY FLA HALF-CENT SAL BURLINGTON NORTH SANTA FE RY BRIDGEPOINT EUROPE IV C BROWN & BROWN INC BURLINGTON NORTHERN INC BRIDGESTONE CO Y50 BROWN UNIVERSITY BURLINGTON NORTHERN SANTA FE L BRIDGEWATER ALL WEATHER FUND BROWN-FORMAN CORP BURLINGTON RESOURCES FINANCE C BRIDGEWATER INTL IL BOND FUND BRUCE MANSFIELD UNIT BURU ENERGY LIMITED NPV BRIDGEWATER PURE ALPHA FUND II BRUCKMANN ROSSER SHERRILL & CO BUSAN CITY GAS CO LTD BRIDGEWATER STIF II BRUKER CORP BUSH BUSINESS ENTERPRISES AA A BRIDGEWATER US IL BOND LTD BRUNEL INTL EUR0.05 BUSH BUSINESS ENTERPRISES AA B BRIGADE DISTRESSED VALUE BRUNSWICK CORP/DE BUSH TRUCK LEASING L AA C 144A BRIGADE LEVERAGED CAP BRYN MAWR BANK CORP BUZZI UNICEM SPA EUR0.60

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BWAY HOLDING CO CALUMET SPECIALTY PRODUCT 144A CAPELLA HEALTHCARE INC BWIN.PARTY DIGITAL ENTERTAIN CALUMET SPECIALTY PRODUCTS PAR CAPEX SA 144A BXG RECEIVABLES NOTE A F 144A CAMDEN PROPERTY TRUST CAPITA GROUP ORD CFD BXG RECEIVABLES NOTE TRUST CAMECO CORP CAPITA PLC C K D CORP CFD CAMERON INTERNATIONAL CORP CAPITACOMMERCIAL T REIT UNITS C&C GROUP PLC CFD CAMP SYSTEMS (COV-LITE 5/12) CAPITAL & COUNTIES PROP CFD C&S GROUP ENTERPRISES LLC 144A CAMPARI EUR0.10 CAPITAL & REG PROPS ORD 1P CA INC CAMPBELL BROTHERS LTD CAPITAL AUTO RECEIVABLES 1 A4A CABCHARGE AUSTRALIA LTD CAMPBELL SOUP CO CAPITAL AUTO RECEIVABLES 1 A4B CABLE & WIRELESS COMMUN CFD CAMPOFRIO FOOD SA CAPITAL AUTO RECEIVABLES 2 A4 CABLE & WIRELESS COMMUNICATION CAMPUS CREST COMMUNITIES INC CAPITAL AUTOMOTIVE (3/11) TLB CABLE & WIRELESS WORLDWIDE CAN DO CO LTD NPV CAPITAL INTERNATIONAL PRIVATE CABLEVISION SYSTEMS CORP CANADA GOVERNMENT CAPITAL ONE BANK USA NA CABOT CORP CANADA HOUSING TRUST NO.1 CAPITAL ONE BK MTN #TR00178 CABOT INDUSTRIAL VALUE FD III CANADIAN CAP AUTO RECEIVABLES CAPITAL ONE FINANCIAL CORP CABOT OIL & GAS CORP CANADIAN ENERGY SERVICES &TECH CAPITAL ONE MULTI-ASSET A1 A1 CAD/AUD SPOT OPTION 2012 CANADIAN IMPERIAL BANK OF 144A CAPITAL ONE MULTI-ASSET A12 A CAD/EUR SPOT OPTION 2012 CANADIAN IMPERIAL BANK OF COMM CAPITAL ONE MULTI-ASSET A5 A5 CAD/USD SPOT OPTION 2012 CANADIAN IMPERIAL BK OF COMM CAPITAL ONE MULTI-ASSET A7 A7 CADBURY SCHWEPPES US FIN 144A CANADIAN NATIONAL RAILWAY CO CAPITAL ONE MULTI-ASSET A8 A8 CADENCE DESIGN SYSTEMS INC CANADIAN NATURAL RESOURCES LTD CAPITAL POWER CORP CAE INC CANADIAN OIL SANDS LTD CAPITAL PRODUCT PARTNERS L P CAESAR STONE SDOT YAM LTD CANADIAN OIL SANDS TR CAPITAL SHOPPING CENTRES GRP CAESARS ENTERTAINMENT OPE 144A CANADIAN PACIFIC RAILWAY CO CAPITALAND SGD1 CAESARS ENTERTAINMENT OPERATIN CANADIAN PACIFIC RAILWAY LTD CAPITALSOURCE INC CAHYA MATA SARAWAK BHD MY$1 CANADIAN REIT CAPITAMALL TRUST SGD1 UNITS CAIRN ENERGY PLC CANADIAN TIRE CORP LTD CAPITAMALLS ASIA LTD CAIRN ENERGY PLC DFD B SHS CANADIAN UTILITIES LTD CAPITEC BANK HLDGS ZAR0.01 CAIRN HIGH GRADE ABS CDO 144A CANARA BANK INR10 CAPITOL FEDERAL FINANCIAL INC CAIXABANK CANCOM AG CAPMARK LTD 7A A2 144A CAIXABANK SA CANFOR PULP PRODUCTS INC CAPRO CORP CALFRAC WELL SERVICES LTD CANON INC CAPULA GLOBAL RELATIVE VALUE CALIFORNIA ST CANON INC NPV CAPULA SPECIAL OPPORTUNITIES CALIFORNIA WATER SERVICE CO CANON INC NPV CFD CAPULA TAIL RISK FUND LTD CALLIDUS SOFTWARE INC CANTOR FITZGERALD LP 144A CARBO CERAMICS INC CALLOWAY REIT CANWEST MEDIA INC SER SUB NT CARDINAL HEALTH INC CALPINE CONSTRUCTION FINA 144A CANYON SERVICES GROUP INC CARDIOVASCULAR SYSTEMS INC CALPINE CORP CAP CANA S A CARDTRONICS INC CALPINE CORP 144A CAP CANA SA REGS CARE CAPITAL INVESTMENTS III CALPINE CORP ESCROW CAP GEMINI EUR8 CAREFUSION CORP CALSONIC KANSEI JPY50 CAPE PLC CARFINCO FINANCIAL GROUP INC CALTEX AUSTRALIA ORD$1 CAPELLA EDUCATION CO CARGILL INC NT 144A

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CARGOTEC ORD NPV ORD B CASTLE GARDEN FUNDI 1A B1 144A CDS SP UL PEOPLE'S REPUBLIC O CARILLION ORD GBP.50 CFD CASTLE GARDEN FUNDING 1X C2 CDS SP UL PETROLEO BRASILEIRO CARLISLE COS INC CASTROL INDIA INR10 DEMAT CDS SP UL REPUBLIC OF INDONES CARLSBERG A/S CATALENT PHARMA SOLUTIONS INC CDS SP UL REPUBLIC OF KOREA CARLSBERG BREWERY-MALAY BHD CATALYST HEALTH SOLUTIONS INC CDS SP UL REPUBLIC OF THE PHI CARLSON WAGONLIT BV 144A CATALYST PAPER CORP CDS SP UL RUSSIAN AGRICULTURA CARLYLE EUROPE PARTNERS III LP CATALYST PAPER CORP 144A CDS SP UL RUSSIAN FEDERATION CARLYLE HIGH YIELD 6A C 144A CATCHER TECHNOLOGY TWD10 CDS SP UL TRANSNEFT CARLYLE REALTY III LP CATERPILLAR FINANCIAL SERVICES CDS SP UL UNITED MEXICAN STAT CARLYLE REALTY PARTNERS IV LP CATERPILLAR INC CDS SP UL URBI DESARROLLOS UR CARLYLE REALTY PARTNERS VI LP CATHAY PACIFIC AIRWAYS CDS_SP UL EGYPT EM CARLYLE REALTY V LP CATHEDRAL ENERGY SERVICES LTD CDS_SP UL FEDERATIVE REPUBLIC CARMAX AUTO OWNER TRUST 1 A3 CATLIN GROUP COM STK USD0.01 CDS_SP UL MEXICO EM DUB CARMAX AUTO OWNER TRUST 1 A4 CATLIN GROUP LTD CFD CDS_SP UL PEOPLE'S REPUBLIC O CARMAX AUTO OWNER TRUST 2 A4 CATO CORP/THE CDS_SP UL PETROLEO BRASILEIRO CARMAX AUTO OWNER TRUST 3 A3 CATTERTON GROWTH PARTNERS LP CDS_SP UL REPUBLIC OF INDONES CARMAX AUTO OWNER TRUST 3 B CATTERTON PARTNER V L.P. CDS_SP UL REPUBLIC OF KOREA CARMAX INC CATTERTON PARTNERS VI LP CDS_SP UL REPUBLIC OF THE PHI CARMIKE CINEMAS INC CATTLE FEEDER FUT (CME) CDS_SP UL RUSSIAN AGRICULTURA CARNIVAL CORP CATTLE FEEDER FUTURE (CME) CDS_SP UL RUSSIAN FEDERATION CARNIVAL PLC ORD USD1.66 CAVIUM INC CDS_SP UL TRANSNEFT CAROLINA POWER & LIGHT CO CAWACHI LTD CDS_SP UL UNITED MEXICAN STAT CARPENTER TECHNOLOGY CORP CB CENTURY COMM ESCROW CDS_SP UL URBI DESARROLLOS UR CARPETRIGHT ORD 1P CBA COML ASSETS CL X-1 144A CDW LLC / CDW FINANCE CORP CARREFOUR EUR2.5 CBEYOND INC CDX SP UL CDX.EM.16 CARRINGTON MORTGAGE LO OPT1 A3 CBL & ASSOC PPTYS INC DEP SHS CDX SP UL CDX.EM.17 CARRINGTON MORTGAGE LOA NC4 A3 CBL & ASSOCIATES PROPERTIES IN CDX_SP UL CDX.EM.16 CARRINGTON MORTGAGE LOA NC4 M1 CBOE HOLDINGS INC CDX_SP UL CDX.EM.17 CARRINGTON MORTGAGE LOA NC5 A2 CBRE 2007-1A CEBU AIR INC CARSALES.COM AU LTD CBRE GROUP INC CL A CEC ENTERTAINMENT INC CARTER'S INC CBS CORP CEDAR BRAKES II LLC SR 144A CASCADES INC CC HOLDINGS GS V LLC / CR 144A CEDAR FAIR LP / CANADA'S WONDE CASE NEW HOLLAND INC CCFNB BANCORP INC CEDAR REALTY TRUST INC CASEY'S GENERAL STORES INC CCL INDUSTRIES INC CEDC FINANCE CORP INTERNA REGS CASH CCM FUND 1 LP CEDC FINANCE CORP INTERNATIONA CASH AMERICA INTERNATIONAL INC CCO HLDGS LLC/CCO HLDGS CAP CEGID GROUP EUR0.95 CASH COLLATERAL HELD AT CCO HOLDINGS LLC / CCO HOLDING CELADON GROUP INC CASH STORE FINL SVS INC CCR SA CELANESE CORP CASINO GUICH-PERR EUR1.53 CDON GROUP AB CELESIO AG CASIO COMPUTER CO Y50 CDS SP UL EGYPT EM CELESTICA INC CASPIAN SELECT CREDIT INTL LTD CDS SP UL FEDERATIVE REPUBLIC CELGENE CORP CASTELLUM AB NPV CDS SP UL MEXICO EM DUB CELLCO PARTNERSHIP / VERIZON W

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CELTIC EXPLORATION LTD CENTURYLINK INC CHART INDUSTRIES INC CELULOSA ARAUCO Y CONSTIT 144A CENVEO CORP CHARTER COMM OPERATING 3/10 CELULOSA ARAUCO Y CONSTITUCION CEPHEID INC CHARTER COMM OPERATING 4/12 CEMEX ESPANA LUXEMBOURG CEQUEL COMMUNICATIONS HOL 144A CHARTER COMMUNICATIONS INC CEMEX FINANCE LLC 144A CEQUEL/SUDDENLINK 2/12 TLB CHARTER HALL GROUP NPV CEMEX S A B DE C V CERBERUS INSTITUTIONAL CHARTERHOUSE CAP PARTNERS VIII CEMEX SAB DE CV CERBERUS INSTL PARTNERS LP CHARTERHOUSE CAPITAL PARTNERS CENCOSUD SA 144A CERBERUS OFFSHORE LEVERED LOAN CHARTERHOUSE EQUITY PTNRS III CENOVUS ENERGY INC CERBERUS SERIES THREE HOLDING CHASE COML MTG 1998-2 J 144A CENTAMIN PLC CFD CERBERUS SERIES TWO HLDGS LLC CHASE COML MTG SECS 98-1 144A CENTENE CORP CEREBOS PACIFIC SGD0.20 CHASE FUNDING MORTGAGE L 1 1A6 CENTERBRIDGE CAP PARTNERS LP CERES GLOBAL AG CORP CHASE FUNDING MORTGAGE L 2 1A6 CENTERLINE DIVERSIFIED RISK CERES INC CHASE FUNDING MORTGAGE L 3 1A6 CENTERLINE HIGH YIELD CMBS FD CERIDIAN CORP 144A CHASE ISSUANCE TRUST A11 A CENTERPOINT ENERGY HOUSTON ELE CERMAQ ASA NOK10 CHASE ISSUANCE TRUST A3 A3 CENTERPOINT ENERGY INC CERNER CORP CHASE ISSUANCE TRUST A4 A4 CENTERPOINT ENERGY RESOURCES C CERVUS EQUIPMENT CORPORATION CHASE MORTGAGE FINANCE A1 8A1 CENTERPOINT ENERGY TRANSI 1 A3 CESP-CIA ENERGETICA DE SAO PAU CHASE MORTGAGE FINANCE S2 1A8 CENTERPOINT ENERGY TRANSI 1 A4 CETIP SA - MERCADOS CHC HELICOPTER SA CENTERPOINT ENERGY TRANSI A A2 CEVA INC CHECKPOINT SOFTWARE TECH CENTERPOINT PPTY TR FLEXIBLE CEZ CZK100 CHELSEA APARTMENTS CENTERRA GOLD INC CF 2009-1 A CHEMED CORP CENTRAIS ELECTRIC STA CAT-PR CF INDUSTRIES HOLDINGS INC CHEMICAL WORKS OF GEDEON CENTRAIS ELETR BRAS-ELETROBRAS CF INDUSTRIES INC CHEMRING GROUP ORD GBP CFD CENTRAIS ELETRICAS BRASIL REGS CFAO CHENIERE ENERGY INC CENTRAIS ELETRICAS DO PAR 144A CFCRE COMMERCIAL 11-C2 B 144A CHEQUERS XV LP CENTRAL CHINA REAL ESTATE LTD CFH HOLDINGS CORP SER A PFD CHESAPEAKE ENERGY CORP CENTRAL EURO MEDIA ENTER CFS RETAIL PROPERTY TRUST CHESAPEAKE LODGING TRUST CENTRAL EUROPEAN MEDIA ENT-A CGI GROUP INC CHESAPEAKE MIDSTREAM PARTNERS CENTRAL EUROPEAN MEDIA REGS CH ENERGY GROUP INC CHESAPEAKE OILFIELD OPERA 144A CENTRAL JAPAN RAILWAY CO CFD CH ROBINSON WORLDWIDE INC CHESTER DOWNS & MARINA LL 144A CENTRAL JAPAN RY Y5000 CHAMBAL FERTILISER INR10 CHEUNG KONG INFRASTRUCTURE CENTRAL VERMONT PUBLIC SERVICE CHAMPION REAL ESTATE CHEUNG KONG(HLDGS) HK$0.50 CENTRICA ORD GBP0.061728395 CHAMPION TECHNLGY HKD0.10 CHEVRON CORP CENTRICA PLC CFD CHAOWEI POWER HOLDINGS CHEVRON CORP PROFIT SHARING CENTRO RETAIL AUSTRALIA CHAPARRAL ENERGY INC CHEYNE FIN MTN 144A TR # 00122 CENTROS COMERCIALES SUDAMERICA CHAPARRAL ENERGY INC 144A CHF (SWISS FRANC) INTEREST CENTURY CENTER (MISC DOCUMENTS CHARLES RIVER LABORATORIES INT CHF/AUD SPOT OPTION 2012 CENTURY COMMUNICATIONS SHELF 4 CHARLES RIVER PARTNERSHIP XI CHF/CAD SPOT OPTION 2012 CENTURY COMMUNICATIONS SR NT CHARLES SCHWAB CORP/THE CHF/EUR SPOT OPTION 2012 CENTURY ENKA LIMITED CHAROEN POKPHAND FOODS PCL CHF/GBP SPOT OPTION 2012 CENTURY TOKYO LEASING CORP CHAROEN POKPHAND INDONESIA TBK CHF/USD SPOT OPTION 2012

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CHIBA BANK Y50 CHINA TELECOM CORP 'H'CNY1 CHUNGHWA TELECOM CO LTD CHICAGO BRIDGE & IRON CO NV CHINA TING GROUP H HKG0.1 CHUO MITSUI TRUST HLDGS CFD CHICAGO ILL MET WTR RECLAMATIO CHINA WATER PROPERTY GROUP LTD CHURCH & DWIGHT CO INC CHICO'S FAS INC CHINA ZENITH CHEMICAL GRP LTD CI FINANCIAL INC CHILE GOVERNMENT INTERNATIONAL CHINATRUST FINANCIAL HOLDING CIA CERVECERIAS UNIDAS SA CHIMERA INVESTMENT CORP CHIN-POON INDUSTRIAL TWD10 CIA DE BEBIDAS DAS AMERICAS CHINA AGRI-INDUSTRIES HLDGS CHIPBOND TECHNOLO TWD10 CIA DE SANEAMENTO BASICO DO ES CHINA AUTOMATION GROUP LIMITED CHIPMOS TECHNOLOGIES BERMUDA CIA ENERGETICA DE MINAS GERAIS CHINA BILLION RESOURCES LTD CHIPOTLE MEXICAN GRILL INC CIA ENERGETICA DO CEARA CHINA BILLS FIN TWD10 CHIYODA CO CFD CIA ENERGETICA DO CEARA COELCE CHINA BLUECHEMICAL LIMITED CHIYODA CO Y50 CIA ENERGETICA MINAS GERAIS- CHINA CITIC BANK CORPORATION H CHIYODA CORP CFD CIA HERING COM NPV CHINA COMMUNICATIONS CONST-H CHIYODA CORP Y50 CIA SANEAMENTO MINAS GERAIS CHINA COMMUNICATIONS SERVICES CHOICE HOTELS INTERNATIONAL IN CID GREATER CHINA VENTURE CHINA CONSTRUCTION BANK CORP CHOICE HOTELS INTL INC CIE FINANCEMENT FONCIER CHINA ENGINE GROUP LTD CHONG KUN DANG CP KRW2500 CIE GENERALE DE GEOPHYSIQUE CHINA FORESTRY HOLDINGS LTD CHORI CO LTD JPY50 CIE GENERALE DE GEOPHYSIQUE - CHINA GAOXIAN FIBRE FABRIC CHORUS AVIATION INC CIENA CORP CHINA GAS HOLDINGS LTD CHORUS LTD CIGNA CORP CHINA GREAT STAR INTERNATION CHRISTIAN DIOR EUR2 CIGNA CORP COM CHINA KING-HIGHWAY HOLDINGS LT CHRISTIAN HANSEN HOLDING A/S CIGNA CORPORATION COM CHINA LIFE INS TWD10 CHRISTOPHER & BANKS CORP CIMAREX ENERGY CO CHINA LIFE INSURANCE CO LTD CHROMA ATE INC TWD10 CIMB GROUP HOLDINGS BERHAD CHINA MERCHANTS BK 'H' CNY1 CHRYSALIS CAPITAL PARTNERS CIMPOR CIMENTOS DE EUR1(REGD) CHINA METAL RECYCLING CHRYSCAPITAL III LLC CINCINNATI BELL INC CHINA MINSHENG BANKING CORP CHRYSCAPITAL IV LLC CINCINNATI FINANCIAL CORP CHINA MINZHONG FOOD CORP LTD CHRYSCAPITAL V LLC CINEMARK HOLDINGS INC CHINA MOBILE LTD CHRYSLER AUTOMOTIVE (5/11) TLB CINEMARK USA INC CHINA MODERN DAIRY HOLDINGS LT CHRYSLER FINANCIAL AUTO S A A3 CINTAS CORP CHINA NATIONAL BUILDING MATERI CHRYSLER GROUP LLC / CG CO-ISS CINTAS CORP NO 2 CHINA OVERSEAS LAND & INVEST CHS/COMMUNITY HEALTH SYSTEMS I CINVEN FD FOURTH CHINA PACIFIC INSURANCE GR-H CHUBB CORP CIPLA INR2 CHINA PETROCHEMICAL CORP TWD10 CHUBB CORP/THE CIPUTRA DEVELOPMENT IDR250 CHINA RAILWAY CONSTRUCTION CHUBU ELECTRIC POWER CO INC CIRRUS LOGIC INC CHINA RES LOGIC ORD HKD0.10 CHUBU ELECTRIC PWR Y500 CISCO SYSTEMS INC CHINA RESOURCES LAND LTD CHUBU SHIRYO CO JPY50 CFD CISION AB NPV CHINA RESOURCES POWER HOLDIN CHUETSU PULP & PAPER Y50 CIT GROUP INC CHINA SHANSHUI CEMENT GROUP CHUGAI PHARMACEUTL Y50 CIT GROUP INC 144A CHINA SHENHUA ENERGY CO LTD CHUGOKU BANK Y50 CIT RV TRUST A B CHINA SHIPPING DEV H CNY1 CHUGOKU ELECTRIC POWER CFD CITCO (6/11)TL CHINA SKY CHEMICAL FIBRE CHUGOKU ELECTRIC POWER CO INC CITGO PETROLEUM CORP 144A CHINA TAISAN TECH GROUP LTD CHUN WO DEVELOPMENT HOLDINGS CITI CASH COLLATERAL

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CITIBANK CREDIT CARD I A10 A10 CLAREGOLD TRUST CNL LIFESTYLE PROPERTIES INC CITIBANK CREDIT CARD ISS A3 A3 CLARIANT CHF3.70(REGD) CNO FINANCIAL GROUP INC 144A CITIBANK CREDIT CARD ISS A4 A4 CLARITY PARTNERS II LP CNOOC FINANCE 2012 LTD 144A CITIBANK CREDIT CARD ISS A8 A8 CLARITY PARTNERS L P CNOOC LTD CITIBANK NA CLARKE AMERICAN 4/07 COV-LITE CNOOC LTD HKD0.02 CITIC PACIFIC LTD CLAYTON DUBILIER & RICE FD V CNP ASSURANCES EUR1 CITICORP MORTGAGE SECURI 3 1A9 CLAYTON DUBILIER & RICE VI LP CO INVESTMENT FUND (THE) II LP CITICORP RESIDENTIAL MORT 1 A5 CLEAN ENERGY FUELS CORP COACH INC CITIFINANCIAL MORTGAGE S 2 AF4 CLEAN HARBORS INC COAL INDIA LTD CITIGROUP CAPITAL XIII CLEANAWAY CO LTD COASTAL CONTRACTS BHD MYR0.20 CITIGROUP CAPITAL XXI CLEAR CHANNEL COMMUNICATIONS I COASTAL ENERGY CO COM USD0.04 CITIGROUP COMMER RR3 MLSR 144A CLEAR CHANNEL OUTDOOR HOLDINGS COBALT INTERNATIONAL ENERGY IN CITIGROUP COMMERCIAL MO C7 A2B CLEAR CHANNEL WORLDWIDE H 144A COBANK ACBSUB SER 07A 144A CITIGROUP COMMERCIAL MOR C5 A4 CLEAR CHANNEL WORLDWIDE HOLDIN COBHAM ORD GBP0.025 CITIGROUP COMMERCIAL MOR C6 A4 CLEARSTONE VENTURE PARTNERS COCA COLA CENTRAL JPY50000 CITIGROUP FUNDING INC CLEARWATER PAPER CORP COCA COLA ICECEK SANATI A.S. CITIGROUP INC CLEARWIRE CORP COCA-COLA AMATIL NPV CITIGROUP INC GLOBAL SR NT CLEAVER-BROOKS INC 144A COCA-COLA CO/THE CITIGROUP INC SUB NT CLECO CORP COCA-COLA ENTERPRISES INC CITIGROUP MORTGAGE LOA WF2 A2C CLERESTORY PARTNERS LP COCA-COLA HBC FINANCE BV CITIGROUP MORTGAGE LOA WF2 AF4 CLESSIDRA CAPITAL PARTNERS II COCA-COLA HELLENIC BOTTLING CO CITIGROUP MORTGAGE LOA WF2 AF7 CLICKS GROUP LTD ZAR0.01 COCA-COLA REFRESHMENTS USA INC CITIGROUP MORTGAGE LOA WFH1 A3 CLIFFS NATURAL RESOURCES INC COCA-COLA WEST COMPANY LTD NPV CITIGROUP MORTGAGE LOAN HE3 A CLONDALKIN ACQUISITION B V GTD COCA-COLA WEST JAPAN CO LTD CITIGROUP MORTGAGE LOAN TRUST CLOROX CO COCHLEAR LTD COM CITIGROUP/DEUTSCHE BANK CD1 A4 CLOSE BROS GROUP ORD 25P COCOA FUTURE (LIF) CITIGROUP/DEUTSCHE BANK CD3 A3 CLOUD PEAK ENERGY INC COCOA FUTURE (NYB) CITIGROUP/DEUTSCHE BANK CD5 A4 CLOUD PEAK ENERGY RESOURCES LL CODE HENNESSY & SIMMONS CITIZEN HOLDINGS CO Y50 CLOVIS ONCOLOGY INC CODE HENNESSY & SIMMONS III LP CITIZENS & NORTHERN CORP CLP HLDGS HKD5 CODE HENNESSY I CITIZENS FINANCIAL SERVICES IN CLUB MEDITERRANEE CODE,HENNESSY & SIMMONS IV L.P CITRIX SYSTEMS INC CLUBCORP CLUB OPERATIONS INC CODERE FINANCE LUXEMBOURG 144A CITY CENTER MEZZ TERM B CME GROUP INC CODEXIS INC CITY DEVELOPMENTS SGD0.50 CMK CORP Y50 COFFEE 'C' FUTURE (NYB) CITY LODGE HOTELS ZAR0.10 CML HEALTHCARE INC COFFEE ROBUSTA 10TN FUT (LIF) CITY NATIONAL CORP/CA CMS ENERGY CORP COFFEYVILLE RESOURCES LLC 144A CITY OF BUENOS AIRES ARGENTINA CNA FINANCIAL CORP COGECO CABLE INC CITY OF LONDON INVESTMENT TR CNB FINANCIAL CORP/PA COGECO INC CITYCENTER HOLDINGS LLC / CITY CNG HOLDINGS INC/OH 144A COGENT COMMUNICATIONS GRO 144A CJ CORP KSWN5000 CNH EQUIPMENT TRUST A A4 COGNETAS FUND II 'B' LP CKX 12/11 (FIXED 9%) TLB CNH EQUIPMENT TRUST B A4 COGNIZANT TECHNOLOGY SOLUTIONS CLAIRE'S STORES INC CNH GLOBAL NV CO-INVESTMENT 2000 FUND L P

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COLDMAN/WHITEHALL V & VI COMMERCIAL MORTGAGE ASSET C2 E COMPAGNIE FINANCIERE RICHEMONT COLFAX CORP COMMERCIAL MORTGAGE C1 F 144A COMPAL ELECTRONICS INC 144A COLGATE-PALMOLIVE CO COMMERCIAL MORTGAGE C2 F 144A COMPAL ELECTRONICS-REG S GDR COLGATE-PALMOLIVE INR1 DEMAT COMMERCIAL MORTGAGE PA LB1A A2 COMPASS GROUP ORD GBP0.10 COLLECTIVE BRANDS INC COMMERCIAL MORTGAGE PAS LB1A D COMPASS MINERALS INTERNATIONAL COLLEGE LOAN CORP TRUST 1 A2 COMMERCIAL MORTGAGE PASS C6 AJ COMPUTACENTER ORD GBP0.06 COLLER INTERNATIONAL PARTNERS COMMERCIAL MORTGAGE PASS C6 B COMPUTER ENGINEERING CFD COLLINS & AIKMAN FL TANDUS TLB COMMERCIAL MORTGAGE PASS C7 A4 COMPUTER MODELLING GROUP LTD COLLINS & AIKMAN PRODS CO 144A COMMERCIAL MORTGAGE PASS C8 A4 COMPUTER SCIENCES CORP COLOMBIA (REP OF) DEB COMMERCIAL MORTGAGE PASS C9 A4 COMPUTER TASK GROUP INC COLOMBIA (REPUBLIC OF) COMMERCIAL MORTGAGE PASS C9 B COMPUTERSHARE NPV (DFD 1 POST COLOMBIA GOVERNMENT INTERNATIO COMMERCIAL MORTGAGE PASS CR1 C COMPUWARE CORP COLONIAL PROPERTIES TRUST COMMERCIAL MORTGAGE PASS LC4 C COMSCORE INC COLONY FINANCIAL INC COMMERCIAL MORTGAGE PASS LC4 D COMSTOCK RESOURCES INC COLONY INVESTORS VIII LP COMMERCIAL MORTGAGE THL E 144A COMTECH TELECOMMUNICATIONS COR COLOPLAST SER 'B' DKK5 COMMERCIAL MORTGAGE THL F 144A COMVERSE TECHNOLOGY INC COLORADO ST BLDG EXCELLENT COMMERCIAL MTG 99-C1 144A CONAGRA FOODS INC COLRUYT SA NPV COMMERCIAL MTG 99-C1 CL F 144A CONCENTRIC AB COLT GROUP SA COMMERCIAL MTG TR99 C2 G 144A CONCEPTUS INC COLUMBUS GA WTR & SWR REVENUE COMMERZBANK AG NPV CONCHO RESOURCES INC COLUMBUS INTERNATIONAL IN 144A COMMIT TO PUR ADVANSTAR CONCHO RESOURCES INC/MIDLAND T COLUMBUS INTERNATIONAL IN REGS COMMIT TO PUR FHLMC GOLD SFM CONCORD REAL ESTATE CDO 1A A1 COLUMBUS OHIO COMMIT TO PUR FNMA SF MTG CONCUR TECHNOLOGIES INC COMCAST CABLE COMMNS EXCH NTS COMMIT TO PUR GNMA II JUMBOS CONNACHER OIL AND GAS LTD 144A COMCAST CABLE COMMUNICATIONS H COMMIT TO PUR GNMA SF MTG CONNECTICUT LIGHT & POWER CO/T COMCAST CABLE COMMUNICATIONS L COMMODITY FUND OF HEDGE FUNDS CONNECTICUT ST COMCAST CORP COMMON FUND NEW LEADERS LP CONOCOPHILLIPS COMCAST HOLDINGS CORP COMMONWEALTH BANK AUST CONOCOPHILLIPS AUSTRALIA FUNDI COMED FINANCING III COMMONWEALTH BANK OF AUST 144A CONOCOPHILLIPS CANADA FUNDING COMERICA INC COMMONWEALTH BANK OF AUSTRALIA CONOCOPHILLIPS HOLDING CO COMFORTDELGRO CORP SGD0.25 COMMONWEALTH EDISON CO CONSOL ENERGY INC COMISION FED DE ELECTRIC COMMONWEALTH FING AUTH PA REV CONSOLIDATED COMMUNICATIO 144A COMM 2000 C1 CL G 144A COMMONWEALTH REIT CONSOLIDATED CONTAINER 6/12 COMM 2004 RS1 LTD 144A 3C7 COMMSCOPE INC 144A CONSOLIDATED EDISON CO OF NEW COMM 2006-FL12 CL A-J 144A COMMUNITY BANK SYSTEM INC CONSOLIDATED EDISON INC COMM 2012-CCRE1 MTG CL D 144A COMMUNITY CHOICE FINANCIA 144A CONSOLIDATED GRAPHICS INC COMMERCE BANCSHARES INC/MO COMMUNITY HEALTH SYSTEMS INC CONSOLVE INCORPORATED SER D COMMERCE HV/NEW SPRING CAPITAL COMMVAULT SYSTEMS INC CONSOLVE INCORPORATED SER E COMMERCIAL INTL BANK(EGYPT) COMNI 2009-A12 A12 CONSTELLATION BRANDS INC COMMERCIAL METALS CO COMNI 2009-A13 CONSTRUCCIONES Y AUXILIAR DE COMMERCIAL MORTGAGE ASSE C2 A3 COMPAGNIE DE SAINT-GOBAIN CONSUMERS ENERGY CO COMMERCIAL MORTGAGE ASSET C1 D COMPAGNIE FINANCIERE CONTACT ENERGY NPV

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CONTANGO OIL & GAS CO CORNING INC COUNTRYWIDE ASSET-BACKE 22 2A2 CONTIMORTGAGE HOME EQUIT 4 B1F CORONA CORP JPY50 COUNTRYWIDE ASSET-BACKED 2 M1 CONTINENTAL AG NPV CORONADO BAY CLUB (MISC COUNTRYWIDE ASSET-BACKED 3 AF4 CONTINENTAL AIRLINES 2000-2 CL CORONATION FUND MA ZAR0.0001 COUNTRYWIDE ASSET-BACKED 5 2A2 CONTINENTAL AIRLINES 2010-1 CL CORP ANDINA DE FOMENTO COUNTRYWIDE ASSET-BACKED 5 M2 CONTINENTAL AIRLINES 2012-1 PA CORP FINANCIERA DE DESARR 144A COUNTRYWIDE ASSET-BACKED 7 MV3 CONTINENTAL AIRLS 05-ERJ1 CORP GEO SAB DE CV 144A COUNTRYWIDE ASSET-BACKED S1 A2 CONTINENTAL AIRLS 06-1 P/T G CORPORATE OFFICE PROP TR COUNTRYWIDE HOME 06BC2N N 144A CONTINENTAL AIRLS PASSTHRU TR CORPORATE OFFICE PROPERTIES TR COUNTRYWIDE HOME EQUITY L C 2A CONTINENTAL CORP/THE CORPORATION BK INR10 DEMAT COUNTRYWIDE HOME EQUITY L D 2A CONTINENTAL RESOURCES INC 144A CORPUS CHRISTI TEX INDPT SCH COUNTRYWIDE HOME EQUITY L G 2A CONTINENTAL RESOURCES INC/OK CORRECTIONS CORP OF AMERICA COUNTRYWIDE HOME EQUITY L I 2A CONVATEC 12/10 (USD) TL COSAN LTD SHS -A- COUNTRYWIDE HOME EQUITY L O 1A CONVATEC HEALTHCARE E SA 144A COSCO CORPORATION (SINGAPORE) COUNTRYWIDE HOME EQUITY LO A A CON-WAY INC COSCO PACIFIC ORD HK$0.1 COUNTRYWIDE HOME EQUITY LO F A CONWERT IMMOBILIEN NPV COSHOCTON OHIO CITY SCH DIST COUNTRYWIDE HOME EQUITY LO I A COOKSON GROUP CFD COSMO OIL COUNTRYWIDE HOME LOAN 12 11A2 COOKSON GROUP ORD GBP1 COST PLUS INC COUNTRYWIDE HOME LOAN HYB9 1A1 COOPER COS INC/THE COSTAIN GROUP PLC COUNTRYWIDE HOME LOAN M 18 1A1 COOPER ENERGY NL NPV COSTAR GROUP INC COUNTRYWIDE HOME LOAN M 21 A11 COOPER INDUSTRIES PLC COSTCO WHOLESALE CORP COUNTRYWIDE HOME LOAN MO 10 A2 COOPER TIRE & RUBBER CO COTT BEVERAGES INC COUNTRYWIDE HOME LOAN MO 10 A5 COOPER US INC COTT CORP COUNTRYWIDE HOME LOAN MO 14 A6 COOPERATIEVE CENTRALE RAIFFEIS COTTON NO 2 FUTURE (NYB) COUNTRYWIDE HOME LOAN MO 21 A1 COOPER-STANDARD AUTOMOTIVE INC COULEE MED FNDTN WASH REV COUNTRYWIDE HOME LOAN MO 21 A8 COP I LLC COUNTRY GARDEN HLDGS CO LTD COUNTRYWIDE HOME LOAN MO 2R A1 COP/USD SPOT OPTION 2012 COUNTRYWIDE ALTERNATI 11T1 A21 COUNTRYWIDE HOME LOAN MOR 1 A3 COPA HOLDINGS S A CL A COUNTRYWIDE ALTERNATI 20CB 1A2 COUNTRYWIDE HOME LOAN MOR 1 A7 COPANO ENERGY LLC / COPANO ENE COUNTRYWIDE ALTERNATI 2CB 1A15 COUNTRYWIDE HOME R1 1AF1 144A COPART INC COUNTRYWIDE ALTERNATI 40T1 2A6 COUNTRYWIDE HOME R2 1AF1 144A COPPER FUTURE (CMX) COUNTRYWIDE ALTERNATIV 15CB A5 COVANCE INC COPPER FUTURE (LME) COUNTRYWIDE ALTERNATIV 21T1 A2 COVANTA HOLDING CORP COPPER MOUNTAIN MINING CORP COUNTRYWIDE ALTERNATIV 22T1 A5 COVENTRY HEALTH CARE INC CORBY DISTILLERIES COUNTRYWIDE ALTERNATIV 24CB A1 COVIDIEN INTERNATIONAL FINANCE CORE LABORATORIES N V COUNTRYWIDE ALTERNATIV 27CB A1 COVIDIEN PLC CORELOGIC INC COUNTRYWIDE ALTERNATIV 9T1 2A3 COX COMMUNICATIONS INC CORELOGIC INC/UNITED STAT 144A COUNTRYWIDE ALTERNATIV J10 1A3 CPAFVC716X2 OAKTREE LOAN FUND CORIO NV EUR10 COUNTRYWIDE ALTERNATIV OA21 A1 CPG INTERNATIONAL INC CORN FUTURE (CBT) COUNTRYWIDE ASSET-BACK 11 1AF3 CPI INTERNATIONAL INC CORNELL UNIVERSITY COUNTRYWIDE ASSET-BACK 13 1AF3 CPP GROUP PLC CORNERSTONE ONDEMAND INC COUNTRYWIDE ASSET-BACK 13 3AV2 CPS AUTO TRUST 11-C D 144A CORNERSTONE PATRIOT FUND LP COUNTRYWIDE ASSET-BACKE 14 3A2 CPS AUTO TRUST A B

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CPS AUTO TRUST A C 144A CREDIT SUISSE FIRST BOST C3 A5 CRICKET COMMUNICATIONS INC CPS AUTO TRUST B C 144A CREDIT SUISSE FIRST BOST INTL CROATIA CPS AUTO TRUST B D 144A CREDIT SUISSE FIRST BOSTO C3 D CROATIA GOVERNMENT INTERNATION CR BARD INC CREDIT SUISSE FIRST BOSTON CROATIA GOVERNMENT INTL BOND CRANE CO CREDIT SUISSE GROUP AG CHF0.04 CROATIA GOVERNMENT INTL BONDS CRANSWICK PLC CREDIT SUISSE GUERNSEY CROCS INC CRC HEALTH 1/11 EXTENDED TLB2 CREDIT SUISSE INTERNATIONAL CRODA INTL ORD 10P CRC HEALTH CORP CREDIT SUISSE INTL CROOZ INC CRCAM NORD DE FRANCES EUR3.05 CREDIT SUISSE MO 12R 15A1 144A CROSS ATLANTIC TECHNOLOGY FUND CREDEM EUR1 CREDIT SUISSE MOR 12R 6A1 144A CROSSTEX ENERGY LP CREDICORP LTD CREDIT SUISSE MORTGAGE C C1 A3 CROSSTEX ENERGY LP / CROSSTEX CREDIT ACCEPTANCE CORP CREDIT SUISSE MORTGAGE C C1 A4 CROWN CASTLE (1/12) DELAYED CREDIT AGRICOLE HOME LOAN SFH CREDIT SUISSE MORTGAGE C C1 AM CROWN CASTLE INTERNATIONAL COR CREDIT AGRICOLE SA CREDIT SUISSE MORTGAGE C C4 A3 CROWN CASTLE TOWERS LLC 144A CREDIT AGRICOLE SA EUR3 CREDIT SUISSE NASSAU CROWN HOLDINGS INC CREDIT AGRICOLE SA/LONDON 144A CREDIT SUISSE NIMS 06-3 B 144A CROWN LIMITED NPV CREDIT CORP GROUP NPV CREDIT SUISSE SHIRLEY AND CHA CROWN MEDIA HOLDINGS INC CREDIT LINKED SER 24 144A CREDIT SUISSE USA INC CROWN NEWCO 3 PLC CREDIT SAISON CO NPV CREDIT SUISSE/NEW YORK NY CRUDE OIL FUTURE (NYM) CREDIT SUISSE 2000-FL1 CL V-1 CREDO PETROLEUM CORP CS LOXINFO PCL CREDIT SUISSE 2007-TFL1 L 144A CREDT 2004 1 LTD CS STRATEGIC PARTNERS IV LP CREDIT SUISSE AG/GUERNSEY 144A CREE INC CS STRATEGIC PARTNERS IV RE LP CREDIT SUISSE FB 01 CK6 144A CRESCENT POINT ENERGY CORP CS STRATEGIC PARTNERS IV VC LP CREDIT SUISSE FB 02 26 B4 144A CRESI FINANCE LP 2006-A E CS STRATEGIC PTNRS V CREDIT SUISSE FB 02 26 B5 144A CRESIX FINANCE LTD CREDIT LINK CSAB MORTGAGE BACKED TRU 2 A5A CREDIT SUISSE FB 02 26 IV B3 CREST 2000 1 LTD CL D 144A CSAB MORTGAGE BACKED TRUS 1 A5 CREDIT SUISSE FB 02 CKS4 144A CREST 2000 1 LTD PFD 144A CSAB MORTGAGE BACKED TRUS 2 A2 CREDIT SUISSE FB 02-CP3 144A CREST CLARENDON 02-1 B1 144A CSAB MORTGAGE BACKED TRUS 4 A5 CREDIT SUISSE FB 04-C4 144A CREST CLARENDON 02-1 B-2 144A CSAM FUNDING 3X D CREDIT SUISSE FB 97-C2 H 144A CREST CLARENDON STR 021 D 144A CSAM FUNDING 4A C1 144A CREDIT SUISSE FB 98-C1 H 144A CREST DARTMOUTH STR 03 1 144A CSC HOLDINGS 5/09 EXT TLB2 CREDIT SUISSE FB 98-C2 144A CREST DARTMOUTH STR 1A B1 144A CSC HOLDINGS LLC CREDIT SUISSE FIRST BO 10 10A2 CREST G STAR 2001 2 144A CSE SYS & ENGR SGD0.05 CREDIT SUISSE FIRST BO CKN2 C1 CREST G STAR 2001 2 CL C 144A CSFB STRATEGIC PARTNERS II CREDIT SUISSE FIRST BO FIX1 A5 CRESTON ORD GBP0.10 CSFB STRATEGIC PARTNERS II LP CREDIT SUISSE FIRST BOS CK2 A3 CRESTVIEW CAPITAL PARTNERS LP CSFB STRATEGIC PARTNERS III RE CREDIT SUISSE FIRST BOS CKS4 B CRESTVIEW PARTNERS II PF LP CSFB STRATEGIC PARTNERS III VC CREDIT SUISSE FIRST BOST 1 3A1 CRF 18 LLC USA CMNTY 144A A3 CSFB STRATEGIC PARTNERS III-B CREDIT SUISSE FIRST BOST C1 A4 CRH AMERICA INC CSI PROPERTIES LTD CREDIT SUISSE FIRST BOST C2 A2 CRH CSE DE REFINANCE L'HABITAT CSL ORD NPV CREDIT SUISSE FIRST BOST C2 A3 CRH ORD EUR0.32 CSM NV CVA PART EXCH EUR0.25 CREDIT SUISSE FIRST BOST C3 A4 CRH ORD EUR0.32 DUBLIN LIST CSMC 2006-TF2A B

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CSN ISLANDS CORP XI CYTEC INDUSTRIES INC DAIKYO INC Y50 CSN ISLANDS XI CORP 144A CZECH REPUBLIC DAIKYO INC Y50 CFD CSN RESOURCES SA REGS CZK/EUR SPOT OPTION 2012 DAILY EMERGING MKTS INDEX NON CSR CORP LTD CZK/USD SPOT OPTION 2012 DAILY MAIL & GENERAL TRUST 'A' CSR PLC CFD D A CONSORTIUM INC NPV DAILY MAIL&GENERAL TST -A NV CSS INDUSTRIES INC D. CARNEGIE & CO AB SEK2 DAIMLER AG ORD NPV CSX CORP D/S NORDEN A/S DAIMLER FINANCE DISC CSX TRANSPORTATION INC DAE AVIATION HOLDINGS INC TLB1 DAIMLER FINANCE NORTH AME 144A CTCI CORP ORD TWD10 DAE AVIATION HOLDINGS TLB2 DAIMLER FINANCE NORTH AMERICA CTRIP.COM INTERNATIONAL LTD DAE WON KANG UP KRW5000 DAIMLER INTERNATIONAL FINANCE CTS CORP DAEDUCK GDS KRW500 DAINICHI CO Y50 CTS EVENTIM NPV DAEGU DEPARTMENT STORE KRW5000 DAINIPPON SUMITOMO PHARMA CO CUBESMART DAEHAN FLOUR MILL CO DAIRY CREST GROUP ORD 25P CUBIC CORP DAEKYO KRW5000 DAISHIN SECURITIES CO KSWN5000 CULLEN/FROST BANKERS INC DAESANG CORP KRW1000 DAITO TRUST CONSTRUCTION Y50 CUMMINS INC DAESANG HOLDINGS CO LTD DAIWA HOUSE INDUSTRY CO LTD CUMULUS MEDIA (COV-LITE 9/11) DAETWYLER HLDGS CHF5 (POST DAIWA HOUSE INDUSTRY CO Y50 CUMULUS MEDIA HOLDINGS INC DAEWOONG PHARM CO KRW2500 DAIWA INDUSTRIES NPV CUMULUS MEDIA INC DAH CHONG HONG HLDGS HKD0.15 DAIWA SECS GROUP NPV CUMULUS MEDIA INC WARRANT CTF DAH SING FINANCIAL HLDGS HK$2 DAIWA SEIKO INC JPY50 CFD CURTISS-WRIGHT CORP DAI ICHI SEIKO CO LTD NPV CFD DAIWABO CO LTD JPY50 CVC CAPITAL PARTNERS ASIA DAI NIPPON PRINTING CO LTD CFD DALECO RES CORP COM NEW CVC EUROPEAN EQUITY PART V DAI NIPPON PRINTING CO Y50 DALIAN PORT (PDA) CO 'H'CNY1 CVI GLOBAL VALUE FUND A LP DAI NIPPON TORYO CFD DALLAS CNTY TEX HOSP DIST CVR ENERGY INC DAICEL CORP DALLAS-FORT WORTH TEX INTL ARP CVS CAREMARK CORP DAI-CHI LIFE INS CO LTD CFD DANA HOLDING CORP CVS PASS-THROUGH TRUST DAIDO KOGYO CO LTD JPY50 DANAHER CORP CVS PASS-THROUGH TRUST 144A DAIDO STEEL CO Y50 DANIELI & C EUR1 CWMBS INC 03-40 CHL MTG 144A DAIFUKU CO Y50 DANISCO A/S DKK20 CWMBS INC 03-40 CTF B-4 144A DAIHATSU DIESEL JPY50 DANONE CWMBS INC 03-R3 CTF B-3 DAIHATSU MOTOR CO CFD DANSKE BANK A/S CWMBS INC 05-R2 MTG P/T 2A4 DAIHATSU MOTOR CO Y50 DANSKE BANK A/S 144A CWMBS REPERFORMING 02 1 144A DAIHO CONSTRUCTION JPY50 DANSKE BANK A/S SUB MTN CWMBS REPERFORMING 02 R3 144A DAIICHI CHUO KISUE CFD DANSKE BANK AS DKK10 CWMBS REPERFORMING 02-R3 144A DAI-ICHI LIFE INSURANCE CO LTD DANSKE BANK AS EMTN CWMBS REPERFORMING LN 021 144A DAIICHI SANKYO COMPANY LIMITED DANVILLE MANAGEMENT UNIT CWMBS REPERFORMING LN 02-2 2B5 DAIICHI SANKYO COMPANY LTD CFD DANVILLE PA AREA SCH DIST CWMBS REPERFORMING LN 03-R1 DAIKI ALUMINIUM JPY50 CFD DAOU DATA SYSTEM C KRW500 CYBERAGENT INC DAIKIN INDUSTRIES Y50 DAOU TECHNOLOGY INC KRW500 CYBERONICS INC DAIKO CLEARING SERVICES CFD DAPHNE INTERNATIONAL HOLDINGS CYBEROPTICS CORP DAIKOKU DENKI CO NPV DARDEN RESTAURANTS INC CYPRESS SEMICONDUCTOR CORP DAIKOKU DENKI CO NPV CFD DARLING INTERNATIONAL INC

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DARMA HENWA PT TBK DELMARVA POWER & LIGHT CO DESTINATION MATERNITY CORP DART GROUP ORD GBP0.0125 DE'LONGHI SPA 1.5EUR DETOUR GOLD CORP DARTMOUTH COLLEGE DELPHI AUTOMOTIVE PLC DETROIT EDISON CO/THE DASSAULT SYSTEMES SA EUR1 DELPHI CORP DETROIT EDISON COMPANY DATA COMMUNICATIONS SYS CO DELPHI FINANCIAL GROUP INC DETROIT EDISON SECURITIZA 1 A5 DATA GROUP INC DELTA AIR LINES (3/11) TL DEUTSCHE BANK AG LONDON DATATEL 1/12 TL DELTA AIR LINES 2002-1 CLASS G DEUTSCHE BANK AG ORD NPV REGD DAVITA (10/10) TLB DELTA AIR LINES 2007-1 CLASS A DEUTSCHE BANK AG/LONDON DAVITA INC DELTA AIR LINES 2010-1 CLASS A DEUTSCHE BOERSE AG NPV DAVITA INC 1L GTD SR S DELTA AIR LINES 2010-2 CLASS A DEUTSCHE BUNDESREPUBLIK I/L BD DAYTON HUDSON BDS DELTA AIR LINES INC DEUTSCHE EUROPEAN PARTNERS IV DB CASH COLLATERAL DELTA AIR LINES INC 144A DEUTSCHE FINANCIAL CAPITA I A2 DBS HLDGS SGD1 DELTA AIR LINES SER 07-1C DEUTSCHE LUFTHANSA AG ORD NPV DBUBS LC2 A2 144A DELTA APPAREL INC DEUTSCHE MTG 98-C1 CL J 144A DBUBS MORTGAGE TRUST 11-LC1AE DELTA ELECTRONIC TW $10 DEUTSCHE POST AG NPV DBUBS MTG TR 11-LC1A F 144A DELTA LLOYD NV DEUTSCHE POST AG NPV (REGD) DCC ORD CFD DELTA-GALIL IND ORD ILS1 DEUTSCHE TELEKOM AG NPV (REGD) DCC ORD EURO0.25 DELTICOM AG DEUTSCHE TELEKOM INTERNAT 144A DCI GIM VTC APTS DELUXE 12/11 TLB DEUTSCHE TELEKOM INTERNATIONAL DCI GIM VTC CONDOS DEMANDWARE INC DEUTSCHE WOHNEN AG NPV (BR) DCM JAPAN HOLDINGS CO LTD CFD DENA BANK INR10(DEMAT T5) DEUTSCHLAND I/L BOND DCP MIDSTREAM LLC 144A DENA CO LTD NPV DEUTZ AG NPV DCP MIDSTREAM PARTNERS LP DENA CO LTD NPV CFD DEVON ENERGY CORP DDR CORP DENALI MRKT NEUTRAL EQ FD DEVON FING CORP ULC DEB DE LA RUE ORD CFD DENBURY RESOURCES INC DEVON OEI OPERATING LLC DE MASTER BLENDERS EUR0.12 DENDREON CORP DEVON PARK BIOVENTURES LP DEALERTRACK HOLDINGS INC DENHAM COMMODITY PARTNERS VI DEVRO ORD 10P DEAN FOODS 4/07 TLB DENISON MINES CORP DEVRY INC DEAN FOODS CO DENKI KAGAKU KOGYO Y50 DEWEY HOME LOAN DEBENHAMS ORD GBP0.01 (WI) DENMARK I/L GOVERNMENT BOND DEX MEDIA EAST INC TL DECCAN CHRONICLE H INR2 (POST DENMARK(KINGDOM OF) DEXCOM INC DECEUNINCK NPV DENSO CORPORATION NPV DEXIA CREDIT LOCAL DECKERS OUTDOOR CORP DENTSPLY INTERNATIONAL INC DEXIA MUNICIPAL AGENCY SA DEERE & CO DENTSPLY INTL INC NEW COM DEXUS PROPERTY GROUP NPV DEL MONTE (COV-LITE 2/11) TLB DENTSU INC NPV DFC GLOBAL CORP DEL MONTE CORP DENTSU INC NPV CFD DIAGEO CAPITAL PLC DELAWARE ST DENVER CLUB BUILDING BINDER DIAGEO ORD 28 101/108P DELAWARE STRUCTURED DEPOMED INC DIAGEO PLC DELEK GROUP ILS1 DERICHEBOURG DIAGNOSTICOS DA AM COM NPV DELHAIZE GROUP DERWENT LONDON PLC GBP0.05 DIALOG SEMICONDUCTOR GBP0.10 DELHAIZE GROUP SA DESARROLLADORA HOMEX SAB 144A DIAMOND OFFSHORE DRILLING INC DELL INC DESARROLLADORA HOMEX SAB DE CV DIAMOND RESORTS CORP

