Report of Activities Pursuant to Act 44 of 2010

Annual Report September 30, 2011 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2011

September 30, 2011

Last year, the Pennsylvania General Assembly enacted Act 44 of 2010, which requires the divestment of public funds from companies having scrutinized business activities in Iran and/or Sudan that meet certain thresholds of activity. Additionally, the Act prohibits Pennsylvania’s public funds from purchasing securities from companies that appear on the scrutinized business activities lists regardless of the funds’ direct holdings in such companies.

Act 44 requires that the public funds 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 requirements of the Act.

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 All investments sold, redeemed, divested or withdrawn in compliance with Act 44, the costs and expenses of such transfers, and a determination of net gain or loss on account of such transactions incurred in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

Leonard Knepp 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 ______10 Methodology Used to Determine Scrutinized Companies ______10 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. ______13 Table 2: List of Prohibited Investments ______15 Table 3: Change Log for Scrutinized Lists ______19 Engagement and Company Correspondence ______21 Table 4: Date of Written Notice Informing the Scrutinized Companies as to Their Status ______21 Table 5: Correspondence from Companies Initially Determined as Directly Held by One or More of the Four Funds ______24 Table 6: Correspondence from Companies Initially Determined as Not Directly Held by One or More of the Four Funds ______25 Divestment Process and Activities______26 Timeline B: Scrutinized Company Divestment Timeline ______26 Table 7: Current Divestment Schedule of Scrutinized Companies ______27 Investment Transactions Related to Scrutinized Companies ______29 Table 8: Investment Transactions Related to Scrutinized Companies ______29 Cost of Investments ______30 Conclusion ______31 Appendix A: Letter Sent to U.S. Attorney General Eric Holder and Acknowledgement ___ 32 Appendix B: Letter Templates for Scrutinized Companies ______35 Appendix C: Securities Held by Funds ______39

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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.

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

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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 imposed 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 recent violence in the Southern Kordofan region. Sudan and South Sudan have yet to negotiate an agreement relative to oil revenue or control over Abyei, a border region both countries claim as their own.

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

Required Actions Date Due Action Taken

Within 30 days of the passage of the Act, administrators of the public fund shall file a written report to the United States 08/01/2010 07/28/2010 Attorney General 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 09/30/2010 07/07/2010 which the public fund has direct holdings

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

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 10/30/2010 10/29/2010 the potential for any related 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 Representatives; and each member of 10/27/2011 9/30/2011 the boards of the Pennsylvania Municipal Retirement System, the State Employees’ Retirement System and the Public School Employees’ Retirement System.

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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.

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Table 1a: Most Recent List of Scrutinized Companies Determined as Having Involvement in Sudan. The table below shows the list of scrutinized companies and the reason for inclusion as of 07/15/2011.

COMPANY NAME REASON FOR INCLUSION ON SUDAN SCRUTINIZED LIST

Alstom Government; Power Production

Andritz AG Government; Power Production

Arabian Pipes Co. Government; Oil-related Activity and Power Production

Aref Energy Holding Co. (K.S.C.C.) Government; Oil-related Activity and Power Production

Asec Company for Mining Government; Mineral Extracting Activity

Bauer AG Government; Power Production

Bharat Heavy Electricals Ltd. Government; Power Production

Bharat Petroleum Corporation Ltd. Government; Oil-related Activity

China Gezhouba Group Co. Ltd. Government; Power Production

China Petroleum & Chemical Corp. Government; Oil-related Activity

Government; Oil-related Activity and Mineral Extracting Citadel Capital Co. SAE Activity

Drake & Scull International PJSC Government; Power Production

Egypt Kuwait Holding Co. Government; Oil-related Activity

Egyptians Abroad for Investment & Military Equipment Development Egyptians Housing Development & Military Equipment Reconstruction

El Sewedy Electric Co. Government; Power Production

Electricity Generating Government; Power Production

Energoinvest d.d.-Sarajevo Government; Power Production

Essar Oil Ltd. Government; Oil-related Activity

GDF Suez Government; Power Production

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COMPANY NAME REASON FOR INCLUSION ON SUDAN SCRUTINIZED LIST

Harbin Power Equipment Co. Government; Power Production

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

KEC International Ltd. Government; Power Production

Kencana Petroleum Bhd Government; Oil-related Activity

KEPCO Plant Service & Engineering Government; Power Production

La Mancha Resources Inc. Government; Mineral Extracting Activity

LS Industrial Systems Co. Ltd. Government; Power Production

MAN SE Government; Oil-related Activity and Power Production

Mangalore Refinery & Petrochemicals Ltd. Government; Oil-related Activity

Mitsubishi Corp. Government; Oil-related Activity

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

Nam Fatt Corporation 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

Progressive Impact Corporation Bhd Government; Oil-related Activity and Power Production

Ranhill Bhd Government; Oil-related Activity

Reliance Industries Ltd. Government; Oil-related Activity

Schneider Electric Government; Power Production

Scomi Group Bhd Government; Oil-related Activity

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COMPANY NAME REASON FOR INCLUSION ON SUDAN SCRUTINIZED LIST

Shanghai Electric Group Co. Government; Power Production

Sumatec Resources Berhad Government; Oil-related Activity

Total S.A. Government; Oil-related Activity

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

Table 1b: Most Recent List of Scrutinized Companies Determined as Having Involvement in Iran. The table below shows the list of scrutinized companies and the reason for inclusion as of 07/15/2011.

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 Oil-related investment of US $20 million since 1996 Corp.

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

Inpex Corp. Oil-related investment of US $20 million since 1996

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

JGC Corp. Oil-related investment of US $20 million since 1996

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COMPANY NAME REASON FOR INCLUSION ON IRAN SCRUTINIZED LIST

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

Mitsui Engineering & Shipbuilding Oil-related investment of US $20 million since 1996 Co. Ltd.

Government; Military Equipment (July 2, 2009 - July 2, Motor Sich 2010)

Nagarjuna Fertilizers & Chemicals Oil-related investment of US $20 million since 1996 Ltd.

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

Punj Lloyd Ltd. 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

Tecnicas Reunidas Oil-related investment of US $20 million since 1996

Total S.A. 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.

While the list of prohibited investments is essentially the scrutinized companies’ lists combined, differences can be found in the recipients of the lists and the dates on which they are provided. 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. Additionally, 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 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 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 ever been on a quarterly scrutinized list during the year and the quarter(s) in which they appeared.

OCT 2010 JAN 2011 APRIL JULY 2011 COMPANY IRAN SUDAN LIST LIST 2011 LIST LIST

Alstom x x x x x Andritz AG x x x x x Ao Tatneft x x x

Arabian Pipes Co. x x x x x Aref Energy Holding Co. x x x x x (K.S.C.C.) Areva x x Asec Company for Mining x x x x x Ashok Leyland Ltd. x x x Atkins (WS) plc x x x Avichina Industry & Technology x x x Bauer AG x x x x x Bharat Heavy Electricals Ltd. x x x x x Bharat Petroleum Corporation x x x x x x Ltd. China Gezhouba Group Company x x x Limited China Petroleum & Chemical x x x x x x Corp. Citadel Capital Co SAE x x x x x

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OCT 2010 JAN 2011 APRIL JULY 2011 COMPANY IRAN SUDAN LIST LIST 2011 LIST LIST

Cnooc Ltd. x x Daelim Industrial x x x x x Dietswell Engineering x x x Drake & Skull International Pjsc x x x x x Egypt Kuwait Holding Co. x x x x x Egyptians Abroad for Investment x x x x x & Development Egyptians Housing Development x x x x x & Reconstruction El Sewedy Cables Holding Co. x x x x x

Electricity Generating x x x x x Energoinvest d.d.-Sarajevo x x x x x Essar Oil Ltd. x x x x x Gail (India) Ltd. x x x x x Gazprom x x x x x GDF Suez x x x 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 Harbin Power Equipment Co. 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 Ina-Industrija Nafte DD x x x x Indian Oil Corporation Ltd. x x x x x x Inpex Corporation x x x x x Japan Petroleum Exploration Co., x x x x x Ltd. JGC Corporation x x x x x KEC International Ltd. x x x x x Kejuruteraan Samudra Timur x x x Bhd Kencana Petroleum Bhd x x x x x KEPCO Plant Service & x x x Engineering Co. Ltd. Korea Plant Service & x x x Engineering Co. Ltd.

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OCT 2010 JAN 2011 APRIL JULY 2011 COMPANY IRAN SUDAN LIST LIST 2011 LIST LIST

L G International x x x x x La Mancha Resources Inc. x x x x x Liquefied Natural Gas Ltd. x x x x x LS Industrial Systems Co., Ltd. x x x x x Maire Tecnimont S.p.A. x x x x x MAN SE x x x x x Managem x x x Mangalore Refinery & x 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 Co. Ltd. Mitsui Engineering & Shipbuilding x x x Co. Ltd. MOL Hungarian Oil and Gas Plc. x x x x 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 x x Oil & Natural Gas Corporation x x x x x x Ltd. Oil India Ltd. x x x x x ONA x x x PetroChina Co. Ltd. x x x x x Petroleo Brasileiro S.A. x x Pjbumi Bhd x x x x x Progressive Impact Corporation x x x x x Bhd Punj Lloyd Ltd. x x x x x Ranhill Bhd x x x x x

Reliance Industries Ltd. x x x x x Repsol YPF x x Royal Dutch Shell Plc x x x x Saag Consolidated (M) Bhd x x x

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OCT 2010 JAN 2011 APRIL JULY 2011 COMPANY IRAN SUDAN LIST LIST 2011 LIST LIST

Sasol Ltd. x x x x x Schneider Electric x x x x x Scomi Group Bhd x x x x x Scott Wilson Group x x x x Shanghai Electric Group Co x x x x x Sojitz Corp. x x Sumatec Resources Berhad x x x x x Technip x x x x x Tecnicas Reunidas x x x x x

Total S.A. x x x x x x Toyo Engineering Corporation x x Videocon Industries Ltd. x x x x x

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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 October 2010.

COMPANY NAME IRAN SUDAN CHANGE: REASON FOR CHANGE* DATE OF CHANGE Ao Tatneft x Removed from List: Past Involvement 1/15/2011 Ao Tatneft x Removed from List: Past Involvement 1/15/2011 Areva x Removed from List: Clarified Involvement 1/15/2011 Ashok Leyland Ltd. x Removed from List: Past Involvement 4/15/2011 Atkins (WS) plc x Removed from List: Past Involvement 4/15/2011 Avichina Industry & x Removed from List: Past Involvement 4/15/2011 Technology China Gezhouba Added to List: New Involvement: Group Company x 4/15/2011 Government; Power Production Ltd. Cnooc Ltd. x Removed from List: Clarified Involvement 1/15/2011 Dietswell x Removed from List: Clarified Involvement 4/15/2011 Engineering Gubre Fabrikalari x Added to List: New Involvement 1/15/2011 T.A.S. Ina-Industrija Nafte DD x Removed from List: Clarified Involvement 7/15/2011

Kejuruteraan x Removed from List: Past Involvement 4/15/2011 Samudra Timur Bhd KEPCO Plant Service Added to List: Formerly Korea Plant x 4/15/2011 & Engineering Service & Engineering Co. Ltd. Korea Plant Service Removed from List: Name change to & Engineering Co. x 4/15/2011 KEPCO Plant Service & Engineering Ltd. Removed from List: Acquired by private Managem x 4/15/2011 entity Mitsui Engineering & Shipbuilding Co. x Removed from List: Past Involvement 4/15/2011 Ltd. Mitsui Engineering & Added to List: New Involvement: Oil- Shipbuilding Co. x related investment of US $20 million since 4/15/2011 Ltd. 1996 MOL Magyar Olaj-es Gazipari Nyrt x Removed from List: Clarified Involvement 7/15/2011

Removed from List: Acquired by private ONA x 4/15/2011 entity Petroleo Brasileiro S.A. x Removed from List: Past Involvement 1/15/2011

Repsol YPF x Removed from List: Past Involvement 1/15/2011 Royal Dutch Shell x Removed from List: Past Involvement 7/15/2011 Plc

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COMPANY NAME IRAN SUDAN CHANGE: REASON FOR CHANGE* DATE OF CHANGE

Saag Consolidated x Removed from List: Past Involvement 4/15/2011 (M) Bhd Removed from List: Acquired by URS Scott Wilson Group x 7/15/2011 Corp. Sojitz Corp. x Removed from List: Past Involvement 1/15/2011 Toyo Engineering x Removed from List: Clarified Involvement 1/15/2011 Corporation

*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 as having scrutinized activities in countries of concern were notified of their inclusion on a scrutinized list through a correspondence process. The 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.

IN NOT IN DATE OF COMPANY NAME HOLDINGS HOLDINGS NOTIFICATION Alstom x 10/29/2010 Andritz AG x 10/29/2010 Ao Tatneft x 10/29/2010 Arabian Pipes Co. x 10/29/2010 Aref Energy Holding Co. (K.S.C.C.) x 10/29/2010 Areva x 10/29/2010 Asec Company for Mining x 10/29/2010 Ashok Leyland Ltd. x 10/29/2010 Atkins (WS) plc x 10/29/2010 Avichina Industry & Technology x 10/29/2010 Bauer AG x 10/29/2010 Bharat Heavy Electricals Ltd. x 10/29/2010

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IN NOT IN DATE OF COMPANY NAME HOLDINGS HOLDINGS NOTIFICATION Bharat Petroleum Corporation Ltd. x 10/29/2010 China Gezhouba Group Company Ltd. x 7/19/2011 China Petroleum & Chemical Corp. x 10/29/2010 Citadel Capital Co. SAE x 10/29/2010 Cnooc Ltd. x 10/29/2010 Daelim Industrial x 10/29/2010 Dietswell Engineering x 10/29/2010 Drake & Skull International Pjsc x 10/29/2010 Egypt Kuwait Holding Co. x 10/29/2010 Egyptians Abroad for Investment & x 10/29/2010 Development Egyptians Housing Development & x 10/29/2010 Reconstruction El Sewedy Cables Holding Co. x 10/29/2010 Electricity Generating x 10/29/2010 Energoinvest d.d.-Sarajevo x 10/29/2010 Essar Oil Ltd. x 10/29/2010 Gail (India) Ltd. x 10/29/2010 Gazprom x 10/29/2010 GDF Suez x 10/29/2010 GS Engineering & Construction Corp. x 10/29/2010 GS Holdings x 10/29/2010 Gubre Fabrikalari T.A.S. x 2/18/2011 Harbin Power Equipment Co. x 10/29/2010 Hindustan Petroleum Corporation Ltd. x 10/29/2010 I.C.S.A (India) Ltd. x 10/29/2010 Ina-Industrija Nafte DD x 10/29/2010 Indian Oil Corporation Ltd. x 10/29/2010 Inpex Corporation x 10/29/2010 Japan Petroleum Exploration Co. Ltd. x 10/29/2010 JGC Corporation x 10/29/2010 KEC International Ltd. x 10/29/2010 Kejuruteraan Samudra Timur Bhd x 10/29/2010 Kencana Petroleum Bhd x 10/29/2010 Korea Plant Service & Engineering Co. x 10/29/2010 Ltd./KEPCO L G International x 10/29/2010 La Mancha Resources Inc. x 10/29/2010 Liquefied Natural Gas Ltd. x 10/29/2010 LS Industrial Systems Co., Ltd. x 10/29/2010

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IN NOT IN DATE OF COMPANY NAME HOLDINGS HOLDINGS NOTIFICATION Maire Tecnimont S.p.A. x 10/29/2010 MAN SE x 10/29/2010 Managem x 10/29/2010 Mangalore Refinery & Petrochemicals Ltd. x 10/29/2010 Mitsubishi Corp. x 10/29/2010 Mitsui & Co. Ltd. x 10/29/2010 Mitsui Engineering & Shipbuilding Co. Ltd. x 10/29/2010 MOL Hungarian Oil and Gas Plc x 10/29/2010 Motor Sich x 10/29/2010 Muhibbah Engineering (Malaysia) Bhd x 10/29/2010 Nagarjuna Fertilizers & Chemicals Ltd. x 10/29/2010 Nam Fatt Corporation Bhd x 10/29/2010 Oil & Natural Gas Corporation Ltd. x 10/29/2010 Oil India Ltd. x 10/29/2010 ONA x 10/29/2010 PetroChina Co. Ltd. x 10/29/2010 Petroleo Brasileiro S.A. x 10/29/2010 Pjbumi Bhd x 10/29/2010 Progressive Impact Corporation Bhd x 10/29/2010 Punj Lloyd Ltd. x 10/29/2010 Ranhill Bhd x 10/29/2010 Reliance Industries Ltd. x 10/29/2010 Repsol YPF x 10/29/2010 Royal Dutch Shell Plc x 10/29/2010 Saag Consolidated (M) Bhd x 10/29/2010 Sasol Ltd. x 10/29/2010 Schneider Electric x 10/29/2010 Scomi Group Bhd x 10/29/2010 Scott Wilson Group x 10/29/2010 Shanghai Electric Group Co. x 10/29/2010 Sojitz Corp. x 10/29/2010 Sumatec Resources Berhad x 10/29/2010 Technip x 10/29/2010 Tecnicas Reunidas x 10/29/2010 Total S.A. x 10/29/2010 Toyo Engineering Corporation x 10/29/2010 Videocon Industries Ltd. x 10/29/2010

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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.

COMPANY NAME IRAN SUDAN DATE RESPONDED STATUS CHANGE ACTIONS TAKEN

Plan to Cease Alstom x 11/18/2010 None Involvement

Clarified Removal from Areva x 12/8/2010 Involvement list

Plan to Cease Bauer AG x 12/15/2010 None Involvement

Clarified Removal from Cnooc Ltd. x 6/12/2010 Involvement list

Gazprom x 12/1/2010 No Change None

Plan to Cease GDF Suez x 1/28/2010 None Involvement

Plan to Cease Inpex Corporation x 11/22/2010 None Involvement

Japan Petroleum 2/23/2011; Plan to Cease x None Exploration Co., Ltd. 5/16/2011 Involvement

Plan to Cease JGC Corporation x 12/1/2010 None Involvement

MOL Hungarian Oil and 4/26/2011; Clarified Removal from x Gas Plc. 7/15/2011 Involvement list

Past Removal from Petroleo Brasileiro S.A. x 11/5/2010 Involvement list

Past Removal from Repsol YPF x 1/4/2011 Involvement list

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COMPANY NAME IRAN SUDAN DATE RESPONDED STATUS CHANGE ACTIONS TAKEN

2/7/2011; Past Removal from Royal Dutch Shell Plc x 4/13/11 Involvement list

Sasol Ltd. x 3/11/2011 No Change None

Past Removal from Sojitz Corp. x 11/26/2010 Involvement list

Technip x 11/30/2010 No Change None

Sudan: No Sudan: On list, 11/30/2010; Total S.A. x x Change; Iran: Iran: Not 3/29/2011 Plan to Cease Changed

Toyo Engineering Clarified Removal from x 11/24/2010 Corporation Involvement 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.

COMPANY NAME IRAN SUDAN DATE RESPONDED STATUS CHANGE ACTIONS TAKEN Iran: Removal from list Past Ao Tatneft x x 12/6/2010 Sudan: Involvement Removal from list Egyptians Abroad for Investment & x 11/23/2010 No Change None Development Egyptians Housing Development & x 11/23/2010 No Change None Reconstruction 4/14/2011; Clarified Removal from Ina-Industrija Nafte DD x 7/15/2011 Involvement list

Kencana Petroleum Bhd x 12/15/2010 No Change None

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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 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 will divest securities related to the scrutinized company within 26 months after expiration of the one-year period.

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 If, however, the company does not announce by public disclosure within 180 days of the date of receipt of this notice 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 will 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 may 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

Alstom x 10/29/2010 4/27/2011 11/18/2010 1/18/2014

Andritz AG x 10/29/2010 4/27/2011 6/24/2013

Daelim Industrial x 10/29/2010 4/27/2011 6/24/2013

Gazprom x 10/29/2010 4/27/2011 6/24/2013

GDF Suez x 10/29/2010 4/27/2011 1/28/2011 3/28/2014

GS Holdings x 10/29/2010 4/27/2011 6/24/2013

Inpex Corp. x 10/29/2010 4/27/2011 11/22/2010 1/22/2014

Japan Petroleum Exploration Co. x 10/29/2010 4/27/2011 5/16/2011 7/16/2014 Ltd.

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DATE OF RESPONSE 180 DAY DIVESTMENT COMPANY NAME IRAN SUDAN NOTICE SENT REGARDING DEADLINE DEADLINE SUBSTANTIAL ACTION

JGC Corp. x 10/29/2010 4/27/2011 12/1/2010 2/1/2014

MAN SE x 10/29/2010 4/27/2011 6/24/2013

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

Mitsui Engineering & x 10/29/2010 4/27/2011 6/24/2013 Shipbuilding Co. Ltd. Oil & Natural Gas x 10/29/2010 4/27/2011 6/24/2013 Corporation Ltd. PetroChina Co. x 10/29/2010 4/27/2011 6/24/2013 Ltd. Reliance x 10/29/2010 4/27/2011 6/24/2013 Industries Ltd. Sasol Ltd. x 10/29/2010 4/27/2011 6/24/2013 Schneider Electric x 10/29/2010 4/27/2011 6/24/2013 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)

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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 remain engaged in substantial announced actions that anticipate a timely cessation of scrutinized activities. A number of companies, however, have failed to announce substantial action regarding cessation of scrutinized activities. Although the statutory deadline for making such an announcement has passed, the deadline for divestment of these scrutinized companies will not be reached for almost two more years. 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 April 27, 2011. That 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. 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 amount realized from those transactions, for the period between April 27, 2011 and June 30, 2011. 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 Transactions Related to Scrutinized Companies SCRUTINIZED COMPANY AMOUNT Daelim Industrial $681,821.96 Gail India Ltd. $231,539.92 Reliance Industries Ltd. $721,283.31 Total $1,634,645.19

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Cost of Investments

Act 44 also requires this report to include investments sold, redeemed, divested or withdrawn in compliance with its Section 4(c) – concerning divestment requirements – as well as “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 report section also explains, however, the Four Funds are unable to characterize these transactions as having been conducted for the purpose of achieving compliance with Section 4(c). Accordingly, there are no net gains or losses, or costs and expenses arising from transactions creating such gains and losses, to report.

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 Four Funds have endorsed and presented to representatives of the Secretary of the Budget a methodology to fairly and accurately determine the economic impact of their actions taken to achieve compliance with Act 44. At time of publication, the Secretary of the Budget is considering a methodology to be used by the Four Funds to determine this amount.

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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

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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: Securities Held by Funds

The Four Funds hold over 27,000 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 was obtained from Pennsylvania Treasury Department. The list included privately held securities that 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 beginning on the next page presents the securities held by the Four Funds as of June 30, 2011.

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1097 STATE STREET ABERDEEN ASSET MANAGEMENT PLC ACCREDITED MORTGAGE LOAN 3 A1 1601 VINE STREET ABERDEEN EMERGING DEBT FUND ACCREDITED MORTGAGE LOAN 4 A2D 198 INVERNESS ABERDEEN HIGH YIELD FIXED ACCRETIVE HEALTH INC 1ST BAKING CO CFD ABERTISINFRAESTRUCTURAS SA ACE AVIATION HOLDINGS INC 1ST FINANCIAL BANK US D A 144A ABINGTON BANCORP INC ACE HARDWARE CORP SR SECD 144A 1ST FINANCIAL BANK USA B D ABINGWORTH BIOVENTURES IV LP ACE HARDWARE INDONESIA 299 JEFFERSON ROAD ABINGWORTH BIOVENTURES V ACE INA HOLDINGS INC 30 NORTH THIRD STREET/VARTAN ABITIBIBOWATER INC ACE LIMITED SHS 32 CAPITAL FUND LTD (THE) ABN AMRO BANK NV ACE SECURITIES COR MH1 A3 144A 3815668 CDA INC SER SUB NT ABN AMRO MORTGAGE CORP 12 1A ACE SECURITIES CORP HE5 M1 3D SYSTEMS CORP ABOVENET INC ACE SECURITIES CORP HE7 A2D 3I GROUP PLC ORD GBP0.738636 ABRAXAS PETROLEUM CORP ACE SECURITIES CORP SL2 A 3M CO ABRY ADVANCED SECURITIES FD LP ACEA SPA EUR5.16 5 NORTH FIFTH STREET ABRY BROADCAST PARTNERS III LP ACERINOX SA EUR0.25 77TH BANK Y50 CFD ABRY BROADCAST PARTNERS IV ACGS 2004 LLC CLASS P REGULAR 8X8 INC ABRY MEZZANINE PARTNERS LP ACHILLION PHARMACEUTICALS INC 90DAY BANK ACCEPT FUTURE (MSE) ABRY PARTNERS V LP ACHMEA HYPOTHEEKBANK NV 90DAY EURODOLLAR FUTURE (CME) ABRY PARTNERS VI L P ACI WORLDWIDE INC 90DAY STERLING LIBOR FUT (LIF) ABRY SENIOR EQUITY II LP ACME PACKET INC 925 L STREET ABS CAP PARTNERS III L P ACOM CO LTD CFD 99 CENTS ONLY STORES ABS CAPITAL PARTNERS II LP ACRUX NPV A P MOLLER - MAERSK A/S ABS CAPITAL PARTNERS IV LP ACTELION CHF0.5 (REGD)(POST A2A SPA EUR0.52 ABS CAPITAL PARTNERS V LP ACTIS EMERGING MKT 3 AACP KOREA BUYOUT INVESTORS ABS CAPITAL PARTNERS VI LP ACTUANT CORP AALBERTS INDUSTRIES EUR0.25 ABSA GROUP ZAR2 ACTUATE CORP AAMES MORTGAGE INVESTMENT 1 A3 ABS-CBN HLDGS CORP PDR EACH ACUITY BRANDS INC AAREAL BANK AG EUR26 ABSOLUTE SOFTWARE CORP ACUITY BRANDS LIGHTING INC AARHUSKARLSHAMN AB ABU DHABI GOVERNMENT INTERNATI ACXIOM CORP AARON'S INC ACACIA RESEARCH - ACACIA TECHN ADAMS CAPITAL MANAGEMENTS LP AASTRA TECHNOLOGIES LTD ACACL 2005-1A A3L ADAMS CAPITAL MGMT II LP ABAXIS INC ACADIA REALTY TRUST ADAMS CAPITAL MGMT III LP ABB INTERNATIONAL FINANCE LTD ACANDO AB SER B NPV (POST ADAMS RESOURCES & ENERGY INC ABB LTD CHF1.03 (REGD) ACCEL EUROPE LP ADANA CIMENTO A'SHS TRY1 ABB TREASURY CENTER USA ACCELLENT INC ADARO ENERGY TBK IDR100 ABBEY NATIONAL TREASURY SERVIC ACCELRYS INC ADDUS HOMECARE CORP ABBEY NATIONAL TRSURY SVS PLC ACCENTURE PLC IRELAND SHS CL A ADECCO SA CHF1 (REGD) ABBEY NATL TREASURY SERV ACCESS TO LOANS FOR LEARN I A1 ADECOAGRO SA ABBOTT LABORATORIES ACCIONA SA EUR1.00 ADELPHIA COM ESCROW ABCAM ACCO BRANDS CORP ADELPHIA COMMS CORP SR NT ABC-MART INC NPV ACCOR EUR3 ADELPHIA COMMS CORP SR SER B ABERCROMBIE & FITCH CO ACCORDIA GOLF CO LTD NPV CFD ADELPHIA COMMS SR NTS SER B

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ADELPHIA RECOVERY TRUST AEON DELIGHT CO LTD CFD AG010 SUSQUEHANNA BANK ADERANS CO LTD CFD AEON FANTASY CO NPV AG011 SUSQUEHANNA BANK ADIDAS AG NPV AEON MALL CO NPV AG026 S & T BANK C/D ADITYA BIRLA MINERALS NPV AEP INDUSTRIES INC AG029 CITIZENS AND NORTHERN CD ADJUSTABLE RATE MORTGAGE 2 1A1 AEP TEXAS CENTRAL TRANSIT 1 A4 AG030 OMEGA BK C/D ADJUSTABLE RATE MORTGAGE 2 7A2 AEP TEXAS CENTRAL TRANSIT A A2 AG031 CITIZEN'S & NORTHERN C/D ADMINISTRADORA DE FONDOS DE PE AEP TEXAS CENTRAL TRANSIT A A3 AG035 S&T BANK C/D ADMIRAL GROUP ORD GBP0.001 AEP TEXAS CENTRAL TRANSIT A A5 AG038 S&T BANK C/D ADMIRAL GROUP PLC CFD AERCO LTD 2A A3 AG039 S&T BANK C/D ADOBE SYSTEMS INC AEROFLEX (5/11) TLB AGCO CORP ADTRAN INC AEROPOSTALE INC AGEAS NPV ADVA AG NPU AEROQUIP-VICKERS INC AGENCE FRANCAISE DE ADVANCE AMERICA CASH ADVANCE C AEROVIRONMENT INC AGFA GEVAERT NV ORD NPV ADVANCE AUTO PARTS INC AES ANDRES DOMINICANA LTD/ ITA AGFA-GEVAERT NV - STRIP VVPR ADVANCE PIERRE FOODS (9/10) TL AES CORP/THE AGFMT 10-1A A1 ADVANCED ANALOGIC TECHNOLOGIES AES EASTN ENERGY 99-A CTF AGGREKO ORD 20P ADVANCED INFO SVCS PUBLIC CO AES TRUST III AGILE PROPERTY HLD HKD0.10 ADVANCED MICRO DEVICES INC AESOP 2010-3A A AGILENT TECHNOLOGIES INC ADVANCED RESIDENCE INVESTMENT AETNA INC AGL ENERGY NPV ADVANCED SEMI ENGR TWD10 (ASE) AETNA LIFE SEP ACCT 50 PART AGL RESOURCES INC ADVANCED TECHNOLOGY VENTURES AETNA LIFE SEP ACCT 87/RESA AGNICO-EAGLE MINES LTD ADVANCED TECHNOLOGY VI LP AF AB SER B NPV AGO27 S & T BANK C/D ADVANTAGE SALES 2ND LIEN 12/10 AFC ENTERPRISES INC AGRIBANK FCB ADVANTEST CORP CFD AFFILIATED COMPUTER SERVICES I AGRICULTURAL BANK OF CHINA LTD ADVANTEST NPV AFFILIATED MANAGERS GROUP INC AGRIUM INC ADVENT INTERNATIONAL GPE VI-A AFFIN HOLDINGS BERHAD AH MORTGAGE ADVANCE TRUST 1 C1 ADVENT LATIN AMERICA PRIVATE AFFINIA GROUP INC AHLSTROM OYJ SER'B' EUR1.5 ADVENT SOFTWARE INC AFFINION GROUP INC AHR 2002-CIBA B ADVISORY BOARD CO/THE AFG (ARBONIA FORSTER HLDGS AG) AHRESTY CORP JPY50 AECOM TECHNOLOGY CORP AFLAC INC AI HOLDING CORP NPV CFD AEGIS ASSET BACKED SECUR 4 1A3 AFREN ORD GBP0 AIA ENGINEERING LTD INR10 AEGIS ASSET BACKED SECURI 2 M1 AFRICAN BANK INVESTMENTS AIA GROUP LTD AEGIS ASSET BACKED SECURI 3 M1 AFRICAN BARRICK GOLD LTD-CFD AICHI BANK Y500 CFD AEGIS GROUP ORD 5P AFRICAN MINERALS LTD AICHI MACHINE IND CFD AEGIS GROUP PLC CFD AFRICAN MINERALS LTD COM CFD AICHI MACHINE IND JPY50 AEGON NV EUR0.12 AFRICAN RAINBOW MINNERALS LTD AICHI STEEL WORKS CFD AEKYUNG PETROCHEMICAL KRW500 AFRICIA ISRAEL INVESTMENTS ORD AIFUL CORP JPY50 AEON CO LTD NPV AG ASIA REALTY FUND LP AIGAN CO LTD JPY50 CFD AEON CO LTD NPV CFD AG CAPITAL RECOVERY II AINSWORTH LUMBER CO LTD AEON CREDIT SERVICE CO Y50 AG CAPITAL RECOVERY PARTNERS AINSWORTH LUMBER LTD TLB AEON DELIGHT CO LTD AG CAPITAL RECOVERY PARTNERS V AIR CANADA

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AIR CHINA LTD ORD CNY1 ALBERTA ENERGY CO LTD ALLIANCE LAUNDRY 9/10 TL AIR LIQUIDE(L') ALCAN INC NT ALLIANCE OIL CO LTD REGS AIR PRODUCTS & CHEMICALS INC ALCATEL LUCENT EUR2 SER'A' ALLIANCE OIL COMPANY LTD AIR TRANSPORT SERVICES GROUP I ALCATEL-LUCENT ALLIANT ENERGY CORP AIR.WATER INC JPY50 ALCATEL-LUCENT USA INC ALLIANT INSURANCE 12/10 NEW TL AIRASIA BHD ALCO HOLDINGS HKD0.10 ALLIANT TECHSYSTEMS INC AIRCASTLE LTD ALCOA BUSINESS SERVICES ALLIANZ FINANCE II B.V. AIRCRAFT FINANCE TRUST 1A A1 ALCOA INC ALLIANZ SE (SOCIETAS EUROPEAE) AIRCRAFT FINANCE TRUST 1A A2 ALERE (7/11) TLB ALLIED DEFENSE GROUP INC/THE AIRGAS INC ALERE INC ALLIED ELECTRONICS PTG PRF AIRPLANES PASS THROUGH T 1A A9 ALESTRA SA ALLIED NEVADA GOLD CORP AIRPORT FACILITIES CO Y50 ALEXANDER & BALDWIN INC ALLISON TRANSMISSION INC AIRPORT FACILITIES CO Y50 CFD ALEXANDRIA REAL ESTATE ALLOY ANNEX I LP AIRTRAN HOLDINGS INC ALEXANDRIA REAL ESTATE EQUITIE ALLOY VENTURES 2000 LP AISIN SEIKI CO Y50 ALEXION PHARMACEUTICALS INC ALLOY VENTURES 2002 LP AISIN SEIKI CO Y50 CFD ALFA BANK OJSC VIA ALFA BOND I ALLOY VENTURES 2005 LP AISING CAPITAL II LP ALFA LAVAL AB ORD NPV ALLSCRIPTS HEALTHCARE SOLUTION AISLING CAPITAL III LP ALFA SAB SE 'A' NPV(CPO) ALLSTATE CORP/THE AIXTRON SE ALFRESA HLDGS NPV ALLSTATE LIFE GLOBAL FUNDING T AJINOMOTO CO INC ALGETA ASA NOK0.50 ALLY AUTO RECEIVABLES TRU 5 A2 AJISEN(CHINA)HLDGS LTD HKD0.10 ALIGN TECHNOLOGY INC ALLY AUTO RECEIVABLES TRUS 5 B AK STEEL CORP ALIMENTATION COUCHE-TARD INC ALLY FINANCIAL INC AK STEEL HOLDING CORP ALKERMES INC ALLY MASTER OWNER TRUST 1 A1 AK TRANSNEFT OJSC VIA TRANSCAP ALL AMERICA LATINA LOGISTICA ALLY MASTER OWNER TRUST 3 A2 AKAMAI TECHNOLOGIES INC ALL NIPPON AIRWAYS Y50 ALLY MASTER OWNER TRUST 4 A AKBANK TAS ALL NIPPON AIRWAYS Y50 CFD ALLYA 2009-A A3 AKEBONO BRAKE IND JPY50 ALLAHABAD BANK ALLYA 2009-B A2 AKEBONO BRAKE IND JPY50 CFD ALLBLUE LP ALPEN CO LTD NPV AKER SOLUTIONS NOK1.66 (POST ALLBRITTON COMMUNICATIONS CO ALPHA BANK (REGD)EUR4.7 AKKA TECHNOLOGIES EUR1.53 ALLEGHENY CNTY PA HOSP DEV AUT ALPHA CORP NPV CFD AKORN INC ALLEGHENY LUDLUM CORP ALPHA NATURAL RESOURCES 3/11 AKSA TRY1 ALLEGHENY NEW MOUNTAIN ALPHA NATURAL RESOURCES INC AKZO NOBEL NV EUR2 ALLEGHENY TECHNOLOGIES INC ALPHA PRIVATE EQUITY FUND 5 ALABAMA POWER CO ALLEGIANT TRAVEL CO ALPHA PRIVTE EQUITY FUND 4 ALABAMA PWR CO PREF STK ALLEGIS MULTIFAMILY TRUST INC ALROSA FINANCE SA ALABAMA PWR CO SR NT ALLEN SYSTEMS (ADD-ON 5/11) ALSTOM EUR7 (POST ALACER GOLD CORP ALLENTOWN PA ALTECH CO LTD CFD ALAMEDA CORRIDOR TRANSN AUTH ALLERGAN INC/UNITED STATES ALTEN NPV ALASKA AIR GROUP INC ALLIANCE DATA SYSTEMS CORP ALTERA CORP ALBARAKA TURK KATILIM BANKASI ALLIANCE HEALTHCARE SERVICES I ALTERRA CAPITAL HOLDINGS LTD ALBEMARLE CORP ALLIANCE HOLDINGS GP LP ALTERRA FINANCE LLC

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ALTRA HOLDINGS INC AMERICAN EXPRESS ISSUANCE 2 A AMERISOURCEBERGEN CORP ALTRAN TECHNOLOGIES EUR0.5 AMERICAN FINANCIAL GROUP INC/O AMERISTAR CASINOS (4/11) TLB ALTRIA GROUP INC AMERICAN GREETINGS CORP AMERISTAR CASINOS INC ALUMINA LTD NPV AMERICAN HOME MORTGAGE A 2 2A2 AMETEK INC ALUMINUM CO AMER SHELF 5 AMERICAN HOME MORTGAGE A 4 2A2 AMG ADVANCED METALLURGICAL GRP ALUMINUM CORP OF CHINA 'H' AMERICAN HOME MORTGAGE I 1 1A2 AMGEN INC ALUMINUM HG FUTURE (LME) AMERICAN HOME MORTGAGE I 4 1A1 AMGH MERGER SUB INC ALVIN TEX INDPT SCH DIST AMERICAN HOME MORTGAGE IN 3 5A AMLIN ORD GBP0.28125 AM GENERAL CORP TERM LOAN B AMERICAN HOME MTG TR 05-2 VA3 AMMB HOLDINGS BHD MYR1 AMADA CO LTD CFD AMERICAN HONDA FIN CORP 144A AMMC CLO III CL A 144A 3C7 AMADA Y50 AMERICAN HONDA FINANCE CORP AMNEAL PHARMACEUTICALS TLB AMADEUS FIRE AG AMERICAN HOUSING TRUST I 5 AMOREG AMADEUS IT HOLDING SA-A SHS AMERICAN INTERNATIONAL GROUP I AMOREPACIFIC CORP KRW5000 AMARIN CORP PLC AMERICAN INTL PETROLEUM CORP AMORTIZING RESIDENTIAL BC4 M1 AMAZON.COM INC AMERICAN MUN PWR-OHIO INC AMOT 2010-1 A AMB PROPERTY LP AMERICAN PETROLEUM TANKERS PAR AMOT 2010-2 A AMC ENTERTAINMENT 12/10 AMERICAN PUBLIC EDUCATION INC AMP LIMITED AUS0.40 AMC ENTERTAINMENT INC AMERICAN RAILCAR INDUSTRIES IN AMPCO-PITTSBURGH CORP AMC NETWORKS INC AMERICAN RENAL ASSOCIATES HOLD AMPHENOL CORP AMC NETWORKS INC 144A AMERICAN RENAL HOLDINGS INC AMPLIFON EUR0.02 AMCOR LIMITED NPV AMERICAN RESIDENTIAL SERVICES AMSTED INDUSTRIES INC AMDOCS LTD COM AMERICAN ROCK SALT (CL 4/11) AMUSE INC JPY50 CFD AMEC ORD 50P AMERICAN SEAFOODS GROUP LLC / AMVIG HOLDINGS LIMITED HKD0.01 AMER SPORTS CORPORATION 'A' AMERICAN STANDARD AMERICAS AMYLIN PHARMACEUTICALS INC AMEREN CORP AMERICAN STORES CO ANADARKO FINANCE CO AMEREN ILLINOIS CO AMERICAN TIRE DISTRIBUTORS INC ANADARKO PETROLEUM CORP AMERICA MOVIL S A DE DV SR NT AMERICAN TOWER CORP ANADOLU EFES TRY1 AMERICA MOVIL SAB DE CV AMERICAN TRANSMISSION SYSTEMS ANADOLU SIGORTA TRY1 AMERICAN AIRLINES 2011-1 CLASS AMERICA'S CAR-MART INC ANALOG DEVICES INC AMERICAN AIRLINES INC AMERICOLD LLC TRUST 10-ARTA D ANCESTRY.COM INC AMERICAN CAMPUS COMMUNITIES IN AMERICREDIT AUTOMOBILE RE 2 A2 ANCHOR GLASS CONTAINER 310 TLB AMERICAN CASINO & ENTERTAINMEN AMERICREDIT AUTOMOBILE RE 2 A3 ANDERSON VALLEY CDO PLC 144A AMERICAN EAGLE OUTFITTERS INC AMERICREDIT PRIME AUTOMOBI 1 C ANDITA BIRLA NUVO LTD AMERICAN EAGLE OUTFITTERS NEW AMERIGAS PARTNERS LP ANDREW W MELLON FOUNDATION AMERICAN ELECTRIC POWER CO INC AMERIGAS PARTNERS LP/AMERIGAS ANDRITZ AG NPV (POST SPLIT) AMERICAN EQUITY INVESTMENT LIF AMERIGON INC ANGLO AMERICAN AMERICAN EXPRESS 07-2 CL A AMERIGROUP CORP ANGLO AMERICAN CAPITAL PLC AMERICAN EXPRESS BANK FSB AMERIPRISE FINANCIAL INC ANGLO AMERICAN PLATINUM LTD AMERICAN EXPRESS CO AMERIQUEST MORTGAGE SE R10 A2C ANGLO AMERICAN PLC AMERICAN EXPRESS CO NT AMERIQUEST MORTGAGE SECUR 2 M1 ANGLO AMERICAN USD0.54 (POST AMERICAN EXPRESS CREDIT CORP AMERIQUEST MTG SECS 03-11 AF6 ANGLO IRISH BANK EUR0.16

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ANGLOGOLD ASHANTI HOLDINGS PLC APERAM ARCELIK TRY1 ANGLOGOLD ASHANTI LIMITED APEX INVESTMENT FUND IV LP ARCELORMITTAL ANGLOGOLD ASHANTI LTD APEX INVESTMENT FUND V L P ARCH CHEMICALS INC ANGLOGOLD HOLDS PFD 6.000% SER APM AUTOMOTIVE HLDGS BHD ARCH COAL INC ANHEUSER-BUSCH COS INC APOLLO ADVISORS IV L P ARCH COAL INC 144A ANHEUSER-BUSCH INBEV NV APOLLO ADVISORS V L.P. ARCHER-DANIELS-MIDLAND CO ANHEUSER-BUSCH INBEV SA APOLLO EUROPEAN REAL ESTATE ARCO CHEM CO DEB ANHEUSER-BUSCH INBEV WORLDWIDE APOLLO GROUP INC ARD FINANCE SA ANHEUSER-BUSCH INBEVNPV VVPR APOLLO INVESTMENT CORP ARDAGH PACKAGING FINANCE PLC ANHUI CONCH CEMENT CO LTD APOLLO INVESTMENT FUND VI ARDEN ABSOLUTE RETURN FUND ANIXTER INC APOLLO REAL ESTATE FD III LP ARDENT HEALTH SERVICES INC TLB ANN INC APOLLO REAL ESTATE FIN CORP AREFIN CO-INVEST CORP ANNALY MTG MGMT INC PFD APOLLO TYRES LTD ARES CAPITAL CORP ANR PIPELINE CO APOLLO VALUE ENHANCEMENT ARGENT SECS 2004-W9 CL M7 144A ANSALDO STS EUR0.5 APPALACHIAN POWER CO ARGENT SECS INC 04-W2 CTF AF ANSELL LTD NPV APPLE INC ARGENT SECURITIES INC M1 A2B ANSYS INC APPLETON PAPERS INC ARGENT SECURITIES INC W2 A2B1 ANSYS INC COM APPLIED EXTRUSION TECHNOLOGIES ARGENT SECURITIES INC W5 M1 ANTENA 3 DE TELEVISION EUR0.75 APPLIED INDUSTRIAL TECHNOLOGIE ARGENTINA (REP OF) ANTERO RESOURCES FINANCE CORP APPLIED MATERIALS INC ARGENTINA (REP OF) BDS ANTHRACITE CDO I LTD 02 E 144A APRIA HEALTHCARE GROUP INC ARGENTINA (REP OF) VAR NTS ITL ANTHRACITE CDO III A 144A 3C7 APRIL EUR0.4 ARGENTINA REP OF SER F ANTOFAGASTA ORD GBP0.05 APTARGROUP INC ARGENTINE REPUBLIC GOVERNMENT AO SMITH CORP AQR OFFSHORE MULTI-STRAGEGY FD ARGO GROUP INTERNATIONAL AOC HOLDINGS INC NPV AQUA AMER INC ARIAD PHARMACEUTICALS INC AOL INC AQUA AMERICA INC ARIBA INC AON CORP AQUARIUS PLATINUM LIMITED ARINC 10/07 2ND LIEN TL AOYAMA TRADING Y50 AQUARIUS PLATINUM LTD CFD ARIZONA BRD REGENTS ARIZ ST AOZORA BANK NPV AQUARIUS PLATINUM USD0.15 ARIZONA CHEMICAL (3/11) TLB AP MOLLER MAERSK A/S AQUILEX 3/10 TLB ARIZONA PUBLIC SERVICE CO APACHE CORP AQUILEX HOLDINGS LLC/AQUILEX F ARKEMA EUR10 APARTMENT INVESTMENT & MANAGEM ARAB REPUBLIC OF EGYPT ARKLE MASTER ISSUE 2A 1A1 144A APAX CAPITAL RISK III LP ARAMARK CORP ARLINGTON ASSET INVESTMENT COR APAX EUROPE IV, LP ARAMARK HOLDINGS CORP ARM HOLDINGS ORD GBP0.0005 APAX EUROPE V-A LP ARAMEX CO AED1 ARM HOLDINGS PLC CFD APAX EUROPE VI ARAYA INDUSTRIAL CFD ARMORED AUTOGROUP INC APAX EUROPE VII-A ARB CORPORATION NPV ARMSTRONG WORLD (3/11) TLB APAX EUROPE VII-B LP ARC LAND SAKAMOTO CFD ARMSTRONG WORLD INDUSTRIES INC APAX EXCELSIOR VI LP ARC LAND SAKAMOTO Y50 ARNEST ONE CORP NPV CFD APAX GERMANY II LP ARC RESOURCES LTD ARRAN RESIDENTIAL 1A A2C 144A APAX UK VI-A LP ARCA CONTINENTAL SAV DE CV ARRAN RESIDENTIAL MORT 1A-A1C

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ARRIS GROUP INC ASIA PACIFIC GROWTH FD III LP ASSYSTEM BRIME EUR1 ARROW ELECTRONICS INC ASIA POLYMER ASTANA FINANCE B.V. GTDMTN ARTHUR J GALLAGHER & CO ASIA STD INTL GP HKD0.01 ASTELLAS PHARMA INC Y50 ARTIMAN VENTURES II LP ASIA VITAL COMPONE TWD10 ASTELLAS PHARMA INC Y50 CFD ARTIMAN VENTURES III LP ASIAN BAMBOO AG NPV (BR) ASTON RESOURCES PTY LTD ARUBA NETWORKS INC ASIAN CITRUS HOLDINGS LTD ASTORIA FINANCIAL CORP ARVIND MILLS INR10(DEMAT) ASIAN DEVELOPMENT BANK ASTRA GRAPHIA IDR10 ARYZTA AG CHF0.02 (REGD) ASIAN DEVELOPMENT BANK SNR MTN ASTRA INTERNATIONAL TBK PT ASA GOLD AND PRECIOUS METALS ASIAN PROPERTY DEV THB1 ASTRAZENECA ORD USD0.25 ASAHI BREWERIES LTD CFD ASICS CORP JPY50 ASTRAZENECA PLC ASAHI CO LTD NPV ASKA PHARMACEUTICAL CO LTD NPV ASTRAZENECA PLC CFD ASAHI CO LTD NPV CFD ASM INTL EUR0.04 ASTRO OFFSHORE CORP 98 SER A ASAHI GLASS CO CFD ASM PACIFIC TECHNOLOGY HK$0.10 ASTRONICS CORP ASAHI GLASS CO Y50 ASML HLDG NV EUR0.09 ASUNARO AOKI COUNSTRUCTION CFD ASAHI GROUP HOLDINGS LTD ASML HOLDING NV NY REGISTERED ASX LTD NPV ASAHI HOLDINGS INC NPV CFD ASPECT SOFTWARE INC AT HOME CORP SUB NT CONV ASAHI KASEI CORP JPY50 ASPEN INSURANCE HOLDINGS AT HOME CORP SUB DEB CONV ASAHI KOGYOSHA CO JPY50 ASPEN PHARMACARE HLDGS AT&T CORP ASAHI NET INC CFD ASPEN TECHNOLOGY INC AT&T INC ASAHI TEC CORP CFD ASSA ABLOY SER B NPV AT&T MOBILITY LLC ASAHIMAS FLAT GLASS TBK PT ASSEENONSCREEN HLDGS ORD AT&T WIRELESS SVCS INC SR NT ASATSU-DK INC CFD ASSEENONSCREEN HLDGS ORD CFD ATCO LTD ASATSU-DK INC Y50 ASSET BACKED FUNDING C HE1 A2C ATEA ASA NOK10 ASBURY AUTOMOTIVE GROUP INC ASSET BACKED FUNDING OPT1 A3C2 A-TEC-INDUSTRIES AG ASCENA RETAIL GROUP INC ASSET BACKED FUNDING OPT3 A3B ATHABASCA OIL SANDS CORP ASCENDAS REAL ESTATE INV TRUST ASSET BACKED SECURITIES HE1 M2 ATKINS (WS) ORD 0.5P CFD ASCIANO LTD ASSET BACKED SECURITIES HE5 A4 ATKORE INTERNATIONAL INC ASG CONSOLIDATED LLC/ASG FINAN ASSET SECUR 96-D2 CL B1A 144A ATLANTA GA INDPT SCH SYS CTFS ASG WT CORP 144A ASSET SECURITIZATION 97-D4 B-2 ATLANTA MARRIOTT ASHLAND INC ASSET SECURITIZATION COR D4 B1 ATLANTIA SPA ASHMORE EMERGING MKTS DEBT FD ASSET SECURITIZATION COR D4 B5 ATLANTIC BROADBAND (3/11) TLB ASHMORE GROUP ORD GBP0.0001 (W ASSET SECURITIZATION COR D5 A3 ATLANTIC BROADBAND FIN LLC ASHMORE GRP ORD GBP0.0001 (WI) ASSET SECURITIZATION COR D5 A6 ATLANTIC CITY ELECTRIC TR 1 A4 ASHMORE LOCAL CURRENCY DEBT ASSET SECURITIZATION COR D5 A7 ATLAS AIR WORLDWIDE HOLDINGS I ASHTEAD GROUP ORD 10P ASSICURAZIONI GENERALI EUR1 ATLAS COPCO AB- B REDEMPTION ASHTEAD GROUP PLC CFD ASSISTED LIVING CONCEPTS INC ATLAS COPCO AB SER A NPV ASIA ALTERNATIVE CAPITAL ASSOCIATED BANC-CORP ATLAS COPCO AB SER'B'NPV (POST ASIA ALTERNATIVES CAP II LP ASSOCIATED BRITISH FOODS ORD ATLAS ENERGY LP ASIA CASSAVA RESOURCES ASSOCIATED MATERIALS LLC ATLAS MERGER INC CONTRA ASIA CEMENT CHINA HOLDINGS COR ASSURANT INC ATLAS PIPELINE PARTNERS LP ASIA CEMENT CO KRW5000 ASSURED GUARANTY LTD SHS ATLAS VENTURE FUND V LP