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DIAMOND ROOFING TILES PCL DKK INTEREST DONGWON FOOD & BEVE KRW5000 DIAMONDROCK HOSPITALITY CO DKSH HOLDING AG DONGYUE GROUP DIASORIN SPA EUR1 DLF LIMITED COM STK NPV DOOSAN CO KRW5000 DIC CORPORATION CFD DLJ COMMERCIAL MORTGAG CKP1 B3 DOOSAN HEAVY INDUSTRY KRW5000 DICK'S SPORTING GOODS INC DLJ MERCHANT BANKING PARTNERS DOREL INDUSTRIES INC DICKS SPORTING GOODS INC OC DLJ MERCHANT BANKING PTNRS LP DORMAN PRODUCTS INC DICKSONS CONCEPT INTERNATIONAL DLJ REAL EST CAP PRTNRS II LP DOT HEADQUARTERS II 2004 A-2 DIEBOLD INC DLJ REAL ESTATE CAPITAL DOUGLAS EMMETT INC DIGICEL GROUP LTD REGS DLJ REAL ESTATE CAPITAL PRTNRS DOUGLAS PARK DIGICEL GROUP LTD SR 144A DLJ STRATEGIC PARTNERS LP DOVER CORP DIGICEL LTD REGS DMCI HLDGS INC PHP1 DOVER STREET VII LP DIGITAL CINEMA (3/11) TLB DNB ASA DOW CHEMICAL CO/THE DIGITAL GARAGE NPV CFD DNB NOR BANK ASA DOWNSTREAM DEVELOPMENT AU 144A DIGITAL GENERATION INC DNB NOR BOLIGKREDITT DP WORLD LTD DIGITAL REALTY TRUST INC DNO INTERNATIONAL ASA DR CI:LABO CO LTD DIGITAL REALTY TRUST LP DOGUS OTOMOTIV SER TRY1 DR HORTON INC DIGITALGLOBE (10/11) TLB DOLAN CO/THE DR PEPPER SNAPPLE GROUP INC DILLARD'S INC DOLBY LABORATORIES INC DRA GROWTH & INCOME FD VII LLC DINEEQUITY INC DOLLAR GENERAL 3/12 EXT TLC DRA GROWTH AND INCOME VI LLC DIPLOMA PLC NEW ORD GBP0.05 DOLLAR GENERAL CORP DRAEGERWERK AG DIRECIONAL ENGENHARIA SA DOLLAR GENERAL CORP TL B-1 DRAEGERWERK AG & CO KGAA DIRECTCASH PAYMENTS INC DOLLAR THRIFTY AUTOMOTIVE GROU DRAGON HILL WULING AUTOMOBILE DIRECTV DOLLAR TREE INC DRAGON OIL LTD ORD EUR0.10 CFD DIRECTV HOLDINGS LLC / DIRECTV DOLLARAMA INC DRAPER FISHER JURVETSON FUND DISCOVER BANK/GREENWOOD DE DOLPHIN ENERGY LTD DRAPER FISHER VII L P DISCOVER CARD MASTER TRU A1 A1 DOLPHIN ENERGY LTD 144A DRAPER TRIANGLE VENTURES DISCOVER CARD MASTER TRU A2 A2 DOLPHIN ENERGY LTD REGS DRAPER TRIANGLE VENTURES II LP DISCOVER CARD MASTER TRU A4 A4 DOM MFA CASH COLL BCY DRAX GROUP ORD GBP0.1155172 DISCOVER CARD MASTER TRUS A2 A DOM MFA CASH COLL FOB DRB-HICOM BERHAD ORD MYR1 DISCOVER CARD MASTER TRUS A3 A DOMINICAN REPUBLIC INTERNATION DRDGOLD LTD DISCOVER FINANCIAL SERVICES DOMINICAN REPUBLIC INTL DREAMWORKS ANIMATION SKG INC DISCOVERY COMMUNICATIONS INC DOMINION RESOURCES INC/VA DRESSER-RAND GROUP INC DISCOVERY COMMUNICATIONS LLC DOMTAR CORP DREYFUS INSTL CASH ADVANTAGE DISCOVERY FUNDING CORP DONALDSON CO INC DS SMITH PLC CFD DISCOVERY HLDGS ZAR0.001 DONEGAL GROUP INC CL A DS SMITH PLC GBP0.10 DISH DBS CORP DONG IL CORP KSWN5000 DSG INTERNATIONAL PLC CFD DISH DBS CORP 144A DONG WHA PHARM KRW5000 DST SYSTEMS INC DISH NETWORK CORP DONGBLI SECURITIES KRW5000 DSV DKK1 (POST SUBDIVISION) DISH TV INDIA LTD INR1 DONGBU ENG & CONST KRW5000 DSW INC DISTRIBUIDORA INTERNACIONAL DE DONGBU INSURANCE KRW500 DT AUTO OWNER TRUST 2A A 144A DJ EURO STOXX 50 FUTURE (EUX) DONGFENG MOTOR GROUP CIE LTD DT AUTO OWNER TRUST 3A A 144A DJO FINANCE LLC / DJO FINANCE DONGIL INDUSTRIES KRW5000 DTE ENERGY CO

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DU PONT E I DE NEMOURS & CO EASYJET ORD EKSPORTFINANS A/S DU PONT EI DE NEMOURS & CO EASYLINK SERVICES INTERNATIONA EKSPORTFINANS ASA DUBAI HOLDING COMMERCIAL OPERA EATON CORP EL PASO ELECTRIC CO DUBIN CLARK FUND II LP EATON VANCE CORP EL PASO LLC DUBLIN OHIO CITY SCH DIST EBAY INC EL PASO NATURAL GAS CO DUCOMMUN INC EBIX INC EL PASO PIPELINE PARTNERS LP DUERR BETEILIGUNGS AG DEM5 EBS BUILDING L L C CL A EL PASO PIPELINE PARTNERS OPER DUKE ENERGY CAROLINAS LLC EBS LITIGATION L L C CL A EL PUERTO DE LIVERPOOL SAB DE DUKE ENERGY CORP EBS PENSION L L C CL A EL SALVADOR (REP OF NTS USD DUKE ENERGY CORP SR NTS ECHO ENTERTAINMENT GROUP LTD EL SALVADOR GOVERNMENT INTERNA DUKE ENERGY INDIANA INC ECHOSTAR CORP ELAN CORP ORD EUR0.05 DUKE REALTY CORP ECOLAB INC ELBIT SYSTEMS ILS1 DUKE REALTY LP ECOPETROL SA ELDORADO GOLD CORP DULUXGROUP LTD ECOSYNTHETIX INC ELDORADO RESORTS LLC / EL 144A DUN & BRADSTREET CORP ECUADOR (REPUBLIC OF) ELEC & ELTEK INTERNATIONAL CO DUNDEE CORPORATION EDCON PROPRIETARY LTD ELEC POWER DEV NPV DUNDEE PRECIOUS METALS INC EDELMAN FINANCIAL GROUP INC ELEC POWER DEV NPV CFD DUNKIN' BRANDS GROUP INC EDENRED ELECTRICAL COMPONENTS (2/11) DUPONT FABROS TECHNOLOGY INC EDF EUR0.5 ELECTROCOMPONENTS PLC CFD DUPONT FABROS TECHNOLOGY LP EDGEN MURRAY CORP ELECTROLUX AB SER 'B' NPV DUSA PHARMACEUTICALS INC EDGEWATER GROWTH CAP PARTNERS ELECTRONIC ARTS INC DWANGO CO LTD CFD EDGEWATER PRIVATE EQUITY FUND ELECTRONICS FOR IMAGING INC DYCOM INDUSTRIES INC EDION CORP NPV ELEKTA SER B NPV DYCOM INVESTMENTS INC EDION CORP NPV CFD ELEMENTIS PLC ORD GBP0.05 DYDO DRINCO INC JPY50 EDISON BROS STORES INC COM NEW ELEVATION PARTNERS LP DYNAMIC ELECTRONICS CO TWD10 EDISON BROS STORES INC SR NTS ELI LILLY & CO DYNAPACK INTERNATIONAL EDISON EUR1 ELISA CORPORATION DYNASTY CERAMIC CO THB1(ALN EDISON INTERNATIONAL ELITEGROUP COMPUT TWD10 DYNASTY FINE WINES GROUP LTD EDISON MISSION ENERGY ELIZABETH ARDEN INC DYNCORP INTERNATIONAL INC EDISON VENTURE FD II LP ELMOS SEMICONDUCTOR AG NPV E*TRADE FINANCIAL CORP EDISON VENTURE FUND III ELRINGKLINGER AG NPV E.ON AG NPV EDP ENERGIAS PORTUGAL ELSTER GROUP SE E1 CORPORATION KRW5000 EDUCATIONAL FUNDING OF TH 1 A2 ELWOOD ENERGY LLC SR SECD BD E2V TECHNOLOGIES ORD GBP0.05 EDWARDS LIFESCIENCES CORP EMAAR PROPERTIES COMPANY AED1 EADS EURO AERO DEF EUR 1 EESTI ENERGIA AS EMAC OWNER TR 1998-1 NTS 144A EAGLE ROCK ENERGY PARTNERS LP EFG INTERNATIONAL AG CHF0.50 EMAC OWNER TR NT 00-1 A-2 144A EAST BATON ROUGE LA SWR COMMN EGE HAINA FINANCE CO EMAP NON-CUM RD PRF B SHS EAST BAY CA MUNI UTILITY DIST EGYPT GOVERNMENT AID BONDS EMBANET-COMPASS (7/11) TLB EAST JAPAN RAILWAY CO CFD EI DU PONT DE NEMOURS & CO EMBRAER OVERSEAS LTD EAST JAPAN RAILWAY CO Y50000 EIFFAGE EUR4(POST SUBDIVISION) EMBRAER SA EAST WEST BANCORP INC EISAI CO Y50 EMC CORP/MASSACHUSETTS EASTMAN CHEMICAL CO EIZO NANAO CORP NPV EMC MTG 02 A CL A1 144A

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EMC MTG LN TR 02 B CL A1 144A ENERGY PARTNERS V LP EP ENERGY (COV-LITE 4/12) TL EMC MTG LN TR 03-A CL A-1 144A ENERGY SELECT SECTOR SPDR FUND EPAM SYSTEMS INC EMCOR GROUP INC ENERGY SPECTRUM PARTNERS IV LP EPICOR SOFTWARE CORP EMECO HOLDINGS LIMITED NPV ENERGY TRANSFER EQUITY LP EPISIL TECHNOLOGIES INC TWD10 EMERALD PERFORMANCE MATERIALS ENERGY TRANSFER PARTNERS LP EPISTAR CORP TWD10 EMERALD TALF FUND LP ENERGY XXI GULF COAST INC EPOCRATES INC EMERGENCY MEDICAL SERVICES COR ENERPLUS CORP EQT CORP EMERGING MARKETS INDEX NON ENERSYS EQT MIDSTREAM PARTNERS LP EMERITUS CORP ENGHOUSE SYSTEMS LTD EQUIFAX INC EMERSON ELECTRIC CO ENGLOBAL CORP EQUINIX INC EMGESA SA ESP ENI EUR EQUITY LIFESTYLE PPTYS INC EMORY UNIVERSITY ENI EUR1 EQUITY LIFESTYLE PROPERTIES IN EMPEROR INTERNATIONAL HOLDINGS ENI SPA EQUITY ONE ABS INC 2 M1 EMPIRE CO LTD ENN ENERGY HOLDINGS LTD 144A EQUITY ONE INC EMPRESA DE ENERGIA DE BOG 144A ENNIS INC EQUITY RESIDENTIAL EMPRESA DISTRIBUIDORA Y C 144A ENNIS-FLINT (2ND LIEN 3/12) ERAC USA FIN CO GTD NT 144A EMPRESAS ICA SA DE CV ENOGEX LLC 144A ERAC USA FINANCE LLC 144A EMPRESAS PUBLIC MEDELLIN ENPHASE ENERGY INC ERAMET EUR3.05 EMSC (COV-LITE 5/11) TL ENQUEST PLC ERECT CO-PARTICIPATION FUND ENAGAS SA EUR1.50 ENSCO OFFSHORE CO US GOVT GTD ERESEARCHTECHNOLOGY INC ENBRIDGE ENERGY LP ENSCO PLC ERICSSON (L.M.) ENBRIDGE ENERGY PARTNERS LP ENSHU LTD JPY50 CFD ERIE CNTY PA ENBRIDGE INC ENTERCOM COMMUNICATIONS CORP ERIE INDEMNITY CO ENCANA CORP ENTERCOM RADIO LLC ERIE INDEMNITY CO CL A ENCANA CORPORATION ENTERGY ARKANSAS INC ERP OPERATING LP ENCE ENERGIA Y CELULOSA SA ENTERGY CORP ERSTE GROUP BANK AG ENCOMPASS DIGITAL 2/12 TLB ENTERGY LOUISIANA LLC ESC PRICE COMMUNICATIONS CORP ENCORE BANCSHARES INC ENTERGY MISSISSIPPI INC ESCROW ADELPHIA COMM CORP ENCORE CAPITAL GROUP INC ENTERPRISE FLEET FIN 1 A1 144A ESCROW CB ADELPHIA COM ENDO HEALTH SOLUTIONS INC ENTERPRISE FLEET FINANCIN 2 A2 ESCROW CB CENTURY COMM ENDO LIGHTING CORP JPY50 ENTERPRISE PRODUCTS OPERATING ESCROW CENTURY COMMUNI ENDOLOGIX INC ENTERPRISE PRODUCTS PARTNERS L ESCROW GCB CENTURY COM ENDURANCE SPECIALTY HLDGS LTD ENTERTAINMENT ONE LTD ESCROW GENERAL MOTORS CORP ENEL EUR1 ENTRAVISION COMMUNICATIONS COR ESKOM HOLDINGS SOC LTD ENEL GREEN POWER SPA EUR0.20 ENTROPIC COMMUNICATIONS INC ESPEC CORP Y50 ENERGEN CORP ENTRUST CAPITAL DIVERSIFIED ESPRINET SPA ENERGIAS DO BRASIL SA NPV ENTRUST KEYSTONE FUND ESPRIT HLDGS ORD HKD0.10 ENERGIZER HOLDINGS INC ENVESTNET INC ESSA BANCORP INC ENERGY DEVELOPMENT CORPORATION ENVIRONMENTAL TECTONICS CORP ESSENTIAL ENERGY SERVICES LTD ENERGY FUTURE HOLDINGS CORP ENZON PHARMACEUTICALS INC ESSEX PROPERTY TRUST INC ENERGY FUTURE INTERMEDIATE HOL EOG RESOURCES INC ESSILOR INTERNATIONAL EURO.18 ENERGY PARTNERS LTD EOP MEZZANINE 4 TERM ESTECHPHARMA CO LTD

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ESTEE LAUDER COS INC/THE EXCEL CO LTD JPY50 FAIR LAKES ESUN HOLDINGS LTD HKD0.50 EXCEL TRUST INC FAIRCHILD SEMICONDUCTOR INTERN ETFS PALLADIUM TRUST EXCELSIOR CAPITAL ASIA PRTNRS FAIRF 2004-1A A1 EULER HERMES SA EXCO RESOURCES INC FAIRFAX FINANCIAL HOLDING 144A EUR INTEREST EXCO RESOURCES NPV FAIRFAX FINANCIAL HOLDINGS LTD EUR/USD SPOT OPTION 2012 EXCO TECHNOLOGIES LTD FAIRFAX MEDIA LTD NPV EURASIA DRILLING CO LTD EXEDY CORPORATION Y50 FAIRFIELD STR SOLAR 04 1 144A EURASIAN NATURAL RESOURCES EXELIS INC FAIRVIEW CAPITAL II LP EURASIAN NATURAL RESOURCES CFD EXELON CORP FAIRVIEW CAPITAL L P EURAZEONCE NPV EXELON GENERATION CO LLC FAIRWOOD HOLDINGS HKD1.00 EUREKA II LP EXELON GENERATION CO LLC 144A FAITH INC JPY50000 EURO$ 2YR MID-CRV FUT DEC 14 EXELON GENERATION CO LLC SR NT FAITH INC JPY50000 CFD EURO$ 3YR MID-CRV FUTURE DEC 1 EXETER INDUSTRIAL VALUE FUND FAMILY DOLLAR STORES INC EURO-ASIA AGRICULTURAL HLDGS EXIDE TECHNOLOGIES FAMILYMART Y50 EUROCASH SA PLN1 EXLSERVICE HOLDINGS INC FANUC CORP EUROCOMMERCIAL EXOCELL INC CL B CONV PFD FANUC LTD CFD EUROFINS SCIENTIFIC - CW12 EXOCELL INC CL C CONV PFD FAR EAST ORCHARD LTD EUROFINS SCIENTIFIC EUR0.10 EXOCELL INC PFD FARMER MAC GTD NTS 07-1 144A EUROPEAN INVESTMENT BANK EXOCELL INC PFD CL C FARO TECHNOLOGIES INC EUROPEAN INVT BK EMTN EXOR SPA EUR1 FAST RETAILING CO LTD CFD EUROPEAN UNION EXPEDIA INC FAST RETAILING CO LTD Y50 EUTELSAT COMMUNICATIONS EXPEDITORS INTERNATIONAL OF WA FASTENAL CO EV ENERGY PARTNER LP EXPERIAN PLC ORD USD0.10 FAUJI FERTILIZER CO PKRP10 EVEN CONSTRUTORA E EXPERT GLOBAL (4/12) TLB FAURECIA EVEREST ACQUISITION LLC / 144A EXPORT-IMPORT BANK OF INDIA FBR SECURITIZATION TRUST 2 M10 EVEREST RE GROUP INC COM EXPORT-IMPORT BANK OF KOREA FCOJ - A FUTURE (NYB) EVEREST TEXTILE TWD10 EXPRESS LLC / EXPRESS FINANCE FDIC 2010-R1 TRCTF CL A EVERGRANDE REAL ESTATE GR REGS EXPRESS SCRIPTS HLDG CO FDIC TRUST R1 A EVERGRANDE REAL ESTATE GROUP L EXPRESS SCRIPTS HOLDING C 144A FEDERAL AGRIC MTG CORP NT EVERGREEN FIBREBOARD BERHAD EXPRESS SCRIPTS HOLDING CO FEDERAL EXPRESS 98-1 CTF 1A EVERGREEN MARINE CORP EXPRO FINANCE LUXEMBOURG 144A FEDERAL FARM CR BK CONS BD EVERGREEN PACIFIC PARTNERS II EXTENDED STAY AMER ESHA C 144A FEDERAL HOME LN BK CONS BD EVERGREEN PACIFIC PARTNERS LP EXTERRAN HOLDINGS INC FEDERAL HOME LN BKS CONS BD EVOGENE LTD EXTERRAN PARTNERS LP FEDERAL HOME LN MTG CORP EVOLUTION MINING LTD EXTRA SPACE STORAGE INC FEDERAL HOME LN MTG CORP DEB EVRAZ GROUP SA 144A EXXON MOBIL CORP FEDERAL HOME LN MTG CORP DEBS EVRAZ PLC EZ TEC EMPREENDIMENTOS NPV FEDERAL HOME LN MTG CORP DISC EVRAZ PLC CFD EZCORP INC FEDERAL HOME LN MTG CORP STRIP EVS BROADCAST EQUIPMENT COM F5 NETWORKS INC FEDERAL HOME LN MTG DEBS EXA CORP FABEGE AB FEDERAL HOME LOAN MORTGAGE COR EXACTTARGET INC FACEBOOK INC FEDERAL MOGUL CORP TERM LOAN B EXAMWORKS GROUP INC FACTSET RESEARCH SYSTEMS INC FEDERAL MOGUL CORP TERM LOAN C

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FEDERAL NATIONAL MORTGAGE ASSO FHLMC POOL #1K-0057 FHLMC POOL #A1-7171 FEDERAL NATL MTG ASSN FHLMC POOL #1K-1220 FHLMC POOL #A1-7477 FEDERAL NATL MTG ASSN DEBS FHLMC POOL #1L-1316 FHLMC POOL #A1-8359 FEDERAL NATL MTG ASSN DISC FHLMC POOL #1Q-0196 FHLMC POOL #A1-9399 FEDERAL NATL MTG ASSN MTN FHLMC POOL #25-8854 FHLMC POOL #A1-9457 FEDERAL NATL MTG ASSN PFD FHLMC POOL #29-1871 FHLMC POOL #A2-0913 FEDERAL NATL MTG ASSN STRIP FHLMC POOL #29-2724 FHLMC POOL #A2-1459 FEDERAL REALTY INVESTMENT TRUS FHLMC POOL #29-3681 FHLMC POOL #A2-3559 FEDERAL RLTY INVT TR SHS BEN FHLMC POOL #29-4174 FHLMC POOL #A2-3630 FEDERATED INVESTORS INC FHLMC POOL #30-0088 FHLMC POOL #A2-4430 FEDEX CORP FHLMC POOL #36-0101 FHLMC POOL #A2-5158 FELCOR LODGING LP FHLMC POOL #36-0117 FHLMC POOL #A2-5955 FELISSIMO CORPORATION NPV CFD FHLMC POOL #53-1021 FHLMC POOL #A2-6073 FENNER PLC ORD GBP0.25 FHLMC POOL #54-1726 FHLMC POOL #A2-6271 FENNER PLC ORD GBP0.25 CFD FHLMC POOL #55-5203 FHLMC POOL #A2-6966 FERRARA CANDY 6/12 TL FHLMC POOL #78-1285 FHLMC POOL #A2-8559 FERRELLGAS LP / FERRELLGAS FIN FHLMC POOL #78-3036 FHLMC POOL #A3-0207 FERREXPO FINANCE PLC FHLMC POOL #78-6190 FHLMC POOL #A3-1719 FERREXPO FINANCE PLC 144A FHLMC POOL #78-6223 FHLMC POOL #A3-2368 FERREXPO PLC CFD FHLMC POOL #78-6625 FHLMC POOL #A3-2383 FERREXPO PLC ORD GBP0 FHLMC POOL #84-7295 FHLMC POOL #A3-3037 FERRO CORP FHLMC POOL #84-7611 FHLMC POOL #A3-3358 FERROTEC CORP JPY50 FHLMC POOL #84-8727 FHLMC POOL #A3-3885 FERROVIAL SA EUR0.2 FHLMC POOL #A1-0444 FHLMC POOL #A3-5699 FERTILIZANTES HERINGER SA COM FHLMC POOL #A1-0960 FHLMC POOL #A3-6131 FFCA SECURED LENDING CORP 2 B1 FHLMC POOL #A1-1745 FHLMC POOL #A3-6227 FGI OPERATING CO LLC / FG 144A FHLMC POOL #A1-1753 FHLMC POOL #A3-6377 FHLMC POOL #00-7462 FHLMC POOL #A1-2085 FHLMC POOL #A3-6777 FHLMC POOL #17-0116 FHLMC POOL #A1-2359 FHLMC POOL #A3-7014 FHLMC POOL #17-0157 FHLMC POOL #A1-2486 FHLMC POOL #A3-7175 FHLMC POOL #17-0190 FHLMC POOL #A1-3466 FHLMC POOL #A3-7327 FHLMC POOL #17-0198 FHLMC POOL #A1-3664 FHLMC POOL #A3-8024 FHLMC POOL #17-0207 FHLMC POOL #A1-3773 FHLMC POOL #A3-8239 FHLMC POOL #1B-0349 FHLMC POOL #A1-4231 FHLMC POOL #A3-9300 FHLMC POOL #1B-3003 FHLMC POOL #A1-4245 FHLMC POOL #A3-9304 FHLMC POOL #1B-3148 FHLMC POOL #A1-4315 FHLMC POOL #A4-1017 FHLMC POOL #1G-1509 FHLMC POOL #A1-4481 FHLMC POOL #A4-1965 FHLMC POOL #1G-1574 FHLMC POOL #A1-5046 FHLMC POOL #A4-3373 FHLMC POOL #1G-1616 FHLMC POOL #A1-5198 FHLMC POOL #A4-6173 FHLMC POOL #1H-1350 FHLMC POOL #A1-5724 FHLMC POOL #A4-6224 FHLMC POOL #1H-2605 FHLMC POOL #A1-5933 FHLMC POOL #A4-6541 FHLMC POOL #1J-0008 FHLMC POOL #A1-7016 FHLMC POOL #A4-6719

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FHLMC POOL #A4-7036 FHLMC POOL #A5-8611 FHLMC POOL #A9-0769 FHLMC POOL #A4-7039 FHLMC POOL #A5-8812 FHLMC POOL #A9-1161 FHLMC POOL #A4-7040 FHLMC POOL #A5-9282 FHLMC POOL #A9-1787 FHLMC POOL #A4-7345 FHLMC POOL #A5-9302 FHLMC POOL #A9-2141 FHLMC POOL #A4-7368 FHLMC POOL #A5-9324 FHLMC POOL #A9-2909 FHLMC POOL #A4-8268 FHLMC POOL #A5-9341 FHLMC POOL #A9-3493 FHLMC POOL #A4-8600 FHLMC POOL #A5-9344 FHLMC POOL #A9-3582 FHLMC POOL #A4-9075 FHLMC POOL #A5-9510 FHLMC POOL #A9-3638 FHLMC POOL #A4-9344 FHLMC POOL #A5-9582 FHLMC POOL #A9-3792 FHLMC POOL #A5-0080 FHLMC POOL #A5-9648 FHLMC POOL #A9-3921 FHLMC POOL #A5-0131 FHLMC POOL #A5-9969 FHLMC POOL #A9-4599 FHLMC POOL #A5-0310 FHLMC POOL #A6-0146 FHLMC POOL #A9-4605 FHLMC POOL #A5-0462 FHLMC POOL #A6-0151 FHLMC POOL #A9-4835 FHLMC POOL #A5-0618 FHLMC POOL #A6-1366 FHLMC POOL #A9-4846 FHLMC POOL #A5-0785 FHLMC POOL #A6-2706 FHLMC POOL #A9-4950 FHLMC POOL #A5-0950 FHLMC POOL #A6-2998 FHLMC POOL #A9-5018 FHLMC POOL #A5-1171 FHLMC POOL #A6-3078 FHLMC POOL #A9-5085 FHLMC POOL #A5-1261 FHLMC POOL #A6-3982 FHLMC POOL #A9-5137 FHLMC POOL #A5-1369 FHLMC POOL #A6-6404 FHLMC POOL #A9-5147 FHLMC POOL #A5-1401 FHLMC POOL #A7-2247 FHLMC POOL #A9-5509 FHLMC POOL #A5-1426 FHLMC POOL #A7-4200 FHLMC POOL #A9-5554 FHLMC POOL #A5-1442 FHLMC POOL #A7-7265 FHLMC POOL #A9-5825 FHLMC POOL #A5-1771 FHLMC POOL #A7-7892 FHLMC POOL #A9-6285 FHLMC POOL #A5-1967 FHLMC POOL #A7-8147 FHLMC POOL #A9-6312 FHLMC POOL #A5-2052 FHLMC POOL #A7-8369 FHLMC POOL #A9-6385 FHLMC POOL #A5-2063 FHLMC POOL #A7-8374 FHLMC POOL #A9-6413 FHLMC POOL #A5-2109 FHLMC POOL #A7-8471 FHLMC POOL #A9-6706 FHLMC POOL #A5-2299 FHLMC POOL #A7-8901 FHLMC POOL #A9-6715 FHLMC POOL #A5-3280 FHLMC POOL #A7-8982 FHLMC POOL #A9-6908 FHLMC POOL #A5-3415 FHLMC POOL #A7-9434 FHLMC POOL #A9-7040 FHLMC POOL #A5-4040 FHLMC POOL #A7-9721 FHLMC POOL #A9-7054 FHLMC POOL #A5-4783 FHLMC POOL #A7-9748 FHLMC POOL #A9-7095 FHLMC POOL #A5-4784 FHLMC POOL #A7-9932 FHLMC POOL #A9-7232 FHLMC POOL #A5-5343 FHLMC POOL #A7-9988 FHLMC POOL #A9-7259 FHLMC POOL #A5-5786 FHLMC POOL #A8-0139 FHLMC POOL #A9-7294 FHLMC POOL #A5-6350 FHLMC POOL #A8-0969 FHLMC POOL #A9-7315 FHLMC POOL #A5-6530 FHLMC POOL #A8-1112 FHLMC POOL #A9-7474 FHLMC POOL #A5-6824 FHLMC POOL #A8-8295 FHLMC POOL #A9-7644 FHLMC POOL #A5-7492 FHLMC POOL #A8-8994 FHLMC POOL #A9-7788 FHLMC POOL #A5-7844 FHLMC POOL #A8-9324 FHLMC POOL #B1-0535 FHLMC POOL #A5-8024 FHLMC POOL #A8-9507 FHLMC POOL #B1-0742 FHLMC POOL #A5-8549 FHLMC POOL #A9-0760 FHLMC POOL #B1-0931

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FHLMC POOL #B1-1697 FHLMC POOL #C0-3489 FHLMC POOL #D6-9896 FHLMC POOL #B1-1800 FHLMC POOL #C0-3920 FHLMC POOL #D7-0002 FHLMC POOL #B1-2349 FHLMC POOL #C1-7289 FHLMC POOL #D9-3338 FHLMC POOL #B1-2419 FHLMC POOL #C1-7856 FHLMC POOL #D9-6209 FHLMC POOL #B1-4158 FHLMC POOL #C3-8551 FHLMC POOL #D9-7473 FHLMC POOL #B1-4858 FHLMC POOL #C4-2351 FHLMC POOL #E0-0573 FHLMC POOL #B1-4981 FHLMC POOL #C5-2128 FHLMC POOL #E0-0617 FHLMC POOL #B1-5090 FHLMC POOL #C5-7933 FHLMC POOL #E0-0991 FHLMC POOL #B1-5146 FHLMC POOL #C5-8962 FHLMC POOL #E0-1377 FHLMC POOL #B1-5313 FHLMC POOL #C6-0089 FHLMC POOL #E0-1418 FHLMC POOL #B1-6943 FHLMC POOL #C6-0282 FHLMC POOL #E0-1424 FHLMC POOL #B1-7614 FHLMC POOL #C6-3904 FHLMC POOL #E0-1425 FHLMC POOL #B1-9426 FHLMC POOL #C6-6912 FHLMC POOL #E0-1481 FHLMC POOL #B1-9744 FHLMC POOL #C7-4246 FHLMC POOL #E0-1489 FHLMC POOL #C0-0042 FHLMC POOL #C7-7280 FHLMC POOL #E0-1545 FHLMC POOL #C0-0092 FHLMC POOL #C7-8221 FHLMC POOL #E0-1590 FHLMC POOL #C0-0096 FHLMC POOL #C7-8238 FHLMC POOL #E0-1641 FHLMC POOL #C0-0180 FHLMC POOL #C7-8354 FHLMC POOL #E0-1653 FHLMC POOL #C0-0423 FHLMC POOL #C7-8493 FHLMC POOL #E0-1654 FHLMC POOL #C0-0439 FHLMC POOL #C7-8989 FHLMC POOL #E0-2696 FHLMC POOL #C0-0785 FHLMC POOL #C7-9358 FHLMC POOL #E0-2710 FHLMC POOL #C0-1025 FHLMC POOL #C7-9583 FHLMC POOL #E6-7645 FHLMC POOL #C0-1050 FHLMC POOL #C7-9885 FHLMC POOL #E8-3637 FHLMC POOL #C0-1079 FHLMC POOL #C8-0344 FHLMC POOL #E8-4440 FHLMC POOL #C0-1183 FHLMC POOL #C8-0354 FHLMC POOL #E8-4639 FHLMC POOL #C0-1184 FHLMC POOL #C8-0368 FHLMC POOL #E8-5417 FHLMC POOL #C0-1258 FHLMC POOL #C9-0580 FHLMC POOL #E8-8978 FHLMC POOL #C0-1396 FHLMC POOL #C9-0654 FHLMC POOL #E8-9007 FHLMC POOL #C0-1435 FHLMC POOL #C9-0675 FHLMC POOL #E9-3346 FHLMC POOL #C0-1443 FHLMC POOL #C9-0766 FHLMC POOL #E9-3956 FHLMC POOL #C0-1582 FHLMC POOL #C9-0778 FHLMC POOL #E9-5470 FHLMC POOL #C0-1598 FHLMC POOL #C9-0853 FHLMC POOL #E9-5694 FHLMC POOL #C0-1622 FHLMC POOL #C9-0859 FHLMC POOL #E9-5780 FHLMC POOL #C0-1648 FHLMC POOL #C9-0966 FHLMC POOL #E9-6797 FHLMC POOL #C0-1676 FHLMC POOL #C9-1026 FHLMC POOL #E9-7298 FHLMC POOL #C0-1754 FHLMC POOL #C9-1176 FHLMC POOL #E9-9917 FHLMC POOL #C0-1796 FHLMC POOL #D6-1911 FHLMC POOL #E9-9994 FHLMC POOL #C0-1848 FHLMC POOL #D6-2172 FHLMC POOL #G0-0044 FHLMC POOL #C0-3424 FHLMC POOL #D6-2490 FHLMC POOL #G0-1145 FHLMC POOL #C0-3469 FHLMC POOL #D6-2619 FHLMC POOL #G0-1224 FHLMC POOL #C0-3478 FHLMC POOL #D6-2798 FHLMC POOL #G0-1244 FHLMC POOL #C0-3486 FHLMC POOL #D6-7446 FHLMC POOL #G0-1443

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FHLMC POOL #G0-1444 FHLMC POOL #G0-6669 FHLMC POOL #G1-1337 FHLMC POOL #G0-1563 FHLMC POOL #G0-6742 FHLMC POOL #G1-1388 FHLMC POOL #G0-1564 FHLMC POOL #G0-6858 FHLMC POOL #G1-1399 FHLMC POOL #G0-1737 FHLMC POOL #G0-6944 FHLMC POOL #G1-1447 FHLMC POOL #G0-1782 FHLMC POOL #G0-6995 FHLMC POOL #G1-1640 FHLMC POOL #G0-1963 FHLMC POOL #G0-8004 FHLMC POOL #G1-1748 FHLMC POOL #G0-1980 FHLMC POOL #G0-8005 FHLMC POOL #G1-1759 FHLMC POOL #G0-2016 FHLMC POOL #G0-8012 FHLMC POOL #G1-1776 FHLMC POOL #G0-2031 FHLMC POOL #G0-8020 FHLMC POOL #G1-1943 FHLMC POOL #G0-2109 FHLMC POOL #G0-8036 FHLMC POOL #G1-1976 FHLMC POOL #G0-2163 FHLMC POOL #G0-8046 FHLMC POOL #G1-1981 FHLMC POOL #G0-2386 FHLMC POOL #G0-8058 FHLMC POOL #G1-2255 FHLMC POOL #G0-2387 FHLMC POOL #G0-8062 FHLMC POOL #G1-2261 FHLMC POOL #G0-2427 FHLMC POOL #G0-8068 FHLMC POOL #G1-2438 FHLMC POOL #G0-2562 FHLMC POOL #G0-8072 FHLMC POOL #G1-2514 FHLMC POOL #G0-2738 FHLMC POOL #G0-8080 FHLMC POOL #G1-2710 FHLMC POOL #G0-2744 FHLMC POOL #G0-8081 FHLMC POOL #G1-2723 FHLMC POOL #G0-2931 FHLMC POOL #G0-8099 FHLMC POOL #G1-2766 FHLMC POOL #G0-2939 FHLMC POOL #G0-8100 FHLMC POOL #G1-2819 FHLMC POOL #G0-2998 FHLMC POOL #G0-8105 FHLMC POOL #G1-3078 FHLMC POOL #G0-3205 FHLMC POOL #G0-8106 FHLMC POOL #G1-3121 FHLMC POOL #G0-3523 FHLMC POOL #G0-8116 FHLMC POOL #G1-3137 FHLMC POOL #G0-3715 FHLMC POOL #G0-8117 FHLMC POOL #G1-3468 FHLMC POOL #G0-4287 FHLMC POOL #G0-8129 FHLMC POOL #G1-3740 FHLMC POOL #G0-4460 FHLMC POOL #G0-8141 FHLMC POOL #G1-4010 FHLMC POOL #G0-4544 FHLMC POOL #G0-8147 FHLMC POOL #G1-4040 FHLMC POOL #G0-4691 FHLMC POOL #G0-8152 FHLMC POOL #G1-4492 FHLMC POOL #G0-4698 FHLMC POOL #G0-8157 FHLMC POOL #G1-8005 FHLMC POOL #G0-4729 FHLMC POOL #G0-8168 FHLMC POOL #G1-8009 FHLMC POOL #G0-4776 FHLMC POOL #G0-8193 FHLMC POOL #G1-8059 FHLMC POOL #G0-4878 FHLMC POOL #G0-8232 FHLMC POOL #G1-8071 FHLMC POOL #G0-5342 FHLMC POOL #G0-8238 FHLMC POOL #G1-8094 FHLMC POOL #G0-5397 FHLMC POOL #G0-8344 FHLMC POOL #G1-8100 FHLMC POOL #G0-5527 FHLMC POOL #G0-8422 FHLMC POOL #G1-8118 FHLMC POOL #G0-6020 FHLMC POOL #G0-8437 FHLMC POOL #G1-8156 FHLMC POOL #G0-6066 FHLMC POOL #G0-8451 FHLMC POOL #G1-8172 FHLMC POOL #G0-6072 FHLMC POOL #G0-8454 FHLMC POOL #G1-8214 FHLMC POOL #G0-6074 FHLMC POOL #G0-8461 FHLMC POOL #G1-8303 FHLMC POOL #G0-6087 FHLMC POOL #G0-8469 FHLMC POOL #G1-8306 FHLMC POOL #G0-6172 FHLMC POOL #G0-8480 FHLMC POOL #G1-8351 FHLMC POOL #G0-6231 FHLMC POOL #G0-8488 FHLMC POOL #G1-8378 FHLMC POOL #G0-6380 FHLMC POOL #G1-1112 FHLMC POOL #G1-8424

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FHLMC POOL #G3-0558 FHLMC POOL #Q0-2283 FHLMC GROUP #C3-8970 FHLMC POOL #G9-0033 FHLMC POOL #Q0-2317 FHLMC GROUP #C4-0572 FHLMC POOL #J0-0645 FHLMC POOL #Q0-2430 FHLMC GROUP #C4-1470 FHLMC POOL #J0-2543 FHLMC POOL #Q0-2600 FHLMC GROUP #C4-2325 FHLMC POOL #J0-3519 FHLMC POOL #Q0-3134 FHLMC GROUP #C4-2456 FHLMC POOL #J0-3908 FHLMC POOL #Q0-3310 FHLMC GROUP #C5-3260 FHLMC POOL #J0-4292 FHLMC POOL #Q0-3388 FHLMC GROUP #C8-0010 FHLMC POOL #J0-4324 FHLMC POOL #Q0-3460 FHLMC GROUP #C8-0298 FHLMC POOL #J0-4574 FHLMC POOL #Q0-3567 FHLMC GROUP #C8-0314 FHLMC POOL #J0-5227 FHLMC POOL #Q0-3741 FHLMC GROUP #C8-0322 FHLMC POOL #J0-6405 FHLMC POOL #Q0-3772 FHLMC GROUP #C8-0334 FHLMC POOL #J0-6644 FHLMC POOL #Q0-4032 FHLMC GROUP #C8-0349 FHLMC POOL #J0-7003 FHLMC POOL #Q0-4088 FHLMC GROUP #C8-0380 FHLMC POOL #J0-7161 FHLMC POOL #Q0-4204 FHLMC GROUP #D0-8897 FHLMC POOL #J0-8449 FHLMC POOL #Q0-4799 FHLMC GROUP #D1-4605 FHLMC POOL #J0-9534 FHLMC POOL #Q0-4800 FHLMC GROUP #D3-0395 FHLMC POOL #J0-9954 FHLMC POOL #Q0-6749 FHLMC GROUP #D5-6359 FHLMC POOL #J1-0573 FHLMC POOL #Q0-7465 FHLMC GROUP #D6-0034 FHLMC POOL #J1-0632 FHLMC POOL #Q0-7488 FHLMC GROUP #D6-4654 FHLMC POOL #J1-1210 FHLMC POOL #U9-0685 FHLMC GROUP #D6-4923 FHLMC POOL #J1-1370 FHLMC GROUP #17-0078 FHLMC GROUP #D6-5085 FHLMC POOL #J1-1719 FHLMC GROUP #29-4486 FHLMC GROUP #D6-5700 FHLMC POOL #J1-3914 FHLMC GROUP #53-1636 FHLMC GROUP #D6-5734 FHLMC POOL #J1-4885 FHLMC GROUP #55-5333 FHLMC GROUP #D6-9416 FHLMC POOL #J1-5723 FHLMC GROUP #C0-0284 FHLMC GROUP #D6-9794 FHLMC POOL #J1-6710 FHLMC GROUP #C0-0289 FHLMC GROUP #D7-0604 FHLMC POOL #J1-7343 FHLMC GROUP #C0-0354 FHLMC GROUP #D7-2992 FHLMC POOL #J1-7449 FHLMC GROUP #C0-0420 FHLMC GROUP #D8-2248 FHLMC POOL #J1-7774 FHLMC GROUP #C0-0421 FHLMC GROUP #E0-0560 FHLMC POOL #M3-0294 FHLMC GROUP #C0-0504 FHLMC GROUP #E0-0666 FHLMC POOL #M3-0295 FHLMC GROUP #C0-0509 FHLMC GROUP #E7-2833 FHLMC POOL #M9-1033 FHLMC GROUP #C0-0553 FHLMC GROUP #E7-8558 FHLMC POOL #Q0-0080 FHLMC GROUP #C0-0778 FHLMC GROUP #G0-0059 FHLMC POOL #Q0-0276 FHLMC GROUP #C0-0860 FHLMC GROUP #G0-1228 FHLMC POOL #Q0-1485 FHLMC GROUP #C0-0896 FHLMC MULTICLASS CFTS 3099 PB FHLMC POOL #Q0-1614 FHLMC GROUP #C1-0246 FHLMC MULTICLASS CTFS 2638 CE FHLMC POOL #Q0-1755 FHLMC GROUP #C2-0618 FHLMC MULTICLASS CTFS 2867 LG FHLMC POOL #Q0-1798 FHLMC GROUP #C2-1729 FHLMC MULTICLASS CTFS 2915 MP FHLMC POOL #Q0-1944 FHLMC GROUP #C2-3082 FHLMC MULTICLASS CTFS 2975 OE FHLMC POOL #Q0-1969 FHLMC GROUP #C2-6472 FHLMC MULTICLASS CTFS 2981 NE FHLMC POOL #Q0-2144 FHLMC GROUP #C2-7495 FHLMC MULTICLASS CTFS 3075 TP FHLMC POOL #Q0-2236 FHLMC GROUP #C3-7313 FHLMC MULTICLASS CTFS 3078 PC

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FHLMC MULTICLASS CTFS 3113 LQ FHLMC MULTICLASS MTG 2786-GA FHLMC MULTICLASS MTG 3303 PC FHLMC MULTICLASS CTFS 3117 AE FHLMC MULTICLASS MTG 2788 FB FHLMC MULTICLASS MTG 3335 FT FHLMC MULTICLASS CTFS T60 1A4C FHLMC MULTICLASS MTG 2799 PF FHLMC MULTICLASS MTG 3414 JB FHLMC MULTICLASS MT FHLMC MULTICLASS MTG 2812 DF FHLMC MULTICLASS MTG 3456 JA FHLMC MULTICLASS MTG FHLMC MULTICLASS MTG 2813 FB FHLMC MULTICLASS MTG 3510 BD FHLMC MULTICLASS MTG 2933 GC FHLMC MULTICLASS MTG 2841 AM FHLMC MULTICLASS MTG 3530 KA FHLMC MULTICLASS MTG 2090 PK FHLMC MULTICLASS MTG 2866 HL FHLMC MULTICLASS MTG 3532 KE FHLMC MULTICLASS MTG 2421 Z FHLMC MULTICLASS MTG 2883 CY FHLMC MULTICLASS MTG 3557 LA FHLMC MULTICLASS MTG 2502 ZC FHLMC MULTICLASS MTG 2885 DT FHLMC MULTICLASS MTG 3558 G FHLMC MULTICLASS MTG 2534 PH FHLMC MULTICLASS MTG 2885 PT FHLMC MULTICLASS MTG 3571 MY FHLMC MULTICLASS MTG 2558 JR FHLMC MULTICLASS MTG 2899 KA FHLMC MULTICLASS MTG 3573 MC FHLMC MULTICLASS MTG 2558 UE FHLMC MULTICLASS MTG 2906 HK FHLMC MULTICLASS MTG 3574 MA FHLMC MULTICLASS MTG 2572 LG FHLMC MULTICLASS MTG 2908 CG FHLMC MULTICLASS MTG 3584 AB FHLMC MULTICLASS MTG 2590 PE FHLMC MULTICLASS MTG 2911 UD FHLMC MULTICLASS MTG 3586 GA FHLMC MULTICLASS MTG 2595 AD FHLMC MULTICLASS MTG 2914 A FHLMC MULTICLASS MTG 3592 CN FHLMC MULTICLASS MTG 2599 DF FHLMC MULTICLASS MTG 2921 HA FHLMC MULTICLASS MTG 3599 DY FHLMC MULTICLASS MTG 2610 DG FHLMC MULTICLASS MTG 2948 QG FHLMC MULTICLASS MTG 3605 NA FHLMC MULTICLASS MTG 2627 HU FHLMC MULTICLASS MTG 2950 PF FHLMC MULTICLASS MTG 3630 KA FHLMC MULTICLASS MTG 2632 AB FHLMC MULTICLASS MTG 2958 QJ FHLMC MULTICLASS MTG 3632 BH FHLMC MULTICLASS MTG 2645 DA FHLMC MULTICLASS MTG 2960 NC FHLMC MULTICLASS MTG 3640 JA FHLMC MULTICLASS MTG 2646 AE FHLMC MULTICLASS MTG 2963 FV FHLMC MULTICLASS MTG 3653 B FHLMC MULTICLASS MTG 2663 VQ FHLMC MULTICLASS MTG 2979 DA FHLMC MULTICLASS MTG 3659 AM FHLMC MULTICLASS MTG 2672 MD FHLMC MULTICLASS MTG 2984 UM FHLMC MULTICLASS MTG 3704 DC FHLMC MULTICLASS MTG 2676 PH FHLMC MULTICLASS MTG 3019 MJ FHLMC MULTICLASS MTG 3722 GW FHLMC MULTICLASS MTG 2691 MG FHLMC MULTICLASS MTG 3038 QA FHLMC MULTICLASS MTG 3737 NA FHLMC MULTICLASS MTG 2693 QG FHLMC MULTICLASS MTG 3046 CD FHLMC MULTICLASS MTG 3770 CH FHLMC MULTICLASS MTG 2709 PE FHLMC MULTICLASS MTG 3057 PD FHLMC MULTICLASS MTG 3778 L FHLMC MULTICLASS MTG 2723 EA FHLMC MULTICLASS MTG 3079 MC FHLMC MULTICLASS MTG 3780 LT FHLMC MULTICLASS MTG 2725 TA FHLMC MULTICLASS MTG 3080 TZ FHLMC MULTICLASS MTG 3795 KA FHLMC MULTICLASS MTG 2735 PG FHLMC MULTICLASS MTG 3087 NA FHLMC MULTICLASS MTG 3808 VP FHLMC MULTICLASS MTG 2736 MC FHLMC MULTICLASS MTG 3104 BA FHLMC MULTICLASS MTG 3845 QY FHLMC MULTICLASS MTG 2745 AF FHLMC MULTICLASS MTG 3123 HJ FHLMC MULTICLASS MTG 3856 PB FHLMC MULTICLASS MTG 2750 DA FHLMC MULTICLASS MTG 3135 JC FHLMC MULTICLASS MTG 3857 EC FHLMC MULTICLASS MTG 2755 FM FHLMC MULTICLASS MTG 3170 AB FHLMC MULTICLASS MTG 3884 BV FHLMC MULTICLASS MTG 2758 F FHLMC MULTICLASS MTG 3171 AB FHLMC MULTICLASS MTG 3970 KB FHLMC MULTICLASS MTG 2758 FA FHLMC MULTICLASS MTG 3187 PA FHLMC MULTICLASS MTG K003 A3 FHLMC MULTICLASS MTG 2759 GD FHLMC MULTICLASS MTG 3253 A FHLMC MULTICLASS MTG K703 A1 FHLMC MULTICLASS MTG 2765 JB FHLMC MULTICLASS MTG 3266 C FHLMC MULTICLASS MTG R006 AK FHLMC MULTICLASS MTG 2770 EA FHLMC MULTICLASS MTG 3290 PC FHLMC MULTICLASS MTG R007 ZA FHLMC MULTICLASS MTG 2777 KB FHLMC MULTICLASS MTG 3293 MA FHLMC MULTICLASS MTG R008 FK FHLMC MULTICLASS MTG 2778 CQ FHLMC MULTICLASS MTG 3296 NA FHLMC MULTICLASS MTG T-75 A1 FHLMC MULTICLASS MTG 2780 LE FHLMC MULTICLASS MTG 3303 AB FHLMC MULTICLASS SER T-54 2A

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Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