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ATLAS VENTURE FUND VI LP AVALONBAY CMNTYS INC COM AYALA CORP PHP50 ATLAS VENTURES FUND IV LP AVALONBAY COMMUNITIES INC AYGAZ TRY1 ATMEL CORP AVALONBAY VALUE ADDED FUND LP AZ ELECTRONIC MATERIALS SA CFD ATMOS ENERGY CORP AVAYA 2/11 EXTENDED TLB3 AZIMUT HLDG SPA ORD EUR0.22 ATOS EUR1 AVAYA INC B C E C VII TOP UP ATP OIL & GAS CORP/UNITED STAT AVAYA INC TLB B III CAPITAL PARTNERS ATRIUM INNOVATIONS INC AVENUE ASIA SPEC SITUATIONS FD B&G FOODS INC ATRIUM V LTD REG S AVENUE ASIA SPECIAL SITUATIONS B2GOLD CORP ATTALUS MULTI-STRATEGY FD LTD AVENUE EUROPE SPECIAL BA CR CARD TR 2008-5 NT CL A ATWOOD OCEANICS INC AVENUE REAL ESTATE FUND BA CREDIT CARD TRUST A1 A1 AUCKLAND INTL AIRPORT NPV AVENUE SPECIAL SITUATION FUND BA CREDIT CARD TRUST A9 A9 AUD/EUR SPOT OPTION 2011 AVENUE SPECIAL SITUATIONS FUND BAAT 2009-2A A3 AUD/EUR SPOT OPTION 2012 AVENUE SPECIAL SITUATIONS V BAAT 2009-2A A4 AUD/GBP SPOT OPTION 2011 AVENUE SPECIAL SITUATIONS VI BABCOCK INTERNATIONAL GROUP AUD/GBP SPOT OPTION 2012 AVENUE SPL SITUATIONS FD III BABCOCK INTL GROUP ORD GBP0.60 AUDAX PRIVATE EQUITY FUND II AVERY DENNISON CORP BABSON CLO LTD/CAYMAN ISL 144A AUDAX PRIVATE EQUITY FUND LP AVEX INC CFD BACUS 2006-1X X AUDAX PRIVTE EQUITY FUND III AVEX INC JPY50 BADEN-WURTTEMBERG LAND AURELIUS AG NPV AVI LTD ZAR0.05 BADGER DAYLIGHTING LTD AURICO GOLD INC AVIATION CAPITAL GROUP CORP BAE SYSTEMS ORD GBP0.025 AURUBIS AG ORD NPV AVIS BUDGET CAR RENTAL LLC / A BAE SYSTEMS PLC CFD AUSDRILL LIMITED NPV AVIS BUDGET RENTAL 2A B 144A BAGFAS TRY1 AUSTEVOLL SEAFOOD NOK0.50 AVIV HEALTHCARE PROPERTIES LP/ BAHRAIN GOVERNMENT INTERNATION AUSTIN TEX AVIVA BDS PERP EUR BAIDU INC/CHINA AUSTIN VENTURES IX LP AVIVA PLC GBP0.25 BAIN CAPITAL ASIA FUND LP AUSTIN VENTURES VIII LP AVNET INC BAIN CAPITAL EUROPE FD III LP AUSTRALIA & NEW ZEALAND BANK AVON PRODUCTS INC BAIN CAPITAL FD VIII-E LP AUSTRALIA(CMNWLTH) BDS AWAS AVIATION CAPITAL LTD BAIN CAPITAL FUND VII LP AUSTRALIAN 10YR BOND FUT (SFE) AXA EUR2.29 BAIN CAPITAL IX AUSTRALIAN AGRICUL NPV AXA SA BAIN CAPITAL IX COINVESTMENT AUSTRIAMICROSYSTEM NPV(BR) AXA SA US$ SUB NT BAIN CAPITAL X AUTODESK INC AXA SECONDARY FUND III-2 BAIN CAPITAL X CO-INVESTMENT AUTOGRILL SPA SHS EUR0.52 AXA SECONDARY FUND III-I LP BAKER & TAYLOR ACQ CORP 144A AUTOLIV INC AXA SECONDARY FUND IV LP BAKER HUGHES INC AUTOMATIC DATA PROCESSING INC AXEL SPRINGER AG BAKRIE TELECOM PTE LTD REGS AUTONATION INC AXIATA GROUP BERHAD BALCHEM CORP AUTONOMY CORP ORD CFD AXIS BANK INR10 BALFOUR BEATTY ORD GBP0.50 AUTONOMY CORP ORD GBP0.003333 AXIS BANK/SINGAPORE BALL 2009-UB2 A4AB AUTOST TORINO MILA ITL1000 AXTEL S A B DE C V SR NT 144A BALL CORP AUTOZONE INC AXTEL SAB DE CV NPV BALLY TECHNOLOGIES INC AVALON BAY VALUE ADDED FUND II AXTEL SAB DE CV REGS BALOISE HOLDING AG

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BALRAMPUR CHINI MILLS INR1 BANC OF AMERICA MORTGAGE 1 1A7 BANCORPSOUTH INC BALS CORPORATION NPV CFD BANC OF AMERICA MORTGAGE 3 1A1 BANDO CHEMICAL IND NPV BALTIMORE GAS & ELECTRIC CO BANC OF AMERICA MORTGAGE C 2A1 BANGCHAK PETROLEUM THB1(NVDR) BANC AMER COML 03-1 SB-E 144A BANC OF AMERICA MORTGAGE D 1A1 BANGKOK BANK PCL BANC AMER COML 04-1 144A BANC OF AMERICA MORTGAGE I 2A2 BANGKOK BANK PCL/HONG KONG BANC AMER COML 04-4 5 144A BANC OF AMERICA MORTGAGE I 4A1 BANGKOK BK PUB CO ALIEN MKT BANC AMER COML MTG 04-4 144A L BANC ONE CORP SUB DEB BANGKOK EXPRESSWAY BANC AMER COML MTG 08-1 C 144A BANCA GENERALI EUR1 BANGKOK LIFE ASSURANCE-NVDR BANC OF AMER 05-MIB1 144A A-2 BANCA MONTE DEI PASCHI DI BANK AMER CORP SR NT BANC OF AMER 05-MIB1 144A CL J BANCO BILBAO VIZCAYA BANK HAPOALIM B.M. ILS1 BANC OF AMER 05-MIB1 144A CL K BANCO BRADESCO SA BANK LEUMI LE ISRAEL B M ORD BANC OF AMER 2005-MIB1 144A BANCO BRADESCO SA INSTL C/D BANK NEDERLANDSE GEMEENTEN BANC OF AMERICA 07C1 A3A 144A BANCO CENTRAL DE CHILE BANK NEGARA INDONESIA PERSERO BANC OF AMERICA ALTERN 11 1CB1 BANCO CENTRALE DE CHILE BANK NEGARA MALAYSIA MONETARY BANC OF AMERICA COMMERCI 3 ASB BANCO COMMERCIAL PORTUGUESE BANK OF AMERICA AUTO TRUS 2 A3 BANC OF AMERICA COMMERCI PB1 E BANCO CONTINENTAL SA VIA CONTI BANK OF AMERICA CORP BANC OF AMERICA COMMERCI PB2 C BANCO CREDITO DEL PERU 144A BANK OF AMERICA CORPORATION BANC OF AMERICA COMMERCIA 1 A4 BANCO CRUZEIRO DO SUL SA/ REGS BANK OF AMERICA NA BANC OF AMERICA COMMERCIA 1 AJ BANCO CRUZEIRO DO SUL SA/BRAZI BANK OF AMERICA-FIRST UNIO 3 B BANC OF AMERICA COMMERCIA 144A BANCO DAYCOVAL SA PRF STK BANK OF BARODA INR10 (DEMAT) BANC OF AMERICA COMMERCIA 2 A3 BANCO DE ORO UNIBANK INC PHP10 BANK OF CHINA HONG KONG BANC OF AMERICA COMMERCIA 2 A4 BANCO DEL ESTADO DE CHILE BANK OF CHINA LTD CNY1 BANC OF AMERICA COMMERCIA 3 A2 BANCO DO BRASIL (CAYMAN) BANK OF CYPRUS PUBLIC CO LTD BANC OF AMERICA COMMERCIA 3 A4 BANCO DO BRASIL SA BANK OF EAST ASIA HK$2.50 BANC OF AMERICA COMMERCIA 3 A5 BANCO DO BRASIL SA COM NPV BANK OF HAWAII CORP BANC OF AMERICA COMMERCIA 3 AM BANCO DO BRASIL SA/CAYMAN BANK OF INDIA/JERSEY BANC OF AMERICA COMMERCIA 4 A4 BANCO ESPIRITO SANTO SA BANK OF KYOTO CFD BANC OF AMERICA COMMERCIA 5 A3 BANCO ESTADO RIO GRANDE DO SUL BANK OF KYOTO Y50 BANC OF AMERICA COMMERCIA 5 A4 BANCO INDUSTRIAL ET COMMERICAL BANK OF MONTREAL BANC OF AMERICA COMMERCIA 6 A4 BANCO MERCANTIL DEL NORTE SA BANK OF MONTREAL DISC BANC OF AMERICA COMMERCIA 6 AJ BANCO NAC DE DESEN ECONO BANK OF NAGOYA LTD/THE CFD BANC OF AMERICA COMMERCIAL 2 F BANCO NACIONAL DE DESENVOLVIME BANK OF NEW YORK MELLON CORP/T BANC OF AMERICA FU SD1 M1 144A BANCO POPOLARE SOC COOPERATIVA BANK OF NOVA SCOTIA BANC OF AMERICA FUNDING A 5A2 BANCO POPULAR ESPANOL RIGHTS BANK OF NOVA SCOTIA/HOUSTON BANC OF AMERICA FUNDING C D A1 BANCO SANTANDER (BRASIL) SA BANK OF RYUKYUS Y500 CFD BANC OF AMERICA FUNDING E 10A2 BANCO SANTANDER BRASIL SA/BRAZ BANK OF SCOTLAND BDS BANC OF AMERICA FUNDING E 4A1 BANCO SANTANDER BRAZIL SA/CAYM BANK OF THAILAND BOND BANC OF AMERICA FUNDING E 5A1 BANCO SANTANDER CHILE BANK OF THE OZARKS INC BANC OF AMERICA FUNDING F 1A2 BANCO SANTANDER SA EUR0.50 BANK OF TOKYO-MITSUBISHI UFJ L BANC OF AMERICA FUNDING R6 3A1 BANCO VOTORANTIM SA BANK OF YOKOHAMA Y50 BANC OF AMERICA MORTGAG 1 1A16 BANCOLOMBIA SA BANK ONE CAPITAL III

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BANK ONE CORP BAYERISCHE MOTOREN WERKE AG BEAR STEARNS ASSET B HE10 21A1 BANK ONE ISSUANCE TRUST A5 A5 BAYTEX ENERGY CORP BEAR STEARNS ASSET BAC HE5 1A2 BANK PEKAO PLN1 BAYVIEW COML ASSET 03-2 A 144A BEAR STEARNS ASSET BAC HE9 1A2 BANK TABUNGAN NEGARA TBK PT BAYVIEW COMMERCIAL ASSET 144A BEAR STEARNS ASSET BAC SD2 2A1 BANK TABUNGAN PENSIUNAN NASL BB&T CORP BEAR STEARNS ASSET BACK AC2 2A BANKERS PETROLEUM LIMITED BB&T CORP SUB NT BEAR STEARNS ASSET BACK AC9 A3 BANKINTER SA BBA AVIATION PLC GBP0.2976 BEAR STEARNS ASSET BACK AQ2 A1 BANQUE CENTRALE DE TUNISIE BBMG CORPORATION - H BEAR STEARNS ASSET BACK HE5 M1 BARCLAYS BANK NY BRH INSTL C/D BBVA BANCOMER SA/TEXAS BEAR STEARNS ASSET BACK TC1 M1 BARCLAYS BANK PLC BBVA US SENIOR SAU BEAR STEARNS COML 01-TOP4 A3 BARCLAYS BK PLC CALLABLE 144A BC 2000-A A 144A BEAR STEARNS COML 02-TOP6 A 2 BARCLAYS CASH COLLATERAL BC EUROPEAN CAPITAL VII BEAR STEARNS COML 98-C1 F 144A BARCLAYS GLOBAL ASCENT LTD BC EUROPEAN CAPITAL VIII LP BEAR STEARNS COML 99 C1 144A G BARCLAYS ORD GBP0.25 BCA CARIGE SPA EUR1 BEAR STEARNS COML 99-C1 144A H BARCO (NEW) NPV BCA MPS EUR SUB BEAR STEARNS COMMERCI PW17 AAB BARING ASIA PRIVATE EQUITY BCAP 2009-RR4 2A1 BEAR STEARNS COMMERCI PWR9 A4A BARING ASIA PRIVATE THE BCAP 2009-RR6 3A1 BEAR STEARNS COMMERCI PWR9 A4B BARING INDIA PRIVATE EQUITY BCAP LLC 2009-RR2 TRUST BEAR STEARNS COMMERCIA CLF1 A3 BARING VOSTOK PRIVATE EQUITY BCAP LLC TRUST RR1 PC BEAR STEARNS COMMERCIA PW11 AJ BARINGS ASIA PRIVATE EQUITY BCE INC BEAR STEARNS COMMERCIA PW13 AM BARLOWORLD LTD ZAR0.05 BCO ABC BRASIL SA PRF STK BEAR STEARNS COMMERCIA PW17 A4 BARNES & NOBLE INC BCO POPULAR ESP EUR0.10 (POST BEAR STEARNS COMMERCIA PW17 AJ BARRATT DEVELOPMENTS BCRR 2009-1 2A1 BEAR STEARNS COMMERCIA PW17 AM BARRATT DEVELOPMENTS PLC CFD BE AEROSPACE INC BEAR STEARNS COMMERCIA PWR4 A3 BARRICK GOLD CORP BE SEMICONDUCTOR INDUSTRIES NV BEAR STEARNS COMMERCIA PWR5 A3 BARRICK NORTH AMERICA FINANCE BEACH ENERGY LTD BEAR STEARNS COMMERCIA PWR5 A5 BARRINGTON BROADCASTING TLB BEACON CAPITAL STRATEGIC BEAR STEARNS COMMERCIA PWR9 A2 BASF SE NPV BEAR STEARNS & CO INC BEAR STEARNS COMMERCIA T26 AAB BASIC ENERGY SERVICES INC BEAR STEARNS 06 BBA7 G 144A BEAR STEARNS COMMERCIA T28 AAB BASTION CAPITAL FUND L P BEAR STEARNS 07-BBA8 K 144A BEAR STEARNS COMMERCIA TOP6 A2 BAT INTL FINANCE PLC BEAR STEARNS 99-C1 CL 144A BEAR STEARNS COMMERCIAL T24 AJ BATA INDIA INR10 BEAR STEARNS ADJUSTABL 10 31A1 BEAR STEARNS COMMERCIAL TOP6 B BATTERY VENTURES VIII LP BEAR STEARNS ADJUSTABLE 10 A1 BEAR STEARNS COS INC #TR00096 BATTERY VENTURES VIII SIDE CAR BEAR STEARNS ADJUSTABLE 10 A3 BEAR STEARNS COS LLC/THE BAUSCH & LOMB INC BEAR STEARNS ADJUSTABLE 11 1A1 BEAZLEY PLC BAXTER INTERNATIONAL INC BEAR STEARNS ADJUSTABLE 11 1A2 BEC WORLD PCL-FOREIGN BAXTER INTL INC SHELF 9 BEAR STEARNS ADJUSTABLE 5 2A1 BECHTLE AG NPV BAY AREA TOLL AUTH CALIF TOLL BEAR STEARNS ADJUSTABLE 7 1A1 BECKMAN COULTER INC BAY VIEW AUTO TRUST 3 C BEAR STEARNS ADJUSTABLE 8 14A1 BECTON DICKINSON AND CO BAYER AG ORD NPV BEAR STEARNS ALT-A TRUS 3 22A1 BED BATH & BEYOND INC BAYERISCHE MOTOREN WERKE (BMW) BEAR STEARNS ALT-A TRUS 3 33A1 BEFIMMO SCA NPV SCAFI

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BEIERSDORF AG NPV BG GROUP PLC CFD BIO-REFERENCE LABS INC BEIJING ENTERPRISE HLDGS H SHS BG GROUP PLC ORD GBP0.10 BIOSCRIP INC BEKAERT SA BG MEDIA INVESTORS L P BIOSENSORS INTERNATIONAL GROUP BELDEN INC BGI ALPHA ADVANTAGE FUND A BIOSPECIFICS TECHNOLOGIES CORP BELGACOM NPV BGI ALPHA TILTS FUND BIOTA HOLDINGS LTD NPV BELGIUM KINGDOM BGI CANADA ALPHA TILTS FUND BIOVAIL CORP BELGIUM(KINGDOM OF) BGI CAP STRUCT INVEST FD BIRCHMERE VENTURES III L P BELL ALIANT INC BGI EMERGING MARKETS STATEGIC BIRD CONSTRUCTION INC BELLE INTERNATIONAL HLDGS HKD0 BGI MONEY MARKET BIRMINGHAM ALA COML DEV AUTH BELLSOUTH CORP BGI US EXT CORE GLB ALPHA FUND BJ'S RESTAURANTS INC BELLSOUTH TELECOMMUNICATIONS BGP HOLDINGS PLC STAKE OF GPT BJ'S WHOLESALE CLUB INC BELLUNA CO LTD Y50 BHARTI AIRTEL LIMITED INR5.00 BK MANDIRI IDR500 BELLUNA CO LTD CFD BHP BILLITON FINANCE USA LTD BK NED GEMEENTEN MTN BELLWAY ORD 12.5P BHP BILLITON LIMITED BK NEGARA MONETARY NOTE BEMIS CO INC BHP BILLITON LTD BK PAN INDONESIA IDR100 BENDIGO & ADELAIDE BK LTD NPV BHP BILLITON PLC CFD BKB COML MTG 97-C1 CTF H 144A BENESSE HOLDINGS INC JPY50 BHP BILLITON PLC USD0.50 BKB COML MTG TR 97-C1 IO BENETTON GROUP SPA EUR1.30 BIC CAMERCA INC NPV BKW FMB ENERGIE AG CHF2.5 BENIHANA INC BIC CAMERCA INC NPV CFD BLACK & DECKER CORP BENTLEY SYSTEMS (12/10) TLB BIC EUR3.82 BLACK BOX CORP BENTLEY SYSTEMS INCORPORATED BIG C SUPERCENTER NON VTG DEP BLACK EARTH FARMING LTD SDR BERGER PAINTS INR2 BIG LOTS INC BLACK HILLS CORP BERKELEY FED BK & TR 94-1 CL B BIGBAND NETWORKS INC BLACKBAUD INC BERKSHIRE FUND VI LP BIGLARI HOLDINGS INC BLACKBOARD INC BERKSHIRE FUND VII LP BILFINGER BERGER SE NPV BLACKROCK INC BERKSHIRE HATHAWAY FINANCE COR BILIA AB SER 'A' SEK10.00 BLACKROCK MORTGAGE (OFFSHORE) BERKSHIRE HATHAWAY INC BILL BARRETT CORP BLACKSTONE CAPITAL PARTNER III BERMUDA RUN BILLERUD NPV BLACKSTONE CAPITAL PARTNERS II BERRY PETROLEUM CO BIM BIRLESIK MAGAZALAR TRY1 BLACKSTONE CAPITAL PARTNERS IV BERRY PLASTICS HOLDING CORP TL BIMB HLDGS BERHAD MYR1 BLACKSTONE CAPITAL PARTNERS V BERTRANDT AG NPV BINANI INDUSTRIES INR10 BLACKSTONE COMMNS PTNRS I LP BERWIND FINANCIAL GROUP LP BINCKBANK NV EUR0.10 BLACKSTONE CREDIT BERWIND PPTY GROUP INC INVT BINGGRAE KRW5000 BLACKSTONE EVENT DRIVEN FUND BERWIND PROPERTY GROUP FUND V BIO PAPPEL SAB DE CV BLACKSTONE FIFTH AVE FD LP BERWIND PROPERTY GROUP VI BIOGEN IDEC INC BLACKSTONE GSO SECURED TRUST BEST BRIDAL INC NPV BIOLASE TECHNOLOGY INC BLACKSTONE HOLDINGS FINANCE CO BEST BUY CO INC BIOMED REALTY TRUST INC BLACKSTONE MADISON AVENUE FUND BEST DENKI CO Y50 BIOMERIEUX NPV BLACKSTONE MANAGEMENT FEE BETFAIR GROUP PLC CFD BIOMET INC BLACKSTONE MARKET OPPORTUNITES BEVERAGES & MORE INC BIOMIMETIC THERAPEUTICS INC BLACKSTONE PACIFIC BEZEQ-ISRAELI TELECOMMUNICATNS BIO-RAD LABORATORIES INC BLACKSTONE PARK AVENUE FUND LP

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BLACKSTONE PTNRS INVESTMENT FD BODYCOTE PLC CFD BPCE SFH - SOCIETE DE FI BLACKSTONE REAL EST PTNRS III BOEING CO DEB BPG CO INVESTMENT PARTNERSHIP BLACKSTONE REAL ESTATE BOEING CO/THE BPG INV PARTNERS VII BLACKSTONE REAL ESTATE PRTNRS BOGOTA DISTRITO CAPITAL 144A BPG INVESTMENT PART VI BLACKSTONE STRATEGIC EQUITY BOGOTA DISTRITO CAPITAL REGS BPG INVESTMENT PARTNERSHIP BLINKX PLC ORD GBP0.01 BOISE PAPER HOLDINGS LLC / BOI BQE CANT VAUDOISE CHF20 BLOCK COMMUNICATIONS INC 144A BOLIDEN AB NPV (POST SPLIT) BR MALLS INTERNATIONAL FINANCE BLOCK FINANCIAL LLC BOLIVARIAN REP OF VZLA BR MALLS PARTICIPACOES SA COM BLT FINANCE B V GTD SR NT BOLIVARIAN REPUBLIC VENEZUELA BR PROPERTIES SA BLUE DART EXPRESS INR10 BOLSA MEXICANA DE VALORES SA BRADESPAR SA PRF NPV BLUE HILL INVESTMENT PTNR LP BOLSAS Y MERCADOS ESPANOLES BRADKEN LIMITED NPV BLUE LABEL TELECOMS LTD BOLT TECHNOLOGY CORP BRAIT CAPITAL PARTNERS IV LTD BLUE POINT CAPITAL PARTNERS II BOMBARDIER INC BRAMBLES LTD NPV BLUE POINT CAPITAL PARTNERS LP BONAVISTA ENERGY CORP BRANCH BANKING & TRUST CO/WILS BLUEGREEN CORP BONOS Y OBLIG DEL ESTADO BRAND ENERGY (ADD-ON COV-LITE BLUEKNIGHT ENERGY PARTNERS LP BON-TON DEPARTMENT STORES INC/ BRANDYWINE OPERATING PARTNERSH BLUESCOPE STEEL LTD BON-TON STORES INC/THE BRANDYWINE REALTY TRUST BM&F BOVESPA SA BOLSA DE BORAL LIMITED NEW NPV BRASIL INSURANCE PARTICIPACO BM&FBOVESPA SA BORALEX INC BRASKEM FINANCE LTD BMC SOFTWARE INC BORGWARNER INC BRASKEM SA BML INC JPY 50 BORNEO LUMBUNG ENERGI & METAL BRAVO BRIO RESTAURANT GROUP IN BMW FINANCE NV BOSKALIS WESTMINSTER GROEP NV BRAZIL (FED REPUBLIC OF) BMW US CAPITAL LLC BOSNIA-HERZEGOVINIA GDP LKD BD BRAZIL (FEDERATIVE REPUBLIC) BMW VEHICLE LEASE TRUST 1 A2 BOSSARD HLDGS AG CHF10(BR) BRAZIL (REPUBLIC OF) BMW VEHICLE LEASE TRUST 1 A3 BOSSINI INTERNATIONAL HLDG BRAZIL (REPUBLIC) BDS BNC MORTGAGE LOAN TRUST 1 A3 BOSTON COMPANY MICRO CAP HEDGE BRAZIL FAST FOOD CORP BNC MORTGAGE LOAN TRUST 2 A2 BOSTON PROPERTIES INC BRAZIL FED REP OF BDS BNP PARIBAS BOSTON PROPERTIES LP BRAZIL NOTAS DO TESOURO NACION BNP PARIBAS / BNP PARIBAS US M BOSTON SCIENTIFIC CORP BRAZIL(FEDERATIVE REPUBLIC OF) BNP PARIBAS EUR2 BOTTLING GROUP LLC BRAZIL(REP OF) BNP PARIBAS HOME LOAN COVERED BOTTLING GROUP LLC SR NT BRAZILIAN GOVERNMENT INTERNATI BNSF RAILWAY CO BOTTOMLINE TECHNOLOGIES INC BRAZOS HIGHER EDUCATION 2 A12 BNY CONVERGEX 12/10 BOUYGUES EUR1 BRE PROPERTIES INC BNY CONVERGEX 12/10 (EZE BOWLEVEN PLC BREAKWATER RESOURCES LTD BOARD OF TRUSTEES OF THE LELAN BOYD GAMING CORP BREEZE FINANCE BOART LONGYEAR GROUP NPV BP CAPITAL MARKETS PLC BREITBURN ENERGY PARTNERS LP BOB EVANS FARMS INC/DE BP CAPITAL MARKETS PLCREGS BREITBURN ENERGY PARTNERS LP / BOBST AG CHF1 REGD BP PLC BRENNTAG AG BOC HONG KONG HLDG HKD5 BP PLC CFD BRENNTAG HOLDING GM BH BODY CENTRAL CORP BP PLC ORD USD.25 BRENT CRUDE OIL (ICE) BODYCOTE PLC BPCE SA BRESNAN BROADBAND HOLDINGS LLC

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BREVAN HOWARD FUND LTD CLASS E BRL/USD SPOT OPTION 2012 BUILDING MATERIALS CORP OF AME BREWIN DOLPHIN ORD GBP0.01 BROADCOM CORP BUMBLE BEE HOLDCO SCA BRFKREDIT AS BROADRIDGE FINANCIAL SOLUTIONS BUMI INVESTMENT PTE LTD BRICK ROAD MANAGEMENT BROADSOFT INC BUMI RESOURCES IDR500 BRICK ROAD MITIGATION BROADWAY INDUSTRIAL GROUP PTE BUMI SERPONG DAMAI PT BRICKMAN GROUP HOLDINGS INC BROADWAY PARTNERS PARALLEL FD BUMIPUTRA COMMERCE HLDGS BRIDGEPOINT CAP II PARTNERSHIP BROCADE COMMUNICATIONS SYSTEMS BUNDESOBLIGATION BRIDGEPOINT EDUCATION INC BROOKFIELD ASSET MANAGEMENT IN BUNDESREPUB. DEUTSCHLAND BRIDGEPOINT EUROPE I BROOKFIELD ASSET MGMT INC BUNDESREPUBLIK DEUTSCHLAND BRIDGEPOINT EUROPE II BROOKFIELD INCORPORACOES AS BUNGE LTD FINANCE CORP BRIDGEPOINT EUROPE III 'A' LP BROOKFIELD OFFICE PPTYS INC BUNZL ORD GBP0.3214857 BRIDGEPOINT EUROPE IV C BROOKFIELD OFFICE PROPERTIES BUONGIORNA SPA BRIDGESTONE CO Y50 BROOKFIELD PROPERTIES CORP BUONI POLIENNALI DEL TES BRIDGESTONE CORP CFD BROOKFIELD RESIDENTIAL PPTYS BURBERRY GROUP ORD GBP0.0005 BRIDGEWATER ALL WEATHER FUND BROTHER INDS NPV BURBERRY GROUP PLC CFD BRIDGEWATER INTL IL BOND FUND BROTHER INDS NPV CFD BURCKHARDT COMPRESSION HOLDING BRIDGEWATER PURE ALPHA FUND II BROWARD CNTY FLA HALF-CENT SAL BUREAU VERITAS EUR0.12 BRIDGEWATER STIF II BROWN & BROWN INC BURGER KING 2/11 (USD) TLB BRIDGEWATER SYSTEMS CORP BROWN SHOE CO INC BURLINGTON NORTH SANTA FE 98-C BRIDGEWATER US IL BOND LTD BROWN-FORMAN CORP BURLINGTON NORTHERN SANTA FE L BRIGADE LEVERAGED CAP BRUCKMANN ROSSER SHERRILL & CO BURLINGTON RESOURCES FINANCE C BRIGHTPOINT INC BRUNEL INTL EUR0.05 BUSH BUSINESS ENTERPRISES AA A BRIGHTSTAR CORP BRYN MAWR BANK CORP BUSH BUSINESS ENTERPRISES AA B BRINKER INTERNATIONAL INC BRYNWOOD PARTNERS V LP BUSH TRUCK LEASING L AA C 144A BRINK'S CO/THE BRYNWOOD PARTNERS VI LP BUZZI UNICEM SPA EUR0.60 BRISA EUR1 BSCMS 2006-BBA7 D BWAY HOLDING CO BRISTOL-MYERS SQUIBB CO BSCMS 2006-BBA7 E BWIN.PARTY DIGITAL ENTERTAIN BRISTOW GROUP INC BSCMS 2006-BBA7 F BXG RECEIVABLES NOTE A F 144A BRITISH AMERICAN TOBACCO CFD BSCMS 2007-BBA8 CL L 144A BXG RECEIVABLES NOTE TRUST BRITISH AMERICAN TOBACCO ORD BSP FINANCE BV BYD ELECTRONIC INTERNATIONAL BRITISH AMERICAN TOBACCO PLC BT GROUP ORD GBP0.05 C BASS MTG LN TR 07-CB2 CL A2A BRITISH LAND CO PLC CFD BTA BANK JSC C BASS TR 05-CB4 MTG CL AF-2 BRITISH LAND ORD GBP0.25 BTC MSCI ACWI EX- U.S. INDEX C&C GROUP PLC CFD BRITISH SKY BRDCSTG BUCCANEER MERGER SUB INC C&D TECHNOLOGIES INC BRITISH SKY BROADCASTING GROUP BUCHER INDUSTRIES CHF0.20 C&S GROUP ENTERPRISES LLC BRITISH TELECOMMUNICATIONS PLC BUCKEYE OHIO TOB SETTLEMENT CA INC BRITVIC ORD GBP0.2(WI) BUCKEYE PARTNERS LP CABCHARGE AUSTRALI NPV BRITVIC ORD GBPO.2 (WI) CFD BUCKEYE TECHNOLOGIES INC CABLE & WIRELESS COMMUN CFD BRL/EUR SPOT OPTION 2011 BUCYRUS INTERNATIONAL INC CABLE & WIRELESS COMMUNICATION BRL/EUR SPOT OPTION 2012 BUDIMEX PLN5 CABLE & WIRELESS WORLDWIDE BRL/USD SPOT OPTION 2011 BUFFALO WILD WINGS INC CABLE & WIRELESS WORLDWIDE CFD

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CABLEVISION SYSTEMS CORP CALSONIC KANSEI JPY50 CAPEX SA CABOT CORP CALTEX AUSTRALIA ORD$1 CAPITA GROUP PLC CABOT INDUSTRIAL VALUE FD III CALUMET SPECIALTY PRODUCT 144A CAPITACOMMERCIAL T REIT UNITS CABOT OIL & GAS CORP CAMDEN PROPERTY TRUST CAPITAL & REG PROPS ORD 1P CAC CORP NPV CAMECO CORP CAPITAL AUTO RECEIVABLES 1 A4A CAC CORPORATION NPV CFD CAMEO COMMUNICATIONS INC TWD10 CAPITAL AUTO RECEIVABLES 1 A4B CACI INTERNATIONAL INC CAMERON INTERNATIONAL CORP CAPITAL AUTO RECEIVABLES 2 A3A CAD/AUD SPOT OPTION 2011 CAMPARI EUR0.10 CAPITAL AUTO RECEIVABLES 2 A4 CAD/AUD SPOT OPTION 2012 CAMPBELL BROS NPV CAPITAL AUTO RECEIVABLES 2 APT CAD/EUR SPOT OPTION 2011 CAMPBELL SOUP CO CAPITAL AUTO TERM NEW CAD/EUR SPOT OPTION 2012 CANACCORD FINANCIAL INC CAPITAL AUTOMOTIVE (3/11) TLB CAD/USD SPOT OPTION 2011 CANADA 10YR BOND FUTURE (MSE) CAPITAL INTERNATIONAL PRIVATE CAD/USD SPOT OPTION 2012 CANADA HOUSING TRUST NO 1 CAPITAL ONE BANK USA NA CADBURY SCHWEPPES US FIN 144A CANADIAN ENERGY SERVICES &TECH CAPITAL ONE BK MTN #TR00178 CADENCE DESIGN SYSTEMS INC CANADIAN IMPERIAL BANK OF COMM CAPITAL ONE CAPITAL V CAE INC CANADIAN IMPERIAL BK OF COMM CAPITAL ONE FINANCIAL CORP CAESARS ENTERTAINMENT OPERATIN CANADIAN NATIONAL RAILWAY CO CAPITAL ONE MULTI-ASSET A4 A4 CAHYA MATA SARAWAK BHD MY$1 CANADIAN NATURAL RESOURCES LTD CAPITAL ONE MULTI-ASSET A7 A7 CAI INTERNATIONAL INC CANADIAN OIL SANDS LTD CAPITAL ONE MULTI-ASSET A8 A8 CAIRN ENERGY PLC CANADIAN PACIFIC RAILWAY CO CAPITAL ONE MULTI-ASSET B1 B1 CAIRN ENERGY PLC CFD CANADIAN PACIFIC RAILWAY LTD CAPITAL ONE MULTI-ASSET B3 B3 CAIRN ENERGY PLC DFD B SHS CANADIAN REIT CAPITAL ONE MULTI-ASSET C3 C3 CAIRN HIGH GRADE ABS CDO 144A CANADIAN TIRE CORP LTD CAPITAL ONE PRIME AUTO RE 2 A4 CAISSE CENTRALE DESJARDINS DU CANADIAN UTILITIES LTD CAPITAL POWER CORP CAISSE D'AMORT DETTE (CADES) CANADIAN WESTERN BANK CAPITAL SHOPPING CENTRES GRP CAISSE REFINANCE L'HABIT CANAL PLUS EUR0.75 CAPITALAND SGD1 CAJA AHORROS GUIPUZCOA CANARA BANK INR10 CAPITALSOURCE INC CAJA MADRID CANCOM IT SYSTEM AG NPV CAPITAMALL TRUST SGD1 UNITS CALAVO GROWERS INC CANFOR CORPORATION NEW CAPITAMALLS ASIA LTD CALIFORNIA PIZZA KITCHEN INC CANFOR PULP PRODUCTS INC CAPMARK LTD 7A A2 144A CALIFORNIA ST CANNON SALES CO INC CFD CAPRO CORPN KRW500 CALIFORNIA WATER SERVICE CO CANON INC CAPULA GLOBAL RELATIVE VALUE CALIPER LIFE SCIENCES INC CANON INC NPV CARBO CERAMICS INC CALIX INC CANON INC NPV CFD CARDINAL FINANCIAL CORP CALLIDUS SOFTWARE INC CANTOR FITZGERALD LP CARDINAL HEALTH INC CALLOWAY REIT CANYON SERVICES GROUP INC CARDIOVASCULAR SYSTEMS INC CALPINE 3/11 COV-LITE TLB CAP CANA S A CARDS II TRUST CALPINE 6/11 COV-LITE TLB2 CAP GEMINI EUR8 CARDTRONICS INC CALPINE CONSTRUCTION FINANCE C CAPE PLC CARE CAPITAL INVESTMENTS III CALPINE CORP CAPELLA EDUCATION CO CAREER EDUCATION CORP CALPINE CORP ESCROW CAPELLA HEALTHCARE INC CAREER TECHNOLOGY TWD10

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CAREFUSION CORP CASTLE GARDEN FUNDING 1X C2 CDS SP UL COLOMBIA REPUBLIC CARGILL INC NT 144A CASTROL INDIA INR10 DEMAT CDS SP UL EGYPT EM CARGOTEC ORD NPV ORD B CATALENT PHARMA SOLUTIONS INC CDS SP UL FEDERATIVE REPUBLIC CARIBOU COFFEE CO INC CATALYST HEALTH SOLUTIONS INC CDS SP UL MEXICO EM CARILLION ORD GBP.50 CFD CATALYST PAPER CORP CDS SP UL MEXICO EM MYC CARIS DIAGNOSTICS INC TLB CATCHER TECHNOLOGY TWD10 CDS SP UL PETROLEO BRASILEIRO CARLISLE COS INC CATERPILLAR FINANCIAL SERVICES CDS SP UL PHILIPPINES CARLSBERG 'B' DKK20 CATERPILLAR INC CDS SP UL REP OF INDONESIA CARLSBERG BREWERY MALAYSIA CATHAY GENERAL BANCORP CDS SP UL REPUBLIC OF INDONES CARLYLE EUROPE PARTNERS III LP CATHAY PACIFIC AIRWAYS CDS SP UL REPUBLIC OF THE PHI CARLYLE REALTY III LP CATLIN GROUP COM STK USD0.01 CDS SP UL RSHB CAPITAL CARLYLE REALTY PARTNERS IV LP CATLIN GROUP LTD CFD CDS SP UL UNITED MEXICAN STAT CARLYLE REALTY V LP CATTERTON GROWTH PARTNERS LP CDS SP UL URBI DESARROLLOS UR CARMAX AUTO OWNER 07 3 CL A-4 CATTERTON PARTNER V L.P. CDS_BP UL VF CORP CARMAX INC CATTERTON PARTNERS VI LP CDS_SP UL AMERICA MOVIL SOCIE CARNARVON PETROL NPV CATTLE FEEDER FUTURE (CME) CDS_SP UL EGYPT EM CARNIVAL CORP CAVIUM INC CDS_SP UL FEDERATIVE REPUBLIC CARNIVAL PLC CFD CAWACHI LTD CFD CDS_SP UL MEXICO EM CARNIVAL PLC ORD USD1.66 CAWACHI LTD JPY50 CDS_SP UL MEXICO EM MYC CAROLINA POWER & LIGHT CO CB CENTURY COMM ESCROW CDS_SP UL PETROLEO BRASILEIRO CARPENTER TECHNOLOGY CORP CB RICHARD ELLIS GROUP INC CDS_SP UL PHILIPPINES CARPETRIGHT ORD 1P CBA COML ASSETS CL X-1 144A CDS_SP UL REPUBLIC OF INDONES CARREFOUR EUR2.5 CBAYSYSTEMS HOLDINGS LTD CDS_SP UL REPUBLIC OF THE PHI CARRINGTON MORTGAGE LO FRE2 A2 CBEYOND INC CDS_SP UL RSHB CAPITAL CARRINGTON MORTGAGE LOA NC4 A4 CBL & ASSOC PPTYS INC DEP SHS CDS_SP UL UNITED MEXICAN STAT CARRINGTON MORTGAGE LOA NC5 A1 CBRE 2007-1A CDS_SP UL URBI DESARROLLOS UR CARRIZO OIL & GAS INC CBS CORP CDW LLC / CDW FINANCE CORP CASCADES INC CC HOLDINGS GS V LLC / CROWN C CDX SP UL CDX.EM.14 CASE NEW HOLLAND INC CCH II LLC / CCH II CAPITAL CO CDX SP UL CDX.EM.15 CASELLA WASTE SYSTEMS INC CCL INDUSTRIES INC CDX_SP UL CDX.EM.14 CASH CCM FUND 1 LP CDX_SP UL CDX.EM.15 CASH - BROKER CCO HLDGS LLC/CCO HLDGS CAP CEBU AIR INC CASH - NON CUSTODIED CCO HOLDINGS LLC / CCO HOLDING CEDAR BRAKES II LLC SR 144A CASH AMERICA INTERNATIONAL INC CCR SA CEDAR FAIR LP/CANADA'S WONDERL CASH STORE FINL SVS INC CD 2006-CD2 COML MTG UPM2 144A CEDAR SHOPPING CTRS INC PFD CASINO GUICHARD PERRACH CDI CORP CEDC FINANCE CORP INTERNATIONA CASINO GUICHARD-PEREACHON CDON GROUP AB CEGID GROUP EUR0.95 CASINO GUICH-PERR EUR1.53 CDP FINANCIAL INC CELADON GROUP INC CASIO COMPUTER CO Y50 CDRT MERGER SUB INC CELANESE CORP CASPIAN SELECT CREDIT INTL LTD CDS BP UL VF CORP CELANESE US HOLDINGS LLC CASTELLUM AB NPV CDS SP UL AMERICA MOVIL SOCIE CELESIO AG

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CELGENE CORP CENTROS COMERCIALES SUDAMERICA CHAPARRAL ENERGY INC CELLCO PARTNERSHIP / VERIZON W CENTROSOLAR AG NPV CHARLES RIVER LABORATORIES INT CELLCOM ISRAEL LTD ILS0.01 CENTURY CENTER CHARLES RIVER PARTNERSHIP XI CELULOSA ARAUCO Y CONSTITUCION CENTURY COMMUNICATIONS SHELF 4 CHARLES SCHWAB CORP/THE CEMEX FINANCE EUROPE BV CENTURY COMMUNICATIONS SR NT CHARM COMMUNICATIONS INC CEMEX FINANCE LLC CENTURY ENKA LIMITED CHARMING SHOPPES INC CEMEX SA CENTURY LEASING SY NPV CFD CHAROEN POKPHAND FOODS THB1 CEMEX SAB DE CV CENTURY TOKYO LEASING CORP CHAROEN POKPHAND INDONESIA TBK CENCOSUD SA CENTURYLINK INC CHART INDUSTRIES INC CENOVUS ENERGY INC CENVEO CORP CHARTER COMM OPERATING 3/10 CENT ELET BRASILEIRAS SA CENVEO CORP SR NT 144A CHARTER COMMUNICATIONS INC CENTAMIN EGYPT LTD ORD SHS CEPHALON INC CHARTER COMMUNS OPER LLC 144A CENTAMIN EGYPT ORD NPV CEPHEID INC CHARTER HALL RETAIL REIT CENTAMIN EGYPT ORD NPV CFD CEQUEL COMMUNICATIONS HOLDINGS CHARTER HOUSE EQU PARTNER II CENTENE CORP CERBERUS INSTITUTIONAL CHARTER INTERNATIONAL ORD CFD CENTERBRIDGE CAP PARTNERS LP CERBERUS INSTL PARTNERS LP CHARTER INTERNATIONAL ORD GBP0 CENTERLINE DIVERSIFIED RISK CERBERUS INSTL PTNRS LP CHARTERHOUSE CAPITAL PARTNERS CENTERLINE HIGH YIELD CMBS CERBERUS SERIES THREE HOLDING CHARTERHOUSE EQUITY PTNRS III CENTERLINE HIGH YIELD CMBS FD CERBERUS SERIES TWO HLDGS LLC CHARTERHOUSE VII CENTERLINE REAL ESTATE SPECIAL CEREBOS PACIFIC SGD0.20 CHASE COML MTG 1998-2 J 144A CENTERPOINT ENERGY HOUSTON ELE CERIDIAN CORP CHASE COML MTG SECS 98-1 144A CENTERPOINT ENERGY INC CERMAQ ASA NOK10 CHASE FDG MTG LN 02 3 CL I A 6 CENTERPOINT ENERGY RESOURCES C CERNER CORP CHASE FUNDING MORTGAGE L 2 1A4 CENTERPOINT ENERGY TRANSI 1 A3 CERVUS EQUIPMENT CORPORATION CHASE ISSUANCE TRUST A4 A4 CENTERPOINT ENERGY TRANSI A A2 CETIP SA - BALCAO ORGANIZADO CHASE ISSUANCE TRUST C2 C2 CENTERPOINT ENERGY TRANSI A A3 CETIP SA - BALCAO ORGANIZADO D CHASE MORTGAGE FINANCE A1 2A1 CENTERPOINT PPTY TR FLEXIBLE CEZ CHASE MORTGAGE FINANCE A1 8A1 CENTERRA GOLD INC CEZ CZK100 CHASE MORTGAGE FINANCE S2 1A8 CENTRAIS ELECTRICAS BRAS PREF CF INDUSTRIES HOLDINGS INC CHASE MORTGAGE FINANCE S2 2A6 CENTRAIS ELECTRICAS DE SANTA CF INDUSTRIES INC CHC HELICOPTER SA CENTRAIS ELETR BRAS-ELETROBRAS CFAO CHECKOUT HOLDING CORP CENTRAIS ELETRICAS DO PARA SA CFCRE COMMERCIAL 2011-C1 144A CHECKPOINT SOFTWARE TECH CENTRAL EUROPEAN MEDIA ENT-A CFE NPV CHEESECAKE FACTORY INC/THE CENTRAL EUROPEAN MEDIA REGS CFH HOLDINGS CORP SER A PFD CHEIL INDUSTRIES KSWN5000 CENTRAL GARDEN AND PET CO CFS RETAIL PROPERTY TRUST UNIT CHELSEA APARTMENTS CENTRAL GLASS CO Y50 CGI GROUP INC CHEMICAL WORKS OF GEDEON CENTRAL JAPAN RAILWAY CO CFD CH ROBINSON WORLDWIDE INC CHEMRING GROUP ORD GBP CFD CENTRAL JAPAN RY Y5000 CHALLENGER LTD CHEMSPEC INTERNATIONAL LTD CENTRAL VERMONT PUBLIC SERVICE CHAMPION TECHNLGY HKD0.10 CHEN HSONG HLDGS ORD HK$0.10 CENTRICA ORD GBP0.061728395 CHANGSHA ZOOMLION HEAVY IND CHENG LOONG TWD10 CENTRICA PLC CFD CHAOWEI POWER HOLDINGS CHENIERE ENERGY INC

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CHEQUERS CAPITAL XV FCPR CHINA LIFE INSURANCE CO LTD CHRYSLER GROUP LLC/CG CO-ISSUE CHESAPEAKE ENERGY CORP CHINA MERCHANTS BK 'H' CNY1 CHS/COMMUNITY HEALTH SYSTEMS I CHESAPEAKE MIDSTREAM PARTNERS CHINA MERCHANTS HOLDINGS INTL CHUBB CORP CHESTER ASSET RECE BDS CHINA METAL RECYCLING CHUBU ELECTRIC POWER CO INC CHEUNG KONG INFRASTRUCTURE CHINA MINZHONG FOOD CORP LTD CHUBU ELECTRIC PWR Y500 CHEUNG KONG(HLDGS) HK$0.50 CHINA MOBILE LTD CHUBU SHIRYO CO JPY50 CFD CHEVRON CORP CHINA MODERN DAIRY HOLDINGS LT CHUGAI PHARMACEUTL Y50 CHEVRON CORP PROFIT SHARING CHINA NATIONAL BUILDING MATERI CHUGAI RO CO JPY50 CHEVY CHASE PAVILION CHINA OILFIELD SERVICES-H CHUGAI RO CO JPY50 CFD CHEYNE FIN MTN 144A TR # 00122 CHINA OVERSEAS GRAND OCEANS GR CHUGOKU BANK Y50 CHF/AUD SPOT OPTION 2011 CHINA OVERSEAS LAND & INVEST CHUGOKU ELECTRIC POWER CFD CHF/CAD SPOT OPTION 2011 CHINA PETROLEUM & CHEMICAL COR CHUGOKU ELECTRIC POWER CO INC CHF/EUR SPOT OPTION 2011 CHINA POWER INTL HKD1 CHUKYO BANK JPY50 CFD CHF/EUR SPOT OPTION 2012 CHINA RESOURCES LAND LTD CHUN WO DEVELOPMENT HOLDINGS CHF/GBP SPOT OPTION 2011 CHINA RESOURCES POWER HOLDIN CHUN YUAN STEEL TWD10 CHF/GBP SPOT OPTION 2012 CHINA SECURITY & SURVEILLANCE CHUNGHWA TELECOM CO LTD CHF/USD SPOT OPTION 2011 CHINA SHANSHUI CEMENT GROUP CHUO MITSUI TRUST HLDGS CFD CHIBA BANK LTD CFD CHINA SHENHUA ENERGY CO LTD CHURCH & DWIGHT CO INC CHIBA BANK Y50 CHINA SHIPPING DEV H CNY1 CI FINANCIAL INC CHIBA KOGYO BANK LTD/THE CFD CHINA SKY CHEMICAL FIBRE CIA CERVECERIAS UNIDAS SA CHICAGO ILL CHINA TAISAN TECH GROUP LTD CIA DE BEBIDAS DAS AMERICAS CHICAGO ILL BRD ED CHINA TAISAN TECHNOLOGY GROUP CIA DE SANEAMENTO BASICO DO ES CHICAGO ILL O HARE INTL ARPT R CHINA TELECOM CORP 'H'CNY1 CIA HERING COM NPV CHICAGO ILL TRANSIT AUTH SALES CHINA TING GROUP H HKG0.1 CIA PARANAENSE DE ENERGIA CHICO'S FAS INC CHINA UNICOM HKD0.10 CIA SANEAMENTO MINAS GERAIS CHILE GOVERNMENT INTERNATIONAL CHINA YURUN FOOD GROUP LTD CIBER INC CHINA AGRI-INDUSTRIES HLDGS CHINA ZENITH CHEMI CIC ENERGY CORP CHINA AUTOMATION GROUP LIMITED CHINATRUST FINANCIAL HOLDING CID GREATER CHINA VENTURE CHINA BLUECHEMICAL LIMITED CHIN-POON INDUSTRIAL TWD10 CIE FINANCEMENT FONCIER CHINA CONSTRUCTION BANK CORP CHIPBOND TECHNOLO TWD10 CIE GENERALE DE GEOPHYSIQUE - CHINA CONSTRUCTION BANK 'H' CHIPMOS TECHNOLOGIES BERMUDA CIELO SA CHINA DONGXIANG (GROUP) CO LTD CHIPOTLE MEXICAN GRILL INC CIENA CORP CHINA EVERBRIGHT HKD1 CHIYODA CORP CFD CIF EUROMORTGAGE CHINA FIRE & SECURITY GROUP IN CHIYODA CORP Y50 CIGNA CORP CHINA FORESTRY HOLDINGS LTD CHONG KUN DANG CP KRW2500 CIGNA CORP COM CHINA GAOXIAN FIBRE FABRIC CHORI CO LTD CFD CIMAREX ENERGY CO CHINA GAS HOLDINGS LTD CHORI CO LTD JPY50 CIMB GROUP HOLDINGS BERHAD CHINA GREEN HLDGS HKD0.1 CHORUS AVIATION INC CIMENTS FRANCAIS A EUR4 CHINA ITS HOLDINGS CO LTD CHRISTIAN DIOR EUR2 CIMPOR CIMENTOS DE EUR1(REGD) CHINA LIANSU GROUP HOLDINGS LT CHROMA ATE INC TWD10 CINCINNATI BELL INC CHINA LIFE INS TWD10 CHRYSLER AUTOMOTIVE (6/11) TLB CINCINNATI FINANCIAL CORP

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CINCINNATI GAS & ELEC CO DEB CITIGROUP FUNDING INC CLAIRE'S STORES INC CINEMARK HOLDINGS INC CITIGROUP INC CLAREGOLD TRUST CINEMARK USA INC CITIGROUP INC GLOBAL SR NT CLARIANT CHF4.00(REGD) CINTAS CORP CITIGROUP INC SR NT CLARION CO Y50 CFD CINTAS CORP NO 2 CITIGROUP INC SUB NT CLARITY PARTNERS II LP CINVEN FD FOURTH CITIGROUP MORTGAGE LO AHL3 A3A CLARITY PARTNERS L P CIPUTRA DEVELOPMENT IDR250 CITIGROUP MORTGAGE LO AR8 2A1A CLARK CNTY NEV PASSENGER FAC C CIRCLE K SUNKUS CO NPV CITIGROUP MORTGAGE LO WMC1 A2C CLAYTON DUBILIER & RICE FD V CISCO SYSTEMS INC CITIGROUP MORTGAGE LOA WF2 AF7 CLAYTON DUBILIER & RICE VI LP CISION AB NPV CITIGROUP MORTGAGE LOA WFH1 A3 CLEAN HARBORS INC CIT GROUP 8/10 TL3 CITIGROUP MORTGAGE LOA WFH3 A3 CLEAR CHANNEL WORLDWIDE HOLDIN CIT GROUP INC CITIGROUP MORTGAGE LOA WFH4 A3 CLEARSTONE VENTURE PARTNERS CITADEL BROADCASTING 12/10 TLB CITIGROUP MORTGAGE LOAN 7 4A1 CLEARWATER PAPER CORP CITADEL BROADCASTING CORP CITIGROUP MORTGAGE LOAN HE3 A CLEARWIRE COMMUNICATIONS 144A CITCO (5/11) TLB CITIGROUP MORTGAGE LOAN TRUST CLEARWIRE COMMUNICATIONS LLC/C CITGO PETROLEUM CORP CITIGROUP MTG LN 03-HE4 A 144A CLEAVER-BROOKS INC CITI CASH COLLATERAL CITIGROUP MTG LN TR 05-WF2 AF4 CLECO CORP CITIBANK CREDIT CARD ISS A1 A1 CITIGROUP MTG LN TR 06-WF2 A2C CLERESTORY PARTNERS LP CITIBANK CREDIT CARD ISS A2 A2 CITIGROUP RESIDENTIAL 07-1 A-5 CLESSIDRA CAPITAL PARTNERS II CITIBANK CREDIT CARD ISS A3 A3 CITIGROUP/DEUTSCHE BANK CD1 A4 CLICKS GROUP LTD ZAR0.01 CITIBANK CREDIT CARD ISS A4 A4 CITIGROUP/DEUTSCHE BANK CD1 AJ CLIFFS NATURAL RESOURCES INC CITIBANK CREDIT CARD ISS A5 A5 CITIGROUP/DEUTSCHE BANK CD3 A3 CLONDALKIN ACQUISITION B V GTD CITIBANK CREDIT CARD ISS A8 A8 CITIGROUP/DEUTSCHE BANK CD3 A5 CLOROX CO CITIBANK CREDIT CARD ISS A9 A9 CITIGROUP/DEUTSCHE BANK CD4 A4 CLOSE BROS GROUP ORD 25P CITIBANK NA CITIGROUP/DEUTSCHE BANK CD5 A2 CLOSE BROTHERS GROUP PLC CFD CITIBANK OMNI MASTER TRU A8 A8 CITIGROUP/DEUTSCHE BANK CD5 A4 CLOUD PEAK ENERGY INC CITICORP MORTGAGE SECURI 1 1A1 CITIMORTGAGE ALTERNATIV A1 1A5 CLOUD PEAK ENERGY RESOURCES LL CITICORP MORTGAGE SECURI 11 A1 CITIZEN HOLDINGS CO Y50 CLP HLDGS HKD5 CITICORP MORTGAGE SECURI 2 1A3 CITIZEN WATCH CO LTD CFD CLP/USD SPOT OPTION 2011 CITICORP MORTGAGE SECURI 3 1A9 CITIZENS & NORTHERN CORP CLUB MEDITERRANEE CITIFINANCIAL MTG SECS03-2 AF4 CITIZENS FINANCIAL SERVICES IN CLUBCORP CLUB OPERATIONS INC CITIGROUP CAPITAL XIII CITRA MARGA NUSAPHALA PERSADA CLYDESDALE CLO LTD 2004-1A C2 CITIGROUP CAPITAL XXI CITRIX SYSTEMS INC CMA CGM SA CITIGROUP COMMER RR3 MLSR 144A CITY DEVELOPMENTS SGD0.50 CME GROUP INC CITIGROUP COMMERCIAL MO C7 A2B CITY LODGE HOTELS ZAR0.10 CMET FIN HLDGS INC CITIGROUP COMMERCIAL MOR C4 A1 CITY NATIONAL CORP/CA CMK CORP CFD CITIGROUP COMMERCIAL MOR C5 A4 CITY OF LONDON INVESTMENT TR CMS ENERGY CORP CITIGROUP COMMERCIAL MOR C5 AM CJ CHEILJEDANG CNA FINANCIAL CORP CITIGROUP COMMERCIAL MOR C6 A4 CJ CORP KSWN5000 CNB FINANCIAL CORP/PA CITIGROUP COMMERCIAL MOR C6 AM CJ E&M CORP CNH EQUIPMENT TRUST A A4 CITIGROUP FDG INC CLAIRE'S STORE INC TLB CNH EQUIPMENT TRUST A A4A

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CNH EQUIPMENT TRUST B A4 COGECO CABLE INC COMM 2004 RS1 LTD 144A 3C7 CNINSURE INC COGECO INC COMM 2005 FL10 MTG P/T CL E CNO FINANCIAL GROUP INC COGENT COMMUNICATIONS GROUP IN COMM 2007-C9 MTG P/T CL J 144A CNOOC FINANCE 2011 LTD COGNETAS (ELECTRA EUR) FD II COMMERCE BANCSHARES INC/KANSAS CNOOC LTD HKD0.02 COGNIZANT TECHNOLOGY SOLUTIONS COMMERCIAL INTL BANK(EGYPT) CNP ASSURANCES CO-INVESTMENT 2000 FUND L P COMMERCIAL METALS CO CNP ASSURANCES EUR1 COLDMAN/WHITEHALL V & VI COMMERCIAL MORTGAGE ASSE C2 A3 CNPC HK OVERSEAS CAPITAL LTD COLEMAN CABLE INC COMMERCIAL MORTGAGE ASSET C2 E CNY/USD SPOT OPTION 2011 COLGATE-PALMOLIVE CO COMMERCIAL MORTGAGE PA LB1A A1 CO INVESTMENT FUND (THE) II LP COLGATE-PALMOLIVE INR1 DEMAT COMMERCIAL MORTGAGE PA LB1A A2 COACH INC COLLECTIVE BRANDS INC COMMERCIAL MORTGAGE PAS LB1A D COAL INDIA LTD COLLEGEVILLE COURTYARD COMMERCIAL MORTGAGE PASS C7 A4 COASTAL CONTRACTS BHD MYR0.20 COLLINS & AIKMAN FL TANDUS TLB COMMERCIAL MORTGAGE PASS C7 AM COASTAL ENERGY CO COM USD0.04 COLLINS & AIKMAN PRODS CO 144A COMMERCIAL MORTGAGE PASS C8 A4 COBANK ACBSUB SER 07A 144A COLOMBIA (REP OF) COMMERCIAL MORTGAGE PASS C9 A4 COBHAM ORD GBP0.025 COLOMBIA (REP OF) DEB COMMERCIAL MORTGAGE PASS C9 AM COBHAM PLC CFD COLOMBIA (REP OF) NTS COMMERCIAL MTG 144A 98-C2 CLF COCA COLA CENTRAL JPY50000 COLOMBIA (REPUBLIC OF) COMMERCIAL MTG 99-C1 144A COCA-COLA AMATIL NPV COLOMBIA GOVERNMENT INTERNATIO COMMERCIAL MTG 99-C1 CL F 144A COCA-COLA CO/THE COLOMBIA REP BDS COMMERCIAL MTG ACCEP 144A COCA-COLA ENTERPRISES INC COLONIAL PROPERTIES TRUST COMMERCIAL MTG TR99 C2 G 144A COCA-COLA FEMSA SAB DE CV COLONY INVESTORS VIII LP COMMERZBANK AG NPV COCA-COLA HBC FINANCE BV COLOPLAST SER 'B' DKK5 COMMIT TO PUR ADVANSTAR COCA-COLA HELLENIC BOTTLING CO COLORADO ST BLDG EXCELLENT COMMIT TO PUR FHLMC GOLD SFM COCA-COLA REFRESHMENTS USA INC COLOWIDE CO LTD NPV CFD COMMIT TO PUR FNMA SF MTG COCA-COLA WEST COMPANY LTD NPV COLRUYT SA NPV COMMIT TO PUR GNMA II JUMBOS COCAO FUTURE (LIF) COLUMBIA SPORTSWEAR CO COMMIT TO PUR GNMA SF MTG COCHLEAR LTD COM COLUMBUS INTERNATIONAL INC COMMODITY FUND OF HEDGE FUNDS COCOA FUTURE (LIF) COLUMBUS INTL INC COMMONWEALTH BANK AUST 144A COCOA FUTURE (NYB) COLUMBUS OHIO COMMONWEALTH BANK OF AUSTRALIA COCOKARA FINE HOLDINGS INC CFD COLUMBUS SOUTHERN POWER CO COMMONWEALTH EDISON CO CODE HENNESSY & SIMMONS COMBA TELECOM SYS HKD0.10 COMMONWEALTH FING AUTH PA REV CODE HENNESSY & SIMMONS II COMCAST CABLE COMMNS EXCH NTS COMMONWEALTH PROPERTY OFFICE CODE HENNESSY & SIMMONS III LP COMCAST CABLE COMMUNICATIONS H COMMONWEALTH REIT CODE HENNESSY I COMCAST CABLE COMMUNICATIONS L COMMSCOPE (COV-LITE 1/11) TLB CODE,HENNESSY & SIMMONS IV L.P COMCAST CORP COMMSCOPE INC CODELCO INC COMCAST HOLDINGS CORP COMMUNICATIONS SYSTEMS INC CODEXIS INC COMERICA INC COMMUNITY BANK SYSTEM INC COFFEE 'C' FUTURE (NYB) COMFORTDELGRO CORP SGD0.25 COMMUNITY CHOICE FINANCIAL INC COFFEE ROBUSTA 10TN FUT (LIF) COMISION FED DE ELECTRIC COMMUNITY HEALTH SYSTEMS INC COFFEYVILLE RESOURCES LLC / CO COMM 2001 J2 CL F 144A COMMVAULT SYSTEMS INC

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COMNI 2009-A12 A12 CONSOL ENERGY INC COPART INC COMNI 2009-A13 CONSOLIDATED EDISON CO OF NEW COPPER FUTURE (CMX) COMPAGNIE DE SAINT-GOBAIN CONSOLIDATED EDISON INC COPPER FUTURE (LME) COMPAGNIE DE ST GOBAIN CONSOLIDATED NATURAL GAS CO CORE LABORATORIES N V COMPAGNIE FINANCIERE CONSOLVE INCORPORATED SER D CORE MOLDING TECHNOLOGIES INC COMPAGNIE GENERALE DE CONSOLVE INCORPORATED SER E CORELOGIC INC COMPAL ELECTRONICS INC 144A CONSTELLATION BRANDS INC CORIO NV EUR10 COMPANHIA BRASILERA DE BEBIDAS CONSTELLATION ENERGY GROUP INC CORN FUTURE (CBT) COMPANIA VALE DO RIO DOCE 'A' CONSTELLATION SOFTWARE INC CORN PRODUCTS INTERNATIONAL IN COMPARTAMOS SAB DE CV CONSTRUCCIONES Y AUXILIAR DE CORNELL UNIVERSITY COMPASS GROUP ORD GBP0.10 CONSUMER FUNDING LLC 1 A6 CORNERSTONE ONDEMAND INC COMPASS GROUP PLC CFD CONSUMERS ENERGY CO CORNERSTONE PATRIOT FUND LP COMPASS MINERALS INTERNATIONAL CONTACT ENERGY NPV CORNING INC COMPLETE GENOMICS INC CONTANGO OIL & GAS CO CORONA CORP CFD COMPLETE PRODUCTION SERVICES I CONTIMORTGAGE HOME EQUIT 4 B1F CORONA CORP JPY50 COMPTON PETROLEUM CORP CONTINENTAL AG NPV CORONADO BAY CLUB COMPUTER ENGINEERING CFD CONTINENTAL AIRLINES 2000-2 CL CORP ANDINA DE FOMENTO COMPUTER MODELLING GROUP LTD CONTINENTAL AIRLINES 2010-1 CL CORP GEO SAB DE CV COMPUTER SCIENCES CORP CONTINENTAL AIRLINES INC CORP NACIONAL DEL COBRE DE CHI COMPUTER SERVICES INC CONTINENTAL AIRLS 05-ERJ1 CORPORACION MAPFRE SA COMPUTER TASK GROUP INC CONTINENTAL AIRLS 06-1 P/T G CORPORATE EXECUTIVE BOARD CO/T COMPUTERSHARE NPV (DFD 1 POST CONTINENTAL AIRLS PASSTHRU TR CORPORATE OFFICE PPTYS TR COMPUWARE CORP CONTINENTAL RESOURCES INC/OK CORPORATE OFFICE PROPERTIES TR COMSCORE INC CONTINENTAL WINGATE #012-43157 CORPUS CHRISTI TEX INDPT SCH COMSTOCK RESOURCES INC CONTINUCARE CORP CORRECTIONS CORP OF AMERICA COMTECH TELECOMMUNICATIONS COR CONVATEC 12/10 (USD) TL COSAN LTD SHS -A- CONAGRA FOODS INC CONVATEC HEALTHCARE E SA COSAN SA INDUSTRIA E COMERICO CONCENTRIC AB CONVERGYS CORP COSCO CORPORATION (SINGAPORE) CONCHO RESOURCES INC/MIDLAND T CON-WAY INC COSCO PACIFIC ORD HK$0.1 CONCUR TECHNOLOGIES INC COOK CNTY ILL COSHOCTON OHIO CITY SCH DIST CONMED HEALTHCARE MANAGEMENT I COOKSON GROUP CFD COSMO OIL CONNACHER OIL AND GAS LIMITED COOKSON GROUP ORD GBP1 COST PLUS INC CONNACHER OIL AND GAS LTD COOPER COS INC/THE COSTAIN GROUP PLC CONNECTICUT LIGHT & POWER CO/T COOPER INDUSTRIES PLC COSTAR GROUP INC CONNECTICUT ST COOPER TIRE & RUBBER CO COSTCO WHOLESALE CORP CONOCOPHILLIPS COOPER US INC COTT BEVERAGES INC CONOCOPHILLIPS AUSTRALIA FUNDI COOPERATIEVE CENTRALE RAIFFEIS COTT CORP CONOCOPHILLIPS CANADA FUNDING COOPER-STANDARD AUTOMOTIVE INC COTTON NO 2 FUTURE (NYB) CONOCOPHILLIPS HOLDING CO COORS BREWING CO COULEE MED FNDTN WASH REV CONSECO FINANCE SECURITIZ 4 A4 COPA HOLDINGS S A CL A COUNTRYWIDE ALTERNAT 11CB 2A10 CONSECO FINANCIAL CORP 3 A6 COPANO ENERGY LLC / COPANO ENE COUNTRYWIDE ALTERNATI 11T1 A21

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COUNTRYWIDE ALTERNATI 20CB 1A2 COUNTRYWIDE ASSET-BACKED 8 M1 COX COMMUNICATIONS INC COUNTRYWIDE ALTERNATI 24CB A11 COUNTRYWIDE ASSET-BACKED S1 A2 CP ALL PCL THB1(ALIEN MARKET) COUNTRYWIDE ALTERNATI 28CB 3A5 COUNTRYWIDE FINANCIAL CORP CPAFVC716X2 OAKTREE LOAN FUND COUNTRYWIDE ALTERNATI 28CB 6A1 COUNTRYWIDE HOME 06BC2N N 144A CPI INTERNATIONAL ACQUISITION COUNTRYWIDE ALTERNATI 29CB A11 COUNTRYWIDE HOME EQUITY L C 2A CPP GROUP PLC - W/I COUNTRYWIDE ALTERNATI 2CB 1A15 COUNTRYWIDE HOME EQUITY L G 2A CPS 2006-D B COUNTRYWIDE ALTERNATI 30CB 1A2 COUNTRYWIDE HOME EQUITY L I 2A CPS 2007-A B COUNTRYWIDE ALTERNATI 30CB 1A8 COUNTRYWIDE HOME EQUITY L O 1A CPS AUTO TRUST COUNTRYWIDE ALTERNATI 40T1 2A6 COUNTRYWIDE HOME EQUITY LO A A CPS AUTO TRUST A A 144A COUNTRYWIDE ALTERNATIV 15CB A5 COUNTRYWIDE HOME EQUITY LO F A CPS AUTO TRUST A C 144A COUNTRYWIDE ALTERNATIV 15CB A7 COUNTRYWIDE HOME LN MTG PASS 1 CR BARD INC COUNTRYWIDE ALTERNATIV 21T1 A2 COUNTRYWIDE HOME LOA HYB3 3A1A CRAFT BREWERS ALLIANCE INC COUNTRYWIDE ALTERNATIV 22T1 A5 COUNTRYWIDE HOME LOAN 12 11A2 CRANE CO COUNTRYWIDE ALTERNATIV 25CB A2 COUNTRYWIDE HOME LOAN HYB4 1A2 CRAWFORD & CO COUNTRYWIDE ALTERNATIV 27CB A1 COUNTRYWIDE HOME LOAN HYB9 1A1 CRC HEALTH 1/11 EXTENDED TLB2 COUNTRYWIDE ALTERNATIV 2CB 1A4 COUNTRYWIDE HOME LOAN M 18 1A1 CRC HEALTH CORP COUNTRYWIDE ALTERNATIV 4CB 2A3 COUNTRYWIDE HOME LOAN M 19 1A6 CREDICORP LTD COUNTRYWIDE ALTERNATIV 51 1A2A COUNTRYWIDE HOME LOAN M 21 A11 CREDIT ACCEPTANCE CORP COUNTRYWIDE ALTERNATIV 59 1A2B COUNTRYWIDE HOME LOAN M 22 1A2 CREDIT AGRICOLE COUNTRYWIDE ALTERNATIV 5CB 2A1 COUNTRYWIDE HOME LOAN M 27 2A1 CREDIT AGRICOLE SA COUNTRYWIDE ALTERNATIV 9T1 2A3 COUNTRYWIDE HOME LOAN M J7 3A2 CREDIT AGRICOLE SA/LONDON COUNTRYWIDE ALTERNATIV HY12 A1 COUNTRYWIDE HOME LOAN MO 10 A2 CREDIT CHINA HOLDINGS LTD COUNTRYWIDE ALTERNATIV J10 1A3 COUNTRYWIDE HOME LOAN MO 10 A5 CREDIT COMMERCIAL DE FRANCE COUNTRYWIDE ALTERNATIV OA12 A2 COUNTRYWIDE HOME LOAN MO 21 A1 CREDIT CORP GROUP NPV COUNTRYWIDE ALTERNATIV OA21 A1 COUNTRYWIDE HOME LOAN MO 21 A8 CREDIT LINKED SER 24 144A COUNTRYWIDE ALTERNATIVE 24 3A2 COUNTRYWIDE HOME LOAN MO 22 A1 CREDIT SAISON CO NPV COUNTRYWIDE ALTERNATIVE 36 3A1 COUNTRYWIDE HOME LOAN MO 2R A1 CREDIT SUISSE COUNTRYWIDE ALTERNATIVE 72 A2 COUNTRYWIDE HOME LOAN MO 3 A30 CREDIT SUISSE (LONDON BRANCH) COUNTRYWIDE ALTERNATIVE J3 2A1 COUNTRYWIDE HOME LOAN MOR 1 A2 CREDIT SUISSE 02-CKP1 KZ 144A COUNTRYWIDE ASSET-BACK 11 1AF3 COUNTRYWIDE HOME LOAN MOR 1 A3 CREDIT SUISSE 06-C4 CL G 144A COUNTRYWIDE ASSET-BACK 11 3AV3 COUNTRYWIDE HOME LOAN MOR 1 A7 CREDIT SUISSE 2000-FL1 CL V-1 COUNTRYWIDE ASSET-BACK 13 1AF3 COUNTRYWIDE HOME LOAN OA5 2A1 CREDIT SUISSE 2007-TFL1 L 144A COUNTRYWIDE ASSET-BACK 13 3AV2 COUNTRYWIDE HOME LOAN R1 1AF1 CREDIT SUISSE AG COUNTRYWIDE ASSET-BACKE 12 2A1 COUNTRYWIDE HOME LOAN R2 1AF1 CREDIT SUISSE AG/GUERNSEY COUNTRYWIDE ASSET-BACKE 13 MV3 COUSINS PROPERTIES INC CREDIT SUISSE FB 01 CK6 144A COUNTRYWIDE ASSET-BACKE 22 2A2 COVANCE INC CREDIT SUISSE FB 02 26 B4 144A COUNTRYWIDE ASSET-BACKED 15 A6 COVANTA HOLDING CORP CREDIT SUISSE FB 02 26 B5 144A COUNTRYWIDE ASSET-BACKED 3 AF4 COVENTRY BLDG SOCIETY CREDIT SUISSE FB 02 26 IV B3 COUNTRYWIDE ASSET-BACKED 5 2A2 COVENTRY HEALTH CARE INC CREDIT SUISSE FB 02 CKS4 144A COUNTRYWIDE ASSET-BACKED 6 2A5 COVIDIEN INTERNATIONAL FINANCE CREDIT SUISSE FB 02 P1 A 144A COUNTRYWIDE ASSET-BACKED 7 MV3 COVIDIEN PLC CREDIT SUISSE FB 02-CP3 144A

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CREDIT SUISSE FB 03-C3 144A CREDIT SUISSE MORTGAGE C C3 A4 CROSSTEX ENERGY LP CREDIT SUISSE FB 03-C4 J 144A CREDIT SUISSE MORTGAGE C C3 AJ CROSSTEX ENERGY LP / CROSSTEX CREDIT SUISSE FB 04-C3 144A CREDIT SUISSE MORTGAGE C C4 A3 CROWN CASTLE INTERNATIONAL COR CREDIT SUISSE FB 04-C4 144A CREDIT SUISSE MORTGAGE C C5 A3 CROWN CASTLE OPERATING CO CREDIT SUISSE FB 04-TFL2 144A CREDIT SUISSE MORTGAGE C C5 AJ CROWN CASTLE TOWERS LLC CREDIT SUISSE FB 05-10 144A CREDIT SUISSE MORTGAGE CA C5 B CROWN CRAFTS INC CREDIT SUISSE FB 05-FIX1 A-5 CREDIT SUISSE NIMS 06-3 B 144A CROWN HOLDINGS INC CREDIT SUISSE FB 97-C2 H 144A CREDIT SUISSE USA INC CROWN LIMITED NPV CREDIT SUISSE FB 98-C1 144A CREDIT SUISSE/NEW YORK NY CROWN MEDIA HOLDINGS INC CREDIT SUISSE FB 98-C1 H 144A CREDIT-BASED ASSET SER CB4 A1A CRUDE OIL FUTURE (NYM) CREDIT SUISSE FB 98-C2 144A CREDT 2004 1 LTD CRYO-CELL INTERNATIONAL INC CREDIT SUISSE FB INC NT CREE INC CS STRATEGIC PARTNERS IV LP CREDIT SUISSE FB USA INC NT CRESCENT POINT ENERGY CORP CS STRATEGIC PARTNERS IV RE LP CREDIT SUISSE FIRST BO 10 10A2 CRESI FINANCE LP 2006-A E CS STRATEGIC PARTNERS IV VC LP CREDIT SUISSE FIRST BO CKN2 C1 CRESIX FINANCE LTD CREDIT LINK CSAB MTG BACKED 06-2 CL A5A CREDIT SUISSE FIRST BO CKN5 A4 CREST 01-1 LTD C 144A CSBC CORPORATION TAIWAN TWD10 CREDIT SUISSE FIRST BO CKP1 A3 CREST 2000 1 LTD CL D 144A CSC HLDGS INC SR DEB NT CREDIT SUISSE FIRST BO CPN1 A2 CREST 2000 1 LTD PFD 144A CSC HOLDINGS 5/09 EXT TLB2 CREDIT SUISSE FIRST BOS 29 5A1 CREST 2002-IG 02-IGA B 144A CSC HOLDINGS LLC CREDIT SUISSE FIRST BOS CKS4 B CREST 2002-IG LTD 02-IGAA 144A CSE SYS & ENGR SGD0.05 CREDIT SUISSE FIRST BOS CP3 A3 CREST CLARENDON 02-1 B1 144A CSFB BAHAMAS LTD CREDIT SUISSE FIRST BOST 1 3A1 CREST CLARENDON 02-1 B-2 144A CSFB STRATEGIC PARTNERS II CREDIT SUISSE FIRST BOST C1 A4 CREST CLARENDON STR 021 D 144A CSFB STRATEGIC PARTNERS II LP CREDIT SUISSE FIRST BOST C3 A4 CREST DARTMOUTH STR 03 1 144A CSFB STRATEGIC PARTNERS III RE CREDIT SUISSE FIRST BOST C5 A3 CREST DARTMOUTH STREET 1A B1 CSFB STRATEGIC PARTNERS III VC CREDIT SUISSE FIRST BOST INTL CREST G STAR 2001 2 144A CSFB STRATEGIC PARTNERS III-B CREDIT SUISSE FIRST BOSTO C3 D CREST G STAR 2001 2 CL C 144A CSL ORD NPV CREDIT SUISSE FIRST BOSTON CRESTON ORD GBP0.10 CSMC 2006-TF2A B CREDIT SUISSE GROUP AG CHF0.04 CRESTVIEW CAPITAL PARTNERS LP CSMC 2009-8R 5A1 CREDIT SUISSE INTERNATIONAL CRESTVIEW PARTNERS II PF LP CSMC 2010-RR1 1A CREDIT SUISSE INTL CRF 18 LLC USA CMNTY 144A A3 CSN ISLANDS CORP XI CREDIT SUISSE LONDON CRH AMERICA INC CSN ISLANDS XI CORP CREDIT SUISSE MO 12R 15A1 144A CRH ORD EUR0.32 CSN RESOURCES SA CREDIT SUISSE MORTGAGE 2R 2A5 CRH ORD EUR0.32 DUBLIN LIST CSR CORP LTD CREDIT SUISSE MORTGAGE 3R 25A1 CRICKET COMMUNICATIONS INC CSR PLC CFD CREDIT SUISSE MORTGAGE 3R 30A1 CROATIA CSS INDUSTRIES INC CREDIT SUISSE MORTGAGE C 7 1A3 CROATIA GOVERNMENT INTERNATION CST MINING GROUP LTD CREDIT SUISSE MORTGAGE C C1 A3 CROCS INC CSX CORP CREDIT SUISSE MORTGAGE C C1 A4 CROMPTON GREAVES INR2 CSX TRANSPORTATION INC CREDIT SUISSE MORTGAGE C C2 A3 CROOZ INC CT CDO III LTD CL A-2 144A CREDIT SUISSE MORTGAGE C C3 A3 CROSS ATLANTIC TECHNOLOGY FUND CTC MEDIA INC

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CTRIP.COM INTERNATIONAL LTD DAEHAN FLOUR MILL CO DAISEKI CO JPY50 CTS CORP DAELIM INDUSTRIAL CO KSWN 5000 DAISEKI CO LTD CFD CTS EVENTIM NPV DAESANG CORP KRW1000 DAISHI BANK NPV CFD CUBIST PHARMACEUTICALS INC DAESANG HOLDINGS CO LTD DAISO CO LTD CFD CULLEN/FROST BANKERS INC DAESUNG INDUSTRIAL CO LTD DAITO TRUST CONSTRUCTION Y50 CUMMINS INC DAETWYLER HLDGS CHF5 (POST DAIWA HOUSE INDUSTRY CO Y50 CUMULUS MEDIA INC WARRANT CTF DAEWOOD PRECISION I KRW5000 DAIWA INDUSTRIES NPV CURTISS-WRIGHT CORP DAH CHONG HONG HLDGS HKD0.15 DAIWA SECS GROUP NPV CVC CAPITAL PARTNERS ASIA DAH SING FINANCIAL HLDGS HK$2 DAIWA SEIKO INC JPY50 CFD CVC EUROPEAN EQUITY PART V DAI - ICHI KOGYO SEIYAKU Y50 C DALECO RES CORP COM NEW CVI GLOBAL VALUE FUND A LP DAI NIPPON PRINTING CO Y50 DALIAN PORT (PDA) CO 'H'CNY1 CVS CAREMARK CORP DAICEL CHEML INDS Y50 DANA HOLDING CORP CVS PASS-THROUGH TRUST DAIDO KOGYO CO LTD JPY50 DANAHER CORP CVS PAS-THROUGH TRUST 144A DAIDO STEEL CO Y50 DANIELI & C EUR1 CW CAPITAL COBALT LTD C3 AM DAIFUKU CO CFD DANONE CWMBS 2004-R2 1A-F1 144A DAIHATSU DIESEL JPY50 DANSKE BANK A/S CWMBS INC 03-40 CHL MTG 144A DAIHATSU MOTOR CO CFD DANSKE BANK A/S SUB MTN CWMBS INC 03-40 CTF B-4 144A DAIHATSU MOTOR CO Y50 DANSKE BANK AS DKK10 CWMBS INC 03-R3 CTF B-3 DAIHO CONSTRUCTION JPY50 DANVERS BANCORP INC CWMBS INC 03-R4 CTF 2A 144A DAIICHI CHUO KISUE CFD DANVILLE MANAGEMENT UNIT CWMBS INC 05-R2 MTG P/T 2A4 DAIICHI KIGENSO KAGAKU-KOGYO DAOU TECHNOLOGY INC KRW500 CWMBS INC 2004-R1 144A DAI-ICHI LIFE INSURANCE CO LTD DAPAI INTERNATIONAL HLDS CO CWMBS INC 2005-R3 B-3 144A DAIICHI SANKYO COMPANY LIMITED DAPHNE INTERNATIONAL HOLDINGS CWMBS REPERFORMING 02 1 144A DAIICHI SANKYO COMPANY LTD CFD DARDEN RESTAURANTS INC CWMBS REPERFORMING 02 R3 144A DAIKIN INDUSTRIES Y50 DARLING INTERNATIONAL (12/10) CWMBS REPERFORMING 02-R3 144A DAIKO CLEARING SERVICES CFD DARLING INTERNATIONAL INC CWMBS REPERFORMING 03-R2 144A DAIKOKU DENKI CO NPV DART GROUP ORD GBP0.0125 CWMBS REPERFORMING LN 021 144A DAIKYO INC Y50 DARTMOUTH COLLEGE CWMBS REPERFORMING LN 02-2 2B5 DAIKYO INC Y50 CFD DATA COMMUNICATIONS SYS CO CWMBS REPERFORMING LN 03-R1 DAILY EMERGING MKTS INDEX NON DATALINK CORP CYBEROPTICS CORP DAILY MAIL & GENERAL TRUST 'A' DATATEL (2/11) TLB CYPRESS SEMICONDUCTOR CORP DAILY MAIL&GENERAL TST -A NV DAUM COMMUNICATIONS CORP CYTEC INDUSTRIES INC DAIMLER AG ORD NPV DAVIS & HENDERSON CORP CZK/EUR SPOT OPTION 2011 DAIMLER CHRYSLER AUTO TR B A4B DAVITA (10/10) TLB D IETEREN NPV DAIMLER FINANCE NORTH AMERICA DAVITA INC D. CARNEGIE & CO AB SEK2 DAIMLER INTERNATIONAL FINANCE DAVITA INC 1L GTD SR S D/S NORDEN DKK1 (POST SUBD) DAIMLERCHRYSLER 07 A CL A-4A DB CASH COLLATERAL DAE AVIATION HOLDINGS INC TLB1 DAINIPPON SCREEN MANUFACTURING DBS BK LTD SINGAPORE SUB 144A DAE AVIATION HOLDINGS TLB2 DAINIPPON SUMITOMO PHARMA CO DBS HLDGS SGD1 DAEDUCK GDS KRW500 DAIRY CREST GROUP ORD 25P DBUBS LC2 A2 144A DAEGU DEPARTMENT STORE KRW5000 DAISAN BANK CFD DBUBS LC2 A4 144A

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DBUBS MORTGAGE TRUST 11-LC1AE DELTA LLOYD NV DEUTSCHE FINANCIAL CAPITA I A2 DBUBS MTG TR 11-LC1A F 144A DELUXE 5/07 SYNTHETIC LC DEUTSCHE LUFTHANSA AG ORD NPV DBUBS MTG TRUST 2011-LC1A A1 DELUXE 5/07 TLB DEUTSCHE MTG 98-C1 CL J 144A DCC ORD CFD DELUXE CORP DEUTSCHE POST AG NPV DCC ORD EURO0.25 DEMAG CRANES AG NPV (REGD) DEUTSCHE POST AG NPV (REGD) DCI GIM VTC APTS DEMANDTEC INC DEUTSCHE TELEKOM AG NPV (REGD) DCI GIM VTC CONDOS DENA BANK INR10(DEMAT T5) DEUTSCHE TELEKOM INTERNATIONAL DCM JAPAN HOLDINGS CO LTD CFD DENA CO LTD NPV DEUTSCHE TELEKOM INTL FINANCE DCP MIDSTREAM LLC DENA CO LTD NPV CFD DEV BK OF SINGAPORE GROUP HLDN DCP MIDSTREAM PARTNERS LP DENALI MRKT NEUTRAL EQ FD DEVELOPERS DIVERSIFIED REALTY DCT INDUSTRIAL TRUST INC DENBURY RESOURCES INC DEVON ENERGY CORP DE LA RUE ORD CFD DENDREON CORP DEVON ENERGY CORP NEW COM DEALERTRACK HOLDINGS INC DENKI KAGAKU KOGYO Y50 DEVON FINANCING CORP ULC DEAN FOODS 4/07 TLB DENMARK(KINGDOM OF) DEVON FING CORP ULC DEB DEAN FOODS CO DENSO CORPORATION NPV DEVON PARK BIOVENTURES LP DEAN FOODS CO/OLD DENTSPLY INTERNATIONAL INC DEVRO ORD 10P DEBENHAMS ORD GBP0.01 (WI) DENTSPLY INTL INC NEW COM DEVRY INC DEBENHAMS ORD GBP0.01 (WI) CFD DENTSU INC NPV DEWAN HOUSING FINANCE CORP DECKERS OUTDOOR CORP DENTSU INC NPV CFD DEWEY HOME LOAN DECMIL GROUP LTD DENVER COLO CITY & CNTY SCH DI DEX MEDIA EAST INC TL DEERE & CO DENVER COLO CITY & CNTY WTR CO DEX ONE CORP DEL MONTE (COV-LITE 2/11) TLB DEPFA ACS BANK DEXCOM INC DEL MONTE FOODS CO DEPOMED INC DEXIA CREDIT LOCAL SA DELAWARE STRUCTURED DEPOSITS FOR SHORT SALES DEXIA NPV DELEK GROUP ILS1 DERICHEBOURG DEXUS PROPERTY GROUP NPV DELHAIZE GROUP DERWENT LONDON PLC GBP0.05 DG FASTCHANNEL INC DELHAIZE GROUP SA DESARROLLADORA HOMEX SAB DE CV DIAGEO CAPITAL PLC DELL INC DESCENTE LTD CFD DIAGEO FINANCE PLC DELMARVA POWER & LIGHT CO DESTINATION MATERNITY CORP DIAGEO ORD 28 101/108P DE'LONGHI SPA DETOUR GOLD CORP DIAGEO PLC DELPHI CORP DETROIT EDISON CO/THE DIAGEO PLC CFD DELPHI CORP 144A DETROIT EDISON SECURITIZA 1 A5 DIAGNOSTICOS DA AM COM NPV DELPHI FINANCIAL GROUP INC DEUTSCHE ALT-A SECURIT AB1 A1A DIALOG SEMICONDUCTOR GBP0.10 DELTA AIR LINES (3/11) TL DEUTSCHE ALT-A SECURITI OA1 A1 DIAMOND FOODS INC DELTA AIR LINES 2010-1 CLASS A DEUTSCHE BANK AG DIAMOND OFFSHORE DRILLING INC DELTA AIR LINES INC DEUTSCHE BANK AG LONDON DIAMOND RESORTS CORP DELTA AIR LINES INC/OLD DEUTSCHE BANK AG ORD NPV REGD DIAMOND ROOFING TILES PCL DELTA AIR LINES SER 07-1A DEUTSCHE BANK AG/LONDON DIAMONDROCK HOSPITALITY CO DELTA AIR LINES SER 07-1C DEUTSCHE BANK AG/NEW YORK NY DIANA SHIPPING INC DELTA APPAREL INC DEUTSCHE BOERSE AG NPV DIASORIN SPA EUR1 DELTA FUNDING HOME EQUIT 1 A6F DEUTSCHE EUROPEAN PARTNERS IV DIC CORPORATION CFD

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DICE HOLDINGS INC DLJ REAL EST CAP PRTNRS II LP DOVER STREET VII LP DICK'S SPORTING GOODS INC DLJ REAL ESTATE CAPITAL DOW CHEMICAL CO/THE DICKS SPORTING GOODS INC OC DLJ REAL ESTATE CAPITAL PRTNRS DP WORLD LTD DICKSONS CONCEPT INTERNATIONAL DLJ STRATEGIC PARTNERS LP DPL INC DIEBOLD INC DMCI HLDGS INC PHP1 DR CI:LABO CO LTD DIGICEL GROUP LTD DNB NOR ASA NOK10 DR HORTON INC DIGICEL GROUP LTD SR 144A DNB NOR BANK AS NY INSTL C/D DR PEPPER SNAPPLE GROUP INC DIGICEL LIMITED DNB NOR BANK ASA DRA GROWTH AND INCOME VI LLC DIGITAL CINEMA (3/11) TLB DNB NOR BOLIGKREDITT DRAEGERWERK AG DIGITAL REALTY TRUST INC DOLAN CO/THE DRAGERWERK AG & CO KGAA NPV DIGITAL REALTY TRUST LP DOLLAR FINANCIAL CORP DRAGON HILL WULING AUTOMOBILE DIGITAL RIVER INC DOLLAR GENERAL CORP DRAGON OIL LTD ORD EUR0.10 CFD DIGITALGLOBE INC DOLLAR GENERAL CORP TL B-1 DRAPER FISHER JURVETSON FUND DINEEQUITY INC DOLLAR TREE INC DRAPER FISHER VII L P DIPLOMA PLC NEW ORD GBP0.05 DOLPHIN ENERGY LTD DRAPER TRIANGLE VENTURES DIRECIONAL ENGENHARIA SA DOMESTIC TAX RECOVERABLE ON DIVIDENDSDRAPER TRIANGLE VENTURES II LP DIRECTV DOMINICAN REPUBLIC INTERNATION DRAX GROUP ORD GBP0.1155172 DIRECTV HOLDINGS LLC / DIRECTV DOMINICAN REPUBLIC INTL DRB-HICOM BERHAD ORD MYR1 DISCOVER BANK/GREENWOOD DE DOMINION RESOURCES INC/VA DRDGOLD LTD DISCOVER CARD MASTER TRU A1 A1 DOMINOS PIZZA UK & IRL CFD DREAMWORKS ANIMATION SKG INC DISCOVER CARD MASTER TRUS 3 A1 DOMTAR CORP DRESSER-RAND GROUP INC DISCOVER FINANCIAL SERVICES DONALDSON CO INC DREYFUS INSTL CASH ADVANTAGE DISCOVERY COMMUNICATIONS DONEGAL GROUP INC DRILLISCH AG NPV DISCOVERY COMMUNICATIONS INC DONEGAL GROUP INC CL A DRIL-QUIP INC DISCOVERY COMMUNICATIONS LLC DONG IL CORP KSWN5000 DROGASIL SA COM STK NPV DISCOVERY FUNDING CORP DONG WHA PHARM KRW5000 DRUMMOND CO INC DISCOVERY HLDGS ZAR0.001 DONGBU ENG & CONST KRW5000 DS SMITH PLC GBP0.10 DISH DBS CORP DONGBU INSURANCE KRW500 DSG INTERNATIONAL PLC CFD DISTELL GROUP LTD ZAR0.01 DONGFENG MOTOR GROUP CIE LTD DST SYSTEMS INC DISTRICT COLUMBIA WTR & SWR AU DONGIL INDUSTRIES KRW5000 DSV DKK1 (POST SUBDIVISION) DIVERSEY HOLDINGS INC DONGWON FOOD & BEVE KRW5000 DTE ENERGY CO DIVERSEY INC DONGYUE GROUP DU PAGE CNTY ILL SCH DIST NO 0 DIVIDENDS RECEIVABLE RECLAIM DOOSAN INFRACORE CO LTD DU PONT EI DE NEMOURS & CO DJ EURO STOXX 50 FUTURE (EUX) DOREL INDUSTRIES INC DUBAI HOLDING COMMERCIAL OP DJO FINANCE LLC / DJO FINANCE DORMAN PRODUCTS INC DUBAI HOLDING COMMERCIAL OPERA DKK INTEREST DOT HEADQUARTERS II 2004 A-2 DUBAI SUKUK CENTRE LIMITED DLJ COML MTG CORP 98-CF2 144A DOUGLAS DYNAMICS (COV-LITE411) DUBIN CLARK FUND II LP DLJ COMMERCIAL MORTGAG CKP1 B3 DOUGLAS DYNAMICS INC DUBLIN OHIO CITY SCH DIST DLJ MERCHANT BANKING PARTNERS DOUGLAS EMMETT INC DUCOMMUN INC DLJ MERCHANT BANKING PTNRS LP DOUGLAS HLDGS AG NPV DUERR BETEILIGUNGS AG DEM5 DLJ MTG ACCEP 96-CF1 B-4 144A DOVER CORP DUESSELDORFER HYPOTHEKENBANK

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DUET GROUP EAST BATON ROUGE LA SWR COMMN EDISON MISSION ENERGY DUFRY AG CHF5 (REGD) EAST BAY CALIF MUN UTIL DIST W EDISON VENTURE FD II LP DUKE ENERGY CAROLINAS LLC EAST JAPAN RAILWAY CO CFD EDISON VENTURE FUND III DUKE ENERGY CORP EAST JAPAN RAILWAY CO Y50000 EDP ENERGIAS PORTUGAL DUKE ENERGY CORP SR NTS EAST WEST BANCORP INC EDP FINANCE BV DUKE ENERGY INDIANA INC EASTERN INSURANCE HOLDINGS INC EDP RENOVAVEIS SA EUR5 DUKE REALTY CORP EASTERN MICH UNIV REVS EDUCATION MANAGEMENT CORP DUKE REALTY LP EASTERN RETAIL HOLDINGS L P EDUCATION MANAGEMENT LLC / EDU DULUXGROUP LTD EASTMAN CHEMICAL CO EDWARDS LIFESCIENCES CORP DUN & BRADSTREET CORP EASTMAN KODAK CO EESTI ENERGIA AS DUNDEE CORPORATION EASTON-BELL SPORTS INC EF HUTTON TRUST II 1 E DUNDEE PRECIOUS METALS INC EASYLINK SERVICES INTERNATIONA EFSF DUNKIN' BRANDS (ADD-ON 5/11) EATON CORP EGAIN COMMUNICATIONS CORP DUNKIN' BRANDS INC EATON VANCE CORP EGE HAINA FINANCE COMPANY REGS DUPONT FABROS TECHNOLOGY INC EBARA Y50 CFD EGYPT GOVERNMENT AID BONDS DUPONT FABROS TECHNOLOGY LP EBARA-UDYLITE NPV CFD EH HOLDING CORP DUQUESNE LIGHT CO EBAY INC E-HOUSE CHINA HOLDINGS LTD DURATEX SA EBIX INC EI DU PONT DE NEMOURS & CO DUTCH (GOVT OF) EBRO FOODS SA EIFFAGE EUR4(POST SUBDIVISION) DXP ENTERPRISES INC EBS BUILDING L L C CL A EISAI CO Y50 DYAX CORP EBS LITIGATION L L C CL A EISAI CO Y50 CFD DYCOM INVESTMENTS INC EBS PENSION L L C CL A EIZO NANAO CORP NPV CFD DYDO DRINCO INC JPY50 ECHELON CORP EKSPORTFINANS ASA DYNASTY CERAMIC CO THB1(ALN ECHO ENTERTAINMENT GROUP LTD EL AL ISRAEL AIRLINES LTD ILS1 DYNASTY FINE WINES GROUP LTD ECKERT & ZIEGLER ORD NPV EL PASO CORP DYNCORP (7/10) TLB ECOLAB INC EL PASO CORP PERP PFD CONV DYNCORP INTERNATIONAL INC ECOLOGY AND ENVIRONMENT INC EL PASO NATURAL GAS CO DYNEGY HOLDINGS INC ECONOCOM GROUP NPV EL PASO PERFORMANCE-LINKE 144A DYNEGY INC ECOPETROL SA EL PASO PIPELINE PARTNERS LP DYNEX CAPITAL INC ECOTALITY INC EL PASO PIPELINE PARTNERS OPER E SUN FINANCIAL HOLDING CO LTD ECUADOR (REPUBLIC OF) EL PUERTO DE LIVERPOOL SAB DE E*TRADE FINANCIAL CORP EDCON PROPRIETARY LTD EL SALVADOR (REP OF NTS USD E.CL SA EDENRED EL SALVADOR (REP OF REGS E.ON AG NPV EDF EL SALVADOR (REP OF) NTS E2V TECHNOLOGIES ORD GBP0.05 EDGEWATER GROWTH CAP PARTNERS EL SALVADOR (REPUBLIC OF) REGS EACCESS LTD NPV CFD EDGEWATER PRIVATE EQUITY FUND ELAN CORP ORD EUR0.05 EADS EURO AERO DEF EUR 1 EDION CORP NPV ELBIT SYSTEMS ILS1 EADS FINANCE B V EDION CORP NPV CFD ELDORADO GOLD CORP EAGLE NICE INTL HL HKD0.01 EDISON BROS STORES INC COM NEW ELEC & ELTEK INTERNATIONAL CO EAGLE ROCK ENERGY PARTNERS LP EDISON BROS STORES INC SR NTS ELEC POWER DEV NPV EARTHLINK INC EDISON INTERNATIONAL ELEC POWER DEV NPV CFD