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FHR 2877 NA FIRST AMERICAN (11/10) TLB FLAT BUSH FIAT INDUSTRIAL EUR1.57 FIRST CALIFORNIA FINANCIAL GRO FLEETCOR TECHNOLOGIES INC FIAT INDUSTRIAL SP NPV PREF FIRST CITIZENS BANCSHARES INC/ FLETCHER BUILDING NPV FIAT INDUSTRIAL SPA FIRST COMMONWEALTH FINANCIAL C FLEXERA SOFTWARE (9/11) TL B FIAT SPA EUR3.58 FIRST DATA 3/11 EXTENDED TL FLEXIGROUP LTD FIBERTECH NETWORKS (11/10) TLB FIRST DATA 3/12 EXTENDED TL FLEXIUM INTERCONNECT INC FIBERWEB ORD GBP0.05 FIRST DATA CORP FLIGHT CENTRE LTD FIBRIA CELULOSE SA FIRST FINANCIAL BANCORP FLIR SYSTEMS INC FIBRIA OVERSEAS FINANCE L 144A FIRST FRANKLIN MORTGAG FF10 A5 FLORIDA EAST COAST HOLDINGS CO FIDELITY NATIONAL FINANCIAL IN FIRST FRANKLIN MORTGAG FF15 A5 FLORIDA EAST COAST RAILWAY COR FIDELITY NATIONAL INFORMA 144A FIRST FRANKLIN MORTGAGE FF7 M1 FLORIDA GAS TRANSMISSION 144A FIDELITY NATIONAL INFORMATION FIRST HORIZON ALTERNAT FA4 1A1 FLORIDA POWER & LIGHT CO FIDELITY REAL ESTATE FIRST HORIZON NATIONAL CORP FLORIDA POWER CORP FIDESSA GROUP ORD 10P FIRST INDUSTRIAL LP FLORIDA PWR & LT CO 1ST MTG BD FIELDS CORP NPV FIRST NIAGARA FINANCIAL GROUP FLOWERS FOODS INC FIELDS CORP NPV CFD FIRST PACIFIC CO US$0.01 FLOWSERVE CORP FIESTA RESTAURANT GROUP I 144A FIRST POTOMAC REALTY TRU FLSMIDTH & CO A/S COM SHS FIESTA RESTAURANT GROUP INC FIRST QUANTUM MINERALS LTD FLUOR CORP FIFTH & PACIFIC CO INC FIRST REPUBLIC BANK/SAN FRANCI FLY LEASING LTD FIFTH STREET FINANCE CORP FIRST RESERVE FD XII LP FMAC LN REC TR NT 96-B A1 144A FIFTH THIRD BANCORP FIRST RESERVE FUND X LP FMC CORP FIFTH THIRD CAPITAL TRUST IV FIRST RESERVE FUND XI FMC TECHNOLOGIES INC FIH ERHVERVSBANK A/S 144A FIRST RESOURCES LTD SGD1 FMG RESOURCES AUGUST 2006 144A FILLMORE EAST FUND LP FIRST SEC BK (CVS) UT A2 144A FMR CORP NT 144A FILLMORE WEST FUND LP FIRST SOLAR INC FNB CORP/PA FILTRONA ORD GBP0.25 FIRST TRACTOR CO 'H' CNY1 FNMA POOL #0026477 FINANCE FOR DANISH IND FIRST UN CORP SUB NTS FNMA POOL #0044003 FINANCIAL ENGINES INC FIRST UN NATL BK 99-C4 144A FNMA POOL #0044088 FINANCIAL TECHNOLOGIES (INDIA) FIRST UNION NATIONAL BANK OF F FNMA POOL #0044158 FINANCING CORP FIRST UNION-LEHMAN BROTHE C2 D FNMA POOL #0047855 FINANCING CORP STRIP FIRST UNION-LEHMAN BROTHE C2 E FNMA POOL #0050005 FINANTA FIRST WIND CAPITAL LLC 144A FNMA POOL #0050038 FINANTA II FIRSTENERGY CORP FNMA POOL #0050150 FINANTA III FIRSTENERGY SOLUTIONS CORP FNMA POOL #0050226 FINANTA IV FIRSTGROUP ORD5P FNMA POOL #0050259 FINISAR CORP FIRSTGROUP PLC CFD FNMA POOL #0050260 FINISH LINE INC/THE FIRSTRAND ZAR0.01 FNMA POOL #0050285 FINLAND (REPUBLIC OF) SNR BDS FIRSTSERVICE CORP/CANADA FNMA POOL #0050291 FINMECCANICA SPA EUR0.22 FISCHER(GEORG) AG CHF10(REGD) FNMA POOL #0050292 FINMECCICA SPA EUR 4.40 FISERV INC FNMA POOL #0050353 FINNING INTERNATIONAL INC FISHERS LANE ASSOCIATES L 144A FNMA POOL #0050393 FINNISH GOVERNMENT FIVE PAGE FUNDING LLC CL D FNMA POOL #0050403

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FNMA POOL #0050432 FNMA POOL #0250799 FNMA POOL #0255706 FNMA POOL #0050492 FNMA POOL #0251191 FNMA POOL #0255765 FNMA POOL #0050525 FNMA POOL #0251498 FNMA POOL #0255826 FNMA POOL #0050715 FNMA POOL #0252023 FNMA POOL #0255892 FNMA POOL #0050966 FNMA POOL #0252093 FNMA POOL #0255898 FNMA POOL #0070253 FNMA POOL #0252162 FNMA POOL #0256022 FNMA POOL #0070412 FNMA POOL #0252211 FNMA POOL #0256041 FNMA POOL #0070692 FNMA POOL #0252724 FNMA POOL #0256196 FNMA POOL #0073716 FNMA POOL #0253112 FNMA POOL #0256269 FNMA POOL #0087054 FNMA POOL #0254008 FNMA POOL #0256339 FNMA POOL #0119841 FNMA POOL #0254088 FNMA POOL #0256517 FNMA POOL #0120271 FNMA POOL #0254090 FNMA POOL #0256553 FNMA POOL #0124087 FNMA POOL #0254236 FNMA POOL #0256712 FNMA POOL #0124173 FNMA POOL #0254347 FNMA POOL #0256743 FNMA POOL #0124499 FNMA POOL #0254440 FNMA POOL #0256749 FNMA POOL #0124790 FNMA POOL #0254509 FNMA POOL #0256808 FNMA POOL #0133045 FNMA POOL #0254511 FNMA POOL #0256896 FNMA POOL #0137768 FNMA POOL #0254522 FNMA POOL #0256900 FNMA POOL #0155011 FNMA POOL #0254631 FNMA POOL #0256959 FNMA POOL #0155615 FNMA POOL #0254684 FNMA POOL #0257016 FNMA POOL #0156831 FNMA POOL #0254693 FNMA POOL #0257144 FNMA POOL #0159613 FNMA POOL #0254719 FNMA POOL #0257275 FNMA POOL #0171930 FNMA POOL #0254766 FNMA POOL #0268894 FNMA POOL #0190027 FNMA POOL #0254767 FNMA POOL #0272351 FNMA POOL #0190257 FNMA POOL #0254793 FNMA POOL #0281067 FNMA POOL #0190372 FNMA POOL #0254799 FNMA POOL #0300064 FNMA POOL #0190544 FNMA POOL #0254803 FNMA POOL #0303700 FNMA POOL #0224747 FNMA POOL #0254868 FNMA POOL #0303948 FNMA POOL #0235038 FNMA POOL #0254903 FNMA POOL #0304213 FNMA POOL #0236087 FNMA POOL #0254907 FNMA POOL #0310041 FNMA POOL #0236190 FNMA POOL #0254919 FNMA POOL #0310110 FNMA POOL #0250059 FNMA POOL #0254982 FNMA POOL #0313685 FNMA POOL #0250102 FNMA POOL #0255039 FNMA POOL #0318557 FNMA POOL #0250103 FNMA POOL #0255079 FNMA POOL #0319003 FNMA POOL #0250329 FNMA POOL #0255181 FNMA POOL #0323073 FNMA POOL #0250330 FNMA POOL #0255270 FNMA POOL #0323447 FNMA POOL #0250433 FNMA POOL #0255272 FNMA POOL #0323788 FNMA POOL #0250440 FNMA POOL #0255316 FNMA POOL #0323880 FNMA POOL #0250576 FNMA POOL #0255322 FNMA POOL #0331083 FNMA POOL #0250587 FNMA POOL #0255436 FNMA POOL #0331401 FNMA POOL #0250673 FNMA POOL #0255666 FNMA POOL #0333670 FNMA POOL #0250787 FNMA POOL #0255701 FNMA POOL #0333862

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FNMA POOL #0337265 FNMA POOL #0485638 FNMA POOL #0555218 FNMA POOL #0339094 FNMA POOL #0487069 FNMA POOL #0555229 FNMA POOL #0340836 FNMA POOL #0488806 FNMA POOL #0555327 FNMA POOL #0342534 FNMA POOL #0491024 FNMA POOL #0555528 FNMA POOL #0344042 FNMA POOL #0496848 FNMA POOL #0555531 FNMA POOL #0344742 FNMA POOL #0500565 FNMA POOL #0555549 FNMA POOL #0346284 FNMA POOL #0504732 FNMA POOL #0555743 FNMA POOL #0348107 FNMA POOL #0510592 FNMA POOL #0555813 FNMA POOL #0357246 FNMA POOL #0520577 FNMA POOL #0555880 FNMA POOL #0357279 FNMA POOL #0535249 FNMA POOL #0555956 FNMA POOL #0357492 FNMA POOL #0535332 FNMA POOL #0556273 FNMA POOL #0357753 FNMA POOL #0535444 FNMA POOL #0556872 FNMA POOL #0357797 FNMA POOL #0535461 FNMA POOL #0557992 FNMA POOL #0357811 FNMA POOL #0535515 FNMA POOL #0560781 FNMA POOL #0357883 FNMA POOL #0535751 FNMA POOL #0563138 FNMA POOL #0363567 FNMA POOL #0535945 FNMA POOL #0566475 FNMA POOL #0364470 FNMA POOL #0544367 FNMA POOL #0574651 FNMA POOL #0376689 FNMA POOL #0545069 FNMA POOL #0579829 FNMA POOL #0386631 FNMA POOL #0545090 FNMA POOL #0580156 FNMA POOL #0387520 FNMA POOL #0545120 FNMA POOL #0582067 FNMA POOL #0390553 FNMA POOL #0545141 FNMA POOL #0583032 FNMA POOL #0392488 FNMA POOL #0545288 FNMA POOL #0583904 FNMA POOL #0399566 FNMA POOL #0545300 FNMA POOL #0585341 FNMA POOL #0401984 FNMA POOL #0545379 FNMA POOL #0592334 FNMA POOL #0403660 FNMA POOL #0545562 FNMA POOL #0593003 FNMA POOL #0404940 FNMA POOL #0545605 FNMA POOL #0593876 FNMA POOL #0405212 FNMA POOL #0545617 FNMA POOL #0594705 FNMA POOL #0408769 FNMA POOL #0545759 FNMA POOL #0595155 FNMA POOL #0420676 FNMA POOL #0545819 FNMA POOL #0596693 FNMA POOL #0421249 FNMA POOL #0545820 FNMA POOL #0598414 FNMA POOL #0432269 FNMA POOL #0545900 FNMA POOL #0598943 FNMA POOL #0445230 FNMA POOL #0545903 FNMA POOL #0609067 FNMA POOL #0451118 FNMA POOL #0545966 FNMA POOL #0612737 FNMA POOL #0452372 FNMA POOL #0545991 FNMA POOL #0613159 FNMA POOL #0454314 FNMA POOL #0545993 FNMA POOL #0613843 FNMA POOL #0459280 FNMA POOL #0545998 FNMA POOL #0613892 FNMA POOL #0463258 FNMA POOL #0546332 FNMA POOL #0615225 FNMA POOL #0463535 FNMA POOL #0548659 FNMA POOL #0617275 FNMA POOL #0463777 FNMA POOL #0548908 FNMA POOL #0622600 FNMA POOL #0466866 FNMA POOL #0549602 FNMA POOL #0623937 FNMA POOL #0469670 FNMA POOL #0551256 FNMA POOL #0624336 FNMA POOL #0470631 FNMA POOL #0555177 FNMA POOL #0624361

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FNMA POOL #0624507 FNMA POOL #0665311 FNMA POOL #0704579 FNMA POOL #0624636 FNMA POOL #0665497 FNMA POOL #0704632 FNMA POOL #0625989 FNMA POOL #0665655 FNMA POOL #0704720 FNMA POOL #0625991 FNMA POOL #0669952 FNMA POOL #0704756 FNMA POOL #0626717 FNMA POOL #0670370 FNMA POOL #0705407 FNMA POOL #0627701 FNMA POOL #0670372 FNMA POOL #0705537 FNMA POOL #0628728 FNMA POOL #0670402 FNMA POOL #0705790 FNMA POOL #0629692 FNMA POOL #0672785 FNMA POOL #0708507 FNMA POOL #0630139 FNMA POOL #0673012 FNMA POOL #0709307 FNMA POOL #0631055 FNMA POOL #0675140 FNMA POOL #0709917 FNMA POOL #0632367 FNMA POOL #0675944 FNMA POOL #0710784 FNMA POOL #0633869 FNMA POOL #0676657 FNMA POOL #0711575 FNMA POOL #0634584 FNMA POOL #0676682 FNMA POOL #0711995 FNMA POOL #0636749 FNMA POOL #0678028 FNMA POOL #0713473 FNMA POOL #0637068 FNMA POOL #0678647 FNMA POOL #0720060 FNMA POOL #0637425 FNMA POOL #0681315 FNMA POOL #0720598 FNMA POOL #0640180 FNMA POOL #0681398 FNMA POOL #0721894 FNMA POOL #0640824 FNMA POOL #0684174 FNMA POOL #0723406 FNMA POOL #0640834 FNMA POOL #0684200 FNMA POOL #0724887 FNMA POOL #0643276 FNMA POOL #0685183 FNMA POOL #0725068 FNMA POOL #0643278 FNMA POOL #0685472 FNMA POOL #0725183 FNMA POOL #0644524 FNMA POOL #0687112 FNMA POOL #0725269 FNMA POOL #0645376 FNMA POOL #0687243 FNMA POOL #0725401 FNMA POOL #0647317 FNMA POOL #0687267 FNMA POOL #0725418 FNMA POOL #0647698 FNMA POOL #0687853 FNMA POOL #0725445 FNMA POOL #0648900 FNMA POOL #0688687 FNMA POOL #0725463 FNMA POOL #0649440 FNMA POOL #0689070 FNMA POOL #0725704 FNMA POOL #0649642 FNMA POOL #0689328 FNMA POOL #0725706 FNMA POOL #0649874 FNMA POOL #0689741 FNMA POOL #0725772 FNMA POOL #0651387 FNMA POOL #0690208 FNMA POOL #0725793 FNMA POOL #0651799 FNMA POOL #0692102 FNMA POOL #0726251 FNMA POOL #0651921 FNMA POOL #0693832 FNMA POOL #0726416 FNMA POOL #0652310 FNMA POOL #0695846 FNMA POOL #0726659 FNMA POOL #0653301 FNMA POOL #0695893 FNMA POOL #0726891 FNMA POOL #0653502 FNMA POOL #0696188 FNMA POOL #0727208 FNMA POOL #0654464 FNMA POOL #0697053 FNMA POOL #0727370 FNMA POOL #0656916 FNMA POOL #0697253 FNMA POOL #0728965 FNMA POOL #0661629 FNMA POOL #0699659 FNMA POOL #0729373 FNMA POOL #0663075 FNMA POOL #0699825 FNMA POOL #0730332 FNMA POOL #0663218 FNMA POOL #0702685 FNMA POOL #0730576 FNMA POOL #0663219 FNMA POOL #0703328 FNMA POOL #0730817 FNMA POOL #0663689 FNMA POOL #0703391 FNMA POOL #0730929

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FNMA POOL #0731773 FNMA POOL #0750440 FNMA POOL #0785268 FNMA POOL #0735016 FNMA POOL #0750482 FNMA POOL #0785676 FNMA POOL #0735037 FNMA POOL #0750992 FNMA POOL #0787578 FNMA POOL #0735061 FNMA POOL #0752463 FNMA POOL #0788519 FNMA POOL #0735288 FNMA POOL #0752681 FNMA POOL #0789947 FNMA POOL #0735296 FNMA POOL #0752908 FNMA POOL #0790791 FNMA POOL #0735301 FNMA POOL #0754052 FNMA POOL #0791726 FNMA POOL #0735315 FNMA POOL #0754208 FNMA POOL #0792082 FNMA POOL #0735408 FNMA POOL #0756933 FNMA POOL #0796295 FNMA POOL #0735409 FNMA POOL #0759604 FNMA POOL #0797554 FNMA POOL #0735667 FNMA POOL #0761365 FNMA POOL #0797649 FNMA POOL #0735676 FNMA POOL #0762518 FNMA POOL #0802619 FNMA POOL #0735839 FNMA POOL #0764201 FNMA POOL #0802815 FNMA POOL #0735925 FNMA POOL #0764605 FNMA POOL #0804880 FNMA POOL #0738387 FNMA POOL #0765503 FNMA POOL #0807163 FNMA POOL #0738611 FNMA POOL #0765944 FNMA POOL #0807672 FNMA POOL #0740916 FNMA POOL #0765973 FNMA POOL #0807979 FNMA POOL #0740992 FNMA POOL #0766415 FNMA POOL #0810706 FNMA POOL #0741870 FNMA POOL #0766806 FNMA POOL #0810851 FNMA POOL #0741907 FNMA POOL #0768206 FNMA POOL #0813925 FNMA POOL #0743426 FNMA POOL #0769790 FNMA POOL #0814790 FNMA POOL #0743569 FNMA POOL #0770078 FNMA POOL #0814981 FNMA POOL #0743805 FNMA POOL #0770295 FNMA POOL #0817677 FNMA POOL #0743867 FNMA POOL #0770869 FNMA POOL #0819297 FNMA POOL #0745000 FNMA POOL #0772617 FNMA POOL #0821603 FNMA POOL #0745093 FNMA POOL #0773183 FNMA POOL #0821730 FNMA POOL #0745257 FNMA POOL #0773486 FNMA POOL #0821890 FNMA POOL #0745275 FNMA POOL #0775364 FNMA POOL #0822135 FNMA POOL #0745412 FNMA POOL #0776383 FNMA POOL #0823677 FNMA POOL #0745418 FNMA POOL #0776746 FNMA POOL #0824550 FNMA POOL #0745511 FNMA POOL #0777209 FNMA POOL #0824605 FNMA POOL #0745515 FNMA POOL #0777357 FNMA POOL #0825601 FNMA POOL #0745524 FNMA POOL #0778345 FNMA POOL #0825686 FNMA POOL #0745755 FNMA POOL #0779699 FNMA POOL #0826436 FNMA POOL #0745802 FNMA POOL #0780424 FNMA POOL #0829296 FNMA POOL #0745813 FNMA POOL #0780890 FNMA POOL #0832649 FNMA POOL #0745933 FNMA POOL #0781861 FNMA POOL #0833502 FNMA POOL #0745948 FNMA POOL #0782359 FNMA POOL #0835144 FNMA POOL #0746555 FNMA POOL #0782554 FNMA POOL #0835760 FNMA POOL #0747815 FNMA POOL #0783579 FNMA POOL #0836391 FNMA POOL #0748726 FNMA POOL #0783670 FNMA POOL #0836681 FNMA POOL #0750423 FNMA POOL #0783813 FNMA POOL #0838792

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FNMA POOL #0840574 FNMA POOL #0881686 FNMA POOL #0899788 FNMA POOL #0841031 FNMA POOL #0882129 FNMA POOL #0900294 FNMA POOL #0842249 FNMA POOL #0882481 FNMA POOL #0902220 FNMA POOL #0843997 FNMA POOL #0883905 FNMA POOL #0902252 FNMA POOL #0844052 FNMA POOL #0885592 FNMA POOL #0902485 FNMA POOL #0844148 FNMA POOL #0886958 FNMA POOL #0902564 FNMA POOL #0844237 FNMA POOL #0888015 FNMA POOL #0903510 FNMA POOL #0844789 FNMA POOL #0888129 FNMA POOL #0905852 FNMA POOL #0846346 FNMA POOL #0888132 FNMA POOL #0905913 FNMA POOL #0846528 FNMA POOL #0888209 FNMA POOL #0905946 FNMA POOL #0846573 FNMA POOL #0888284 FNMA POOL #0906305 FNMA POOL #0846586 FNMA POOL #0888478 FNMA POOL #0906320 FNMA POOL #0846600 FNMA POOL #0888558 FNMA POOL #0906712 FNMA POOL #0848324 FNMA POOL #0888760 FNMA POOL #0908423 FNMA POOL #0848640 FNMA POOL #0889117 FNMA POOL #0908799 FNMA POOL #0848981 FNMA POOL #0889506 FNMA POOL #0908854 FNMA POOL #0849183 FNMA POOL #0889520 FNMA POOL #0908933 FNMA POOL #0851056 FNMA POOL #0889574 FNMA POOL #0909092 FNMA POOL #0852945 FNMA POOL #0889579 FNMA POOL #0909141 FNMA POOL #0864632 FNMA POOL #0889584 FNMA POOL #0909153 FNMA POOL #0865684 FNMA POOL #0889697 FNMA POOL #0909220 FNMA POOL #0866016 FNMA POOL #0889834 FNMA POOL #0909223 FNMA POOL #0866106 FNMA POOL #0889883 FNMA POOL #0909530 FNMA POOL #0867440 FNMA POOL #0890226 FNMA POOL #0910936 FNMA POOL #0867627 FNMA POOL #0890230 FNMA POOL #0912440 FNMA POOL #0867628 FNMA POOL #0890246 FNMA POOL #0912852 FNMA POOL #0868809 FNMA POOL #0890247 FNMA POOL #0912925 FNMA POOL #0870752 FNMA POOL #0892566 FNMA POOL #0914439 FNMA POOL #0870771 FNMA POOL #0893511 FNMA POOL #0914468 FNMA POOL #0870884 FNMA POOL #0893830 FNMA POOL #0914903 FNMA POOL #0872758 FNMA POOL #0894903 FNMA POOL #0915675 FNMA POOL #0874152 FNMA POOL #0894966 FNMA POOL #0916119 FNMA POOL #0874153 FNMA POOL #0896535 FNMA POOL #0916491 FNMA POOL #0874654 FNMA POOL #0897100 FNMA POOL #0917278 FNMA POOL #0878446 FNMA POOL #0897494 FNMA POOL #0918554 FNMA POOL #0878551 FNMA POOL #0898126 FNMA POOL #0918715 FNMA POOL #0879008 FNMA POOL #0898815 FNMA POOL #0918941 FNMA POOL #0880117 FNMA POOL #0899146 FNMA POOL #0919167 FNMA POOL #0880170 FNMA POOL #0899303 FNMA POOL #0919555 FNMA POOL #0880871 FNMA POOL #0899387 FNMA POOL #0919648 FNMA POOL #0880967 FNMA POOL #0899598 FNMA POOL #0920658 FNMA POOL #0881683 FNMA POOL #0899611 FNMA POOL #0922386

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FNMA POOL #0923382 FNMA POOL #0941261 FNMA POOL #0960445 FNMA POOL #0923384 FNMA POOL #0941280 FNMA POOL #0961190 FNMA POOL #0923812 FNMA POOL #0941288 FNMA POOL #0962280 FNMA POOL #0924874 FNMA POOL #0941320 FNMA POOL #0962752 FNMA POOL #0928000 FNMA POOL #0941468 FNMA POOL #0963539 FNMA POOL #0928938 FNMA POOL #0941471 FNMA POOL #0964398 FNMA POOL #0929054 FNMA POOL #0942133 FNMA POOL #0964570 FNMA POOL #0929180 FNMA POOL #0942165 FNMA POOL #0964789 FNMA POOL #0929182 FNMA POOL #0942198 FNMA POOL #0966327 FNMA POOL #0929191 FNMA POOL #0942232 FNMA POOL #0968927 FNMA POOL #0929233 FNMA POOL #0942291 FNMA POOL #0968975 FNMA POOL #0929964 FNMA POOL #0942470 FNMA POOL #0969966 FNMA POOL #0930871 FNMA POOL #0942766 FNMA POOL #0970343 FNMA POOL #0931592 FNMA POOL #0943388 FNMA POOL #0972569 FNMA POOL #0931670 FNMA POOL #0943416 FNMA POOL #0973137 FNMA POOL #0931740 FNMA POOL #0943435 FNMA POOL #0973340 FNMA POOL #0931983 FNMA POOL #0943436 FNMA POOL #0975649 FNMA POOL #0931995 FNMA POOL #0943596 FNMA POOL #0981683 FNMA POOL #0933736 FNMA POOL #0943868 FNMA POOL #0981723 FNMA POOL #0933741 FNMA POOL #0943999 FNMA POOL #0981861 FNMA POOL #0933998 FNMA POOL #0944116 FNMA POOL #0981908 FNMA POOL #0934647 FNMA POOL #0944286 FNMA POOL #0983402 FNMA POOL #0934648 FNMA POOL #0944537 FNMA POOL #0985559 FNMA POOL #0935487 FNMA POOL #0944636 FNMA POOL #0985867 FNMA POOL #0936856 FNMA POOL #0944721 FNMA POOL #0986821 FNMA POOL #0937346 FNMA POOL #0944935 FNMA POOL #0990713 FNMA POOL #0938298 FNMA POOL #0945565 FNMA POOL #0991549 FNMA POOL #0938574 FNMA POOL #0945887 FNMA POOL #0994318 FNMA POOL #0938828 FNMA POOL #0945909 FNMA POOL #0995018 FNMA POOL #0939563 FNMA POOL #0946113 FNMA POOL #0995072 FNMA POOL #0939564 FNMA POOL #0946833 FNMA POOL #0995158 FNMA POOL #0939685 FNMA POOL #0947894 FNMA POOL #0995182 FNMA POOL #0940193 FNMA POOL #0948287 FNMA POOL #0995245 FNMA POOL #0940372 FNMA POOL #0948631 FNMA POOL #0995252 FNMA POOL #0940524 FNMA POOL #0950921 FNMA POOL #0995323 FNMA POOL #0940525 FNMA POOL #0950994 FNMA POOL #0995373 FNMA POOL #0940536 FNMA POOL #0952450 FNMA POOL #0995442 FNMA POOL #0940764 FNMA POOL #0955768 FNMA POOL #0995672 FNMA POOL #0940772 FNMA POOL #0957560 FNMA POOL #0995836 FNMA POOL #0940807 FNMA POOL #0958314 FNMA POOL #0995951 FNMA POOL #0941136 FNMA POOL #0958861 FNMA POOL #0AA0317 FNMA POOL #0941214 FNMA POOL #0959881 FNMA POOL #0AA0675

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FNMA POOL #0AA2139 FNMA POOL #0AD6889 FNMA POOL #0AH7288 FNMA POOL #0AA2442 FNMA POOL #0AD7121 FNMA POOL #0AH8362 FNMA POOL #0AA3049 FNMA POOL #0AD7151 FNMA POOL #0AH8423 FNMA POOL #0AA3414 FNMA POOL #0AD7698 FNMA POOL #0AI1007 FNMA POOL #0AA4470 FNMA POOL #0AD7784 FNMA POOL #0AI1181 FNMA POOL #0AA4536 FNMA POOL #0AD7903 FNMA POOL #0AI1625 FNMA POOL #0AA6951 FNMA POOL #0AD9327 FNMA POOL #0AI2310 FNMA POOL #0AA7001 FNMA POOL #0AE0030 FNMA POOL #0AI3487 FNMA POOL #0AA7236 FNMA POOL #0AE0061 FNMA POOL #0AI3780 FNMA POOL #0AA7253 FNMA POOL #0AE0096 FNMA POOL #0AI4885 FNMA POOL #0AA7706 FNMA POOL #0AE0207 FNMA POOL #0AI6153 FNMA POOL #0AA8449 FNMA POOL #0AE0213 FNMA POOL #0AI6497 FNMA POOL #0AA9347 FNMA POOL #0AE0349 FNMA POOL #0AI7410 FNMA POOL #0AA9611 FNMA POOL #0AE0375 FNMA POOL #0AI8447 FNMA POOL #0AB0109 FNMA POOL #0AE0758 FNMA POOL #0AI9691 FNMA POOL #0AB1149 FNMA POOL #0AE0812 FNMA POOL #0AI9873 FNMA POOL #0AB1287 FNMA POOL #0AE0828 FNMA POOL #0AI9874 FNMA POOL #0AB1367 FNMA POOL #0AE0885 FNMA POOL #0AJ0036 FNMA POOL #0AB3745 FNMA POOL #0AE0937 FNMA POOL #0AJ0351 FNMA POOL #0AB4807 FNMA POOL #0AE0981 FNMA POOL #0AJ5304 FNMA POOL #0AC0039 FNMA POOL #0AE1618 FNMA POOL #0AJ7689 FNMA POOL #0AC1524 FNMA POOL #0AE1879 FNMA POOL #0AJ8198 FNMA POOL #0AC2796 FNMA POOL #0AE2496 FNMA POOL #0AJ9355 FNMA POOL #0AC5407 FNMA POOL #0AE4030 FNMA POOL #0AK2940 FNMA POOL #0AC6097 FNMA POOL #0AE4446 FNMA POOL #0AK3264 FNMA POOL #0AC7542 FNMA POOL #0AE4578 FNMA POOL #0AK5151 FNMA POOL #0AC9580 FNMA POOL #0AE4588 FNMA POOL #0AK6724 FNMA POOL #0AD0166 FNMA POOL #0AE4786 FNMA POOL #0AL0013 FNMA POOL #0AD0430 FNMA POOL #0AE5487 FNMA POOL #0AL0058 FNMA POOL #0AD0454 FNMA POOL #0AE6392 FNMA POOL #0AL0152 FNMA POOL #0AD0727 FNMA POOL #0AE6587 FNMA POOL #0AL0316 FNMA POOL #0AD0880 FNMA POOL #0AE6984 FNMA POOL #0AL0469 FNMA POOL #0AD0888 FNMA POOL #0AE7704 FNMA POOL #0AL0484 FNMA POOL #0AD1608 FNMA POOL #0AE7762 FNMA POOL #0AL0552 FNMA POOL #0AD1656 FNMA POOL #0AE8396 FNMA POOL #0AL0656 FNMA POOL #0AD4101 FNMA POOL #0AE9093 FNMA POOL #0AL0914 FNMA POOL #0AD4184 FNMA POOL #0AE9755 FNMA POOL #0AL1469 FNMA POOL #0AD4927 FNMA POOL #0AH0829 FNMA POOL #0AL1470 FNMA POOL #0AD5097 FNMA POOL #0AH0936 FNMA POOL #0AL1595 FNMA POOL #0AD5137 FNMA POOL #0AH1903 FNMA POOL #0AO4102 FNMA POOL #0AD5165 FNMA POOL #0AH5583 FNMA POOL #0AO6522 FNMA POOL #0AD5325 FNMA POOL #0AH6827 FNMA POOL #0AO6898

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FNMA POOL #0AO8025 FNMA GTD REMIC P/T 03-42 FK FNMA GTD REMIC P/T 05-41 WA FNMA POOL #0FN0000 FNMA GTD REMIC P/T 03-48 HA FNMA GTD REMIC P/T 05-65 WK FNMA POOL #0MA0096 FNMA GTD REMIC P/T 03-5 FE FNMA GTD REMIC P/T 05-83 TJ FNMA POOL #0MA0174 FNMA GTD REMIC P/T 03-59 MC FNMA GTD REMIC P/T 05-87 PD FNMA POOL #0MA0190 FNMA GTD REMIC P/T 03-64 AD FNMA GTD REMIC P/T 05-88 PC FNMA POOL #0MA0269 FNMA GTD REMIC P/T 03-74 F FNMA GTD REMIC P/T 05-91 DA FNMA POOL #0MA0322 FNMA GTD REMIC P/T 03-74 PJ FNMA GTD REMIC P/T 05-W1 1A2 FNMA POOL #0MA0326 FNMA GTD REMIC P/T 03-74 PT FNMA GTD REMIC P/T 06-100 CL FNMA POOL #0MA0380 FNMA GTD REMIC P/T 03-76 FJ FNMA GTD REMIC P/T 06-111 JA FNMA POOL #0MA0514 FNMA GTD REMIC P/T 03-76 HF FNMA GTD REMIC P/T 06-37 DA FNMA POOL #0MA0562 FNMA GTD REMIC P/T 03-78 FA FNMA GTD REMIC P/T 06-4 WD FNMA POOL #0MA0587 FNMA GTD REMIC P/T 03-80 CG FNMA GTD REMIC P/T 06-43 DL FNMA POOL #0MA0651 FNMA GTD REMIC P/T 03-T4 2A5 FNMA GTD REMIC P/T 06-44 OE FNMA POOL #0MA0654 FNMA GTD REMIC P/T 03-W1 B3 FNMA GTD REMIC P/T 06-53 PC FNMA POOL #0MA0669 FNMA GTD REMIC P/T 03-W1 B4 FNMA GTD REMIC P/T 06-57 PC FNMA POOL #0MA0706 FNMA GTD REMIC P/T 03-W10 1A4 FNMA GTD REMIC P/T 06-58 DB FNMA POOL #0MA0734 FNMA GTD REMIC P/T 03-W10 2B5 FNMA GTD REMIC P/T 06-63 QE FNMA POOL #0MA0776 FNMA GTD REMIC P/T 03-W15 2A7 FNMA GTD REMIC P/T 06-69 FP FNMA POOL #0MA0913 FNMA GTD REMIC P/T 03-W4 2B4 FNMA GTD REMIC P/T 06-78 MB FNMA POOL #0MA0939 FNMA GTD REMIC P/T 04-101 HA FNMA GTD REMIC P/T 06-88 BV FNMA POOL #0MA1017 FNMA GTD REMIC P/T 04-19 AB FNMA GTD REMIC P/T 06-M2 A2F FNMA POOL #0MA1029 FNMA GTD REMIC P/T 04-30 EG FNMA GTD REMIC P/T 07-114 A6 FNMA POOL #0MA1054 FNMA GTD REMIC P/T 04-31 F FNMA GTD REMIC P/T 07-14 PB FNMA GTD REMIC CTFS 03-52 KR FNMA GTD REMIC P/T 04-59 JF FNMA GTD REMIC P/T 07-27 KA FNMA GTD REMIC P/T FNMA GTD REMIC P/T 04-78 FC FNMA GTD REMIC P/T 07-68 AB FNMA GTD REMIC P/T 01-11 L FNMA GTD REMIC P/T 04-79 MQ FNMA GTD REMIC P/T 07-68 PA FNMA GTD REMIC P/T 01-T8 A2 FNMA GTD REMIC P/T 04-83 HB FNMA GTD REMIC P/T 07-74 A FNMA GTD REMIC P/T 01-W3 B3 FNMA GTD REMIC P/T 04-83 VB FNMA GTD REMIC P/T 07-77 TD FNMA GTD REMIC P/T 02-59 JE FNMA GTD REMIC P/T 04-86 AC FNMA GTD REMIC P/T 07-78 CA FNMA GTD REMIC P/T 02-93 CM FNMA GTD REMIC P/T 04-T2 1A3 FNMA GTD REMIC P/T 07-95 A2 FNMA GTD REMIC P/T 02-W1 3B4 FNMA GTD REMIC P/T 04-T3 1A1 FNMA GTD REMIC P/T 07-B1 BE FNMA GTD REMIC P/T 02W1 3B5 FNMA GTD REMIC P/T 04-W11 1A2 FNMA GTD REMIC P/T 08-16 DA FNMA GTD REMIC P/T 02-W6 3B3 FNMA GTD REMIC P/T 04-W2 1A3F FNMA GTD REMIC P/T 08-29 CA FNMA GTD REMIC P/T 02-W6 3B5 FNMA GTD REMIC P/T 05-10 AJ FNMA GTD REMIC P/T 08-62 AD FNMA GTD REMIC P/T 03-102 BU FNMA GTD REMIC P/T 05-101 ND FNMA GTD REMIC P/T 08-65 LC FNMA GTD REMIC P/T 03-122 FA FNMA GTD REMIC P/T 05-110 MB FNMA GTD REMIC P/T 08-89 AB FNMA GTD REMIC P/T 03-122 FJ FNMA GTD REMIC P/T 05-12 BE FNMA GTD REMIC P/T 09-107 A FNMA GTD REMIC P/T 03-122 FL FNMA GTD REMIC P/T 05-121 AJ FNMA GTD REMIC P/T 09-39 LB FNMA GTD REMIC P/T 03-129 QE FNMA GTD REMIC P/T 05-121 AK FNMA GTD REMIC P/T 09-69 GD FNMA GTD REMIC P/T 03-32 FH FNMA GTD REMIC P/T 05-22 HE FNMA GTD REMIC P/T 09-71 MB FNMA GTD REMIC P/T 03-32 NA FNMA GTD REMIC P/T 05-30 B FNMA GTD REMIC P/T 09-88 CA FNMA GTD REMIC P/T 03-37 QD FNMA GTD REMIC P/T 05-33 NA FNMA GTD REMIC P/T 09-88 EA

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FNMA GTD REMIC P/T 09-96 DB FNMA GTD REMIC P/T TR 04W9 2A1 FOREST LABORATORIES INC FNMA GTD REMIC P/T 10-141 MD FOCUS MINERALS LTD FOREST LABORATORIES INC CVR FNMA GTD REMIC P/T 10-150 PC FOMENTO DE CONSTRUCCIONES Y FOREST OIL CORP FNMA GTD REMIC P/T 10-16 EJ FOMENTO ECONOMICO MEXICANO SAB FORHOUSE CORP TWD10 FNMA GTD REMIC P/T 10-23 DG FONCIERE DES REGIO EUR2 FORJAS TAURUS SA PRF NPV FNMA GTD REMIC P/T 10-38 F FONTAINEBLEAU MIAMI FBLUB 144A FORTESCUE METALS G NPV FNMA GTD REMIC P/T 10-72 DA FOOT LOCKER INC FORTHNET SA EUR1.18 (CR) FNMA GTD REMIC P/T 10-74 AD FORBES ENERGY SERVICES LTD FORTINET INC FNMA GTD REMIC P/T 10-76 EA FORBO HLDGS AG CHF0.1 (REGD) FORTIS BANK NEDERLAND NV FNMA GTD REMIC P/T 10-84 BA FORD CR AUTO 08-C CL A-4A FORTIS INC FNMA GTD REMIC P/T 10-96 DC FORD CREDIT AUT 2012-A A1 144A FORTRESS INVESTMENT FUND IV FNMA GTD REMIC P/T 11-18 VH FORD CREDIT AUTO LEASE TR A A2 FORTRESS INVESTMENT FUND LLC FNMA GTD REMIC P/T 11-26 EB FORD CREDIT AUTO LEASE TR A A4 FORTRESS INVESTMENT FUND V A FNMA GTD REMIC P/T 11-30 LB FORD CREDIT AUTO LEASE TR B A1 FORTUM OYJ FIM20 FNMA GTD REMIC P/T 11-39 VM FORD CREDIT AUTO LEASE TR B A3 FORTUNE BRANDS HOME & SECURITY FNMA GTD REMIC P/T 11-M1 A2 FORD CREDIT AUTO OWN B A1 144A FORUM ENERGY TECHNOLOGIES INC FNMA GTD REMIC P/T 12-28 B FORD CREDIT AUTO OWNER T C A4B FOSSIL INC FNMA GTD REMIC P/T 12-35 MB FORD CREDIT AUTO OWNER TR A A3 FOSTER WHEELER AG COM FNMA GTD REMIC P/T 12-46 BA FORD CREDIT AUTO OWNER TR A A4 FOUNTAIN SET HLDGS ORD HK$0.20 FNMA GTD REMIC P/T 12-76 AC FORD CREDIT AUTO OWNER TR B A2 FOUNTAINHEAD PROPERTY TRUST FNMA GTD REMIC P/T 1998-22 FA FORD CREDIT AUTO OWNER TR B A3 FOURLIS EUR1 ORD FNMA GTD REMIC P/T 2001-T1 A1 FORD CREDIT AUTO OWNER TR B A4 FOX ACQUISITION SUB LLC 144A FNMA GTD REMIC P/T 2001-T10 A1 FORD CREDIT AUTO OWNER TR C A4 FOX CHASE BANCORP INC FNMA GTD REMIC P/T 2002-T19 A1 FORD CREDIT AUTO OWNER TR D A3 FOXCO ACQUISITION (3/11) TLB FNMA GTD REMIC P/T 2002-W1 B4 FORD CREDIT AUTO OWNER TR D A4 FOXCONN INTERNATIONAL HLDGC LT FNMA GTD REMIC P/T 2003-17 PK FORD CREDIT AUTO OWNER TR E A4 FRANCE (GOVT OF) FNMA GTD REMIC P/T 2003-30 JA FORD CREDIT AUTO OWNER TRU A B FRANCE (GOVT OF) IDX LKD OATEI FNMA GTD REMIC P/T 2003-63 TJ FORD CREDIT AUTO OWNER TRU B B FRANCE (GOVT OF) IDX/LKD FNMA GTD REMIC P/T 2003-73 HF FORD CREDIT FLOORPLAN MAS 1 A2 FRANCE (GOVT OF) OATEI FNMA GTD REMIC P/T 2004-74 BA FORD CREDIT FLOORPLAN MAS 5 A1 FRANCE (GOVT OF) OATI FNMA GTD REMIC P/T 2005-100 TB FORD CREDIT FLOORPLAN MAST 1 A FRANCE GOVERNMENT BOND OAT FNMA GTD REMIC P/T 2005-63 HA FORD CREDIT FLOORPLAN MAST 1 D FRANCE GOVERNMENT BOND OATE FNMA GTD REMIC P/T 2005-W4 1A1 FORD CREDIT FLOORPLAN MAST 2 A FRANCE REPUBLIC OATI FNMA GTD REMIC P/T 2006-22 CE FORD HOLDINGS LLC FRANCE TELECOM FNMA GTD REMIC P/T 2006-29 PB FORD MOTOR CO FRANCE TELECOM EUR4 FNMA GTD REMIC P/T 2007-B2 AB FORD MOTOR CREDIT CO LLC FRANCE TELECOM SA NT FNMA GTD REMIC P/T 2010-58 NQ FORD MOTOR CREDIT CO LLC 144A FRANCE(GOVT OF) OATEI FNMA GTD REMIC P/T 2010-81 PB FORD OTOMOTIV SANAYI AS FRANCESCAS HOLDINGS CORP FNMA GTD REMIC P/T 2012-25 B FORDO 2009-D D FRANCISCO PARTNERS II L P FNMA GTD REMIC P/T 2012-51 B FOREIGN MFA CASH COLL BPS FRANCISCO PARTNERS III FNMA GTD REMIC P/T CTF93-220FG FOREIGN MFA CASH COLL ULW FRANCISCO PARTNERS LP FNMA GTD REMIC P/T G94-2 D FOREST CITY ENTERPRISES INC FRANCO-NEVADA CORP

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FRANKLIN CAPITAL ASSOC III L P FTSE 100 INDEX FUTURE (LIF) GALENICA AG CHF.1 (REGISTERED) FRANKLIN ELECTRIC CO INC FU I INDUSTRY TWD10 GALLIFORD TRY PLC GBP0.5 FRANKLIN RESOURCES INC FU JI FOOD & CATER HKD0.01 GALP ENERGIA SGPS EUR1 FRANSHION DEVELOPMENT LTD FUCHS PETROLUB AG GAM HOLDING LTD FRANSHION PROPERTIES(CHINA)LTD FUGRO NV CVZ EURO0.05 GAMECARD-JOYCO HOLDINGS INC FRAPORT AG NPV FUJI ELECTRIC CO LTD GAMESTOP CORP FRASER & NEAVE SGD0.2 FUJI HEAVY LTD Y50 GANNETT CO INC FRASER PAPERS INC FUJI KIKO CO LTD JPY50 GAP INC/THE FRASERS CENTREPOINT TR FDS FUJI KIKO CO LTD JPY50 CFD GARDA WORLD SECURITY CORP FRASERS COMMERCIAL TRUST FUJI MACHINE MFG CO LTD GARDNER DENVER INC FRAZIER HEALTHCARE III L P FUJI OIL CO Y50 GARMIN LTD FRAZIER HEALTHCARE IV LP FUJI PHOTO FILM CO LTD CFD GARTNER INC FRAZIER HEALTHCARE V LP FUJIFILM HOLDINGS CORP NPV GAS NAT SDG SA EUR1 FRED OLSEN ENERGY ASA SHS FUJIKURA LTD CFD GAS OIL FUTURE (ICE) FREENET AG AG NPV(BR) FUJI-TEC Y50 GASLOG LTD FREEPORT-MCMORAN COPPER & GOLD FUJITSU NPV GASOLINE RBOB FUT (NYM) FREESCALE 2/10 EXTENDED TLB FUKOKU CO LTD JPY50 GASOLINE RBOB FUTURE (NYM) FREESCALE SEMICONDUCTOR I 144A FUKUDA DENSHI CFD GATEGROUP HOLDING AG FREESCALE SEMICONDUCTOR INC FUKUOKA FINANCIAL GROUP INC GATX CORP FREESCALE SEMICONDUCTOR LTD FUKUSHIMA BANK CFD GAZPROM INTL SA FREIGHTWAYS LTD NPV FUKUSIMA INDS CORP JPY50 CFD GAZPROM NEFT JSC FREMF MORTGAGE TRU K707 C 144A FULLCAST CO LTD JPY50000 CFD GAZPROM O A O LN SER 17 144A FREMF MORTGAGE TRUST K501 B FULLER RD MGMT CORP N Y LEASE GAZPROM OAO-SPON ADR FREMF MORTGAGE TRUST K501 C FULTON FINANCIAL CORP GBP INTEREST FREMF MORTGAGE TRUST K709 B FUNAI ELECTRIC CO NPV CFD GBP/EUR SPOT OPTION 2012 FRENCH TREASURY NOTE BTAN FURMAN SELZ INVESTORS II LP GCI INC FRESENIUS MEDICAL CARE AG & CO FURMANITE CORP GDF SUEZ EUR1 FRESENIUS MEDICAL CARE US 144A FURUKAWA ELECTRIC CO LTD GE CAP COML 02-1 CL H 144A FRESENIUS MEDICAL CARE US FINA FUSHI COPPERWELD INC GE CAPITAL COMMERCIAL MO 3A A2 FRESENIUS SE & CO KGAA FUSION-IO INC GE CAPITAL COMMERCIAL MO C1 A3 FRESH DEL MONTE PRODUCE FUSO CHEMICAL CO JPY50 GE CAPITAL COMMERCIAL MO C1 A4 FRESH MARKET INC/THE FUT 90DAY EURODOLLAR (CME) GE CAPITAL COMMERCIAL MO C1 A5 FRESNILLO PLC FUTABA CORP CFD GE CAPITAL COMMERCIAL MO C2 A4 FRESNILLO PLC ORD CFD FUTABA INDUSTRIAL Y50 GE CAPITAL COMMERCIAL MO C3 A4 FRONTENAC VII LP FUTURE ARCHITECT INC CFD GE CAPITAL COMMERCIAL MO C4 A4 FRONTIER COMMUNICATIONS CORP FUYO GENERAL LEASE CO LTD CFD GE CAPITAL CREDIT CARD MAS 1 A FRONTIER OIL CORP G S M S C P/T 08-2R 2A-1 144A GE CAPITAL CREDIT CARD MAS 2 A FSP TECHNOLOGY INC TWD10 G4S PLC ORD GBP0.25 GE CAPITAL CREDIT CARD MAS 3 A FT LAUDERDALE GALLERIA GABONESE REP NT 144A GE CAPITAL CREDIT CARD MAS 4 A F-TECH INC JPY50 GABS 114A AELTUS CBO GE COML MTG CORP 05-C3 J 144A FTI CONSULTING INC GAJAH TUNGGAL TBK PT GE DEALER FLOORPLAN MASTER 1 A FTS INTERNATIONAL SERVICE 144A GALAXY ENTERTAINMENT GROUP LTD GE DEALER FLOORPLAN MASTER 2 A

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GE EQUIPMENT TRANSPORTATI 1 A2 GEN-PROBE INC GILDEMEISTER AG NPV GE MORTGAGE SERVICES LL HE3 A5 GENTEX CORP GILEAD SCIENCES INC GEA GROUP AG NPV GENTHERM INCORPORATED GIM PA DIRECT GEBERIT CHF0.10 (REGD) (POST GENTING HONG KONG LTD USD0.10 GIM PA INVEST LP GECINA EUR7.50 GENTING MALAYSIA BERHAD GIMV NPV GEICO CORP GENTING SINGAPORE PLC USD0.10 GIORDANO INTL LTD HKD0.05 GEM DIAMOND ORD USD 0.01 (WI) GENUINE PARTS CO GIVAUDAN AG CHF10 GEMALTO EUR 1 GENWORTH FINANCIAL INC GJENSIDIGE FORSIKRING ASA GEN2 ASIAN OPPORTUNITY FUND GEO HOLDINGS CORPORATION GKN ORD GBP0.01 GENEL ENERGY PLC GEO MAQUINARIA 144A GKN PLC CFD GENERAC POWER (TL 5/12) TLB GEODESIC LTD INR2 GLAXOSMITHKLINE CAPITAL INC GENERAL CABLE CORP GEOEYE INC GLAXOSMITHKLINE CAPITAL PLC GENERAL CATALYST GROUP III LP GEOKINETICS HOLDINGS USA INC GLAXOSMITHKLINE CONSUMER GENERAL CATALYST GROUP IV LP GEOMETRIC LTD INR2 GLAXOSMITHKLINE ORD GBP0.25 GENERAL CATALYST GROUP V LP GEORGETOWN UNIV D C GLAXOSMITHKLINE PLC GENERAL CHEMICAL (3/11) TLB GEORGIA AVENUE GLAXOSMITHKLINE PLC CFD GENERAL DYNAMICS CORP GEORGIA GULF CORP 144A GLEACHER MEZZANINE FUND II LP GENERAL ELEC CAP CORP GEORGIA MUN GAS AUTH GAS REV GLEACHER MEZZANINE FUND LP GENERAL ELEC CAP MTN #TR 00528 GEORGIA POWER CO GLENCORE FUNDING LLC GENERAL ELECTRIC CAPITAL CORP GEORGIA ST GLENCORE INTL PLC ORD USD0 CFD GENERAL ELECTRIC CAPITAL SERVI GEORGIAN OIL & GAS CORP GLENCORE INTL PLC ORD USD0.01 GENERAL ELECTRIC CO GEORGIAN OIL AND GAS CORP 144A GLG LIFE TECH CORP GENERAL GROWTH PROPERTIES INC GEORGIAN RAILWAY LLC GLITNIR BANKI HF GENERAL MARITIME CORP GEORGIA-PACIFIC LLC GLOBAL & YUASA BATTERY CO GENERAL MARITIME CORPORATION GERBER SCIENTIFIC INC COM GLOBAL BRANDS MANUFACTURE LTD GENERAL MILLS INC GERDAU HOLDINGS INC GLOBAL GEOPHYSICAL SERVICES IN GENERAL MOTORS CO GERDAU HOLDINGS INC 144A GLOBAL INDS LTD US GOVT GTD GENERAL MOTORS FINANCIAL CO IN GERMANY (FED REP) BDS GLOBAL LOGISTIC PROPERTIES LTD GENERAL RESIDENTIAL HOLDINGS GEROVA LTD ORD SHS GLOBAL PAYMENTS INC GENERAL SHOPPING FINANCE 144A GERRESHEIMER GROUP NPV (BR) GLOBAL PORTS INVESTMENT LTD GENERATION IM GLOBAL EQUITY FD GERRY WEBER INTL AG NPV (REG) GLOBAL SOURCE LTD SHS GENESIS CLO LTD 1A D 144A GESCO AG NPV GLOBAL TEL LINK (12/11) TLB GENESIS CLO LTD 1A E 144A GET SA EUR0.40 (POST GLOBAL YELLOW PAGES LTD GENESIS CLO LTD 2A D 144A GETING HOLDINGS SA PLN1 GLOBALTRANS INVESTMENT PLC GDR GENESIS CLO LTD 2A E 144A GETINGE AB SER'B'NPV GLOBE TELECOM INC GENESIS ENERGY LP GEVO INC GLOBO COMUNICACAO E PARTI 144A GENKY STORES INC NPV GFI GROUP INC GLOBO COMUNICACAO E PARTI REGS GENKY STORES INC NPV CFD GFK SE NPV GLOMAC BHD MYR0.5 GENON ENERGY (9/10) TLB GHANA GOVT GLORIOUS SUN ENTERPRISE GENON ENERGY INC GIANT MANUFACTURING CO TWD10 GLORY KOGYO Y50 GENON REMA LLC GIGA-BYTE TECHNOLOGY CO TWD10 GLUSKIN SHEFF + ASSOCIATES INC GENPACT LTD GILDAN ACTIVEWEAR INC GMAC COML 1997-C2 CL H 144A

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GMAC COML MTG 00-C1 CL K 144A GNMA POOL #0316417 GNMA POOL #0423838 GMAC COML MTG 97-C1 CL H-ADJ GNMA POOL #0317081 GNMA POOL #0426136 GMAC COML MTG 99-C3 CL J 144A GNMA POOL #0317599 GNMA POOL #0427830 GMAC COML MTG 99-C3 CL K 144A GNMA POOL #0319280 GNMA POOL #0429350 GMAC COML MTG SECS INC 144A GNMA POOL #0319432 GNMA POOL #0429778 GMAC COML P/T 99-C3 144A GNMA POOL #0320622 GNMA POOL #0430151 GMAC COMMERCIAL MORTGAGE 144A GNMA POOL #0326446 GNMA POOL #0430886 GMAC COMMERCIAL MORTGAGE C2 A3 GNMA POOL #0326843 GNMA POOL #0431661 GMAC COMMERCIAL MORTGAGE C2 C GNMA POOL #0330530 GNMA POOL #0431662 GMAC COMMERCIAL MORTGAGE C2I K GNMA POOL #0333352 GNMA POOL #0432249 GMAC COMMERCIAL MORTGAGE C3 A2 GNMA POOL #0341673 GNMA POOL #0432702 GMAC COMMERCIAL MORTGAGE C3 A3 GNMA POOL #0343613 GNMA POOL #0433309 GMAC COMMERCIAL MORTGAGE C3 A4 GNMA POOL #0344202 GNMA POOL #0433313 GMAC COMMERCIAL MORTGAGE C3 B GNMA POOL #0345885 GNMA POOL #0433316 GMAC MORTGAGE CORP LOA AR2 1A2 GNMA POOL #0351170 GNMA POOL #0433333 GMAC MORTGAGE CORP LOAN AR1 3A GNMA POOL #0351408 GNMA POOL #0433820 GMAC MORTGAGE CORP LOAN AR2 4A GNMA POOL #0352050 GNMA POOL #0435971 GMM GRAMMY PUBLIC THB1 GNMA POOL #0357737 GNMA POOL #0436472 GMO PAYMENT GATEWAY INC CFD GNMA POOL #0361382 GNMA POOL #0436491 GN STORE NORD DKK4 GNMA POOL #0362222 GNMA POOL #0436735 GNC HOLDINGS INC GNMA POOL #0365526 GNMA POOL #0437117 GNMA POOL #0162192 GNMA POOL #0367098 GNMA POOL #0441328 GNMA POOL #0164708 GNMA POOL #0369368 GNMA POOL #0442018 GNMA POOL #0191638 GNMA POOL #0373730 GNMA POOL #0442121 GNMA POOL #0194480 GNMA POOL #0385503 GNMA POOL #0442132 GNMA POOL #0203058 GNMA POOL #0386561 GNMA POOL #0442188 GNMA POOL #0208529 GNMA POOL #0386697 GNMA POOL #0442189 GNMA POOL #0209804 GNMA POOL #0391574 GNMA POOL #0442263 GNMA POOL #0245531 GNMA POOL #0393292 GNMA POOL #0442631 GNMA POOL #0266035 GNMA POOL #0398651 GNMA POOL #0445387 GNMA POOL #0271730 GNMA POOL #0400438 GNMA POOL #0447745 GNMA POOL #0274765 GNMA POOL #0401189 GNMA POOL #0463811 GNMA POOL #0274845 GNMA POOL #0408329 GNMA POOL #0465217 GNMA POOL #0276322 GNMA POOL #0408416 GNMA POOL #0470221 GNMA POOL #0278752 GNMA POOL #0410207 GNMA POOL #0470387 GNMA POOL #0281487 GNMA POOL #0419082 GNMA POOL #0472961 GNMA POOL #0283858 GNMA POOL #0419161 GNMA POOL #0473656 GNMA POOL #0291118 GNMA POOL #0421117 GNMA POOL #0477481 GNMA POOL #0294096 GNMA POOL #0421539 GNMA POOL #0485795 GNMA POOL #0297527 GNMA POOL #0422071 GNMA POOL #0486793 GNMA POOL #0299710 GNMA POOL #0422836 GNMA POOL #0496577 GNMA POOL #0304488 GNMA POOL #0423788 GNMA POOL #0498654

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GNMA POOL #0498939 GNMA POOL #0571342 GNMA POOL #0618886 GNMA POOL #0500269 GNMA POOL #0572841 GNMA POOL #0619187 GNMA POOL #0501584 GNMA POOL #0574232 GNMA POOL #0622122 GNMA POOL #0503041 GNMA POOL #0575397 GNMA POOL #0623352 GNMA POOL #0503436 GNMA POOL #0575915 GNMA POOL #0626066 GNMA POOL #0503460 GNMA POOL #0576003 GNMA POOL #0630106 GNMA POOL #0505564 GNMA POOL #0576498 GNMA POOL #0634828 GNMA POOL #0510302 GNMA POOL #0577650 GNMA POOL #0638234 GNMA POOL #0520056 GNMA POOL #0579509 GNMA POOL #0642501 GNMA POOL #0530718 GNMA POOL #0581434 GNMA POOL #0643349 GNMA POOL #0531296 GNMA POOL #0581966 GNMA POOL #0644789 GNMA POOL #0536310 GNMA POOL #0583580 GNMA POOL #0646729 GNMA POOL #0537417 GNMA POOL #0583835 GNMA POOL #0648601 GNMA POOL #0539817 GNMA POOL #0584146 GNMA POOL #0649205 GNMA POOL #0541507 GNMA POOL #0584434 GNMA POOL #0652555 GNMA POOL #0542997 GNMA POOL #0587282 GNMA POOL #0652746 GNMA POOL #0549559 GNMA POOL #0587721 GNMA POOL #0655260 GNMA POOL #0550727 GNMA POOL #0588181 GNMA POOL #0658452 GNMA POOL #0551755 GNMA POOL #0588206 GNMA POOL #0659695 GNMA POOL #0551757 GNMA POOL #0591738 GNMA POOL #0669020 GNMA POOL #0551817 GNMA POOL #0591845 GNMA POOL #0672628 GNMA POOL #0551974 GNMA POOL #0592266 GNMA POOL #0675582 GNMA POOL #0552245 GNMA POOL #0596729 GNMA POOL #0675586 GNMA POOL #0552706 GNMA POOL #0598138 GNMA POOL #0675926 GNMA POOL #0552890 GNMA POOL #0598680 GNMA POOL #0677207 GNMA POOL #0553057 GNMA POOL #0600022 GNMA POOL #0677292 GNMA POOL #0553167 GNMA POOL #0602794 GNMA POOL #0677418 GNMA POOL #0554233 GNMA POOL #0604141 GNMA POOL #0684206 GNMA POOL #0554242 GNMA POOL #0604661 GNMA POOL #0687719 GNMA POOL #0555704 GNMA POOL #0607122 GNMA POOL #0690156 GNMA POOL #0557306 GNMA POOL #0607635 GNMA POOL #0690910 GNMA POOL #0559362 GNMA POOL #0610850 GNMA POOL #0692606 GNMA POOL #0561383 GNMA POOL #0612233 GNMA POOL #0696555 GNMA POOL #0561390 GNMA POOL #0613820 GNMA POOL #0697848 GNMA POOL #0562588 GNMA POOL #0614191 GNMA POOL #0698236 GNMA POOL #0564458 GNMA POOL #0615583 GNMA POOL #0699114 GNMA POOL #0564541 GNMA POOL #0615869 GNMA POOL #0699566 GNMA POOL #0564826 GNMA POOL #0616011 GNMA POOL #0700806 GNMA POOL #0564937 GNMA POOL #0616361 GNMA POOL #0702046 GNMA POOL #0565159 GNMA POOL #0616980 GNMA POOL #0704207 GNMA POOL #0567995 GNMA POOL #0617057 GNMA POOL #0704575 GNMA POOL #0571334 GNMA POOL #0617150 GNMA POOL #0712078

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GNMA POOL #0713333 GNMA POOL #0782872 GNMA GTD REMIC P/T 06-60 PA GNMA POOL #0717038 GNMA POOL #0782949 GNMA GTD REMIC P/T 07-13 B GNMA POOL #0720075 GNMA POOL #0783292 GNMA GTD REMIC P/T 07-4 A GNMA POOL #0720209 GNMA POOL #0783313 GNMA GTD REMIC P/T 07-77 B GNMA POOL #0722770 GNMA POOL #0783375 GNMA GTD REMIC P/T 08-59 A GNMA POOL #0723354 GNMA POOL #0783417 GNMA GTD REMIC P/T 08-86 A GNMA POOL #0726139 GNMA POOL #0783418 GNMA GTD REMIC P/T 09-103 PD GNMA POOL #0729349 GNMA POOL #0793903 GNMA GTD REMIC P/T 09-108 WG GNMA POOL #0733673 GNMA POOL #0794603 GNMA GTD REMIC P/T 09-19 AD GNMA POOL #0733871 GNMA GTD MULT REM P/T 07-012 A GNMA GTD REMIC P/T 09-23 KB GNMA POOL #0734425 GNMA GTD MULTI P/T 07-69 B GNMA GTD REMIC P/T 09-51 B GNMA POOL #0737423 GNMA GTD MULTI P/T 07-69 D GNMA GTD REMIC P/T 09-93 HB GNMA POOL #0738950 GNMA GTD MULTI REM P/T 08-22 C GNMA GTD REMIC P/T 10-102 AB GNMA POOL #0744379 GNMA GTD REMIC 09-86 CL A GNMA GTD REMIC P/T 10-113 KE GNMA POOL #0745133 GNMA GTD REMIC 2001616 CL Z GNMA GTD REMIC P/T 10-14 A GNMA POOL #0748525 GNMA GTD REMIC P/T 03-012 VN GNMA GTD REMIC P/T 10-140 C GNMA POOL #0752991 GNMA GTD REMIC P/T 03-24 DA GNMA GTD REMIC P/T 10-156 C GNMA POOL #0757580 GNMA GTD REMIC P/T 03-36 E GNMA GTD REMIC P/T 10-49 A GNMA POOL #0761925 GNMA GTD REMIC P/T 03-4 LD GNMA GTD REMIC P/T 10-57 BF GNMA POOL #0771242 GNMA GTD REMIC P/T 03-5 C GNMA GTD REMIC P/T 10-65 A GNMA POOL #0776879 GNMA GTD REMIC P/T 03-64 CL E GNMA GTD REMIC P/T 10-90 DA GNMA POOL #0779081 GNMA GTD REMIC P/T 03-72 B GNMA GTD REMIC P/T 10-96 A GNMA POOL #0780041 GNMA GTD REMIC P/T 04-12 BA GNMA GTD REMIC P/T 10-97 A GNMA POOL #0780082 GNMA GTD REMIC P/T 04-23 CA GNMA GTD REMIC P/T 10-H12 PT GNMA POOL #0780453 GNMA GTD REMIC P/T 04-29 B GNMA GTD REMIC P/T 10-H20 AF GNMA POOL #0780517 GNMA GTD REMIC P/T 04-4 MW GNMA GTD REMIC P/T 10-H26 LF GNMA POOL #0780589 GNMA GTD REMIC P/T 04-50 C GNMA GTD REMIC P/T 11-105 B GNMA POOL #0780817 GNMA GTD REMIC P/T 04-51 C GNMA GTD REMIC P/T 11-109 B GNMA POOL #0781148 GNMA GTD REMIC P/T 04-6 CL C GNMA GTD REMIC P/T 11-109 C GNMA POOL #0781216 GNMA GTD REMIC P/T 04-6 CL D GNMA GTD REMIC P/T 11-127 C GNMA POOL #0781567 GNMA GTD REMIC P/T 04-74 PZ GNMA GTD REMIC P/T 11-59 QC GNMA POOL #0781690 GNMA GTD REMIC P/T 04-81 VB GNMA GTD REMIC P/T 11-67 B GNMA POOL #0781746 GNMA GTD REMIC P/T 04-88 MG GNMA GTD REMIC P/T 11-77 B GNMA POOL #0781829 GNMA GTD REMIC P/T 05-042 C GNMA GTD REMIC P/T 11-86 C GNMA POOL #0781905 GNMA GTD REMIC P/T 05-044 VA GNMA GTD REMIC P/T 11-96 AD GNMA POOL #0782040 GNMA GTD REMIC P/T 05-50 A GNMA GTD REMIC P/T 11-H09 AF GNMA POOL #0782046 GNMA GTD REMIC P/T 05-79 C GNMA GTD REMIC P/T 12-35 A GNMA POOL #0782049 GNMA GTD REMIC P/T 05-87 C GNMA GTD REMIC P/T 12-44 C GNMA POOL #0782371 GNMA GTD REMIC P/T 06-063 B GNMA GTD REMIC P/T 12-70 AB GNMA POOL #0782520 GNMA GTD REMIC P/T 06-42 A GNMA GTD REMIC P/T 2004-9 ZS GNMA POOL #0782560 GNMA GTD REMIC P/T 06-51 A GNMA GTD REMIC P/T 2007-75 B GNMA POOL #0782631 GNMA GTD REMIC P/T 06-55 C GNMA GTD REMIC P/T 2007-75 C

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GNMA GTD REMIC P/T 2009-4 A GNMA II POOL #0080702 GOLDEN LIVING (5/11) TLB GNMA GTD REMIC P/T 2009-4 C GNMA II POOL #0080708 GOLDEN STAR RESOURCES LTD GNMA GTD REMIC P/T 2009-5 B GNMA II POOL #0080727 GOLDENTREE OFFSHORE FUND LTD GNMA GTD REMIC P/T 2010-97 C GNMA II POOL #0080745 GOLDER THOMA CRESSEY RAUNER V GNMA GTD REMIM P/T 2004-45 ZS GNMA II POOL #0080824 GOLDMAN CAP MKT (GLM) CASH COL GNMA II POOL #0004061 GNMA II POOL #0080934 GOLDMAN INTL (GST) CASH COLL GNMA II POOL #0004239 GNMA II POOL #0081018 GOLDMAN SACHS CAP I GNMA II POOL #0004245 GNMA II POOL #0081585 GOLDMAN SACHS GROUP INC SR NT GNMA II POOL #0004436 GNMA II POOL #0081637 GOLDMAN SACHS GROUP INC/THE GNMA II POOL #0004559 GNMA II POOL #0081661 GOLFSMITH INTERNATIONAL HOLDIN GNMA II POOL #0004617 GNMA II POOL #0082468 GOME ELECTRICAL AP HKD0.1 GNMA II POOL #0004696 GNMA II POOL #0082478 GOODMAN FIELDER NPV GNMA II POOL #0004697 GNMA II POOL #0082483 GOODMAN GLOBAL (11/10) TLB GNMA II POOL #0004746 GNMA II POOL #0710035 GOODMAN GLOBAL (2ND LIEN 10/10 GNMA II POOL #0004747 GNMA II POOL #0710077 GOODMAN LTD GNMA II POOL #0004772 GNMA II POOL #0710083 GOODRICH CORP GNMA II POOL #0004854 GNMA II POOL #0710087 GOODRICH PETROLEUM CORP GNMA II POOL #0004883 GNMA II POOL #0721566 GOODYEAR ENGINEERED DD TL GNMA II POOL #0004923 GNMA II POOL #0731500 GOODYEAR ENGINEERED PROD 7/07 GNMA II POOL #0004978 GNMA II POOL #0731503 GOODYEAR TIRE & RUBBER (US 2ND GNMA II POOL #0005055 GNMA II POOL #0751413 GOODYEAR TIRE & RUBBER CO/THE GNMA II POOL #0008608 GNMA II POOL #0751746 GOOGLE INC GNMA II POOL #0008613 GNMA II POOL #0757327 GOURMET KINEYA ORD CFD GNMA II POOL #0008621 GNMA II POOL #0783050 GOVERNEMNT NATL MTG ASSN GTD GNMA II POOL #0008623 GNMA MULTI REMIC P/T 08-59 C GOVERNMENT NATL MTG ASSN GTD GNMA II POOL #0008631 GNMA POOL #0639909 GOVERNMENT OF CANADA GNMA II POOL #0008633 GNMA REMIC MTG P/T 04-24 VB GOVERNMENT PROPERTIES INCOME T GNMA II POOL #0008663 GO-AHEAD GROUP ORD 10P GOVERNMENT TR CTFS GNMA II POOL #0008767 GOL LINHAS AEREAS INTELIGENTES GOVT OF BERMUDA 144A GNMA II POOL #0080045 GOLAR LNG LIMITED SHS GP INVESTMENTS LTD BDR EACH GNMA II POOL #0080106 GOLD 100 OZ FUTURE GP STRATEGIES CORP GNMA II POOL #0080114 GOLD BULLION SECURITIES LTD 0% GPT GROUP GNMA II POOL #0080137 GOLD FIELDS LTD GRACECHURCH MTG 06-1 A6 144A GNMA II POOL #0080272 GOLD FIELDS ORD ZAR0.50 GRACO INC GNMA II POOL #0080289 GOLD FIELDS OROGEN HOLDIN 144A GRAFTECH INTERNATIONAL LTD GNMA II POOL #0080502 GOLD FIELDS OROGEN HOLDING BVI GRAHAM PARTNERS INVESTMENTS GNMA II POOL #0080520 GOLD HILL VENTURE LENDING 03-A GRAINCORP 'N'NPV GNMA II POOL #0080569 GOLDCORP INC GRAMERCY REAL ESTAT 1A A1 144A GNMA II POOL #0080578 GOLDCREST CO CFD GRAN TIERRA ENERGY INC GNMA II POOL #0080579 GOLDCREST CO JPY50 GRAND CANYON EDUCATION INC GNMA II POOL #0080589 GOLDEN AGRI RES USD0.025 GRAND PAC BUSINESS 05-1 A 144A GNMA II POOL #0080595 GOLDEN EAGLE RETAIL GROUP LTD GRANGE RESOURCES NPV POST

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GRANITE BROADCASTING (5/12)TLB GREENWICH CAP 05-GG3 CL K 144A GRUPO TELEVISA SAB GRANITE REAL ESTATE INC GREENWICH CAP COML FDG 02 144A GRUPOSURA FINANCE 144A GRANITE VENTURES LTD 3A C 144A GREENWICH CAP MTG 03-C2 A-4 GRYPHON PARTNERS II LP GRAPE KING INC GREENWICH CAPITAL COMME GG1 A7 GRYPHON PARTNERS III GRAPHIC PACKAGING INTERNATIONA GREENWICH CAPITAL COMME GG3 A2 GS MEZZANINE PARTNERS L P GRAY TELEVISION INC GREENWICH CAPITAL COMME GG5 A5 GS MORTGAGE SECURITI C1 D 144A GRD HOLDINGS III CORP 144A GREENWICH CAPITAL COMME GG7 A4 GS MORTGAGE SECURITIES CO C1 E GREAT EAGLE HLDGS HK0.50 GREENWICH CAPITAL COMME GG7 AM GS MORTGAGE SECURITIES GC6 A3 GREAT EASTERN HLDG SGD0.50 GREENWICH CAPITAL COMME GG9 A4 GS MORTGAGE SECURITIES GCJ7 C GREAT HILL EQUITY PARTNERS II GREENWICH CAPITAL COMMER C1 A4 GS MORTGAGE SECURITIES GG4 A4 GREAT HILL EQUITY PARTNERS III GREENWICH CAPITAL COMMERC C1 B GS MORTGAGE SECURITIES GG4 A4A GREAT HILL EQUITY PARTNERS IV GREENWICH COML C003-C2 144A GS MORTGAGE SECURITIES GG6 A4 GREAT HILL EQUITY PARTNERS L P GREENWICH STREET CAP PARTNERS GS MORTGAGE SECURITIES GG8 A4 GREAT LAKES DREDGE & DOCK CORP GREGGS ORD GBP0.02 GS MTG SEC CORP II 04-GG J GREAT PLAINS ENERGY INC GREIF INC GS MTG SECS CORP 05-HE3 CTF B3 GREAT PORTLAND ESTATES ORD GREYLOCK ISRAEL II GS MTG SECS CORP 06RR2 N 144A GREAT PORTLAND ESTATES ORD CFD GREYLOCK XII LP GS MTG SECS CORP 12ALOH A 144A GREAT WALL MOTOR COMPANY LTD GREYLOCK XIII LP GS MTG SECS CORP 2006 144A GREAT WALL TECHNOLOGY CO CL H GRIEG SEAFOOD NOK4.00 GS MTG SECS CORP II 144A GREAT WEST LIFECO INC GRIFFON CORP GS MTG SECS II 04-GG2 K 144A GREATBATCH INC GRIFOLS 2/12 (USD) TLB GS MTG SECS TR 2012-GCJ7 144A GREATER BERKS DEV FUND IV GRIFOLS INC GS YUASA CORP NPV GREATER TORONTO AIRPORT AUTH GRIFOLS SA EUR0.5 GSAA TRUST 4 4A2 GREATVIEW ASEPTIC PKG CO LTD GROSVENOR RESIDENTIAL INVT GSAMP TRUST S4 A1 GREE INC NPV GROTECH PARTNERS V L P GSC PARTNERS CDO INVESTORS GREEKTOWN SUPERHOLDINGS INC GROUP 4 SECURICOR PLC CFD GSC RECOVERY II LP GREEN CENTURY BALANCED FUND GROUPAMA SA GSC RECOVERY III PARALLEL FUND GREEN CROSS CORPOR KRW5000 GROUPE BRUXELLES L NPV GSR MORTGAGE LOAN TRUS OA1 2A1 GREEN EQUITY INVESTORS II LP GROUPE STERIA EUR1 GSR MORTGAGE LOAN TRUST 14 3A2 GREEN MOUNTAIN COFFEE ROASTERS GROUPON INC G-STAR 2002-1 CL C DEFINITIVE GREEN PLAINS RENEWABLE ENERGY GRUH FINANCE INR10 GSW IMMOBILIEN AG GREENBRIER COS INC CONV GRUMA SAB DE CV SER 'B' NPV GTCR FUND IX GREENHUNTER ENERGY INC GRUPO AEROPORTUARIO DEL CENTRO GTCR FUND VI LP GREENPARK INTL INVS III LP GRUPO AVAL LTD 144A GTCR FUND VII LP GREENPOINT MANUFACTURED 2 IA2 GRUPO BIMBO SAB DE CV 144A GTCR FUND VII-A GREENPOINT MANUFACTURED 2 IIA2 GRUPO BIMBO SAB DE CV SER'A' GTCR FUND VIII LP GREENPOINT MANUFACTURED 3 2A2 GRUPO CATALANA OCCIDENTE SA GTE CORP GREENPOINT MANUFACTURED H 2 A2 GRUPO FINANCIERO BANORTE SAB GTE FLORIDA INC DEBS GREENPOINT MANUFACTURED H 4 A2 GRUPO MEXICO SAB DE CV GTL TRADE FINANCE INC REGS GREENPOINT MORTGAGE F AR8 1A2A GRUPO POSADAS SAB DE CV 144A GTR ORLANDO FL AVAITION AUTH A GREENWAY MEDICAL TECHNOLOGIES GRUPO SIMEC SAB DE CV GUANGDONG INVT LTD ORD HK$0.50 GREENWICH CAP 02-C1 CL H 144A GRUPO TELEVISA SA GUANGZHOU AUTOMOBILE GROUP CO

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GUANGZHOU R&F PROPERTIES HALIM HOLDINGS CO LTD HARMONY FOODS CORP 144A GUATEMALA (REP OF) BDS REGS HALLA ENGINEERING & CONSTRUCT HAROT 2009-3 A3 GUESS? INC HALLETS POINT HARP HIGH GRADE CDO I LTD PREF GUGGENHEIM STRUCT 05-2 144A HALLIBURTON CO HARRAH'S 2/12 EXTENDED B6 TLB GUGGENHEIM STRUCT 06-3 E 144A HALMA ORD 10P HARRAH'S 9/09 TLB4 GUGGENHEIM STRUCT FDG 05 144A HALPERN DENNY FUND III LP HARRIS CORP GUGGENHEIM TECHNOLOGY VENTURES HAMAMATSU PHOTONICS NPV HARRY WINSTON DIAMOND CORP GUIDE EXPLORATION LTD HAMBURGER HAFEN UND LOGISTIK A HARSCO CORP GUIDEWIRE SOFTWARE INC HAMMERSON ORD 25P REITS HARTFORD FINANCIAL SERVICES GR GUINNESS ANCHOR BERHAD MY$0.50 HAMMERSON PLC CFD HARUM ENERGY TBK PT GUJARAT ALKALIES INR10 HAMPTON MANAGEMENT UNIT HARVEY NORMAN HLDGS NPV GUJARAT NARMADA VA INR10 HANA FINANCIAL HOLDINGS HASBRO INC GUJARAT STATE FER INR10 HANCOCK HOLDING CO HASEKO CORP CFD GULF KEYSTONE PETRO LTD CFD HANDSOME CORP KRW500 HATTERAS FINANCIAL CORP GULF TANKS/NES TANKS (2ND LIEN HANESBRANDS INC HAULOTTE GROUP EUR0.13 GULFPORT ENERGY CORP HANG FUNG GOLD TEC HKD0.10 HAWAII CNTY HAWAII GULLIVER INTERNATIONAL CFD HANG LUNG GROUP LTD HAWAIIAN ELECTRIC INDUSTRIES I GULLIVER INTERNATIONAL JPY50 HANG LUNG PROPERTIES LTD HAYS ORD 1P GUNMA BANK CFD HANG SENG BANK HK$5 HAYS PLC CFD GUNMA BANK Y50 HANGER ORTHOPEDIC GROUP INC HBOS PLC 144A GUOCOLEISURE LIMITED USD0.20 HANKOOK TIRE MANUFACTURING HC STARCK 4/07 (USD) TLC GURUNAVI INC HANKUK PAPER MFG KRW5000 HCA HOLDINGS INC GWANGJU SHINSEGAE KRW5000 HANKYU HANSHIN HOLDINGS INC HCA INC GXS WORLDWIDE INC HANNOVER RUECKVERSICHERUNG AG HCC INSURANCE HOLDINGS INC GYMBOREE CORP HANNSTAR BOARD CORP TWD10 HCP INC H & T GROUP ORD GBP0.05 HANOVER INSURANCE GROUP INC/TH HD SUPPLY (COV-LITE 4/12) TL H&E EQUIPMENT SERVICES INC HANWHA SECS KRW5000 HD SUPPLY 3/10 EXTENDED TLB H&R BLOCK INC HANWHA TIMEWORLD CO LTD HDFC BANK LTD H&R REAL ESTATE INVESTMENT TR HAPPINET CORP NPV HEADLAND PRIVATE EQUITY FUND H.C. STARCK 04/07 (USD) TLC HARBOUR VEST INTL PRIVATE EQ HEADWATERS INC H.I.S.CO CFD HARBOURVEST INTL PRIVATE EQ HEALTH CARE REIT INC H20 RETAILING CORP Y50 HARBOURVEST INTL PRIVATE EQUTY HEALTH CARE SERVICE CORP 144A HACHIJUNI BANK LTD/THE HARBOURVEST PARTNERS VIII - HEALTH MANAGEMENT ASSOCIA 144A HACHIJUNI BANK Y50 CFD HARBOURVEST PTNRS VI FD LP HEALTH MANAGEMENT ASSOCIATES I HAIN CELESTIAL GROUP INC/THE HARBOURVEST VENTURE VII HEALTH NET INC HAITONG INTL SECURITIES GROUP HARGRAY COMM HYBRID 2ND LIEN HEALTHCARE REALTY TRUST INC HAKUDO CO LTD JPY50 CFD HARGREAVES LANSDOWN ORD HEALTHCARE SERVICES GROUP INC HAKUHODO DY HLDGS INC NPV HARLEY DAVIDSON FDG CORP 144A HEALTHCARE VENTURES FUND V HAKUTO CO CFD HARLEY-DAVIDSON FINANCIAL 144A HEALTHCARE VENTURES VI HAKUTO CO JPY50 HARLEY-DAVIDSON FUNDING C 144A HEALTHCARE VENTURES VII L P HALFORDS GROUP ORD GBP0.01 HARLEY-DAVIDSON INC HEALTHCARE VENTURES VIII LP HALIFAX CAPITAL PARTNERS LP HARMAN INTERNATIONAL INDUSTRIE HEALTHSOUTH CORP

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HEALTHSTREAM INC HESS CORP HIROSE ELECTRONICS HEARTWARE INTERNATIONAL INC HEWLETT-PACKARD CO HISAMITSU PHARM CO NPV HEATING OIL FUTURE (NYM) HEXAGON AB HISTORIC TW INC HEDGED MUT FED FEE 06-2A 144A HEXCEL CORP HITACHI CHEMICAL Y50 HEIDELBERGCEMENT AG HEXINDO ADIPERKASA IDR100 HITACHI CONSTRUCTION MACHINERY HEIDELBERGER DRUCKMASCHINEN HEXION SPECIALTY CHEMICAL TL HITACHI HIGH TECHNOLOGIES CORP HEIJMANS CVA EUR0.03 HEXION SPECIALTY CHEMICALS TL HITACHI KOKUSAI ELECTRIC JPY50 HEINEKEN HOLDING EUR1.6 HEXION US FINANCE CORP HITACHI LTD CFD HEINEKEN NV 144A HEXION US FINANCE CORP / HEXIO HITACHI MEDICAL CORP NPV HEINEKEN NV EUR1.60 HEXPOL HITACHI METALS Y50 HEINZ H J CO COM HFF INC HITACHI NPV HEITMAN AMERICA REAL ESTATE HHI HOLDINGS (3/11) TLB HITTITE MICROWAVE CORP HELIOS FINANCE LP S1 B3 144A HIAP SENG ENGINEER SGD0.1 HIWIN TECHNOLOGIES CORP TWD10 HELLMAN & FRIEDMAN CAP PTNR IV HIBBETT SPORTS INC HJ HEINZ CO HELLMAN & FRIEDMAN CAPITAL HIBIYA ENGINEERING Y50 CFD HKR INTERNATIONAL HK$0.25 HELMERICH & PAYNE INC HIDAY HIDAKA CORP NPV HKT TRUST / HKT LTD HELVETIA HOLDING AG CHF0.1 HIG BAYSIDE DEBT LBO II HMB CAP TR V CAP SECS 144A HENDERSON GROUP PLC ORD HIG GROWTH BUYOUTS & EQUITY HMS HOLDINGS CORP HENDERSON LAND DEVELOPMENT CO HIGASHI NIHON HOUSE CO Y50 HO BEE INVESTMENT SGD0.05 HENGAN INTL GROUP CO LTD HIGASHI-NIPPON BANK LTD/THE HOCHSCHILD MINING PLC CFD HENKEL AG & CO KGAA HIGH CAP PTR VII HOCHTIEF AG NPV HENKEL AG & CO KGAA NPV(BR) HIGH RIVER GOLD MINES LTD HOGANAS AG ORD 'B'SHS SWKR5 HENNES & MAURITZ AB HIGHLAND CAPITAL PARTNERS VI HOKKAIDO ELE POWER CO INC Y500 HENRY SCHEIN INC HIGHLAND CONSUMER FUND I LP HOKKAIDO ELECTRIC POWER CO INC HERBALIFE LTD USD COM SHS HIGHLAND GOLD MINI ORD HOKURIKU ELEC PWR CO INC Y500 HERCULES OFFSHORE INC HIGHLAND PARK II MEZZANINE HOKURIKU ELECTRIC POWER CO INC HERCULES OFFSHORE INC 144A HIGHLIGHT COMMON CHF1 HOLCIM CHF2 (REGD) HERITAGE FD I LP HIGHMARK INC 144A HOLCIM INDONESIA TBK IDR500 HERITAGE OF GREEN HILLS HIGHWOODS PROPERTIES INC HOLD-KEY ELECTRIC TWD10 HERITAGE OIL PLC ORD NPV HIKMA PHARMACEUTICALS ORD HOLLAND II APARTMENTS HERITAGE POINTE OF TEANECK HILEX POLY (11/10) TLB HOLLY ENERGY PARTNERS LP HERMES INTL FRF10 POST SPLIT HILLMAN GROUP INC HOLLY ENERGY PARTNERS LP / HOL HERO MOTOCORP LTD HILL-ROM HOLDINGS INC HOLLYFRONTIER CORP HEROUX-DEVTEK INC HILLSHIRE BRANDS CO HOLMEN AB SEK50 SER'B' HERSHA HOSPITALITY TRUST HIMAX TECHNOLOGIES INC HOLOGIC INC HERSHEY CO/THE HINDUSTAN SANITARYWARE & IND HOMBURG INVEST INC HERTZ (COV-LITE 3/11) TLB HINES US OFFICE VALUE ADDED HOME CAPITAL GROUP INC HERTZ 2009-2A A2 HINO MOTORS LTD CFD HOME DEPOT INC HERTZ 2009-2A B1 HINO MOTORS Y50 HOME DEPOT INC/THE HERTZ CORP/THE HINOKIYA HOLDINGS CO LTD HOME EQUITY ASSET TRUST 4 2A3 HERTZ GLOBAL HOLDINGS INC HIOKI E. E. CORP JPY50 CFD HOME EQUITY ASSET TRUST 5 2A3 HERTZ VEHICLE FINANCING 2A A1 HIPEP V-ASIA PACIFIC & REST OF HOME INNS & HOTELS MANAGEMENT

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HOME LN TR 2006 HI2 2006-HI2 HOST HOTELS & RESORTS LP 144A HUMANA INC HOME PRODUCT CENTRE THB1(ALIEN HOST MARRIOTT CORP NEW COM HUMAX CO LTD/NEW HOME PROPERTIES INC HOT TOPIC INC HUNG HING PRINTING GROUP HOME RETAIL GROUP ORD GBP CFD HOUSE FOOD INDUSTRIAL CO CFD HUNG POO REAL ESTA TWD10 HOME RETAIL GROUP ORD GBP0 HOUSTON TEX ARPT SYS REV HUNGARIAN DEVELOPMENT BANK HOMEAWAY INC HOVNANIAN ENTERPRISES INC HUNGARY (GOVT OF) BDS HUF'A' HOMESERVE ORD GBP0.025 HOWA MACHINERY LTD JPY50 CFD HUNGARY (REPUBLIC OF) HOMESERVE ORD GBP0.025 CFD HOWARD HUGHES CORP/THE HUNGARY GOVERNMENT BOND HON HAI PRECISION GDR(REP 2 HOWARD HUGHES MEDICAL INSTITUT HUNGARY GOVERNMENT INTL BOND HON HAI PRECISION INDUSTRY CO HOYA CORP NPV CFD HUNGARY GOVERNMENT INTL BONDS HONDA AUTO RECEIVABLES OW 1 A3 HOYA PENTAX HD CORPORATION HUNGARY GOVT INTL BOND HONDA AUTO RECEIVABLES OW 1 A4 HP ENTERPRISE SERVICES LLC HUNTING PLC CFD HONDA AUTO RECEIVABLES OW 2 A1 HSBC BANK PLC HUNTING PLC ORD 25P HONDA AUTO RECEIVABLES OW 2 A4 HSBC BANK PLC 144A HUNTINGTON AUTO TRUST 1 A1 HONDA AUTO RECEIVABLES OW 3 A1 HSBC BANK USA NA/NEW YORK NY HUNTINGTON BANCSHARES INC/OH HONDA AUTO RECEIVABLES OW 3 A3 HSBC CAP FDG(EUR1) PERP BDS HUNTINGTON INGALLS INDUSTRIES HONDA AUTO RECEIVABLES OW 3 A4 HSBC CASH COLLATERAL HUNTSMAN CORP HONDA MOTOR CO NPV HSBC FINANCE CORP HUNTSMAN INTERNATIONAL LLC HONDA MOTOR CO NPV CFD HSBC HLDGS ORD USD0.50 (UK) HURXLEY CORP JPY50 CFD H-ONE CO LTD HSBC HLDGS USD0.50 HONGKONG HUSKY ENERGY INC HONEYS CO LTD NPV CFD HSBC HOLDINGS PLC HUSQVARNA AB SER B NPV HONEYWELL INTERNATIONAL INC HSBC HOLDINGS PLC CFD HUSTEEL CO KRW5000 HONG KONG & CHINA GAS CO LTD HSBC USA INC HUTCH WHAMPOA INT 11 LTD HONG KONG AIRCRAFT HSBK (EUROPE) BV REG S HUTCHISON PORT HOLDINGS TRUST HONG KONG AND SHANGHAI HOTELS HSN INC HUTCHISON TELECOMMUNICATIONS HONG KONG EXCHANGES & CLEARING HTC CORP HUTCHISON WHAM INT HONG LEONG ASIA SGD0.20 HUA HAN BIO-PHARMA HKD0.1 HUTCHISON WHAMPOA HK$0.25 HONG LEONG FIN MYR1 HUAKU DEVELOPMENT CO LTD TWD10 HUTCHISON WHAMPOA INTERNA 144A HONGKONG LAND HLDGS LTD ORD HUB GROUP INC HUTCHISON WHAMPOA INTERNA REGS HOPEFLUENT GROUP HLDGS LTD HUB INTL HLDGS INC SR NT 144A HUTCHISON WHAMPOA INTL 144A HOPEWELL HOLDINGS HKD2.50 HUBBARD RADIO (2ND LIEN 4/11) HUVITZ CO LTD HORIZON NORTH LOGISTICS INC HUBBELL INC HWA SHIN CO LTD HORMEL FOODS CORP HUDSON CITY BANCORP INC HYATT HOTELS CORP HORNBECK OFFSHORE SERVICE 144A HUDSON PACIFIC PROPERTIES INC HYDRO QUEBEC HORNBECK OFFSHORE SERVICES INC HUF/EUR SPOT OPTION 2012 HYFLUX SGD0.05 HOSIDEN CORP Y50 HUFVUDSTADEN AB HYLAND SOFTWARE (3/11) TLB HOSKEN CONS INVTS ZAR0.25 HUGHES SATELLITE SYSTEMS CORP HYPERMARCAS SA 144A HOSPIRA INC HUGHES TELEMATICS INC HYPOTHEKENBANK FRANKFURT AG HOSPITALITY PROP TRUST PFD STK HUGO BOSS AG HYSAN DEVELOPMENT HK$5 HOSPITALITY PROPERTIES TRUST HUHTAMAKI OYJ HYUNDAI AUTO LEASE S A A2 144A HOST HOTELS & RESORTS INC HULIC CO LTD HYUNDAI AUTO RECEIVABLES A A2 HOST HOTELS & RESORTS LP HUMAN GENOME SCIENCES INC HYUNDAI AUTO RECEIVABLES A A3

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HYUNDAI AUTO RECEIVABLES A A4 IDENIX PHARMACEUTICALS INC IMPAC SECURED ASSETS CM 2 1A1A HYUNDAI CAPITAL SERVICES 144A IDEX CORP IMPAC SECURED ASSETS CM 5 1A1B HYUNDAI CORP KRW5000 IDEXX LABORATORIES INC IMPERIAL HOLDING ZAR0.04 HYUNDAI DEPT STORE KRW5000 IDFC LTD INR10 IMPERIAL OIL LTD HYUNDAI ENGR & CONSTR CO IG GROUP HOLDINGS PLC IMPERIAL TOBACCO GROUP ORD 10P HYUNDAI FIRE & MARINE IG GROUP HOLDINGS PLC CFD IMPERIAL TOBACCO GROUP PLC CFD HYUNDAI HOME SHOPPING NETWORK IGATE CORP IMPERVA INC HYUNDAI MOBIS IGM FINANCIAL INC IMPLENIA AG CHF4.85 HYUNDAI MOTOR CO IGNITE RESTAURANT GROUP INC IMPREGILO SPA NPV HYUNDAI MOTOR IB SECURITIES CO IGNITION GROWTH CAPITAL I LP IMPRESS CFD HYUNDAI MTR CO IGNITION VENTURE PARTNER IV LP INABA SEISAKUSHO CO LTD CFD IAC/INTERACTIVECORP IGNITION VENTURE PARTNERS II INABATA & CO Y50 IAMGOLD CORP IGNITION VENTURE PARTNERS III INAGEYA CO CFD IASIS HEALTHCARE LLC / IASIS C IGNITION VENTURES PARTNERS IV INC RESEARCH LLC 144A IBERDROLA SA EUR0.75 (POST IGUATEMI EMPRESA SHOPPING COM INCAPS FUNDING I LTD/CRP IBERDROLA SA ORD EUR3 IHARA CHEMICAL IND Y50 INCHCAPE PLC CFD IBERIABANK CORP IHI CORP Y50 INCITEC PIVOT NPV IBERSOL SGPS SA PTE100 IHS INC INCLINE EQUITY PARTNERS III IBIDEN CO Y50 IIDA HOME MAX JPY50 INCYTE CORP LTD IBJ LEASING CO LIMITED NPV CFD IINET NPV INDEPENDENT NEWS & MEDIA PLC IBM CORP II-VI INC INDEPENDENT NEWS AND MEDIA PLC IBM CORP DEBENTURES IL ST DEV WST RV IL ESCROW INDESIT COMPANY EUR0.90 IBM INTERNATIONAL GROUP CAPITA ILFC E-CAPITAL TRUST II INDEVUS PHARMACEUTICALS INC IBS GROUP HOLDINGS LTD GDR ILIAD NPV INDEX VENTURES GROWTH I I-CABLE COMMUNICATIONS LTD ILJIN DISPLAY CO LTD INDEX VENTURES IV (JERSEY) LP ICADE NPV (POST MERGER) ILLINOIS ST INDEX VENTURES LIFE VI ICAHN ENTERPRISES LP ILLINOIS ST TOLL HWY AUTH TOLL INDEX VENTURES V (JERSEY) LP ICAHN ENTERPRISES LP / ICAHN E ILLINOIS ST TXBL INDEX VENTURES VI (JERSEY) LP ICAP ORD GBP0.10 ILLINOIS TOOL WORKS INC INDIA CEMENTS INR10 DEMAT ICG GROUP INC ILLUMINA INC INDIAN OVERSEAS BK INR10 ICHIA TECHNOLOGY TWD10 ILS/USD SPOT OPTION 2012 INDIANA MICHIGAN POWER CO ICHIBANYA CO LTD JPY50 CFD ILSHIN SPINNING KRW5000 INDIANAPOLIS IND LOC PUB IMPT ICHIKAWA WOOLENCFD ILUKA RESOURCES LIMITED INDIANAPOLIS PWR & LT CO 144A ICHIYOSHI SECURITIES Y50 IMAGINATION TECHNOLOGIES CFD INDIRA SISTEMAS SA EUR0.20 ICICI BANK LTD IMASEN ELEC IND CO JPY50 INDOCEMENT TUNGGAL PRAKARSA ICICI BANK LTD 144A IMDEX NPV INDOFOODS SUKSES M IDR100 ICP ELECTRONICS IN TWD10 IMERYS EUR2 INDONESIA (REPUBLIC OF) IDAHO HEALTH FACS AUTH REV IMI ORD GBP0.25 INDONESIA (REPUBLIC OF) REG S IDAHO POWER CO IMI PLC CFD INDONESIA GOVERNMENT IDEARC INC IMMOFINANZ AG NPV INDONESIA GOVERNMENT INTE REGS IDEMITSU KOSAN CO LTD CFD IMMUCOR 8/11 TLB INDONESIA GOVERNMENT INTERNATI IDEMITSU KOSAN CO LTD NPV IMPAC CMB TRUST 9 1A1 INDONESIA REP BD 144A

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INDONESIA TREASURY BOND INGERSOLL-RAND PUBLIC LIMITED INTEREP NATL RADIO SALES INDONESIA(REPUBLIC OF) INGRAM MICRO INC INTERFACE INC INDRAPRASTHA GAS LTD INGREDION INC INTERGAS FINANCE BV INDUSIND BANK LTD INR10 INKIA ENERGY LTD 144A INTERGROUP FINANCIAL SERVICES INDUSTRIA DE DISENO TEXTIL SA INLAND LAKE NORTH MGMT UNIT INTERLINE BRANDS INC INDUSTRIAL & COMMERCIAL BANK O INMARSAT FINANCE PLC 144A INTERMEDIA PARTNERS VII LP INDUSTRIAL ALLIANCE INS & FINL INMARSAT ORD EUR0.000667 INTERMEDIATE CAP GROUP ORD 20P INDUSTRIAS CH SAB DE CV SER B INMET MINING CORP INTERNATIONAL BANK FOR RECONST INDUSTRIVARDEN AB SER C NPV INMET MINING CORP 144A INTERNATIONAL BUS MACHS CORP INDUTRADE AB INN AT LORETTO INTERNATIONAL BUSINESS MACHINE INDYMAC INDEX MORTGAG AR3 2A1B INNERWORKINGS INC INTERNATIONAL CONSOLIDATED INDYMAC INDEX MORTGAGE AR1 1A1 INNOPHOS HOLDINGS INC INTERNATIONAL CONSOLIDATED AIR INDYMAC SECONDS ASSET BACK A A INNOTECH CORP Y50 INTERNATIONAL CONTAINER TER SE INEOS (USD COV-LITE 4/12) TL1 INNOTEK LTD SGD0.1 INTERNATIONAL FINANCE CORP INEOS FINANCE PLC 144A INNVEST REIT&INNVEST OPERATION INTERNATIONAL FLAVORS & FRAGRA INEOS GROUP HOLDINGS PLC 144A INPEX CORPORATION INTERNATIONAL FOREST PRODS LTD INERGY LP INPHI CORP INTERNATIONAL GAME TECHNOLOGY INERGY LP / INERGY FINANCE COR INR/USD SPOT OPTION 2012 INTERNATIONAL LEASE FINAN 144A INES CORP Y50 INSIGHT VENTURE PARTNERS VI LP INTERNATIONAL LEASE FINANCE CO INF FLR CPURNSA 217.965 @0 INSIGHT VENTURE PARTNERS VII INTERNATIONAL PAPER CO INF FLR CPURNSA 218.011 INSTIT COSTA DE ELECTRIC INTERNATIONAL PERSONAL FINANCE INFICON AG CHF5 (REGD) INSULET CORP INTERNATIONAL POWER ORD PLC INFINEON TECHNOLOGIES ORD NPV INSURANCE AUSTRALIA GROUP PLC INTERNET INITIATIVE JAPAN INC INFOBLOX INC INTACT FINANCIAL CORP INTEROCEANICA IV FINANCE INFONXX (US 12/06) TLB INTAGE INC NPV CFD INTEROCEANICA V FINANCE LTD INFONXX (US 2ND LIEN 12/06) INTEGRA TELECOM HOLDINGS 144A INTEROIL CORP INFORMA PLC CFD INTEGRAL FUNDING INC 1A C 144A INTERPUBLIC GROUP OF COS INC/T INFORMA PLC GBP0.10 INTEGRAMED AMERICA INC INTERPUMP GROUP EUR0.52 INFORMATICA CORP INTEGRATED DEVICE TECHNOLOGY I INTERPUMP GROUP SPA-CW12 INFORMATION SERVICES INTL INTEGRYS ENERGY GROUP INC INTERSERVE PLC INFOSYS LTD INTEL CORP INTERSIL CORP ING AMERICA INSURANCE HLDGS INTELSAT JACKSON (1/11) TLB INTERSTATE POWER & LIGHT CO ING BANK INTELSAT JACKSON HOLDINGS 144A INTERTEK GROUP PLC ORD GBP0.01 ING BANK NV INTELSAT JACKSON HOLDINGS SA INTERWEST PARTNERS IX LP ING BANK NV 144A INTELSAT LUXEMBOURG SA INTERWEST PARTNERS VIII LP ING CAPITAL FUNDING TRUST III INTERACTIVE BROKERS GROUP INC INTERWEST PARTNERS X LP ING FURMAN SELZ INVESTORS III INTERACTIVE DATA CORP INTESA SANPAOLO EUR0.52 ING GROEP N.V. CVA EUR0.24 INTER-AMERICAN DEVEL BK INTESA SANPAOLO SPA ING GROEP NV INTER-AMERICAN DEVELOPMENT BAN INTESA SANPAOLO SPA 144A INGENICO EUR1 INTERCONTINENTAL HOTELS GROUP INTL AZERB(RUBRIKA FIN) INGERSOLL-RAND CO INTERCONTINENTALEXCHANGE INC INTL BK FOR RECON & DEV BD INGERSOLL-RAND GLOBAL HOLDING INTERDIGITAL INC/PA INTL BK RECON & DEV WASH DC

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INTOPS CO KRW500 IRS P MXIBTIIE R 8.05% ISHARES RUSSELL 2000 INDEX FUN INTREPID POTASH INC IRS P MXIBTIIE R 8.86% ISHARES RUSSELL MIDCAP INDEX F INTRUM JUSTITIA NV ORD NPV IRS P MXIBTIIE R 9.85 ISHARES S&P SMALLCAP 600 INDEX INTUIT INC IRS P MXN-TIIE-BANXICO 28D ISIS PHARMACEUTICALS INC INTUITIVE SURGICAL INC IRS P PLN-WIBOR-WIBO 3M ISLE OF CAPRI (3/11) TLB INUI STEAMSHIP CO LTD CFD IRS P THFX6M R 3.32% ISLE OF CAPRI CASINOS INC INVEMED CATALYST FUND LP IRS P USD-LIBOR-BBA 3M ISRAEL CHEMICALS LTD INVENSENSE INC IRS P ZAR-JIBAR-SAFEX 3M ISRAEL CORP ORD SHK1 INVENSYS ORD GBP0.10 IRS_BRL P BZDIOVRA R 8.025 ISRAEL DISCOUNT BANK ILS0.1 INVENSYS ORD GBP0.10 CFD IRS_BRL ZCS R 10.42-CDI ISRAEL ELEC CORP LTD MTN 144A INVENTEC CORP TWD10 IRS_P KLIB3M R 2.86% ISRAEL FIXED BOND INVENTIV HEALTH 6/11 IRS_P KLIB3M R 4.22% ISRAEL ST INVENTIV HEALTH INC 144A IRS_P MXIBTIIE R 8.05% ISRAEL ST AID INVENTURE FOODS INC IRS_P MXIBTIIE R 8.86% ISTAR FINANCIAL (3/11) TLA1 INVERNESS HOTEL (MISC IRS_P MXIBTIIE R 9.85 ISTAR FINANCIAL (3/11) TLA2 INVESCO LTD SHS IRS_P MXN-TIIE-BANXICO 28D ISTAR FINANCIAL (SECOND-OUT INVESCO VENTURE PARTNERSHIP IRS_P PLN-WIBOR-WIBO 3M ISTAR FINL (FIRST-OUT ADD-ON INVESTA OFFICE FUND IRS_P THFX6M R 3.32% ISUZU MOTORS LTD Y50 INVESTEC ORD GBP0.0002 IRS_P USD-LIBOR-BBA 3M IT HOLDINGS CORP INVESTOR AB SEK 6.25 'B' IRS_P ZAR-JIBAR-SAFEX 3M ITALMOBILIARE EUR2.60 INZI CO KRW500 IRSA INVERSIONES Y REPRES 144A ITALY (REP OF) BTPI LKD 144A ION MEDIA NETWORKS INC IRVING CAPITAL PARTNERS II ITALY (REPUBLIC OF) ION MEDIA NEWTWORKS INC WTS IRVING CAPITAL PARTNERS III ITALY BUONI POLIENNALI DEL TES IOOF HOLDINGS LTD NPV IS YATIRIM MENKUL DEGERLER ITALY REP OF DEBS IPAYMENT INC ISETAN MITSUKOSHI HOLDINGS LTD ITALY(REPUBLIC OF) IDX/LKD BTP IPC THE HOSPITALIST CO INC ISHARES DOW JONES US TELECOMMU ITAU UNIBANCO HOLDING SA IPEK DOGAL ENERJI KAYNAKLARI ISHARES FTSE A50 CHINA INDEX ITAU UNIBANCO HOLDING SA/ 144A IPG PHOTONICS CORP ISHARES MSCI BRAZIL INDEX FUND ITAUSA - INVESTIMENTOS ITAU SA IPIC GMTN LTD 144A ISHARES MSCI CANADA INDEX FUND ITC DELTACOM INC IPSOS ISHARES MSCI CHILE INVESTABLE ITC HOLDINGS CORP IPSWICH STR CDO LTD PREF SHS ISHARES MSCI CHINA INDEX FUND ITC NETWORKS CORP NPV CFD IREN SPA ISHARES MSCI EAFE INDEX FUND ITC NETWORKS CORPORATION NPV IRISH BANK RESOLUTION CORP LTD ISHARES MSCI MALAYSIA INDEX FU ITE GROUP ORD 1P IRISH CONTL GROUP UTS)1 ORD ISHARES MSCI MEXICO INVESTABLE ITOCHU CORP CFD IROC ENERGY SERVICES CORP ISHARES MSCI PHILIPPINES INVES ITOCHU CORP Y50 IRON MOUNTAIN INC ISHARES MSCI RUSSIA CAPPED IND ITOCHU FUEL CORP Y50 IRONSHORE HOLDINGS US INC 144A ISHARES MSCI SOUTH AFRICA INDE ITOCHU TECHNO SOLUTIONS CORP IRONWOOD PHARMACEUTICALS INC ISHARES MSCI SOUTH KOREA INDEX ITRON INC IRS BRL P BZDIOVRA R 8.025 ISHARES MSCI TAIWAN INDEX FUND ITT CORP IRS BRL ZCS R 10.42-CDI ISHARES MSCI THAILAND INDEX FU ITT EDUCATIONAL SERVICES INC IRS P KLIB3M R 2.86% ISHARES RUSSELL 1000 GROWTH IN ITV ORD GBP0.10 IRS P KLIB3M R 4.22% ISHARES RUSSELL 1000 VALUE IND ITV PLC CFD