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ELECTRICIDADE DE PORTUGAL FIN EMPIRE DISTRICT ELECTRIC CO/TH ENGRO CHEMICAL PAKISTAN ORD ELECTRICITE DE FRANCE EMPRESA DISTRIBUIDORA Y COMERC ENI EUR1 ELECTROCOMPONENTS PLC CFD EMPRESAS ICA SA DE CV ENI SPA ELECTROLUX AB SER 'B' NPV EMPRESAS PUBLIC MEDELLIN ENN ENERGY HOLDINGS LTD ELECTRONIC ARTS INC EMPRESAS PUBLICAS DE MEDELLIN ENNIS INC ELECTRONICS FOR IMAGING INC EMS TECHNOLOGIES INC ENOGEX LLC ELEKTA SER B NPV EMSC (COV-LITE TL 4/11) ENQUEST PLC ELEMENTIS PLC ORD GBP0.05 ENBRIDGE ENERGY PARTNERS LP ENSCO OFFSHORE CO US GOVT GTD ELEVATION PARTNERS LP ENBRIDGE INC ENSCO PLC ELI LILLY & CO ENCANA CORP ENSIGN GROUP INC/THE ELISA CORPORATION ENCANA CORPORATION ENTERCOM COMMUNICATIONS CORP ELIZABETH ARDEN INC ENCORE ENERGY PARTNERS LP ENTERGY ARKANSAS INC ELMOS SEMICONDUCTOR AG NPV ENCORE OIL PLC CFD ENTERGY CORP ELPIDA MEMORY INC NPV ENDEAVOUR SILVER CORP ENTERGY GULF STATES INC ELPIDA MEMORY INC NPV CFD ENDESA SA EUR 1.2 (REGD) ENTERGY LOUISIANA LLC ELRINGKLINGER AG NPV ENDO PHARMACEUTICALS HOLDINGS ENTERGY MISSISSIPPI INC ELTEK ASA NOK1 ENDOLOGIX INC ENTERGY TEXAS RESTORATION A A1 ELWOOD ENERGY LLC SR SECD BD ENDURANCE SPECIALTY HLDGS LTD ENTERPRISE FINANCIAL SERVICES EMAAR PROPERTIES COMPANY AED1 ENEL EUR1 ENTERPRISE FLEET FINANCIN 2 A2 EMAC OWNER TR 1998-1 NTS 144A ENEL GREEN POWER SPA EUR0.20 ENTERPRISE INNS ORD GBP0.025 EMAP NON-CUM RD PRF B SHS ENEL-SOCIETA PER AZIONI ENTERPRISE PRODUCTS OPERATING EMBANET-COMPASS (7/11) TLB ENERGEN CORP ENTERPRISE PRODUCTS PARTNERS L EMBARCADERO AIRCRAFT 00-1 A-1 ENERGIAS DO BRASIL SA NPV ENTERTAINMENT ONE LTD EMBARQ CORP ENERGIZER HOLDINGS INC ENTRAVISION COMMUNICATIONS COR EMBRAER OVERSEAS LTD ENERGY DEVELOPMENT CORPORATION ENTROPIC COMMUNICATIONS INC EMBRAER SA ENERGY FUTURE HOLDINGS CORP ENTRUST CAPITAL DIVERSIFIED EMC CORP/MASSACHUSETTS ENERGY FUTURE INTERMEDIATE HOL ENVESTNET INC EMC MTG 02 A CL A1 144A ENERGY PARTNERS LTD ENVIRONMENTAL TECTONICS CORP EMC MTG LN TR 02 B CL A1 144A ENERGY PARTNERS V LP ENZON PHARMACEUTICALS INC EMC MTG LN TR 03-A CL A-1 144A ENERGY RESOURCES OF AUSTRALIA EOG RESOURCES INC EMCOR GROUP INC ENERGY SPECTRUM PARTNERS IV LP EPISTAR CORP TWD10 EMECO HOLDINGS LIMITED NPV ENERGY TRANSFER EQUITY LP EPLUS INC EMERALD TALF FUND LP ENERGY TRANSFER PARTNERS LP EPOCRATES INC EMERGING MARKETS INDEX NON ENERGY XXI BERMUDA LIMITED USD EPS CO LTD CFD EMERITUS CORP ENERGYCONNECT GROUP INC EQT CORP EMERSON ELECTRIC CO ENERGYSOLUTIONS INC / ENERGYSO EQUIFAX INC EMGESA SA ESP ENERNOC INC EQUIFIRST MORTGAGE LOAN T 3 M4 EMIRATE OF ABU DHABI REGS ENERPLUS CORP EQUINIX INC EMORY UNIVERSITY ENERSIS SA EQUITY INDEX NON-LENDABLE FUND EMP NAC ELECTRICID NPV ENERSYS EQUITY LIFESTYLE PPTYS INC EMPIRE CO LTD ENGLOBAL CORP EQUITY LIFESTYLE PROPERTIES IN

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EQUITY ONE INC EURO BUXL 30 YR BOND FUT (EUX) EXOCELL INC PFD CL C EQUITY RESIDENTIAL EURO-ASIA AGRICULTURAL HLDGS EXOR SPA EUR1 ERAC USA FIN CO GTD NT 144A EURO-BOBL FUTURE (EUX) EXPEDIA INC ERAC USA FINANCE LLC EURO-BUND FUTURE (EUX) EXPEDITORS INTERNATIONAL OF WA ERAMET EUR3.05 EUROCASH SA PLN1 EXPERIAN GROUP ORD GBP0 CFD ERECT CO-PARTICIPATION FUND EUROCOMMERCIAL EXPERIAN PLC ORD USD0.10 ERESEARCHTECHNOLOGY INC EUROFINS SCIENTIFIC - CW12 EXPORT-IMPORT BANK OF INDIA ERICSSON (L.M.) EUROFINS SCIENTIFIC EUR0.10 EXPORT-IMPORT BANK OF KOREA ERIE INDEMNITY CO EURONAV NPV EXPRESS PIPELINE LTD 144A ERIE INDEMNITY CO CL A EUROPEAN BANK FOR RECON&DEVEL EXPRESS LLC / EXPRESS FINANCE ERP OPERATING LP EUROPEAN INVESTMENT BANK EXPRESS SCRIPTS INC ERSTE GROUP BANK AG EUROPEAN INVT BK EMTN EXPRESS-1 EXPEDITED SOLUTIONS ESA 2010-ESHA A EURO-SCHATZ FUTURE (EUX) EXPRO FINANCE LUXEMBOURG SCA ESC PRICE COMMUNICATIONS CORP EV ENERGY PARTNER LP EXTENDED STAY AMER ESHA D 144A ESCROW ADELPHIA COMM CORP EVEN CONSTRUTORA E EXTENDED STAY AMERICA TRUST ESCROW CB ADELPHIA COM EVEREST RE GROUP INC COM EXTENDICARE REIT ESCROW CB CENTURY COMM EVERGRANDE REAL ESTATE G EXTERRAN HOLDINGS INC ESCROW CENTURY COMMUNI EVERGRANDE REAL ESTATE GROUP L EXXARO RES LTD ZAR0.01 ESCROW GCB CENTURY COM EVERGREEN PACIFIC PARTNERS II EXXON MOBIL CORP ESCROW GENERAL MOTORS CORP EVERGREEN PACIFIC PARTNERS LP EZ TEC EMPREENDIMENTOS NPV ESPEC CORP CFD EVOGENE LTD EZCORP INC ESPRIT HLDGS ORD HKD0.10 EVOLUTION GROUP ORD GBP0.01 F.C.C. CO LTD CFD ESSA BANCORP INC EVRAZ GROUP SA F5 NETWORKS INC ESSAR ENERGY PLC W/I EVRAZ GROUP SA GDR EACH REPR FABEGE AB NPV (POST SPLIT) ESSAR ENERGY PLC W/I CFD EVS BROADCAST EQUIPMENT COM FACTSET RESEARCH SYSTEMS INC ESSENTIAL ENERGY SERVICES LTD EXACT HOLDINGS EUR0.02 FAIR ISAAC CORP ESSEX CNTY N J IMPT AUTH EXACT SCIENCES CORP FAIR LAKES ESSEX PROPERTY TRUST INC EXAMWORKS GROUP INC FAIRCHILD SEMICONDUCTOR INTERN ESSILOR INTERNATIONAL EURO.18 EXCEL CO LTD JPY50 FAIRF 2004-1A A1 ESSO MALAYSIA BERHAD ORD EXCEL TRUST INC FAIRFAX FINANCIAL HOLDINGS LTD ESTACIO PARTICIPACOES S.A. EXCELSIOR CAPITAL ASIA PRTNRS FAIRFAX MEDIA LTD NPV ESTEE LAUDER COS INC/THE EXCO RESOURCES INC FAIRFIELD STR SOLAR 04 1 144A ESTERLINE TECHNOLOGIES CORP EXEDY CORPORATION Y50 FAIRVIEW CAPITAL II LP ETFS PALLADIUM TRUST EXELON CORP FAIRVIEW CAPITAL L P EULER HERMES SA EXELON GENERATION CO LLC FAIRWOOD HOLDINGS HKD1.00 EUR INTEREST EXELON GENERATION CO LLC SR NT FAITH INC JPY50000 EURAMAX INTERNATIONAL INC EXIDE INDUSTRIES INR1 FAITH INC JPY50000 CFD EURASIA DRILLING CO LTD EXILLON ENERGY PLC FAMILY DOLLAR STORES INC EURASIAN NATURAL RESOURCES EXOCELL INC CL B CONV PFD FAMILYMART Y50 EURASIAN NATURAL RESOURCES CFD EXOCELL INC CL C CONV PFD FANUC CORPORATION EUREKA II LP EXOCELL INC PFD FANUC LTD CFD

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FAR EAST DEPARTMENT TWD10 FEDERAL RLTY INVT TR SHS BEN FHLMC POOL #30-0088 FAR EASTERN TEXTILE TWD10 FEDERATED INVESTORS INC FHLMC POOL #36-0101 FARMER MAC GTD NTS 07-1 144A FEDEX CORP FHLMC POOL #36-0117 FARMERS NATIONAL BANC CORP FELCOR ESCROW HOLDINGS LLC FHLMC POOL #53-1021 FARO TECHNOLOGIES INC FELISSIMO CORPORATION NPV CFD FHLMC POOL #54-1726 FAST RETAILING CO LTD Y50 FENNER PLC ORD GBP0.25 FHLMC POOL #55-5203 FASTENAL CO FERRELLGAS LP / FERRELLGAS FIN FHLMC POOL #78-1285 FAUJI FERTILIZER CO PKRP10 FERRELLGAS PARTNERS LP FHLMC POOL #78-3036 FAURECIA FERREXPO FINANCE PLC FHLMC POOL #78-6190 FBR SECURITIZATION TRUST 2 M10 FERREXPO PLC CFD FHLMC POOL #78-6223 FBUSA 2010-A D FERREXPO PLC ORD GBP0 FHLMC POOL #78-6625 FCE BANK FERRO CORP FHLMC POOL #84-7295 FCOJ - A FUTURE (NYB) FERROTEC CORP JPY50 FHLMC POOL #84-7611 FDIC 2010-R1 TRCTF CL A FERROVIAL SA EUR0.2 FHLMC POOL #A1-0444 FEDERAL AGRIC MTG CORP NT FFCA SECURED LENDING CORP 2 B1 FHLMC POOL #A1-1745 FEDERAL AGRICULTURAL MO 1010 1 FFX CONTRACTS RECEIVABLE FHLMC POOL #A1-2413 FEDERAL AGRICULTURAL MORTGAGE FGI OPERATING CO INC FHLMC POOL #A1-2486 FEDERAL EXPRESS 98-1 CTF 1A FHA INSD PASS THRU MTG PROJ FHLMC POOL #A1-3466 FEDERAL EXPRESS CORP 97-1-A FHA PROJ #23 REILLY MTG ASSOC FHLMC POOL #A1-4315 FEDERAL FARM CR BK CONS BD FHA PROJ 221 CL D4 REILLY FHLMC POOL #A1-4481 FEDERAL FARM CR BKS CONS SYSTE FHA PROJ GMAC MTG CORP FHLMC POOL #A1-5401 FEDERAL HOME LN BK CONS BD FHA PROJ REILLY MORTGAGE FHLMC POOL #A1-7171 FEDERAL HOME LN BK CONS DISC FHLMC POOL #00-7462 FHLMC POOL #A1-8359 FEDERAL HOME LN BKS CONS BD FHLMC POOL #17-0190 FHLMC POOL #A1-9399 FEDERAL HOME LN BKS CONS DISC FHLMC POOL #17-0198 FHLMC POOL #A1-9457 FEDERAL HOME LN MTG CORP FHLMC POOL #17-0207 FHLMC POOL #A2-0913 FEDERAL HOME LN MTG CORP DEB FHLMC POOL #1B-0349 FHLMC POOL #A2-1459 FEDERAL HOME LN MTG CORP DEBS FHLMC POOL #1B-3003 FHLMC POOL #A2-3559 FEDERAL HOME LN MTG CORP DISC FHLMC POOL #1B-3148 FHLMC POOL #A2-3630 FEDERAL HOME LN MTG CORP STRIP FHLMC POOL #1G-1616 FHLMC POOL #A2-4430 FEDERAL HOME LN MTG DEBS FHLMC POOL #1H-2605 FHLMC POOL #A2-6073 FEDERAL MOGUL CORP TERM LOAN B FHLMC POOL #1J-0008 FHLMC POOL #A2-6271 FEDERAL MOGUL CORP TERM LOAN C FHLMC POOL #1J-0301 FHLMC POOL #A2-8559 FEDERAL NATL MTG ASSN FHLMC POOL #1K-0057 FHLMC POOL #A3-0207 FEDERAL NATL MTG ASSN DEB CPN FHLMC POOL #1K-1220 FHLMC POOL #A3-1719 FEDERAL NATL MTG ASSN DEBS FHLMC POOL #1Q-0081 FHLMC POOL #A3-2368 FEDERAL NATL MTG ASSN DISC FHLMC POOL #1Q-0571 FHLMC POOL #A3-2383 FEDERAL NATL MTG ASSN MTN FHLMC POOL #29-1871 FHLMC POOL #A3-3037 FEDERAL NATL MTG ASSN PFD FHLMC POOL #29-2724 FHLMC POOL #A3-3358 FEDERAL NATL MTG ASSN STRIP FHLMC POOL #29-3681 FHLMC POOL #A3-3885 FEDERAL REALTY INVESTMENT TRUS FHLMC POOL #29-4174 FHLMC POOL #A3-4054

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FHLMC POOL #A3-5699 FHLMC POOL #A7-2064 FHLMC POOL #B1-0535 FHLMC POOL #A3-6131 FHLMC POOL #A7-6661 FHLMC POOL #B1-0742 FHLMC POOL #A3-6227 FHLMC POOL #A7-7265 FHLMC POOL #B1-1800 FHLMC POOL #A3-7175 FHLMC POOL #A7-8147 FHLMC POOL #B1-4158 FHLMC POOL #A3-7327 FHLMC POOL #A7-8369 FHLMC POOL #B1-4858 FHLMC POOL #A3-8024 FHLMC POOL #A7-8374 FHLMC POOL #B1-4981 FHLMC POOL #A3-8239 FHLMC POOL #A7-9721 FHLMC POOL #B1-5090 FHLMC POOL #A3-9300 FHLMC POOL #A8-0139 FHLMC POOL #B1-5146 FHLMC POOL #A3-9304 FHLMC POOL #A8-1112 FHLMC POOL #B1-5313 FHLMC POOL #A4-1017 FHLMC POOL #A8-1415 FHLMC POOL #B1-6943 FHLMC POOL #A4-1393 FHLMC POOL #A8-2868 FHLMC POOL #B1-7614 FHLMC POOL #A4-1965 FHLMC POOL #A8-7594 FHLMC POOL #B1-9426 FHLMC POOL #A4-3373 FHLMC POOL #A8-8295 FHLMC POOL #B1-9744 FHLMC POOL #A4-6173 FHLMC POOL #A8-9507 FHLMC POOL #C0-0042 FHLMC POOL #A4-7036 FHLMC POOL #A8-9640 FHLMC POOL #C0-0092 FHLMC POOL #A4-7039 FHLMC POOL #A9-0319 FHLMC POOL #C0-0096 FHLMC POOL #A4-7345 FHLMC POOL #A9-0760 FHLMC POOL #C0-0180 FHLMC POOL #A4-8268 FHLMC POOL #A9-0769 FHLMC POOL #C0-0423 FHLMC POOL #A4-8600 FHLMC POOL #A9-1161 FHLMC POOL #C0-0439 FHLMC POOL #A4-9344 FHLMC POOL #A9-1787 FHLMC POOL #C0-0785 FHLMC POOL #A5-0131 FHLMC POOL #A9-2909 FHLMC POOL #C0-1025 FHLMC POOL #A5-0310 FHLMC POOL #A9-3582 FHLMC POOL #C0-1079 FHLMC POOL #A5-0618 FHLMC POOL #A9-3585 FHLMC POOL #C0-1183 FHLMC POOL #A5-0785 FHLMC POOL #A9-3600 FHLMC POOL #C0-1435 FHLMC POOL #A5-2052 FHLMC POOL #A9-3624 FHLMC POOL #C0-1443 FHLMC POOL #A5-2299 FHLMC POOL #A9-4007 FHLMC POOL #C0-1598 FHLMC POOL #A5-4040 FHLMC POOL #A9-4362 FHLMC POOL #C0-1622 FHLMC POOL #A5-5786 FHLMC POOL #A9-4398 FHLMC POOL #C0-1648 FHLMC POOL #A5-6350 FHLMC POOL #A9-5289 FHLMC POOL #C0-1676 FHLMC POOL #A5-6530 FHLMC POOL #A9-5322 FHLMC POOL #C0-1754 FHLMC POOL #A5-6735 FHLMC POOL #A9-5436 FHLMC POOL #C0-1796 FHLMC POOL #A5-6824 FHLMC POOL #A9-5554 FHLMC POOL #C0-1848 FHLMC POOL #A5-7844 FHLMC POOL #A9-5637 FHLMC POOL #C0-3424 FHLMC POOL #A5-8812 FHLMC POOL #A9-5803 FHLMC POOL #C1-7289 FHLMC POOL #A5-9969 FHLMC POOL #A9-5825 FHLMC POOL #C1-7856 FHLMC POOL #A6-0146 FHLMC POOL #A9-5937 FHLMC POOL #C4-2351 FHLMC POOL #A6-0151 FHLMC POOL #A9-6413 FHLMC POOL #C5-2128 FHLMC POOL #A6-1558 FHLMC POOL #A9-7040 FHLMC POOL #C5-8962 FHLMC POOL #A6-3078 FHLMC POOL #A9-7043 FHLMC POOL #C6-0282 FHLMC POOL #A6-3982 FHLMC POOL #A9-7068 FHLMC POOL #C6-3904 FHLMC POOL #A6-5526 FHLMC POOL #A9-7652 FHLMC POOL #C7-4246

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FHLMC POOL #C7-7280 FHLMC POOL #E0-2710 FHLMC POOL #G0-5903 FHLMC POOL #C7-8238 FHLMC POOL #E6-7645 FHLMC POOL #G0-6072 FHLMC POOL #C7-8493 FHLMC POOL #E8-3637 FHLMC POOL #G0-6087 FHLMC POOL #C7-9885 FHLMC POOL #E8-5417 FHLMC POOL #G0-6172 FHLMC POOL #C8-0344 FHLMC POOL #E8-8978 FHLMC POOL #G0-6181 FHLMC POOL #C8-0354 FHLMC POOL #E9-3346 FHLMC POOL #G0-8004 FHLMC POOL #C8-0368 FHLMC POOL #E9-3956 FHLMC POOL #G0-8005 FHLMC POOL #C9-0580 FHLMC POOL #E9-5470 FHLMC POOL #G0-8020 FHLMC POOL #C9-0654 FHLMC POOL #E9-5694 FHLMC POOL #G0-8036 FHLMC POOL #C9-0675 FHLMC POOL #E9-5780 FHLMC POOL #G0-8046 FHLMC POOL #C9-0766 FHLMC POOL #E9-7298 FHLMC POOL #G0-8058 FHLMC POOL #C9-0778 FHLMC POOL #E9-9917 FHLMC POOL #G0-8062 FHLMC POOL #C9-0853 FHLMC POOL #G0-0044 FHLMC POOL #G0-8068 FHLMC POOL #C9-0859 FHLMC POOL #G0-1145 FHLMC POOL #G0-8072 FHLMC POOL #C9-0966 FHLMC POOL #G0-1224 FHLMC POOL #G0-8080 FHLMC POOL #C9-1026 FHLMC POOL #G0-1244 FHLMC POOL #G0-8081 FHLMC POOL #C9-1176 FHLMC POOL #G0-1443 FHLMC POOL #G0-8099 FHLMC POOL #C9-1293 FHLMC POOL #G0-1548 FHLMC POOL #G0-8100 FHLMC POOL #C9-1296 FHLMC POOL #G0-1563 FHLMC POOL #G0-8105 FHLMC POOL #D6-1911 FHLMC POOL #G0-1564 FHLMC POOL #G0-8106 FHLMC POOL #D6-2172 FHLMC POOL #G0-1737 FHLMC POOL #G0-8116 FHLMC POOL #D6-2490 FHLMC POOL #G0-1939 FHLMC POOL #G0-8117 FHLMC POOL #D6-2619 FHLMC POOL #G0-1963 FHLMC POOL #G0-8129 FHLMC POOL #D6-2798 FHLMC POOL #G0-2015 FHLMC POOL #G0-8152 FHLMC POOL #D6-7446 FHLMC POOL #G0-2109 FHLMC POOL #G0-8157 FHLMC POOL #D6-9896 FHLMC POOL #G0-2163 FHLMC POOL #G0-8193 FHLMC POOL #D7-0002 FHLMC POOL #G0-2387 FHLMC POOL #G0-8226 FHLMC POOL #D9-3338 FHLMC POOL #G0-2427 FHLMC POOL #G0-8232 FHLMC POOL #D9-6209 FHLMC POOL #G0-2939 FHLMC POOL #G0-8238 FHLMC POOL #D9-7473 FHLMC POOL #G0-3037 FHLMC POOL #G0-8273 FHLMC POOL #E0-0617 FHLMC POOL #G0-3697 FHLMC POOL #G0-8344 FHLMC POOL #E0-1377 FHLMC POOL #G0-4080 FHLMC POOL #G0-8368 FHLMC POOL #E0-1418 FHLMC POOL #G0-4287 FHLMC POOL #G0-8372 FHLMC POOL #E0-1424 FHLMC POOL #G0-4457 FHLMC POOL #G0-8422 FHLMC POOL #E0-1425 FHLMC POOL #G0-4541 FHLMC POOL #G0-8451 FHLMC POOL #E0-1481 FHLMC POOL #G0-4691 FHLMC POOL #G1-0665 FHLMC POOL #E0-1641 FHLMC POOL #G0-4698 FHLMC POOL #G1-1399 FHLMC POOL #E0-1653 FHLMC POOL #G0-4729 FHLMC POOL #G1-1773 FHLMC POOL #E0-1654 FHLMC POOL #G0-4985 FHLMC POOL #G1-1776 FHLMC POOL #E0-2696 FHLMC POOL #G0-5527 FHLMC POOL #G1-1981 FHLMC POOL #E0-2698 FHLMC POOL #G0-5535 FHLMC POOL #G1-2113

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FHLMC POOL #G1-2255 FHLMC POOL #J0-9954 FHLMC GROUP #C8-0314 FHLMC POOL #G1-2261 FHLMC POOL #J1-0573 FHLMC GROUP #C8-0322 FHLMC POOL #G1-2438 FHLMC POOL #J1-0632 FHLMC GROUP #C8-0334 FHLMC POOL #G1-2514 FHLMC POOL #J1-1213 FHLMC GROUP #C8-0349 FHLMC POOL #G1-2710 FHLMC POOL #J1-1561 FHLMC GROUP #C8-0380 FHLMC POOL #G1-2723 FHLMC POOL #J1-1719 FHLMC GROUP #D0-8897 FHLMC POOL #G1-2766 FHLMC POOL #J1-2076 FHLMC GROUP #D1-4605 FHLMC POOL #G1-2819 FHLMC POOL #J1-3273 FHLMC GROUP #D3-0395 FHLMC POOL #G1-3078 FHLMC POOL #J1-4885 FHLMC GROUP #D5-6359 FHLMC POOL #G1-3121 FHLMC POOL #M3-0294 FHLMC GROUP #D6-0034 FHLMC POOL #G1-3137 FHLMC POOL #M3-0295 FHLMC GROUP #D6-4654 FHLMC POOL #G1-3468 FHLMC POOL #M8-0942 FHLMC GROUP #D6-4923 FHLMC POOL #G1-3746 FHLMC POOL #M8-0951 FHLMC GROUP #D6-5085 FHLMC POOL #G1-8005 FHLMC POOL #M8-0956 FHLMC GROUP #D6-5700 FHLMC POOL #G1-8009 FHLMC POOL #M8-0968 FHLMC GROUP #D6-5734 FHLMC POOL #G1-8059 FHLMC POOL #M8-0973 FHLMC GROUP #D6-6107 FHLMC POOL #G1-8100 FHLMC POOL #M9-1033 FHLMC GROUP #D6-9416 FHLMC POOL #G1-8118 FHLMC POOL #Q0-0080 FHLMC GROUP #D6-9794 FHLMC POOL #G1-8156 FHLMC POOL #Q0-1485 FHLMC GROUP #D7-0604 FHLMC POOL #G1-8172 FHLMC POOL #Q0-1614 FHLMC GROUP #D7-2992 FHLMC POOL #G1-8214 FHLMC GROUP #29-4486 FHLMC GROUP #D8-2248 FHLMC POOL #G1-8303 FHLMC GROUP #C0-0284 FHLMC GROUP #E0-0477 FHLMC POOL #G1-8336 FHLMC GROUP #C0-0289 FHLMC GROUP #E0-0560 FHLMC POOL #G1-8351 FHLMC GROUP #C0-0354 FHLMC GROUP #E0-0666 FHLMC POOL #G1-8378 FHLMC GROUP #C0-0420 FHLMC GROUP #E7-2833 FHLMC POOL #G9-0033 FHLMC GROUP #C0-0421 FHLMC GROUP #E7-8558 FHLMC POOL #J0-0645 FHLMC GROUP #C0-0504 FHLMC GROUP #G0-0059 FHLMC POOL #J0-1657 FHLMC GROUP #C0-0509 FHLMC GROUP #G1-0685 FHLMC POOL #J0-2543 FHLMC GROUP #C0-0553 FHLMC MULTICL MTG 2532 PH FHLMC POOL #J0-3519 FHLMC GROUP #C0-0778 FHLMC MULTICLASS CFTS 3099 PB FHLMC POOL #J0-3908 FHLMC GROUP #C0-0860 FHLMC MULTICLASS CTFS 2594 OR FHLMC POOL #J0-4292 FHLMC GROUP #C0-0896 FHLMC MULTICLASS CTFS 2677 HD FHLMC POOL #J0-4324 FHLMC GROUP #C1-0246 FHLMC MULTICLASS CTFS 2770 DR FHLMC POOL #J0-4574 FHLMC GROUP #C1-9963 FHLMC MULTICLASS CTFS 2867 LG FHLMC POOL #J0-5227 FHLMC GROUP #C2-0618 FHLMC MULTICLASS CTFS 2981 NE FHLMC POOL #J0-5987 FHLMC GROUP #C2-1729 FHLMC MULTICLASS CTFS 3075 TP FHLMC POOL #J0-6405 FHLMC GROUP #C2-3082 FHLMC MULTICLASS CTFS 3078 PC FHLMC POOL #J0-6644 FHLMC GROUP #C2-6472 FHLMC MULTICLASS CTFS 3099 OD FHLMC POOL #J0-7161 FHLMC GROUP #C2-7495 FHLMC MULTICLASS CTFS 3139 YB FHLMC POOL #J0-8449 FHLMC GROUP #C8-0010 FHLMC MULTICLASS CTFS 3149 CZ FHLMC POOL #J0-9534 FHLMC GROUP #C8-0298 FHLMC MULTICLASS CTFS 3185 GT

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FHLMC MULTICLASS CTFS 3187 JA FHLMC MULTICLASS MTG 2952 GJ FHLMC MULTICLASS MTG 3800 B FHLMC MULTICLASS CTFS 42 A5 FHLMC MULTICLASS MTG 2968 MD FHLMC MULTICLASS MTG 3820 CG FHLMC MULTICLASS CTFS T-051 FHLMC MULTICLASS MTG 2974 CA FHLMC MULTICLASS MTG 3835 VC FHLMC MULTICLASS CTFS T60 1A4C FHLMC MULTICLASS MTG 2986 PD FHLMC MULTICLASS MTG 3864 AB FHLMC MULTICLASS MT FHLMC MULTICLASS MTG 3028 ME FHLMC MULTICLASS MTG K003 A3 FHLMC MULTICLASS MT KAIV X2 IO FHLMC MULTICLASS MTG 3102 PG FHLMC MULTICLASS MTG KAIV A2 FHLMC MULTICLASS MTG FHLMC MULTICLASS MTG 3117 CK FHLMC MULTICLASS MTG KO11 X3IO FHLMC MULTICLASS MTG 2090 PK FHLMC MULTICLASS MTG 3133 TC FHLMC MULTICLASS MTG R006 AK FHLMC MULTICLASS MTG 2412 FP FHLMC MULTICLASS MTG 3161 PB FHLMC MULTICLASS MTG T-61 1A1 FHLMC MULTICLASS MTG 2421 Z FHLMC MULTICLASS MTG 3162 OD FHLMC MULTICLASS MTG T-75 A1 FHLMC MULTICLASS MTG 2458 FE FHLMC MULTICLASS MTG 3181 AB FHLMC MULTICLASS SER T-54 2A FHLMC MULTICLASS MTG 2523 UP FHLMC MULTICLASS MTG 3293 MA FIAT INDUSTRIAL FHLMC MULTICLASS MTG 2543 VD FHLMC MULTICLASS MTG 3296 NA FIAT SPA EUR3.5 FHLMC MULTICLASS MTG 2558 JR FHLMC MULTICLASS MTG 3336 GC FIBERTECH NETWORKS (11/10) TLB FHLMC MULTICLASS MTG 2558 UE FHLMC MULTICLASS MTG 3354 PM FIBERWEB ORD GBP0.05 FHLMC MULTICLASS MTG 2586 GC FHLMC MULTICLASS MTG 3414 JB FIBREK INC FHLMC MULTICLASS MTG 2591 WB FHLMC MULTICLASS MTG 3455 KA FIBRIA CELULOSE SA FHLMC MULTICLASS MTG 2594 OF FHLMC MULTICLASS MTG 3476 VB FIBRIA OVERSEAS FINANCE LTD FHLMC MULTICLASS MTG 2610 DG FHLMC MULTICLASS MTG 3523 GA FICO PRINCIPL-13 INT PMT 9.60% FHLMC MULTICLASS MTG 2617 AK FHLMC MULTICLASS MTG 3530 KA FICO STRIP SER 1-INT PMT ON FHLMC MULTICLASS MTG 2617 GB FHLMC MULTICLASS MTG 3545 LA FICO STRIPS 16 PMT 9.70% 2019 FHLMC MULTICLASS MTG 2632 AB FHLMC MULTICLASS MTG 3558 G FICO STRIPS 19-INT PMT 9.000% FHLMC MULTICLASS MTG 2638 FA FHLMC MULTICLASS MTG 3571 MY FICO STRIPS SER 15 2019 FHLMC MULTICLASS MTG 2640 DR FHLMC MULTICLASS MTG 3574 MA FICO STRIPS SER 4 INT PMT 2017 FHLMC MULTICLASS MTG 2645 DA FHLMC MULTICLASS MTG 3599 DY FICO STRIPS-12 INT PMT 9.90% FHLMC MULTICLASS MTG 2647 PB FHLMC MULTICLASS MTG 3630 KA FIDELITY NATIONAL FINANCIAL IN FHLMC MULTICLASS MTG 2691 MG FHLMC MULTICLASS MTG 3640 JA FIDELITY NATIONAL INFORMATION FHLMC MULTICLASS MTG 2725 TA FHLMC MULTICLASS MTG 3653 B FIDELITY REAL ESTATE FHLMC MULTICLASS MTG 2736 MC FHLMC MULTICLASS MTG 3659 VG FIDESSA GROUP ORD 10P FHLMC MULTICLASS MTG 2750 GJ FHLMC MULTICLASS MTG 3704 DC FIELDS CORP NPV FHLMC MULTICLASS MTG 2759 GD FHLMC MULTICLASS MTG 3715 PC FIELDS CORP NPV CFD FHLMC MULTICLASS MTG 2770 EA FHLMC MULTICLASS MTG 3722 GW FIELMANN AG NPV FHLMC MULTICLASS MTG 2799 PF FHLMC MULTICLASS MTG 3738 BP FIFTH STREET FINANCE CORP FHLMC MULTICLASS MTG 2812 DF FHLMC MULTICLASS MTG 3748 D FIFTH THIRD BANCORP FHLMC MULTICLASS MTG 2834 KC FHLMC MULTICLASS MTG 3754 MB FIFTH THIRD CAPITAL TRUST IV FHLMC MULTICLASS MTG 2841 AM FHLMC MULTICLASS MTG 3755 ML FIH ERHVERVSBANK A/S FHLMC MULTICLASS MTG 2841 TD FHLMC MULTICLASS MTG 3755 MU FILA KOREA LTD FHLMC MULTICLASS MTG 2863 CB FHLMC MULTICLASS MTG 3764 QY FILINVEST LAND PHP1.00 FHLMC MULTICLASS MTG 2885 DT FHLMC MULTICLASS MTG 3770 CH FILLMORE EAST FUND LP FHLMC MULTICLASS MTG 2888-CG FHLMC MULTICLASS MTG 3794 JB FILLMORE WEST FUND LP FHLMC MULTICLASS MTG 2904 PD FHLMC MULTICLASS MTG 38 BD FINANCIAL ENGINES INC

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FINANCIAL TECHNOLOGIES (INDIA) FIRST QUANTUM MINERALS LTD FLOWERS FOODS INC FINANCIERA URBI SA DE CV TL FIRST REPUBLIC MORTGAGE FRB1 A FLOWSERVE CORP FINANCING CORP FIRST RESERVE FD XII LP FLSMIDTH & CO A/S COM SHS FINANCING CORP STRIP FIRST RESERVE FUND X LP FLUGHAFEN ZURICH AG CHF50 FINANTA FIRST RESERVE FUND XI FLUOR CORP FING CO STRP 1-INT PMT 10%2018 FIRST RESOURCES LTD SGD1 FLY LEASING LTD FINISH LINE INC/THE FIRST SOLAR INC FMC CORP FINMECCICA SPA EUR 4.40 FIRST TRACTOR CO 'H' CNY1 FMC TECHNOLOGIES INC FINNING INTERNATIONAL INC FIRST UN CORP SUB NTS FMG RESOURCES AUGUST 2006 PTY FINNISH GOVERNMENT FIRST UN NATL BK 01-C3 J 144A FNB CORP/PA FIREKEEPERS DEVELOPMENT AUTHOR FIRST UN NATL BK 02-C1 CL A 2 FNMA POOL #0026477 FIRST AMERICAN (11/10) TLB FIRST UN NATL BK 99-C4 144A FNMA POOL #0044003 FIRST AMERICAN FINANCIAL CORP FIRST UNION COMMERCIAL MO C2 D FNMA POOL #0044088 FIRST CASH FINANCIAL SERVICES FIRST UNION LEHMAN 98-C2 144A FNMA POOL #0044158 FIRST COMMONWEALTH FINANCIAL C FIRST UNION NATIONAL BAN C4 A2 FNMA POOL #0047855 FIRST DATA 3/11 EXTENDED TL FIRST UNION NATIONAL BANK C1 H FNMA POOL #0050005 FIRST DATA CORP FIRST UNION NATIONAL BANK OF F FNMA POOL #0050038 FIRST DATA CORPORATION TL B2 FIRST UNION-LEHMAN BROTHE C2 D FNMA POOL #0050150 FIRST FARMERS BANK AND TRUST C FIRST WIND CAPITAL LLC FNMA POOL #0050226 FIRST FINANCIAL BANCORP FIRSTENERGY CORP FNMA POOL #0050259 FIRST FRANKLIN MORTGA FF11 2A2 FIRSTENERGY SOLUTIONS CORP FNMA POOL #0050260 FIRST FRANKLIN MORTGA FF13 A2C FIRSTGROUP ORD5P FNMA POOL #0050285 FIRST FRANKLIN MORTGA FF16 2A3 FIRSTMERIT CORP FNMA POOL #0050291 FIRST FRANKLIN MORTGAG FF10 A4 FIRSTRAND ZAR0.01 FNMA POOL #0050292 FIRST FRANKLIN MORTGAG FF10 A5 FIRSTSERVICE CORP FNMA POOL #0050353 FIRST FRANKLIN MORTGAG FF15 A5 FISCHER(GEORG) AG CHF10(REGD) FNMA POOL #0050393 FIRST FRANKLIN MORTGAG FF17 A5 FISERV INC FNMA POOL #0050403 FIRST HOLDING CO TWD10 FIVE ARROWS REALTY SECURITIES FNMA POOL #0050432 FIRST HORIZON ALTERNAT FA4 1A1 FIVE PAGE FUNDING LLC CL D FNMA POOL #0050492 FIRST HORIZON ALTERNAT FA6 2A8 FKP PROPERTY GROUP FNMA POOL #0050525 FIRST HORIZON ASSET SE AR1 1A1 FLAT BUSH FNMA POOL #0050715 FIRST HORIZON ASSET SE AR3 2A1 FLETCHER BUILDING NPV FNMA POOL #0050966 FIRST HORIZON ASSET SE AR4 1A2 FLEURY SA FNMA POOL #0070253 FIRST HORIZON ASSET SE AR5 4A1 FLINT ENERGY SERVICES LTD FNMA POOL #0070692 FIRST HORIZON ASSET SE FL1 3A1 FLIR SYSTEMS INC FNMA POOL #0073716 FIRST HORIZON ASSET SECU 2 1A3 FLORIDA EAST COAST HOLDINGS CO FNMA POOL #0087054 FIRST HORIZON NATIONAL CORP FLORIDA EAST COAST RAILWAY COR FNMA POOL #0088379 FIRST NIAGARA FINANCIAL GROUP FLORIDA GAS TRANSMISSION CO LL FNMA POOL #0110431 FIRST PACIFIC CO US$0.01 FLORIDA POWER & LIGHT CO FNMA POOL #0119841 FIRST POTOMAC REALTY TRU FLORIDA POWER CORP FNMA POOL #0120271 FIRST POTOMAC REALTY TRUST FLORIDA ST BRD ED FNMA POOL #0124087

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FNMA POOL #0124173 FNMA POOL #0254440 FNMA POOL #0257144 FNMA POOL #0124499 FNMA POOL #0254511 FNMA POOL #0257275 FNMA POOL #0124790 FNMA POOL #0254522 FNMA POOL #0268894 FNMA POOL #0133045 FNMA POOL #0254631 FNMA POOL #0272351 FNMA POOL #0137768 FNMA POOL #0254684 FNMA POOL #0281067 FNMA POOL #0155011 FNMA POOL #0254693 FNMA POOL #0300064 FNMA POOL #0155615 FNMA POOL #0254719 FNMA POOL #0303700 FNMA POOL #0156831 FNMA POOL #0254766 FNMA POOL #0303948 FNMA POOL #0159613 FNMA POOL #0254767 FNMA POOL #0304213 FNMA POOL #0171930 FNMA POOL #0254799 FNMA POOL #0308280 FNMA POOL #0190027 FNMA POOL #0254803 FNMA POOL #0308283 FNMA POOL #0190257 FNMA POOL #0254868 FNMA POOL #0309607 FNMA POOL #0190544 FNMA POOL #0254903 FNMA POOL #0313685 FNMA POOL #0224747 FNMA POOL #0254907 FNMA POOL #0318557 FNMA POOL #0235038 FNMA POOL #0254957 FNMA POOL #0319003 FNMA POOL #0236087 FNMA POOL #0254982 FNMA POOL #0323447 FNMA POOL #0236190 FNMA POOL #0255079 FNMA POOL #0323788 FNMA POOL #0250059 FNMA POOL #0255174 FNMA POOL #0323880 FNMA POOL #0250102 FNMA POOL #0255270 FNMA POOL #0323979 FNMA POOL #0250103 FNMA POOL #0255387 FNMA POOL #0331401 FNMA POOL #0250329 FNMA POOL #0255436 FNMA POOL #0333670 FNMA POOL #0250330 FNMA POOL #0255603 FNMA POOL #0333862 FNMA POOL #0250433 FNMA POOL #0255666 FNMA POOL #0337265 FNMA POOL #0250440 FNMA POOL #0255671 FNMA POOL #0338358 FNMA POOL #0250576 FNMA POOL #0255706 FNMA POOL #0339094 FNMA POOL #0250587 FNMA POOL #0255765 FNMA POOL #0340836 FNMA POOL #0250673 FNMA POOL #0255826 FNMA POOL #0342534 FNMA POOL #0250787 FNMA POOL #0255898 FNMA POOL #0344042 FNMA POOL #0250799 FNMA POOL #0256022 FNMA POOL #0344742 FNMA POOL #0250844 FNMA POOL #0256041 FNMA POOL #0346284 FNMA POOL #0251191 FNMA POOL #0256196 FNMA POOL #0348107 FNMA POOL #0251498 FNMA POOL #0256269 FNMA POOL #0356993 FNMA POOL #0252023 FNMA POOL #0256339 FNMA POOL #0357279 FNMA POOL #0252093 FNMA POOL #0256517 FNMA POOL #0357707 FNMA POOL #0252162 FNMA POOL #0256712 FNMA POOL #0357753 FNMA POOL #0252211 FNMA POOL #0256743 FNMA POOL #0357797 FNMA POOL #0252724 FNMA POOL #0256808 FNMA POOL #0357811 FNMA POOL #0253112 FNMA POOL #0256900 FNMA POOL #0357883 FNMA POOL #0254008 FNMA POOL #0256959 FNMA POOL #0363567 FNMA POOL #0254090 FNMA POOL #0257016 FNMA POOL #0364470 FNMA POOL #0254236 FNMA POOL #0257079 FNMA POOL #0376689

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FNMA POOL #0386631 FNMA POOL #0545966 FNMA POOL #0645376 FNMA POOL #0387520 FNMA POOL #0545993 FNMA POOL #0647698 FNMA POOL #0390553 FNMA POOL #0545998 FNMA POOL #0648900 FNMA POOL #0392488 FNMA POOL #0546332 FNMA POOL #0649642 FNMA POOL #0399566 FNMA POOL #0555218 FNMA POOL #0649997 FNMA POOL #0401984 FNMA POOL #0555229 FNMA POOL #0651387 FNMA POOL #0403660 FNMA POOL #0555327 FNMA POOL #0651921 FNMA POOL #0404940 FNMA POOL #0555528 FNMA POOL #0654464 FNMA POOL #0405212 FNMA POOL #0555531 FNMA POOL #0661629 FNMA POOL #0408769 FNMA POOL #0555549 FNMA POOL #0663075 FNMA POOL #0420676 FNMA POOL #0555956 FNMA POOL #0663218 FNMA POOL #0451118 FNMA POOL #0559799 FNMA POOL #0665311 FNMA POOL #0452372 FNMA POOL #0563138 FNMA POOL #0665497 FNMA POOL #0454314 FNMA POOL #0574651 FNMA POOL #0672785 FNMA POOL #0459280 FNMA POOL #0579829 FNMA POOL #0675944 FNMA POOL #0463258 FNMA POOL #0580156 FNMA POOL #0676657 FNMA POOL #0463535 FNMA POOL #0583032 FNMA POOL #0676682 FNMA POOL #0463777 FNMA POOL #0583904 FNMA POOL #0678028 FNMA POOL #0466866 FNMA POOL #0585341 FNMA POOL #0687243 FNMA POOL #0485638 FNMA POOL #0586142 FNMA POOL #0687853 FNMA POOL #0488806 FNMA POOL #0592334 FNMA POOL #0689070 FNMA POOL #0500565 FNMA POOL #0593876 FNMA POOL #0689741 FNMA POOL #0504732 FNMA POOL #0594705 FNMA POOL #0692102 FNMA POOL #0520577 FNMA POOL #0595155 FNMA POOL #0693911 FNMA POOL #0535249 FNMA POOL #0596693 FNMA POOL #0695893 FNMA POOL #0535332 FNMA POOL #0596694 FNMA POOL #0696188 FNMA POOL #0535477 FNMA POOL #0598943 FNMA POOL #0697053 FNMA POOL #0535515 FNMA POOL #0613159 FNMA POOL #0697253 FNMA POOL #0535945 FNMA POOL #0613892 FNMA POOL #0699659 FNMA POOL #0544367 FNMA POOL #0617275 FNMA POOL #0699825 FNMA POOL #0545069 FNMA POOL #0622600 FNMA POOL #0703328 FNMA POOL #0545090 FNMA POOL #0624507 FNMA POOL #0704756 FNMA POOL #0545120 FNMA POOL #0626717 FNMA POOL #0705407 FNMA POOL #0545141 FNMA POOL #0632367 FNMA POOL #0705537 FNMA POOL #0545288 FNMA POOL #0633869 FNMA POOL #0708507 FNMA POOL #0545379 FNMA POOL #0634584 FNMA POOL #0709307 FNMA POOL #0545605 FNMA POOL #0637068 FNMA POOL #0713473 FNMA POOL #0545759 FNMA POOL #0640824 FNMA POOL #0720209 FNMA POOL #0545819 FNMA POOL #0643276 FNMA POOL #0720598 FNMA POOL #0545820 FNMA POOL #0643278 FNMA POOL #0723406 FNMA POOL #0545903 FNMA POOL #0644524 FNMA POOL #0725027

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FNMA POOL #0725206 FNMA POOL #0745511 FNMA POOL #0791911 FNMA POOL #0725401 FNMA POOL #0745524 FNMA POOL #0792082 FNMA POOL #0725423 FNMA POOL #0745755 FNMA POOL #0796295 FNMA POOL #0725445 FNMA POOL #0745802 FNMA POOL #0802619 FNMA POOL #0725463 FNMA POOL #0745932 FNMA POOL #0802815 FNMA POOL #0725704 FNMA POOL #0745948 FNMA POOL #0804880 FNMA POOL #0725706 FNMA POOL #0746555 FNMA POOL #0807163 FNMA POOL #0725772 FNMA POOL #0750992 FNMA POOL #0807672 FNMA POOL #0725793 FNMA POOL #0752463 FNMA POOL #0807979 FNMA POOL #0726251 FNMA POOL #0752908 FNMA POOL #0810706 FNMA POOL #0726416 FNMA POOL #0754052 FNMA POOL #0810851 FNMA POOL #0726891 FNMA POOL #0754208 FNMA POOL #0814981 FNMA POOL #0727370 FNMA POOL #0756933 FNMA POOL #0817677 FNMA POOL #0729373 FNMA POOL #0759604 FNMA POOL #0821603 FNMA POOL #0730576 FNMA POOL #0761365 FNMA POOL #0821730 FNMA POOL #0731773 FNMA POOL #0762518 FNMA POOL #0821890 FNMA POOL #0735016 FNMA POOL #0764201 FNMA POOL #0823677 FNMA POOL #0735037 FNMA POOL #0766415 FNMA POOL #0824550 FNMA POOL #0735061 FNMA POOL #0766806 FNMA POOL #0824605 FNMA POOL #0735288 FNMA POOL #0769790 FNMA POOL #0826436 FNMA POOL #0735301 FNMA POOL #0770078 FNMA POOL #0826905 FNMA POOL #0735315 FNMA POOL #0770295 FNMA POOL #0829296 FNMA POOL #0735408 FNMA POOL #0771060 FNMA POOL #0832649 FNMA POOL #0735667 FNMA POOL #0772617 FNMA POOL #0833502 FNMA POOL #0735839 FNMA POOL #0775364 FNMA POOL #0835144 FNMA POOL #0735893 FNMA POOL #0776383 FNMA POOL #0835760 FNMA POOL #0735925 FNMA POOL #0776746 FNMA POOL #0836391 FNMA POOL #0735976 FNMA POOL #0777209 FNMA POOL #0836681 FNMA POOL #0736280 FNMA POOL #0777357 FNMA POOL #0838792 FNMA POOL #0738387 FNMA POOL #0778345 FNMA POOL #0840574 FNMA POOL #0738611 FNMA POOL #0779699 FNMA POOL #0842249 FNMA POOL #0740916 FNMA POOL #0780890 FNMA POOL #0843997 FNMA POOL #0741907 FNMA POOL #0781861 FNMA POOL #0844052 FNMA POOL #0743569 FNMA POOL #0782359 FNMA POOL #0844148 FNMA POOL #0743867 FNMA POOL #0782554 FNMA POOL #0844237 FNMA POOL #0744131 FNMA POOL #0783579 FNMA POOL #0844789 FNMA POOL #0745000 FNMA POOL #0783670 FNMA POOL #0846573 FNMA POOL #0745275 FNMA POOL #0783813 FNMA POOL #0846586 FNMA POOL #0745314 FNMA POOL #0788519 FNMA POOL #0848324 FNMA POOL #0745412 FNMA POOL #0790791 FNMA POOL #0848640 FNMA POOL #0745418 FNMA POOL #0791726 FNMA POOL #0848981