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IVANHOE MINES LTD JAPAN PETROLEUM EX NPV JFE SHOIJ HOLDINGS INC NPV IXIA JAPAN PRIME REALTY INVEST CORP JFE SHOJI TRADE CORP IXYS CORP JAPAN PRIME REALTY JAPAN CFD JGC CORP Y50 IYO BANK LTD/THE JAPAN RADIO CO Y50 CFD JIANGLING MOTORS 'B'CNY1 J FRONT RETAILING CO LTD NPV JAPAN REAL ESTATE INVST CO CFD JIANGXI COPPER CO 'H' CNV1 J H WHITNEY V LP JAPAN REAL ESTATE INVST CO JPY JIDOSHA BUHIN KOG JPY50 J H WHITNEY VI LP JAPAN RETAIL FUND JAPAN CFD JINDAL POLY FILMS INR10 J H WHITNEY VII LP JAPAN RETAIL FUND JAPAN RETAIL JINDAL STEEL & PWR INR1 J P MORGAN CHASE & CO JAPAN STEEL WORKS Y50 JINHEUNG SAVINGS BANK J P MORGAN CHASE 01-A G 144A JAPAN TOBACCO INC Y50000 JIVE SOFTWARE INC J P MORGAN CHASE 01-A X 144A JAPAN TOBACCO INC Y50000 CFD JJB SPORTS J P MORGAN CHASE 02-C1 E 144A JAPAN-112 (20 YR ISSUE) JK PAPER LTD J P MORGAN CHASE 05-LDP1 A-4 JAPAN-114(20 YEAR ISSUE) JK TYRE & INDUSTRIES LTD INR10 J TRUST CO LTD JARDEN CORP JM SMUCKER CO/THE J W CHILDS EQUITY PARTNERS III JARDINE CYCLE & CARRIAGE LTD JMC STEEL GROUP 144A J.D.GROUP ORD ZAR0.05 JARDINE MATHESON HLDGS ORD JMI EQUITY FD V JABIL CIRCUIT INC JARDINE STRATEGIC HLDGS ORD JMI EQUITY FUND VI LP JACCS CO LTD JASA MARGA(INDONESIA HIGHWAY JMI EQUITY FUND VII LP JACCS CO LTD CFD JASMINE INTERNATIONAL PCL JOHN DEERE CAPITAL CORP JACK HENRY & ASSOCIATES INC JAZZ PHARMACEUTICALS PLC JOHN DEERE OWNER TRUST A A3 JACK IN THE BOX INC JAZZTEL PLC JOHN DEERE OWNER TRUST A A4 JACOBS ENGINEERING GROUP INC JB HUNT TRANSPORT SERVICES INC JOHN SEVIER COMB CYCLE JACOBS ENTERTAINMENT INC JBF INDUSTRIES INR10 JOHN WILEY & SONS INC JACQUET METAL SERVICE JBG/ROCKVILLE NCI CAMPUS JOHNS HOPKINS UNIVERSITY JAGUAR LAND ROVER PLC 144A JC DECAUX SA NPV JOHNSON & JOHNSON JAKKS PACIFIC INC JC PENNEY CO INC JOHNSON & JOHNSON COM STK USD1 JAMES HARDIE INDUSTRIES - CDI JC PENNEY CORP INC JOHNSON CONTROLS INC JAMMU & KASHMIR BA INR10 JCP&L TRANSITION FUNDING A A4 JOHNSON ELEC HLDGS HKD0.0125 JANOME SEWING MACH JPY50 CFD JDS UNIPHASE CORP JOHNSON MATTHEY ORD GBP1 JANUS CAPITAL GROUP INC JEAN COUTU GROUP (PJC) INC JOHNSON SVC GROUP ORD 10P JAPAN JEFFERIES CAPITAL PARTNERS IV JOHNSTON PRESS ORD GBP0.10 JAPAN (GOVT OF) BDS JEFFERIES GROUP INC J-OIL MILLS INC NPV JAPAN- 318 (10 YR ISSUE) JEFFERSON PARTNERS FUND IV JOLLIBEE FOODS CORP PHP1 JAPAN BANK FOR INTERNATIONAL C JEFFERSON PLAZA (MISC JONES GROUP INC/THE JAPAN BDS JELD-WEN ESCROW CORP 144A JONES LANG LASALLE INC JAPAN BUSINESS COMPUTER CO LTD JENOPTIK AG NPV EURO JOSHIN DENKI Y50 CFD JAPAN CASH MACHINESCFD JEON BUK BANK KRW5000 JOY GLOBAL INC JAPAN DIGITAL LABORATORY CO JERONIMO MARTINS EUR1 JOYCE BOUTIQUE ORD HKD0.10 JAPAN DIGITAL LABORATORY CO LT JERONIMO MARTINS SGPS EUR5 JOYO BANK CFD JAPAN FINANCE ORGANIZATION FOR JERSEY CENTRAL POWER & LIGHT C JOYO BANK Y50 JAPAN FOUNDATION ENGINEERING JFE HOLDINGS INC NPV JP MORGAN ALTERNATIVE L S1 3A1 JAPAN GOVERNMENT TEN YEAR BOND JFE HOLDINGS INC NPV CFD JP MORGAN ALTERNATIVE LO A4 A1

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JP MORGAN ALTERNATIVE LO A4 A3 JP MORGAN CHASE COMMERCIA C6 B JTEKT CORP JP MORGAN CHASE 05-PRKS 144A A JP MORGAN CHASE COMMERCIAL MOR JTEKT CORPORATION NPV CFD JP MORGAN CHASE BANK NA JP MORGAN CP REPO JU TENG INTERNATIONAL HOLDING JP MORGAN CHASE C2 XB 144A IO JP MORGAN MORTGAGE ACQ ACC1 A4 JUKI CORP Y50 CFD JP MORGAN CHASE CAPITAL XV JP MORGAN MORTGAGE ACQ CH1 MV1 JULIUS BAER GRUPPE AG JP MORGAN CHASE CAPITAL XVII JP MORGAN MORTGAGE ACQU CH1 A3 JULIUS BAER HLDGS AG CHF0.05 JP MORGAN CHASE CNTR-A2 144A JP MORGAN MORTGAGE ACQU CH4 A2 JUMBO SA EUR1.19 JP MORGAN CHASE CNTR-D 144A JP MORGAN MORTGAGE TRU S3 1A10 JUNGHEINRICH AG JP MORGAN CHASE CNTZ-MZ 144A JP MORGAN MORTGAGE TRU S3 1A30 JUNIPER NETWORKS INC JP MORGAN CHASE COM CBX D 144A JP MORGAN MORTGAGE TRUS A1 3A2 JUPITER FUND MANAGEMENT-W/I JP MORGAN CHASE COML 04-C1 A3 JP MORGAN MORTGAGE TRUS A4 1A1 JUPITER TELECOMUNICATIONS NPV JP MORGAN CHASE COMM C4 E 144A JP MORGAN MORTGAGE TRUS A7 1A2 JUSTSYSTEM JPY50 JP MORGAN CHASE COMME LDP3 A4A JP MORGAN MORTGAGE TRUST A1 B1 JVC KENWOOD CORP NPV JP MORGAN CHASE COMME LDP6 A3B JP MORGAN MORTGAGE TRUST S4 A5 JX HOLDINGS INC JP MORGAN CHASE COMMER CB11 A3 JP MORGAN POOLED VENTURE CAP JX HOLDINGS INC CFD JP MORGAN CHASE COMMER CB12 A4 JP MORGAN POOLED VENTURE III JYOTHY LABORATORIES LTD INR10 JP MORGAN CHASE COMMER CB15 A4 JP MORGAN REREMIC 7 17A1 JYSKE BANK (AS) DKK10 JP MORGAN CHASE COMMER CB18 A3 JP MORGAN US POOLED FINANCE II K + S AG SHS JP MORGAN CHASE COMMER CB20 A4 JPMCB STRATEGIC PROPERTY FUND K WAH INTL HKD0.10 JP MORGAN CHASE COMMER CB20 AJ JPMCC 2009-IWST D KABA HLDGS AG CHF10'B'(REGD) JP MORGAN CHASE COMMER LD11 A4 JPMCC 2010-C2 D KABEL DEUTSCHLAND HOLDING AG JP MORGAN CHASE COMMER LDP2 A3 JPM-CW14 HON HAI PRECIS KADOKAWA GROUP HOLDINGS CFD JP MORGAN CHASE COMMER LDP3 A3 JPMORGAN CHASE & CO KAGOME CO Y50 CFD JP MORGAN CHASE COMMER LDP4 A4 JPMORGAN CHASE BANK NA KAISA GROUP HOLDINGS LTD REGS JP MORGAN CHASE COMMER LDP5 AJ JPMORGAN CHASE BANK NATIONAL A KAISER ALUMINUM CORP JP MORGAN CHASE COMMER LDP8 AM JPMORGAN CHASE CAPITAL XXVII KAISER ALUMINUM CORP 144A JP MORGAN CHASE COMMER ML1A A1 JPMRR 2009-7 5A1 KAJIMA CORP CFD JP MORGAN CHASE COMMERC C3A A3 JPY (JAPANESE YEN) KAJIMA CORP Y50 JP MORGAN CHASE COMMERC CBX A5 JPY/AUD SPOT OPTION 2012 KAKAKU.COM INC JP MORGAN CHASE COMMERC CIB2 C JPY/CAD SPOT OPTION 2012 KAKEN PHARMACEUTICAL Y50 JP MORGAN CHASE COMMERC LDP5 E JPY/CHF SPOT OPTION 2012 KALBE FARMA IDR50 JP MORGAN CHASE COMMERC LN1 A1 JPY/EUR SPOT OPTION 2012 KAMEI Y50 JP MORGAN CHASE COMMERC LN1 A2 JPY/GBP SPOT OPTION 2012 KAMIGUMI CO Y50 JP MORGAN CHASE COMMERC LN2 A2 JPY/NZD SPOT OPTION 2012 KANAMOTO CO Y50 JP MORGAN CHASE COMMERCI C1 A2 JPY/USD SPOT OPTION 2012 KANEKA CORP NPV JP MORGAN CHASE COMMERCI C3 A3 JRMT 2004-1A A2 KANEMATSU CORP Y50 JP MORGAN CHASE COMMERCI CBX C JSC GEORGIAN RAILWAY KANG YONG ELECTRIC PC -NVDR JP MORGAN CHASE COMMERCI CBX D JSC MMC NORILSK NICKEL ADR KANSAI ELEC POWER NPV JP MORGAN CHASE COMMERCI LN1 B JSE LIMITED ZAR0.10 KANSAI ELEC POWER NPV CFD JP MORGAN CHASE COMMERCIA C1 C JSL SA KANSAI PAINT CO Y50 JP MORGAN CHASE COMMERCIA C1 D JSR CORP JPY50 KANSAS CITY SOUTHERN JP MORGAN CHASE COMMERCIA C2 B JSR CORP JPY50 CFD KANSAS CITY SOUTHERN DE MEXICO

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KANSAS GAS & ELECTRIC CO 144A KELDA GROUP DEFERRED SHARES KEYSTONE HELP KANTO DENKA KOGYO CO Y50 KELLER GROUP ORD 10P KEYSTONE VENTURE IV L P KANTO NATURAL GAS CFD KELLOGG CO KFW KANTO TSUKUBA BANK JPY500 CFD KELSO INVESTMENT ASSOC VIII LP KFW BANKENGRUPPE 4.375% BDS KAO CORP KELSO INVESTMENT ASSOCIATES KGHM POLSKA MIEDZ PLN 10 BR KAO CORP NPV CFD KEMAYAN CORPORATION BHD KH VATEC KRW500 KAPPA CREATE CO CFD KEMET CORP KIA MOTORS CORP KAR AUCTION COV-LITE 5/11 TLB KEMIRA OY NPV KIAN JOO CAN FACTORY BERHAD KAR AUCTION SERVICES INC KEMPER CORPORATION KIKKOMAN SHOYU CO Y50 KARDEMIR KARABUK DEMIR CELIK KENEDIX REALTY INVESTMENT CORP KILROY REALTY CORP KARNATAKA BANK INR10 KENEXA CORP KIMBERLY-CLARK CORP KASAI KOGYO CO LTD JPY50 KENKO MAYONNAISE JPY50 KIMCO REALTY CORP KASIKORNBANK PCL KENMARE RES ORD EUR0.06 CFD KIMCO RLTY CORP COM KASUMI Y50 KENNAMETAL INC KIMOTO CO Y50 KATO SANGYO CO Y50 KENNAMETAL INC COM KIMURA CHEM PLANTS JPY50 KATO WORKS CO CFD KENNEDY-WILSON INC KINDEN CORPORATION Y50 KAUPTHING BANK HF KENNETH COLE PRODUCTIONS INC KINDER MORGAN ENERGY PARTNERS KAWAI MUSICAL INST JPY50 KENTUCKY ASSET / LIABILITY COM KINDER MORGAN FINANCE CO 144A KAWASAKI HEAVY INDUSTRIES Y50 KENTUCKY UTILITIES CO KINDER MORGAN FINANCE CO ULC KAWASAKI KISEN KAISHA Y50 KENTZ CORP LTD KINDER MORGAN INC/DELAWARE KAZAKHMYS ORD GBP0.20 KENYON SQUARE MEZZANINE LOAN KINDER MORGAN INC-CW17 KAZAKHSTAN TEMIR ZHOLY FI 144A KEPPEL CORP NPV KINDER MORGAN MANAGEMENT LLC KAZMUNAIGAZ FINANCE SUB KEPPEL LD STK SG$0.50 KINDRED HEALTHCARE INC KAZMUNAIGAZ FINANCE SUB B.V KERN RIV FDG CORP SR NT 144A KINEPOLIS GROUP NPV KAZMUNAIGAZ GDR EACH REPR KERNEL HOLDING SA NPV KINETIC CONCEPTS 10/11 TLB1 KAZMUNAYGAS NATIONAL CO KERR-MCGEE CORP KINETIC CONCEPTS INC / KC 144A KAZMUNAYGAS NATIONAL CO 144A KERRY GROUP 'A' ORD EUR0.125 KING YUAN ELECTRONICS CO TWD10 KB FINANCIAL GROUP INC KERRY PROPERTIES LTD ORD HKD1 KINGFISHER ORD GBP0.157142857 KB FINANCIAL GROUP INC KRW5000 KESA ELECTRICALS ORD GBP0.30 KINGMAKER FOOTWEAR HLDGS ORD KB HOME KESKO OYJ EUR2 SER'B' KINGSGATE CONSD NL NPV KBC GROUPE NPV KEY COFFEE Y50 CFD KINGSROSE MINING LTD KBL PARTNERSHIP LP KEY ENERGY SERVICES INC KINKI NIPPON TOURIST Y50 KBR INC KEYBANK NA/CLEVELAND OH KINKI SHARYO CO CFD K-BRO LINEN INC KEYCORP KINKI SHARYO CO JPY50 KCC CORP KRW5000 KEYCORP STUDENT LOAN TRU A 1A2 KINNEVIK INVESTMENT AB SEK0.1 KCOM GROUP PLC (HULL) KEYCORP STUDENT LOAN TRU A 2A2 KINROSS GOLD CORP KDDI CORP CFD KEYCORP STUDENT LOAN TRUS A A2 KINTETSU CORP Y50 KDDI CORP Y5000 KEYCORP STUDENT LOAN TRUS B A2 KINTETSU WORLD EXP JPY50 KEIKYU CORP KEYENCE CORP CFD KINZUA MANAGEMENT UNIT KEIO CORP Y50 KEYENCE CORP NPV KIOR INC KEISEI ELECTRIC RAILWAY CO Y50 KEYERA CORP KIRBY CORP KEIYO BANK LTD Y50 KEYSTONE FOREST INVESTMENTS KIRIN BREWERY Y50 CFD

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KIRIN HOLDINGSCO LTD Y50 KONGZHONG CORP KREUZ HOLDINGS LTD KISCO CORP KRW5000 KONICA MINOLTA HLDGS INC Y50 KRG CAPITAL FUND I (PA) LP KISWIRE LTD KRW1000 KONINKLIJKE AHOLD NV EUR0.30 KRG CAPITAL FUND II LP KIT DIGITAL INC KONINKLIJKE DSM NV EUR1.5 KRG CAPITAL FUND III LP KITO CORP NPV CFD KONINKLIJKE KPN NV EUR0.24 KRG CAPITAL FUND IV LP KITTY HAWK KONINKLIJKE PHILIPS ELECTRONIC KROGER CO NTS KKR 2006 FUND (OVERSEAS) LP #1 KONINKLIJKE VOPAK NV EUR0.5 KROGER CO/THE KLABIN SA KONTRON AG NPV KRONES AG ORD NPV KLA-TENCOR CORP KOPPERS BUILDING (MISC KRONOS 12/11 INCREMENTAL TLB KLCC PROPERTY HLDG COM STK KOPPERS HOLDINGS INC KRONOS WORLDWIDE INC KLEPIERRE EUR1.4 KOPPERS INC KRUNG THAI BANK LTD THB5.15 KLINE HAWKES PACIFIC L P KOREA DEVELOPMENT BANK/THE KRUNGTHAI BANK PUBLIC CO LTD KLOECKNER & CO SE NPV (REGD) KOREA EXCHANGE BANK 144A KRW/USD SPOT OPTION 2012 KNIGHT CAPITAL GROUP INC KOREA FINANCE CORP K'S HOLDINGS CORP Y50 CFD KNIGHTSBRIDGE VENTURE CAPITAL KOREA FLANGE IND CO KRW5000 KSB (KLEIN SCH & BCKR NON V KNOLL INC KOREA GAS CORP 144A KT&G CORP KNOLOGY INC KOREA HOUSING FINANCE CORP KTCS CORP KNOWLEDGE LEARNING CORP 144A KOREA HYDRO & NUCLEAR PO KUBOTA CORPORATION Y50 KOBE STEEL KOREA HYDRO & NUCLEAR POW 144A KUEHNE & NAGEL AG CHF1(REGD) KODIAK OIL & GAS CORP KOREA HYDRO & NUCLEAR POW REGS KUKA AG KODIAK OIL & GAS CORP 144A KOREA INVESTMENT HLDGS CO LTD KULICKE & SOFFA INDUSTRIES INC KOENIG & BAUER AG NPV KOREA IRON & STEEL KRW5000 KUMAGAI-GUMI KOHL'S CORP KOREA NATIONAL OIL CORP 144A KUMHO PETRO CHEMICAL CO LTD KOITO MANUFACTURING CO Y50 KOREA STORAGE BATT KRW1000 KUMPULAN FIMA BHD KOITO MANUFACTURING CO Y50 CFD KOREA TREASURY BOND KUNLUN ENERGY COMPANY LTD KOJIMA CO JPY50 CFD KOREA UNITED PHARM KRW500 KUONI REISEN HLDG CHF1(REGD) KOJIMA CO LTD KOREA WESTERN POWER CO LT 144A KURABO INDUSTRIES Y50 KOLAO HOLDINGS KOREA ZINC KSWN5000 KURARAY CO Y50 KOLON CORP KOREAN REINSURANCE KRW500 KURITA WATER INDUSTRIES NPV KOMAI TEKKO INC CFD KORTEK CORPN KRW500 KURODA ELECTRIC NPV KOMATSU CFD KOSAIDO JPY50 CFD KURODA ELECTRIC NPV CFD KOMATSU SEIREN CO Y50 KOSMOS ENERGY LTD KVAERNER ASA KOMATSU Y50 KOZA ALTIN ISLETMELERI AS KWANG DONG PHARM KRW1000 KOMAX CHF10 (REGD) KOZA ANADOLU METAL MADENCILIK KYOBO SECURITIES KRW5000 KOMERCNI BANKA ORD CZK500 KPJ HEALTHCARE MYR1 KYOCERA CORP Y50 KOMORI CORPORATION Y50 CFD KRAFT FOODS GROUP INC 144A KYOEI SANGYO CO LTD JPY50 CFD KONA GRILL INC KRAFT FOODS INC KYOKUTO BOEKI KAISHA CFD KONAKA CO LTD JPY50 KRATON PERFORMANCE POLYMERS IN KYOKUTO KAIHATSU Y50 KONAKA CO LTD JPY50 CFD KRATON POLYMERS LLC / KRATON P KYOKUTO KAIHATSU Y50 CFD KONAMI CO JPY50 KRATOS DEFENSE & SECURITY SOLU KYOKUTO SEC CO LTD NPV CFD KONE CORPORATION NPV ORD B KREA REAL ESTATE INVESTMENT KYOKUYO CO CFD KONECRANES OYJ EUR0.50 KREDITANSTALT FUR WIEDERAUFBAU KYOTO KIMONO YUZEN CO CFD

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KYOWA HAKKO KIRIN CO LTD LAREDO PETROLEUM INC 144A LC DEVELOPMENT SGD0.10 KYUDENKO CORP Y50 LARSEN & TOUBRO INR2 LCCG DIVERSIFIED RISK CMBS KYUNG DONG CITY GAS CO KRW5000 LAS VEGAS SANDS CORP LCCG HIGH YIELD CMBS FUND III, KYUNG DONG PHARM KRW1000 LAS VEGAS SANDS LLC DELAYED B1 LCCG R E SPECIAL SITUATIONS KYUSHU ELECTRIC POWER CO INC LAS VEGAS SANDS LLC TERM B LEAD FUTURE (LME) L-3 COMMUNICATIONS CORP LASALLE HOTEL PROPERTIES LEAN HOGS FUTURE (CME) L-3 COMMUNICATIONS HOLDINGS IN LAVENDON GROUP ORD 1P LEAPFROG ENTERPRISES INC LABORATORY CORP OF AMERICA HOL LAWSON INC CFD LEAR CORP LABRADOR IRON ORE ROYALTY CORP LAWSON INC NPV LEAR CORPORATION ESCROW LADBROKES ORD GBP (CONS) LAWSON SOFTWARE (3/12) TLB LEASE INVESTMENT FLIGHT T 1 A1 LADBROKES PLC CFD LAWSON SOFTWARE INC 144A LEC INC LAFARGE SA EUR4.00 LAZARD EMERGING MKTS EQUITY LECROY CORP LAGARDERE S.C.A. EUR6.1(REG) LAZARD GROUP LLC LECTRA EUR1.5 LAI SUN DEVELOPMENT CO LAZARD LTD SHS -A- LEE & MAN CHEMICAL COMPANY LTD LAIRD PLC ORD GBP0.28125 LB BADEN-WUERTTEMBERG LEE & MAN HANDBAGS LTD LAKEVIEW APARTMENTS LB COML CONDUIT MTG 98-C1 K LEE & MAN PAPER MA HKD0.10 LAM RESEARCH CORP LB CROSSROADS PARTNERSHIP LEEDS WELD EQUITY PARTNERS IV LAM SOON THAILAND PCL LB FOSTER CO LEGACY RESERVES LP LAMAR ADVERTISING CO LB MERCHANT BANK PARTNERS II LEGAL & GENERAL GROUP ORD 2.5P LAMAR MEDIA CORP 144A LB MULTIFAMILY MTG TR 91-4 A-1 LEGG MASON INC LAN AIRLINES SA LB UBS COML 03-C3 CL J 144A LEGG MASON INC 144A LANCASHIRE HLDGS COM SHS LB UBS COML 2001-C7 CL P 144A LEGG MASON REAL ESTATE CAP LANCASTER COLONY CORP LB UBS COML MTG 04-C2 G 144A LEGG MASON REAL ESTATE CAPITAL LAND & HOUSES THB1(ALIEN MKT) LBBW LEGGETT & PLATT INC LAND & HOUSES THB1(NVDR) LBC CREDIT PARTNERS II LP LEGRAND SA EUR4 LAND BUSINESS CO LTD NPV CFD LB-UBS COMMERCIAL MORTG C2 AAB LEHIGH VALLEY BRENNAN FARM LAND SECS GP ORD GBP0.10 REITS LB-UBS COMMERCIAL MORTG C7 A1A LEHIGH VALLEY IND LANDESBANKI IS HF 144A SR00001 LB-UBS COMMERCIAL MORTGA C1 A2 LEHMAN BROS TREAS 144A LANDMARK EQUITY PARTNERS II LB-UBS COMMERCIAL MORTGA C1 A3 LEHMAN BROS TREAS MTN 144A LANDMARK EQUITY PARTNERS III LB-UBS COMMERCIAL MORTGA C1 A4 LEHMAN BROTHERS COMMUNICATIONS LANDMARK EQUITY PARTNERS IV LB-UBS COMMERCIAL MORTGA C3 A4 LEHMAN BROTHERS FL LLFA E 144A LANDMARK EQUITY PARTNERS V L P LB-UBS COMMERCIAL MORTGA C4 AJ LEHMAN BROTHERS HLDGS INC LANDMARK EQUITY PARTNERS XIII LB-UBS COMMERCIAL MORTGA C6 A2 LEHMAN BROTHERS HOLDINGS INC LANDMARK EQUITY PARTNERS XIV LB-UBS COMMERCIAL MORTGA C6 AM LEHMAN BROTHERS INC LANDMARK MEZZANINE PARTNERS LB-UBS COMMERCIAL MORTGA C7 A3 LEHMAN BRTH HLD (RICI) ESCROW LANDRY'S INC 144A LB-UBS COMMERCIAL MORTGA C7 AM LEHMAN PROXY STANDISH - PAY LANDSTAR SYSTEM INC LB-UBS COMMERCIAL MORTGAG C1 B LEHMAN PROXY STANDISH - REC LANDWIRTSCHAFTLICHE RENTENBANK LB-UBS COMMERCIAL MORTGAG C2 E LEHMAN PROXY WAMCO - REC LANNA RESOURCES LB-UBS COMMERCIAL MORTGAG C3 D LEHMAN XS TRUST 3 2A2 LANTHEUS MEDICAL IMAGING INC LB-UBS COMMERCIAL MORTGAG C7 B LEHMAN XS TRUST 8H A1 LANXESS AG NPV LB-UBS COMMERCIAL MORTGAG C7 C LEHMAN XS TRUST GP1 A2A LAREDO PETROLEUM HOLDINGS INC LB-UBS COMMERCIAL MORTGAG C8 F LEIGHTON HOLDINGS LTD ORD

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LELAND STANFORD JR UNIV CALIF LIBERTY MUT GRP SER B 144A LIQUIDITY SERVICES INC LEM REAL ESTATE MEZZANINE FUND LIBERTY MUTUAL GROUP INC 144A LISTRINDO CAPITAL BV 144A LEND LEASE GROUP NPV LIBERTY PROPERTY LP LITHIA MOTORS INC LENDER PROCESSING SERVICES INC LIBERTY PROPERTY TRUST LITHUANIA GOVERNMENT INTERNATI LENNAR CORP LIBERTY TIRE RECYCLING 144A LITTLE EARTH CORP CO LTD LENNOX INTERNATIONAL INC LIC HOUSING FINANC INR2 LIVE CATTLE FUTURE (CME) LENOVO GROUP LTD HKD0.025 LIFE CORPORATION JPY50 CFD LIVE NATION ENTERTAINMENT 144A LENOX STR 07-1 144A 3C7 LIFE HEALTHCARE GROUP HOLDING LIVEPERSON INC LEONI AG NPV LIFE TECHNOLOGIES CORP LIVESENSE INC LERADO GROUP HLDGS HKD0.10 LIFEPOINT HOSPITALS INC LIXIL GROUP CORPORATION LESLIE'S POOLMART (COV-LITE 11 LIFESTYLE INTERNAT HKD0.01 LKQ CORP LETRA TESOURO NACIONAL LIGHTHOUSE CP IV LLOYDS BANKING GROUP PLC LEUCADIA NATIONAL CORP LIGHTSPEED VENTURE VIII LLOYDS TSB BANK PLC LEVEL 3 3/07 COV-LITE TLB LIGHTSPEED VII LP LLOYDS TSB GROUP PLC CFD LEVEL 3 COMMUNICATIONS INC LILLY ELI & CO LLR EQUITY PARTNERS II LP LEVEL 3 FINANCING INC LIME ROCK PARTNERS IV LP LLR EQUITY PARTNERS III LP LEVI STRAUSS & CO LIME ROCK PARTNERS V LP LLR EQUITY PARTNERS LP LEXINGTON CAPITAL PARTNERS I LIME ROCK RESOURCES C L P LMRES COLLEGEVILLE LEXINGTON CAPITAL PARTNERS II LIMEROCK PARTNRS III LMRES PARTNERS ONE LEXINGTON CAPITAL PARTNERS V LIN TV (12/11) TLB LNR PROPERTY (4/11) TLB LEXINGTON CAPITAL PARTNERS VI LINAMAR CORP LOBLAW COMPANIES LTD LEXINGTON CAPITAL PTNRS III LP LINCARE HOLDINGS INC LOCAL TV FINANCE LLC 144A LEXINGTON RLTY TR PFD SER D LINCOLN ELECTRIC HOLDINGS INC LOCALIZA RENT A CAR SA COM NPV LEXMARK INTERNATIONAL INC LINCOLN NATIONAL CORP L'OCCITANE INTERNATIONAL SA LF STRATEGIC REALTY INV II LINDE AG NPV LOCKHEED MARTIN CORP LF STRATEGIC REALTY INV L P LINDSAY CORP LOCKHEED MARTIN TACTICAL SYSTE LG CHEM LTD LINDSAY GOLDBERG & BESSEMER LP LOEWS CORP LG DISPLAY CO LTD LINDT & SPRUENGLI AG LOGITECH INTL SA CHF0.25(REGD) LG ELECTRONICS INC LINDT SPRUENGLI PTG CERT CHF10 LOJAS AMERICANAS SA LG FASHION CORP KRW5000 LINEAR TECHNOLOGY CORP LOJAS RENNER SA COM NPV LG&E AND KU ENERGY LLC LINGSEN PRECISION INDUSTRIES LONDON STOCK EXCHANGE GROUP LI & FUNG HKD0.025 LINK REAL ESTATE INVT LONE PINE RESOURCES INC LI HENG CHEMICAL FIBRE SGD0.1 LINKEDIN CORP LONG BEACH AVENUE (MISC LIAN BENG GROUP SGD0.05 LINN ENERGY LLC LONG BEACH MORTGAGE LO WL2 2A3 LIBBEY GLASS INC LINN ENERGY LLC / LINN EN 144A LONG BEACH MORTGAGE LOAN 1 M1 LIBBEY GLASS INC 144A LINN ENERGY LLC / LINN ENERGY LONG BON INTERNATIONAL CO LTD LIBERTY GLOBAL INC LION DIVERSIFIED MYR0.50 LONGFOR PROPERTIES LIBERTY HLDGS ORD ZAR0.25 LION FOREST INDUSTRIES BERHAD LONGVIEW FIBRE PAPER & PA 144A LIBERTY INTERACTIVE CORP LION IND CORP MYR1(AFTER LONMIN ORD USD1 LIBERTY INTERNATIONAL PLC CFD LIONS GATE ENTERTAINMENT CORP LONMIN PLC CFD LIBERTY MEDIA CORP - LIBERTY LIPPO CIKARANG IDR500 LONZA GROUP AG CHF1(REGISTERED LIBERTY MUT GROUP SER 144A LIPPO LTD HKD0.10 LOOMIS AB NPV'B'

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LOPEZ HOLDINGS CORP PHP1 LUKOIL OAO-SPON ADR MADISON WI MET SCH DIST LORAL SPACE & COMMUNICATIONS LULULEMON ATHLETICA INC MAEDA ROAD CONSTRUCTION Y50 LORD & TAYLOR (1/12) TL LUMAX INTERNATIONAL CORP MAEZAWA KAISEI INDUSTRIES CO L'OREAL EUR0.2 LUMBER LIQUIDATORS HOLDINGS IN MAF SUKUK LTD LORILLARD INC LUMBERMENS MUTL NTS 144A MAGELLAN MIDSTREAM PARTNERS LP LORILLARD TOBACCO CO LUNDBECK (H) A/S DKK5 MAGNA INTL INC LOS ANGELES CALIF DEPT WRT & P LUNDIN PETROLEUM A ORD MAGNACHIP SEMICONDUCTOR SA / M LOS ANGELES CALIF DEPT WTR & P LUNG YEN LIFE SERVICE CORP MAGNIT OJSC LOS ANGELES CALIF UNI SCH DIST LUPATECH SA MAGNUM HUNTER RES CORP WTS LOS ANGELES CNTY CALIF MET TRA LUXOTTICA GROUP EUR0.06 MAGNUM HUNTER RESOURCES CORP LOTTE SHOPPING CENTER CO LUXOTTICA GROUP SPA MAHINDRA & MAHINDRA FIN SECS LOTTO24 AG NPV LVMH MOET HENNESSY EUR0.30 MAIL.RU GROUP LTD LOTTOMATICA SPA EUR1 LYNAS CORP LTD MAIR HLDGS INC CONTRA LOUISIANA LOCAL GOVERN EGSL A1 LYONDELLBASELL INDU-CL A-W/I MAISONS FRANCE COMFORT NPV LOUISIANA PUBLIC FACILI ELL A2 LYONDELLBASELL INDUSTRIES 144A MAJAPAHIT HOLDING BV REGS LOUISIANA-PACIFIC CORP 144A M DIAS BRANCO SA MAKITA CORP Y50 LOWER EAST SIDE GIRLS CLUB M VIDEO OJSC MAKO SURGICAL CORP LOWE'S COMPANIES INC DEBS M&T BANK CORP MALAYSIA AIRLINE SYSTEM M$1 LOWE'S COS INC M/C VENTURE PARTNERS V LP MALAYSIA GOVERNMENT BOND LOWES COS INC MTN BK TR 00019 M3 INC MALAYSIAN AIRLINE SYSTEM BHD LPL FINANCIAL HOLDINGS INC MABUCHI MOTOR Y50 MALAYSIAN GOVERNMENT LPL HOLDINGS INC 3/12 TLB MACDERMID INC 144A MALAYSIAN NATL REI MYR1 LPN DEVELOPMENT PLC THB1(NVDR) MACEDONIA (GOVT OF) MAN GROUP LPP SA PLN2 MACERICH CO/THE MAN GROUP CFD LSI CORP MACH ONE 2004 1 LLC 144A MAN SE ORD NPV LSL PROPERTY SERVICES GBP0.002 MACK-CALI REALTY CORP MANDARIN ORIENTAL INTL ORD LSTAR COMMERCIAL MTG TRUST 1 B MACK-CALI REALTY LP MANDO CORP LSTAR COMMERCIAL MTG TRUST 1 D MACMAHON HLDGS NPV MANDOM INDONESIA IDR500 LTC PROPERTIES INC MACNICA INC NPV MANITEX INTERNATIONAL INC LTD BRANDS INC MACQUARIE GROUP LIMITED NPV MANITOWOC CO INC/THE LTK ENGINEERING CO TWD10 MACQUARIE PA TAP I MANPOWER INC LTX-CREDENCE CORP MACROWELL OMG DIGITAL ENTERTAI MANULIFE FINANCIAL CORP LUBERT ADLER IV MACY'S INC MAPELEY ORD NPV CFD LUBERT ADLER REAL ESTATE FD MACY'S RETAIL HOLDINGS INC MAPFRE SA EUR0.10 LUBERT ADLER REAL ESTATE FUND MADISON DEARBORN CAPITAL MAPLE LEAF FOODS INC LUBERT ALDER REAL ESTATE FD MADISON DEARBORN CAPITAL IV MAPLETREE LOGISTICS TR LUBERT-ADLER R E IV L P MADISON DEARBORN PARTNERS VI MARATHON OIL CORP LUBRIZOL CORP MADISON DEARBORN PTNERS V, LP MARATHON PETROLEUM CORP LUEN THAI HLDGS ORD USD0.01 MADISON MARQUETTE RETAIL MARATHON REAL ESTATE 06 1 144A LUK FOOK HOLDINGS MADISON PARK FUNDING I LT 1A E MARATHON-LONDON GLOBAL FUND LUKOIL INTL FINANCE BV MADISON SQUARE GARDEN CO/THE MARCOPOLO SA LUKOIL OAO MADISON SQUARE LTD 1 O MARICOPA CITRUS

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MARINA DISTRICT FINANCE CO INC MASTR ADJUSTABLE RATE MO 3 3A2 MCMORAN EXPLORATION CO MARINE FARM MASTR ADJUSTABLE RATE MO 6 1A2 MCPHERSONS LTD NPV MARINE HARVVEST NOK.75 MASTR ADJUSTABLE RATE MO 6 7A1 MCRON FINANCE SUB LLC / M 144A MARINER HEALTH GRP SR SUB B MASTR ADJUSTABLE RATE MO 7 3A1 MDU RESOURCES GROUP INC MARKEL CORP MASTR ADJUSTABLE RATE MOR 1 B1 MEAD JOHNSON NUTRITION CO MARKEL CORPORATION MASTR ALTERNATIVE LOANS 7 7A3 MEAD PRODUCTS LLC / ACCO 144A MARKET VECTORS - AGRIBUSINESS MASTR ASSET BACKED SECU NC2 A4 MEADWESTVACO CORP MARKET VECTORS GOLD MINERS ETF MASTR ASSET SECURITIZAT 12 2A1 MECOM GROUP PLC MARKETAXESS HOLDINGS INC MASTR SEASONED SECURITIE 2 4A1 MEDA AB SER A NPV (POST SPLIT) MARKETECH INTL CORP TWD10 MATAHARI PUTRA PRIMA TBK MEDALLION FINANCIAL CORP MARKS & SPENCER GROUP ORD MATERION CORP MEDCO HEALTH SOLUTIONS INC MARKWEST ENERGY PARTNERS LP MATICHON PUBLIC COMPANY LTD MEDIA NUSANTARA CITRA TBK PT MARKWEST ENERGY PARTNERS LP / MATLIN PATTERSON GLOBAL OPP MEDIACOM BROADBAND 4/10 TLF MARQUETTE TRANSPORTATION CO / MATLIN PATTERSON OPPTYS GLOBAL MEDIACOM LLC / MEDIACOM CAPITA MARRIOTT INTERNATIONAL INC/DE MATSON NAVIGATION CO INC MEDIASET ESPANA COMUNICACION MARRIOTT VACATION CL 1A A 144A MATSUYA Y50 CFD MEDIASET EUR0.52 MARRIOTT VACTION CLUB OWN 1A B MATTEL INC MEDIATEK INC MARSH & MCLENNAN COS INC MATTERHORN MOBILE SA REGS MEDICAL RESOURCES INC MART RESOURCES INC MATTHEWS INTL CORP PA CL A MEDICIS PHARMACEUTICAL CORP MARTHA STEWART LIVING OMNIMEDI MATTRESS FIRM HOLDING CORP MEDIOBANCA SPA EUR0.5 MARTIN MARIETTA MATERIALS INC MAUREL ET PROM EUR0.77 MEDIOLANUM NPV POST SUBD MARTIN MIDSTREAM PARTNERS LP / MAX CO Y50 MEDIPAL HOLDINGS CORP MARUBENI CORP Y50 MAXIM CRANE WORKS LP / MA 144A MEDIQ NV EUR0.25 MARUBENI CORP Y50 CFD MAXIM INTEGRATED PRODUCTS INC MEDIVATION INC MARUBUN CORP CFD MAXIMUS INC MEDNAX INC MARUHA GROUP INC NPV MAXLINEAR INC MEDTOX SCIENTIFIC INC MARUI GROUP CO LTD Y50 MAYORA INDAH IDR500 MEDTRONIC INC MARUICHI STEEL TUBE Y50 MAZDA MOTOR CORP NPV MEDUSA MINING LTD MARUKA MACHINERY JPY50 MBIA INC MEG ENERGY CORP MARUTI SUZUKI INDIA LTD INR5 MBK PCL ALIEN MKT THBH10 MEGA ADVANCE INVESTMENTS 144A MARUWA CO LTD CFD MBNA CREDIT CARD MASTER A2 A2 MEGA FINANCIAL HOLDING CO LTD MARUWN CORPORATION JPY50 CFD MBNA CREDIT CARD MASTER A5 A5 MEGACHIPS CORP CFD MARVELL TECHNOLOGY GROUP LTD MCCLATCHY CO/THE MEGANE TOP CO JPY50 MARYLAND ST MCCORMICK & CO INC/MD MEGASTUDY KRW500 MASCO CORP MCCOY INVESTMENT LP MEGGITT ORD5P MASSACHUSETTS ST HEALTH & EDL MCDERMOTT INTERNATIONAL INC MEIJI HOLDINGS CO LTD MASSMART HOLDINGS LTD MCDONALDS CO JAPAN JPY50 MEIKO NETWORK JAPAN NPV CFD MASSMUTUAL GLOBAL FDG II 00010 MCDONALD'S CORP MEISEI INDUSTRIAL CO LTD MASSMUTUAL GLOBAL FUNDING 144A MCGRAW-HILL COS INC/THE MEITEC Y50 MASTERCARD INC MCJ CO LTD NPV MELCO CROWN ENTERTAINMENT LTD MASTR ADJUSTABLE RATE M 13 2A2 MCKESSON CORP MELCO HLDGS INC NPV MASTR ADJUSTABLE RATE MO 2 3A1 MCLEOD RUSSEL INDIA LTD INR5 MELLANOX TECHNOLOGIES LTD SHS

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MELROSE PLC MERRILL LYNCH MORTGAGE LC1 AJ MEXICO GOVERNMENT INTERNATIONA MELROSE STUDENT HOUSING (MISC MERRILL LYNCH MORTGAGE MKB1 A4 MEXICO(UNITED MEXICAN STATES) MEMC ELECTRONIC MATERIALS INC MERRILL LYNCH MORTGAGE T C1 A4 MEYER BURGER TECH MENDERES TEKSTIL TRY1 MERRILL LYNCH MORTGAGE T C1 AJ MEZZ CAP 2005-C3 144A CL D MENZIES(JOHN) ORD 25P MERRILL LYNCH MTG 02 MW1 144A MEZZ CAP 2005-C3 144A CL E MERCADOLIBRE INC MERRILL LYNCH MTG 02-MW1 CL H MEZZ CAP 2005-C3 144A CL F MERCANTILE BANKSHARES CORP MERRILL LYNCH MTG 97-C2 F MEZZ CAP 2005-C3 144A CL G MERCEDES-BENZ AUTO LEASE A A1 MERRILL LYNCH MTG P/T 99-CL G MEZZ CAP COML 04-C1 CL 144A MERCEDES-BENZ AUTO LEASE A A4 MERRILL LYNCH/COUNTRYWIDE 1 A3 MEZZ CAP COML 04-C1 CL D 144A MERCEDES-BENZ AUTO RECEIV 1 A3 MERRILL LYNCH/COUNTRYWIDE 3 AM MEZZ CAP COML 04-C2 CL E 144A MERCER INTERNATIONAL INC MESA WEST CAPITAL CDO LT 1A A2 MEZZ CAP COML MTG 04-C2 144A MERCIALYS SA MESIROW ABSOLUTE RETURN FUND MEZZ CAP COML MTG 04-C2 144A X MERCK & CO INC MET GOVT NASHVILLE & DAVIDSON MFA FINANCIAL INC MERCK KGAA NPV MET PRO CORP MGM CHINA HOLDINGS LTD MERCURIES & ASSOC TWD10 METAIR INVESTMENTS ZAR0.02 MGM RESORTS INTERNATIONAL MERCURY GENERAL CORP METALFRIO SOLUTIONS SA COM NPV MGM RESORTS INTERNATIONAL 144A MERCURY PAYMENT (7/11) TLB METALLOINVEST FINANCE LTD 144A MGP EUROPE FUND III, L.P. MERGE HEALTHCARE INC METALURGICA GERDAU SA MGPA ASIA FUND III LP MERIDIAN BIOSCIENCE INC METCASH LIMITED NPV MHP SA GDR - REG S MERIDIAN VENTURE PARTNERS II METHANEX CORP MHP SA REGS MERITECH CAPITAL PARTNERS III METINVEST BV 144A MIAMI-DADE CNTY FLA EDL FACS A MERITECH CAPITAL PARTNERS IV METLIFE INC MICHAEL BAKER CORP MERITECH CAPITAL PTNRS II LP METLIFE INC SR NT MICHAEL FOODS GROUP INC MERITOR INC METLIFE INSTITUTIONAL FUN 144A MICHAEL KORS HOLDINGS LTD MERITZ FIRE & MARINE INSURANCE METRO AG ORD NPV MICHAEL PAGE INTERNATIONAL CFD MERMAID MARINE AUS NPV METRO HLDGS SGD1 MICHAEL PAGE INTL ORD GBP0.01 MERRILL AUTO TRUST SECURI 1 A4 METRO INC MICHAELS STORES INC MERRILL CORP HYBRID TL METROPCS 3/11 NEW TLB3 MICHELIN CIE GLE DES ETABL MERRILL LYNCH & CO INC METROPCS COMMUNICATIONS INC MICHIGAN ST MERRILL LYNCH & CO MTN TR00432 METROPCS WIRELESS INC MICHIGAN TOBACCO SETTLEMEN A A MERRILL LYNCH & CO MTN TR00454 METROPOLITAN BANK & TRUST CO MICLYN EXPRESS OFFSHORE LTD MERRILL LYNCH 04-MKB1 F 144A METROPOLITAN LIFE GLOBAL 144A MICRO FOCUS ORD GBP0.113636 MERRILL LYNCH FINANCIAL ASSETS METROPOLITAN TRANSN AUTH N Y D MICRO STAR INTL TWD10 MERRILL LYNCH FINL ASSET INC METSA BOARD OYJ MICROCHIP TECHNOLOGY INC MERRILL LYNCH FINL ASSETS INC METSO OYJ EUR1.70 MICRON TECHNOLOGY INC MERRILL LYNCH MORTGAG MLN1 A2A METTLER-TOLEDO INTERNATIONAL I MICRON TECHNOLOGY INC 144A MERRILL LYNCH MORTGAGE CIP1 A2 MEX BONOS DESARR FIX RT MICRONAS SEMICONDUCTOR CHF0.05 MERRILL LYNCH MORTGAGE CIP1 AM MEXICAN BONDES DESARROLL MICROS SYSTEMS INC MERRILL LYNCH MORTGAGE CKI1 A6 MEXICAN BONOS MICROSEMI CORP MERRILL LYNCH MORTGAGE I C1 A3 MEXICAN UDIBONOS MICROSOFT CORP MERRILL LYNCH MORTGAGE KEY1 A4 MEXICO (UTD MEX ST) MTN MID ATLANTIC VENTURE FUND III MERRILL LYNCH MORTGAGE KEY2 A4 MEXICO (UTD MEX ST) NTS MID OCEAN CBO 00 1 A2 144A 3C7

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MID STATE CAP 06 1 CL B 144A MISAWA HOMES CO LTD NPV MIZHO FINANCIAL GROUP INC CFD MID-AMERICA APARTMENT COMMUNIT MISSION BAY (MISC DOCUMENTS) MIZUHO FINL GP NPV MIDAMERICAN ENERGY CO MISSOURI PACIFIC RAILROAD CO MLP AG MIDAMERICAN ENERGY HOLDINGS CO MISSOURI ST BRD OF PUBLIC BLDG MMAF EQUIPMENT FINANCE L AA A4 MID-ATLANTIC VENTURE FD IV LP MISSOURI ST HEALTH & EDL FACS MMG FIDUCIARY & TR CORP 144A MID-CON ENERGY PARTNERS LP MISTRAS GROUP INC MMI HOLDINGS LTD MIDDLEBY CORP MISUMI GROUP INC Y50 MOBIL CORP 1999-A MIDLAND HOLDINGS LTD HKD0.1 MITANI CORP JPY50 MOBILE TELESYSTEMS OJSC MID-STATE TRUST 7 A MITCHELLS & BUTLERS PLC CFD MOBISTAR NPV MIDWAY AIRLINES CORP MITIE GROUP CFD MOCHIDA PHARMACEUTICAL CFD MIDWEST GENERATION LLC MITO SECURITIES CO JPY50 CFD MODERN TIMES GRP (MTG) SER B MIDWEST VANADIUM PTY LTD 144A MITRA ADIPERKAJA TBK PT IDR500 MOHAWK INDUSTRIES INC MIE HOLDINGS CORP 144A MITSUBA CORP JPY50 MOISELLE INTL HKD0.01 MIGROS TICARET AS MITSUBA CORP JPY50 CFD MOLEX INC MIKUNI COCA COLA Y50 MITSUBISHI CHEMICAL HOLDINGS MOLOPO ENERGY LTD MILANO ASSICURAZIO EUR0.52 MITSUBISHI CHEMICAL HOLDINGS C MOLSON COORS BREWING CO MILESTONE PARTNERS II LP MITSUBISHI CORP CFD MOLYCORP INC MILESTONE PARTNERS III LP 2 MITSUBISHI CORP NPV MOLYCORP INC 144A MILESTONE PARTNERS IV LP 2 MITSUBISHI ELECTRIC CORP CFD MOMENTA PHARMACEUTICALS INC MILL WHEAT EURO FUTURE (EOP) MITSUBISHI ELECTRIC CORP Y50 MOMENTIVE PERFORMANCE MATERIAL MILLAR WESTERN FOREST PRODUCTS MITSUBISHI ESTATE CO LTD MONDI LTD MILLENNIUM & COPTHORNE HOTELS MITSUBISHI ESTATE CO LTD CFD MONDI PACKAGING SOUTH AFRICA L MILLENNIUM INORGANIC (2ND LIEN MITSUBISHI GAS & CHEML CO Y50 MONDI PLC ORD CFD MILLER ENERGY RESOURCES INC MITSUBISHI HEAVY IND NPV MONDI PLC ORD EUR0.20 MILLICOM INTL CELL SDR EACH MITSUBISHI HEAVY INDUSTRIES NP MONEX GROUP INC CFD MILLS ESTRUTURAS E SERVICOS MITSUBISHI LOGISTICS CORP JPY5 MONEX GROUP INC NPV MILWAUKEE CNTY WIS PENSION MITSUBISHI MATERIAL CORP Y50 MONEYSUPERMARKET.COM GROUP PLC MIMASU SEMICONDUCTOR INDUSTRY MITSUBISHI MOTOR CORP Y50 MONGOLIAN MINING CORP 144A MINCOR RESOURCES NPV MITSUBISHI TANABE PHARM CORP MONOGAHELA PWR CO 1ST MTG 144A MINDRAY MEDICAL INTERNATIONAL MITSUBISHI UFJ FINANCIAL GROUP MONOGENESIS CORP MINDTREE LTD MITSUBISHI UFJ LEASE & FINANCE MONOLITHIC POWER SYSTEMS INC MINE SAFETY APPLIANCES CO MITSUI & CO Y50 MONONGAHELA POWER CO INC 144A MINERAL DEPOSITS LTD MITSUI & CO Y50 CFD MONOTARO CO LTD NPV MINERALS TECHNOLOGIES INC MITSUI CHEMICALS JPY50 MONOTARO CO LTD NPV CFD MINERVA OVERSEAS II LTD REGS MITSUI FUDOSAN CO Y50 MONSANTO CO MINERVA SA COM STK NPV MITSUI HIGH-TEC Y50 MONSTER BEVERAGE CORP MIPS TECHNOLOGIES INC MITSUI HOME CO LTD MONTGOMERY CNTY PA MIRABELA NICKEL LTD 144A MITSUI MATSUSHIMA JPY50 MONTGOMERY CNTY PA REDEV AUTH MIRACA HOLDINGS INC MITSUI O.S.K. LINES JPY50 MONTPELIER RE HOLDINGS LTD MIRAMAX LLC 1A A 144A MITSUMI ELECTRIC CO Y50 CFD MONUMENTAL GLOBAL FDG 144A MIRANT AMERICAS ESC GEN INC MIXI INC NAV CFD MOODY'S CORP MIRVAC GROUP STAPLED SHS MIYAZAKI BANK Y50 MORGAN CRUCIBLE CO CFD