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FNMA POOL #0849183 FNMA POOL #0889697 FNMA POOL #0909530 FNMA POOL #0851056 FNMA POOL #0889834 FNMA POOL #0909567 FNMA POOL #0852945 FNMA POOL #0889883 FNMA POOL #0910936 FNMA POOL #0864632 FNMA POOL #0890206 FNMA POOL #0912852 FNMA POOL #0865684 FNMA POOL #0890226 FNMA POOL #0913304 FNMA POOL #0867440 FNMA POOL #0890230 FNMA POOL #0914439 FNMA POOL #0867628 FNMA POOL #0890234 FNMA POOL #0914903 FNMA POOL #0868809 FNMA POOL #0890246 FNMA POOL #0918554 FNMA POOL #0870752 FNMA POOL #0890247 FNMA POOL #0918941 FNMA POOL #0870771 FNMA POOL #0892566 FNMA POOL #0919439 FNMA POOL #0870884 FNMA POOL #0893511 FNMA POOL #0920103 FNMA POOL #0872554 FNMA POOL #0894903 FNMA POOL #0922386 FNMA POOL #0872758 FNMA POOL #0894966 FNMA POOL #0922859 FNMA POOL #0874152 FNMA POOL #0896535 FNMA POOL #0923382 FNMA POOL #0874153 FNMA POOL #0897100 FNMA POOL #0923384 FNMA POOL #0874654 FNMA POOL #0897494 FNMA POOL #0923812 FNMA POOL #0878446 FNMA POOL #0898126 FNMA POOL #0928000 FNMA POOL #0878551 FNMA POOL #0899303 FNMA POOL #0928294 FNMA POOL #0879008 FNMA POOL #0899387 FNMA POOL #0929054 FNMA POOL #0880117 FNMA POOL #0899611 FNMA POOL #0929180 FNMA POOL #0880170 FNMA POOL #0899651 FNMA POOL #0929191 FNMA POOL #0880871 FNMA POOL #0899743 FNMA POOL #0929233 FNMA POOL #0880967 FNMA POOL #0899788 FNMA POOL #0929964 FNMA POOL #0880993 FNMA POOL #0900102 FNMA POOL #0930871 FNMA POOL #0882129 FNMA POOL #0900294 FNMA POOL #0931592 FNMA POOL #0882481 FNMA POOL #0902485 FNMA POOL #0931740 FNMA POOL #0884064 FNMA POOL #0902564 FNMA POOL #0931983 FNMA POOL #0886754 FNMA POOL #0903510 FNMA POOL #0933736 FNMA POOL #0886958 FNMA POOL #0905852 FNMA POOL #0933998 FNMA POOL #0888015 FNMA POOL #0905946 FNMA POOL #0934623 FNMA POOL #0888209 FNMA POOL #0906305 FNMA POOL #0934647 FNMA POOL #0888275 FNMA POOL #0906712 FNMA POOL #0935487 FNMA POOL #0888284 FNMA POOL #0907827 FNMA POOL #0937346 FNMA POOL #0888367 FNMA POOL #0908423 FNMA POOL #0938298 FNMA POOL #0888459 FNMA POOL #0908854 FNMA POOL #0938412 FNMA POOL #0888558 FNMA POOL #0909092 FNMA POOL #0938574 FNMA POOL #0888567 FNMA POOL #0909141 FNMA POOL #0938944 FNMA POOL #0888760 FNMA POOL #0909153 FNMA POOL #0939564 FNMA POOL #0889409 FNMA POOL #0909207 FNMA POOL #0939685 FNMA POOL #0889520 FNMA POOL #0909220 FNMA POOL #0940772 FNMA POOL #0889584 FNMA POOL #0909223 FNMA POOL #0941136

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FNMA POOL #0942198 FNMA POOL #0995113 FNMA POOL #0AD1608 FNMA POOL #0942470 FNMA POOL #0995149 FNMA POOL #0AD1613 FNMA POOL #0942766 FNMA POOL #0995158 FNMA POOL #0AD1656 FNMA POOL #0943436 FNMA POOL #0995182 FNMA POOL #0AD4101 FNMA POOL #0943999 FNMA POOL #0995199 FNMA POOL #0AD4184 FNMA POOL #0946113 FNMA POOL #0995234 FNMA POOL #0AD4927 FNMA POOL #0946833 FNMA POOL #0995252 FNMA POOL #0AD4941 FNMA POOL #0947894 FNMA POOL #0995253 FNMA POOL #0AD5097 FNMA POOL #0948631 FNMA POOL #0995320 FNMA POOL #0AD5137 FNMA POOL #0949445 FNMA POOL #0995753 FNMA POOL #0AD5165 FNMA POOL #0950300 FNMA POOL #0995865 FNMA POOL #0AD5325 FNMA POOL #0950994 FNMA POOL #0AA0317 FNMA POOL #0AD5541 FNMA POOL #0957560 FNMA POOL #0AA0893 FNMA POOL #0AD5542 FNMA POOL #0958314 FNMA POOL #0AA0894 FNMA POOL #0AD6889 FNMA POOL #0958861 FNMA POOL #0AA1747 FNMA POOL #0AD7121 FNMA POOL #0960128 FNMA POOL #0AA2139 FNMA POOL #0AD7151 FNMA POOL #0960393 FNMA POOL #0AA3049 FNMA POOL #0AD7698 FNMA POOL #0960445 FNMA POOL #0AA4463 FNMA POOL #0AD7726 FNMA POOL #0962280 FNMA POOL #0AA4470 FNMA POOL #0AD7784 FNMA POOL #0962752 FNMA POOL #0AA4536 FNMA POOL #0AE0030 FNMA POOL #0963539 FNMA POOL #0AA6951 FNMA POOL #0AE0178 FNMA POOL #0964398 FNMA POOL #0AA7253 FNMA POOL #0AE0230 FNMA POOL #0964570 FNMA POOL #0AA7692 FNMA POOL #0AE0267 FNMA POOL #0966327 FNMA POOL #0AA7706 FNMA POOL #0AE0375 FNMA POOL #0970343 FNMA POOL #0AA8449 FNMA POOL #0AE1879 FNMA POOL #0972569 FNMA POOL #0AA9347 FNMA POOL #0AE2321 FNMA POOL #0975076 FNMA POOL #0AA9611 FNMA POOL #0AE2496 FNMA POOL #0975649 FNMA POOL #0AA9757 FNMA POOL #0AE4446 FNMA POOL #0981152 FNMA POOL #0AB1287 FNMA POOL #0AE5487 FNMA POOL #0981723 FNMA POOL #0AB2077 FNMA POOL #0AE5917 FNMA POOL #0981861 FNMA POOL #0AC0560 FNMA POOL #0AE6234 FNMA POOL #0983315 FNMA POOL #0AC1241 FNMA POOL #0AE6344 FNMA POOL #0983402 FNMA POOL #0AC1524 FNMA POOL #0AE7704 FNMA POOL #0984006 FNMA POOL #0AC2796 FNMA POOL #0AE7762 FNMA POOL #0984727 FNMA POOL #0AC5407 FNMA POOL #0AE8388 FNMA POOL #0986821 FNMA POOL #0AC7542 FNMA POOL #0AE8396 FNMA POOL #0990713 FNMA POOL #0AC8938 FNMA POOL #0AE8715 FNMA POOL #0993565 FNMA POOL #0AD0110 FNMA POOL #0AE8748 FNMA POOL #0994318 FNMA POOL #0AD0166 FNMA POOL #0AE9107 FNMA POOL #0995050 FNMA POOL #0AD0727 FNMA POOL #0AH0434 FNMA POOL #0995072 FNMA POOL #0AD0888 FNMA POOL #0AH0829

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FNMA POOL #0AH0936 FNMA POOL #0MA0514 FNMA GTD REMIC P/T 05-101 ND FNMA POOL #0AH0942 FNMA POOL #0MA0587 FNMA GTD REMIC P/T 05-110 MB FNMA POOL #0AH1190 FNMA POOL #0MA0651 FNMA GTD REMIC P/T 05-118 ME FNMA POOL #0AH1252 FNMA POOL #0MA0654 FNMA GTD REMIC P/T 05-121 AK FNMA POOL #0AH2905 FNMA POOL #0MA0669 FNMA GTD REMIC P/T 05-33 QD FNMA POOL #0AH3781 FNMA GTD REMIC CTFS 03-52 KR FNMA GTD REMIC P/T 05-46 TW FNMA POOL #0AH4633 FNMA GTD REMIC P/T FNMA GTD REMIC P/T 05-53 MT FNMA POOL #0AH5583 FNMA GTD REMIC P/T 01-11 L FNMA GTD REMIC P/T 05-91 DA FNMA POOL #0AH5836 FNMA GTD REMIC P/T 01-T8 A2 FNMA GTD REMIC P/T 05-W1 1A1 FNMA POOL #0AH6112 FNMA GTD REMIC P/T 01-W3 B3 FNMA GTD REMIC P/T 05-W1 1A2 FNMA POOL #0AH6484 FNMA GTD REMIC P/T 02-62 FP FNMA GTD REMIC P/T 06-110 PW FNMA POOL #0AH6827 FNMA GTD REMIC P/T 02-66 FG FNMA GTD REMIC P/T 06-2 GV FNMA POOL #0AH7288 FNMA GTD REMIC P/T 02-88 LJ FNMA GTD REMIC P/T 06-37 DA FNMA POOL #0AH8362 FNMA GTD REMIC P/T 02-W1 3B4 FNMA GTD REMIC P/T 06-58 DB FNMA POOL #0AH8445 FNMA GTD REMIC P/T 02W1 3B5 FNMA GTD REMIC P/T 06-63 AE FNMA POOL #0AH8706 FNMA GTD REMIC P/T 02-W6 3B3 FNMA GTD REMIC P/T 06-74 MD FNMA POOL #0AH8845 FNMA GTD REMIC P/T 02-W6 3B5 FNMA GTD REMIC P/T 06-B1 AB FNMA POOL #0AH9155 FNMA GTD REMIC P/T 03-102 BU FNMA GTD REMIC P/T 06-B2 AB FNMA POOL #0AH9719 FNMA GTD REMIC P/T 03-122 FA FNMA GTD REMIC P/T 06-M2 A2F FNMA POOL #0AI0521 FNMA GTD REMIC P/T 03-122 FJ FNMA GTD REMIC P/T 07-114 A6 FNMA POOL #0AI1085 FNMA GTD REMIC P/T 03-23 AG FNMA GTD REMIC P/T 07-27 KA FNMA POOL #0AI1086 FNMA GTD REMIC P/T 03-24 BA FNMA GTD REMIC P/T 07-77 TD FNMA POOL #0AI1940 FNMA GTD REMIC P/T 03-24 BE FNMA GTD REMIC P/T 07-78 CA FNMA POOL #0AI2310 FNMA GTD REMIC P/T 03-32 FH FNMA GTD REMIC P/T 07-B1 BE FNMA POOL #0AI3487 FNMA GTD REMIC P/T 03-48 2A FNMA GTD REMIC P/T 08-68 VB FNMA POOL #0AI5428 FNMA GTD REMIC P/T 03-48 HA FNMA GTD REMIC P/T 08-68 VK FNMA POOL #0AI5541 FNMA GTD REMIC P/T 03-64 AD FNMA GTD REMIC P/T 09-39 LB FNMA POOL #0AI5975 FNMA GTD REMIC P/T 03-74 F FNMA GTD REMIC P/T 09-69 MB FNMA POOL #0AI5976 FNMA GTD REMIC P/T 03-89 DC FNMA GTD REMIC P/T 09-71 MB FNMA POOL #0AL0302 FNMA GTD REMIC P/T 03-T4 2A5 FNMA GTD REMIC P/T 09-77 GB FNMA POOL #0AL0316 FNMA GTD REMIC P/T 03-W1 B3 FNMA GTD REMIC P/T 09-85 LC FNMA POOL #0AL0484 FNMA GTD REMIC P/T 03-W1 B4 FNMA GTD REMIC P/T 09-86 PC FNMA POOL #0AL0520 FNMA GTD REMIC P/T 03-W10 1A4 FNMA GTD REMIC P/T 09-88 CA FNMA POOL #0FN0000 FNMA GTD REMIC P/T 03-W10 2B5 FNMA GTD REMIC P/T 09-96 CA FNMA POOL #0MA0096 FNMA GTD REMIC P/T 03-W15 2A7 FNMA GTD REMIC P/T 09-96 DB FNMA POOL #0MA0174 FNMA GTD REMIC P/T 03-W4 2B4 FNMA GTD REMIC P/T 10-155 JB FNMA POOL #0MA0240 FNMA GTD REMIC P/T 04-31 F FNMA GTD REMIC P/T 10-16 EJ FNMA POOL #0MA0269 FNMA GTD REMIC P/T 04-76 FA FNMA GTD REMIC P/T 10-48 UB FNMA POOL #0MA0322 FNMA GTD REMIC P/T 04-T1 1A1 FNMA GTD REMIC P/T 10-56 BD FNMA POOL #0MA0380 FNMA GTD REMIC P/T 04-T2 1A3 FNMA GTD REMIC P/T 10-72 DA FNMA POOL #0MA0384 FNMA GTD REMIC P/T 04-W11 1A2 FNMA GTD REMIC P/T 10-76 EA

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FNMA GTD REMIC P/T 10-84 BA FOCUS MINERALS LTD FORTIS INC FNMA GTD REMIC P/T 10-96 DC FOMENTO DE CONSTRUCCIONES Y FORTRESS INVESTMENT FUND IV FNMA GTD REMIC P/T 11-2 PD FOMENTO ECONOMICO MEXICANO SAB FORTRESS INVESTMENT FUND LLC FNMA GTD REMIC P/T 11-27 JQ FONCIERE DES REGIO EUR2 FORTRESS INVESTMENT FUND V A FNMA GTD REMIC P/T 11-30 LB FOOT LOCKER INC FORTUM OYJ FIM20 FNMA GTD REMIC P/T 11-31 PB FORBO HLDGS AG CHF0.1 (REGD) FORTUNE BRANDS INC FNMA GTD REMIC P/T 11-32 VG FORD CR AUTO 06-C CL D 144A FORZANI GROUP LTD FNMA GTD REMIC P/T 11-34 VA FORD CR AUTO 07-A CL C FOSCHINI GROUP LTD FNMA GTD REMIC P/T 11-35 PA FORD CR AUTO 08-B CL A-4A FOSSE MASTER ISSUER PLC 1A A2 FNMA GTD REMIC P/T 11-39 LP FORD CR AUTO 08-C CL A-4A FOSSIL INC FNMA GTD REMIC P/T 11-49 KB FORD CR AUTO 09-A CL A-3B FOSTER ELECTRIC CO JPY CO CFD FNMA GTD REMIC P/T 11-60 AT FORD CREDIT AUTO OWNER T A A4A FOSTERS GROUP ORD NPV FNMA GTD REMIC P/T 11-M1 A2 FORD CREDIT AUTO OWNER T B A4A FOUNDING CONSTRUCTION & DEV FNMA GTD REMIC P/T 1998-66 FG FORD CREDIT AUTO OWNER TR A A4 FOUNTAIN SET HLDGS ORD HK$0.20 FNMA GTD REMIC P/T 1998-73 MZ FORD CREDIT AUTO OWNER TR B A3 FOUR TIMES SQ 06-4TS CL A 144A FNMA GTD REMIC P/T 2001-42 QF FORD CREDIT AUTO OWNER TR B A4 FOURLIS EUR1 ORD FNMA GTD REMIC P/T 2001-T1 A1 FORD CREDIT AUTO OWNER TR C A3 FOX ACQUISITION SUB LLC FNMA GTD REMIC P/T 2001-T10 A1 FORD CREDIT AUTO OWNER TR D A4 FOXCO ACQUISITION (3/11) TLB FNMA GTD REMIC P/T 2002-60 FV FORD CREDIT AUTO OWNER TRU B B FOXCONN INTERNATIONAL HLDGC LT FNMA GTD REMIC P/T 2002-T16 A1 FORD CREDIT AUTO OWNER TRU C B FPIC INSURANCE GROUP INC FNMA GTD REMIC P/T 2002-T19 A1 FORD CREDIT AUTO OWNER TRU C C FRAC TECH SERVICES (5/11) TLB FNMA GTD REMIC P/T 2002-W1 B4 FORD CREDIT FLOORPLAN 10-5 A1 FRAC TECH SERVICES LLC/FRAC TE FNMA GTD REMIC P/T 2003-106 FA FORD CREDIT FLOORPLAN MAS 1 A1 FRANCE (GOVT OF) FNMA GTD REMIC P/T 2003-15 LF FORD CREDIT FLOORPLAN MAST 1 D FRANCE (GOVT OF) BDS FNMA GTD REMIC P/T 2003-17 PK FORD HOLDINGS LLC FRANCE (GOVT OF) OAT FNMA GTD REMIC P/T 2003-63 TJ FORD MOTOR CO FRANCE BED HOLDING NPV CFD FNMA GTD REMIC P/T 2006-22 CE FORD MOTOR CREDIT CO LLC FRANCE TELECOM FNMA GTD REMIC P/T 2006-29 PB FORD MTR CO DEL DEBS FRANCE TELECOM EUR4 FNMA GTD REMIC P/T 2006-53 PB FORDO 2009-B A3 FRANCE TELECOM SA FNMA GTD REMIC P/T 2006-67 PA FORDO 2009-C A3 FRANCE TELECOM SA NT FNMA GTD REMIC P/T 2007-B2 AB FORDO 2009-D D FRANCISCO PARTNERS II L P FNMA GTD REMIC P/T 2010-58 NQ FOREST LABORATORIES INC FRANCISCO PARTNERS LP FNMA GTD REMIC P/T 2010-81 PB FOREST LABORATORIES INC CVR FRANCO-NEVADA CORP FNMA GTD REMIC P/T 2010-M7 A2 FOREST OIL CORP FRANKLIN CAPITAL ASSOC III L P FNMA GTD REMIC P/T 2011-2 PL FORMOSA CHEM & FIBRE CO TWD10 FRANKLIN ELECTRIC CO INC FNMA GTD REMIC P/T 93-G05 F FORMOSA PLASTIC TW$10 FRANKLIN RESOURCES INC FNMA GTD REMIC P/T CTF 94-22-F FORMULA SYSTEMS 1985 LTD FRAPORT AG NPV FNMA GTD REMIC P/T CTFG93-27FC FORSYTH CNTY N C FRASER & NEAVE SGD0.2 FNMA GTD REMIC P/T G94-2 D FORTESCUE METALS G NPV FRASER PAPERS INC FNMA GTD REMIC P/T TR 04W9 2A1 FORTHNET SA EUR1.18 (CR) FRASERS CENTREPOINT TR FDS FNR 2007-88 FW FORTINET INC FRAZIER HEALTHCARE III L P

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FRAZIER HEALTHCARE IV LP FUJI HEAVY INDUSTRIES LTD CFD G4S PLC ORD GBP0.25 FRAZIER HEALTHCARE V LP FUJI HEAVY LTD Y50 GABONESE REP NT 144A FRED OLSEN ENERGY ASA SHS FUJI KIKO CO LTD JPY50 CFD GAFISA SA FREDDIE MAC FXD PFD SHS FUJI KYUKO CO JPY 50 CFD GAJAH TUNGGAL TBK PT FREEPORT-MCMORAN COPPER & GOLD FUJI MACHINE MFG CO LTD GALAXY ENTERTAINMENT GROUP LTD FREESCALE 2/10 EXTENDED LIEN1 FUJI OIL CO Y50 GALE 2007-3A A1 FREESCALE SEMICONDUCTOR INC FUJI PHOTO FILM CO LTD CFD GALENICA AG CHF.1 (REGISTERED) FREIGHTWAYS LTD NPV FUJI PHOTO FILM LTD ORD Y50 GALLEON ENERGY INC FREMF K-006 B FUJIFILM HOLDINGS CORP NPV GALP ENERGIA SGPS EUR1 FREMF MORTGAGE TRUST 11-K10 B FUJIKURA LTD CFD GAM HOLDING LTD FREMF MORTGAGE TRUST 11-K11 B FUJITA KANKO INC Y50 CFD GAME GROUP PLC ORD 5P FREMF MORTGAGE TRUST K9 B FUJITSU GENERAL Y50 CFD GAMECARD-JOYCO HOLDINGS INC FREMONT HOME LOAN TRUST B 2A2 FUJITSU NPV GAMESA CORP TECNO EUR0.17 FREMONT HOME LOAN TRUST B M2 FUJIYA CO LTD JPY50 CFD GAMESTOP CORP FREMONT HOME LOAN TRUST D 2A3 FUKOKU CO LTD CFD GANNETT CO INC FRESENIUS MED CARE US FUKOKU CO LTD JPY50 GAP INC/THE FRESENIUS MEDICAL CARE AG & CO FUKUDA DENSHI CFD GARDA WORLD SECURITY CORP FRESENIUS SE & CO KGAA FUKUOKA FINANCIAL GROUP INC GARDNER DENVER INC FRESH DEL MONTE PRODUCE FUKUSIMA INDS CORP JPY50 CFD GARTNER INC FRESH MARKET INC/THE FULLCAST CO LTD JPY50000 CFD GAS NAT SDG SA EUR1 FRESNILLO PLC ORD USD0.50 FULLER RD MGMT CORP N Y LEASE GAS OIL FUTURE (ICE) FRIEDMAN INDUSTRIES FULTON FINANCIAL CORP GASOLINE RBOB FUT (NYM) FRONTENAC VII LP FUNAI ELECTRIC CO NPV CFD GATEGROUP HOLDING AG FRONTIER COMMUNICATIONS CORP FUNTALK CHINA HOLDINGS LTD GATX CORP FRONTIER OIL CORP FURMAN SELZ INVESTORS II LP GAZ CAP SA LUXEMBOURG 144A FRONTIER REAL ESTATE FURMANITE CORP GAZPROM INTL SA FRONTLINE LTD USD2.5 FURUKAWA ELECTRIC CO LTD GAZPROM O A O LN SER 17 144A FSKANDINAVISKA ENSKILDA BANKEN FURUKAWA ELECTRIC CO LTD CFD GAZPROM OAO FSP TECHNOLOGY INC TWD10 FURUKAWA-SKY ALUMINUM CORP CFD GAZPROM OAO-SPON ADR FT LAUDERDALE GALLERIA FURUSATO INDUSTRIES NPV CFD GBP INTEREST F-TECH INC JPY50 FUSION-IO INC GBP/EUR SPOT OPTION 2011 FTI CONSULTING INC FUSO CHEMICAL CO JPY50 GBP/EUR SPOT OPTION 2012 FTSE 100 INDEX FUTURE (LIF) FUSO PHARMACEUTICAL INDS CFD GCB US ONCOLOGY INC ESCROW FU JI FOOD & CATER HKD0.01 FUT 90DAY EURODOLLAR (CME) GCCFC 2003-C1 D FUBON GROUP CO LTD TWD10 FUTABA INDUSTRIAL CO LTD CFD GCI INC FUCHS PETROLUB AG N V PRT DM50 FUTABA INDUSTRIAL Y50 GDF SUEZ FUEL TRUST FUTURE ARCHITECT INC JPY5000 GDF SUEZ EUR1 FUGRO NV CVZ EURO0.05 FUXING CHINA GROUP LTD GE CAP COML 02-1 CL H 144A FUJI CORP LTD JPY50 CFD FYFFES ORD EUR0.06 GE CAP COML MTG 02 3 CL A2 FUJI ELECTRIC CO LTD G FORCE 2005 RR LLC CL A2 144A GE CAPITAL COMMERCIAL MO C1 A3 FUJI ELECTRONICS CO CFD G S M S C P/T 08-2R 2A-1 144A GE CAPITAL COMMERCIAL MO C1 A4

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GE CAPITAL COMMERCIAL MO C3 A4 GENESIS LAND DEVELOPMENT CORP GESCO AG NPV GE CAPITAL COMMERCIAL MO C4 A4 GENOMMA LAB INTERNACIONAL SAB GESTEVISION TELECINCO SA GE CAPITAL COMMERCIAL MORT 1 C GENON ENERGY (9/10) TLB GET SA EUR0.40 (POST GE CAPITAL COMMERCIAL MORT 1 D GENON ENERGY INC GETINGE AB SER'B'NPV GE CAPITAL COMMERCIAL MORT 3 C GENON REMA LLC GETTY IMAGES (11/10) TLB GE CAPITAL CREDIT CARD MAS 1 A GEN-PROBE INC GEVO INC GE CAPITAL CREDIT CARD MAS 2 A GENTEX CORP GFI INFORMATIQUE SA EUR2 GE CAPITAL CREDIT CARD MAS 4 A GENTING BERHAD GFK SE NPV GE COML MTG CORP 05-C3 J 144A GENTING MALAYSIA BERHAD GFPT PUBLIC CO LTD-NVDR GE EQUIPMENT TRANSPORTATI 1 A2 GENTING SINGAPORE PLC USD0.10 GHANA GOVT GE MORTGAGE SERVICES LL HE3 A5 GENTIVA HEALTH SERVICES INC GIANT FUNDING CORP GEA GROUP AG NPV GENUINE PARTS CO GIBRALTAR INDUSTRIES INC GEBERIT CHF0.10 (REGD) (POST GENWORTH FINANCIAL INC GIGA-BYTE TECHNOLOGY CO TWD10 GECINA EUR7.50 GENWORTH MI CANADA INC G-III APPAREL GROUP LTD GEICO CORP GEO CO LTD CFD GILDAN ACTIVEWEAR INC GEMALTO EUR 1 GEO CO LTD JPY50000 GILDEMEISTER AG NPV GEMNT 2010-3 A GEO MAQUINARIA GILEAD SCIENCES INC GEN2 ASIAN OPPORTUNITY FUND GEODESIC LTD INR2 GIM PA DIRECT GENCO SHIPPING & TRADING GEOEYE INC GIM PA INVEST LP GENERAL CABLE CORP GEOKINETICS HOLDINGS USA INC GIMV NPV GENERAL CHEMICAL (3/11) TLB GEOMETRIC LTD INR2 GIORDANO INTL LTD HKD0.05 GENERAL DYNAMICS CORP GEORGETOWN UNIV D C GIRAFFE ACQUISITION CORP GENERAL ELEC CAP MTN #TR 00528 GEORGIA GULF CORP GIVAUDAN AG CHF10 GENERAL ELECTRIC CAPITAL CORP GEORGIA PACIFIC CORP TERM B1 GJENSIDIGE FORSIKRING ASA GENERAL ELECTRIC CAPITAL SERVI GEORGIA POWER CO GKN ORD GBP0.01 GENERAL ELECTRIC CO GEORGIA ST GLAXOSMITHKLINE CAPITAL GENERAL GROWTH PROPERTIES GEORGIAN RAILWAY LLC GLAXOSMITHKLINE CAPITAL INC GENERAL MARITIME CORP GEORGIA-PACIFIC LLC GLAXOSMITHKLINE CONSUMER GENERAL MILLS INC GEORGIA-PACIFIC LLC 144A GLAXOSMITHKLINE ORD GBP0.25 GENERAL MLS INC NT GERBER SCIENTIFIC INC GLAXOSMITHKLINE PLC CFD GENERAL MOTORS CO GERDAU HOLDINGS INC GLEACHER MEZZANINE FUND II LP GENERAL MOTORS FINANCIAL CO IN GERDAU SA GLEACHER MEZZANINE FUND LP GENERAL RESIDENTIAL HOLDINGS GERDAU TRADE INC GLENCORE FUNDING LLC 144A GENERAL SHOPPING FINANCE LTD GERMAN POSTAL PENSIONS GLENCORE INTL PLC ORD USD0.01 GENERATION IM GLOBAL EQUITY FD GERMAN POSTAL PENSIONS BDS GLG LIFE TECH CORP GENESIS CLO LTD 1A D 144A GERMANY (FED REP) GLITNIR BANKI HF 144A GENESIS CLO LTD 1A E 144A GERMANY (FED REP) BDS GLITNIR BANKI HF GBL MTN 144A GENESIS CLO LTD 2A D 144A GERMANY (FEDERAL REPUBLIC) GLOBAL & YUASA BATTERY CO GENESIS CLO LTD 2A E 144A GERMANY FED REP BDS GLOBAL BRANDS MANUFACTURE LTD GENESIS ENERGY LP GEROVA LTD ORD SHS GLOBAL BRASS & COPPER 8/10 TLB GENESIS ENERGY LP/GENESIS ENER GERRESHEIMER GROUP NPV (BR) GLOBAL CASH ACCESS (2/11) TLB

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GLOBAL CONSTRUCTION SERVICES L GMO INTERNET INC NPV GNMA POOL #0341673 GLOBAL CROSSING LTD GMO INTERNET INC NPV CFD GNMA POOL #0343613 GLOBAL CROSSING UK FINANCE PLC GMO PAYMENT GATEWAY INC CFD GNMA POOL #0344202 GLOBAL GREEN TECH GROUP CO GMO PAYMENT GATEWAY INC NPV GNMA POOL #0345885 GLOBAL INDS LTD US GOVT GTD GMP CAPITAL INC GNMA POOL #0351170 GLOBAL LOGISTIC PROPERTIES LTD GMTOW US (GENERAL MOTORS -CW16 GNMA POOL #0351408 GLOBAL PAYMENTS INC GN STORE NORD DKK4 GNMA POOL #0352050 GLOBAL POWER EQUIPMENT GROUP I GNC HOLDINGS INC GNMA POOL #0357737 GLOBAL SOURCE LTD SHS GNMA POOL #0162192 GNMA POOL #0361382 GLOBAL YELLOW PAGES LTD GNMA POOL #0164708 GNMA POOL #0362222 GLOBALTRANS INVESTMENT PLC GDR GNMA POOL #0190952 GNMA POOL #0365526 GLOBE SPECIALTY METALS INC GNMA POOL #0191638 GNMA POOL #0369368 GLOBE TELECOM INC GNMA POOL #0194480 GNMA POOL #0373730 GLOBECOMM SYSTEMS INC GNMA POOL #0203058 GNMA POOL #0385503 GLORY KOGYO Y50 GNMA POOL #0208529 GNMA POOL #0386561 GLUSKIN SHEFF + ASSOCIATES INC GNMA POOL #0209804 GNMA POOL #0386697 GM0TW US (GENERAL MOTORS CW19 GNMA POOL #0245531 GNMA POOL #0391574 GMAC COML 1997-C2 CL H 144A GNMA POOL #0266035 GNMA POOL #0393292 GMAC COML MTG 00-C1 CL K 144A GNMA POOL #0271730 GNMA POOL #0400438 GMAC COML MTG 2ND FHA INSD PJ GNMA POOL #0274765 GNMA POOL #0401189 GMAC COML MTG 97-C1 CL H-ADJ GNMA POOL #0274845 GNMA POOL #0408329 GMAC COML MTG 99-C3 CL J 144A GNMA POOL #0276322 GNMA POOL #0408416 GMAC COML MTG 99-C3 CL K 144A GNMA POOL #0278752 GNMA POOL #0410207 GMAC COML MTG P/T 97-C2 G 144A GNMA POOL #0281487 GNMA POOL #0419082 GMAC COML MTG SEC 97-C2 CL F GNMA POOL #0281746 GNMA POOL #0419161 GMAC COML MTG SEC 99-C1 F 144A GNMA POOL #0283858 GNMA POOL #0421117 GMAC COML MTG SECS INC 144A GNMA POOL #0291118 GNMA POOL #0421539 GMAC COML P/T 99-C3 144A GNMA POOL #0294096 GNMA POOL #0422071 GMAC COMMERCIAL MORTGAGE C1 A2 GNMA POOL #0297527 GNMA POOL #0422836 GMAC COMMERCIAL MORTGAGE C1 A4 GNMA POOL #0299710 GNMA POOL #0423788 GMAC COMMERCIAL MORTGAGE C2 A3 GNMA POOL #0304488 GNMA POOL #0423838 GMAC COMMERCIAL MORTGAGE C2 C GNMA POOL #0316417 GNMA POOL #0426136 GMAC COMMERCIAL MORTGAGE C2I K GNMA POOL #0317081 GNMA POOL #0427830 GMAC COMMERCIAL MORTGAGE C3 A4 GNMA POOL #0317599 GNMA POOL #0429350 GMAC COMMERCIAL MORTGAGE C3 B GNMA POOL #0319280 GNMA POOL #0429778 GMAC MORTGAGE CORP LOA AR2 1A2 GNMA POOL #0319432 GNMA POOL #0430151 GMAC MORTGAGE CORP LOAN AR1 3A GNMA POOL #0320622 GNMA POOL #0430886 GMAC MORTGAGE CORP LOAN AR2 4A GNMA POOL #0326446 GNMA POOL #0431661 GMAC MORTGAGE CORP LOAN J1 A5 GNMA POOL #0326843 GNMA POOL #0431662 GMAC POOL 1997-C FHA PROJ GNMA POOL #0330530 GNMA POOL #0432249 GMM GRAMMY PUBLIC THB1 GNMA POOL #0333352 GNMA POOL #0432702

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GNMA POOL #0433309 GNMA POOL #0551755 GNMA POOL #0604661 GNMA POOL #0433313 GNMA POOL #0551757 GNMA POOL #0607122 GNMA POOL #0433316 GNMA POOL #0551817 GNMA POOL #0607635 GNMA POOL #0433333 GNMA POOL #0552245 GNMA POOL #0610850 GNMA POOL #0433820 GNMA POOL #0552706 GNMA POOL #0612233 GNMA POOL #0435971 GNMA POOL #0552890 GNMA POOL #0613820 GNMA POOL #0436472 GNMA POOL #0553057 GNMA POOL #0614191 GNMA POOL #0436491 GNMA POOL #0553167 GNMA POOL #0615583 GNMA POOL #0436735 GNMA POOL #0554233 GNMA POOL #0615869 GNMA POOL #0437117 GNMA POOL #0554242 GNMA POOL #0616011 GNMA POOL #0441328 GNMA POOL #0555704 GNMA POOL #0616361 GNMA POOL #0442018 GNMA POOL #0557306 GNMA POOL #0616980 GNMA POOL #0442121 GNMA POOL #0561383 GNMA POOL #0617057 GNMA POOL #0442132 GNMA POOL #0561390 GNMA POOL #0617150 GNMA POOL #0442188 GNMA POOL #0564458 GNMA POOL #0618886 GNMA POOL #0442189 GNMA POOL #0565159 GNMA POOL #0619187 GNMA POOL #0442263 GNMA POOL #0571334 GNMA POOL #0622122 GNMA POOL #0442631 GNMA POOL #0571342 GNMA POOL #0623352 GNMA POOL #0445387 GNMA POOL #0572841 GNMA POOL #0626066 GNMA POOL #0447745 GNMA POOL #0574232 GNMA POOL #0630106 GNMA POOL #0463811 GNMA POOL #0575893 GNMA POOL #0634828 GNMA POOL #0465217 GNMA POOL #0575915 GNMA POOL #0638234 GNMA POOL #0470221 GNMA POOL #0576003 GNMA POOL #0642501 GNMA POOL #0472961 GNMA POOL #0576498 GNMA POOL #0643349 GNMA POOL #0473656 GNMA POOL #0579509 GNMA POOL #0644789 GNMA POOL #0477481 GNMA POOL #0581434 GNMA POOL #0646729 GNMA POOL #0485795 GNMA POOL #0584146 GNMA POOL #0648601 GNMA POOL #0486793 GNMA POOL #0584434 GNMA POOL #0649205 GNMA POOL #0496577 GNMA POOL #0587282 GNMA POOL #0652555 GNMA POOL #0498654 GNMA POOL #0587721 GNMA POOL #0652746 GNMA POOL #0500269 GNMA POOL #0588181 GNMA POOL #0655260 GNMA POOL #0503041 GNMA POOL #0588206 GNMA POOL #0658452 GNMA POOL #0503436 GNMA POOL #0591738 GNMA POOL #0659695 GNMA POOL #0503460 GNMA POOL #0591845 GNMA POOL #0666268 GNMA POOL #0505564 GNMA POOL #0592266 GNMA POOL #0669020 GNMA POOL #0520056 GNMA POOL #0596729 GNMA POOL #0669518 GNMA POOL #0536310 GNMA POOL #0598138 GNMA POOL #0672628 GNMA POOL #0537417 GNMA POOL #0598680 GNMA POOL #0675582 GNMA POOL #0542997 GNMA POOL #0600022 GNMA POOL #0675586 GNMA POOL #0549559 GNMA POOL #0602794 GNMA POOL #0675926 GNMA POOL #0550727 GNMA POOL #0604141 GNMA POOL #0677207

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GNMA POOL #0677418 GNMA POOL #0780817 GNMA GTD REMIC P/T 04-74 PZ GNMA POOL #0684206 GNMA POOL #0781148 GNMA GTD REMIC P/T 04-79 PA GNMA POOL #0687719 GNMA POOL #0781216 GNMA GTD REMIC P/T 04-84 C GNMA POOL #0690156 GNMA POOL #0781232 GNMA GTD REMIC P/T 04-85 GC GNMA POOL #0690910 GNMA POOL #0781567 GNMA GTD REMIC P/T 04-88 MG GNMA POOL #0692606 GNMA POOL #0781690 GNMA GTD REMIC P/T 04-97 AB GNMA POOL #0697848 GNMA POOL #0781746 GNMA GTD REMIC P/T 05-042 C GNMA POOL #0698236 GNMA POOL #0781829 GNMA GTD REMIC P/T 05-089 C GNMA POOL #0699114 GNMA POOL #0781905 GNMA GTD REMIC P/T 05-32 C GNMA POOL #0699566 GNMA POOL #0781931 GNMA GTD REMIC P/T 05-34 B GNMA POOL #0700806 GNMA POOL #0782040 GNMA GTD REMIC P/T 05-50 A GNMA POOL #0702046 GNMA POOL #0782046 GNMA GTD REMIC P/T 05-51 DK GNMA POOL #0704069 GNMA POOL #0782049 GNMA GTD REMIC P/T 05-79 C GNMA POOL #0704092 GNMA POOL #0782520 GNMA GTD REMIC P/T 05-87 C GNMA POOL #0704207 GNMA POOL #0782631 GNMA GTD REMIC P/T 05-89 B GNMA POOL #0704575 GNMA POOL #0782872 GNMA GTD REMIC P/T 05-89 D GNMA POOL #0712078 GNMA POOL #0782949 GNMA GTD REMIC P/T 06-046 A GNMA POOL #0717038 GNMA POOL #0909059 GNMA GTD REMIC P/T 06-063 B GNMA POOL #0719222 GNMA POOL #0911068 GNMA GTD REMIC P/T 06-068 A GNMA POOL #0720075 GNMA POOL #0911385 GNMA GTD REMIC P/T 06-18 A GNMA POOL #0720209 GNMA DEB CPN STRIPS GENERIC GNMA GTD REMIC P/T 06-3 A GNMA POOL #0721767 GNMA GTD MULT REM P/T 07-012 A GNMA GTD REMIC P/T 06-42 A GNMA POOL #0722770 GNMA GTD MULTI P/T 07-69 D GNMA GTD REMIC P/T 06-51 A GNMA POOL #0723354 GNMA GTD MULTI REM P/T 08-22 C GNMA GTD REMIC P/T 06-55 C GNMA POOL #0726139 GNMA GTD REMIC 09-86 CL A GNMA GTD REMIC P/T 06-60 PA GNMA POOL #0733673 GNMA GTD REMIC 1998-12 Z GNMA GTD REMIC P/T 07-13 B GNMA POOL #0733737 GNMA GTD REMIC 2001616 CL Z GNMA GTD REMIC P/T 07-4 A GNMA POOL #0733871 GNMA GTD REMIC P/T 02-61 C GNMA GTD REMIC P/T 07-77 B GNMA POOL #0734425 GNMA GTD REMIC P/T 02-91 D GNMA GTD REMIC P/T 08-59 A GNMA POOL #0737423 GNMA GTD REMIC P/T 03-012 VN GNMA GTD REMIC P/T 08-78 B GNMA POOL #0738950 GNMA GTD REMIC P/T 03-113 VB GNMA GTD REMIC P/T 09-108 WG GNMA POOL #0745133 GNMA GTD REMIC P/T 03-36 E GNMA GTD REMIC P/T 09-13 ND GNMA POOL #0748525 GNMA GTD REMIC P/T 03-5 C GNMA GTD REMIC P/T 09-19 AD GNMA POOL #0757580 GNMA GTD REMIC P/T 03-72 B GNMA GTD REMIC P/T 09-23 KB GNMA POOL #0761925 GNMA GTD REMIC P/T 03-86 PD GNMA GTD REMIC P/T 09-51 B GNMA POOL #0762568 GNMA GTD REMIC P/T 04-042 AD GNMA GTD REMIC P/T 09-58 MB GNMA POOL #0780041 GNMA GTD REMIC P/T 04-23 CA GNMA GTD REMIC P/T 09-93 HB GNMA POOL #0780082 GNMA GTD REMIC P/T 04-29 B GNMA GTD REMIC P/T 10-113 KE GNMA POOL #0780453 GNMA GTD REMIC P/T 04-51 C GNMA GTD REMIC P/T 10-14 A GNMA POOL #0780517 GNMA GTD REMIC P/T 04-6 CL C GNMA GTD REMIC P/T 10-156 C GNMA POOL #0780589 GNMA GTD REMIC P/T 04-6 CL D GNMA GTD REMIC P/T 10-49 A

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GNMA GTD REMIC P/T 10-65 A GNMA II POOL #0008847 GOODYEAR ENGINEERED DD TL GNMA GTD REMIC P/T 10-96 A GNMA II POOL #0008859 GOODYEAR ENGINEERED PROD 7/07 GNMA GTD REMIC P/T 10-97 A GNMA II POOL #0008880 GOODYEAR TIRE & RUBBER CO/THE GNMA GTD REMIC P/T 10-H20 AF GNMA II POOL #0710077 GOOGLE INC GNMA GTD REMIC P/T 10-H26 LF GNMA II POOL #0720339 GORMAN-RUPP CO/THE GNMA GTD REMIC P/T 11-45 CL GNMA II POOL #0731500 GOURMET NAVIGATOR INC NPV CFD GNMA GTD REMIC P/T 11-67 B GNMA II POOL #0741918 GOVERNEMNT NATL MTG ASSN GTD GNMA GTD REMIC P/T 11-86 C GNMA II POOL #0742346 GOVERNMENT NATL MTG ASSN GTD GNMA GTD REMIC P/T 11-H09 AF GNMA II POOL #0751746 GOVERNMENT OF CANADA GNMA GTD REMIC P/T 20020-31 FW GNMA II POOL #0783050 GOVERNMENT PROPERTIES INCOME T GNMA GTD REMIC P/T 2002-21 FV GNMA II POOL #0783256 GP STRATEGIES CORP GNMA GTD REMIC P/T 2004-9 ZS GNMA MULTI REMIC P/T 08-59 C GPT GROUP GNMA GTD REMIC P/T 2006-15 A GNMA POOL #0639909 GRACECHURCH MTG 06-1 A6 144A GNMA GTD REMIC P/T 2006-39 A GO-AHEAD GROUP ORD 10P GRACO INC GNMA GTD REMIC P/T 2006-39 B GO-AHEAD GROUP PLC CFD GRAHAM CORP GNMA GTD REMIC P/T 2007-75 B GOL LINHAS AEREAS INTELIGENTES GRAHAM PACKAGING 5/09 EXTENDED GNMA GTD REMIC P/T 2007-75 C GOLD 100 OZ FUTURE (CMX) GRAHAM PACKAGING CO INC GNMA GTD REMIC P/T 2008-45 B GOLD FIELDS LTD GRAHAM PACKAGING CO LP/GPC CAP GNMA GTD REMIC P/T 2009-4 A GOLD FIELDS ORD ZAR0.50 GRAHAM PARTNERS INVESTMENTS GNMA GTD REMIC P/T 2009-4 C GOLD FIELDS OROGEN HOLDING BVI GRAINCORP 'N'NPV GNMA GTD REMIC P/T 2009-5 B GOLD HILL VENTURE LENDING 03-A GRAINGER PLC ORD GBP0.05 GNMA GTD REMIC P/T 2010-97 C GOLDCORP INC GRAN TIERRA ENERGY INC GNMA GTD REMIM P/T 2004-45 ZS GOLDCREST CO JPY50 GRAND PAC BUSINESS 05-1 A 144A GNMA II POOL #0003426 GOLDEN AGRI RES USD0.025 GRAND PACIFIC PETROCHEMICAL GNMA II POOL #0004060 GOLDEN EAGLE RETAIL GROUP LTD GRANDE CACHE COAL CORP GNMA II POOL #0004061 GOLDEN LIVING (5/11) TLB GRANITE CONSTRUCTION INC GNMA II POOL #0004085 GOLDEN STAR RESOURCES LTD GRAPHIC PACKAGING INTERNATIONA GNMA II POOL #0004697 GOLDER THOMA CRESSEY RAUNER V GRASIM IND INR10 DEMAT GNMA II POOL #0004747 GOLDMAN INTL (GST) CASH COLL GRAY TELEVISION INC GNMA II POOL #0004772 GOLDMAN SACHS CAP I GREAT ATLANTIC & PACIFIC TEA GNMA II POOL #0004803 GOLDMAN SACHS GROUP INC FRN GREAT EAGLE HLDGS HK0.50 GNMA II POOL #0004854 GOLDMAN SACHS GROUP INC SR NT GREAT EASTERN HLDG SGD0.50 GNMA II POOL #0004883 GOLDMAN SACHS GROUP INC/THE GREAT HILL EQUITY PARTNERS II GNMA II POOL #0004923 GOLDWIN INC CFD GREAT HILL EQUITY PARTNERS III GNMA II POOL #0004946 GOLDWIN INC JPY50 GREAT HILL EQUITY PARTNERS IV GNMA II POOL #0004978 GOODMAN FIELDER NPV GREAT HILL EQUITY PARTNERS L P GNMA II POOL #0005017 GOODMAN GLOBAL (11/10) TLB GREAT LAKES DREDGE & DOCK CORP GNMA II POOL #0005055 GOODMAN GLOBAL (2ND LIEN 10/10 GREAT PLAINS ENERGY INC GNMA II POOL #0008113 GOODMAN LTD GREAT PORTLAND ESTATES ORD GNMA II POOL #0008289 GOODMAN NETWORKS INC 144A GREAT PORTLAND ESTATES ORD CFD GNMA II POOL #0008682 GOODRICH CORP GREAT WALL MOTOR COMPANY LTD