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MORGAN CRUCIBLE CO. ORD 25P MORGAN STANLEY CAPITAL T25 AAB MR PRICE GROUP ZAR0.0025 MORGAN J P COML MTG 97-5 CL F MORGAN STANLEY CAPITAL T27 A4 MRC GLOBAL INC MORGAN JP COML 1999-G8 G 144A MORGAN STANLEY CAPITAL T27 AJ MRF LIMITED MORGAN JP COML 99-C7 144A MORGAN STANLEY CO (MSC) CASH C MRIYA AGRO HOLDING PLC 144A MORGAN JP COML 99-C7 CL H 144A MORGAN STANLEY DEAN 00-H 144A MS CASH COLLATERAL MORGAN JP COML 99-C8 H 144A MORGAN STANLEY DEAN WI TOP9 A2 MS CASH COLLATERAL MORGAN KEEGAN 07-1 A 144A IO MORGAN STANLEY DEAN WIT HQ2 A2 MS&AD INSURANCE GROUP HOLDINGS MORGAN SINDALL GROUP PLC MORGAN STANLEY DEAN WITTER CAP MSC 1998-CF1 G MORGAN STANELY CAP I TR 11-C1 MORGAN STANLEY DW & CO NT MSC 1999-WF1 L MORGAN STANLEY MORGAN STANLEY DW 03 HQ2 A2 MSC INDUSTRIAL DIRECT CO MORGAN STANLEY (MYC) CASH COLL MORGAN STANLEY DW 03-TOP11 A4 MSCI (3/11) TLB1 MORGAN STANLEY 01-TOP3 E 144A MORGAN STANLEY GLOBAL SUB NT MSCI CAD INDEX NL FUND (CA12) MORGAN STANLEY 03-TOP9 CL E MORGAN STANLEY IFHF SPV LP MSCI EAFE INDEX NL FUND (FD12) MORGAN STANLEY 04-IQ7 E 144A MORGAN STANLEY MORTGAG 10XS A2 MSCI EMERGING MARKETS FREE MORGAN STANLEY 04-RR2 C 144A MORGAN STANLEY MORTGAG 3AR 3A1 MSCI INC MORGAN STANLEY 06-XLF CLJ 144A MORGAN STANLEY MORTGAGE L 2 3A MSDWCC HELOC TRUST 1 A MORGAN STANLEY 1 97-RR F 144A MORGAN STANLEY R.E. FUND II MSRR 2009-GG10 A4A MORGAN STANLEY 2011-C2 E 144A MORGAN STANLEY REAL ESTATE MSTAR SEMICONDUCTOR INC MORGAN STANLEY 97 RR G1 144A MORGAN STANLEY REAL ESTATE FD MTI LTD NPV MORGAN STANLEY 99-CAM1 M 144A MORGAN STANLEY REREM XA A 144A MTN GROUP LTD ZAR 0.0001 MORGAN STANLEY ABS CA WMC2 A2C MORGENTHALER PARTNERS VIII LP MTR CORP HKD1 MORGAN STANLEY ABS CAP HE3 A2C MORGENTHALER VENT PTNRS VII LP MTR GAMING GROUP INC MORGAN STANLEY ABS CAP HE8 A2C MORGENTHALER VENTURE PARTNERS MTU AERO ENGINES INVEST NPV MORGAN STANLEY ABS CAP WMC5 M3 MORGUARD CORP MU FINANCE PLC 144A MORGAN STANLEY ABS CAP WMC6 M2 MORNINGSIDE PARK CLO 1A E 144A MUELLER INDUSTRIES INC MORGAN STANLEY CAP 11-C3 E144A MORNINGSTAR INC MUELLER WATER PRODUCTS INC MORGAN STANLEY CAP 1999-WF1 N MOROZOFF CFD MUENCHENER RUECKVERSICHERUNGS MORGAN STANLEY CAP C4-E 144A MORRIS PUBLISHING GROUP LLC MUHAK CO KRW200 MORGAN STANLEY CAP I 144A CL N MORRISON (W) SUPMKT ORD 10P MULIA INDUSTRINDO IDR500 MORGAN STANLEY CAP I TR 11-C2 MORY INDUSTRIES JPY50 MULTIPLAN EMPREENDIMENTOS IMOB MORGAN STANLEY CAPIT C2 D 144A MORY INDUSTRIES JPY50 CFD MULTIPLAN INC 144A MORGAN STANLEY CAPIT C2 F 144A MOSAIC CO/THE MULTIPLUS SA MORGAN STANLEY CAPITA IQ10 A4B MOSHIMOSHI HOTLINE CFD MULTIPOLAR TBK PT MORGAN STANLEY CAPITAL HQ6 A4A MOSHIMOSHI HOTLINE JPY50 MULTI-PURPOSE HLDG MY$1 MORGAN STANLEY CAPITAL HQ9 A3 MOTONIC CORP KRW5000 MUNCHENER RUCKVERSICHERUNGS-G MORGAN STANLEY CAPITAL I MOTORCITY CASINO (3/11) TL MUNICIPAL ELEC AUTH GA MORGAN STANLEY CAPITAL I IQ5 C MOTOROLA INC MURATA MANUFACTURING CO NPV MORGAN STANLEY CAPITAL IQ11 A4 MOTOROLA SOLUTIONS INC MURPHY OIL CORP MORGAN STANLEY CAPITAL IQ6 A3 MOTORS LIQ CO GUC TR MURRAY ENERGY CORP 144A MORGAN STANLEY CAPITAL IQ8 A4 MOULIN GLOBAL EYECARE HLDGS MUSASHINO BANK Y500 MORGAN STANLEY CAPITAL T17 A5 MOUNT GIBSON IRON LTD NPV MUTUAL OMAHA INS CO NT 144A MORGAN STANLEY CAPITAL T21 A3 MOUNTAIN LAKES MWI VETERINARY SUPPLY INC

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MXN/EUR SPOT OPTION 2012 NATIONAL COLLEGIATE STUDE 1 A4 NCUA GUARANTEED NOTES C1 A2 MXN/USD SPOT OPTION 2012 NATIONAL COLLEGIATE STUDE 1 B1 NCUA GUARANTEED NOTES C1 APT MYER HOLDINGS LTD NATIONAL COLLEGIATE STUDE 2 A2 NCUA GUARANTEED NOTES R1 2A MYLAN INC/PA NATIONAL COLLEGIATE STUDE 2 A4 NCUA GUARANTEED NOTES R3 3A MYLAN INC/PA 144A NATIONAL EXPRESS GROUP ORD 5P NEA 10 LP MYRIAD GENETICS INC NATIONAL EXPRESS GROUP PLC CFD NEA 11 MYRIAD INTERNATIONAL HOLD REGS NATIONAL FUEL GAS CO NEA 12 LP N.G.K. INSULATORS Y50 CFD NATIONAL GRID PLC CFD NEA IX LP N.G.K. SPARK PLUG CO NPV NATIONAL GRID PLC NEW ORD NEA VI NABISCO INC DEBS NATIONAL INSTRUMENTS CORP NEA VII L P NABORS INDUSTRIES INC NATIONAL MONEY MART CO NEC CAPITAL SOLUTIONS LTD NABORS INDUSTRIES LTD SHS NATIONAL OILWELL VARCO INC NEC CAPITAL SOLUTIONS LTD CFD NABTESCO CORP NPV NATIONAL PENN BANCSHARES INC NEC CORP NPV NAC CO LTD JPY50 NATIONAL PETROLEUM TWD10 NEC CORP NPV CFD NAGACORP LTD NATIONAL REINSURANCE CORP OF NEC FIELDING. LTD NPV NAGAILEBEN CO JPY 50 NATIONAL RESEARCH CORP NEC FIELDING. LTD NPV CFD NAGAWA CO Y50 NATIONAL RETAIL PROPERTIES INC NEC MOBILING LTD NPV NAI ENTERTAINMENT HOLDING 144A NATIONAL RURAL UTILITIES COOPE NEC MOBILING LTD NPV CFD NAIKAI ZOSEN CORP JPY50 NATIONAL SEMICONDUCTOR CORP NEC SYS INT & CONS Y50 NAK NAFTOGAZ UKRAINE NATIONAL SURGICAL HOSPITALS NEDBANK GROUP LTD NAKAYO TELECOM JPY50 NATIONAL SURGICAL HOSPITALS TL NEENAH ENTERPRISES INC NAKILAT INC REGS NATIONSBANK CORP SUB NOTES NEENAH FOUNDRY CO NAKILAT INC SR SECD BD 144A NATIONSLINK FUNDING CORP SL X NELL AF SARL F ESCROW NAM TAI ELECTRONICS INC NATIONSTAR HOME EQUITY L B AV2 NELLS AF S A R L SR NT 144A NAMCO BANDAI HOLDINGS INC CFD NATIONSTAR MORTGAGE LLC / 144A NELNET STUDENT LOAN TRUST 1 A3 NAMCO BANDAI HOLDINGS INC NPV NATIONSTAR MORTGAGE LLC / NATI NELNET STUDENT LOAN TRUST 3 A4 NAMURA SHIPBUILDING CO Y50 NATIONWIDE BLDG SOCIETY NEMETSCHEK AG NANA DEVELOPMENT (7/11) TLB NATIONWIDE MUTUAL INSURAN 144A NEOGEN CORP NANOMETRICS INC NATIXIS EUR1.6 NEONODE INC NARA CABLE FUNDING LTD 144A NATL AUSTRALIA BK NPV NEOPOST FRF4 NASDAQ OMX GROUP INC/THE NATURA COSMETICOS COM NPV NEOWIZ CORPORATION KRW500 NASPERS LTD NATURAL GAS FUTURE (NYM) NEPA MNGT II NATIONAL AUSTRALIA BANK LTD NATUZZI SPA SPONSORED ADR NEPA VENTURE FD II L P NATIONAL AUSTRALIA BANK/NEW YO NAVIGATOR CDO 04 144A NEPTUNE ORIENT LNS SG$1 NATIONAL BANK OF CANADA NAVIGATORS GROUP INC/THE NESCO LLC / NESCO HOLDING 144A NATIONAL BANK OF CANADA 144A NAVIS ASIA FUND V LP NESTE OIL OYJ EUR3.4 NATIONAL BK OF PAK PKR10 NAVISTAR INTERNATIONAL CORP NESTLE PURINA PETCARE CO NATIONAL CITY BANK/CLEVELAND O NBCUNIVERSAL MEDIA LLC NESTLE SA NATIONAL CITY CORP NBTY (COV-LITE 3/11) TLB1 NESTLE SA CHF1 NATIONAL COLLEGIATE STUD 2 AIO NBTY INC NET ENTERTAINMENT NE AB SER B NATIONAL COLLEGIATE STUDE 1 A2 NCI BUILDING SYSTEMS 6/12 TL NET ONE SYSTEMS CO JPY5000 NATIONAL COLLEGIATE STUDE 1 A3 NCR CORP NET SERVICOS DE COMUNICACAO SA

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NETAPP INC NEW YORK LIFE GLOBAL FDG 144A NGC CORP SR DEBS NETEASE INC NEW YORK LIFE GLOBAL FUND 144A NGK INSULATORS Y50 NETFLIX INC NEW YORK LIFE MTN 144A NGP NATURAL RESOURCES X LP NETGEM NPV NEW YORK N Y NGPL PIPECO LLC SR NT 144A NETHERLANDS GOVERNMENT BOND NEW YORK N Y CITY MUN WTR FIN NHK SPRING CO Y50 NETIA SA PLN1 NEW YORK N Y CITY TRANSITIONAL NHN CORP NETLIST INC NEW YORK ST NIBC BANK NV NETSUITE INC NEW ZEALAND NIC INC NETWORK RAIL INFRASTRUCTURE FI NEW ZEALAND ENERGY CORP NICE SYSTEMS LTD NEUBERGER BERMAN GROUP LL 144A NEW ZEALAND GOVERNMENT NICE SYSTEMS SHK1 NEUQUEN (PROVINCE OF) NEW ZEALAND(GOVT) I/L NICHIA STEEL WORKS LTD CFD NEUSTAR (11/11) TLB NEWALTA CORPORATION NICHIHA CORP Y50 NEUSTAR INC NEWBRIDGE ASIA III LP NICHIREKI CO LTD Y50 NEVADA POWER CO NEWBRIDGE ASIA IV LP NICKEL ASIA CORP NEVSUN RESOURCES LTD NEWCREST MINING LTD ORD NPV NICKEL FUTURE (LME) NEW ALBERTSONS INC NEWELL RUBBERMAID INC NIDEC CORP NPV NEW ASIA CONST TWD10 NEWFIELD EXPLORATION CO NIELSEN FINANCE LLC / NIELSEN NEW CENTURY HOME EQUITY 3 A2D NEWMARKET CORP NIELSEN HOLDINGS N.V. NEW CENTURY HOME EQUITY 4 A2B NEWMONT GOLD CO CTF 94-A2 NIEN HSING TEXTILE TWD10 NEW CENTURY HOME EQUITY L 2 M2 NEWMONT MINING CORP NIFCO INC Y50 NEW CENTURY HOME EQUITY L A A5 NEWPAGE CORP NIFTY CORP NPV NEW CINGULAR WIRELESS SERVICES NEWPARK RESOURCES INC NIGERIA NEW ENTERPRISE STONE & LI 144A NEWS AMERICA INC NIGERIA CENTRAL BK C/WTS NEW ENTERPRISE STONE & LIME CO NEWS CORP NIGERIA T-BILL NEW GOLD INC NEWSPRING SBIC MEZZANINE NIGERIAN BREWERIES NGN0.50 NEW GOLD INC 144A NEWSPRING VENTURES II LP NIHON M&A CENTER INC NEW HAMPSHIRE HEALTH & ED FACS NEWTREE GROUP HOLDINGS LTD NIHON M&A CENTER INC NPV CFD NEW HAMPSHIRE ST NEXANS SA NIHON NOHYAKU CO CFD NEW JERSEY ST TPK AUTH TPK REV NEXEN CORPORATION KRW5000 NIHON NOHYAKU CO Y50 NEW JERSEY ST TRANSN TR FD NEXEN INC NIHON PARKERIZING Y50 NEW MOUNTAIN PARTNERS III NEXITY SA NIHON UNISYS Y50 NEW MOUNTAIN PARTNERS LP NEXON CO LTD NIHON YAMAMURA GLASS CO NEW S WALES TREASURY CRP NEXSTAR BROADCASTING INC NII CAPITAL CORP NEW SPRING CHV II NEXSTAR BROADCASTING INC / MIS NII HOLDINGS INC NEW UNIBET GROUP SDR EACH REP NEXT GROUP ORD GBP0.10 NIIT TECHNOLOGIES INR10 NEW WORLD DEVELOPMENT CO HK$1 NEXT MEDIA HKD1 NIKE INC NEW WORLD RESOURCE CORP NEXT PLC CFD NIKON CORP NPV NEW YORK COMMUNITY BANCORP INC NEXTEL COMMUNICATIONS INC NINTENDO CO NEW YORK LIFE CAP PARTNERS IV NEXTERA ENERGY CAPITAL HOLDING NIPPO CORP NPV NEW YORK LIFE CAP PARTNERS LP NEXTERA ENERGY INC NIPPON SEIKI CO Y50 NEW YORK LIFE CAPITAL NEXTMEDIA GROUP INC CLASS A NIPPON ACCOMODATIONS FUND INC NEW YORK LIFE CAPITAL PARTNERS NFR ENERGY LLC / NFR ENER 144A NIPPON BUILDING FUND INC

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NIPPON BUILDING FUND INC CFD NISSAN AUTO RECEIVABLES O A A4 NOMURA RL EST INC NPV NIPPON CARBIDE IND CFD NISSAN AUTO RECEIVABLES O B A1 NORANDA ALUMINUM (COV-LITE NIPPON DENSETSU KOGYO CO LTD NISSAN MOTOR CO CFD NORBORD INC NIPPON ELECTRIC GLASS Y50 NISSAN MOTOR CO Y50 NORCRAFT COS LP / NORCRAFT FIN NIPPON ELECTRIC GLASS Y50 CFD NISSEI BUILD KOGYO JPY50 NORDEA AB EUR0.39632 NIPPON EXPRESS CO Y50 NISSEI PLASTIC IND JPY50 NORDEA BANK AB 144A NIPPON FLOUR MILLS CO Y50 NISSHIN FUDOSAN CO LTD JPY50 NORDEA BANK AB EUR0.39632 NIPPON FORM FEED JPY50 NISSHIN SEIFUN GROUP INC NORDEA HYPOTEK AB NIPPON KAYAKU CO Y50 CFD NISSHIN STEEL CO Y50 NORDIC AMER TANKER SHIPPING NIPPON KOEI CO CFD NISSIN ELECTRIC Y50 NORDIC CAPITAL FUND V L P NIPPON MEAT PACKERS Y50 NISSIN FOODS HOLDINGS CO LTD NORDIC CAPITAL VI ALPHA LP NIPPON METAL INDUSTRY CO CFD NITORI HOLDINGS CO LTD NORDIC CAPITAL VII BETA LP NIPPON PAPER GRP INC CFD NITTETSU MINING CO Y50 NORDSON CORP NIPPON PAPER GRP INC JPY50000 NITTO DENKO CORP NPV NORDSTROM INC NIPPON PILLAR PACKING CO JPY50 NITTO SEIKO CO LTD CFD NORFOLK SOUTHERN CORP NIPPON PISTON RING CO LTD Y50 NITTO SEIMO CO JPY50 CFD NORIT 7/11 (USD) TL NIPPON ROAD CO Y50 NKSJ HOLDINGS INC NORITAKE INC Y50 NIPPON SEISEN CO JPY50 NOBEL BIOCARE AG CHF0.40(BR) NORMA GROUP NIPPON SHOKUBAI CO LTD NOBLE CORPORATION BAAR NORSK HYDRO ASA NOK3.6666 NIPPON SHOKUBAI CO Y50 NOBLE ENERGY INC NORSKE SKOGSINDUSTRIER NOK10 NIPPON STEEL CORP CFD NOBLE ENERGY INC USD0.01 NORTEK (COV-LITE 4/11) TL NIPPON STEEL CORP NPV NOBLE GROUP HKD0.25 NORTEK INC NIPPON STEEL TRADING CO NPV NOBLE HOLDING INTERNATIONAL LT NORTEL NETWORKS CORP NIPPON SUISAN KAISHA Y50 NOJIMA CORP JPY50 NORTH AMERICAN BANCARD 4/12 NIPPON SYNTHETIC CHEM INDUSTRY NOK CORPORATION Y50 NORTH AMERICAN ENERGY ALLIANCE NIPPON TEL & TEL CORP Y50000 NOK INTEREST NORTH BRIDGE VEN PRTNRS IV B NIPPON THOMPSON CO Y50 NOK/EUR SPOT OPTION 2012 NORTH BRIDGE VENTURE PTNERS 7 NIPPON THOMPSON CO Y50 CFD NOK/USD SPOT OPTION 2012 NORTH BRIDGE VENTURE PTRS V-B NIPPON YUSEN KK Y50 NOKIA (AB) OY EUR0.06 NORTH BRIDGE VENTURE VI NISHIMATSU CONSTRUCTION CO Y50 NOKIA OYJ NORTH CAROLINA STATE EDUC P A1 NISHI-NIPPON CITY BANK LTD CFD NOKIAN RENKAAT OYJ (NOKIA TYRE NORTH WEST CO INC/THE NISHI-NIPPON CITY BANK LTD NPV NOMOS-BANK NORTHEAST UTILITIES NISHI-NIPPON RAILROAD CO CFD NOMURA ASSET ACCEPTANC AF2 1A5 NORTHERN CALIF PWR AGY REV NISHIO RENT ALL CO Y50 NOMURA ASSET ACCEPTANC AR2 4A2 NORTHERN LIGHT VENTURE FD III NISKA GAS STORAGE US LLC / NIS NOMURA ASSET ACCEPTANC WF1 2A2 NORTHERN LIGHT VENTURE FUND NISOURCE FINANCE CORP NOMURA ASSET ACCEPTANCE AP1 A4 NORTHERN LIGHT VENTURE FUND II NISOURCE INC NOMURA CO CFD NORTHERN OFFSHORE LTD NISSAN AUTO LEASE TRUST A A1 NOMURA HOLDING NPV NORTHERN STAR RESOURCES LTD NISSAN AUTO LEASE TRUST A A2B NOMURA HOLDINGS INC NORTHERN STATES POWER CO/MN NISSAN AUTO LEASE TRUST B A2 NOMURA REAL ESTATE CFD NORTHERN STATES POWER CO/WI NISSAN AUTO RECEIVABLES O 1 A3 NOMURA REAL ESTATE NOMURA NORTHERN TRUST CORP NISSAN AUTO RECEIVABLES O A A1 NOMURA RESEARCH INSTITUTE NPV NORTHGATE

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NORTHROP GRUMMAN CORP NUANCE COMMUNICATIONS INC OCEAN HAMMOCK/PALM COAST (MISC NORTHROP GRUMMAN SYSTEMS CORP NUCOR CORP OCEANAGOLD CORPORATION CDI NPV NORTHUMBERLAND BANCORP NUFARM NPV OCEANEERING INTERNATIONAL INC NORTHWEST AIRLS P/T 02 1 CL G2 NUFLARE TECHNOLOGY INC NPV OCEANIA CRUISES 11/10 EXT TLB NORTHWEST BANCSHARES INC NUFLARE TECHNOLOGY INC NPV CFD OCM MEZZANINE FUND LP NORTHWESTERN MUTUAL LIFE 144A NUSTAR LOGISTICS LP OCM OPPORTUNITIES FD VIII LP NORWAY (KINGDON OF) NUTRECO NV OCM OPPORTUNITIES FUND II L P NOTA DO TESOURO NACIONAL NUTRISYSTEM INC OCM OPPORTUNITIES FUND III L.P NOTTOWAY MANAGEMENT UNIT NUVASIVE INC OCM OPPORTUNITIES FUND IV LP NOVA CHEMICALS CORP NUVEEN INVESTMENTS INC OCM OPPORTUNITIES FUND V NOVA GAS TRANSMISSION LTD NV ENERGY INC OCM OPPORTUNITIES FUND VI NOVA MEASURING INSTMTNT COM NVE CORP OCM OPPORTUNITIES FUND VII NOVARTIS AG CHF0.50 (REGD) NVIDIA CORP OCM OPPORTUNITIES FUND VII-B NOVARTIS CAPITAL CORP NVR INC OCM OPPORTUNITIES FUND VIIIB NOVARTIS SECURITIES INVESTMENT NWA A SEN OCM POWER OPPORTUNITIES NOVATEK FINANCE LTD NWA A SEN SECURITY IN DEFAULT OCM PRINCIPAL OPP FD IV NOVATEK FINANCE LTD 144A NWS HOLDINGS LTD HKD1 OCM PRINCIPAL OPPTYS FD II LP NOVATEK OAO GDR EACH REPR NXP (ADD-ON 11/11) TLA2 OCM REAL ESTATE OPP FD II LP NOVELIS (12/10) TLB NXP 3/11 COV-LITE TL OCM REAL ESTATE OPP FD III LP NOVELIS INC/GA NXP BV / NXP FUNDING LLC 144A OCM/GFI POWER OPPORTUNITIES FD NOVITAS CAPITAL II LP NXSTAGE MEDICAL INC OCONEE RIVER MANAGEMENT UNIT NOVITAS CAPITAL III LP NYLIM MEZZANINE PARTNERS OCONNOR NORTH AMERICAN NOVITAS CAPITAL LP NYLIM MEZZANINE PRTRS II O'CONNOR NORTH AMERICAN NOVO VITA LP NYRSTAR NV OCWEN FINANCIAL (9/11) TLB NOVOLIPET STEEL-GDR REG S NYSE EURONEXT OCWEN FINANCIAL CORP NOVO-NORDISK AS DKK1 NZD/AUD SPOT OPTION 2012 OCZ TECHNOLOGY GROUP INC NOVOZYMES A/S OAK HILL CAPITAL PARTNERS LP ODAKYU ELECTRIC RAILWAY CO Y50 NPC INTERNATIONAL INC / NPC OP OAK INVESTMENT PARTNERS XI LP ODEBRECHT DRILLING NORBE VIII/ NPS PHARMACEUTICALS INC OAK INVESTMENT PARTNERS XII LP ODEBRECHT FINANCE LTD 144A NRG ENERGY INC OAKCREST ODONTOPREV SA COM NPV NRW HOLDINGS LIMITED NPV OAKTREE CAP MANAGEMENT LLC ODYSSEY MARINE EXPLORATION INC NSG HOLDINGS LLC / NSG HOLDING OAKTREE CAP MGMT REAL ESTATE OENON HOLDINGS INC NPV NSK LTD ORD OAKTREE CAPITAL MANAGEMEN 144A OESTERREICHISCHE EL WIRTSCH NSTAR ELECTRIC CO OAKWOOD MORTGAGE INVESTOR A A4 OESTERREICHISCHE KONTROLLBANK N-STAR REAL EST B-1 144A 3C7 OAO GAZPROM OESTERREICHISCHE POST AG N-STAR REAL ESTATE C-1B 144A OASIS PETROLEUM INC OFFSHORE GROUP INVESTMENT 144A NTN CORP Y50 OBAYASHI CORP Y50 OFFSHORE GROUP INVESTMENTS LTD NTT DATA CORP JPY5000 OBP 2010-OBP A OGE ENERGY CORP NTT DOCOMO INC OBRASCON HUARTE LAIN BRASIL OGX AUSTRIA GMBH 144A NTT DOCOMO INC CFD OBRASCON HUARTE SA EUR0.6 OHASHI TECHNICA INC TOKYO CFD NTT URBAN DEVELOPMENT CORP NPV OC OERLIKON CORP AG OHIO ST MAJOR NEW ST INFRASTRU NU SKIN ENTERPRISES INC OCCIDENTAL PETROLEUM CORP OHIO ST UNIV

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OHIO ST WTR DEV AUTH WTR ON ASSIGNMENT INC ORIENTAL LAND CO JPY50 OHL MEXICO SAB DE CV ON SEMICONDUCTOR CORP ORIFLAME COSMETICS SDR EACH OHSHO FOOD SERVICE CORP CFD ONCOR ELECTRIC DELIVERY CO LLC ORIGIN ENERGY LTD NPV OHSHO FOOD SERVICE CORP Y50 ONCOR ELECTRIC DELIVERY T 1 A2 ORION CORP SER B NPV OIL & GAS DEVELOPM PKR10 ONCOR ELECTRIC DELIVERY T 1 A3 ORIX CORP Y50 OIL SEARCH LTD ORD PGK 0.10 ONEOK INC ORIX CORP Y50 CFD OIL STATES INTERNATIONAL INC ONEOK PARTNERS LP ORKLA ASA NOK1.25 (POST OILTANKING PARTNERS LP ONEX CORP ORRSTOWN FINANCIAL SERVICES OITA BANK Y50 ONO FINANCE II PLC 144A OSAKA GAS CO Y50 OJI PAPER CO CFD ONO PHARMACEUTICAL CO Y50 OSAKA SECURITIES E NPV OJI PAPER CO JPY50 ONOKEN CO LTD CFD OSCHADBANK (SSB #1 PLC) OJSC RUSS AGRIC BK(RSHB) ONOKEN CO LTD JPY50 OSHKOSH CORP OJSC RUSS AGRIC BK(RSHB) 144A ONWARD HOLDINGS CO LTD OSI RESTAURANT 6/07 SYNTHETIC OKABE Y50 ONYX PHARMACEUTICALS INC OSI RESTAURANT 6/07 TLB OKI ELEC INDUSTRY CO CFD OPAP SA EUR0.3 (CR) OSI RESTAURANT PARTNERS LLC OKI ELECTRIC INDUSTRY CO LTD OPEN SOLUTION INC TERM LOAN OSISKO MINING CORPORATION OKINAWA BANK Y500 CFD OPEN TEXT CORP OSX BRASIL SA OKINAWA CELLULAR NPV OPEN TEXT CORPORATION OTP BANK HUF100 OKINAWA ELECTRIC POWER Y500 OPENTABLE INC OTSUKA HOLDINGS CO LTD OKUMA CORPORATION Y50 CFD OPHIR ENERGY PLC OTSUKA HOLDINGS CO LTD CFD OKUMURA CORP CFD OPHIR ENERGY PLC CFD OTSUKA SHOKAI JPY50 OKURA INDUSTRIAL Y50 OPTEUM MORTGAGE ACCEPTA 4 1A1B OTTOGI CORPN KRW5000 OLAM INTERNATIONAL LIMITED ORD OPTEUM MORTGAGE ACCEPTAN 3 A1B OUTOKUMPU OY ORD A FIM10 OLD AII INC OPTIMA SPECIALTY STEEL IN 144A OUTOTEC OYJ NPV OLD MILL ROAD FUND LLC OPTION ONE MORTGAGE LOAN 1 A2 OVERSEA-CHINESE BKG CORP OLD MUTUAL PLC OPTION ONE MORTGAGE LOAN 3 2A2 OVERSEAS PRIVATE 683-05-675-IG OLD MUTUAL PLC ORD OPTOS ORD GBP0.02 OWENS & MINOR INC OLD PARKWAY LLC OPUS GROUP LTD OWENS CORNING OLD REPUBLIC INTERNATIONAL COR ORACLE CORP OWENS-BROCKWAY GLASS CONTAINER OLIN CORP ORACLE CORP JAPAN CFD OWENS-ILLINOIS INC OLYMPUS CORP Y50 ORACLE CORP JAPAN JPY50 OXFORD FUND LP OM GROUP INC ORANGE CNTY CALIF LOC TRANSN A OXFORD INSTRUMENTS ORD 5P OMAHA NEB PUB FACS CORP LEASE ORASURE TECHNOLOGIES INC OXTEAM ORCHARDS OMAHA PUB PWR DIST NEB ELEC RE ORBOTECH LTD ISRAEL COM OZ MINERALS LTD AUD0.4 OMEGA HEALTHCARE INVESTOR 144A ORCHID ASIA V LP P T ASTRA INTL IDR50 OMG TL B 1L USD OREGON SCH BRDS ASSN P/A FUND L P OMNICARE INC OREGON ST PA INITIATIVE SMALL BUSINESSL OMNICOM GROUP INC O'REILLY AUTOMOTIVE INC PABRIK KERTAS TJIWI KIMIA TBK OMNIVISION TECHNOLOGIES INC ORICA LIMITED PACCAR FINANCIAL CORP OMNOVA SOLUTIONS INC ORIENT EXPRESS HOTELS LTD CL A PACCAR INC OMRON CORP Y50 ORIENT OVERSEAS INT USD0.10 PACE OIL & GAS LTD OMV AG NPV ORIENTAL FINANCIAL GROUP INC PACE PLC ORD5P

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PACIFIC ALTERNATIVE ASSET PANAMA GOVERNMENT INTERNATIONA PAYCHEX INC PACIFIC ANDES INTL HKD0.10 PANAMA REP AMORT GLOBAL BD PBF HOLDING CO LLC / PBF 144A PACIFIC BELL PANASONIC CORP PC FINANCIAL PARTNERSHIP PACIFIC BELL TELEPHONE CO PANDORA A/S PCCW LIMITED HKD0.25 PACIFIC CAPITAL BANCORP PANDORA MEDIA INC PCCW-HKT CAPITAL NO4 LTD PACIFIC CENTURY PREMIUM PANERA BREAD CO PCHOME ONLINE INC PACIFIC COAST OIL TRUST PANTHEON USA FUND VI LP PDC ENERGY INC COM PACIFIC CONSTRUCTION TWD10 PANTRY INC/THE PDG REALTY SA EMPREENDIMENTOS PACIFIC GAS & ELECTRIC CO PAR PHARMACEUTICAL COS INC PE PAPER ESCROW GMBH 144A PACIFIC INDUSTRIAL JPY50 PARADISE CO KRW500 PEABODY ENERGY CORP PACIFIC LIFE GBL MTN #SR00002 PARAGON GROUP OF COMPANIES PEABODY ENERGY CORP 144A PACIFIC RUBIALES ENERGY CORP PARAGON TECH INC COM PEABODY GLOB RE PTNRS LP PACIFIC TEXTILES HLDGS PARAMOUNT CORP BHD PEACE MARK(HLDGS) HKD0.10 PACIFICA CDO LTD PARAMOUNT RESOURCES LTD PEARSON ORD GBP0.25 PACIFICORP PAREX RESOURCES INC PEARSON PLC CFD PACKAGING CORP OF AMERICA PAREXEL INTERNATIONAL CORP PEARSON TRACT -RED BLUFF PACKAGING DYNAMICS CORP 144A PARGESA HLDGS SA CHF20(BR) PEBBLEBROOK HOTEL TRUST PACTIV LLC PARK ELECTROCHEMICAL CORP PEC LTD PADDY POWER ORD CFD PARK PLACE SECURITIES WCW1 A3D PECO ENERGY CO PADDY POWER ORD EUR0.10 PARKER DRILLING CO PEGASUS AVIATION 01-1 A3 144A PAETEC HOLDING CORP PARKER DRILLING CO 144A PEGATRON CORP PAGE FIVE FUNDING LLC CL A PARKER HANNIFIN CORP PEMBINA PIPELINE CORP PAGE FIVE FUNDING LLC CL B PARKLAND FUEL CORP PEMEX PROJECT FUNDING MASTER T PAGE FIVE FUNDING LLC CL C PARK-OHIO INDUSTRIES INC PENDRAGON ORD GBP0.05 PAI EUROPE III LP PARMALAT FINANZIARIA EUR0.52 PENGROWTH ENERGY CORP PAI EUROPE IV LP PARROT EUR0.1524 PENINSULA GAMING LLC / PENINSU PAI EUROPE V-3 FCPR PARTHENON INVESTORS II LP PENN MEZZANINE PARTNERS LP PALABORA MINING CO ORD R1 PARTNERRE HLDGS LTD BERMUDA PENN NATIONAL GAMING INC PALACE ENTERTAINMENT HOLD 144A PARTNERS GROUP CLIENT ACCESS 3 PENN VIRGINIA CORP PALADIN LABS INC PARTNERS GROUP SECONDARY 2008 PENN VIRGINIA RESOURCE PARTNER PALADIN REALTY LATIN AMERICA PARTNERS GROUP SECONDARY 2011 PENN WEST PETE LTD PALAMON EUROPEAN EQUITY PARTNERS GRP HLDG AG CHF0.01 PENN WEST PETROLEUM LTD PALAMON EUROPEAN EQUITY II, LP PASON SYSTEMS INC PENNSYLVANIA ECONOMIC DEV FING PALL CORP PASONA GROUP INC NPV PENNSYLVANIA ELECTRIC CO PALLADIUM EQUITY PARTNERS II PASSAIC CNTY N J IMPT AUTH PKG PENNSYLVANIA HIGHER EDUCA 1 A1 PALLADIUM FUTURE (NYM) PASSIVE BOND MARKET INDEX NL PENNSYLVANIA HIGHER EDUCA 2 A1 PALMETTO FUND LTD CLASS A PATHEON EUROPE FUND IV LP PENNSYLVANIA HSG FIN AGY PALS 2000-1 A2 PATRIOT CAPITAL PARTNERS LP PENNSYLVANIA REAL ESTATE INVES PAN AMERICAN SILVER CORP PATRIZIA IMMOBILIEN AG NPV PENNSYLVANIA ST PANALPINA WELTTRANSPORT (HLDG) PATRONS LEGACY 03 144A PENNSYLVANIA ST TPK COMMN TPK PANAMA (REP OF) PATTERSON COS INC PENROSE TOPCO LTD (BE IV) PANAMA (REPUBLIC OF) PATTERSON-UTI ENERGY INC PENSECO FINANCIAL SERVICES COR

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PENSKE AUTOMOTIVE GROUP INC PETROLEOS DE VENEZUELA SA REGS PHOENIX CDO LTD 2 B PENTAIR INC PETROLEOS MEXICANOS PHOENIX IT ORD GBP0.01 PEOPLE'S UNITED FINANCIAL INC PETROLEOS MEXICANOS 144A PHOSAGRO OAO-GDR REG S PEORIA ILL PUB BLDG COMMN SCH PETROLEOS MEXICANOS BD PHOTOMEDEX INC PEP BOYS-MANNY MOE & JACK PETROLEUM CO OF TRINIDAD & TOB PHOTRONICS INC PEPCO HOLDINGS INC PETROLEUM CO TRINIDAD 144A PHYSIO-CONTROL INTERNATIO 144A PEPSIAMERICAS INC PETROLEUM EXPORT 12/10 TLB PIA CORPORATION NPV CFD PEPSICO INC PETROLEUM EXPORT III LTD TL PIAGGIO & C SPA NPV PEPSICO INC/NC PETROLIAM NASIONAL BHD PICC PROPERTY & CA 'H'CNY1 PER AARSLEFF 'B' DKK20 PETROLUB INTL JPY50 CFD PICO FAR EAST HOLDINGS LTD PERFECT WORLD CO LTD PETROMINERALES LTD PIDILITE INDUSTRIES INR1 (POST PERKINELMER INC PETRONAS CAPITAL LTD PIEDMONT OFFICE REALTY TRUST I PERMIRA EUROPE I PETRONAS CAPITAL LTD 144A PIKE ELECTRIC CORP PERMIRA EUROPE II PETRONAS CAPITAL LTD REGS PILOT TRAVEL CENTERS 6/10 TLB PERMIRA IV LP PETROPAVLOVSK PLC ORD CFD PIMCO ABSOLUTE RETURN OFFSHORE PERMIRA IV LP 2 PETROPAVLOVSK PLC ORD GBP0.01 PIMCO GLOBAL CREDIT PERMIRA UK VENTURE FUND IV PETROQUEST ENERGY INC PIMCO MULTI-SECTOR STRATEGY FD PERNOD-RICARD EUR1.55 PETSMART INC PINAR ENTEGRE ET TRY1 PERNOD-RICARD SA 144A PEUGEOT SA EUR1 PINAR SUT TRY1 PERRIGO CO PF CHANG'S CHINA BISTRO INC PING AN INSURANCE SHS PERRY ELLIS INTERNATIONAL INC PFEIFFER VACUUM TECHNOLOGY AG PINNACLE ENTERTAINMENT INC PERSEUS-SOROS PFIZER INC PINNACLE FOODS (3/12) TLE PERSIMMON ORD 10P PG&E CORP PINNACLE FOODS (4/12) TLE PERTAMINA PERSERO PT 144A PG&E ENERGY RECOVERY FUND 1 A5 PINNACLE FOODS FINANCE LLC / P PERU ENHANCED PASS-THRU REG S PH GLATFELTER CO PINNACLE WEST CAPITAL CORP PERUSAHAAN GAS NEGARA PT PHARMACEUTICAL PRODUCT (11/11) PIOLAX CO JPY 50 PERUSAHAAN LISTRIK NEGARA 144A PHARMACEUTICAL TECHNOLOGIES PIONEER CORP Y50 PERUSAHAAN LISTRIK NEGARA REGS PHARMACYCLICS INC PIONEER CORP Y50 CFD PERUVIAN GOVERNMENT INTERNATIO PHARMATHENE INC PIONEER DRILLING CO PERUVIAN GOVERNMENT INTL BOND PHEAA HELPSTART PIONEER DRILLING CO 144A PERUVIAN GOVT INTL BD 144A PHH CORP PIONEER NATURAL RESOURCES CO PETROBAKKEN ENERGY LTD 144A PHH MORTGAGE CAPITAL LLC 6 A1 PIRELLI & C SPA PETROBRAS INTERNATIONAL FINANC PHI INC PITANGO VENTURE CAPITAL FUND PETROCHINA CO 'H'CNY1 PHIBRO ANIMAL HEALTH CORP 144A PITANGO VENTURE CAPITAL FUND V PETROCHINA CO LTD PHILADELPHIA PA SCH DIST PITNEY BOWES INC PETRODRILL FOUR LTD US GOVT PHILIP MORRIS DISC PJ DEVELOPMENT HOLDINGS BHD PETROFAC LTD ORD CFD PHILIP MORRIS INTERNATIONAL IN PLA RESIDENTIAL III PETROFAC LTD ORD SHS 0.02 USD PHILIPPINE GOVERNMENT INTERNAT PLA RETAIL FUND I LP PETROHAWK ENERGY CORP PHILIPPINE LONG DISTANCE TELEP PLAINS ALL AMERICAN PIPELINE L PETROLEO BRASILEIRO SA PHILLIPS 66 PLAINS EXPLORATION & PRODUCTIO PETROLEOS DE VENEZUELA PHILLIPS 66 144A PLANTRONICS INC PETROLEOS DE VENEZUELA SA PHISON ELECTRONICS CORP TWD10 PLASTIC OMNIUM SA

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PLASTIPAK HOLDINGS INC 144A PORT AUTH N Y & N J PRESIDENT AND FELLOWS OF HARVA PLATINUM EQUITY CAP PARTNERS PORTFOLIO LEVEL PRESIDENT CHAIN STORE CORP PLATINUM EQUITY CAPITAL PORTFOLIO RECOVERY ASSOCIATES PRESIDIO (3/11) TLB PLATINUM FUTURE (NYM) PORTLAND GENERAL ELECTRIC CO PRESTIGE AUTO 12-1A A1 144A PLATO LEARNING (2ND LIEN 5/12) PORTUGAL TELECOM SGPS SA PRESTIGE AUTO RECEI 1A A2 144A PLAYTECH LIMITED SHS CFD PORTUGAL TELECOM SGPS SA EUR1 PRESTIGE AUTO RECEI 1A A3 144A PLAYTECH LTD POSCO PRESTIGE AUTO RECEIV 1A A 144A PLAYTECH LTD CFD POSEIDON CONCEPTS CORP PRESTIGE BRANDS HOLDINGS INC PLENUS CO Y50 CFD POST HOLDINGS INC 144A PRESTIGE BRANDS INC PLN/EUR SPOT OPTION 2012 POST PROPERTIES INC PRESTIGE BRANDS INC 144A PLUM CREEK TIMBER CO INC POSTNL NV PRETIUM PACKAGING LLC / PRETIU PLY GEM INDUSTRIES INC POTASH CORP OF SASKATCHEWAN PRETORIA PORTLAND CEMENT CO PMC - SIERRA INC POTASH CORP OF SASKATCHEWAN IN PRICELINE.COM INC PMI GOLD CORPORATION POTLATCH CORP PRICESMART INC PNC BANK NA POTOMAC ELECTRIC POWER CO PRICOA GLOBAL FUNDING I 144A PNC EQUITY PARTNERS II LP POU CHEN TW$10 PRIDE INTERNATIONAL INC PNC EQUITY PARTNERS LP POWER ASSETS HOLDINGS LIMITED PRIMA CAP CDO PNC FINANCIAL SERVICES GROUP I POWER CORP CANADA PRIMA CAP CDO 05 1 CL C 144A PNC FUNDING CORP POWER FINANCIAL CORP PRIMA CAP CRE SECURITIZATION POCKET CARD CO LTD NPV POWER SECTOR ASSETS & LIABILIT PRIMA MEAT PACKERS Y50 POHJOLA BANK PLC SER'A' POWERCHIP SEMICONDUCTOR CORP PRIMARIS RETAIL REAL EST INVT POLAND (GOVT OF) POWSZECHNY ZAKLAD UBEZPIECZE PRIMARY HEALTH CARE NPV POLAND (GOVT OF) BDS PLN PPG INDUSTRIES INC PRIME PROPERTY FUND LLC POLAND (REPUBLIC OF) PPL CAPITAL FUNDING INC PRIMERO MINING CORP POLAND GOVERNMENT BOND PPL CORP PRINCE GEORGE MANAGEMENT UNIT POLAND GOVERNMENT INTERNATIONA PPL ELECTRIC UTILITIES CORP PRINCETON UNIVERSITY POLARCUS LTD PPL ENERGY SUPPLY LLC PRINCIPAL FINANCIAL GROUP INC POLARIS INDUSTRIES INC PPR EUR4.00 PRINCIPAL LIFE GLOBAL FUN 144A POLARIS VENTURE PARTNERS II PQ CORP 2ND LIEN TL PRINCIPAL LIFE INCOME FUNDING POLARIS VENTURE PARTNERS IV LP PQ CORP TLB PRISA POLARIS VENTURE PARTNERS V LP PRADA SPA PRISA II LP POLARIS VENTURE PTNRS III LP PRAXAIR INC PRIVATE EXPORT FUNDING CORP POLO RESOURCES LTD ORD NPV PRECISION CASTPARTS CORP PRIVATEBANCORP INC POLYCOM INC PRECISION DRILLING CORP PROASSURANCE CORP POLYMER GROUP INC PRECISION DRILLING CORPORATION PROCERA NETWORKS INC POLYONE (11/11) TLB PREHI PROCTER & GAMBLE - ESOP POLYONE CORP PREMIER FARNELL PROCTER & GAMBLE CO/THE POLYPLEX CORP INR10 PREMIER FARNELL CFD PROCTER & GAMBLE ESOP DEB SR-A POLYPORE INTERNATIONAL INC PREMIER FOODS PLC ORDS PRODUCTION RESOURCE GROUP INC POLYTEC HOLDING AG EUR1(BR) PREMIER OIL ORD GBP0.125 PROGRESS ENERGY INC POPULAR INC PREMIRA EURO III PROGRESS ENERGY RESOURCES CORP PORSCHE AUTOMOBIL HOLDING SE PRESIDENT AND FELLOWS OF 144A PROGRESSIVE CORP/THE

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PROGRESSIVE WASTE SOLUTIONS PRYSMIAN CAB & SYS NPV QBE CAPITAL FUNDING III LTD PROLOGIS INC PS BUSINESS PARKS INC QBE INS GROUP A$1 PROLOGIS INC 6.75% SER R PFD PS BUSINESS PARKS INC PFD STK QEP RESOURCES INC PROLOGIS LP PSA INTERNATIONAL PTE LT QGOG ATLANTIC / ALASKAN R 144A PROLOGIS NORTH AMERICAN PSE&G TRANSITION FUNDING 1 A6 QI MING VENTURE PARTNERS PROMET BERHAD MY$1 PSE&G TRANSITION FUNDING 1 A7 QIAGEN N V PROQUEST LLC / PROQUEST N 144A PSE&G TRANSITION FUNDING 1 A8 QIAGEN NV PROS HOLDINGS INC PSEG POWER LLC QIHOO 360 TECHNOLOGY CO LTD PROSEGUR COMPANIA SECURIDAD PSERS BROKER FUND QIMING VENTURE PARTNERS III LP PROSIEBENSAT.1 MEDIA AG PSERS HEALTH CARE FUND QIMING VENTURES PARTNERS II PROSPECT MEDICAL HOLDINGS 144A PSERS MANAGED FUND QINETIQ GROUP ORD GBP0.01 (WI) PROTECTION ONE 6/10 TLB PSERS MASTER TRUST UNIT QINGLING MTRS H SHS CNY1 PROTECTIVE LIFE CORP PSILOS GROUP PARTNERS III LP QINGMEI GROUP HOLDINGS LTD PROTO CORPORATION JPY50 PSP SWISS PROPERTY CHF2.9 QLIK TECHNOLOGIES INC PROTO LABS INC PT INDO TAMBANGRAYA MEGAH TBK QR NATIONAL LTD PROV OF BRITISH COLUMBIA PT MULTIMEDIA SGPS EUR0.5 REGD QTEL INTERNATIONAL FINANC 144A PROV OF MANITOBA PTT GLOBAL CHEMICAL PCL-FOR QTEL INTERNATIONAL FINANCE LTD PROV OF ONTARIO PTT PUB CO THB10 (ALIEN MKT) QUADRANGLE CAPITAL PARTNERS PROVIDENCE EQUITY PARTNERS IV PUBLIC SERVICE CO OF COLORADO QUADRANGLE CAPITAL PARTNERS LP PROVIDENCE EQUITY PARTNERS V PUBLIC SERVICE CO OF NEW MEXIC QUAKER BIOVENTURES II LP PROVIDENCE EQUITY PARTNERS VI PUBLIC SERVICE CO OF OKLAHOMA QUAKER BIOVENTURES LP PROVIDENCE PL GROUP LTD PARTN PUBLIC SERVICE ELECTRIC & GAS QUAKER CHEMICAL CORP PROVIDENCE RESOURCES EUR0.10 PUBLIC SERVICE ENTERPRISE GROU QUAKER II LP PROVIDENCE SERVICE CORP/THE PUBLIC STORAGE QUAKERTOWN PA GEN AUTH HEALTH PROVIDENT FINANCIAL ORD PUBLIC STORAGE INC COM QUALCOMM INC PROVIDENT FUNDING ASSOCIA 144A PUBLICIS GROUPE SA EUR.4 QUALICORP SA PROVIDENT FUNDING MORTGA 1 1A1 PUGET SOUND ENERGY INC QUALITY DISTRIBUTION INC PROVINCE OF BRITISH COLUMBIA C PULSE SEISMIC INC QUALITY SYSTEMS INC PROVINCE OF MANITOBA CANADA PULTE GROUP INC QUANTA COMPUTER TWD10 PROVINCE OF NEUQUEN PUMA SE NPV QUANTA SERVICES INC PROVINCE OF NEW BRUNSWICK CANA PURE ENERGY SERVICES LTD QUEBECOR F ESCROW PROVINCE OF NOVA SCOTIA CANADA PURECIRCLE LTD ORD USD0.10 QUEBECOR INC PROVINCE OF ONTARIO CANADA PUREGOLD PRICE CLUB INC QUEBECOR MEDIA INC PROVINCE OF QUEBEC CANADA PVH (US 2/11) TLB QUEBECOR PRINTING PROVINCE OF SALTA PVH CORP QUEBECOR WORLD CAP PROVINCIA DE NEUQUEN ARGENTINA PYI CORPORATION LIMITED HKD0.1 QUEBECOR WORLD CAP ESCROW PRUDENTIAL ASSET MANAGMENT PZ CUSSONS QUEENSLAND TREASURY CORP PRUDENTIAL COML MTG 03 PWR1 A2 QAF SGD0.40 QUEST DIAGNOSTICS INC PRUDENTIAL COMMERCIAL PWR1 A2 QANTAS AIRWAYS NPV QUEST DIAGNOSTICS INC/DE PRUDENTIAL FINANCIAL INC QATAR (STATE OF) REGS QUEST SOFTWARE INC PRUDENTIAL PLC CFD QATAR GOVERNMENT INTERNAT 144A QUESTAR CORP PRUDENTIAL PLC GBP0.05 QATAR GOVERNMENT INTERNATIONAL QUICKSILVER RESOURCES INC