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GREAT WALL TECHNOLOGY CO CL H GREENWOOD RACING INC TL B GS MORTGAGE SECURITIES GG4 A4A GREAT WEST LIFECO INC GREGGS ORD GBP0.02 GS MORTGAGE SECURITIES GG6 A4 GREATER BERKS DEVELOPMENT FUND GREIF INC GS MORTGAGE SECURITIES GG6 AM GREATER ORLANDO AVIATION AUTH GREYLOCK GDF LTD CLASS B SER 7 GS MORTGAGE SECURITIES GG8 A4 GREE INC NPV GRIEG SEAFOOD NOK4.00 GS MORTGAGE SECURITIES GG8 AJ GREE INC NPV CFD GRIFFON CORP GS MTG SEC CORP II 04-GG J GREEKTOWN SUPERHOLDINGS INC GRIFOLS 10/10 (USD) TLB GS MTG SECS CORP 05-HE3 CTF B3 GREEN CENTURY BALANCED FUND GRIFOLS SA EUR0.5 GS MTG SECS CORP 06RR2 N 144A GREEN CROSS CORPOR KRW5000 GROSVENOR RESIDENTIAL INVT GS MTG SECS CORP 2006 144A GREEN DOT CORP GROTECH PARTNERS V L P GS MTG SECS CORP II 144A GREEN EQUITY INVESTORS II LP GROUPAMA SA GS MTG SECS II 04-GG2 K 144A GREEN MOUNTAIN COFFEE ROASTERS GROUPE AEROPLAN INC GS MTG SECS TR 10-C2 X-A 144A GREEN TREE 08-MH1 CL A-3 144A GROUPE BRUXELLES L NPV GS YUASA CORP NPV GREENBRIER COS INC GRUH FINANCE INR10 GSAMP TRUST HE5 A2B GREENE KING PLC CFD GRUMA SAB DE CV SER 'B' NPV GSAMP TRUST NC1 A2 GREENHILL & CO INC GRUPO AEROPORTUARIO DEL GSAMP TRUST NC1 A2C GREENPARK INTL INVS III LP GRUPO AEROPORTUARIO DEL CENTRO GSAMP TRUST S4 A1 GREENPOINT MANUFACTURED 2 IA2 GRUPO BIMBO SAB DE CV GSC PARTNERS CDO INVESTORS GREENPOINT MANUFACTURED 2 IIA2 GRUPO BIMBO SAB DE CV SER'A' GSC RECOVERY II LP GREENPOINT MANUFACTURED 3 2A2 GRUPO EMPRESARIAL ENCE SA GSC RECOVERY III PARALLEL FUND GREENPOINT MANUFACTURED H 2 A2 GRUPO FINANCIERO BANORTE SAB GSR MORTGAGE LOAN TRUS 1F 1A11 GREENPOINT MANUFACTURED H 4 A2 GRUPO FINANCIERO GALICIA SA GSR MORTGAGE LOAN TRUS AR4 6A1 GREENPOINT MANUFACTURED H 6 A3 GRUPO HERDEZ COM NPV GSR MORTGAGE LOAN TRUS AR6 1A1 GREENPOINT MANUFACTURED H 7 A2 GRUPO MEXICO SAB DE CV GSR MORTGAGE LOAN TRUST 14 3A2 GREENPOINT MORTGAGE F AR8 1A2A GRUPO MODELO SAB DE CV MXP GSR MORTGAGE LOAN TRUST 6F 1A6 GREENPOINT MORTGAGE PASS- 1 A1 GRUPO POSADAS SAB CV G-STAR 2002-1 CL C DEFINITIVE GREENWICH CAP 02-C1 CL H 144A GRUPO POSADAS SAB DE CV GSW IMMOBILIEN AG GREENWICH CAP 05-GG3 CL K 144A GRUPO TELEVISA SA GT SOLAR INTERNATIONAL INC GREENWICH CAP COML 2003-C1 A4 GRUPOSURA FINANCE GTB FINANCE BV GREENWICH CAP COML FDG 02 144A GRYPHON PARTNERS II LP GTCR FUND IX GREENWICH CAP MTG 03-C2 A-4 GRYPHON PARTNERS III GTCR FUND VI LP GREENWICH CAPITAL COMM GG11 AJ GS FINANCIAL CORP GTCR FUND VII LP GREENWICH CAPITAL COMM GG3 AAB GS GLOBAL CORP GTCR FUND VII-A GREENWICH CAPITAL COMME GG5 A5 GS HOLDINGS CORP KRW5000 GTCR FUND VIII LP GREENWICH CAPITAL COMME GG7 A4 GS HOME SHOPPING INC KRW5000 GTE CORP GREENWICH CAPITAL COMME GG7 AJ GS MEZZANINE PARTNERS L P GTL TRADE FINANCE INC GREENWICH CAPITAL COMME GG9 A4 GS MORTGAGE SECURITI C1 X 144A GTL TRADE FINANCE INC REGS GREENWICH CAPITAL COMME GG9 AM GS MORTGAGE SECURITIES CO C1 E GUANGZHOU AUTOMOBILE GROUP CO GREENWICH CAPITAL COMMERC C1 B GS MORTGAGE SECURITIES GG10 A4 GUATEMALA (REP OF) BDS REGS GREENWICH COML C003-C2 144A GS MORTGAGE SECURITIES GG2 A3 GUDANG GARAM(PERSUSAHAAN ROKOK GREENWICH STREET CAP PARTNERS GS MORTGAGE SECURITIES GG4 A4 GUESS? INC

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GUGGENHEIM STRUCT 05-2 144A HALLA ENGINEERING & CONSTRUCT HARBOURVEST INTL PRIVATE EQUTY GUGGENHEIM STRUCT 06-3 E 144A HALLETS POINT HARBOURVEST PARTNERS VIII - GUGGENHEIM STRUCT FDG 05 144A HALLIBURTON CO HARBOURVEST PTNRS VI FD LP GUGGENHEIM TECHNOLOGY VENTURES HALMA ORD 10P CFD HARBOURVEST VENTURE VII GUINNESS ANCHOR BERHAD MY$0.50 HALPERN DENNY FUND III LP HARGRAY COMM HYBRID 2ND LIEN GUJARAT NRE COKE INR10(DEMAT HALYK SAVINGS BANK OF KAZAKHST HARGREAVES LANSDOWN ORD GUJARAT STATE FER INR10 HAMAMATSU PHOTONICS NPV HARLEY DAVIDSON 07-1 CL A4 GULF KEYSTONE PETRO LTD CFD HAMMERSON BDS HARLEY-DAVIDSON FINANCIAL SERV GULFPORT ENERGY CORP HAMMERSON ORD 25P REITS HARLEY-DAVIDSON FUNDING CORP GULFSANDS PETROLEUM ORD HAMMERSON PLC CFD HARLEY-DAVIDSON INC GULLIVER INTERNATIONAL CFD HAMPTON MANAGEMENT UNIT HARLEY-DAVIDSON MOTORCYCL 1 A4 GULLIVER INTERNATIONAL JPY50 HAMWORTHY ORD GBP0.05 HARLEYSVILLE GROUP INC GUNMA BANK CFD HANA FINANCIAL HOLDINGS HARMAN INTERNATIONAL INDUSTRIE GUNMA BANK Y50 HANCOCK HOLDING CO HARMONY FOODS CORP GUNZE LTD CFD HANDSOME CORP KRW500 HAROT 2009-3 A3 GUOCO GROUP US$0.50 HANESBRANDS INC HAROT 2010-2 A4 GUOCOLEISURE LIMITED USD0.20 HANG FUNG GOLD TEC HKD0.10 HAROT 2010-A AC GWANGJU SHINSEGAE KRW5000 HANG LUNG GROUP LTD HARP HIGH GRADE CDO I LTD PREF GXS WORLDWIDE INC HANG LUNG PROPERTIES LTD HARRAHS OPERATING CO INC TLB2 H&E EQUIPMENT SERVICES INC HANG SENG BANK HK$5 HARRIS CORP H&R BLOCK INC HANG TEN GROUP HOLDINGS LTD HARRY WINSTON DIAMOND CORP H.C. STARCK 04/07 (USD) TLC HANGER ORTHOPEDIC GROUP INC HARSCO CORP H.I.S.CO CFD HANIL CEMENT CO KSWN5000 HARTFORD FINANCIAL SERVICES GR H.I.S.CO JPY50 HANKOOK TIRE MANUFACTURING HARUM ENERGY TBK PT HACHIJUNI BANK Y50 HANKUK PAPER MFG KRW5000 HARUYAMA TRDING JPY50 CFD HACHIJUNI BANK Y50 CFD HANKYU HANSHIN HOLDNGS INC CFD HARVEY NORMAN HLDGS NPV HACKETT GROUP INC/THE HANMI SEMICONDUCTOR CO LTD HASBRO INC HAIER ELECTRONICS GROUP CO LTD HANNOVER RUECKVERSICHERUNG AG HAULOTTE GROUP EUR0.13 HAIN CELESTIAL GROUP INC/THE HANNSTAR BOARD INTL HOLDINGS HAVAS EUR0.4 HAJIME CONSTRUCTION CO LTD HANOVER INSURANCE GROUP INC/TH HAWAII CNTY HAWAII HAKUDO CO LTD JPY50 CFD HANSEN NATURAL CORP HAWAIIAN ELECTRIC INDUSTRIES I HAKUHODO DY HLDGS INC NPV HANSEN TRANSMISSIONS INTL NV HAYNES INTERNATIONAL INC HAKUHODO DY HOLDONGS INC CFD HANWHA GENERAL INSURANCE CO HAYS ORD 1P HAKUTO CO CFD HANWHA TIMEWORLD CO LTD HBOS PLC MTN TR #SB 0000 144A HALDEX AB RED SHS HARBIN ELECTRIC INC HBOS TREAS SVCS PLC 144A HALDEX AB SEK5 HARBORVIEW MORTGAGE LO 12 2A2B HC STARCK 4/07 (USD) TLC HALFORDS GROUP ORD GBP0.01 HARBORVIEW MORTGAGE LOA 2 2A1A HCA HOLDINGS INC HALFORDS GROUP ORD GBP0.01 CFD HARBORVIEW MORTGAGE LOA 7 2A1A HCA INC HALIFAX CAPITAL PARTNERS LP HARBORVIEW MORTGAGE LOA 9 2A1A HCC INSURANCE HOLDINGS INC HALIM HOLDINGS CO LTD HARBOUR VEST INTL PRIVATE EQ HCP INC HALLA CLIMATE CONT ORD KRW500 HARBOURVEST INTL PRIVATE EQ HD SUPPLY 3/10 EXTENDED TLB

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HDFC BANK INR2 (DEMAT) HENNES & MAURITZ AB 'B' NPV HIKARI TSUSHIN INC JPY50 CFD HEADLAND PRIVATE EQUITY FUND HENRY SCHEIN INC HIKMA PHARMACEUTICALS CFD HEADWATERS INC HERBALIFE LTD USD COM SHS HIKMA PHARMACEUTICALS ORD HEALTH CARE REIT INC HERCULES OFFSHORE INC HILCORP ENERGY I L P / HILCORP HEALTH CARE SERVICE CORP HERCULES OFFSHORE LLC TL HILCORP ENERGY I LP 144A HEALTH MANAGEMENT ASSOCIATES I HERITAGE FD I LP HILEX POLY (11/10) TLB HEALTH NET INC HERITAGE OF GREEN HILLS HILLMAN GROUP INC HEALTHCARE LOCUMS ORD GBP0.1 HERITAGE OIL LTD CFD HILL-ROM HOLDINGS INC HEALTHCARE REALTY TRUST INC HERITAGE OIL PLC ORD NPV HINDUSTAN LEVER INR1 DEMAT HEALTHCARE SERVICES GROUP INC HERITAGE POINTE OF TEANECK HINDUSTAN SANITARYWARE & IND HEALTHCARE VENTURES FUND V HERMAN MILLER INC HINES US OFFICE VALUE ADDED HEALTHCARE VENTURES III L P HERMES INTL FRF10 POST SPLIT HINO MOTORS Y50 HEALTHCARE VENTURES VI HERO HONDA MOTORS LIMITED HI-P INTERNATIONAL LTD HEALTHCARE VENTURES VII L P HERSHA HOSPITALITY TRUST HIPEP V-ASIA PACIFIC & REST OF HEALTHCARE VENTURES VIII LP HERSHEY CO/THE HIPOTECARIA SU CASITA SA HEALTHSOUTH CORP HERTZ (COV-LITE 3/11) TLB HIPOTECARIA SU CASITA SA DE CV HEALTHSPRING INC HERTZ 2009-2A A2 HIRAMA TSU INC NPV CFD HEALTHSTREAM INC HERTZ CORP/THE HIROSE ELECTRONICS HEATING OIL FUTURE (NYM) HESS CORP HIROSHIMA BK CFD HECKMANN CORP HEWLETT-PACKARD CO HIROSHIMA BK Y50 HEIDELBERGCEMENT AG HEXAGON AB HISAMITSU PHARM CO NPV HEIDELBERGER DRUCKMASCHINEN HEXCEL CORP HISTORIC TW INC HEIJMANS CVA EUR0.03 HEXINDO ADIPERKASA IDR100 HITACHI CABLE CFD HEINEKEN HOLDING EUR1.6 HEXION SPECIALTY CHEMICAL TL HITACHI CAPITAL JPY50 HEINEKEN NV EUR1.60 HEXION SPECIALTY CHEMICALS TL HITACHI CAPITAL JPY50 CFD HEINZ H J CO COM HEXION US FINANCE CORP / HEXIO HITACHI CHEMICAL Y50 HEITMAN AMERICA REAL ESTATE HEXPOL HITACHI CHEMICAL Y50 CFD HEIWA CORP CFD HHI HOLDINGS (3/11) TLB HITACHI CONSTRUCTION MACHINERY HELEN OF TROY LTD NEW HIAP SENG ENGINEER SGD0.1 HITACHI HIGH TECHNOLOGIES CORP HELIOS FINANCE LP S1 B3 144A HIBBETT SPORTS INC HITACHI KOKUSAI ELECTRIC JPY50 HELIX ENERGY SOLUTIONS GROUP I HIDAY HIDAKA CORP NPV HITACHI LTD CFD HELLA KGAA HUECK & CO HIG BAYSIDE DEBT LBO II HITACHI MEDICAL CORP NPV HELLENIC PETROLEUM SA EUR2.18 HIGASHI-NIPPON BANK LTD/THE HITACHI MEDICAL CORP NPV CFD HELLMAN & FRIEDMAN CAP PTNR IV HIGH CAP PTR VII HITACHI METALS Y50 HELLMAN & FRIEDMAN CAPITAL HIGH RIVER GOLD MINES LTD HITACHI NPV HELMERICH & PAYNE INC HIGHLAND CAPITAL PARTNERS VI HITACHI TRANSPORT SYSTEM LTD HELVETIA HOLDING AG CHF0.1 HIGHLAND CONSUMER FUND I LP HI-TECH PHARMACAL CO INC HENDERSON LAND DEVELOPMENT CO HIGHLAND PARK II MEZZANINE HITTITE MICROWAVE CORP HENGAN INTL GROUP CO LTD HIGHLIGHT COMMON CHF1 HJ HEINZ CO HENKEL AG & CO KGAA NON VTG HIGHMARK INC HKR INTERNATIONAL HK$0.25 HENKEL AG & CO KGAA NPV(BR) HIGHWOODS PROPERTIES INC HLIOS 2007-S1 B2

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HMB CAP TR V CAP SECS 144A HOME RETAIL GROUP ORD GBP0 HOT TOPIC INC HMI 2010-1A A2 HOMEAWAY INC HOUSEHOLD FIN CORP NT HMS HOLDINGS CORP HOMESERVE ORD GBP0.025 HOUSING DEV FIN CORP INR2 HMV GROUP ORD GBP0.01 HON HAI PRECISION GDR(REP 2 HOUSTON TEX ARPT SYS REV HNI CORP HON HAI PRECISION INDS TWD10 HOWA MACHINERY LTD JPY50 CFD HO BEE INVESTMENT SGD0.05 HON HAI PRECISION INDUSTRY HOWDEN JOINERY GROUP PLC ORD HOCHSCHILD MINING PLC ORD HON HAI PRECISION INDUSTRY CO HOYA PENTAX HD CORPORATION HOCHTIEF AG NPV HONDA AUTO RECEIVABLES OW 2 A3 HP ENTERPRISE SERVICES LLC HODOGAYA CHEMICAL CFD HONDA MOTOR CO NPV HSBC BANK BRASIL SA - BANCO MU HOGANAS AG ORD 'B'SHS SWKR5 HONDA MOTOR CO NPV CFD HSBC BANK PLC HOKKAIDO ELE POWER CO INC Y500 H-ONE CO LTD HSBC BANK USA NA HOKKAIDO ELECTRIC POWER CO INC HONEYS CO LTD NPV HSBC BANK USA NA/NEW YORK NY HOKKAIDO GAS JPY50 CFD HONEYS CO LTD NPV CFD HSBC CAP FDG(EUR1) PERP BDS HOKUETSU KISHU PAPER CO LTD HONEYWELL INTERNATIONAL INC HSBC FINANCE CORP HOKUHOKU FINANCIAL GR INC CFD HONG KONG & CHINA GAS HKD0.25 HSBC HLDGS ORD USD0.50 (UK) HOKUHOKU FINANCIAL GROUP INC HONG KONG AIRCRAFT HSBC HLDGS PLC SUB NT HOKURIKU ELEC PWR CO INC Y500 HONG KONG AND SHANGHAI HOTELS HSBC HLDGS USD0.50 HONGKONG HOKURIKU ELECTRIC POWER CO INC HONG KONG EXCHANGES & CLEARING HSBC HOLDINGS PLC HOLCIM (MAROC) MAD100 HONG LEONG ASIA SGD0.20 HSBC HOLDINGS PLC CFD HOLCIM CHF2 (REGD) HONG LEONG BANK MYR1 HSBK (EUROPE) BV REG S HOLCIM INDONESIA TBK IDR500 HONG LEONG FIN MYR1 HSI ASSET SECURITIZATI HE1 2A1 HOLCIM PHILIPPINES INC PHP1 HONGKONG LAND HLDGS LTD ORD HSI ASSET SECURITIZATI HE2 2A2 HOLD-KEY ELECTRIC TWD10 HOOSIERS CORP NPV HSN INC HOLLAND II APARTMENTS HOOSIERS CORP NPV CFD HSU FU CHI INTL LTD SGD0.01 HOLLY CORP HOPEFLUENT GROUP HLDGS LTD HTC CORP HOLLY ENERGY PARTNERS LP HOPEWELL HOLDINGS HKD2.50 HUA HAN BIO-PHARMA HKD0.1 HOLLY ENERGY PARTNERS LP/HOLLY HORIBA LTD CFD HUABAO INTERNATIONAL HOLDINGS HOLMEN AB SEK50 SER'B' HORIPRO INC CFD HUAKU DEVELOPMENT CO LTD TWD10 HOLMES MASTER ISSUER PL 2A 3A1 HORIZON TECHNOLOGY FINANCE COR HUANENG POWER INTL INC H SHS HOLOGIC INC HORMEL FOODS CORP HUB GROUP INC HOMBURG INVEST INC HORNBECK OFFSHORE SERVICES INC HUB INTL HLDGS INC SR NT 144A HOME CAPITAL GROUP INC HORSEHEAD HOLDING CORP HUB POWER CO PKRP10 HOME DEPOT INC HOSHIZAKI ELECTRIC CO LTD NPV HUBBARD RADIO (2ND LIEN 4/11) HOME EQUITY ASSET TRUST 2 2A1 HOSIDEN CORP CFD HUBBELL INC HOME EQUITY ASSET TRUST 4 2A3 HOSIDEN CORP Y50 HUDBAY MINERALS INC HOME EQUITY ASSET TRUST 5 2A3 HOSKEN CONS INVTS ZAR0.25 HUDSON CITY BANCORP INC HOME EQUITY ASSET TRUST 6 M1 HOSPIRA INC HUDSON PACIFIC PROPERTIES INC HOME EQUITY LOAN TRU FRE1 2AV1 HOSPITALITY PROPERTIES TRUST HUDSON UNITED BANK/MAHWAH NJ HOME INNS & HOTELS MANAGEMENT HOST HOTELS & RESORTS INC HUF/EUR SPOT OPTION 2011 HOME LN TR 2006 HI2 2006-HI2 HOST HOTELS & RESORTS LP HUF/EUR SPOT OPTION 2012 HOME PRODUCT CENTRE THB1(ALIEN HOST MARRIOTT CORP NEW COM HUFVUDSTADEN FAST SER'A'FREE

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HUGHES NETWORK SYSTEMS LLC/HNS HYUNDAI AUTO RECEIVABLES A A4 ICONIX BRAND GROUP INC HUGO BOSS AG PFD HYUNDAI AUTO RECEIVABLES B A3 IDACORP INC HUIYIN HOUSEHOLD APPLIANCES HYUNDAI CAPITAL SERVICES INC IDAHO HEALTH FACS AUTH REV HUMAN GENOME SCIENCES INC HYUNDAI DEPT STORE KRW5000 IDB HOLDING CORP ORD SHK5 HUMANA INC HYUNDAI DSF KRW5000 IDEARC INC HUNG HING PRINTING GROUP HYUNDAI ENGR & CONSTR CO IDEMITSU KOSAN CO LTD NPV HUNG POO REAL ESTA TWD10 HYUNDAI FIRE & MARINE IDEX CORP HUNGARY (GOVT OF) BDS HUF'A' HYUNDAI HEAVY IND CO KRW5000 IDEXX LABORATORIES INC HUNGARY (REPUBLIC OF) HYUNDAI HOME SHOPPING NETWORK IDGC HOLDING JSC BRD RUB1 HUNGARY (REPUBLIC OF) BDS HYUNDAI HYSCO CO LTD KRW5000 IG GROUP HOLDINGS PLC HUNGARY GOVERNMENT BOND HYUNDAI MOBIS IG GROUP HOLDINGS PLC CFD HUNGARY GOVERNMENT INTERNATION HYUNDAI MOTOR CO IGATE CORP HUNGARY GOVT INTL HYUNDAI MTR CO IGM FINANCIAL INC HUNTING PLC ORD 25P IAMGOLD CORP IGNITION VENTURE PARTNER IV LP HUNTINGTON BANCSHARES INC/OH IASIS (COV-LITE TL 4/11) IGNITION VENTURE PARTNERS II HUNTINGTON INGALLS INDUSTRIES IASIS HEALTHCARE LLC / IASIS C IGNITION VENTURE PARTNERS III HUNTSMAN CORP IBERDROLA FINANZAS SAU IGUATEMI EMPRESA SHOPPING COM HUNTSMAN INTERNATIONAL LLC IBERDROLA SA EUR0.75 (POST IHARA CHEMICAL IND CFD HURXLEY CORP JPY50 CFD IBERIABANK CORP IHARA CHEMICAL IND Y50 HUSKY ENERGY INC IBIDEN CO Y50 IHI CORP CFD HUSQVARNA AB SER B NPV IBIDEN CO Y50 CFD IHI CORP Y50 HUSTEEL CO KRW5000 IBJ LEASING CO LIMITED NPV IIDA HOME MAX JPY50 HUTCHISON PORT HOLDINGS TRUST IBJ LEASING CO LIMITED NPV CFD IIDA HOME MAX JPY50 CFD HUTCHISON TELECOMMUNICATIONS IBM DISC IINET NPV HUTCHISON WHAM INT IBM INTERNATIONAL GROUP CAPITA IINO KAIUN KAISHA CFD HUTCHISON WHAMPOA HK$0.25 IBS GROUP HOLDINGS LTD GDR II-VI INC HUTCHISON WHAMPOA INTERNA REGS I-CABLE COMMUNICATIONS LTD IL ST DEV WST RV IL ESCROW HUTCHISON WHAMPOA INTERNATIONA ICADE NPV (POST MERGER) ILFC (DELOS AIRCRAFT) 3/10 TL2 HUTCHISON WHAMPOA INTL 144A ICAHN ENTERPRISES LP ILFC 3/10 B1 TLB HWA SHIN CO KRW500 ICAHN ENTERPRISES LP / ICAHN E ILFC E CAPITAL TR II 144A HWA SUNG INDUSTRIAL CO KRW5000 ICAP ORD GBP0.10 ILIAD NPV HYAKUGO BANK LTD/THE CFD ICAP PLC CFD ILLINOIS ST HYAKUJUSHI BANK CFD ICG GROUP INC ILLINOIS ST TOLL HWY AUTH TOLL HYATT HOTELS CORP ICHIKAWA WOOLENCFD ILLINOIS ST TXBL HYDER CONSULTING ORD GBP0.10 ICHIKOH INDUSTRIES CFD ILLINOIS STUDENT ASSISTAN 1 A3 HYDRO QUEBEC ICHIYOSHI SECURITIES CFD ILLINOIS TOOL WORKS INC HYLAND SOFTWARE (3/11) TLB ICHIYOSHI SECURITIES Y50 ILLUMINA INC HY-LOK CORP ICICI BANK INR10 (DEMAT) ILSHIN SPINNING KRW5000 HYNIX SEMICONDUCTOR INC ICICI BANK LTD ILUKA RESOURCES LIMITED HYPERMARCAS SA ICICI BANK LTD/DUBAI IMAGINATION TECHNOLOGIES CFD HYSAN DEVELOPMENT HK$5 ICOM INCORPORATED JPY50 CFD IMARKETKOREA INC

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IMASEN ELEC IND CO JPY50 INDONESIA (REPUBLIC OF) REGS ING FURMAN SELZ INVESTORS III IMC HOME EQUITY LOAN TRUS 2 A8 INDONESIA GOVERNMENT ING GROEP N.V. CVA EUR0.24 IMDEX NPV INDONESIA REP BD 144A ING GROEP NV IMERYS EUR2 INDONESIA REPUBLIC GBL REG S INGENICO EUR1 IMI ORD GBP0.25 INDONESIA TREASURY BOND INGERSOLL-RAND CO IMI PLC CFD INDONESIA(REPUBLIC OF) INGERSOLL-RAND GLOBAL HOLDING IMMOFINANZ AG NPV INDOSAT PALAPA CO BV INGERSOLL-RAND PUBLIC LIMITED IMMUCOR INC INDRAPRASTHA GAS LTD INGLES MARKETS INC IMMUNODIAGNOSTIC SYSTEMS HLDGS INDUSTREA LIMITED INGRAM MICRO INC IMPAC CMB TRUST 9 1A1 INDUSTRIA DE DISENO TEXTIL SA INKIA ENERGY LTD IMPALA PLATINUM HOLDINGS LTD INDUSTRIAL & COMMERCIAL BANK O INLAND LAKE NORTH MGMT UNIT IMPAX LABORATORIES INC INDUSTRIAL ALLIANCE INS & FINL INLAND REAL ESTATE CORP IMPERIAL HOLDING ZAR0.04 INDUSTRIAL BK OF KOREA KRW5000 INMARSAT FINANCE PLC IMPERIAL OIL LTD INDUSTRIAL SERVICES OF AMERICA INMARSAT ORD EUR0.000667 IMPERIAL TOBACCO GROUP ORD 10P INDUSTRIAS BACHOCO SAB DE CV INMARSAT PLC CFD IMPREGILO SPA NPV INDUSTRIVARDEN AB SER C NPV INMET MINING CORP IMPRESS CFD INDYMAC INDEX MORTGAG AR13 1A1 INN AT LORETTO IMTECH NV EUR0.8 INDYMAC INDEX MORTGAG AR3 2A1B INNERWORKINGS INC INABA DENKISANGYO CO Y50 CFD INDYMAC INDEX MORTGAGE AR1 1A1 INNOPHOS HOLDINGS INC INABATA & CO Y50 INDYMAC INDEX MORTGAGE AR15 A2 INNOSPEC INC INAGEYA CO CFD INDYMAC INDEX MORTGAGE AR4 A1B INNOTEK LTD SGD0.1 INCAPS FUNDING I LTD/CRP INDYMAC INDEX MORTGAGE AR6 1A INPEX CORPORATION INCHCAPE PLC CFD INDYMAC RESIDENTIAL ASSE E 2A3 INPHI CORP INCITEC PIVOT NPV INDYMAC SECONDS ASSET BACK A A INR/USD SPOT OPTION 2011 INCREDIMAIL LTD SHS INEOS GROUP HOLDINGS PLC 144A INSIGHT COMMUNICATIONS CO INC INCYTE CORP LTD INERGY LP INSIGHT VENTURE PARTNERS VI LP INDEPENDENT NEWS & MEDIA PLC INERGY LP/INERGY FINANCE CORP INSIGHT VENTURE PARTNERS VII INDEPENDENT NEWS AND MEDIA PLC INES CORP Y50 INSTITUTO CRED OFICIAL GTD MTN INDESIT COMPANY EUR0.90 INF FLR CPURNSA 217.965 @0 INSULET CORP INDEVUS PHARMACEUTICALS INC INF FLR CPURNSA 218.011 INSURANCE AUSTRALIA GROUP PLC INDIABULLS REAL ESTATE LTD INFICON AG CHF5 (REGD) INTACT FINANCIAL CORP INDIABULLS WHOLESALE SERVICES INFINEON TECHNOLOGIES ORD NPV INTAGE INC NPV CFD INDIAN OVERSEAS BK INR10 INFORMA PLC GBP0.10 INTEGRA LIFESCIENCES HLD INDIANA MICHIGAN POWER CO INFORMATICA CORP INTEGRA LIFESCIENCES HOLDINGS INDIANAPOLIS IND LOC PUB IMPT INFOSYS LTD INTEGRA TELECOM HOLDINGS INC INDIANAPOLIS PWR & LT CO 144A INFOSYS TECHNOLOGIES LTD INR5 INTEGRATED DEVICE TECHNOLOGY I INDIRA SISTEMAS SA EUR0.20 INFRASTRUCTURE DEVELOPERS INTEGRATED SILICON SOLUTION IN INDO ENERGY FINANCE BV ING AMERICA INSURANCE HLDGS INTEGRYS ENERGY GROUP INC INDOFOODS SUKSES M IDR100 ING BANK INTEL CORP INDONESIA (REPU OB) ING BANK NV INTELSAT JACKSON (1/11) TLB INDONESIA (REPUBLIC OF) ING CAPITAL FUNDING TRUST III INTELSAT JACKSON HOLDINGS SA

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INTELSAT LUXEMBOURG SA INTEROIL CORP INVESTOR AB SEK 6.25 'B' INTERACTIVE DATA (2/11) TLB INTERPUBLIC GROUP OF COS INC/T INVESTORS TITLE CO INTERACTIVE DATA CORP INTERPUMP GROUP EUR0.52 IOCHPE-MAXION COM NPV INTERACTIVE INTELLIGENCE INC INTERPUMP GROUP SPA-CW12 ION MEDIA NETWORKS INC INTER-AMERICAN DEVELOPMENT BAN INTERSECTIONS INC ION MEDIA NEWTWORKS INC WTS INTER-AMERICAN DEVELOPMENT BK INTERSERVE PLC ORD GBP0.10 IPAYMENT HOLDINGS INC INTERCELL AG NPV (BR) INTERSIL 4/10 TL IPC THE HOSPITALIST CO INC INTERCLICK INC INTERSIL CORP IPEK DOGAL ENERJI KAYNAKLARI INTERCONTINENTAL HOTELS GROUP INTERSTAR MILLENNIUM TRU 1G A2 IPG PHOTONICS CORP INTERCONTINENTALEXCHANGE INC INTERSTATE POWER & LIGHT CO IPIC GMTN LTD INTERDIGITAL INC/PA INTERTEK GROUP PLC ORD GBP0.01 IPSWICH STR CDO LTD PREF SHS INTEREP NATL RADIO SALES INTERWEST PARTNERS IX LP IRAQ (REPUBLIC OF) REGS INTEREST RECEIVABLE RECLAIM INTERWEST PARTNERS VIII LP IRELAND INTERFACE INC INTERWEST PARTNERS X LP IRELAND REP OF TSY BDS INTERGAS FINANCE BV INTESA SANPAOLO EUR0.52 IREN SPA INTERGROUP FINANCIAL SERVICES INTESA SANPAOLO SPA IRISH CONTL GROUP UTS)1 ORD INTERLINE BRANDS INC INTESA SANPAOLO SPA EMTN IRISH LIFE & PERMAMENT GROUP C INTERMEDIA PARTNERS VII LP INTEST CORP IRISH LIFE & PERMANENT GR CFD INTERMEDIATE CAP GROUP ORD 20P INTIME DEPARTMENT STORE GROUP IRISH LIFE & PERMANENT GROUP H INTERNAP NETWORK SERVICES CORP INTL BANK RECON & DEV BDS US$ I'ROM CO LTD NPV CFD INTERNATIONAL BANCSHARES CORP INTL BK FOR RECON & DEV BD IRON MOUNTAIN INC INTERNATIONAL BANK FOR RECONST INTL BK RECON & DEV WASH DC IRONSHORE HOLDINGS US INC INTERNATIONAL BUS MACHS CORP INTL NICKEL INDONE IDR250(POST IRS P KLIB3M R 2.86% INTERNATIONAL BUSINESS MACHINE INTRALINKS HOLDINGS INC IRS P KLIB3M R 4.22% INTERNATIONAL COAL GROUP INC INTREPID POTASH INC IRS P MXIBTIIE R 8.05% INTERNATIONAL CONSOLIDATED INTRUM JUSTITIA NV ORD NPV IRS P MXIBTIIE R 8.86% INTERNATIONAL CONSOLIDATED AIR INTUIT INC IRS P MXIBTIIE R 9.85 INTERNATIONAL CONTAINER TER SE INTUITIVE SURGICAL INC IRS P MXN-TIIE-BANXICO 28D INTERNATIONAL FLAVORS & FRAGRA INUI STEAMSHIP CO LTD CFD IRS P PLN-WIBOR-WIBO 3M INTERNATIONAL FOREST PRODS LTD INVEMED CATALYST FUND LP IRS P THFX6M R 3.32% INTERNATIONAL GAME TECHNOLOGY INVENSYS ORD GBP0.10 IRS R PLN-WIBOR-WIBO 6M INTERNATIONAL LEASE FINANCE CO INVENTEC CORP TWD10 IRS ZCS P BZDIOVRA R 11.29% INTERNATIONAL PAPER CO INVENTIV HEALTH 6/11 TL IRS ZCS P BZDIOVRA R 11.44% INTERNATIONAL PERSONAL FINANCE INVENTIV HEALTH INC IRS ZCS P BZDIOVRA R 11.67% INTERNATIONAL POWER ORD PLC INVENTURE FOODS INC IRS ZCS P BZDIOVRA R 11.93% INTERNATIONAL POWER PLC CFD INVERNESS HOTEL IRS ZCS P BZDIOVRA R 12.075% INTERNATIONAL RECTIFIER CORP INVESCO LTD IRS ZCS P BZDIOVRA R 12.48% INTERNATIONAL SPEEDWAY CORP INVESCO LTD SHS IRS ZCS R BZDIOVRA P 11.99% INTERNATIONAL TAIFENG HOLDINGS INVESTA OFFICE FUND IRS ZCS R BZDIOVRA P 12.26% INTEROCEANICA IV FINANCE INVESTEC ORD GBP0.0002 IRS_P KLIB3M R 2.86% INTEROCEANICA V FINANCE LTD INVESTEC PLC CFD IRS_P KLIB3M R 4.22%

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IRS_P MXIBTIIE R 8.05% ISUZU MOTORS LTD Y50 J H WHITNEY V LP IRS_P MXIBTIIE R 8.86% IT HOLDINGS CORPORATION CFD J H WHITNEY VI LP IRS_P MXIBTIIE R 9.85 IT HOLDINGS CORPORATION NPV J H WHITNEY VII LP IRS_P MXN-TIIE-BANXICO 28D ITALMOBILIARE EUR2.60 J P MORGAN CHASE & CO IRS_P PLN-WIBOR-WIBO 3M ITALY (REP OF) J P MORGAN CHASE 01-A G 144A IRS_P THFX6M R 3.32% ITALY (REPUBLIC OF) J P MORGAN CHASE 01-A X 144A IRS_R PLN-WIBOR-WIBO 6M ITALY BUONI POLIENNALI DEL J P MORGAN CHASE 02-C1 E 144A IRS_ZCS P BZDIOVRA R 11.29% ITALY REP GLOBAL NT J P MORGAN CHASE 03 ML1 A1 IRS_ZCS P BZDIOVRA R 11.44% ITALY REP OF DEBS J P MORGAN CHASE 05-LDP1 A-4 IRS_ZCS P BZDIOVRA R 11.67% ITAU UNIBANCO HOLDING SA J P MORGAN CHASE 06LDP8 H 144A IRS_ZCS P BZDIOVRA R 11.93% ITAUSA - INVESTIMENTOS ITAU SA J P MORGAN CHASE 08 C2 CL E IRS_ZCS P BZDIOVRA R 12.075% ITAUSA PRF BZCZ1(REGD) J TRUST CO LTD IRS_ZCS P BZDIOVRA R 12.48% ITC DELTACOM INC J W CHILDS EQUITY PARTNERS III IRS_ZCS R BZDIOVRA P 12.26% ITHACA ENERGY INC J.D.GROUP ORD ZAR0.05 IRSA INVERSIONES Y REPRESENTAC ITO EN Y50 JABIL CIRCUIT INC IRVING CAPITAL PARTNERS II ITOCHU CORP CFD JACCS CO LTD IRVING CAPITAL PARTNERS III ITOCHU CORP Y50 JACK HENRY & ASSOCIATES INC ISETAN MITSUKOSHI HOLDINGS LTD ITOCHU FUEL CORP Y50 JACKSON NATIONAL LIFE GLOBAL F ISHARES FTSE A50 CHINA INDEX ITOCHU SHOKUHIN CO JPY50 JACOBS ENGINEERING GROUP INC ISHARES MSCI CANADA INDEX FUND ITOCHU TECHNO SOLUTIONS CORP JACOBS ENTERTAINMENT INC ISHARES MSCI EAFE INDEX FUND ITOHAM FOOD Y50 CFD JAGUAR LAND ROVER PLC ISHARES MSCI EMERGING MARKETS ITRON INC JAIN IRRIGATION INR2(DEMAT T5 ISHARES MSCI JAPAN INDEX FUND ITT CORP JAMES HARDIE INDUSTRIES - CDI ISHARES RUSSELL 1000 GROWTH IN ITT EDUCATIONAL SERVICES INC JAMMU & KASHMIR BA INR10 ISHARES RUSSELL 1000 VALUE IND ITV ORD GBP0.10 JANESVILLE WIS SCH DIST ISHARES RUSSELL 2000 INDEX FUN ITV PLC CFD JANUS CAPITAL GROUP INC ISHARES RUSSELL MIDCAP INDEX F IVANHOE MINES LTD JAPAN ISHARES S&P SMALLCAP 600 INDEX IVG IMMOBILIEN AG NPV JAPAN (GOVT OF) BDS ISHIHARA SANGYO CFD IWAKI & CO JPY50 CFD JAPAN (GOVT OF) BDS JPY'235' ISLE OF CAPRI (3/11) TLB IWASAKI ELECTRIC CFD JAPAN 10YR BOND FUTURE (TSE) ISLE OF CAPRI CASINOS INC IWATE (BANK OF) Y500 CFD JAPAN 10YR MINI BD FUTURE(SGX) ISRAEL CHEMICALS LTD IXIA JAPAN- 93 (5 YEAR ISSUE) ISRAEL CORP ORD SHK1 IXIS REAL ESTATE CAPITA HE3 A2 JAPAN AVIATION ELECTRONICS IND ISRAEL DISCOUNT BANK ILS0.1 IXYS CORP JAPAN BDS ISRAEL ELEC CORP LTD MTN 144A IYO BANK LTD/THE JAPAN BUSINESS COMPUTER CO LTD ISRAEL ST IZUMI CO Y50 JAPAN FIN CORP FOR MUNICIP ENT ISRAEL ST AID IZUMIYA CO LTD Y50 CFD JAPAN FINANCE ORGANIZATION FOR ISTA PHARMACEUTICALS INC IZUTSUYA CO CFD JAPAN FOUNDATION ENGINEERING ISTAR FINANCIAL (3/11) TLA1 J CREW GROUP INC ESCROW JAPAN GOVT OF BDS ISTAR FINANCIAL (3/11) TLA2 J FRONT RETAILING CO LTD CFD JAPAN MEDICAL DYNAMIC CFD ISUZU MOTORS LTD CFD J FRONT RETAILING CO LTD NPV JAPAN PETROLEUM EX NPV

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JAPAN PRIME REALTY JAPAN CFD JETBLUE AIRWAYS CORP JP MORGAN CHASE BK N.A. JAPAN PRIME REALTY JAPAN PRIME JEWETT-CAMERON TRADING LTD JP MORGAN CHASE BK NA JAPAN REAL ESTATE INVST CO CFD JFE HOLDINGS INC NPV JP MORGAN CHASE C2 XB 144A IO JAPAN REAL ESTATE INVST CO JPY JFE SHOIJ HOLDINGS INC NPV JP MORGAN CHASE CNTR-A2 144A JAPAN RETAIL FUND JAPAN CFD JGC CORP Y50 JP MORGAN CHASE CNTR-D 144A JAPAN RETAIL FUND JAPAN RETAIL JIANGLING MOTORS 'B'CNY1 JP MORGAN CHASE COML 04-C1 A3 JAPAN STEEL WORKS CFD JIANGXI COPPER CO 'H' CNV1 JP MORGAN CHASE COMM C2 B 144A JAPAN STEEL WORKS Y50 JIDOSHA BUHIN KOG JPY50 JP MORGAN CHASE COMM C4 C 144A JAPAN TOBACCO INC Y50000 JINHEUNG SAVINGS BANK JP MORGAN CHASE COMM C4 E 144A JAPAN TOBACCO INC Y50000 CFD JINHUI SHIPPING USD0.05 JP MORGAN CHASE COMM LDP5 A2FL JAPAN VILENE CO LTD CFD JJB SPORTS JP MORGAN CHASE COMME CB11 ASB JAPAN VILENE CO Y50 JK TYRE & INDUSTRIES LTD INR10 JP MORGAN CHASE COMME LD11 ASB JAPAN-112 (20 YR ISSUE) JM AB NPV JP MORGAN CHASE COMME LD12 ASB JAPAN-113 (20 YR ISSUE) JM SMUCKER CO/THE JP MORGAN CHASE COMME LDP3 A4A JAPAN-114(20 YEAR ISSUE) JMC STEEL GROUP JP MORGAN CHASE COMMER CB11 A3 JAPFA COMFEED INDONES-TBK PT JMI EQUITY FD V JP MORGAN CHASE COMMER CB15 A4 JARDEN CORP JMI EQUITY FUND VI LP JP MORGAN CHASE COMMER CB18 A3 JARDINE CYCLE & CARRIAGE LTD JMI EQUITY FUND VII LP JP MORGAN CHASE COMMER CB18 A4 JARDINE MATHESON HLDGS ORD JOHN DEERE CAPITAL CORP JP MORGAN CHASE COMMER CB19 AM JARDINE STRATEGIC HLDGS ORD JOHN DEERE OWNER TRUST A A3 JP MORGAN CHASE COMMER CB20 A4 JASA MARGA(INDONESIA HIGHWAY JOHN DEERE OWNER TRUST A A4 JP MORGAN CHASE COMMER CB20 AJ JAZZTEL PLC JOHN WILEY & SONS INC JP MORGAN CHASE COMMER CB20 AM JB HUNT TRANSPORT SERVICES INC JOHNS HOPKINS UNIVERSITY JP MORGAN CHASE COMMER CIB2 A3 JBF INDUSTRIES INR10 JOHNSON & JOHNSON JP MORGAN CHASE COMMER CIB3 A3 JBG/ROCKVILLE NCI CAMPUS JOHNSON CONTROLS INC JP MORGAN CHASE COMMER CIB4 A2 JC DECAUX SA NPV JOHNSON ELEC HLDGS HKD0.0125 JP MORGAN CHASE COMMER FL1A A2 JC PENNEY CO INC JOHNSON MATTHEY ORD GBP1 JP MORGAN CHASE COMMER LD11 A4 JC PENNEY CORP INC JOHNSON OUTDOORS INC JP MORGAN CHASE COMMER LD12 A4 JCP&L TRANSITION FUNDING A A4 JOHNSTON PRESS ORD GBP0.10 JP MORGAN CHASE COMMER LDP2 A3 JDOT 2009-B A3 JOLLIBEE FOODS CORP PHP1 JP MORGAN CHASE COMMER LDP3 A3 JDS UNIPHASE CORP JONES LANG LASALLE INC JP MORGAN CHASE COMMER LDP4 A4 JEAN COUTU GROUP (PJC) INC JOSHIN DENKI Y50 JP MORGAN CHASE COMMER LDP7 AJ JEFFERIES CAPITAL PARTNERS IV JOY GLOBAL INC JP MORGAN CHASE COMMER LDP7 AM JEFFERIES GROUP INC JOYCE BOUTIQUE ORD HKD0.10 JP MORGAN CHASE COMMERC C3A A3 JEFFERSON PARTNERS FUND IV JOYO BANK CFD JP MORGAN CHASE COMMERC CBX A3 JEFFERSON PLAZA JOYO BANK Y50 JP MORGAN CHASE COMMERC CBX A5 JENOPTIK AG NPV EURO JP MORGAN ALTERNATIVE L S1 3A1 JP MORGAN CHASE COMMERC LN2 A2 JEOL LTD CFD JP MORGAN CHASE & CO GLOBAL NT JP MORGAN CHASE COMMERCI C1 A2 JEON BUK BANK KRW5000 JP MORGAN CHASE & CO SUB NT JP MORGAN CHASE COMMERCI C1 A3 JERONIMO MARTINS EUR1 JP MORGAN CHASE 05-PRKS 144A A JP MORGAN CHASE COMMERCI C2 A2 JERSEY CENTRAL POWER & LIGHT C JP MORGAN CHASE BANK NA JP MORGAN CHASE COMMERCI C3 A3

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JP MORGAN CHASE COMMERCI CBX D JPMORGAN CHASE CAPITAL XXVII JVC KENWOOD HLDNGS INC NPV CFD JP MORGAN CHASE COMMERCIA C1 C JPMRR 2009-7 13A1 JX HOLDINGS INC JP MORGAN CHASE COMMERCIA C1 D JPMRR 2009-7 14A1 JYSKE BANK (AS) DKK10 JP MORGAN CHASE COMMERCIA C2 B JPMRR 2009-7 1A1 K&S AG NPV JP MORGAN CHASE COMMERCIAL MOR JPMRR 2009-7 2A1 KABA HLDGS AG CHF10'B'(REGD) JP MORGAN CP REP REPO JPMRR 2009-7 5A1 KABEL BW ERSTE BETEILIGU JP MORGAN DIRECT VENTURE JPMRR 2009-8 A1 KABEL DEUTSCHLAND HOLDING AG JP MORGAN DIRECT VENTURE CAP JPY (JAPANESE YEN) KADANT INC JP MORGAN MORTGAGE 06-S4 A5 JPY/AUD SPOT OPTION 2011 KAGA ELECTRONICS CO Y50 CFD JP MORGAN MORTGAGE ACQ CH1 AV4 JPY/AUD SPOT OPTION 2012 KAISA GROUP HOLDINGS LTD REGS JP MORGAN MORTGAGE ACQ FRE2 A3 JPY/CAD SPOT OPTION 2011 KAJIMA CORP Y50 JP MORGAN MORTGAGE ACQ HE1 AV3 JPY/CAD SPOT OPTION 2012 KAKAKU.COM INC JP MORGAN MORTGAGE ACQU CH1 A3 JPY/CHF SPOT OPTION 2011 KALBE FARMA IDR50 JP MORGAN MORTGAGE ACQU CH5 A2 JPY/CHF SPOT OPTION 2012 KAMEI CFD JP MORGAN MORTGAGE ACQU NC1 A4 JPY/EUR SPOT OPTION 2011 KAMIGUMI CO Y50 JP MORGAN MORTGAGE TRU S3 1A10 JPY/EUR SPOT OPTION 2012 KANAMOTO CO CFD JP MORGAN MORTGAGE TRU S3 1A21 JPY/GBP SPOT OPTION 2011 KANAMOTO CO Y50 JP MORGAN MORTGAGE TRU S3 1A30 JPY/GBP SPOT OPTION 2012 KANEKA CORP NPV JP MORGAN MORTGAGE TRUS A1 3A2 JPY/NZD SPOT OPTION 2011 KANG YONG ELECTRIC PC -NVDR JP MORGAN MORTGAGE TRUS A1 6T1 JPY/NZD SPOT OPTION 2012 KANSAI ELEC POWER NPV JP MORGAN MORTGAGE TRUS A3 2A3 JPY/USD SPOT OPTION 2011 KANSAI ELEC POWER NPV CFD JP MORGAN MORTGAGE TRUS A4 1A1 JPY/USD SPOT OPTION 2012 KANSAI PAINT CO Y50 JP MORGAN MORTGAGE TRUS A7 1A2 JS GROUP CORPORATION KANSAI URBAN BANKING CORP CFD JP MORGAN MORTGAGE TRUST A1 B1 JSC MMC NORILSK NICKEL ADR KANSAS CITY SOUTHERN JP MORGAN MORTGAGE TRUST S4 A6 JSC SEVERSTAL (STEEL CAPI KANSAS CITY SOUTHERN DE MEXICO JP MORGAN MTG 2006-CW2 CL AF5 JSE LIMITED ZAR0.10 KANSAS CITY SOUTHERN RAILWAY JP MORGAN POOLED VENTURE CAP JSL SA KANTO AUTO WORKS LTD JP MORGAN POOLED VENTURE III JSP COPR Y50 KANTO AUTO WORKS Y50 CFD JP MORGAN REREMIC 7 17A1 JSR CORP JPY50 KANTO NATURAL GAS CFD JP MORGAN US POOLED FINANCE II JSR CORP JPY50 CFD KANTO TSUKUBA BANK JPY500 CFD JPM CASH COLLATERAL JTEKT CORP KAO CORP NPV JPM CW14 WIPRO LTD JUKI CORP Y50 CFD KAO CORP NPV CFD JPM INTL-CW14 WIPRO LTD JULIUS BAER GRUPPE AG KASAI KOGYO CO CFD JPMCB STRATEGIC PROPERTY FUND JUMBO SA EUR1.4 KASAI KOGYO CO JPY50 JPMCC 2009-IWST D JUNGHEINRICH NON VTG PFD SHS KASIKORNBANK PCL JPMCC 2010-C2 D JUNIPER NETWORKS INC KASUMI Y50 JPM-CW14 HON HAI PRECIS JUPITER FUND MANAGEMENT-W/I KATHMANDU HOLDINGS LTD JPMORGAN CHASE & CO JUPITER TELECOMUNICATIONS NPV KATO SANGYO CO CFD JPMORGAN CHASE BANK NA JUROKU BANK CFD KATO SANGYO CO Y50 JPMORGAN CHASE BANK NATIONAL A JUSTSYSTEM JPY50 KAUPTHING BK HF MTN 144A JPMORGAN CHASE BK N A NY JVC KENWOOD CORP NPV KAUPTHING BK MTN SB00001 144A