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QUIKSILVER INC RASC TRUST EMX4 A3 REGAL ENTERTAINMENT GROUP QWEST CAPITAL FUNDING INC RASC TRUST KS2 A3 REGAL HOTELS(HDS.)HKD.01 QWEST COMMUNICATIONS INTERNATI RASC TRUST KS9 AI6 REGAL-BELOIT CORP QWEST CORP RATOS AB SER B NPV REGENCY CENTERS CORP RAAC SERIES SP4 A2 RAUBEX GROUP LTD ZAR0.01 REGENCY CENTERS LP RABOBANK NEDERLAND RAUTARUUKKI OY 'K'NPV REGENCY ENERGY PARTNERS LP RACKSPACE HOSTING INC RAVEN INDUSTRIES INC REGENCY ENERGY PARTNERS LP / R RADIAN GROUP INC RAYCOM TV (5/11) TLB REGENERON PHARMACEUTICALS INC RADIATION THERAPY SERVICES INC RAYMOND JAMES FINANCIAL INC REGENTS LA JOLLA RADIO ONE INC RAYONIER INC REGIONS FINANCIAL CORP RADIOSHACK CORP RAYTHEON CO REGIS CORP RADNOR HLDGS CORP SR NT RBS CITIZENS BANK REPO REGUS PLC ORD GBP0 RADVISION LTD COM RBS GLOBAL INC / REXNORD LLC REI AGRO LTD INR10 RAIFFEISEN BANK INTERNATIONAL RBSCF 2010-MB1 B REINSURANCE GROUP OF AMERICA I RAIN CII CARBON LLC / CII 144A RBSCF 2010-MB1 C REJESH EXPORTS INR2(POST RAIN COMMODITIES LTD RBSCF 2010-MB1 D RELIANCE HOLDINGS USA INC 144A RAIT FINANCIAL TRUST RBSSP 2010-3 6A2 RELIANCE INDUSTRIES LTD RAITO KOGYO CO CFD RCG LONGVIEW DEBT FD IV LP RELIANCE STEEL & ALUMINUM CO RAKUTEN INC NPV RCG LONGVIEW EQUITY FUND PA RELO HOLDINGS INC JPY50 RALCORP HOLDINGS INC RCR TOMLINSON LTD NPV REMOTE DYNAMICS INC RALI TRUST QS17 A10 RDA HOLDING CO WARRANTS REMY COINTREAU EUR1.60 RALLIS INDIA LTD REA GROUP LTD REMY INTERNATIONAL (12/10) TLB RALLYE EUR3.OO(REGD) READERS DIGEST ASSN INC SR SUB RENAISSANCE HOME EQUITY 1 AF3 RALPH LAUREN CORP READER'S DIGEST ASSOCIATION IN RENAISSANCE HOME EQUITY 2 AF2 RALSTON PURINA CO NT REAL ESTATE ASSET LIQUIDITY TR RENAISSANCE HOME EQUITY 2 AF3 RAMELIUS RESOURCES NPV REAL ESTATE TRUST LIQUIDITY TR RENAISSANCE HOME EQUITY 3 AF3 RAMIRENT OYJ NPV REALOGY 4/07 SYNTHETIC LC RENAISSANCE HOME EQUITY L 4 A3 RAMP TRUST SL1 A3 REALOGY CORP TLB 2ND LIEN A RENAISSANCE RE HOLDINGS LTD RAMSAY HEALTH CARE LTD AUD0.10 REALTY INCOME CORP RENAULT REGIE NATIONALE DES RAMTRON INTERNATIONAL CORP REALTYINCOME CORP F RENGO CO CFD RANBAXY LABORATORIES INRS RECKITT BENCKISER GROUP PLC RENISHAW ORD 20P RANDGOLD RESOURCES ORD USD0.05 RECORDATI EUR0.125 RENSSELAER POLYTECHNIC INSTITU RANDSTAD HLDGS EUR0.1 RED ELECTRICA CORPORATION SA RENT-A-CENTER INC/TX RANGE RESOURCES CORP RED HAT INC RENTOKIL INITIAL PLC CFD RANGOLD RESOURCES ORD CFD RED ROBIN GOURMET BURGERS INC REPLIGEN CORP RANK GROUP ORD GBP0.1388888 RED WHEAT FUTURE (MGE) REPSOL SA RANPAK 4/11 (USD) TL REDROW PLC REPSOL YPF SA RAS 0.6000EUR REDTOP CO-INVESTMENT LP REPSOL YPF SA EUR1 RAS LAFFAN LIQ NAT GAS REGS REED ELSEVIER REPUBLIC FIRST BANCORP INC RASA CORPORATION CFD REED ELSEVIER NV EUR0.07 REPUBLIC OF ARGENTINA RASC TRUST AHL2 A2 REGAL CINEMAS CORP REPUBLIC OF AUSTRIA RASC TRUST EMX3 M1 REGAL CORPORATION JPY50 REPUBLIC OF COLOMBIA

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REPUBLIC OF GHANA RESOURCES ALAM INDONESIA TBK RITE AID (3/11) T5 TL REPUBLIC OF GUATEMALA 144A RESTOQUE COMERCIO E CONFECCOES RITE AID CORP REPUBLIC OF INDONESIA RETAIL PROPERTIES OF AME - A RIVERBED TECHNOLOGY INC REPUBLIC OF INDONESIA PROM NT REUNERT ORD R0.10 RIVERCENTER LAND REPUBLIC OF INDONESIA TL F1 REVLON (6/11) TLB RIVERS PITTSBURGH BORROWE 144A REPUBLIC OF IRAQ REVLON CONSUMER PRODUCTS CORP RLJ LODGING TRUST REPUBLIC OF KOREA REX ENERGY CORP RMB HLDGS SHS ZAR0.01 REPUBLIC OF LITHUANIA REXAM ORD 64 2/7P RMF COML MTG 97 1 CL G 144A REPUBLIC OF LITHUNIA REXAM PLC CFD RMI HOLDINGS REPUBLIC OF MONTENEGRO REXEL PROMESSES RMSF 2008-4B A REPUBLIC OF PHILIPPINES REXNORD 3/12 (USD) COV-LITE TL RMSF 2008-4C A1 REPUBLIC OF POLAND REXNORD HOLDINGS INC ROADRUNNER TRANSPORTATION SYST REPUBLIC OF SENEGAL REYNOLDS & REYNOLDS 4/11 (USD) ROANOKE MANAGEMENT UNIT REPUBLIC OF SEYCHELLES REYNOLDS AMERICAN INC ROBBINS & MYERS INC REPUBLIC OF SOUTH AFRICA REYNOLDS GROUP 8/11 TLC ROBECO RIVER ROAD FUND LTD REPUBLIC OF TURKEY REYNOLDS GROUP ISSUER INC 144A ROBECO TRANSTREND DIVERSIFIED REPUBLIC OF URUGUAY BDS RFMSI TRUST S7 A3 ROBERT HALF INTERNATIONAL INC REPUBLIC SERVICES INC RH DONNELLEY INC TLB ROC FINANCE LLC / ROC FIN 144A RES LAFFAN LIQUEFIELD BDS REGS RHEINMETAL AG NPV ROC OIL CO LTD NPV RESEARCH IN MOTION LTD RHEON AUTO MACHINERY CFD ROCHE HLDG AG CHF1 RESI FIN LTD PARTNERSHIP 144A RHG LTD ROCHE HLDG AG GENUSSCHEINE NPV RESI FINANCE LP 144A RHI AG NPV ROCHE HOLDINGS INC 144A RESIDENTIAL ASSET SEC A8CB A11 RHOEN KLINIKUM AG ROCHESTER GAS & ELECTRIC 144A RESIDENTIAL ASSET SECU A6CB A5 RHOEN-KLINIKUM AG ORD NPV ROCK CREEK ABSOLUTE RETURN FD RESIDENTIAL CAPITAL 6/12 DIP RICOH LEASING CO LTD JPY50 ROCKAWAY 80 RESIDENTIAL MTGS SERS RICOH LEASING CO LTD JPY50 CFD ROCKET SOFTWARE (2/12) TLB RESIX FIN 05-CB7 RICOH Y50 ROCKET SOFTWARE (TL 2/12) TLB RESIX FIN LTD 03-D-B8 144A RIGHTMOVE GROUP PLC ORD CFD ROCKET SOFTWARE 2ND LIEN 2/12 RESIX FIN LTD 04-C B8 144A RIGHTMOVE PLC ORD ROCKET SOFTWARE 2ND LIEN TL RESIX FIN LTD 04-C B9 144A RIKEN CORP Y50 ROCKHOPPER EXPLORATION ORD RESIX FIN LTD 05-A-B7 144A RIKEN VINYL INDUSTRY CO Y50 ROCKHOPPER EXPLORATION ORD CFD RESIX FIN LTD 05-B-B7 144A RINGER HUT CO JPY50 CFD ROCKIES EXPRESS PIPELINE 144A RESMED INC RINNAI CORP ROCKPOINT FINANCE FUND I LP RESOLUTE ENERGY CORP 144A RIO TINTO ALCAN INC ROCKPOINT REAL ESTATE FUND I RESOLUTE FOREST PRODUCTS RIO TINTO FINANCE USA LTD ROCKPOINT REAL ESTATE FUND II RESOLUTE MINING NPV RIO TINTO FINANCE USA PLC ROCKPOINT REAL ESTATE FUND III RESOLUTION FDG CORP STRIP RIO TINTO LIMITED NPV ROCK-TENN CO RESOLUTION LTD ORD NPV NEW CFD RIO TINTO PLC ROCKWELL AUTOMATION INC RESOLUTION LTD ORD NPV(NEW) RIO TINTO PLC CFD ROCKWELL COLLINS INC RESONA HOLDINGS INC RIOCAN REIT ROCKWOOD HOLDINGS INC RESONA HOLDINGS INC CFD RISO KAGAKY COR Y50 ROCKWOOD SPECIALTIES INTERNATI RESOURCE R E 07-1 CL J-FL 144A RITCHIE BROS AUCTIONEERS INC ROCKY MOUNTAIN DEALERSHIPS INC

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ROCKY RIVER OHIO CITY SCH DIST ROYAL IMTECH NV EUR0.8 S&T BANCORP INC ROGERS COMMUNICATIONS INC ROYAL PALMS ACQUISITION (MISC S&T HOLDING CO LTD KRW500 ROHM & HAAS CO ROYAL UNIBREW A/S DKK10 SA SA INTERNATIONAL HLDGS LTD ROHM & HAAS CO AMORTIZING DEB ROYALTY PHARMA (ADD-ON 5/12) B SAAB AB SER 'B' SEK16 ROHM CO CFD RPC INC SABA SOFTWARE INC ROHM CO Y50 RPM INTERNATIONAL INC SABANCI HOLDINGS AS TRY1 ROLAND CORP RR DONNELLEY & SONS CO SABINE PASS LNG LP ROLLINS INC RREEF AMERICA REIT II L P SABLE INTERNATIONAL FINAN 144A ROLLS ROYCE HLDGS C SHS RSA INSURANCE GROUP PLC SABMILLER PLC ROLLS ROYCE HLDGS C SHS CFD RSHB CAPTL (RUSS AG BK) SABMILLER PLC 144A ROLLS-ROYCE HLDGS PLC RTI INTERNATIONAL METALS INC SABMILLER PLC CFD RONA INC RUB/USD SPOT OPTION 2012 SABRA HEALTH CARE REIT INC ROPER INDUSTRIES INC RUBICON MINERALS CORP SAF HOLLAND EUR1.00 (BR) ROS AGRO PLC 144A RUE21 INC SAFEGUARD SCIENTIFICS INC ROS AGRO PLC GDR EACH REPR 0 2 RUSFOREST AB NPV SAFENET (2ND LIEN 4/07) ROSETTA RES INC COM 144A RUSH ENTERPRISES INC SAFENET 4/07 INCREMENTAL 2ND ROSNEFT OJSC GDR EACH REPR 1 RUSSELL 2000 INDEX SL (CM52) SAFENET INC COV-LITE HYBRID TL ROSS STORES INC RUSSIA FOREIGN BOND SAFESTORE HLDGS ORD GBP0.01 ROTORK ORD 5P RUSSIAN AGRICULTURAL BANK OJSC SAFEWAY INC ROUSE CO LLC/THE RUSSIAN FEDERATION 144A SAFILO GROUP EUR5.00 ROUSE CO NT RUSSIAN FEDERATION RUB BDS CR SAFRAN SA EUR0.20 ROVI (2/11) TLB RUSSIAN FEDERATIONS STEP 144A SAFT GROUPE S.A. EUR1 ROVI CORP RUSSIAN FEDN US$ BD 144A SAGE GROUP ORD 1P ROWAN COMPANIES INC RUSSIAN FOREIGN BOND - EU 144A SAGE GROUP PLC (THE) CFD ROWAN COS INC RUSSIAN FOREIGN BOND - EUROBON SAGENT PHARAMACEUTICALS INC ROWAN COS PLC RUSSIAN FOREIGN BOND-EUROBOND SAI GLOBAL LTD NPV ROYAL BANK OF CANADA RWE AG SAIC INC ROYAL BANK OF CANADA/NEW YORK RWE AG (NEU) NPV 'A' SAIF PARTNERS III LP ROYAL BANK OF SCOT ORD GBP1 RYAN LABS TALF FUND LP SAINSBURY (J) ORD GBP0.2857142 ROYAL BANK OF SCOTLAND RYANAIR HLDGS ORD EUR0 CFD SAINSBURY (J) PLC CFD ROYAL BANK OF SCOTLAND GROUP P RYANAIR HOLDINGS PLC SAINT MARC HOLDINGS CO.LT CFD ROYAL BANK OF SCOTLAND PLC/THE RYDER SYSTEM INC SAIPEM EUR1 ROYAL BK OF SCOT ORD GBP1 CFD RYERSON INC SAISON INFO SYSTEM JPY50 ROYAL BK OF SCOTLAND GROUP PLC RYLAND GROUP INC SAIZERIYA CO LTD CFD ROYAL BK OF SCOTLAND PLC RYOSAN CO Y50 SAKAI CHEMICAL IND Y50 ROYAL CARIBBEAN CRUISES LTD RYOSAN CO Y50 CFD SAKAI MOVING SERVI JPY50 ROYAL DUTCH PETE CO N Y RYOYO ELECTRIC SAKATA INX CORP Y50 ROYAL DUTCH SHELL 'A' SHS CFD RZD CAPITAL LTD SALAMANDER ENERGY ORD GBP0.10 ROYAL DUTCH SHELL PLC S & T BANK C/D AG018 SALATORE FERRAGAMO SPA ROYAL DUTCH SHELL PLC B SHS S&P 500 CONSERVATIVE INDEX SALESFORCE.COM INC ROYAL DUTCH SHELL PLC CFD S&P 500 EMINI INDEX FUT (CME) SALIX PHARMACEUTICALS LTD ROYAL GOLD INC S&P/TSE 60 INDEX FUTURES (MSE) SALLY BEAUTY HOLDINGS INC

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SALLY HOLDINGS LLC / SALLY CAP SANKYO-TATETAMA HO NPV SASEBO HEAVY INDUSTRIES CO Y50 SALOMON BROS 01-MM CL E-3 144A SANKYU INC Y50 SATMEX ESCROW SA DE CV SALOMON BROS 01-MM E-5 144A SANLAM ZAR0.01 SATMEX ESCROW SA DE CV 144A SALOMON BROS COML 00-C3 CL X SANMINA-SCI CORP SATO HOLDING CORP Y50 SALZGITTER AG ORD NPV SANMINA-SCI CORP 144A SATO SHOJI CORP JPY50 SAM YANG GENEX CO KRW5000 SANOFI SATO SHOJI CORP JPY50 CFD SAM YOUNG ELECTNCS KRW500 SANOFI-AVENTIS EUR2 SATYAM COMPUTER INR2 DEMAT SAMCHULLY KRW5000 SANOH INDUSTRIAL CO Y50 SAVANNA ENERGY SERVICES CORP SAMPO OYJ SER'A'NPV SANOYAS HOLDINGS CORP SAVILLS ORD GBP0.025 SAMSUNG ELECTR-GDR REGS SANRIO CO Y50 SAZABY INC JPY50 SAMSUNG ELECTRONICS CO LTD SANSHIN ELECTRONICS CO Y50 CFD SBA COMMUNICATIONS CORP SAMSUNG ELECTRS LTD GDR 1995 SANTA CLARA VY CALIF TRANSN AU SBA FINANCE 6/11 TL SAMSUNG ENGINEERING CO LTD SANTAM NPV SBA GP#3523245007 SAMSUNG HEAVY KSWN5000 SANTANDER DRIVE AUTO B A2 144A SBA GP#3921915002 SAMSUNG SDI KRW5000 SANTANDER DRIVE AUTO REC S1A C SBA GTD DEV PARTN 11-20J 1 SAMYANG HOLDINGS CORP KSWN5000 SANTANDER DRIVE AUTO RECE 2 A2 SBA GTD LN POOL #508994 SAN ANTONIO TEX ELEC & GAS SANTANDER DRIVE AUTO RECE 4 A1 SBA GTD LN POOL CTFS #507841 SAN DIEGO CNTY CALIF REGL TRAN SANTANDER DRIVE AUTO RECEI 3 B SBA GTD LN POOL CTFS #507932 SAN DIEGO CNTY CALIF WTR AUTH SANTANDER DRIVE AUTO RECEI 3 C SBA GTD PARTN CTFS 11-20B 1 SAN FRANCISCO CALIF CITY & CNT SANTANDER HOLDINGS USA INC/PA SBA GTD PARTN CTFS 1996-20C 1 SAN MARCOS SANTANDER ISSUANCES SA SBA GTD PARTN CTFS 2003-20E 1 SAN PAOLO-IMI SPA EUR2.8 SANTANDER US DEBT SAU 144A SBA GTD PARTN CTFS 2005-20B 1 SAN-AI OIL CO LTD SANTEN PHARMACEUTICAL CO SBA GTD PARTN CTFS 2005-20H 1 SAN-AI OIL CO Y50 CFD SANTOS BRASIL PARTICIPACOES SA SBA GTD PARTN CTFS 2005-20J 1 SANCHEZ ENERGY CORP SANTOS LIMITED NPV SBA GTD PARTN CTFS 2005-P10B 1 SANDELMAN FINANCE 2A B 144A SANYO HOUSING NAGOYA CO NPV SBA GTD PARTN CTFS 2006-20B 1 SANDISK CORP SANYO HSG NAGOYA CO NPV CFD SBA GTD PARTN CTFS 2006-20E 1 SANDRIDGE ENERGY INC SANYO SHOKAI Y50 SBA GTD PARTN CTFS 2006-20G 1 SANDRIDGE ENERGY INC 144A SAO MARTINHO SA COMNPV SBA GTD PARTN CTFS 2006-20I 1 SANDRIDGE ENERGY INC PFD CONV SAP AG ORD NPV SBA GTD PARTN CTFS 2007-20B 1 SANDS CHINA LTD SAPPI PAPIER HOLDING GMBH 144A SBA GTD PARTN CTFS 2007-20D 1 SANDVIK AB NPV (POST SPLIT) SAPPI PAPIER HOLDNG GMBH 144A SBA GTD PARTN CTFS 2007-20H 1 SANDVINE CORPORATION SAPPORO HOKUYO HLDGS JPY50000 SBA GTD PARTN CTFS 2007-20K 1 SANKATY ADVISORS LLC BANK SAPPORO HOLDINGS LTD CFD SBA GTD PARTN CTFS 2007-20L 1 SANKATY CREDIT OPP IV SAPUTO INC SBA GTD PARTN CTFS 2008-10B 1 SANKATY CREDIT OPPORTUNITIES SARA LEE CORP SBA GTD PARTN CTFS 2008-20A 1 SANKATY MIDDLE MARKET SARACEN MINERAL HOLDINGS LTD SBA GTD PARTN CTFS 2008-20B 1 SANKI ENGINEERING Y50 SARANTIS EUR1.54 (CR) SBA GTD PARTN CTFS 2008-20C 1 SANKO CO(OTC) NPV CFD SARAS RAFFINERIE EUR5.16 SBA GTD PARTN CTFS 2008-20D 1 SANKO METAL INDL JPY50 CFD SARASIN & CIE REGD CHF0.35 SBA GTD PARTN CTFS 2008-20E 1 SANKYO CO(OTC) NPV SARTORIUS STEDIM BIOTECH SBA GTD PARTN CTFS 2008-20F 1 SANKYO FRONTIER CO JPY50 SASC 2002-RM1 A SBA GTD PARTN CTFS 2008-20G 1

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SBA GTD PARTN CTFS 2008-20H 1 SCOTIA HLDGS CNV BDS SEI INVESTMENTS CO SBA GTD PARTN CTFS 2008-20I 1 SCOTTS MIRACLE-GRO CO/THE SEIKA CORPORATION Y50 SBA GTD PARTN CTFS 2008-20J 1 SCOUT FUND I-A LP SEIKITOKYU KOGYO JPY50 CFD SBA GTD PARTN CTFS 2008-20K 1 SCP PRIVATE EQUITY II LP SEIKO EPSON CORP NPV SBA GTD PARTN CTFS 2008-20L 1 SCP PRIVATE EQUITY PARTNERS II SEIKO EPSON CORP NPV CFD SBA GTD PARTN CTFS 2009-10A 1 SCP PRIVATE EQUITY PARTNERS LP SEJONG INDUSTRIAL KRW500 SBA GTD PARTN CTFS 2009-10B 1 SCRIPPS NETWORKS INTERACTIVE I SEK INTEREST SBA GTD PARTN CTFS 2009-10C 1 SCROLL CORP CFD SEK/EUR SPOT OPTION 2012 SBA GTD PARTN CTFS 2009-20A 1 SCROLL CORP Y50 SEK/GBP SPOT OPTION 2012 SBA GTD PARTN CTFS 2009-20B 1 SDL ORD GBP0.01 SEK/USD SPOT OPTION 2012 SBA GTD PARTN CTFS 2012-10A 1 SEABOARD CORP SEKISUI CHEMICAL Y50 SBA GTD PARTN CTFS 2012-20C 1 SEABRIGHT HOLDINGS INC SEKISUI HOUSE NPV SBARRO INC SEACOR HOLDINGS INC SEKISUI HOUSE NPV CFD SBC COMMUNICATIONS SEADRILL LIMITED SHS SEKISUI JUSHI CORP CFD SBERBANK (SB CAP SA) SEADRILL LTD USD2 SEKISUI JYSHI Y50 SBERBANK OF RUSSIA SEAGATE HDD CAYMAN SELAMAT SEMPURNA PT SBERBANK OF RUSSIA VIA SB 144A SEAGATE TECHNOLOGY SELECT COMFORT CORP SBERBANK-SPONSORED ADR SEAGATE TECHNOLOGY HDD HOLDING SELECT MEDICAL HOLDINGS CORP SBI HOLDINGS INC SEAGATE TECHNOLOGY INTERN 144A SELENE RESIDENTIAL MORTGAGE SBI HOLDINGS INC CFD SEAH BESTEEL CORP SEMAFO INC SBM OFFSHORE NV EUR0.25 (POST SEAH HOLDINGS KRW5000 SEMAPA SOC INVEST E GESTAO SC JOHNSON & SON INC 144A SEALED AIR 10/11 TLB SEMBCORP INDUSTRIES SGD0.25 SCANA CORP SEALED AIR CORP SEMBCORP MARINE SGD0.10 SCANIA AB SER B NPV (POST SEALED AIR CORP 144A SEMCON AB SEK1 SCF CAPITAL LTD 144A SEALY MATTRESS CO SEMEN GRESIK PERSERO SCHAEFFLER 2/12 TLC-2 SEARIVER MARITIME FINANCIAL HO SEMPRA ENERGY SCHAEFFLER FINANCE BV 144A SEARS HOLDINGS CORP SENAO INTERNATIONAL CO LTD SCHAHIN II FINAN CO SPV 144A SEAWORLD (2/11) TLB SENIOR 10P SCHERING PLOUGH CORP SR NT SEB SA FF1 SENIOR HOUSING PARTNERS III SCHIBSTED ASA SECHILIENNE-SIDEC EUR0.385 SENIOR HOUSING PARTNERS IV SCHINDLER HLDG AG PTG CERT SECOM CO Y50 SENIOR HOUSING PROPERTIES TRUS SCHINDLER-HLDG AG CHF0.1 SECURITAS SER 'B' SEK1 SENSHU ELECTRIC CO JPY50 SCHLUMBERGER LTD SECURITIZED ASSET BACK HE2 A2C SENSHU IKEDA HOLDINGS INC CFD SCHOUW & CO DKK10 SER'B' SECURITIZED ASSET BACKED 144A SENSIENT TECHNOLOGIES CORP SCHRADER (2ND LIEN 4/12) LUXCO SECURITY BANK CORP SENTINEL CAPITAL CORP SCHRADER (2ND LIEN 4/12/)US TL SECURITY CAPITAL PFD GROWTH SEQUA 10/11 INCREMENTAL TL SCHRADER (4/12) US TL SEEK LIMITED NPV SEQUA CORP TL SCHRODERS (NEW) ORD GBP1 SEGA SAMMY HLDGS INC NPV SEQUANA EUR1.50 SCHULER AG YOUNG SHARES SEGRO PLC SEQUENOM INC SCHWEITZER-MAUDUIT INTL INC SEGRO PLC ORD GBP0.01 SEQUOIA CAP CHINA VENTURE 2010 SCIENTIFIC GAMES INTERNATIONAL SEGRO PLC ORD GBP0.27083333 SEQUOIA CAP FRANCHISE FD LP SCOR SE EUR7.876972 (POST SEGULAH IV LP SEQUOIA CAP GROWTH FUND III

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SEQUOIA CAP US VENTURE 2010 SFC ENERGY PARTNERS I-B LP SHINSEI BK NPV SEQUOIA CAPITAL CHINA GR 2010 SFC ENERGY PARTNERS II SHINSHO CORP JPY50 SEQUOIA CAPITAL CHINA GROWTH I SGD/USD SPOT OPTION 2012 SHIONOGI & CO JPY50 SEQUOIA CAPITAL CHINA I LP SGS INTERNATIONAL INC SHIP HEALTHCARE HLDG INC NPV SEQUOIA CAPITAL CHINA II SGS SA CHF1(REGD) SHIRE LTD ORD CFD SEQUOIA CAPITAL GLOBAL GROWTH SHAFTESBURY ORD 25P SHIRE PLC ORD GBP0.05 SEQUOIA CAPITAL INDIA GROWTH SHAH CAP OFFSHORE INVESTOR FD SHIROKI CORP JPY50 SEQUOIA CAPITAL INDIA GROWTH I SHANDONG AIRLINES 'B'CNY1 SHISEIDO Y50 SEQUOIA CAPITAL INDIA III LP SHANDONG WEIGAO GROUP MEDICAL SHIZUOKA BANK Y50 SEQUOIA CAPITAL IX LP SHANGHAI FRIENDSHIP GROUP INC SHO-BOND HOLDINGS CO LTD NPV SEQUOIA CAPITAL U.S. GROWTH SHANGRI-LA ASIA ORD HK$1 SHOBUNSHA PUBLICATIONS INC CFD SEQUOIA CAPITAL US GROWTH FUND SHANKS GROUP PLC SHOCHIKU CO LTD CFD SEQUOIA CAPITAL X LP SHARON HILLS SHOPPERS DRUG MART CORP SEQUOIA CAPITAL XI LP SHARP CORP Y50 SHORE VIEW CAP PTRS LP SEQUOIA CAPITAL XII LP SHAW COMMUNICATIONS INC SHOREVIEW CAPITAL II SEQUOIA MORTGAGE TRUST 1 2A1 SHAW GROUP INC/THE SHOWA CORP SEQUOIA MORTGAGE TRUST 2 A2 SHAWCOR LTD SHOWA DENKO KK Y50 SEQUOIA MORTGAGE TRUST 6 A2 SHEA HOMES LP / SHEA HOMES FUN SHOWA SHELL SEKIYU ORD Y50 SERBIA T-BILLS SHELL INTERNATIONAL FINANCE BV SHUFFLE MASTER INC SERCO GROUP ORD 2P SHENZHOU INTERNATIONAL GROUP SHUI ON LAND LTD SERCO GROUP PLC CFD SHERATON HOLDING CORP SI CORP KRW500 SERENA SOFTWARE INC SHERRITT INTERNATIONAL CORP SIAM CEMENT CO THB1 (ALIEN SERIA CO LTD SHERWIN-WILLIAMS CO/THE SIAM CEMENT CO THB1 (NVDR) SERS DEFAULTED SECURITY OFFSET SHIBUSAWA WAREHOUSE CO CFD SIAM COMM BK PUBLIC (FOREIGN) SERVICE CORP INTERNATIONAL/US SHIBUYA KOGYO CO JPY50 CFD SIAM COMMERCIAL BANK PCL THB10 SERVICE STREAM LTD NPV SHIKOKU CHEMICALS CORP CFD SIAM MAKRO THBH10(ALIEN MARKET SERVICEMASTER CO/TN SHIKOKU ELECTRIC POWER CO CFD SICHUAN EXPRESSWAY 'H'CNY1 SERVICENOW INC SHIKOKU ELECTRIC POWER CO INC SICHUAN XINHUA WINSHARE 'H' SERVICESOURCE INTERNATIONAL LL SHIMADZU Y50 SIEMENS AG NPV REGD SERVIZI ITALIA SPA EUR1.00 SHIMAMURA NPV SIERRA PACIFIC POWER CO SES SA FIDUCIARY DR EACH REP SHIMANO INC NPV SIERRA RECEIVABLES 1A A 144A SESI LLC SHIMAO PROPERTY HLDGS LTD SIERRA RECEIVABLES F 1A B 144A SESI LLC 144A SHIMIZU CORPORATION Y50 SIERRA WIRELESS INC SEVEN & I HLDG CO LTD NPV SHINAGAWA REFRACT JPY50 SIG ORD 10P SEVEN & I HLDG CO LTD NPV CFD SHINDENGEN ELECTRIC MAN CO Y50 SIGMA CAPITAL PTE LTD SEVEN BANK LTD NPV SHIN-ETSU CHEMICALS CO NPV SIGMA FIN INC MTN 144 3C7 SEVEN GROUP HOLDINGS LTD SHINGAKUKAI CO Y50 CFD SIGMA FIN INC MTN 144A 3C7 SEVERN TRENT ORD GBP0.9789 SHINHAN FINANCIAL GROUP CO LTD SIGMA FIN INC MTN TR00510 144A SEVERSTAL GDR (EACH REPR 1 ORD SHINKO ELECTRIC INDUSTRIES CO SIGMA FIN INC MTN TR00511 144A SEVERSTAL OAO VIA STEEL C 144A SHINKO PLANTECH CO LTD NPV SIGMA FINANCE CORP SEVERSTAL OAO VIA STEEL CAPITA SHINKO PLANTECH CO LTD NPV CFD SIGMA PHARMACEUTICALS LTD NPV SEWON PRECISION KRW5000 SHINKONG INSURANCE TWD10 SIGMA-ALDRICH CORP

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SIGNATURE BANK/NEW YORK NY SINGAPORE TECHNOLOGIES SLM STUDENT LN 04-10 A-5B SIGNET JEWELERS LIMITED SHS SINGAPORE TELECOMMUNICATIONS SLM STUDENT LN TRUST A A2 144A SIGULER GUFF BRIC SINO GRANDNESS FOOD INDUSTRY SLM STUDENT LOAN TR A A2 144A SIGULER GUFF BRIC OPS FD II LP SINO LAND CO ORD HK$1.00 SLM STUDENT LOAN TRU B A2 144A SIGURD MICROELECTR TWD10 SINOCHEM OVERSEAS CAPITAL 144A SLM STUDENT LOAN TRUST 1 A2 SIKA FINANZ AG CHF0.6 (BR) SINOCOM SOFTWARE G HKD0.25 SLM STUDENT LOAN TRUST 10 A3 SILGAN HOLDINGS INC SINO-FOREST CORP SLM STUDENT LOAN TRUST 11 A4 SILGAN HOLDINGS INC 144A SINOMEDIA HOLDING LIMITED SLM STUDENT LOAN TRUST 12 A4 SILIC EUR4 SINOPEC GROUP OVERSEAS DE 144A SLM STUDENT LOAN TRUST 14 A4 SILICON LABORATORIES INC SINOPEC GROUP OVERSEAS DEVELOP SLM STUDENT LOAN TRUST 2 A2 SILICONWARE PRECISION INDS SINOPHARM GROUP CO-H SLM STUDENT LOAN TRUST 2 A4 SILICONWARE PRECISION INDUSTRI SINOTEL TECHNOLOGIES LTD SLM STUDENT LOAN TRUST 3 A2 SILVER FUTURE (CMX) SINPAS GAYRIMENKUL YATIRIM SLM STUDENT LOAN TRUST 3 A4 SILVER GRANT INTERNATIONAL SINTOKOGIO LTD CFD SLM STUDENT LOAN TRUST 4 A2 SILVER STANDARD RESOURCES INC SIPEF(PLANT FIN)NPV SLM STUDENT LOAN TRUST 4 A3 SILVER WHEATON CORP SIPH(PLANT.HEVEAS EUR22.86 SLM STUDENT LOAN TRUST 4 A4 SILVERLEAF FINANCE LLC B B SIRIUS XM RADIO INC SLM STUDENT LOAN TRUST 5 A2 SILVERPEAK LEG PENS PTNRS II SIRIUS XM RADIO INC 144A SLM STUDENT LOAN TRUST 5 A3 SILVERPEAK LEGACY/PSERS L.P SIRONA DENTAL SYSTEMS INC SLM STUDENT LOAN TRUST 5 A4 SILVERPEAK LEGPENS PTNRS III SIX FLAGS (12/11) TLB SLM STUDENT LOAN TRUST 5 A5 SIMCORP DKK10 SJM HOLDINGS LIMITED HKD1.00 SLM STUDENT LOAN TRUST 5 B SIME DARBY BHD (NEW) MYR0.50 SK HOLDINGS CO LTD KRW5000 SLM STUDENT LOAN TRUST 6 A2 SIMMTECH KRW500 SK INNOVATION CO LTD SLM STUDENT LOAN TRUST 6 A4 SIMON PPTY GROUP INC NEW COM SK TELECOM KRW500 SLM STUDENT LOAN TRUST 6 A4L SIMON PROPERTY GROUP INC SKAMANIA HOTEL SLM STUDENT LOAN TRUST 7 A2 SIMON PROPERTY GROUP LP SKANDINAVISKA ENSKILDA BANKEN SLM STUDENT LOAN TRUST 7 A4 SIMPAC ANC SKANSKA AB B SER 'B' SEK3 SLM STUDENT LOAN TRUST 8 A2 SIMPLO TECHNOLOGY TWD10 SKF AB SER B NPV (POST SPLIT) SLM STUDENT LOAN TRUST 8 A4 SIMPSON MANUFACTURING CO INC SKILLED GROUP LTD SLM STUDENT LOAN TRUST 9 A4 SIMS METAL MANAGEMENT LTD SKILLED HEALTHCARE 4/10 TLB SLM STUDENT LOAN TRUST A A1 SINANEN Y50 SKILLSOFT (COV-LITE 5/10) TL SLMA 2003-11 A6 SINCLAIR BROADCAST GROUP INC SKILLSOFT 10/11 INCREMENTAL TL SLMA 2004-10 A4A SINCLAIR TELEVISION GROUP 144A SKULLCANDY INC SLOVAKIA GOVERNMENT INTL BOND SINCLAIR TELEVISION GROUP INC SKY CITY NZD0.20 SLS HOTEL (MISC DOCUMENTS) SINDO CO LTD KRW5000 SKYWORKS SOLUTIONS INC SM ENERGY CO SING TAO NEW CORP LTD SL GREEN REALTY CORP SM ENERGY CO 144A SINGAMAS CONTAINER HKD0.10 SL GREEN REALTY CORP / SL GREE S-MAC CO LTD SINGAPORE AIRLINES SGD0.50 SLC AGRICOLA SA COM NPV SMALL BUS ADMIN GTD 12-20A A SINGAPORE EXCHANGE SGD0.01 SLC STUDENT LOAN TRUST 1 A3 SMALL BUS ADMIN GTD 12-20F 1 SINGAPORE GOVERNMENT BOND SLCLT 2009-AA A SMALL BUS ADMIN GTD CTF 11-10A SINGAPORE LAND SG$1 SLH PROXY SHORT EXPOSURE SMALL BUS ADMIN GTD CTF 11-20A SINGAPORE PRESS HLDGS SGD0.20 SLM CORP SMALL BUS ADMIN GTD CTF 11-20E

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SMALL BUSINESS ADMINISTRATION SONAE SIERRA BRASIL SPAIN (KINGDOM OF) SMART BALANCE INC SONDA SA COM NPV SPAIN GOVERNMENT BOND SMART TRUST/AUST 1USA A4A 144A SONIC AUTOMOTIVE INC SPANSION LLC SMARTONE TELECOMMUNICATIONS SONIC AUTOMOTIVE INC 144A SPANSION LLC 2/10 TLB SMC CORP NPV SONIC CORP SPAR GROUP LIMITED NPV SMITH & NEPHEW ORD USD0.20 SONIC HEALTHCARE LTD SPARK INFRASTRUCTURE GROUP SMITHFIELD FOODS INC SONOCO PRODUCTS CO SPARTON CORP SMITHS GROUP PLC ORD GBP0.375 SONOVA HLDG CHF0.05 SPDR GOLD SHARES SMURFIT KAPPA GROUP PLC CFD SONY CORP CFD SPDR S&P 500 ETF TRUST SMURFIT KAPPA GROUP PLC ORD SONY CORP NPV SPDR S&P EMERGING MARKETS DIVI SMURFIT KAPPA TREASURY FUNDING SONY FINANCIAL HOLDINGS INC SPDR S&P METALS & MINING ETF SNAM SPA SOTHEBY'S SPDR S&P MIDCAP 400 ETF TRUST SNAP-ON INC SOUNDVIEW HOME EQUITY L EQ1 A3 SPECIALTY UNDERWRITING BC3 M1 SNC-LAVALIN GROUP INC SOUNDVIEW HOME EQUITY OPT3 2A2 SPECTRA ENERGY CAPITAL LLC SNOHOMISH CNTY WA SOUNDWILL HOLDINGS HKD0.10 SPECTRA ENERGY CORP SNS BANK NV SOURCEFIRE INC SPECTRA ENERGY PARTNERS LP SNS REAAL GROEP NV EUR1.63 SOUTH AFRICA GOVERNMENT SPECTRIS ORD GBP0.05 SNT CORPORATION Y50 SOUTH AFRICA GOVERNMENT BOND SPECTRIS PLC CFD SOCIEDAD QUIMICA Y MINERA DE C SOUTH AFRICA GOVERNMENT INTERN SPECTRUM BRANDS 6/10 TLB SOCIETE D'EDITION DE CANAL + SOUTH CAROLINA ELECTRIC & GAS SPECTRUM BRANDS INC SOCIETE GENERALE SOUTH CAROLINA ST PUB SVC AUTH SPECTRUM BRANDS INC 144A SOCIETE GENERALE EUR1.25 SOUTH DAKOTA ST CONSERVANCY DI SPEEDWAY MOTORSPORTS INC SOCIETE GENERALE SFH SOUTH STR SECS HLDGS INC SPEEDY CASH INTERMEDIATE 144A SOCO INTERNATIONAL GBP0.05 CFD SOUTHEAST ASIA CEMENT HLDGS SPEEDY HIRE PLC 5P SODA NIKKA CO CFD SOUTHERN CALIFORNIA EDISON CO SPI 200 INDEX FUTURE (SFE) SODA SANAYII TRY1 SOUTHERN CALIFORNIA GAS CO SPIRAX-SARCO ENGINEERING ORD SODEXO EUR4 SOUTHERN CO SPIRENT COMMUNICATIONS PLC SOFINNOVA VENTURE PARTNERS VII SOUTHERN CO/THE SPIRIT AEROSYSTEMS HOLDINGS IN SOFTBANK CORP CFD SOUTHERN COPPER CORP SPIRIT AEROSYSTEMS INC SOFTBANK CORPORATION NPV SOUTHERN NATURAL GAS CO SPIRIT AIRLINES INC SOFTBANK TECHNOLOGY CORP JPY50 SOUTHERN POWER CO SPIRIT FINANCE CORP (6/07) TLB SOFTWARE AG BEARER SHS SOUTHERN STAR CENTRAL CORP SPIRIT MASTER FDG 1 A1 144A SOJITZ CORPORATION NPV SOUTHWEST AIRLINES CO SPLUNK INC SOKEN CHEMICAL & E JPY50 SOUTHWEST AIRLINES CO 2007-1 P SPORTINGBET PLC ORD SOLARWINDS INC SOUTHWEST GAS CORP SPRING OAKS SOLERA HOLDINGS INC SOUTHWESTERN BELL TELEPHONE LP SPRINGLEAF FINANCIAL (5/11)TLB SOLOMON MUTUAL SAVINGS BANK SOUTHWESTERN ENERGY CO SPRINT CAPITAL CORP SOLUTIA INC SOUTHWESTERN ENERGY CO 144A SPRINT NEXTEL CORP SOLVAY NPV SOYBEAN FUTURE (CBT) SPRINT NEXTEL CORP 144A SONAE IMOBILIARIA EUR4.99 SOYBEAN MEAL FUTURE (CBT) SPROUT CAPITAL VII LP SONAE SGPS SA EUR1 SOYBEAN OIL FUTURE (CBT) SPX CORP SONAE SGPS SA NEW EUR1 BONUS SP AUSNET NPV (STAPLED UNITS) SQUARE ENIX HOLDINGS CO LTD

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SQUARETWO FINANCIAL CORP STARVEST PARTNERS II STIFEL FINANCIAL CORP SRA HOLDINGS INC NPV STARVEST PARTNERS LP STMICROELECTRONICS EUR1.04 SRA HOLDINGS INC NPV CFD STARWOOD GLOBAL OPPTY FD VIII STO AG NON VTG PRF NPV SRERS FUNDING LTD RS A1B1 144A STARWOOD HOTELS & RESORTS WORL STOCK LOAN FEES SRF LIMITED INR10 STARWOOD OPPORTUNITY FUND IV STOCKBRIDGE REAL ESTATE FD III SRI LANKA GOVERNMENT INTE 144A STARWOOD OPPORTUNITY FUND V LP STOCKBRIDGE REAL ESTATE FUND SS&C TECHNOLOGIES (5/12) TLB1 STARWOOD OPPORTUNITY FUND VI-A STOCKLAND TRUST GROUP NPV SS&C TECHNOLOGIES (5/12) TLB2 STARWOOD OPPORTUNITY FUND VII STONE ENERGY CORP SSAB AB STARWOOD PROPERTY TRUST INC STONEMOR OPERATING LLC / CORNE SSE PLC STATE BANK FINANCIAL CORP STONERIDGE INC SSGN 2010-L2A A STATE BANK OF INDIA STORA ENSO OYJ SER 'R' NPV SSI INVESTMENTS II LTD / SSI C STATE BANK OF INDIA 144A STOREBRAND ASA A NOK5 ST BARBARA LTD STATE OF ISRAEL NOTE 5 YR STRABAG SE NPV (BR) ST JAMES PLACE PLC STATE OF QATAR STRAD ENERGY SERVICES LTD ST JOE CO/THE STATE PUB SCH BLDG AUTH PA SCH STRATASYS INC ST JUDE MEDICAL INC STATE STREET CORP STRATEGIC HOTELS & RESORTS INC ST SHINE OPTICAL TWD10 STATE TRD CORP IND INR10 STRATEGIC PARTNERS VALUE STAAR SURGICAL CO STATER BROS HOLDINGS INC STRAUMANN HOLDING AG STADA ARZNEIMITTEL AG ORD NPV STATION CASINOS 6/11 TLB1 STREAM GLOBAL SERVICES INC STAGE STORES INC STATION CASINOS LLC 144A STROER OUT-OF-HOME MEDIA AG STAGECOACH DEFERRED SHARES STATION SQUARE LANSDALE STRUCTURED 06-RM1 CL A1 144A STAGECOACH GROUP PLC 0.5482 STATOIL ASA STRUCTURED 99-RM1 CL B 144A STAMFORD LAND SGD0.10 STATOIL ASA NOK2.50 STRUCTURED ADJUSTABLE 16XS A1 STAMPS.COM INC STATOIL ASA NT 144A STRUCTURED ADJUSTABLE 19XS 1A1 STANCORP FINANCIAL GROUP INC STATS CHIPPAC LTD 144A STRUCTURED ADJUSTABLE R 15 1A1 STANDARD BANK GROUP LTD/SOUTH STATS CHIPPAC LTD SGD0.25 STRUCTURED ADJUSTABLE R 22 4A2 STANDARD BANK SOUTH AFRICA LTD STATS CHIPPAC TAIWAN SEMICONDU STRUCTURED ADJUSTABLE RA 18 5A STANDARD CHARTERD PLC CFD STEALTHGAS INC STRUCTURED ADJUSTABLE RA 5 5A4 STANDARD CHARTERED ORD USD0.50 STEEL DYNAMICS INC STRUCTURED ASSET 06-ARS1 144A STANDARD LIFE ORD GBP0.10 STELLA-JONES INC STRUCTURED ASSET 97-KKI F 144A STANDARD MICROSYSTEMS CORP STELUX HLDGS INTL HKD0.10 STRUCTURED ASSET MORTGA AR4 A1 STANDARD PACIFIC CORP STERICYCLE INC STRUCTURED ASSET MORTGAGE 2 B STANFORD UNIVERSITY STERIS CORP STRUCTURED ASSET SECU 2XS 1A2A STANLEY BLACK & DECKER INC STERLING CAPITAL PARTNERS STRUCTURED ASSET SECUR BC3 2A2 STANLEY ELECTRIC CO NPV STERLING CAPITAL PARTNERS II STRUCTURED ASSET SECUR OPT1 A4 STAPLES INC STERLING CAPITAL PARTNERS III STRUCTURED ASSET SECURI BC1 A5 STAR COMGISTIC CAPITAL CO LTD STERLING INFOSYSTEMS (1/12)TLB STRUCTURED ASSET SECURI BC6 A2 STAR MICRONICS CO Y50 STERLING VENTURE PARTNERS LP STRUCTURED ASSET SECURI NC1 A4 STAR MICRONICS LTD CFD STERLITE INDS INR1 (POST STRUCTURED ASSET SECURI WF4 A4 STARBUCKS CORP STEVEN MADDEN LTD STRUCTURED AST 05-RM1 AIO 144A STARHUB LTD STHI HOLDING CORP 144A STRUCTURED AST 06-RM1 AIO 144A START TODAY CO LTD STHREE ORD GBP0.01(WI) STRUCTURED AST 07-RM1 A1 144A

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STRUCTURED AST 07-RM1 AIO 144A SUMMIT ACCELERATOR FUND LP SURUGA BANK LTD Y50 STRUCTURED CREDIT MASTER FUND SUMMIT PARTNERS GROWTH EQUITY SUSQUEHANNA BANCSHARES INC STRYKER CORP SUMMIT PARTNERS PRIVATE EQUITY SUSSER HOLDINGS LLC / SUSSER F STUDIO ALICE NPV SUMMIT PARTNERS VC II-A SUZUKEN CO LTD Y50 STUDIO ALICE NPV CFD SUMMIT PARTNERS VENTURE SUZUKI MOTOR CO NPV STX OSV HOLDINGS LTD SUMMIT VENTURE V LP SUZUKI MOTOR CORP CFD STYRON (2/11) TLB SUMMIT VENTURES IV SVB FINANCIAL GROUP SUBSEA 7 S.A. SUMMIT VENTURES VI A LP SVENSK EXPORTKREDIT AB SUBSEA 7 SA SUN HEALTHCARE GROUP INC SVENSKA CELLULOSA AB-SCA SER B SUBURBAN PROPANE PARTNERS LP SUN HUNG KAI PROPERTIES SVENSKA HANDELSBANKEN AB SUBURBAN PROPANE PARTNERS LP/S SUN HYDRAULICS CORP SVENSKA HANDELSBANKEN AB 144A SUEDZUCKER AG NPV SUN INTERNATIONAL LTD ZAR0.08 SVENSKA HANDELSBANKEN SER A SUEZ ENVIRONNEMENT CO EUR4 SUN LIFE FINANCIAL INC SVLF 2010-A B SUGAR #11 WORLD FUTURE (NYB) SUNCALL CORP JPY50 SVLF 2010-A C SUGI HOLDINGS CO LTD JPY50 SUNCOR ENERGY INC SWAP COLLATERAL WITH JP MORGAN SULZER AG CHF0.01(REGD) SUNCORP GROUP LIMITED SWAP COLLATERAL WITH UBS SUMCO CORPORATION NPV SUNDRUG CO Y50 SWATCH GROUP CHF0.45 (REGD) SUMCO CORPORATION NPV CFD SUNEVISION HOLDINGS LTD SWATCH GROUP CHF2.25 (BR) SUMIKIN BUSSAN CP JPY50 SUNGARD DATA SYSTEMS 3/12 EXT SWEDBANK AB 144A SUMITOMO CHEMICAL CO LTD CFD SUNGARD DATA SYSTEMS INC SWEDBANK AB SEK'A' NPV SUMITOMO CHEMICAL Y50 SUNGARD DATA SYSTEMS INC TLB SWEDEN (KINGDOM OF) SUMITOMO CORP CFD SUNGWOO HITECH KRW500 SWEDEN GOVERNMENT BD-INFLAT SUMITOMO CORP NPV SUNOCO INC SWEDEN GOVERNMENT BOND SUMITOMO DENSETSU CO Y50 SUNRISE CAPITAL PARTNERS LP SWEDEN KINGDOM IDX LKD BDS SUMITOMO DENSETSU CO Y50 CFD SUNSTATE EQUIPMENT CO LLC 144A SWEDEN KINGDOM OF I/L BDS SUMITOMO ELECTRIC IND NPV SUNSTONE HOTEL INVESTORS INC SWEDISH MATCH AB NPV SUMITOMO FORESTRY CO Y50 SUNTRUST BANK/ATLANTA GA SWIRE PACIFIC A HKD0.60 SUMITOMO HEAVY INDUSTRIES LTD SUNTRUST BANKS INC SWIRE PACIFIC MTN FIN SUMITOMO HEAVY INDUSTRIES Y50 SUNTRUST CAPITAL VIII SWISS LIFE HOLDING AG SUMITOMO METAL INDUSTRIES NPV SUNTRUST STUDENT LO 1A A3 144A SWISS PRIME SITE AG SUMITOMO METAL MINING CO LTD SUNVIC CHEMICALS SWISS RE LTD SUMITOMO METAL MNG NPV SUNWAY BHD SWISS RE SOLUTIONS HOLDING COR SUMITOMO MITSUI BANKING C 144A SUNWEST B-2 7.972589% SWISS REINSURANCE CHF0.1 SUMITOMO MITSUI GR NPV SUPER GROUP LTD SWISSCOM AG CHF1.00 SUMITOMO MITSUI GR NPV CFD SUPER GROUP LTD/SINGAPORE SWS GROUP INC SUMITOMO MITSUI TRUST HOLDINGS SUPERGROUP PLC ORD GBP0.01 SXC HEALTH SOLUTIONS CORP SUMITOMO OSAKA CEMENT CO Y50 SUPERIOR ENERGY SERVICES INC SXL CORPORATIONCFD SUMITOMO PRECISION CFD SUPERMEDIA (IDEARC) 12/09 SYARIKAT TAKAFUL (M MYR1 SUMITOMO PRECISION JPY50 SURGERY CENTER (5/11) TLB SYDNEY AIRPORT SUMITOMO REALTY & DEV CO NPV SURGICAL CARE AFFILIATES 144A SYMANTEC CORP SUMITOMO RUBBER INDUSTRIES Y50 SURGUTNEFTEGAS OJSC SYMETRA FINL CORP SR NT 144A SUMMER INFANT INC SURMODICS INC SYMRISE AG NPV (BR)

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SYNAPTICS INC TAE KYUNG INDL KRW500 TAMBANG BATUBARA B IDR500 SYNCHRONOSS TECHNOLOGIES INC TAEKWANG IND CO KRW5000 TAMPA ELECTRIC CO SYNCREON GLOBAL IRELAND L 144A TAEYOUNG ENGINEERING & TAMRON CO LTD CFD SYNERGETICS USA INC TAG OIL LTD TAMURA SEISAKUSHU CFD SYNERGY HEALTH PLC TAG TEGERNSEE IMMO AG NPV TANGER FACTORY OUTLET CENTERS SYNGENTA AG TAHOE RESOURCES INC TANGOE INC SYNGENTA AG CHF0.1 TAI CHEUNG HLDGS HK$0.1 TAP OIL AUD0.20 SYNIVERSE (COV-LITE 4/12) TL TAIHEI DENGYO KAISHA LTD TARGA RESOURCES PARTNERS LP SYNIVERSE (COV-LITE TL 4/12) TAIHEI KOGYO CO Y50 TARGA RESOURCES PARTNERS LP / SYNIVERSE HOLDINGS INC TAIHEIYO CEMENT CORP Y50 TARGANTA THERAPEUTICS COM STK SYNNEX CORP TAIHO KOGYO JPY50 TARGET CORP SYNNEX TECHNOLOGY INTL CORP TAINAN BUSINESS BK TWD10 TASEKO MINES LTD SYNOPSYS INC TAISEI CORP CFD TATA CONSULTANCY SERVICES INR1 SYNOVUS FINANCIAL CORP TAISEI CORP Y50 TATA MOTORS LTD SYNTHETIC CASH TAISEI LAMICK CO NPV CFD TATA POWER CO LTD SYNTHOS SA PLN2.01 TAISHIN FINANCIAL TWD10 TATA STEEL LTD SYSCO CORP TAISHO PHARMACEUTICAL HOLDINGS TATE & LYLE ORD 25P SYSMEX CORP JPY50 TAIWAN CEMENT TATTS GROUP LTD SYSPROCATENA CORP NPV CFD TAIWAN FAMILYMART TWD10 TAUBMAN CENTERS INC SYSTENA CORP TAIWAN HON CHUAN ENTERPRISE CO TAURON POLSKA ENERGIA SA T IS BANKASI SER'C'TRY1 TAIWAN MASK CORP TWD10 TAV HAVALIMANLARI HOLDING A S T K CORPN KRW500 TAIWAN SEMICONDUCTOR CO TWD10 TAYARRA LTD T RAD CO LTD JPY50 TAIWAN SEMICONDUCTOR MANUFACTU TAYCA CORP CFD T ROWE PRICE GROUP INC TAIWAN SEMICONDUCTOR MFG TAYCA CORP JPY50 T SINAI KALKINMA B TRY1 TAIYO HOLDINGS CO LTD TBK CO LTD JPY50 T&D HOLDINGS INC CFD TAIYO NIPPON SANSO CORP NPV TC PIPELINES LP T&D HOLDINGS INC NPV TAKAMATSU CORP NPV TCC INTERNATIONAL HOLDINGS LTD T. E. R. N. A. ORD EURO.22 TAKAMATSU CORP NPV CFD TCF FINANCIAL CORP T.HASEGAWA CO CFD TAKARA LEBEN CO NPV TCI COMMUN INC TA ASSOCIATES ADVENT VENTURE TAKARA PRINTING CO CFD TD AMERITRADE HOLDING CORP TA ASSOCIATES IX LP TAKASHIMAYA CO TDC A/S DKK5 TA CHONG BANK CO TWD10 TAKATA CORPORATION NPV TDH III HOLDINGS INC TA IX, L.P. TAKE & GIVE NEEDS NPV TDH III LIMITED PARTNERSHIP TA X LP TAKEDA CHEMICAL INDUSTRIES LTD TDK CORP TA/ADVENT VIII L P TAKEDA PHARMACEUTICAL CO LTD TDM BERHAD MYR1 TAB CORP HLDGS LIMITED NPV TAKEUCHI MFG CO NPV TE CONNECTIVITY LTD TABERNA PFD FDG III LTD TAKIRON CO LTD JPY50 TEACHERS INSURANCE & ANNU 144A TABERNA PFD FDG III LTD SEC NT TAKKT AG NPV TEAVANA HOLDINGS INC TABERNA PFD VI DEF SUB F1 144A TAKUMA CO LTD TAKUMA CO LTD TECAN GROUP AG CHF1 (REGD) TACHI-S CO CFD TALBOTS INC TECH DATA CORP TACHI-S CO Y50 TALENT YIELD INVESTMENTS 144A TECH GROUP ASIA SGD0.05 TADANO LTD CFD TALISMAN ENERGY INC TECHNE CORP

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TECHNICOLOR TELENOR AS ORD NOK6 TEREX CORP TECHNIP SA EUR TELENOR ASA TERUMO CORP TERUMO CORP CFD TECHNOLOGY LEADERS L P TELEPERFORMANCE EUR2.50 TERUMO CORP Y50 TECHTRONIC INDUSTR ORD HKD0.1 TELEPHONE & DATA SYS INC TESCO CORP TECK RESOURCES LTD TELESAT CANADA (3/12) US TLB TESCO ORD 5P TECNICAS REUNIDAS ORD EUR0.10 TELEVISION BROADCAST ORD TESLA MOTORS INC TECO ENERGY INC TELIASONERA AB NPV TESORO CORP TEEKAY CORP TELKOM GROUP LTD ZAR10 TESORO LOGISTIC LP TEEKAY CORPORATION COM TELSTRA CORP NPV TESSENDERLO CHEMIE NPV TEEKAY LNG PARTNERS L P TELUS CORP TETRA TECH INC TEEKAY OFFSHORE PARTNERS LP TELUS CORPORATION TETRAGON FINANCIAL GROUP LTD TEEKAY TANKERS LTD CLASS A TEMBEC INC TEVA PHARMACEUTICAL FINANCE CO TEGMA GESTAO LOGISTICA TEMENOS GROUP AG CHF5 (REGD) TEVA PHARMACEUTICAL FINANCE II TEIJIN Y50 TEMPLE REAL ESTATE INVT TR TEVA PHARMACEUTICAL IND ILS0.1 TEIKOKU TSUSHIN KOGYO CO CFD TEMPLETON GLOBAL BOND PLUS TEVA PHARMACEUTICAL INDUSTRIES TEIKOKV SEN-I CO CFD TEMPLETON INTTL SMALLER TEXAS CAPITAL BANCSHARES INC TEIXEIRA DUARTE ENGEN & CONST TEMPLETON STRATEGIC EMERGING TEXAS COMPETITIVE ELECTRI 144A TEKFEN HOLDING CO. INC TRL1 TEMPUR-PEDIC INTERNATIONAL INC TEXAS INDUSTRIES INC TEKKEN CORP CFD TENARIS S AUSD1 TEXAS INSTRUMENTS INC TEKNI-PLEX INC 144A TENARIS SA TEXAS ROADHOUSE INC TELE2 AB SER'B' SEK1.25 TENASKA ALA PARTNERS LP 144A TEXAS ST TELECITY GROUP ORD CFD TENASKA GA PTNRS LP SR SECD BD TEXHONG TEXTILE GROUP LTD 144A TELECOM CORP OF NEW ZEALAND TENAYA CAPITAL IV LP TEXTRON INC TELECOM ITALIA CAP GTD SR NT B TENAYA CAPITAL V-P LP TEXWINCA HLDGS HKD0.05 TELECOM ITALIA CAPITAL SA TENCENT HOLDINGS LTD TFS FINANCIAL CORP TELECOM ITALIA DI RISP EUR0.55 TENCENT HOLDINGS LTD 144A TGS-NOPEC GEOPHYSICAL COMPANY TELECOM ITALIA EUR0.55 TENET HEALTHCARE CORP THAI OIL PUBLIC CO LIMITED TELECOM ITALIA FINANCE SA TENGIZCHEVROIL FINANCE COMPANY THAILAND TELEF BRASIL TENGIZCHEVROIL LLP BDS REG S THAILAND GOVERNMENT BOND TELEFLEX INC TENMA CORP Y50 THAILIN SEMICONDUCTOR CORP TELEFLEX INC COM TENMA CORP Y50 CFD THALES EUR3 TELEFONAKTIEBOLAGET LM ERICSSO TENNECO INC THANACHART CAPITAL TELEFONICA BRASIL SA TENNESSEE GAS PIPELINE CO LLC THERAVANCE INC TELEFONICA EMISIONES SAU TENNESSEE VALLEY AUTH BD THERMADYNE HOLDINGS CORP TELEFONICA S A SPONSORED ADR TENNESSEE VALLEY AUTH STRIP THERMO FISHER SCIENTIFIC INC TELEFONICA SA EUR1 TENNESSEE VALLEY AUTHORITY THERMON INDUSTRIES INC TELEFONOS DE MEXICO SAB DE CV TERA PROBE INC THIRD ROCK VENTURES II TELEKOM AUSTRIA (TA) NPV TERADATA CORP THIRD ROCK VENTURES LP TELEKOM MALAYSIA BHD TERADYNE INC THK CO Y50 TELEKOMUNIKASI INDONESIA TBK P TERANET HOLDINGS LP THOMAS & BETTS CORP TELEMAR NORTE LESTE SA REGS TERANGA GOLD CORP THOMAS COOK GROUP PLC ORD TELENET GROUP HOLDING NPV TEREOS INTERNACIONAL SA THOMAS H LEE EQUITY FD V LP

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THOMAS H LEE EQUITY FUND VI TL VENTURE IV LP TOKYO ROPE MANUFACTURIING CO C THOMPSON CREEK METALS CO INC TL VENTURES III LP TOKYO TATEMONO CO Y50 THOMSON REUTERS CORP TL VENTURES V LP TOKYO TATEMONO CO Y50 CFD THOR INDUSTRIES INC TMK OAO GDR EACH REPR 4 ORD SH TOKYO TEKKO CO JPY50 THORATEC CORP TMS INTERNATIONAL CORP TOKYU CONST(NEW) NPV THREE ARCH CAPITAL LP TMX GROUP INC TOKYU CORP NPV THREE ARCH PARTNERS IV TNT EXPRESS NV TOKYU LAND CORP NPV THRESHOLD PHARMACEUTICALS INC TOA CORP Y50 TOLL BROTHERS INC THYSSENKRUPP AG NPV TOA CORP Y50 CFD TOLL BROTHERS TRUST TIAA CREF TOA DORO KOGYO CO JPY50 TOLL HLDGS LIMITED NPV TIAA GLOBAL MKTS MTN 144A TOA OIL CO LTD JPY50 TOMEN DEVICES CORP NPV CFD TIAA REAL ESTATE 03-1 B2 144A TOBU RAILWAY CO Y50 TOMKINS LLC / TOMKINS INC TIAA SEASONED COMMERCIAL C4 A2 TOBU STORE CO LTD CFD TOMOE CORP CFD TIAA SEASONED COMMERCIAL C4 A3 TOCHIGI BANK Y50 CFD TOMOE ENGINEERING JPY50 TIAA SEASONED COMMERCIAL C4 AJ TODA KOGYO CORP CFD TOMOKU Y50 TIAA SEASONED COMMERCIAL C4 F TODS SPA TONEN GEN SEKIYU JPY50 TIANNENG POWER INTL HKD0.10 TOEI ANIMATION CO LTD CFD TONG YANG SECURITIES INC TIBCO SOFTWARE INC TOEI CO CFD TOP NPL (A) LP TIDEWATER INC TOENEC CORP NPV CFD TOPCO SCIENTIFIC CO TWD10 TIETO OYJ ORD NPV TOHO CO Y500 TOPCON CORP CFD TIFFANY & CO TOHO GAS Y50 TOPDANMARK A/S DKK10 TIGER KEYSTONE FUND TOHO HOLDINGS CO LTD TOPIX INDEX FUTURES (TSE) TIGERS POLYMER CP JPY50 CFD TOHOKU ELEC PWR Y500 TOPPAN FORMS JPY50 TILLY'S INC TOHOKU ELEC PWR Y500 CFD TOPPAN PRINTING Y50 TIM HORTONS INC TOHTO SUISAN CO CFD TOPRE CORP TIME DOTCOM BHD MYR0.1 TOKAI CARBON CO Y50 TOPY INDUSTRIES Y50 TIME WARNER CABLE INC TOKAI CORP/GIFU TORAY INDUSTRIES INC Y50 TIME WARNER COS INC TOKAI RIKA CO LTD CFD TORCHMARK CORP TIME WARNER COS INC 98 TOKEN CORPORATION NPV TORCHMARK CORP NTS TIME WARNER INC TOKIO MARINE HOLDINGS INC CFD TORIDOLL CORPORATION NPV TIMES SQUARE HOTEL TR MTG 144A TOKIO MARINE HOLDINGS INC NPV TORIDOLL CORPORATION NPV CFD TIMKEN CO TOKO INC Y50 CFD TORO CO/THE TIMMINS GOLD CORP TOKU ELECTRIC CORP JPY50 TORONTO DOMINION BANK TIPP24 SE NPV (REGD) TOKUSHU TOKAI HOLDINGS CO CFD TORONTO-DOMINION BANK TITAN CEMENT CO EUR4 TOKUYAMA CORP Y50 CFD TORONTO-DOMINION BANK/THE TITAN EUROPE ORD GBP0.4 TOKYO ELECTRIC POWER CO INC CF TORRENT PHARMACEUTICAL INR5 TITAN INTERNATIONAL INC TOKYO ELECTRIC PWR CO NPV TORSTAR CORP TITAN MACHINERY INC TOKYO ELECTRON NPV TOSCO CORP DEBS TITANIUM METALS CORP TOKYO GAS CO NPV TOSEI CORP NPV TITANIUM TALF OPPORTUNITY FUND TOKYO NISSAN AUTO JPY50 TOSEI CORP NPV CFD TJX COS INC TOKYO OHKA KOGYO CO LTD CFD TOSHIBA CORP NPV TKC Y50 TOKYO OHKA KOGYO Y50 TOSHIBA CORP NPV CFD

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TOSHIBA MACHINE CO LTD CFD TOYOTA MOTOR CREDIT CORP TREASURY GROUP INVEST FUND UND TOSHIBA TEC CORP NPV TOYOTA TSUSHU CORP Y50 TREASURY GROUP INVESTMENT TOSOH CORP Y50 TOYS R US DELAWARE INC TLB TREASURY GROUP INVESTMENT FUND TOTAL ACCESS COMMUNICATIONS TPC GROUP LLC TREASURY GROUP INVT FUND WORK TOTAL CAPITAL CANADA LTD TPG ASIA V TREASURY GROUP INVT FUND-DC TOTAL CAPITAL SA TPG OPPORTUNITIES PARTNERS II TREASURY WINE ESTATES LTD TOTAL ENERGY SERVICES INC TPG PARTNERS TREEHOUSE FOODS INC TOTAL GABON XAF5000 TPG PARTNERS II LP TRELLEBORG AB 'B' NPV TOTAL SA TPG PARTNERS III LP TREND MICRO INC JPY50 TOTAL SA EUR2.5 TPG PARTNERS IV LP TRIANGLE PETE CORP COM NEW TOTAL SYSTEM SERVICES INC TPG PARTNERS V LP TRIAS SENTOSA TBK PT TOTETSU KOGYO Y50 TPG PARTNERS VI LP TRIBECOMP- TRIBINE COMPANY TL TOTETSU KOGYO Y50 CFD TPG TELECOM LTD TRIBUNE CO TL X TOTO Y50 TPK HOLDING CO LTD TRICAN WELL SERVICE LTD TOTVS SA COM NPV TRACTOR SUPPLY CO TRIGANO EUR4.2568 TOUEI HOUSING CORP JPY50 TRADE DATE CASH TRIGON AGRICULTURE A/S TOUEI HOUSING CORP JPY50 CFD TRADELINK ELECTRONIC COMMERCE TRILANTIC CAPITAL PARTNERS IV TOURMALINE OIL CORP TRADEWINDS(MALAYSIA BERHAD) TRILOGY ENERGY CORP TOWA CORP CFD TRANS COSMOS INC Y50 TRIMAS CORP TOWA CORP JPY50 TRANSACT TECHNOLOGIES INC TRIMBLE NAVIGATION LTD TOWER AUTOMOTIVE HOLDINGS 144A TRANSALTA CORP TRINIDAD DRILLING LTD TOWER BERSAMA INFRASTRUCTURE TRANSAMERICA FINANCE CORP TRINIDAD DRILLING LTD 144A TOWER LTD NPV TRANSCANADA CORP TRINITY BIOTECH PLC TOWERCO FINANCE (3/12) TLB TRANSCANADA PIPELINES LTD TRINITY INDUSTRIES INC TOWERS WATSON & CO TRANSCANADA PIPELINES LTD NT TRINITY LTD TOWNSEND GROVE TRANSCONTINENTAL INC TRINITY MIRROR ORD 10P TOYO CONSTRUCTION JPY50 CFD TRANSDIGM GROUP INC TRIPADVISOR INC TOYO CORPORATION Y50 CFD TRANSDIGM INC TRIPLE D ASSOCIATES INC CL A TOYO ELECTRIC MFG JPY50 CFD TRANSGLOBE ENERGY CORP TRIPLE D ASSOCIATES INC CL B TOYO INK MANUFACTURING CO Y50 TRANSOCEAN INC TRIPLE D ASSOCIATES INC CL C TOYO KOHAN CO LTD TRANSOCEAN LTD TRITON AVIATION A-1 144A TOYO SEIKAN KAISHA CFD TRANSOCEAN LTD ZUG NAMEN-AKT TRIUMPH GROUP INC TOYO SEIKAN KAISHA Y50 TRANSOCEAN SEDCO FOREX INC NT TRIUS THERAPEUTICS INC TOYO SUISAN KAISHA LTD Y50 TRANSPAC INDL SGD0.50 TRONOX (2/12) DELAYED TL TOYO TIRE & RUBBER Y50 TRANSPORTADORA DE GAS INT 144A TRONOX (2/12) TLB TOYODA BOSHOKU CFD TRANSUNION HOLDING CO INC 144A TROY HILLS 1 TOYODA GOSEI Y50 TRANSUNION LLC / TRANSUNION FI TROY RESOURCES LIMITED TOYOTA AUTO RECEIVABLES O B A2 TRANSURBAN GROUP NPV TRS EL BNP INFL BOND TR TOYOTA BOSHOKU CP JPY50 TRAVELERS COS INC/THE TRS EL MSCI DAILY NET SMALLCAP TOYOTA INDUSTRIES CORP Y50 TRAVIS PERKINS ORD GBP0.10 TRS EL MSCI DAILY TR EMRGING TOYOTA MOTOR CORP NPV TREASURY CONS FD-98 OUTSIDE TRS EL MSCI EMERGING MKTS TOYOTA MOTOR CORP NPV CFD TREASURY GR CONS FD-98 TRS EL S&P 600

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TRS EL UL BARCAP US INLF LINKD TSUGAMI CORP Y50 CFD TWIN BUTTE ENERGY LTD TRS EL UL BARCLAYS CAP US CORP TSUKISHIMA KIKAI CO Y50 CFD TWIN REEFS PASS THROUGH 144A TRS EL UL DJ UBS AG TSUKUI CORP ORD CFD TXU/TCEH 4/11 EXTENDED TLB TRS EL UL DJ UBS COMMODITY IDX TSUMURA & CO Y50 TYCO ELECTRONICS GROUP SA TRS EL UL MSCI DAILY EMERGING TSURUHA HOLDINGS INC NPV TYCO INTERNATIONAL FINANCE SA TRS EL UL MSCI DAILY FRANCE TSURUMI MFG CO CFD TYCO INTERNATIONAL LTD SHS TRS EL UL MSCI DAILY NET SMALL TSUTSUMI JEWELRY CO LTD TYCO INTL GROUP S A NT TRS EL UL MSCI DAILY TR EMRG TSY 0 3/4% 2034 I/L GILT TYLER TECHNOLOGIES INC TRS EL UL S&P 400 MIDCAP TR TSY 0 5/8% 2040 I/L GILT TYSON FOODS INC TRS FL BNP INFL BOND TR TSY 0 5/8% 2042 I/L GILT U S DEPT HSG & URBAN DEV GOVT TRS FL MSCI DAILY NET SMALLCAP TSY 1 3/4% 2017 U S EQUITY PARTNERS II LP TRS FL MSCI DAILY TR EMRGING TSY 2% 2016 U S EQUITY PARTNERS LP TRS FL MSCI EMERGING MKTS TSY 3 3/4% 2019 U S I HLDGS CORP SR NT 144A TRS FL S&P 600 TSY 3 3/4% 2020 U S TREASURE NOTE TRS FL UL BARCAP US INLF LINKD TT ELECTRONICS PLC U S TREASURY BD CPN STRIP TRS FL UL BARCLAYS CAP US CORP TUBOS REUNIDOS SA EUR0.10 U S TREASURY BD PRIN STRIP TRS FL UL DJ UBS AG TUI AG NPV (REGISTERED) U S TREASURY BILL TRS FL UL DJ UBS COMMODITY IDX TUI TRAVEL PLC CFD U S TREASURY BOND TRS FL UL MSCI DAILY EMERGING TUI TRAVEL PLC ORD GBP0 U S TREASURY BONDS TRS FL UL MSCI DAILY FRANCE TULANE UNIV LA U S TREASURY NOTE TRS FL UL MSCI DAILY NET SMALL TULLETT PREBON PLC GBP0.25 U S TREASURY NOTES TRS FL UL MSCI DAILY TR EMRG TULLOW OIL PLC ORD GBP0.10 U S TREASURY NT TRS FL UL S&P 400 MIDCAP TR TUMI HOLDINGS INC U S TREASURY NT PRIN STRIP TRS L UL SPTRSMCP (S&P 600) TUNISIA REP US AID AGY U S TREASURY NTS TRS S UL SPTRSMCP (S&P 600) TUPPERWARE BRANDS CORP U S VENTURE PARTNERS FD VIII TRUMBULL PROPERTY FUND TUPRAS(T PETR REF) TRY1 U S VENTURE PARTNERS VII LP TRUSTMARK CORP TURK HAVA YOLLARI TRY1 UAL 2009-2A PASS THROUGH TRUST TRUWORTHS INTL ZAR0.00015 TURK TRAKTOR VE ZIRAAT UBE INDUSTRIES Y50 TRW AUTOMOBILE INC TURKCELL ILETISIM HIZMET AS UBI BANCA SCPA EUR2.5 TRW AUTOMOTIVE HOLDINGS CORP TURKCELL ILETISIM HIZMETLERI A UBIQUITI NETWORKS INC TRW AUTOMOTIVE INC 144A TURKEY (REP OF) UBIQUOSS INC TRW AUTOMOTIVE INC SR NT 144A TURKEY (REPUBLIC OF) UBISOFT ENTERTAINMENT NPV(POST TRY/AUD SPOT OPTION 2012 TURKEY GOVERNMENT BOND UBISOFT ENTERTAINMENT-CW13 TRY/EUR SPOT OPTION 2012 TURKEY GOVERNMENT INTERNATIONA UBM PLC 144A TRY/USD SPOT OPTION 2012 TURKEY GOVERNMENT INTL BOND UBS AG CASH COLLATERAL TRYG A/S TURKIYE GARANTI BANKASI UBS AG CHF0.1 (POST TRYGVESTA A/S DKK25.00 TURKIYE GARANTI BANKASI A 144A UBS AG LONDON TS CORPORATION KRW5000 TURKIYE HALK BANKASI UBS AG SHS NEW TSC OFFSHORE GR HKD0.10 TURKIYE VAKIFLAR BANKASI UBS AG/STAMFORD CT TSINGTAO BREWERY CO SER 'H' TURNER LONG/SHORT EQUITY LTD UBS COML MTG 07-1 G 144A TSRC CORP TWD10 TW TELECOM INC UBS COML MTG TR 07-1 F 144A TSUDAKOMA CORP CFD TWD/USD SPOT OPTION 2012 UBS CREDIT INTEREST

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UBS DEBIT INTEREST UNICREDIT SPA UNITED PARCEL SVC AMER INC DEB UBS-BAMLL TRUST WRM A 144 UNICREDITO ITALIAN EUR0.50 UNITED PHOSPHORUS LTD UBS-BAMLL TRUST WRM C 144 UNIDEN CORP NPV UNITED REFINING CO UBS-CITIGROUP COMMER C1 D 144A UNIDEN CORP Y50 CFD UNITED RENTALS INC UBS-CITIGROUP COMMERCIAL C1 B UNIFI INC UNITED STATES CELLULAR CORP UCB S A NPV UNILEVER CAPITAL CORP UNITED STATES STEEL CORP UCHIDA YOKO CO CFD UNILEVER NV UNITED STATES TREAS NT UCI (1/11) TLB UNILEVER NV CVA EUR0.16 UNITED STATES TREASURY BILL UCI INTERNATIONAL INC UNILEVER PLC CFD UNITED SURGICAL UDR INC UNILEVER PLC ORD GBP0.031111 UNITED SURGICAL 4/12 EXTENDED UE E&C LTD UNION BANK OF TAIWAN TWD10 UNITED SURGICAL PARTNERS 144A UEKI CORP ORD Y50 UNION CARBIDE CORP UNITED TECH CORP DEBS UFLEX LIMITED UNION ELECTRIC CO UNITED TECHNOLOGIES CORP UGANDA T-BILL UNION FENOSA SA EUR3 UNITED THERAPEUTICS CORP UGANDA T-BILLS UNION PAC RR CO 03 1 03-1 UNITED TRACTORS TBK PT UGI CORP UNION PAC RR CO 04-2 A 144A UNITED URBAN INVES UNITED UGI CORP NEW COM UNION PAC RR CO 99A UNITED UTILITIES GROUP PLC UIL HOLDINGS CORP UNION PAC RR CO CTF 2000-1 UNITEDHEALTH GROUP INC UK GOVT IDX-LKD STK UNION PAC RR CO P/T MTG 2002-1 UNITIKA CFD UK GOVT OF IDX-LKD STK UNION PACIFIC CORP UNITYMEDIA GMBH UK TREASURY IDX LKD STK UNION PACIFIC CORP BDS UNIV OF CALIFORNIA CA REVENUES UK TREASURY IDX-LKD STK UNION PACIFIC RAILRD CO UNIV OF NORTH CAROLINA NC AT C UK TSY I/L GILT UNIPOL UNIV OF TEXAS TX UKC HOLDINGS CORP UNIPRES CORP JPY50 UNIV OF WASHINGTON WA UNIV REV UKRAINE (REP OF) BDS REG S UNI-PRESIDENT ENTERPRISES CORP UNIVERSAL HEALTH (11/10) TLB UKRAINE GOVERNMENT INTERNATION UNISYS CORP UNIVERSAL HEALTH SERVICES INC UKRAINE GOVERNMENT INTL BOND UNIT CORP UNIVERSAL HOSPITAL SERVICES IN UKREXIMBANK VIA BIZ FINANCE PL UNITED AIR LINES INC 144A UNIVERSAL ROBINA CORP ORP PHP1 ULKER BISKUVI SANAYI AS TRY1 UNITED ARROWS JPY50 UNIVERSAL TECHNOLOGIES HOLDING ULTA SALON COSMETICS & FRAGRAN UNITED ARTISTS THEATRE 1995-1 UNIVERSITY CALIF REVS ULTIMATE SOFTWARE GROUP INC UNITED BANK OF INDIA UNIVERSITY MICH UNIV REVS ULTRA CLEAN HOLDINGS UNITED BUSINESS MEDIA LTD CFD UNIVERSITY N C CHAPEL HILL UNI ULTRA PETROLEUM CORP UNITED CONTINENTAL HOLDINGS IN UNIVERSITY OF NOTRE DAME DU LA ULTRAPAR PARTICIPACOES SA UNITED INDUSTRIAL CORP SG$1 UNIVERSITY OKLA REVS UMICORE NPV UNITED INTERNET AG NPV REGD UNIVERSITY TEX UNIV REVS UMS HOLDINGS LTD SGD0.05 UNITED KINGDOM (GOVERNMENT OF) UNIVEST CORP PA UMW HLDGS BHD MY$1 MSE LISTING UNITED KINGDOM GILT UNIVISION 10/10 EXTENDED TLB UNALLOCATED UNITED KINGDOM GILT INFLATION UNIVISION COMMUNICATIONS 144A UNDER ARMOUR INC UNITED KINGDOM(GOVERNMENT UNS ENERGY CORP UNIBAIL-RODAMCO SE EUR5 UNITED KINGDOM(GOVERNMENT OF) UNUM GROUP UNICHARM CORP UNITED OVERSEAS BANK SG$1 UNY CO Y50 CFD UNICREDIT EUR0.50 UNITED PARCEL SERVICE INC UOL GROUP LIMITED SGD1

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UPC FINANCING 10/11 USD AB TL USHIO ELECTRIC NPV VARUN INDUSTRIES LTD NPV UPC HOLDING BV USI FAR EAST TWD10 VCA ANTECH INC UPC HOLDING BV 144A USI HOLDINGS CORP 144A VEB FINANCE LTD UPCB FINANCE V LTD 144A USIMINAS COML LTD GTD NT 144A VECTREN CORP UPM-KYMMENE OY NPV USINTERNETWORKING INC VEDANTA RESOURCES PLC UPPER ARLINGTON OH USS CO LTD CFD VEDANTA RESOURCES PLC CFD UR MERGER SUB CORP USS JPY50 VEDANTA RESOURCES PLC REGS UR MERGER SUB CORP 144A UST LLC VEECO INSTRUMENTS INC URALKALI-SPON GDR-REG S UTAH ST VELTI LTD URBAN OUTFITTERS INC UTAH ST BRD REGENTS STUDENT LN VENEZUELA (REP OF) URBI DESARROLLOS URBANOS 144A UTD DRUG ORD EUR0.05(DUBLIN VENEZUELA GOVERNMENT INTE REGS URBI DESARROLLOS URBANOS REGS UTD MIZRAHI BANK ILS0.01 VENEZUELA GOVERNMENT INTERNATI URS CORP UTI WORLDWIDE INC SHS VENEZUELA GOVT INTL BOND URS CORP 144A UXC LTD NPV VENOCO INC URUGUAY VALASSIS COMMUNICATIONS INC VENTAS INC URUGUAY BDS VALE OVERSEAS LTD VENTAS REALTY LP / VENTAS CAPI US 10 YR TREAS NTS FUTURE(CBT) VALE SA VEOLIA ENVIRONMENT EUR5.0 US 2YR TREAS NTS FUTURE (CBT) VALEANT 6/12 SERIES A TLB VERASTEM INC US 5YR TREAS NTS FUT (CBT) VALEANT PHARMACEUTICALS I 144A VERBUND AG US BANCORP VALEANT PHARMACEUTICALS INTERN VERI 2004-1A C US BANK NA/CINCINNATI OH VALEANT PHARMACEUTICALS INTL VERIFONE (12/11) TLA US FOODSERVICE 6/12 VALEO EUR3 VERIFONE (12/11) TLB US REAL ESTATE INVESTMENT VALERO ENERGY CORP VERIFONE SYSTEMS INC US SECURITY (8/11) DELAYED TL VALIANT PETROLEUM PLC ORD GBP0 VERINT SYSTEMS (4/11) TLB US SECURITY (8/11) TLB VALIDUS HOLDINGS LTD COM SHS VERIPOS INC NPV US SILVER CORP VALLEY NATIONAL BANCORP VERISIGN INC US TREAS BD FUTURE (CBT) VALLOUREC (USIN A TUB DE LOR VERISK ANALYTICS INC US TREAS-CPI VALMONT INDUSTRIES INC VERITAS CLO LTD A D 144A US TREAS-CPI INFLAION INDEX VALORA HOLDING AG BERN CHF1 VERIZON COMMUNICATIONS INC US TREAS-CPI INFLAT VALSPAR CORP VERIZON GLOBAL FDG CORP NT US TREAS-CPI INFLATION INDEX VANDERBILT UNIVERSITY VERIZON GLOBAL FUNDING CORP US ULTRA BOND (CBT) VANGUARD FTSE ALL WORLD EX-US VERIZON NEW ENGLAND INC USAA AUTO OWNER TRUST 1 A4 VANGUARD HEALTH HOLDING CO II VERIZON NEW JERSEY INC USAA AUTO OWNER TRUST 2 A4 VANGUARD HEALTH SYSTEMS 1/10 VERIZON PENNSYLVANIA INC USB CAPITAL XIII TRUST VANGUARD INTL SEMICONDUCTO VERIZON VIRGINIA INC USD/AUD SPOT OPTION 2012 VANGUARD MSCI EMERGING MARKETS VERMILION ENERGY INC USD/EUR SPOT OPTION 2012 VANGUARD NATURAL RESOURCES LLC VERSA CAPITAL FUND II LP USD/GBP SPOT OPTION 2012 VANTAGE AT PLUM CREEK VERSA CAPITAL PARTNERS LP USD/NZD SPOT OPTION 2012 VANTAGE SPECIALTY (2/12) TLB VERSO PAPER HOLDINGS LLC / VER USEN CORP JPY 5000 VANTIV INC VERSO PAPER HOLDINGS LLC 144A USG CORP VARIAN MEDICAL SYSTEMS INC VERTELLUS SPECIALTIES INC 144A USG CORP 144A VARITRONIX INTL HK$0.25 VERTEX PHARMACEUTICALS INC

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VESSEL MANAGEMENT SERVICES INC VISTEON CORP/NEW VWR FUNDING INC VESSEL MGMT SERVICES INC VITAMIN SHOPPE INC VZ HOLDINGS CHF0.25 VESTAR CAPITAL PARTNERS III LP VITASOY INTERNATIONAL HOLDINGS W CAPITAL PARTNERS II LP VESTAR CAPITAL PARTNERS IV LP VITEC GROUP PLC 20P W&T OFFSHORE INC VESTAR CAPITAL PARTNERS V LP VITERRA INC WA FLTG RATE HI INCOME FD VESTAS WIND SYSTEM DKK1 VITTORIA ASSICURAZ EUR1 WA FUNDING TR III D05/24/07 VESTEL ELECTRONIK TRY1 VIVENDI SA 144A WA OPPORT DEV MKT LTC VETROPACK HLDG ST CHF50 (BR) VIVENDI SA EUR5.5 WABCO HOLDINGS INC VF CORP VIVUS INC WABTEC COM VIACOM INC VMWARE INC WABTEC CORP/DE VIACOM INC GLOBAL NT VNESHECONOMBANK VIA VEB F 144A WACHOVIA AUTO OWNER TRUS A A4B VIASAT INC VNESHECONOMBANK VIA VEB FINANC WACHOVIA BANK COM WL7A A1 144A VIASAT INC 144A VNU 8/10 (USD) EXTENDED TLC WACHOVIA BANK COMMERC C20 AMFX VICAT EUR4 VOCERA COMMUNICATIONS INC WACHOVIA BANK COMMERCI C19 APB VICTORY CITY INTL HKD0.01 VODACOM GROUP LIMITED ZAR0.01 WACHOVIA BANK COMMERCI C21 APB VICTREX ORD 1P VODAFONE GROUP WACHOVIA BANK COMMERCIA C12 A4 VIDEOTRON LTEE VODAFONE GROUP CFD WACHOVIA BANK COMMERCIA C16 A2 VIDEOTRON LTEE 144A VODAFONE GROUP DISC WACHOVIA BANK COMMERCIA C16 A4 VIENNA INSURANCE GROUP NPV(BR) VODAFONE GROUP PLC WACHOVIA BANK COMMERCIA C22 A3 VILLAGE ROADSHOW LIMITED ORD VOESTALPINE AG WACHOVIA BANK COMMERCIA C23 A5 VIMPEL COMMUNICATIONS VIA 144A VOLCAN CIA MINERA SAA 144A WACHOVIA BANK COMMERCIA C26 A3 VIMPELCOM HOLDINGS BV 144A VOLCANO CORP WACHOVIA BANK COMMERCIA C28 A4 VINCI EUR2.50 (POST SUBDIVISIO VOLKSWAGEN AG WACHOVIA BANK COMMERCIA C33 A2 VIP FINANCE IRELAND VOLKSWAGEN AG ORD NPV WACHOVIA BANK COMMERCIAL C10 E VIRGIN MEDIA FINANCE PLC VOLKSWAGEN AUTO LEASE TRU A A3 WACHOVIA BANK COMMERCIAL C11 D VIRGIN MEDIA INC VOLKSWAGEN AUTO LOAN ENH 2 A4A WACHOVIA BANK COMMERCIAL C11 E VIRGIN MEDIA SECURED FINANCE P VOLKSWAGEN AUTO LOAN ENHA 1 A4 WACHOVIA BANK COMMERCIAL C12 D VIRGINIA COMWLTH TRANSN BRD TR VOLKSWAGEN INTERNATIONAL 144A WACHOVIA BANK COMMERCIAL C14 B VIRGINIA ELECTRIC AND POWER CO VOLTERRA SEMICONDUCTOR CORP WACHOVIA BANK COMMERCIAL C14 C VIRGINIA ST VOLVO (AB) SER B NPV (POST WACHOVIA BANK COMMERCIAL C5 A2 VIRGINIA ST PUBLIC SCH AUTH VONAGE HOLDINGS CORP WACHOVIA BANK COMMERCIAL C5 B VIROPHARMA INC VORNADO DP LLC VNO D 144A WACHOVIA BANK COMMERCIAL C9 A4 VIRTU (7/11) TLB VORNADO REALTY LP WACHOVIA BANK NA VISA INC VORNADO REALTY TRUST WACHOVIA BK COML 03-C4 J 144A VISANT CORP VORNADO RLTY TR COM WACHOVIA BK COML 03-C6 144A VISANT HOLDING CORP TLB VOSSLOH AG DEM5 WACHOVIA BK COML 03-C7 144A VISCOFAN SA VST HLDGS HKD0.10 WACHOVIA BK COML 04-C10 J 144A VISHAY INTERTECHNOLOGY INC VST INDUSTRIES LTD WACHOVIA BK COML 2005-C20 A-7 VISHAY PRECISION GROUP INC VT HOLDINGS CO LTD NPV WACHOVIA BK COML MTG 04-C11 A5 VIST FINANCIAL CORP VTB BANK OJSC VIA VTB CAPITAL WACHOVIA CAPITAL TRUST III VISTA EQUITY PARTNERS VTB CAP S A LN PARTN SR 144A WACHOVIA CORP VISTEON CORP VULCAN MATERIALS CO WACHOVIA CRE 06-1 A-1A 144A

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WACHOVIA CRE 06-1 CL A-2A 144A WARNER CHILCOTT CO LLC / WARNE WELLPOINT INC WACHOVIA CRE 06-1 CL G 144A WARNER CHILCOTT PLC CLASS A WELLS FARGO & CO WACHOVIA CRE 1A C 144A WARNER ESTATE HLDGS ORD 5P WELLS FARGO & COMPANY WACHOVIA CRE CDO 144A WARSAW STOCK EXCHANGE WELLS FARGO BANK NA WACHOVIA CRE CDO 2006-1 144A WARTSILA 'B'EUR3.5 WELLS FARGO CAPITAL X WACHOVIA MORTGAGE LOAN T A 3A1 WASHINGTON FEDERAL INC WELLS FARGO COMMER C1 X-B 144A WACKER CHEMIE AG NPV (BR) WASHINGTON MUTUAL ALTERN 5 3A2 WELLS FARGO FINANCIAL INC WACOAL HOLDING CORP Y50 CFD WASHINGTON MUTUAL ASSE HE5 2A1 WELLS FARGO MORTGAGE AR10 5A1 WACOM CO LTD NPV WASHINGTON MUTUAL BANK / DEBT WELLS FARGO MORTGAGE B AR4 1A1 WACOM CO LTD NPV CFD WASHINGTON POST CO/THE WELLS FARGO MORTGAGE B AR6 7A1 WADDELL & REED FINANCIAL INC WASHINGTON ST WELLS FARGO MORTGAGE BA 11 A36 WAGEWORKS INC WASHOE CNTY NV HIGHWAY REVENUE WELLS FARGO MORTGAGE BA 11 A85 WAHA AEROSPACE BV WASION GROUP LTD WELLS FARGO MORTGAGE BA 11 A96 WAJAX CORP WASTE CONNECTIONS INC WELLS FARGO MORTGAGE BA 14 2A2 WAKITA Y50 WASTE MANAGEMENT INC WELLS FARGO MORTGAGE BA 3 1A10 WALDEN POND WATABE WEDDING COR CFD WELLS FARGO MORTGAGE BA 8 1A16 WALGREEN CO WATERLOO PARTNERS LP WELLS FARGO MORTGAGE BA EE 2A1 WALKER & DUNLOP INC WATERS CORP WELLS FARGO MORTGAGE BAC 11 A8 WALL STREET SYSTEMS (6/11) TLB WATERVIEW WELLS FARGO MORTGAGE BAC 11 A9 WALLACE THEATER HOLDINGS 144A WATSCO INC WELLS FARGO MORTGAGE BAC 4 A21 WAL-MART DE MEXICO SAB DE CV WATSON PHARMACEUTICALS INC WELLS FARGO MORTGAGE BAC 7 2A1 WAL-MART STORES INC WCRE 2006-1A A1B WELLS FARGO MORTGAGE BAC 7 A38 WALSIN TECHNOLOGY TWD10 WDS LIMITED NPV WELLS FARGO MORTGAGE BAC 8 A15 WALT DISNEY CO/THE WEATHER CHANNEL (2/11) TLB WELLS FARGO MORTGAGE BACK 1 A6 WALTER ENERGY (4/11) TLB WEATHERFORD INTERNATIONAL LTD/ WELLS FARGO MORTGAGE BACK 6 A6 WALTER ENERGY INC WEATHERFORD INTERNATIONL LTD WELLS FARGO MORTGAGE BACK 7 A6 WALTER INVESTMENT (2ND LIEN WEATHERGAGE VENTURE CAP II LP WELLS FARGO MTG 03-15 B6 144A WALTER INVESTMENT (7/11) TL WEATHERGAGE VENTURE CAPITAL LP WELLYPOWER OPTROMICS WALTON ADVANCED ENGINEERING WEATHERNEWS JPY50 CFD WENDEL EUR4 WAMCO OPP LOC MKT DEBT SEC WEB.COM (10/11) TLB WENDY'S (4/12) TLB WAMCO OPPORTUNISTIC INTL WEB.COM GROUP INC WENDY'S (5/12) DELAYED TL WAMCO OPPORTUNISTIC US$ HIGH WEBMD HEALTH CORP WENDYS CO WAMU MORTGAGE PASS TH AR10 1A4 WEBSTER FINANCIAL CORP WERELDHAVE NV EUR10 WAMU MORTGAGE PASS TH AR14 1A4 WEICHAI POWER CO 'H' CNY1 WESCO INTERNATIONAL INC WAMU MORTGAGE PASS THR HY3 4A1 WEIGHT WATCHERS (3/12) TLF WESCO INTL INC COM WAMU MORTGAGE PASS THRO AR2 B2 WEIGHT WATCHERS INTERNATIONAL WESFARMERS ORD NPV WAMU MORTGAGE PASS THRO OA5 1A WEINGARTEN REALTY INVESTORS WESSANEN(KON) CVA EUR1(POST WAMU MTG P/T 07-HY4 CL 4-A1 WEIR GROUP ORD 12.5P WEST BEND WI WANT WANT CHINA HOLDINGS LTD WEIR GROUP PLC (THE) CFD WEST CHINA CEMENT LTD WARNER CHILCOTT (3/11) TLB1 WEIS MARKETS INC WEST CHINA CEMENT LTD 144A WARNER CHILCOTT (3/11) TLB2 WELLESLEY COLLEGE WEST CORP WARNER CHILCOTT (3/11) TLB3 WELLINGTON DIVERSIFIED WEST FRASER TIMBER CO LTD

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WEST JAPAN RAILWAY CO JPY50000 WF-RBS COMMERCIAL MO C4 E 144A WILMAR INTERNATIONAL LTD WEST PENN PWR CO 1ST 144A WF-RBS COMMERCIAL MO C6 D 144A WILSON CNTY TENN WEST PHARMACEUTICAL SERVICES I WF-RBS COMMERCIAL MORTGAG C7 D WINBOND ELECTRONIC TWD10 WESTAMERICA BANCORPORATION WH SMITH PLC GBP0 WINCOR NIXDORF AG NPV WESTAR ENERGY INC WHARF HOLDINGS HK$1 WIND ACQUISITION HOLDINGS 144A WESTBROOK RE FUND III L P WHEAT FUTURE (CBT) WINDELESTRAE RESIDENTIAL WESTBROOK REAL ESTATE 2 LP WHEAT FUTURE (KCB) WINDJAMMER SENIOR EQUITY FD IV WESTBROOK REAL ESTATE FD I L P WHEELOCK & CO LTD HKD0.50 WINDJAMMER SR EQTY FD III LP WESTBROOK REAL ESTATE FD VIII WHIPPANY VILLAGE WINDSTREAM CORP WESTBROOK REAL ESTATE FUND IV WHIRLPOOL CORP WINDSTREAM GEORGIA COMMUNICATI WESTBROOK REAL ESTATE FUND V WHITBREAD WING HANG BANK HK$1 WESTBROOK REAL ESTATE FUND VII WHITBREAD CFD WING TAI HOLDINGS SG$ 0.25 WESTBROOK REAL ESTATE PARTNERS WHITBREAD NON CUM PREF SHS B WINTRUST FINANCIAL CORP WESTERN ALLIANCE BANCORP WHITE MOUNTAINS INS GRP INC WIPRO INR2 (DEMAT) WESTERN ASSET HIGH YIELD WHITE MTNS RE GROUP PFD 144A WIRECARD AG WESTERN ATLAS INC WHITECAP RESOURCES INC WIRECO WORLDGROUP INC WESTERN DIGITAL CORP WHITEHALL FUND III PARTNERSHIP WISCONSIN ELECTRIC POWER CO WESTERN ENERGY SERVICES CORP WHITEHALL FUND IV LMTD WISCONSIN ENERGY CORP WESTERN GAS PARTNERS LP WHITEHALL ST FUND VII & VIII WISCONSIN PUBLIC SERVICE CORP WESTERN REFINING INC 144A WHITEHALL STREET REAL ESTATE V WISCONSIN ST WESTERN UNION CO/THE WHITEHAVEN COAL LIMITED NPV WISDOMTREE INDIA EARNINGS FUND WESTFIELD GROUP NPV DFD WHITEHORSE LTD 2004-1A B1L WISTRON CORP TWD10 WESTFIELD RETAIL TRUST WHITING PETROLEUM CORP WM ASSET HLDGS CI2006 4 144A WESTGATE RESORTS LLC 1 B 144A WHITING USA TRUST II WM WRIGLEY JR CO WESTGATE RESORTS LLC 1 C 144A WHITNEY J H IV LP WMG ACQUISITION CORP WESTLAKE AUTOMOB 11-1A A2 144A WHOLE FOODS MARKET INC WMG ACQUISITION CORP 144A WESTLAKE CHEMICAL CORP WICKS COMMUNICATIONS & MEDIA WMS INDUSTRIES INC WESTLB AG/NEW YORK WIDEPOINT CORP WOLF RIVER MANAGEMENT UNIT WESTON (GEORGE) LTD WIENERBERGER AG NPV WOLSELEY ORD GBP0.10 WESTON PRESIDIO CAP III L P WILKES CNTY GA HOSP AUTH REV WOLTERS KLUWERS COM EUR0.12 WESTON PRESIDIO CAPITAL IV LP WILL CNTY ILL SCH DIST NO 122 WOLVERINE WORLDWIDE 6/12 TLB WESTON PRESIDIO V LP WILLIAM DEMANT HOL DKK1 WOOD GROUP (JOHN) PLC CFD WESTPAC BANKING CORP WILLIAM E SIMON & SONS REALTY WOODSIDE FINANCE LTD 144A WESTPAC BANKING CORP NPV WILLIAM HILL PLC WOODSIDE PETROLEUM NPV WESTPORT INNOVATIONS INC WILLIAM HILL PLC CFD WOOLWORTHS HLDGS ZAR0.0015 WESTVACO CORP WILLIAMS COS INC/THE WOOLWORTHS LIMITED ORD A$0.25 WESTWOOD HOLDINGS GROUP INC WILLIAMS PARTNERS LP WOORI FINANCE KRW5000 WET SEAL INC/THE WILLIAMS PARTNERS LP / WILLIAM WORKSPACE GROUP ORD 10P WEYERHAEUSER CO WILLIAMS-SONOMA INC WORLD FINANCIAL NETWORK CR A A WFDB COMMERCIAL MOR BXR D 144A WILLIS GROUP HOLDINGS PLC WORLD FINANCIAL NETWORK CR B A WFRBS COML MTG TR 11-C3 144A WILLIS NORTH AMERICA INC WORLD FINL PPTYS 1996 WFP 144A WFRBS COML MTG TR 11-C5 144A WILLIS STEIN PARTNERS WORLD FUEL SERVICES CORP

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Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2012

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WORLD OMNI AUTO RECEIVABL A A3 XEROX CORP YELLOW HAT JPY50 WORLD OMNI AUTO RECEIVABL A A4 XILINX INC YELLOW PAGE LTD-CW14 WORLD OMNI AUTOMOBILE LEA A A4 XING INTERNATIONAL HLDGS LTD YES BANK NPV WORLD ONLINE INTL EURO.4 XINYUAN REAL ESTATE CO LTD YINGDE GASES GROUP COMPANY WORLDVIEW TECHNOLOGY PARTNERS XL GROUP PLC YIT OYJ WORLEYPARSONS LTD NPV XLIT LTD YOKOGAWA ELECTRIC CORP Y50 WORTHINGTON INDUSTRIES INC XM SATELLITE RADIO INC 144A YOKOHAMA REITO CFD WOTIF.COM HOLDINGS NPV XO HOLDINGS INC YOKOHAMA RUBBER CO LTD CFD WPD HLDGS UK NT 144A XSTRATA CANADA CORP YONEKYU CORP Y50 WPP PLC ORD GBP0.10 XSTRATA COM STK USD0.50 YONKERS RACING CORP 144A WPX ENERGY INC XSTRATA PLC CFD YOOX SPA WR BERKLEY CORP XYLEM INC/NY YOROZU CORP Y50 WR GRACE & CO XYRATEX LTD YOUNGONE CORP WRH GLOBAL SECURITIES POOLED YACHIYO BANK LTD YOUNGONE CORP KRW500 WRIGHT EXPRESS CORP YAGEO CORP YPF SA WRIGHT MEDICAL GROUP INC YAHOO JAPAN CORP NPV YUASA TRADING CO Y50 WRIGHTWOOD CAP 05-1A A1 144A YAHOO JAPAN CORPORATION NPV CF YUCAIPA AMERICAN ALLIANCE FUND WRIGHTWOOD CAP LLC TRANCHE 1 YAHOO! INC YUE YUEN INDL HLDG HKD0.25 WRIGHTWOOD CAPITAL LLC YAKULT HONSHA Y50 YUKSEL INSAAT AS WRIGHTWOOD CAPITAL LLC TR 2 YAMABIKO CORPORATION NPV YUM! BRANDS INC WTC COMMODITIES II YAMADA DENKI CO NPV YURTEC CORPORATION Y50 WTC CTF GIBJ PMET-COM YAMAGUCHI FIANCIAL GROUP INC YUSHIN PRECISION EQUIPMENT CFD WTC-CTF DLY ENDING AS YAMAGUCHI FINANCIAL GROUP INC ZAGG INC WTC-CTF EMG LOCAL INFLATION YAMAHA CORP Y50 ZAKLADY AZOTOWE PULAWY PLN10 WUMART STORES INC H CNY0.25 YAMAHA MOTOR CO Y50 ZAMBEEF PRODUCTS PLC WW GRAINGER INC YAMAICHI ELECTONICS 1/50 ZAR/USD SPOT OPTION 2012 WYANDOTTE CNTY/KANS CITY KANS YAMANA GOLD INC ZARADOYA-OTIS EUR0.1 WYETH LLC YAMASHITA MEDICAL INSTRUMENT ZARDOYA-OTIS EUR0.10 WYETH SR NT YAMATO CORPORATION CFD ZAYO (6/12) TL WYLE LABS 9/10 INCREMENTAL TL YAMATO HOLDINGS CO LTD NPV ZAYO ESCROW CORP 144A WYNDHAM WORLDWIDE CORP YAMATO KOGYO NPV ZAYO GROUP LLC / ZAYO CAPITAL WYNN LAS VEGAS 8/10 EXTENDED YAMAYA CO Y50 ZCS IRS P BZDIOVRA R 11.96% WYNN LAS VEGAS LLC / WYNN 144A YAMAZAKI BAKING CO Y50 ZCS_IRS P BZDIOVRA R 11.96% WYNN MACAU LTD YAMAZEN CO Y50 ZEBRA TECHNOLOGIES CORP WYNN RESORTS LTD YANCOAL INTERNATIONAL RES 144A ZENITRON CORP TWD10 WYOMING PA AREA SCH DIST YANDEX NV ZHAIKMUNAI LLP 144A XCEL ENERGY INC YANGZIJIANG SHIPBUILDING NPV ZHAOJIN MINING INDUSTRY CO XCHANGING PLC ORD GBP0.05 (WI) YANKEE CANDLE CO INC ZHUZHOU CSR TIMES ELECTRIC CO XEBIO CO Y50 YANZHOU COAL MINING CO LTD ZIFF DAVIS HLDGS INC OC-COM XENOPORT INC YARA INTL NOK1.70 ZIFF DAVIS MEDIA INC XERIUM 5/11 (USD) TL YASKAWA ELECTRIC MFG Y50 ZIGGO BOND CO XERIUM TECHNOLOGIES INC YCC HOLDINGS LLC / YANKEE FINA ZIGGO BV

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ZIJIN MINING GROUP CO LTD ZIMMER HOLDINGS INC ZINC FUTURE (LME) ZIONS BANCORPORATION ZIPCAR INC ZODIAC AEROSPACE NPV ZUARI HOLDINGS ZUARI INDUSTRIES LIMITED ZUMIEZ INC ZUMTOBEL AG NPV (BR) ZURICH FINANCE USA INC ZURICH INSURANCE GROUP AG ZYNGA INC

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