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KAWAI MUSICAL INST JPY50 KEPPEL LD STK SG$0.50 KINDER MORGAN FINANCE CO ULC KAWASAKI HEAVY INDUSTRIES Y50 KERN RIV FDG CORP SR NT 144A KINDER MORGAN HOLDCO LLC KAWASAKI KISEN KAISHA Y50 KERNEL HOLDING SA NPV KINDER MORGAN MANAGEMENT LLC KAWASHIMA TEXTILE MFG LTD CFD KERR-MCGEE CORP KINDRED HEALTHCARE INC KAYABA INDUSTRY CO Y50 KERRY GROUP 'A' ORD EUR0.125 KINETIC CONCEPTS INC KAZAKHMYS ORD GBP0.20 KERRY PROPERTIES LTD ORD HKD1 KING YUAN ELECTRONICS CO TWD10 KAZAKHSTAN TEMIR ZHOLY FINANCE KESA ELECTRICALS ORD GBP0.30 KINGBOARD CHEM HLDG HK$0.10 KAZMUNAIGAZ FINANCE SUB KESA ELECTRICALS PLC CFD KINGFISHER ORD GBP0.157142857 KAZMUNAIGAZ FINANCE SUB B.V KESKO OYJ EUR2 SER'B' KINGFISHER PLC CFD KAZMUNAYGAS NATIONAL CO KEY COFFEE Y50 CFD KINGMAKER FOOTWEAR HLDGS ORD KB FINANCIAL GROUP INC KEYBANK NA KINGSGATE CONSD NL NPV KB FINANCIAL GROUP INC KRW5000 KEYCORP KINKI SHARYO CO CFD KB HOME KEYCORP STUDENT LOAN TRU A 1A2 KINKI SHARYO CO JPY50 KBC GROUPE NPV KEYCORP STUDENT LOAN TRU A 2A2 KINNEVIK INVESTMENT AB SEK0.1 KBL PARTNERSHIP LP KEYCORP STUDENT LOAN TRUS A A2 KINROSS GOLD CORP KBR INC KEYCORP STUDENT LOAN TRUS B A2 KINTETSU CORP Y50 K-BRO LINEN INC KEYENCE CORP NPV KINTETSU WORLD EXP JPY50 KDDI CORP Y5000 KEYERA CORP KINZUA MANAGEMENT UNIT KEIKYU CORP KEYSPAN GAS EAST CORP KIOR INC KEIO CORP Y50 KEYSTONE FOREST INVESTMENTS KIRBY CORP KEISEI ELECTRIC RAILWAY CO Y50 KEYSTONE HELP KIRIN BREWERY Y50 CFD KEIYO BANK LTD Y50 KEYSTONE VENTURE IV L P KIRIN HOLDINGSCO LTD Y50 KELDA GROUP DEFERRED SHARES KEYSTONE VENTURES V LP KIRKLAND'S INC KELLOGG CO KFC HLDGS (MAL) MYR1 KISCO CORP KRW5000 KELSO INVESTMENT ASSOC VI L P KFORCE INC KISOJI CO JPY50 CFD KELSO INVESTMENT ASSOC VIII LP KFW KISSEI PHARMACEUTICAL CO Y50 KELSO INVESTMENT ASSOCIATES KGHM POLSKA MIEDZ PLN 10 BR KISWIRE LTD KRW1000 KEMAYAN CORPORATION BHD KIA MOTORS CORP KITO CORP NPV CFD KEMET CORP KIA STEEL CO KRW5000 KITTY HAWK KENDLE INTERNATIONAL INC KIAN JOO CAN FACTORY BERHAD KIYO HOLDINGS INC NPV KENEXA CORP KIATNAKIN BANK PCL KKB ENGINEERING MYR1 KENMARE RESOURCES PLC KID BRANDS INC KKR 2006 FUND (OVERSEAS) LP #1 KENNAMETAL INC KIKKOMAN SHOYU CO Y50 KLABIN SA PRF NPV KENNAMETAL INC COM KILROY RLTY CORP COM KLA-TENCOR CORP KENNEDIX REALTY INVESTMENT KIMBERLY CLARK DE MEXICO SAB KLCC PROPERTY HLDG COM STK KENNEDY-WILSON INC KIMBERLY-CLARK CORP KLEPIERRE EUR1.4 KENTUCKY ASSET / LIABILITY COM KIMCO REALTY CORP KLINE HAWKES PACIFIC L P KENTUCKY UTILITIES CO KIMCO RLTY CORP COM KLOECKNER & CO SE NPV (REGD) KENTZ CORPORATION LTD ORD KINDEN CORPORATION Y50 KME GROUP NPV KENYON SQUARE MEZZANINE LOAN KINDER MORGAN ENERGY PARTNERS KNIGHT CAPITAL GROUP INC KEPPEL CORP NPV KINDER MORGAN FINANCE CO LLC KNIGHTSBRIDGE VENTURE CAPITAL

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KNOLL INC KOREA ELECTRIC POWER CORP KULICKE & SOFFA INDUSTRIES INC KNOW IT SEK5.00 KOREA FLANGE IND CO KRW5000 KUMAGAI GUMI CO Y50 CFD KNOWLEDGE LEARNING CORP 144A KOREA GAS CORP KUMAGAI-GUMI KOA Y50 CFD KOREA HOUSING FINANCE CORP KUMBA IRON ORE LTD NPV KOBAYASHI PHARMACEUTICALS KOREA HYDRO & NUCLEAR PO KUMPULAN FIMA BHD KOBE STEEL KOREA HYDRO & NUCLEAR POWER CO KUNGSLEDEN NPV KODIAK OIL & GAS CORP KOREA INVESTMENT HLDGS CO LTD KUNLUN ENERGY COMPANY LTD KOENIG & BAUER AG NPV KOREA STORAGE BATT KRW1000 KUONI REISEN HLDG CHF1(REGD) KOHL'S CORP KOREA ZINC KSWN5000 KURABO INDUSTRIES CFD KOHNAN SHOJI JPY50 KOREAN REINSURANCE KRW500 KURABO INDUSTRIES Y50 KOHNAN SHOJI JPY50 CFD KORN/FERRY INTERNATIONAL KURARAY CO Y50 KOITO MANUFACTURING CO Y50 KOSAIDO JPY50 CFD KURIMOTO LTD Y50 CFD KOITO MANUFACTURING CO Y50 CFD KOZA ALTIN ISLETMELERI AS KURITA WATER INDUSTRIES NPV KOJIMA CO JPY50 KOZA ANADOLU METAL MADENCILIK KURODA ELECTRIC NPV CFD KOJIMA CO JPY50 CFD KP CHEMICAL CORP KUROSAKI HARIMA CORP CFD KOLON CORP KPJ HEALTHCARE MYR1 KURRAY CO CFD KOLON INDUSTRIES INC/NEW KRAFT FOODS INC KWANG DONG PHARM KRW1000 KOMAI TEKKO INC CFD KRATON PERFORMANCE POLYMERS IN KWG RESOURCES INC KOMATSU CFD KRATOS DEFENSE & SECURITY SOLU KYOCERA CORP Y50 KOMATSU Y50 KREDITANSTALT FUER WIEDERAUFBA KYOEI SANGYO CO LTD JPY50 CFD KOMERCNI BANKA ORD CZK500 KREDITANSTALT FUR WIEDERAUFBAU KYOEI STEEL LTD NPV CFD KOMMUNEKREDIT KRG CAPITAL FUND I (PA) LP KYOKUTO KAIHATSU Y50 CFD KONAKA CO LTD JPY50 CFD KRG CAPITAL FUND II LP KYOKUYO CO CFD KONAMI CO JPY50 KRG CAPITAL FUND III LP KYORIN HOLDINGS INC KONAMI CO JPY50 CFD KRG CAPITAL FUND IV LP KYOTO KIMONO YUZEN CO CFD KONE CORPORATION NPV ORD B KRISPY KREME DOUGHNUTS INC WT KYOWA EXECO CORP Y50 CFD KONECRANES OYJ EUR0.50 KROGER CO NTS KYOWA HAKKO KIRIN CO LTD KONGSBERG GRUPPEN ASA NOK KROGER CO/THE KYUDENKO CORP Y50 KONICA MINOLTA HLDGS INC Y50 KRONES AG ORD NPV KYUNG DONG CITY GAS CO KRW5000 KONICA MINOLTA HOLDINGS INC KRONOS WORLDWIDE INC KYUNG DONG PHARM KRW1000 KONINKLIJKE AHOLD NV EUR0.30 KROTON EDUCACIONAL SA UNITS KYUSHU ELECTRIC POWER CO INC KONINKLIJKE DSM NV EUR1.5 KRUNGTHAI BANK PUBLIC CO LTD L-1 IDENTITY SOLUTIONS INC KONINKLIJKE KPN NV EUR0.24 KRW/USD SPOT OPTION 2011 L-3 COMMUNICATIONS CORP KONINKLIJKE PHILIPS ELECTRONIC K'S HOLDINGS CORP Y50 L-3 COMMUNICATIONS HOLDINGS IN KONINKLIJKE VOPAK NV EUR0.5 K'S HOLDINGS CORP Y50 CFD LABORATORIOS ALMIRALL SA KOPPERS BUILDING KSB (KLEIN SCH & BCKR NON V LABORATORY CORP OF AMERICA HOL KOPPERS HOLDINGS INC K-SEA TRANSPORTATION PARTNERS LABRADOR IRON ORE ROYALTY CORP KOPPERS INC KUBOTA CORPORATION Y50 LADBROKES ORD GBP (CONS) KOREA (REPUBLIC OF) KUBOTA CORPORATION Y50 CFD LAFARGE SA EUR4.00 KOREA DEVELOPMENT BANK KUDELSKI SA CHF10 (BR) LAGARDERE S.C.A. EUR6.1(REG) KOREA ELEC PWR CORP KSWN5000 KUEHNE & NAGEL AG CHF1(REGD) LAI SUN DEVELOPMENT CO

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LAKE CNTY ILL WARREN TWP HIGH LAZARD GROUP LLC LECTRA EUR1.5 LAKE CNTY TENN LB COML CONDUIT 98-C4 F 144A LEE & MAN HANDBAGS LTD LAKE COUNTY ILL FST PRESV DIST LB COML CONDUIT MTG 98-C1 K LEE & MAN HLDG LTD HKD0.10 LAKEVIEW APARTMENTS LB COML CONDUIT MTG 98-C4 144A LEE & MAN PAPER MA HKD0.10 LAM RESEARCH CORP LB FOSTER CO LEEDS WELD EQUITY PARTNERS IV LAMAR ADVERTISING CO LB MERCHANT BANK PARTNERS II LEGACY OIL + GAS INC LAMAR MEDIA CORP LB MULTIFAMILY MTG TR 91-4 A-1 LEGACY RESERVES LP LAMDA DEVELOPMENT EUR0.3 LB UBS COML 2001-C7 CL P 144A LEGAL & GENERAL GROUP ORD 2.5P LAMPRELL PLC ORD GBP0.05 (WI) LB UBS COML MTG 02-C1 K 144A LEGG MASON INC LANCASHIRE HLDGS COM CFD LB UBS COML MTG 04-C2 G 144A LEGG MASON REAL ESTATE CAP LANCASHIRE HLDGS COM SHS LB UBS COML MTG TR 02C1 J 144A LEGG MASON REAL ESTATE CAPITAL LANCASTER COLONY CORP LBC CREDIT PARTNERS II LP LEGGETT & PLATT INC LAND & HOUSES THB1(ALIEN MKT) LB-UBS COML 08-C1 CL D 144A LEGRAND SA EUR4 LAND & HOUSES THB1(NVDR) LB-UBS COMMERCIAL MORTG C7 A1A LEHIGH VALLEY BRENNAN FARM LAND BUSINESS CO LTD NPV CFD LB-UBS COMMERCIAL MORTG C7 AAB LEHIGH VALLEY IND LAND SECS GP ORD GBP0.10 REITS LB-UBS COMMERCIAL MORTGA C1 A2 LEHMAN BROS 06-2A CL 2A2 144A LANDESBANK BADEN-WUERTTEMBERG LB-UBS COMMERCIAL MORTGA C1 A4 LEHMAN BROS TREAS 144A LANDESBANK BADEN-WUERTTEMBERG/ LB-UBS COMMERCIAL MORTGA C2 AJ LEHMAN BROS TREAS MTN 144A LANDESBANK HESSEN-THUERINGENG LB-UBS COMMERCIAL MORTGA C4 A4 LEHMAN BROTHERS COMMUNICATIONS LANDESBANKI IS HF 144A SR00001 LB-UBS COMMERCIAL MORTGA C4 AJ LEHMAN BROTHERS HLDGS INC LANDMARK EQUITY PARTNERS II LB-UBS COMMERCIAL MORTGA C4 AM LEHMAN BROTHERS HOLDINGS CAPIT LANDMARK EQUITY PARTNERS III LB-UBS COMMERCIAL MORTGA C5 A2 LEHMAN BROTHERS HOLDINGS INC LANDMARK EQUITY PARTNERS IV LB-UBS COMMERCIAL MORTGA C7 A3 LEHMAN BROTHERS INC LANDMARK EQUITY PARTNERS V L P LB-UBS COMMERCIAL MORTGA C7 AJ LEHMAN PROXY STANDISH - PAY LANDMARK EQUITY PARTNERS XIII LB-UBS COMMERCIAL MORTGA C7 AM LEHMAN PROXY STANDISH - REC LANDMARK EQUITY PARTNERS XIV LB-UBS COMMERCIAL MORTGAG C1 C LEHMAN PROXY WAMCO - REC LANDMARK MEZZANINE PARTNERS LB-UBS COMMERCIAL MORTGAG C1 D LEHMAN XS TRUST 11 2A1 LANDRY'S 12/10 TL LB-UBS COMMERCIAL MORTGAG C2 E LEHMAN XS TRUST 4N 1A1 LANDSTAR SYSTEM INC LB-UBS COMMERCIAL MORTGAG C3 D LEHMAN XS TRUST 4N A2A LANDWIRTSCHAFTLICHE RENTENBANK LC DEVELOPMENT SGD0.10 LEHMAN XS TRUST 5N 3A1A LANNA RESOURCES LE LIS BLANC DEUX COM E CONFEC LEHMAN XS TRUST GP1 A2A LANTHEUS MEDICAL IMAGING INC LEAD FUTURE (LME) LEHMAN XS TRUST GP4 3A2A LANXESS AG NPV LEADER UNVL HLDGS BHD MY$1 LEIGHTON HOLDINGS LTD ORD LARSEN & TOUBRO INR2 LEAN HOGS FUTURE (CME) LELAND STANFORD JR UNIV CALIF LAS VEGAS SANDS LLC DELAYED B1 LEAP WIRELESS INTERNATIONAL IN LEM REAL ESTATE MEZZANINE FUND LAS VEGAS SANDS LLC TERM B LEAR CORP LEND LEASE GROUP NPV LASALLE HOTEL PROPERTIES LEAR CORPORATION ESCROW LENDER PROCESSING SERVICES INC LAURENTIAN BANK OF CANADA LEASE INVESTMENT FLIGHT T 1 A1 LENNAR CORP LAWSON INC NPV LEASE INVESTMENT FLIGHT T 1 A3 LENNOX INTERNATIONAL INC LAWSON SOFTWARE INC LEASEPLAN CORP NV LENOVO GROUP LTD HKD0.025 LAZARD EMERGING MKTS EQUITY LECROY CORP LENOX STR 07-1 144A 3C7

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LEONI AG NPV LIFE TIME FITNESS INC LLOYDS TSB BANK PLC LEOPALACE 21 CORP CFD LIFEPOINT HOSPITALS INC LLR EQUITY PARTNERS II LP LERADO GROUP HLDGS HKD0.10 LIFESTYLE INTERNAT HKD0.01 LLR EQUITY PARTNERS III LP LEROY SEAFOOD GROU NOK1.00 LIGHTSPEED VENTURE VIII LLR EQUITY PARTNERS LP LETRAS FINANCEIRAS DO TE LIGHTSPEED VII LP LML PAYMENT SYSTEMS INC LEUCADIA NATIONAL CORP LILLY ELI & CO LMRES COLLEGEVILLE LEVEL 3 3/07 COV-LITE TLB LIME ROCK PARTNERS IV LMRES PARTNERS ONE LEVEL 3 FINANCING INC LIME ROCK PARTNERS V LNR CFL 04-1 CL 1-10 144A LEVEL 3 FINANCING INC 144A LIME ROCK RESOURCES C L P LNR CFL 04-1 CL I-9 144A LEVI STRAUSS & CO LIMEROCK PARTNRS III LNR CFL 2004-1 CL I-11 144A LEWIS GROUP LTD ZAR0.01 LINAMAR CORP LNR CFL 2004-1 CL I-12 144A LEXINGTON CAPITAL PARTNERS I LINCARE HOLDINGS INC LNR CFL 2004-1 CL I-13 144A LEXINGTON CAPITAL PARTNERS II LINCOLN EDUCATIONAL SERVICES C LNR PROPERTY (5/11) TLB LEXINGTON CAPITAL PARTNERS V LINCOLN ELECTRIC HOLDINGS INC LOBLAW COMPANIES LTD LEXINGTON CAPITAL PARTNERS VI LINCOLN NATIONAL CORP LOCALIZA RENT A CAR SA COM NPV LEXINGTON CAPITAL PTNRS III LP LINCOLN WEST HAYMARKET NEB JT L'OCCITANE INTERNATIONAL SA LEXINGTON RLTY TR PFD SER D LINDE AG NPV LOCK&LOCK CO LTD LEXMARK INTERNATIONAL INC LINDE FINANCE BV LOCKHEED MARTIN CORP LF STRATEGIC REALTY INV II LINDSAY CORP LOCKHEED MARTIN TACTICAL SYSTE LF STRATEGIC REALTY INV L P LINDSAY GOLDBERG & BESSEMER LP LOEWS CORP LG CHEM LTD LINDT & SPRUENGLI CHF100 REGD LOGICA ORD GBP0.10 LG DISPLAY CO LTD LINDT SPRUENGLI PTG CERT CHF10 LOGICA PLC CFD LG ELECTRONICS INC LINEAR TECHNOLOGY CORP LOGITECH INTL SA CHF0.25(REGD) LG FASHION CORP KRW5000 LINGSEN PRECISION INDUSTRIES LOGMEIN INC LI & FUNG HKD0.025 LINK REAL ESTATE INVT LOJAS AMERICANAS SA LI HENG CHEMICAL FIBRE SGD0.1 LINKEDIN CORP - A LOJAS RENNER SA COM NPV LIAN BENG GROUP SGD0.05 LINN ENERGY LLC LONDON STOCK EXCHANGE GROUP LIANHUA SUPERMARKET HLDGS CO LINN ENERGY LLC/LINN ENERGY FI LONG BEACH AVENUE LIBBEY GLASS INC LION CORP Y50 LONG BEACH MORTGAGE LO WL1 2A3 LIBERTY HLDGS ORD ZAR0.25 LION DIVERSIFIED MYR0.50 LONG BEACH MORTGAGE LO WL2 2A3 LIBERTY MUT GROUP INC JR 144A LION FOREST INDUSTRIES BERHAD LONG BEACH MORTGAGE LOAN 3 2A2 LIBERTY MUT GROUP SER 144A LION IND CORP MYR1(AFTER LONG BEACH MORTGAGE LOAN 6 2A2 LIBERTY MUT GRP SER B 144A LIONS GATE ENTERTAINMENT CORP LONG BEACH MORTGAGE LOAN 6 A3 LIBERTY MUTUAL GROUP INC LIPPO LTD HKD0.10 LONG BEACH MORTGAGE LOAN 9 2A2 LIBERTY N Y DEV CORP REV LIQUIDITY SERVICES INC LONG BEACH MORTGAGE LOAN 9 2A3 LIBERTY PROPERTY LP LITHIA MOTORS INC LONG BEACH MTG LN 2006-1 2A3 LIBERTY PROPERTY TRUST LITHUANIA GOVERNMENT INTERNATI LONG BON INTERNATIONAL CO LTD LIBERTY TIRE RECYCLING LIVE CATTLE FUTURE (CME) LONG GROVE CLO LTD 1A-C LIC HOUSING FINANC INR2 LIVE NATION ENTERTAINMENT INC LONGFOR PROPERTIES LIFE HEALTHCARE GROUP HOLDING LKQ CORP LONGVIEW FIBRE PAPER & PACKAGI LIFE TECHNOLOGIES CORP LLOYDS BANKING GROUP PLC LONMIN ORD USD1

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LONZA GROUP AG CHF1(REGISTERED LULULEMON ATHLETICA INC MACY'S RETAIL HOLDINGS INC LOPEZ HOLDINGS CORP PHP1 LUMBERMENS MUTL NTS 144A MAD CATZ INTERACTIVE INC LORAL SPACE & COMMUNICATIONS LUMENA RESOURCES CORP MADISON DEARBORN CAP PTNRS II L'OREAL EUR0.2 LUMINENT MORTGAGE TRUST 2 A1A MADISON DEARBORN CAP PTNRS III LORILLARD INC LUMINENT MORTGAGE TRUST 3 12A2 MADISON DEARBORN CAPITAL IV LORILLARD TOBACCO CO LUNDBECK (H) A/S DKK5 MADISON DEARBORN PARTNERS VI LOS ANGELES CALIF CMNTY COLLEG LUPATECH SA MADISON DEARBORN PTNERS V, LP LOS ANGELES CALIF DEPT ARPTS A LUTHAI TEXTILE 'B' CNY1 MADISON MARQUETTE RETAIL LOS ANGELES CALIF DEPT ARPTS R LUXOTTICA GROUP EUR0.06 MADISON PARK FUNDING I LT 1A E LOS ANGELES CALIF DEPT WRT & P LUXOTTICA GROUP SPA MAEDA CORP Y50 CFD LOS ANGELES CALIF DEPT WTR & P LVMH MOET HENNESSY EUR0.30 MAEDA ROAD CONSTRUCTION CFD LOS ANGELES CALIF UNI SCH DIST LVMH MOET HENNESSY LOUIS MAEDA ROAD CONSTRUCTION Y50 LOS ANGELES CNTY CALIF MET TRA LYDALL INC MAEZAWA KASEI INDUSTRIES CO LT LOTTE SAM KANG KRW5000 LYNAS CORP LTD MAEZAWA KYUSO INDUSTRIES CFD LOTTE SHOPPING CENTER CO LYONDELL CHEMICAL CO MAGELLAN HEALTH SERVICES INC LOUISIANA LOC GOVT ENVIRONMENT LYONDELLBASELL INDU-CL A-W/I MAGELLAN MIDSTREAM PARTNERS LP LOUISIANA PUB FACS AUTH SYS M VIDEO OJSC MAGINDUSTRIES CORP LOUISIANA-PACIFIC CORP M&F WORLDWIDE CORP MAGMA DESIGN AUTOMATION INC LOW KENG HUAT (SINGAPORE) M&I MARSHALL & ILSLEY BANK MAGNA INTL INC LOWER EAST SIDE GIRLS CLUB M&T BANK CORP MAGNACHIP SEMICONDUCTOR SA / M LOWE'S COS INC M/C VENTURE PARTNERS IV L P MAGNIT OJSC LRAD CORP M/C VENTURE PARTNERS V LP MAGNIT RUB0.0100 LSI CORP M6 METROPOLE TV SA EUR0.4 MAGNUM HUNTER RESOURCES CORP LSL PROPERTY SERVICES GBP0.002 MAANSHAN IRON & STEELS CO MAGYAR OLAJ ES GAZIPARE LSR GROUP MABS 2005-WF1 A2D MAHINDRA & MAHINDRA FIN SECS LSTAR COMMERCIAL MTG TRUST 1 B MABUCHI MOTOR Y50 MAHINDRA & MAHINDRA INR5 LSTAR COMMERCIAL MTG TRUST 1 D MACARTHUR COAL LTD NPV MAIL.RU GROUP LTD LTC PROPERTIES INC MACDERMID INC SR SUB NT 144A MAIL.RU GROUP LTD GDR 144A LTD BRANDS INC MACERICH CO/THE MAIN STREET CAPITAL CORP LTX-CREDENCE CORP MAC-GRAY CORP MAINFREIGHT LTD NPV LUBERT ADLER IV MACH ONE 2004 1 LLC 144A MAIR HLDGS INC CONTRA LUBERT ADLER REAL ESTATE FD MACK-CALI REALTY CORP MAJAPAHIT HOLDING BV LUBERT ADLER REAL ESTATE FUND MACK-CALI REALTY LP MAJAPAHIT HOLDINGS B V NOTES LUBERT ALDER REAL ESTATE FD MACNICA INC CFD MAKHTESHIM AGAM INDS ILS1 LUBERT-ADLER R E IV L P MACOMB INTERCEPTOR DRAIN DIST MAKITA CORP Y50 LUBRIZOL CORP MACQUARIE BANK LTD MAKO SURGICAL CORP LUFKIN INDUSTRIES INC MACQUARIE GROUP LIMITED NPV MALAY BUILDING SOC MYR1 LUK FOOK HOLDINGS MACQUARIE GROUP LTD MALAYSIA LUKOIL INTL FINANCE BV MACQUARIE PA TAP I MALAYSIA AIRLINE SYSTEM M$1 LUKOIL OAO MACROMILL INC NPV CFD MALAYSIAN AIRLINE SYSTEM BERHA LUKOIL OAO-SPON ADR MACY'S INC MALAYSIAN GOVERNMENT

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MALVERN COURTYARD MARSHALL & ILSLEY CORP MASTR SEASONED SECURITIE 2 1A1 MAN GROUP MARTEN TRANSPORT LTD MASTR SEASONED SECURITIE 2 4A1 MAN GROUP CFD MARTIN MARIETTA MATERIALS INC MATAHARI PUTRA PRIMA TBK MAN SE MARTIN MIDSTREAM PARTNERS LP / MATICHON PUBLIC COMPANY LTD MAN SE ORD NPV MARTINREA INTERNATIONAL INC MATLIN PATTERSON GLOBAL OPP MAN WAH HOLDINGS LTD MARUBENI CORP Y50 MATLIN PATTERSON OPPTYS GLOBAL MANDARIN ORIENTAL INTL ORD MARUBENI CORP Y50 CFD MATSON NAVIGATION CO INC MANDO CORP MARUBUN CORP CFD MATSUMOTOKIYOSHI HOLDINGS CFD MANDOM INDONESIA IDR500 MARUHA GROUP INC NPV MATSUMOTOKIYOSHI HOLDINGS CO MANITOWOC (5/11) TLB MARUI CO Y50 CFD MATSUYA FOODS CO LTD CFD MANITOWOC CO INC/THE MARUI GROUP CO LTD Y50 MATTEL INC MANPOWERGROUP MARUICHI STEEL TUBE LTD CFD MATTHEWS INTERNATIONAL CORP MANTECH INTERNATIONAL CORP MARUICHI STEEL TUBE Y50 MATTHEWS INTL CORP PA CL A MANULIFE FINANCIAL CORP MARUKA MACHINERY JPY50 MAX CO LTD CFD MAP GROUP MARUSAN SECURITIES CO LTD CFD MAX CO Y50 MAP PHARMACEUTICALS INC MARUWA CO LTD CFD MAXIM CRANE WORKS LP MAPELEY ORD NPV CFD MARUWN CORPORATION JPY50 CFD MAXIMUS INC MAPFRE SA EUR0.10 MARYLAND ST DEPT TRANSN MAXLINEAR INC MAPLE LEAF FOODS INC MASCO CORP MAYORA INDAH IDR500 MAPLETREE LOGISTICS TR MASIMO CORP MAYR-MELNHOF KARTON AG AUSH100 MARATHON OIL CORP MASPRO DENKOH CORP CFD MAZDA MOTOR CORP NPV MARATHON PETROLEUM CORP MASPRO DENKOH CORP Y50 MBIA INC MARATHON REAL ESTATE 06 1 144A MASSACHUSETTS ST MBK PCL ALIEN MKT THBH10 MARATHON-LONDON GLOBAL FUND MASSMART HOLDINGS LTD MBNA AMER BK NATL ASSN MARCOPOLO SA PREF SHS NPV MASSMUTUAL GLOBAL FDG II 00010 MBNA CREDIT CARD MASTER B1 B1 MARICOPA CITRUS MASSMUTUAL GLOBAL FUNDING II MBNA MSTR CC TST BDS MARIN CNTY CALIF MASTERCARD INC MCCLATCHY CO/THE MARINA DISTRICT FINANCE CO INC MASTR ADJUSTABLE RATE M 13 2A2 MCCORMICK & CO INC/MD MARINE FARM MASTR ADJUSTABLE RATE MO 2 3A1 MCCORMICK & SCHMICK'S SEAFOOD MARINE HARVVEST NOK.75 MASTR ADJUSTABLE RATE MO 3 3A2 MCDERMOTT INTERNATIONAL INC MARINER HEALTH GRP SR SUB B MASTR ADJUSTABLE RATE MO 6 1A2 MCDONALDS CO JAPAN JPY50 MARISA LOJAS SA MASTR ADJUSTABLE RATE MO 6 7A1 MCDONALDS CORP MARKEL CORP MASTR ADJUSTABLE RATE MO 7 3A1 MCDONALD'S CORP MARKS & SPENCER GROUP ORD MASTR ADJUSTABLE RATE MOR 1 B1 MCDONALD'S CORPORATION MARKS & SPENCER GROUP PLC CFD MASTR ADJUSTABLE RATE MOR 2 A2 MCE FINANCE LTD MARKWEST ENERGY PARTNERS LP MASTR ALTERNATIVE LOANS 7 7A3 MCGRAW-HILL COS INC/THE MARKWEST ENERGY PARTNERS LP / MASTR ASSET BACKED SEC OPT1 M2 MCJ CO LTD NPV MARQUETTE TRANSPORTATION CO / MASTR ASSET BACKED SECU AB1 A2 MCKESSON CORP MARRIOTT INTERNATIONAL INC/DE MASTR ASSET BACKED SECU AM3 A4 MCLEOD RUSSEL INDIA LTD INR5 MARSH & MCLENNAN COS INC MASTR ASSET BACKED SECU NC2 A4 MCMORAN EXPLORATION CO MARSH & MCLENNAN COS INC SR NT MASTR ASSET SECUR 03-12 2A1 MDC HOLDINGS INC

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MDC PARTNERS INC MEITEC Y50 MERRILL LYNCH FINL ASSET INC MDST 2010-1 M MEITO SANGYO CO Y50 CFD MERRILL LYNCH FINL ASSETS INC MDU RESOURCES GROUP INC MEIWA ESTATE CO LTD CFD MERRILL LYNCH FIRST FRAN 2 A2B MEAD JOHNSON NUTRITION CO MELCO HLDGS INC NPV CFD MERRILL LYNCH MORTGAG AF1 AF2B MEADWESTVACO CORP MELFAS INC MERRILL LYNCH MORTGAG MLN1 A2A MEASUREMENT SPECIALTIES INC MELLANOX TECHNOLOGIES LTD SHS MERRILL LYNCH MORTGAGE A7 2A1 MEC COMPANY LTD CFD MELLON FUNDING CORP MERRILL LYNCH MORTGAGE CIP1 A2 MECHEL MELROSE ORD CFD MERRILL LYNCH MORTGAGE CIP1 AM MECOM GROUP PLC MELROSE PLC MERRILL LYNCH MORTGAGE CKI1 A6 MEDA AB SER A NPV (POST SPLIT) MELROSE STUDENT HOUSING MERRILL LYNCH MORTGAGE HE3 A2 MEDALLION FINANCIAL CORP MEMC ELECTRONIC MATERIALS INC MERRILL LYNCH MORTGAGE I A5 A3 MEDCO HEALTH SOLUTIONS INC MEN'S WEARHOUSE INC/THE MERRILL LYNCH MORTGAGE I C1 A3 MEDIA COMM PARTNERS III LP MENTOR GRAPHICS CORP MERRILL LYNCH MORTGAGE IN C3 E MEDIA PRIMA BHD - CW MENZIES(JOHN) ORD 25P MERRILL LYNCH MORTGAGE KEY2 A4 MEDIA PRIMA BHD MYR1 MERCADOLIBRE INC MERRILL LYNCH MORTGAGE MKB1 A4 MEDIACOM BROADBAND 4/10 TLF MERCEDES-BENZ AUTO RECEIV 1 A3 MERRILL LYNCH MORTGAGE MW1 A4 MEDIAMIND TECHNOLOGIES INC MERCER INTERNATIONAL INC MERRILL LYNCH MORTGAGE T C1 A4 MEDIASET EUR0.52 MERCIALYS SA MERRILL LYNCH MORTGAGE T C1 AJ MEDIATEK INC MERCK - FINANZ AG MERRILL LYNCH MORTGAGE T C1 AM MEDICA/FRANCE MERCK & CO INC MERRILL LYNCH MORTGAGE T C2 AJ MEDICAL RES INC COM NEW MERCK KGAA NPV MERRILL LYNCH MTG 02 MW1 144A MEDICIS PHARMACEUTICAL CORP MERCURIES & ASSOC TWD10 MERRILL LYNCH MTG 02-MW1 CL H MEDIDATA SOLUTIONS INC MERCURY GENERAL CORP MERRILL LYNCH MTG 97-C2 F MEDIOBANCA SPA EUR0.5 MEREDITH CORP MERRILL LYNCH MTG P/T 99-CL G MEDIOLANUM NPV POST SUBD MERGE HEALTHCARE INC MERRILL LYNCH/COUNTRYWIDE 3 AM MEDIPAL HOLDINGS CORP MERIDIAN BIOSCIENCE INC MESIROW ABSOLUTE RETURN FUND MEDIQ NV EUR0.25 MERIDIAN VENTURE PARTNERS II MET GOVT NASHVILLE & DAVIDSON MEDIWARE INFORMATION SYSTEMS MERIT MEDICAL SYSTEMS INC MET PRO CORP MEDNAX INC MERIT SECURITIES CORP 13 M1 METAIR INVESTMENTS ZAR0.02 MEDTRONIC INC MERITECH CAPITAL PARTNERS III METALFRIO SOLUTIONS SA COM NPV MEDUSA MINING LTD MERITECH CAPITAL PARTNERS IV METALICO INC MEG ENERGY (COV-LITE 3/11) TLB MERITECH CAPITAL PTNRS II LP METALURGICA GERDAU PRF NPV MEG ENERGY CORP MERITOR INC METCASH LIMITED NPV MEGA ADVANCE INVESTMENTS LTD MERRILL AUTO TR SECUR 07-1 A-4 METHANEX CORP MEGA FINANCIAL HOLDING CO LTD MERRILL CORP HYBRID TL METINVEST BV MEGACHIPS CORP CFD MERRILL LYNCH & CO INC METLIFE INC MEGANE TOP CO JPY50 MERRILL LYNCH & CO MTN TR00432 METLIFE INC COM EQUITY UNIT MEGASTUDY KRW500 MERRILL LYNCH & CO MTN TR00454 METLIFE INC SR NT MEGGITT ORD5P MERRILL LYNCH 04-MKB1 F 144A METLIFE INSTITUTIONAL FUNDING MEGMILK SNOW BRAND CO LTD CFD MERRILL LYNCH 06-1 CL TM 144A MET-PRO CORP MEIJI HOLDINGS CO NPV MERRILL LYNCH FINANCIAL ASSETS METRO AG ORD NPV

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METRO HLDGS SGD1 MGM RESORTS INTERNATIONAL MIDWEST VANADIUM PTY LTD METRO INC MGP EUROPE FUND III MIE HOLDINGS CORP METRO PACIFIC INVESTMENTS CO MGPA ASIA FUND III LP MIKUNI COCA COLA CFD METROPCS 5/11 INCREMENTAL TLB3 MHP SA MIKUNI COCA COLA Y50 METROPCS COMMUNICATIONS INC MIAMI UNIV OHIO GEN RCPTS MILBON CO LTD CFD METROPCS WIRELESS INC MIAMI-DADE CNTY FLA EDL FACS A MILESTONE PARTNERS II LP METROPOLITAN ATLANTA RAPID TRA MICHAEL BAKER CORP MILESTONE PARTNERS III LP 2 METROPOLITAN BANK & TRUST CO MICHAEL FOODS (2/11) TLB MILL WHEAT EURO FUTURE (EOP) METROPOLITAN EDISON CO MICHAEL FOODS INC MILLAR WESTERN FOREST PRODUCTS METROPOLITAN HEALTH NETWORKS I MICHAEL PAGE INTERNATIONAL CFD MILLENIUM INORGANIC 2ND LN TL METROPOLITAN LIFE GLOBAL FDG MICHAEL PAGE INTL ORD GBP0.01 MILLENNIUM & COPTHORNE HOTELS METROPOLITAN LIFE GLOBAL FUNDI MICHAELS STORES INC MILLER ENERGY RESOURCES INC METROPOLITAN MTN #TR00028 144A MICHELIN (CIE GLE DES ESTAL) MILLICOM INTL CELL SDR EACH METROPOLITAN TRANSN AUTH N Y MICHELIN CIE GLE DES ETABL MILLS ESTRUTURAS E SERVICOS METROPOLITAN TRANSN AUTH N Y D MICHIGAN ST MILWAUKEE CNTY WIS PENSION METROPOLITAN TRANSN AUTH N Y R MICHIGAN TOBACCO SETTLEMEN A A MIMASU SEMICONDUCTOR INDUSTRY METSO OYJ EUR1.70 MICHINOKU BANK LTD CFD MINCOR RESOURCES NPV METTLER-TOLEDO INTERNATIONAL I MICLYN EXPRESS OFFSHORE MIND C T I LTD SHS MEX BONOS DESARR FIX RT MICRO FOCUS INTERNATIONAL PLC MINE SAFETY APPLIANCES CO MEXICAN BONDES DESARROLL MICRO FOCUS ORD GBP0.10 MINEBEA CO Y50 MEXICAN BONOS MICROCHIP TECHNOLOGY INC MINERAL DEPOSITS LTD MEXICAN UDIBONOS MICRON TECHNOLOGY INC MINERALS TECHNOLOGIES INC MEXICO (UNITED MEXICAN STATES) MICROS SYSTEMS INC MINERVA OVERSEAS II LTD MEXICO (UTD MEX ST) MTN MICROSEMI CORP MINERVA SA COM STK NPV MEXICO GOVERNMENT INTERNATIONA MICROSOFT CORP MINISTOP CO LTD CFD MEXICO(UNITED MEXICAN STATES) MID ATLANTIC VENTURE FUND III MINTH GRP HKD0.10 MEYER BURGER TECH MID OCEAN CBO 00 1 A2 144A 3C7 MIRABELA NICKEL LTD MEZZ CAP 2005-C3 144A CL D MID STATE CAP 06 1 CL B 144A MIRACA HOLDING INC JPY50 MEZZ CAP 2005-C3 144A CL E MID-AMERICA APARTMENT COMMUNIT MIRAE ASSET SECURITIES CO MEZZ CAP 2005-C3 144A CL F MIDAMERICAN ENERGY CO MIRANT AMERICAS ESC GEN INC MEZZ CAP 2005-C3 144A CL G MIDAMERICAN ENERGY HOLDINGS CO MIRVAC GROUP STAPLED SHS MEZZ CAP COML 04-C1 CL 144A MIDAS HOLDINGS LIMITED SGD0.04 MISAWA HOMES CO LTD NPV CFD MEZZ CAP COML 04-C1 CL D 144A MID-ATLANTIC VENTURE FD IV LP MISCELLANEOUS PAYABLES MEZZ CAP COML 04-C2 CL E 144A MIDDLEBY CORP MISCELLANEOUS RECEIVABLES MEZZ CAP COML MTG 04-C1 144A MIDLAND HOLDINGS LTD HKD0.1 MISSION BAY MEZZ CAP COML MTG 04-C2 144A MID-STATE TRUST 1 A MISSOURI PACIFIC RAILROAD CO MEZZ CAP COML MTG 04-C2 144A X MID-STATE TRUST 11 A1 MISSOURI ST HEALTH & EDL FACS MEZZ CAP COML MTG 04-CL 144A MID-STATE TRUST 4 A MISTRAS GROUP INC MFA FINANCIAL INC MID-STATE TRUST 7 A MISUMI GROUP INC Y50 MGM (12/10) TLB MIDWAY AIRLINES CORP MISUMI GROUP INC Y50 CFD MGM CHINA HOLDINGS LTD MIDWEST GENERATION CTF SER B MITANI CORP JPY50

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MITCHAM INDUSTRIES INC MIZUHO FINL GP NPV MOON AREA SCH DIST PA MITCHELLS & BUTLERS PLC MIZUHO SECURITIES CO LTD MORGAN CRUCIBLE CO CFD MITCHELLS & BUTLERS PLC CFD MIZUHO TRUST & BANKING CO LTD MORGAN CRUCIBLE CO. ORD 25P MITIE GROUP CFD MIZUNO CORP CFD MORGAN J P COML MTG 97-5 CL F MITO SECURITIES CO JPY50 CFD MLMI 1998-C3 F MORGAN JP COML 1999-G8 G 144A MITRA ADIPERKAJA IDR500 MLP AG MORGAN JP COML 99-C7 144A MITSUBA CORP JPY50 MMC NORILSK NICKEL MORGAN JP COML 99-C7 CL H 144A MITSUBISHI CHEMICAL HOLDINGS MMG FIDUCIARY & TR CORP 144A MORGAN JP COML 99-C7 G 144A MITSUBISHI CHEMICAL HOLDINGS C MMI HOLDINGS LTD MORGAN JP COML 99-C8 H 144A MITSUBISHI CORP CFD MMX MINERACAD E METALICOS MORGAN KEEGAN 07-1 A 144A IO MITSUBISHI CORP NPV MOBIL CORP 1999-A MORGAN SINDALL GROUP PLC MITSUBISHI ELECTRIC CORP CFD MOBILE TELESYSTEMS OJSC MORGAN ST REV REPO MITSUBISHI ELECTRIC CORP Y50 MOBISTAR NPV MORGAN STANLEY MITSUBISHI ESTATE CO NPV MODERN TIMES GRP (MTG) SER B MORGAN STANLEY 01-TOP3 E 144A MITSUBISHI GAS & CHEML CO Y50 MOHAWK INDUSTRIES INC MORGAN STANLEY 03-TOP9 CL E MITSUBISHI HEAVY IND NPV MOHEGAN TRIBAL GAMING AUTHORIT MORGAN STANLEY 04-IQ7 E 144A MITSUBISHI HEAVY INDUSTRIES NP MOIL LTD MORGAN STANLEY 04-RR2 C 144A MITSUBISHI LOGISTICS CORP JPY5 MOISELLE INTL HKD0.01 MORGAN STANLEY 06-XLF CLH 144A MITSUBISHI MATERIAL CORP Y50 MOLEX INC MORGAN STANLEY 06-XLF CLJ 144A MITSUBISHI MOTOR CORP Y50 MOLINA HEALTHCARE INC MORGAN STANLEY 07 1Q13 C 144A MITSUBISHI PENCIL CO LTD CFD MOLSON COORS BREWING CO MORGAN STANLEY 07-1Q13 B 144A MITSUBISHI STEEL JPY50 MOLYCORP INC MORGAN STANLEY 1 97-RR F 144A MITSUBISHI STEEL MANUFACTURING MOMENTA PHARMACEUTICALS INC MORGAN STANLEY 97 RR G1 144A MITSUBISHI TANABE PHARM CORP MOMENTIVE 2/11 (USD) EXTENDED MORGAN STANLEY 98-CF1 F 144A MITSUBISHI UFJ FINANCIAL GROUP MOMENTIVE PERFORMANCE MATERIAL MORGAN STANLEY 98-HF2 144A MITSUBISHI UFJ LEASE & FINANCE MOMENTIVE SPECIALTY CHEMICALS MORGAN STANLEY 99-CAM1 M 144A MITSUI & CO Y50 MONDI LTD ORD MORGAN STANLEY ABS CA WMC2 A2C MITSUI & CO Y50 CFD MONDI PLC ORD CFD MORGAN STANLEY ABS CAP HE2 A2A MITSUI CHEMICALS JPY50 MONDI PLC ORD EUR0.20 MORGAN STANLEY ABS CAP HE3 A2C MITSUI ENG & SHPG Y50 MONEY MARKET FUND FOR EBT MORGAN STANLEY ABS CAP HE5 A2C MITSUI FUDOSAN CO Y50 MONEYGRAM PAYMENT (5/11) TLB MORGAN STANLEY ABS CAP HE6 A2C MITSUI HIGH-TEC INC CFD MONGOLIAN MINING CORP MORGAN STANLEY ABS CAP HE7 A2D MITSUI HOME CO CFD MONOGAHELA PWR CO 1ST MTG 144A MORGAN STANLEY ABS CAP HE8 A2C MITSUI HOME CO LTD MONOGENESIS CORP MORGAN STANLEY ABS CAP NC10 M1 MITSUI MATSUSHIMA CFD MONONGAHELA POWER CO MORGAN STANLEY ABS CAP NC2 A2C MITSUI O.S.K. LINES CFD MONOTYPE IMAGING HOLDINGS INC MORGAN STANLEY ABS CAP NC2 A2D MITSUI O.S.K. LINES JPY50 MONSANTO CO MORGAN STANLEY ABS CAP NC5 A2C MITSUI SUMITOMO INS GRP CFD MONSTER WORLDWIDE INC MORGAN STANLEY ABS CAPI HE1 A3 MITSUMI ELECTRIC CO Y50 CFD MONTGOMERY CNTY PA MORGAN STANLEY ABS CAPI HE6 A1 MIYACHI CORPORATION CFD MONTPELIER RE HOLDINGS LTD MORGAN STANLEY ABS CAPI HE6 M3 MIZHO FINANCIAL GROUP INC CFD MOODY'S CORP MORGAN STANLEY ALTERNATIVE

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MORGAN STANLEY CA IC1X A2 REGS MORGAN STANLEY MORTGAG 3AR 3A1 MSDWCC HELOC TRUST 1 A MORGAN STANLEY CAP 04-RR2 144A MORGAN STANLEY MORTGAGE L 2 3A MSRR 2009-GG10 A4A MORGAN STANLEY CAP 1999-WF1 N MORGAN STANLEY R.E. FUND II MSRR 2009-GG10 A4B MORGAN STANLEY CAP I 144A CL N MORGAN STANLEY REAL ESTATE MSRR 2010-GG10 A4B MORGAN STANLEY CAP I TR 11-C2 MORGAN STANLEY REAL ESTATE FD MTI LTD NPV MORGAN STANLEY CAPIT C2 B 144A MORGENTHALER PARTNERS VIII LP MTN GROUP LTD ZAR 0.0001 MORGAN STANLEY CAPIT C2 D 144A MORGENTHALER VENT PTNRS VII LP MTR CORP HKD1 MORGAN STANLEY CAPIT C2 F 144A MORGENTHALER VENTURE PARTNERS MTR GAMING GROUP INC MORGAN STANLEY CAPIT IQ12 AMFX MORI SEIKI CFD MTU AERO ENGINES INVEST NPV MORGAN STANLEY CAPITA IQ10 A4B MORI SEIKI Y50 MU FINANCE PLC MORGAN STANLEY CAPITAL HQ10 AM MORNINGSIDE PARK CLO 1A E 144A MUELLER WATER PRODUCTS INC MORGAN STANLEY CAPITAL HQ11 A4 MORNINGSTAR INC MUENCHENER RUECKVERSICHERUNGS MORGAN STANLEY CAPITAL HQ6 A4A MOROZOFF CFD MUHAK CO KRW200 MORGAN STANLEY CAPITAL HQ9 A3 MORRIS PUBLISHING GROUP LLC MULIA INDUSTRINDO IDR500 MORGAN STANLEY CAPITAL I MORRISON (W) SUPMKT ORD 10P MULTIBAND CORP MORGAN STANLEY CAPITAL I IQ5 C MORRISON SUPERMARKETS MULTI-COLOR CORP MORGAN STANLEY CAPITAL IQ11 A4 MORY INDUSTRIES JPY50 MULTIPLAN INC MORGAN STANLEY CAPITAL IQ13 A4 MORY INDUSTRIES JPY50 CFD MULTIPLUS SA MORGAN STANLEY CAPITAL IQ13 AM MOSAIC CO/THE MULTIPOLAR TBK PT MORGAN STANLEY CAPITAL IQ14 A4 MOTONIC CORP KRW5000 MULTI-PURPOSE HLDG MY$1 MORGAN STANLEY CAPITAL IQ15 A4 MOTOR OIL SA GRD100(CR) 1.2000 MULTISTRADA ARAH SARANA TBK PT MORGAN STANLEY CAPITAL IQ8 A3 MOTORCAR PARTS OF AMERICA INC MUNCHENER RUCKVERSICHERUNGS-G MORGAN STANLEY CAPITAL IQ8 A4 MOTORCITY CASINO (2/11) TBL MUNICIPAL ELEC AUTH GA MORGAN STANLEY CAPITAL T25 A3 MOTOROLA INC MURATA MANUFACTURING CO NPV MORGAN STANLEY CAPITAL T25 AAB MOTOROLA MOBILITY HOLDINGS INC MURPHY OIL CORP MORGAN STANLEY CAPITAL T27 A4 MOTOROLA SOLUTIONS INC MURRAY ENERGY CORP MORGAN STANLEY CAPITAL T27 AJ MOTRICITY INC MUSASHI SEIMITSU IND JPY50 MORGAN STANLEY CAPITAL T29 A4 MOULIN GLOBAL EYECARE HLDGS MUTCH INDUSTRIES CFD MORGAN STANLEY CO (MSC) CASH C MOUNT GIBSON IRON LTD NPV MUTUAL OMAHA INS CO NT 144A MORGAN STANLEY DEAN 00-H 144A MOUNTAIN LAKES MWI VETERINARY SUPPLY INC MORGAN STANLEY DEAN WI TOP3 A4 MR PRICE GROUP ZAR0.0025 MXN/EUR SPOT OPTION 2011 MORGAN STANLEY DEAN WI TOP9 A2 M-REAL OYJ ORD'B'EUR1.70 MXN/USD SPOT OPTION 2011 MORGAN STANLEY DEAN WIT HQ2 A2 MRIYA AGRO HOLDING PLC MXN/USD SPOT OPTION 2012 MORGAN STANLEY DEAN WIT PRIN C MRV ENGENHARIA COM STK NPV MYER HOLDINGS LTD MORGAN STANLEY DEAN WITTER CAP MS&AD INSURANCE GROUP HOLDINGS MYLAN INC/PA MORGAN STANLEY DW & CO NT MSC 1998-CF1 G MYLAN LABORATORIES TERM LOAN MORGAN STANLEY DW 03 HQ2 A2 MSC 1999-WF1 L MYRIAD INTERNATIONAL HOLD REGS MORGAN STANLEY DW 03-TOP11 A4 MSC INDUSTRIAL DIRECT CO MYRIAD INTERNATIONAL HOLDING B MORGAN STANLEY GLOBAL SUB NT MSCI (3/11) TLB1 N.G.K. SPARK PLUG CO NPV MORGAN STANLEY HOME EQUIT 1 A1 MSCI EMERGING MARKETS FREE NAAC REPERFORMING 04-R1 144A MORGAN STANLEY MORTGAG 10XS A2 MSCI INC NABISCO INC

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NABISCO INC DEBS NATIONAL COLLEGIATE STUDE 1 A2 NBTY INC NABORS INDUSTRIES INC NATIONAL COLLEGIATE STUDE 1 A3 NCC SER B SEK8 NABORS INDUSTRIES LTD SHS NATIONAL COLLEGIATE STUDE 2 A4 NCL CORP LTD 144A NABTESCO CORP NPV NATIONAL EXPRESS GROUP ORD 5P NCR CORP NABTESCO CORP NPV CFD NATIONAL EXPRESS GROUP PLC CFD NCSOFT CORPORATION KRW500 NAC CO LTD JPY50 NATIONAL FUEL GAS CO NCUA GUARANTEED NOTES C1 A2 NAGAILEBEN CO CFD NATIONAL GRID PLC NEW ORD NCUA GUARANTEED NOTES C1 APT NAGAILEBEN CO JPY 50 NATIONAL INSTRUMENTS CORP NCUA GUARANTEED NOTES R1 2A NAGANO BANK CFD NATIONAL MONEY MART CO NCUA GUARANTEED NOTES R3 3A NAGASE & COMPANY Y50 NATIONAL OILWELL VARCO INC NEA 10 LP NAI ENTERTAINMENT HOLDINGS LLC NATIONAL PENN BANCSHARES INC NEA 11 NAIKAI ZOSEN CORP JPY50 NATIONAL RESEARCH CORP NEA 12 LP NAKAMURAYA CO CFD NATIONAL RETAIL PROPERTIES INC NEA IX LP NAKAYAMA STEEL WORKS CFD NATIONAL RURAL UTILITIES COOPE NEA VI NAKILAT INC REGS NATIONAL SEMICONDUCTOR CORP NEA VII L P NAKILAT INC SR SECD BD 144A NATIONAL SOCIETE GENERALE NEC CAPITAL SOLUTIONS LTD CFD NALCO CO NATIONSBANK CORP SUB NOTES NEC CORP NPV NAM TAI ELECTRONICS INC NATIONSLINK FDG 98 2 G 144A NEC FIELDING. LTD NPV NAMCO BANDAI HOLDINGS INC NPV NATIONSLINK FDG 98-2 CL F 144A NEC MOBILING LTD NPV NAMURA SHIPBUILDING CO Y50 NATIONSLINK FDG 98-2 CL J 144A NEC SYS INT & CONS Y50 NAMYANG DAIRY PROD KRW5000 NATIONSLINK FUNDING CORP SL X NEDBANK GROUP LTD NAN YA PLASTIC TW$10 NATIONSTAR MORTGAGE/NATIONSTAR NEENAH ENTERPRISES INC NANOMETRICS INC NATIONWIDE BLDG SOCIETY NEENAH FOUNDRY CO NANTO BANK CFD NATIONWIDE BUILDING SOCIETY NEIMAN MARCUS (COV-LITE 5/11) NASDAQ OMX GROUP INC/THE NATIONWIDE FINANCIAL SERVICES NELL AF SARL F ESCROW NASPERS LTD NATIONWIDE HEALTH PROPERTIES I NELLS AF S A R L SR NT 144A NATIONAL AGRICULTURAL COOPERAT NATIONWIDE MUTUAL INSURANCE CO NELNET STUDENT LOAN TRUST 3 A4 NATIONAL AUSTRALIA BANK NATIXIS EUR1.6 NELNET STUDENT LOAN TRUST 4 A4 NATIONAL AUSTRALIA BANK LTD NATL AUSTRALIA BK NPV NEMETSCHEK AG ORD NPV NATIONAL AUSTRALIA BK INSTL CD NATURA COSMETICOS COM NPV NEO MATERIAL TECHNOLOGIES INC NATIONAL BANK OF CANADA NATURAL GAS FUTURE (NYM) NEOGEN CORP NATIONAL BK OF CANADA INSTL CD NATURAL RESOURCE PARTNERS LP NEOPOST FRF4 NATIONAL BK OF PAK PKR10 NATUS MEDICAL INC NEOWIZ CORPORATION KRW500 NATIONAL CINEMEDIA LLC 144A NAVIGATORS GROUP INC/THE NEPA MNGT II NATIONAL CITY BANK OF INDIANA NAVIOS MARITIME ACQUISITION CO NEPA VENTURE FD II L P NATIONAL CITY BANK/CLEVELAND O NAVIOS MARITIME HOLDINGS INC / NEPTUNE ORIENT LNS SG$1 NATIONAL CITY CORP NAVIS ASIA FUND V LP NESS TECHNOLOGIES INC NATIONAL COLL 06-3 CL A-10 IO NAVISTAR INTERNATIONAL CORP NESTE OIL OYJ EUR3.4 NATIONAL COLLEGIATE 06-4 A-IO NBCUNIVERSAL MEDIA LLC NESTLE PURINA PETCARE CO NATIONAL COLLEGIATE 07-2 AIO NBD BANK NA/MICHIGAN NESTLE SA NATIONAL COLLEGIATE STUD 2 AIO NBTY (COV-LITE 2/11) TL NESTLE SA CHF0.1 (REGD)

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NESTLE SA CHF1 NEW YORK LIFE CAPITAL NGC CORP SR DEB NET ONE SYSTEMS CO CFD NEW YORK LIFE CAPITAL PARTNERS NGC CORP SR DEBS NETAPP INC NEW YORK LIFE GLOBAL FDG 144A NGK INSULATORS Y50 NETEASE.COM NEW YORK LIFE GLOBAL FUNDING NGPL PIPECO LLC SR NT 144A NETFLIX INC NEW YORK N Y NHK SPRING CO LTD CFD NETGEAR INC NEW YORK N Y CITY MUN WTR FIN NHK SPRING CO Y50 NETGEM NPV NEW YORK N Y CITY TRANSITIONAL NHN CORP NETHERLANDS GOVERNMENT NEW YORK ST URBAN DEV CORP REV NIB HOLDINGS LTD NPV NETHERLANDS(KINGDOM OF) NEW YORK TIMES CO/THE NIBC BANK NV NETIA SA PLN1 NEW YORK UNIVERSITY NIC INC NETLOGIC MICROSYSTEMS INC NEW ZEALAND GOVERNMENT NICE SYSTEMS LTD NET-PAYABLE - CFD NEW ZEALAND GOVT NICE SYSTEMS SHK1 NETSUITE INC NEWBRIDGE ASIA III LP NICHIA STEEL WORKS LTD CFD NETWORK RAIL INFRASTRUCTURE FI NEWBRIDGE ASIA IV LP NICHICON CORP CFD NEUQUEN (PROVINCE OF) NEWCREST MINING LTD ORD NPV NICHIDEN CORP CFD NEUSTAR INC NEWELL RUBBERMAID INC NICHIHA CORP CFD NEW ALBERTSONS INC NEWFIELD EXPLORATION CO NICHIHA CORP Y50 NEW ASIA CONST TWD10 NEWMARKET CORP NICHII GAKKAN CO JPY50 NEW CARPHONE WAREHOUSE CFD NEWMONT MINING CORP NICHIREKI CO CFD NEW CENTURY HOME EQUITY 4 A2B NEWOCEAN GREEN ENE HKD0.10 NICHIREKI CO Y50 NEW CENTURY HOME EQUITY L 2 M2 NEWPAGE CORP NICHOLAS FINANCIAL INC NEW CINGULAR WIRELESS SERVICES NEWPARK RESOURCES INC NICKEL FUTURE (LME) NEW ENTERPRISE STONE & LIME CO NEWS AMERICA INC NICOR INC NEW GOLD INC NEWS AMERICA INC 144A NIDEC CORP NPV NEW HAMPSHIRE ST NEWS CORP NIDEC TOSOK CORP JPY50 CFD NEW HAMPSHIRE ST FED HWY NEWSPRING SBIC MEZZANINE NIE FINANCE PLC NEW JAPAN RADIO CO CFD NEWSPRING VENTURES II LP NIELSEN FINANCE LLC / NIELSEN NEW JAPAN RADIO CO Y50 NEXANS EUR1 NIEN HSING TEXTILE TWD10 NEW JERSEY ST TPK AUTH TPK REV NEXEN CORPORATION KRW5000 NIFCO INC Y50 NEW MOUNTAIN PARTNERS III NEXEN INC NIFTY CORP NPV NEW MOUNTAIN PARTNERS LP NEXITY EUR5 NIGERIA CENTRAL BK C/WTS NEW S WALES TREASURY CRP NEXSTAR BROADCASTING GROUP INC NIHON DEMPA KOGYO CO LTD CFD NEW SOUTH WALES TREASURY NEXSTAR BROADCASTING INC NIHON M&A CENTER INC NEW UNIBET GROUP SDR EACH REP NEXSTAR BROADCASTING INC / MIS NIHON M&A CENTER INC NPV CFD NEW WORLD DEPARTMENT STORE NEXT GROUP ORD GBP0.10 NIHON NOHYAKU CO CFD NEW WORLD DEVELOPMENT CO HK$1 NEXT MEDIA HKD1 NIHON PARKERIZING Y50 NEW WORLD RESOURCE CORP NEXTEL COMMUNICATIONS INC NIHON UNISYS Y50 NEW WORLD RESOURCES PLC NEXTERA ENERGY CAPITAL HOLDING NIHON YAMAMURA GLASS CO NEW YORK COMMUNITY BANCORP INC NEXTERA ENERGY INC NII CAPITAL CORP NEW YORK LIFE CAP PARTNERS IV NEXTMEDIA GROUP INC CLASS A NII HOLDINGS INC NEW YORK LIFE CAP PARTNERS LP NFR ENERGY LLC/NFR ENERGY FINA NIIT TECHNOLOGIES INR10

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NIKE INC NIPPON TEL & TEL CORP Y50000 NOBEL BIOCARE AG CHF0.40(BR) NIKKISO CO LTD CFD NIPPON TELEGRAPH & TELEPHONE C NOBEL LEARNING COMMUNITIES INC NIKO RESOURCES LTD NIPPON THOMPSON CO Y50 NOBLE CORPORATION BAAR NIKON CORP NPV NIPPON YAKIN KOGYO CFD NOBLE ENERGY INC NINTENDO CO NIPPON YUSEN CFD NOBLE GROUP HKD0.25 NINTENDO CO CFD NIPPON YUSEN KK Y50 NOBLE GROUP LTD NIPPO CORP CFD NIPRO CORP CFD NOF CORP Y50 NIPPO CORP NPV NIPRO CORP Y50 NOHMI BOSAI CFD NIPPON SEIKI CO Y50 NISHIMATSU CONSTRUCTION CO Y50 NOJIMA CORP JPY50 NIPPON ACCOMODATIONS FUND INC NISHI-NIPPON CITY BANK LTD CFD NOK CORPORATION Y50 NIPPON BUILDING FUND INC NISHI-NIPPON CITY BANK LTD NPV NOK INTEREST NIPPON BUILDING FUND INC CFD NISKA GAS STORAGE US LLC/NISKA NOK/EUR SPOT OPTION 2011 NIPPON CARBIDE IND CFD NISOURCE FINANCE CORP NOK/USD SPOT OPTION 2011 NIPPON CERAMIC CO LTD CFD NISOURCE INC NOK/USD SPOT OPTION 2012 NIPPON CHEMICAL INDUSTRIAL CFD NISSAN AUTO LEASE TRUS 10-B A4 NOKIA (AB) OY EUR0.06 NIPPON CHEMI-CON CORP CFD NISSAN AUTO LEASE TRUST A A3 NOKIA OYJ NIPPON CHUTETSUKAN KK Y50 CFD NISSAN AUTO RECEIVABLES O 1 A3 NOKIAN RENKAAT OYJ (NOKIA TYRE NIPPON CONCRETE JPY50 CFD NISSAN AUTO RECEIVABLES O A A3 NOMOS-BANK NIPPON DENKO Y50 CFD NISSAN MOTOR CO CFD NOMURA ASSET ACCEPTANC AR2 4A2 NIPPON DENSETSU KOGYO CO LTD NISSAN MOTOR CO Y50 NOMURA ASSET ACCEPTANC WF1 2A2 NIPPON ELECTRIC GLASS Y50 NISSAN SHATAI CO Y50 CFD NOMURA ASSET ACCEPTANCE AP1 A2 NIPPON ELECTRIC GLASS Y50 CFD NISSEN CO Y50 CFD NOMURA ASSET ACCEPTANCE AP1 A4 NIPPON EXPRESS CO Y50 NISSHA PRINTING CO LTD CFD NOMURA ASSET ACCEPTANCE R2 A1 NIPPON FLOUR MILLS CO Y50 NISSHIN FUDOSAN CO LTD JPY50 NOMURA CO CFD NIPPON KOEI CO CFD NISSHIN SEIFUN GROUP INC NOMURA CORP 98-D6 CL B-1 144A NIPPON MEAT PACKERS Y50 NISSHIN SEIFUN GROUP INC CFD NOMURA HOLDING NPV NIPPON METAL INDUSTRY CO CFD NISSHIN STEEL CO Y50 NOMURA HOLDINGS INC NIPPON PAPER GRP INC JPY50000 NISSHINBO INDUSTRIES INC CFD NOMURA REAL ESTATE CFD NIPPON ROAD CO Y50 NISSIN ELECTRIC Y50 NOMURA REAL ESTATE NOMURA NIPPON SEISEN CO JPY50 NISSIN FOODS HOLDINGS CO LTD NOMURA RESEARCH INSTITUTE NPV NIPPON SHEET GLASS CO LTD CFD NITORI CO Y50 CFD NOMURA RL EST INC NPV NIPPON SHEET GLASS CO Y50 NITORI HOLDINGS CO LTD NON-BASE CURRENCY NIPPON SHOKUBAI CO LTD NITTETSU MINING CO Y50 NON-BASE CURRENCY - BROKER NIPPON SODA CO LTD CFD NITTO DENKO CORP CFD NONGSHIM CO LTD KRW5000 NIPPON STEEL CORP NPV NITTO DENKO CORP NPV NORBERT DENTRESSANGLE EUR1.6 NIPPON STEEL TRADING CO NPV NITTO KOHKI CO JPY 50 CFD NORBORD INC NIPPON SUISAN KAISHA Y50 NITTO SEIKO CO LTD CFD NORCRAFT COS LP/NORCRAFT FINAN NIPPON SYNTHETIC CHEM INDUSTRY NITTOC CONSTRUCTION Y50 CFD NORDEA BANK AB NIPPON SYNTHETIC CHEMICAL INDU NKSJ HOLDINGS INC NORDEA BANK AB EUR0.39632 NIPPON SYSTEM DEV Y50 NKSJ HOLDINGS INC CFD NORDEA BANK FINLAND PLC NIPPON SYSTEM DEV Y50 CFD NKT HOLDING DKK20 NORDEA BANK FINLAND PLC/NEW YO

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NORDEA HYPOTEK AB NOVA MEASURING INSTMTNT COM NUTRECO NV NORDIC AMER TANKER SHIPPING NOVARTIS AG NUTRISYSTEM INC NORDIC CAPITAL FUND V L P NOVARTIS AG CHF0.50 (REGD) NUVASIVE INC NORDIC CAPITAL VI ALPHA LP NOVARTIS CAPITAL CORP NUVEEN INVESTMENTS INC NORDIC CAPITAL VII NOVATEK FINANCE LTD NV ENERGY INC NORDIC CAPITAL VII BETA LP NOVATEK OAO GDR EACH REPR NVE CORP NORDSON CORP NOVELIS (3/11) TLB NVIDIA CORP NORDSTROM INC NOVELIS INC/GA NVR INC NORFOLK SOUTHERN CORP NOVELLUS SYSTEMS INC NWA A SEN NORITAKE INC Y50 NOVITAS CAPITAL II LP NWA A SEN SECURITY IN DEFAULT NORITAKE INC Y50 CFD NOVITAS CAPITAL III LP NWS HOLDINGS LTD HKD1 NORITZ CORP Y50 NOVITAS CAPITAL LP NXP 3/11 TL NORSKE SKOGSINDUSTRIER NOK10 NOVO NORDISK A/S NXP BV / NXP FUNDING LLC NORTEK (COV-LITE 4/11) TL NOVO VITA LP NXSTAGE MEDICAL INC NORTEK INC NOVOLIPET STEEL-GDR REG S NYCOMED HOLDINGS A/S A1 NORTEL NETWORKS CORP NOVO-NORDISK AS DKK1 NYCOMED HOLDINGS TERM LOAN A2 NORTH AMERICAN ENERGY ALLIANCE NOVOROSSIYSK COMMERCIAL SEA PO NYCOMED HOLDINGS TERM LOAN A3 NORTH CAROLINA STATE EDUC 1 A2 NOVOZYMES A/S SER 'B' DKK10 NYCOMED HOLDINGS TERM LOAN A4 NORTH LAS VEGAS NEV NPC INTERNATIONAL INC NYCOMED HOLDINGS TERM LOAN A5 NORTHEAST UTILITIES NPS PHARMACEUTICALS INC NYLIM MEZZANINE PARTNERS NORTHERN CALIF PWR AGY REV NRG ENERGY 6/11 TLB NYLIM MEZZANINE PRTRS II NORTHERN OFFSHORE USD0.25 NRG ENERGY INC NYRSTAR NV NORTHERN OIL AND GAS INC NRW HOLDINGS LIMITED NPV NYSE EURONEXT NORTHERN STATES POWER CO/MN NRW.BANK NZD/AUD SPOT OPTION 2011 NORTHERN TRUST CORP NSG HOLDINGS LLC / NSG HOLDING OAK HILL CAPITAL PARTNERS LP NORTHGATE NSK LTD ORD OAK INVESTMENT PARTNERS XI LP NORTHGATE MINERALS CORP NSTAR OAK INVESTMENT PARTNERS XII LP NORTHROP GRUMMAN CORP NSTAR ELECTRIC CO OAKCREST NORTHROP GRUMMAN SYSTEMS CORP N-STAR REAL EST B-1 144A 3C7 OAKTREE CAP MANAGEMENT LLC NORTHUMBRIAN WATER GROUP PLC N-STAR REAL ESTATE C-1B 144A OAKTREE CAP MGMT REAL ESTATE NORTHWEST AIRLINES CORP NT ESC NTN CORP CFD OAKTREE CAPITAL MANAGEMENT LP NORTHWEST AIRLINES CRP SR ESC NTN CORP Y50 OAKWOOD MORTGAGE INVESTOR A A4 NORTHWEST AIRLINES INC NT ESC NTT DATA CORP JPY5000 OAKWOOD MORTGAGE INVESTOR B A4 NORTHWEST AIRLINES INC SR ESC NTT DOCOMO INC OAO GAZPROM NORTHWEST AIRLS PASSTHRU 01-1 NTT URBAN DEVELOPMENT CORP NPV OASIS PETROLEUM INC NORTHWEST BANCSHARES INC NUANCE COMMUNICATIONS INC OBAYASHI CORP Y50 NORTHWESTERN MUTUAL LIFE INSUR NUCOR CORP OBP 2010-OBP A NORWAY (KINGDOM OF) NUFLARE TECHNOLOGY INC NPV OBRASCON HUARTE LAIN BRASIL NOTA DO TESOURO NACIONAL NUSTAR ENERGY LP OBRASCON HUARTE SA EUR0.6 NOTTOWAY MANAGEMENT UNIT NUSTAR GP HOLDINGS LLC OBRIGACOES DO TESOURO NOVA CHEMICALS CORP NUSTAR LOGISTICS LP OC OERLIKON CORP AG

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OCCIDENTAL PETROLEUM CORP OHIO POWER CO OMEGA PROTEIN CORP OCEAN BIO-CHEM INC OHIO ST MAJOR NEW ST INFRASTRU OMNICARE INC OCEAN HAMMOCK/PALM COAST OHIO ST UNIV GEN RCPTS OMNICOM GROUP INC OCEANAGOLD CORPORATION CDI NPV OHIO ST WTR DEV AUTH WTR OMNIVISION TECHNOLOGIES INC OCEANEERING INTERNATIONAL INC OHSHO FOOD SERVICE CORP CFD OMRON CORP Y50 OCI CO LTD OHSHO FOOD SERVICE CORP Y50 OMV AG NPV OCI MATERIALS CO LTD KRW500 OIL & GAS DEVELOPM PKR10 ON SEMICONDUCTOR CORP OCM MEZZANINE FUND LP OIL & NATURAL GAS INR05 ONCOR ELEC DELIVERY CO SR SECD OCM OPPORTUNITIES FD VIII LP OIL SEARCH LTD ORD PGK 0.10 ONCOR ELECTRIC DELIVERY CO LLC OCM OPPORTUNITIES FUND II L P OIL STATES INTERNATIONAL INC ONEOK INC OCM OPPORTUNITIES FUND III L.P OILES CORP Y50 CFD ONEOK PARTNERS LP OCM OPPORTUNITIES FUND IV LP OITA BANK CFD ONESTEEL LTD OCM OPPORTUNITIES FUND L.P. OJI PAPER CO JPY50 ONEX CORP OCM OPPORTUNITIES FUND V OKABE Y50 ONLINE RESOURCES CORP OCM OPPORTUNITIES FUND VI OKAMURA Y50 CFD ONO FINANCE II PLC OCM OPPORTUNITIES FUND VII OKASAN HOLDINGS INC Y50 CFD ONO PHARMACEUTICAL CO Y50 OCM OPPORTUNITIES FUND VII-B OKI ELEC INDUSTRY CO CFD ONOKEN CO LTD CFD OCM POWER OPPORTUNITIES OKINAWA BANK Y500 CFD ONOKEN CO LTD JPY50 OCM PRINCIPAL OPP FD IV OKINAWA CELLULAR NPV ONWARD HOLDINGS CO Y50 OCM PRINCIPAL OPPORTUNITIES FD OKINAWA ELECTRIC POWER Y500 OPAP SA EUR0.3 (CR) OCM PRINCIPAL OPPTYS FD II LP OKLAHOMA GAS & ELECTRIC CO OPEN SOLUTION INC TERM LOAN OCM REAL ESTATE OPP FD II LP OKP HLDGS SGD0.10 OPEN TEXT CORPORATION OCM REAL ESTATE OPP FD III LP OKUMA CORPORATION Y50 CFD OPENTABLE INC OCM/GFI POWER OPPORTUNITIES FD OKUMURA CORP CFD OPENWAVE SYSTEMS INC OCONEE RIVER MANAGEMENT UNIT OLAM INTERNATIONAL LIMITED ORD OPERA SOFTWARE ASA OCONNOR NORTH AMERICAN OLAM RIGHTS OPLINK COMMUNICATIONS INC O'CONNOR NORTH AMERICAN OLD AII INC OPNET TECHNOLOGIES INC OCWEN FINANCIAL CORP OLD MILL ROAD FUND LLC OPTION ONE MORTGAGE LOAN 1 A2 ODAKYU ELECTRIC RAILWAY CO Y50 OLD MUTUAL ORD GBP0.10 OPTION ONE MORTGAGE LOAN 2 3A1 ODEBRECHT DRILLING NORBE VIII/ OLD MUTUAL PLC OPTION ONE MORTGAGE LOAN 3 2A1 ODONTOPREV SA COM NPV OLD MUTUAL PLC CFD OPTION ONE MORTGAGE LOAN 3 2A2 ODYSSEY MARINE EXPLORATION INC OLD PARKWAY LLC OPTION ONE MORTGAGE LOAN 4 A3 OENON HOLDINGS INC NPV OLD REPUBLIC INTERNATIONAL COR OPTIONSXPRESS HOLDINGS INC OESTERREICHISCHE KONTROLLBANK OLIN CORP OPTO CIRCUITS INDIA INR10 OESTERREICHISCHE POST AG OLVI SER'A' EUR2.00 OPTOS ORD GBP0.02 OFFICE DEPOT INC OLYMPUS CORP Y50 ORACLE CORP OFFSHORE GROUP INVESTMENTS LTD OLYMPUS CORP Y50 CFD ORACLE CORP JAPAN JPY50 OGE ENERGY CORP OM GROUP INC ORBIT GARANT DRILLING INC OGX PETROLEO E GAS OMAHA NEB PUB FACS CORP LEASE ORBOTECH LTD ISRAEL COM OGX PETROLEO E GAS PARTICIPACO OMAHA PUB PWR DIST NEB ELEC RE ORCHID CELLMARK INC OHASHI TECHNICA INC TOKYO CFD OMEGA HEALTHCARE INVESTORS INC ORDINA NV EUR0.10

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OREGON SCH BRDS ASSN OWENS-ILLINOIS INC PALAMON CAPITAL PARTNERS LP O'REILLY AUTOMOTIVE INC OXFORD FUND LP PALAMON EUROPEAN EQUITY II LP ORGANO CORP Y50 CFD OXFORD INSTRUMENTS ORD 5P PALL CORP ORICA LIMITED OXTEAM ORCHARDS PALLADIUM EQUITY PARTNERS II ORIENT OVERSEAS INT USD0.10 OYO GEOSPACE CORP PALLADIUM FUTURE (NYM) ORIENTAL FINANCIAL GROUP INC OZ MINERALS LTD AUD0.4 PALMETTO FUND LTD CLASS A ORIENTAL LAND CO JPY50 P A FUND III LP PALOMAR MEDICAL TECHNOLOGIES I ORIENTAL WATCH HLD HKD0.10 P/A FUND L P PALTAC CORP CFD ORIFLAME COSMETICS SDR EACH PA INITIATIVE SMALL BUSINESSL PAN AMERICAN SILVER CORP ORIGEN MANUFACTURED HOUSI A A1 PABRIK KERTAS TJIWI KIMIA TBK PAN ORIENT ENERGY CORP ORIGIN ELECTRIC CO Y50 CFD PACCAR INC PANALPINA WELTTRANSPORT (HLDG) ORIGIN ENERGY LTD NPV PACER INTERNATIONAL INC PANAMA (REP OF) ORION CORP SER B NPV PACIFIC ALTERNATIVE ASSET PANAMA (REP OF) BDS ORIX CORP Y50 PACIFIC ANDES INTL HKD0.10 PANAMA REP AMORT GLOBAL BD ORKLA ASA NOK1.25 (POST PACIFIC ANDES RESOURCES PANAMA REP BDS ORRSTOWN FINANCIAL SERVICES IN PACIFIC BASIN SHIP USD0.1 PANASONIC CORP OSAKA GAS CO CFD PACIFIC CENTURY PREMIUM PANASONIC CORP CFD OSAKA GAS CO Y50 PACIFIC GAS & ELECTRIC CO PANASONIC ELECTRIC WORKS CFD OSAKA SECURITIES E NPV PACIFIC GOLF GROUP INTERNATION PANAUST LIMITED NPV OSAKA TITANIUM TECHNOLOGIES CF PACIFIC INDUSTRIAL JPY50 PANDORA A/S OSAKI ELECTRIC CO Y50 CFD PACIFIC LIFE GBL MTN #SR00002 PANDORA MEDIA INC OSHKOSH CORP PACIFIC METALS CO CFD PANERA BREAD CO OSI RESTAURANT PARTNERS TL PACIFIC RUBIALES ENERGY CORP PANORAMIC RESOURCES LTD NPV OSI TERM LOAN B PACIFIC TEXTILES HLDGS PANTRY INC/THE OSIM INTERNATIONAL SGD0.05 PACIFICA CDO LTD PARADISE CO KRW500 OSISKO MINING CORP PACIFICORP PARAGON GROUP OF COMPANIES OSX BRASIL SA PACK CORP CFD PARAGON TECH INC COM OTP BANK HUF100 PACKAGING CORP OF AMERICA PARAMETRIC TECHNOLOGY CORP OTSUKA HOLDINGS CO LTD PADDY POWER ORD EUR0.10 PARAMOUNT CORP BHD OTSUKA SHOKAI JPY50 PADINI HLDGS BHD MYR1 PARAMOUNT RESOURCES LTD OTTOGI CORPN KRW5000 PAETEC HOLDING CORP PARCO CO Y50 CFD OUTOKUMPU OY ORD A FIM10 PAGE FIVE FDG LLC 144A PAREXEL INTERNATIONAL CORP OUTOTEC OYJ NPV PAGE FIVE FUNDING LLC CL B PARGESA HLDGS SA CHF20(BR) OVERSEA-CHINESE BANKING PAGE FIVE FUNDING LLC CL C PARK 24 CO CFD OVERSEA-CHINESE BKG CORP PAI EUROPE III LP PARK ELECTROCHEMICAL CORP OVERSEAS PRIVATE 683-05-675-IG PAI EUROPE IV LP PARK PLACE SECURITIES WLL1 M1 OVERSEAS PRIVATE INVT CORP U S PAI EUROPE V-3 FCPR PARK PLACE SECURITIES WWF1 M2 OVERSEAS SHIPHOLDING GROUP INC PAL CO LTD NPV CFD PARKER DRILLING CO OWENS & MINOR INC PALACE ENTERTAINMENT HOLDINGS PARKER HANNIFIN CORP OWENS CORNING PALADIN ENERGY LTD PARK-OHIO INDUSTRIES INC OWENS-BROCKWAY GLASS CONTAINER PALADIN REALTY LATIN AMERICA PARKWAY PROPERTIES INC/MD

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PARMALAT FINANZIARIA EUR0.52 PEMEX PROJECT FUNDING MASTER T PERMIRA EUROPE II PARMALAT S P A EUR1 PENARTH MASTER ISSUER 1A A1 PERMIRA EUROPE III LP PARROT EUR0.1524 PENGROWTH ENERGY CORP PERMIRA IV PARTHENON INVESTORS II LP PENINSULA GAMING LLC / PENINSU PERMIRA IV LP 2 PARTNER COMMUNICAT ILS0.01 PENN MEZZANINE PARTNERS LP PERMM 2010-1A 1A PARTNERRE HLDGS LTD BERMUDA PENN MILLERS HOLDING CORP PERNOD-RICARD EUR1.55 PARTNERS GROUP SECONDARY 2008 PENN MUTUAL LIFE INSURANCE CO/ PERNOD-RICARD SA PARTNERS GRP HLDG AG CHF0.01 PENN NATIONAL GAMING INC PERRIGO CO PARTRON CO LTD KRW500 PENN NATIONAL GAMING INC TLB PERRY ELLIS INTERNATIONAL INC PASONA GROUP INC NPV PENN VIRGINIA CORP PERSEUS-SOROS PASSAIC CNTY N J IMPT AUTH PKG PENN VIRGINIA RESOURCE PARTNER PERSIMMON ORD 10P PASSIVE BOND MARKET INDEX NL PENN WEST PETE LTD PERSIMMON PLC CFD PATHEON INC PENN WEST PETROLEUM LTD PERU (REPUBLIC OF) PATRIOT CAPITAL PARTNERS LP PENNICHUCK CORP PERU ENHANCED PASS-THRU REG S PATRIOT COAL CORP PENNSYLVANIA ECONOMIC DEV FING PERU REP GBL NT PATRIZIA IMMOBILIEN AG NPV PENNSYLVANIA HIGHER EDUCA 1 A1 PERUSAHAAN GAS NEGARA PT PATRONS LEGACY 03 III 144A PENNSYLVANIA HIGHER EDUCA 2 A1 PERUVIAN GOVERNMENT INTERNATIO PATTERSON COS INC PENNSYLVANIA HSG FIN AGY PERUVIAN GOVERNMENT INTL BOND PATTERSON-UTI ENERGY INC PENNSYLVANIA REAL ESTATE INVES PERUVIAN GOVT INTL BD 144A PAYABLE FOR FORWARD FOREIGN EXCHANGEPENNSYLVANIA CONTRACTS ST PETCO ANIMAL SUPPLIES INC PAYABLE FOR INVESTMENTS PURCHASED PENNSYLVANIA ST TPK COMMN TPK PETRO CO TRIN/TOBAGO LTD PAYABLE FOR REALIZED LOSS ON FUTURES PENNSYLVANIA ST UNIV PETROBAKKEN ENERGY LTD PAYCHEX INC PENNYMAC MORTGAGE INVESTMENT T PETROBANK ENERGY & RESOURCES PCCW LIMITED HKD0.25 PENSECO FINANCIAL SERVICES COR PETROBRAS INTERNATIONAL FINANC PCCW-HKT CAPITAL NO4 LTD PENSKE AUTOMOTIVE GROUP INC PETRO-CANADA PDG REALTY SA EMPREENDIMENTOS PENSON WORLDWIDE INC PETROCHINA CO 'H'CNY1 PDL BIOPHARMA INC PENTAIR INC PETROCHINA CO LTD PE PAPER ESCROW GMBH PENTA-OCEAN CONSTRUCTION CFD PETROFAC LTD ORD SHS 0.02 USD PEAB AB SER 'B' SWKR10 PEOPLE & TELECOMUN KRW500 PETROHAWK ENERGY CORP PEABODY ENERGY CORP PEOPLE'S CHOICE HOME LOAN 3 M1 PETROLEO BRASILEIRO SA PEABODY GLOB RE PTNRS LP PEOPLE'S UNITED FINANCIAL INC PETROLEO BRASILEIRO SA ADR PEACE MARK(HLDGS) HKD0.10 PEORIA ILL PUB BLDG COMMN SCH PETROLEOS DE VENEZUELA PEARSON ORD GBP0.25 PEP BOYS-MANNY MOE & JACK PETROLEOS DE VENEZUELA S PEARSON TRACT -RED BLUFF PEPCO HOLDINGS INC PETROLEOS DE VENEZUELA SA PEBBLEBROOK HOTEL TRUST PEPSIAMERICAS INC PETROLEOS DE VENEZUELA SA REGS PEC LTD PEPSICO INC/NC PETROLEOS MEXICANOS PECO ENERGY CO PER AARSLEFF 'B' DKK20 PETROLEOS MEXICANOS 144A PEGASUS AVIATION 00 1 A1 144A PERFORMANCE REBATE ACCRUAL 2010 PETROLEUM CO OF TRINIDAD & TOB PEGASUS AVIATION 01-1 A3 144A PERKINELMER INC PETROLEUM CO TRINIDAD 144A PEGASYSTEMS INC PERMANENT MASTER 1A 1A1 144A PETROLEUM EXPORT III LTD TL PEMEX FIN LTD NT PERMANENT MASTER ISSUER P 1 5A PETROLEUM GEO SERVICES ASA

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PETROLIAM NASIONAL BERHAD PHILIPPINES (REP OF) BDS PLASTIPAK HOLDINGS INC PETROLUB INTL JPY50 CFD PHILIPPINES (REPUBLIC OF) PLASTIPAK HOLDINGS INC 144A PETROMINERALES LTD PHILIPPINES(REPUBLIC OF) BDS PLATINUM EQUITY CAPITAL PETRONAS CAPITAL BDS USD1000 PHILLIPS-VAN HEUSEN CORP PLATINUM FUTURE (NYM) PETRONAS CAPITAL LTD PHOENIX CDO LTD 2 B PLATINUM UNDERWRITERS HLDGS PETRONAS CAPITAL LTD GTD REG S PHOENIX IT ORD GBP0.01 PLAYTECH LIMITED SHS CFD PETRONAS DAGAGAN BERHAD ORD PIAGGIO & C SPA NPV PLAYTECH LTD PETRONEFT RESOURCES EURO.01 PICC PROPERTY & CA 'H'CNY1 PLN/EUR SPOT OPTION 2011 PETROPLUS FIN LTD GTD SR 144A PICO FAR EAST HLDGS HKD0.05 PLUM CREEK TIMBER CO INC PETROPLUS FINANCE LTD PIDILITE INDUSTRIES INR1 (POST PNC BANK NA PETROPLUS HOLDINGS AG CHF7.48 PIERRE & VACANCES EUR10.0 PNC EQUITY PARTNERS II LP PETROQUEST ENERGY INC PIKE ELECTRIC CORP PNC EQUITY PARTNERS LP PETSMART INC PILOT GROUP HLDGS NPV CFD PNC FINANCIAL SERVICES GROUP I PEUGEOT SA EUR1 PILOT TRAVEL (3/11) TLB PNC FUNDING CORP PFC CORP #101-43081 FHA PROJ PIMCO ABSOLUTE RETURN OFFSHORE PNC MORTGAGE ACCEPTANCE C1 C1 PFEIFFER VACUUM TECHNOLOGY ORD PIMCO GLOBAL CREDIT PNM RESOURCES INC PFIZER INC PINAFORE LLC / PINAFORE INC POHJOLA BANK PLC SER'A' PG&E CORP PINAR ENTEGRE ET TRY1 POLA ORBIS HOLDINGS INC PG&E ENERGY RECOVERY FUND 1 A4 PINAR SUT TRY1 POLA ORBIS HOLDINGS INC CFD PG&E ENERGY RECOVERY FUND 1 A5 PINECREST ENERGY INC POLAND (GOVT OF) PG&E ENERGY RECOVERY FUND 2 A2 PINETREE CAPITAL LTD POLAND (REPUBLIC OF) PH GLATFELTER CO PING AN INSURANCE SHS POLAND GOVERNMENT BOND PHARMACEUTICAL PRODUCT DEVELOP PINNACLE ENTERTAINMENT INC POLAND GOVERNMENT INTERNATIONA PHARMACYCLICS INC PINNACLE FOODS 8/10 TLD POLAND GOVERNMENT INTL PHARMANET DEVELOPMENT GROUP IN PINNACLE FOODS FINANCE LLC / P POLARIS INDUSTRIES INC PHARMASSET INC PINNACLE WEST CAPITAL CORP POLARIS SOFTWARE LAB INR5 PHARMERICA CORP PIOLAX CO JPY 50 POLARIS VENTURE PARTNERS II PHARMSTANDARD GDR (EACH REPR1 PIONEER CORP Y50 CFD POLARIS VENTURE PARTNERS IV LP PHC INC/MASS PIONEER DRILLING CO POLARIS VENTURE PARTNERS V LP PHEAA HELPSTART PIONEER NATURAL RESOURCES CO POLARIS VENTURE PTNRS III LP PHH ALTERNATIVE MORTGAGE 3 A1 PIPAVAV SHIPYARD LTD POLO RALPH LAUREN CORP PHH CORP PIRELLI & C SPA POLO RESOURCES LTD ORD NPV PHH MORTGAGE CAPITAL LLC 6 A1 PITANGO VENTURE CAPITAL FUND POLSKI KONCERN NAFTOWY ORLEN PHI INC PITANGO VENTURE CAPITAL FUND V POLYCOM INC PHIBRO ANIMAL HEALTH CORP PITNEY BOWES INC POLYMER GROUP INC PHILIP MORRIS INTERNATIONAL IN PJ DEVELOPMENT HOLDINGS BHD POLYONE CORP PHILIP MORRIS INTL INC PLA RESIDENTIAL III POLYPORE INTERNATIONAL INC PHILIPPINE GOVERNMENT INTERNAT PLA RETAIL FUND I LP POLYTEC HOLDING AG EUR1(BR) PHILIPPINE LONG DISTANCE PLAINS ALL AMERICAN PIPELINE L POPULAR ABS MORTGAGE PASS D A2 PHILIPPINE LONG DISTANCE TELEP PLAINS EXPLORATION & PRODUCTIO PORSCHE AUTOMOBIL HOLDING SE PHILIPPINE NATIONAL BANK PHP40 PLANTRONICS INC PORT AUTH N Y & N J

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PORTFOLIO LEVEL PREMIUM BRANDS HOLDINGS CORP PROLOGIS INC PORTFOLIO RECOVERY ASSOCIATES PRE-PAID LEGAL SERVICES INC PROLOGIS INC 6.75% SER R PFD PORTLAND GENERAL ELECTRIC CO PRESIDENT AND FELLOWS OF HARVA PROLOGIS NORTH AMERICAN PORTS DESIGN HKD0.0025(POST PRESIDENT CHAIN STORE CORP PROMET BERHAD MY$1 PORTUGAL (REP OF) BDS EUR0.01 PRESTIGE AUTO RECEI 1A A3 144A PROMISE CO CFD PORTUGAL TELECOM SGPS SA PRESTIGE AUTO RECEIV 1A A 144A PROMISE CO Y50 PORTUGAL TELECOM SGPS SA EUR1 PRESTIGE BRANDS 3/10 TLB PROMOTORA DE INFOR EUR0.10 POSCO PRESTIGE BRANDS HOLDINGS INC PROQUEST LLC/PROQUEST NOTES CO POSCO KRW5000 PRESTIGE BRANDS INC PROS HOLDINGS INC POST NL PRETIUM PACKAGING LLC / PRETIU PROSAFE SE EUR0.25 POST PUBLISHING THB1(ALIEN) PRICELINE.COM INC PROSEGUR COMPANIA SECURIDAD POTASH CORP OF SASKATCHEWAN PRICOA GLOBAL FUNDING I PROSIEBENSATI MEDIA AG NPV POTASH CORP OF SASKATCHEWAN IN PRICOLA GLOBAL MTN #TR00017 PROSPECT MEDICAL HOLDINGS INC POTLATCH CORP PRIDE INTERNATIONAL INC PROSPERITY BANCSHARES INC POTOMAC EDISON CO/THE PRIMA CAP CDO PROTECTIVE LIFE CORP POU CHEN TW$10 PRIMA CAP CDO 05 1 CL C 144A PROTO CORPORATION JPY50 POWER ASSETS HOLDINGS LIMITED PRIMA CAPITAL CDO LTD 144A PROTON HLDGS BERHAD POWER CORP CANADA PRIMA INDUSTRIE SP EUR2.5 PROV OF NEW BRUNSWICK POWER FINANCIAL CORP PRIMA MEAT PACKERS Y50 CFD PROVIDENCE EQUITY PARTNERS V POWERCHIP SEMICONDUCTOR CORP PRIMARIS RETAIL REAL EST INVT PROVIDENCE EQUITY PARTNERS VI POWERLAND AG PRIMARY HEALTH CARE NPV PROVIDENCE EQUITY PTNRS IV LP POWERTECH TECHNOLO TWD10 PRIME PROPERTY FUND LLC PROVIDENCE PL GROUP LTD PARTN POWERWAVE TECHNOLOGIES INC PRIMEDIA INC PROVIDENCE SERVICE CORP/THE POWSZECHNA KASA OSZCZED BK PRIMO WATER CORP PROVIDENT FINANCIAL ORD POWSZECHNY ZAKLAD UBEZPIECZE PRIMORIS SERVICES CORP PROVIDENT FUNDING ASSOCIATES L PPG INDUSTRIES INC PRINCE GEORGE MANAGEMENT UNIT PROVIDENT FUNDING MORTGA 1 1A1 PPL CORP PRINCE GEORGES CNTY MD PROVINCE OF NOVA SCOTIA CANADA PPL CORP COM PRINCETON UNIVERSITY PROVINCE OF ONTARIO CANADA PPR EUR4.00 PRINCIPAL FINANCIAL GROUP INC PROVINCE OF QUEBEC CANADA PRAKTIKER AG NPV PRISA PROVINCIA DE NEUQUEN ARGENTINA PRAXAIR INC PRISA II LP PRUDENTIAL ASSET MANAGMENT PRECISION CASTPARTS CORP PRIVATE EXPORT FUNDING CORP PRUDENTIAL COML MTG 03 PWR1 A2 PRECISION DRILLING TR UNIT PROCTER & GAMBLE CO PRUDENTIAL FINANCIAL INC PREFORMED LINE PRODUCTS CO PROCTER & GAMBLE CO/THE PRUDENTIAL PLC PREGIS CORP PROCTER & GAMBLE ESOP DEB SR-A PRUDENTIAL PLC GBP0.05 PREHI PROCTER & GAMBLE INTERNATIONAL PRUDENTIAL SECS 98 C1 144A F PRELIOS SPA PRODUCTION RESOURCE GROUP INC PRYSMIAN CAB & SYS NPV PREMIER FARNELL PROGRESS ENERGY INC PS BUSINESS PARKS INC PREMIER FARNELL CFD PROGRESS ENERGY RESOURCES CORP PS BUSINESS PKS INC CALIF PREMIER FOODS ORD GBP0.01 PROGRESSIVE CORP/THE PS BUSINESS PKS INC CALIF DEP PREMIER OIL ORD GBP0.125 PROLOGIS EUROPEAN PROPERTIES PSE&G TRANSITION FUNDING 1 A6

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PSE&G TRANSITION FUNDING 1 A8 QGEP PARTICIPACOES SA RABOBANK NEDERLAND PSEG POWER LLC QIAGEN NV EUR0.01 RACKSPACE HOSTING INC PSERS HEALTH CARE FUND QINGLING MTRS H SHS CNY1 RADIAN GROUP INC PSERS MANAGED FUND QINGMEI GROUP HOLDINGS LTD RADIANT OPTO-ELECT TWD10 PSERS MASTER TRUST UNIT QLIK TECHNOLOGIES INC RADIATION THERAPY SERVICES INC PSILOS GROUP PARTNERS III LP QLOGIC CORP RADIO ONE INC PSP SWISS PROPERTY CHF2.9 QR NATIONAL LTD RADIOSHACK CORP PT ADARO INDONESIA QS AG NPV RADNOR HLDGS CORP SR NT PT INDO TAMBANGRAYA MEGAH TBK QTEL INTERNATIONAL FIN RAIFFEISEN BANK INTERNATIONAL PTT AROMATICS & REFINING PUB QTEL INTERNATIONAL FINANCE LTD RAIN CII CARBON LLC / CII CARB PTT CHEMICAL PUBLI THB10(NVDR) QUADRA FNX MINING LTD RAIN COMMODITIES LTD PTT CHEMICAL PUBLIC COMPANY QUADRANGLE CAPITAL PARTNERS RAIT FINANCIAL TRUST PTT PUB CO THB10 (ALIEN MKT) QUADRANGLE CAPITAL PARTNERS LP RAITO KOGYO CO Y50 PUBLIC BK BHD MYR1 QUAKER BIOVENTURES II LP RAKUTEN INC NPV PUBLIC BK BHD MYR1 (ALIEN MKT) QUAKER BIOVENTURES LP RALCORP HOLDINGS INC PUBLIC POWER CORP EUR4.60 (CR) QUAKER CHEMICAL CORP RALEIGH N C LTD OBLIG PUBLIC SERVICE CO OF COLORADO QUAKERTOWN PA GEN AUTH HEALTH RALLIS INDIA LTD INR10(DEMAT PUBLIC SERVICE CO OF NEW HAMPS QUALCOMM INC RALLYE EUR3.OO(REGD) PUBLIC SERVICE CO OF NEW MEXIC QUALITY DISTRIBUTION INC RALSTON PURINA CO NT PUBLIC SERVICE CO OF OKLAHOMA QUALITY DISTRIBUTION LLC/QD CA RAMELIUS RESOURCES NPV PUBLIC SERVICE ELECTRIC & GAS QUALITY SYSTEMS INC RAMI LEVI CHAIN STORES HASHI PUBLIC SERVICE ENTERPRISE GROU QUANTA SERVICES INC RAMIRENT OYJ NPV PUBLIC STORAGE QUAPAW DOWNSTREAM DEVELO 144A RAMSAY HEALTH CARE LTD AUD0.10 PUBLIC STORAGE INC COM QUEBECOR F ESCROW RANBAXY LABORATORIES INRS PUBLIC STORAGE INC DEPOSITARY QUEBECOR INC RANDGOLD RESOURCES ORD USD0.05 PUBLICIS GROUPE SA EUR.4 QUEBECOR MEDIA INC RANDON SA IMPLEMENTOS E PARTIC PUGET ENERGY INC TL QUEBECOR PRINTING RANDSTAD HLDGS EUR0.1 PUGET SOUND ENERGY INC QUEBECOR WORLD CAP RANGE RESOURCES CORP PULSE ELECTRONICS CORPORATION QUEBECOR WORLD CAP ESCROW RANGOLD RESOURCES ORD CFD PULTE GROUP INC QUEENSLAND TREASURY CORP RANPAK CORP PUMA SE NPV QUEST DIAGNOSTICS INC/DE RAS LAFFAN LIQ NAT GAS REGS PURDUE UNIV IND CTFS PARTN QUEST SOFTWARE INC RASA CORPORATION CFD PURECIRCLE LTD ORD USD0.10 QUESTAR CORP RASPADSKAYA QANTAS AIRWAYS NPV QUICKSILVER RESOURCES INC RATOS AB SER B NPV QATAR GOVERNMENT INTERNATIONAL QUIKSILVER INC RAUBEX GROUP LTD ZAR0.01 QATAR TELECOM Q-TEL QSC QUINSTREET INC RAUTARUUKKI OY 'K'NPV QATARI DIAR FINANCE QSC QUINTILES TRANSNATIONAL RAVEN INDUSTRIES INC QBE CAPITAL FUNDING III LTD QWEST CAPITAL FUNDING INC RAYCOM TV (5/11) TLB QBE INS GROUP A$1 QWEST COMMUNICATIONS INTERNATI RAYMOND JAMES FINANCIAL INC QEP CO INC QWEST CORP RAYONIER INC QEP RESOURCES INC RAAC SERIES SP1 A2 RAYSEARCH LAB SER'B' SEK1.50

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RAYTHEON CO REGIS CORP RESEARCH IN MOTION LTD RAZGULIAY GROUP OJSC RUB3 REI AGRO LTD INR10 RESI FIN LTD PARTNERSHIP 144A RBS GLOBAL INC / REXNORD LLC REINSURANCE GROUP OF AMERICA I RESI FIN PARTN 03 A 144A RBSCF 2010-MB1 D RELIANCE INDUSTRIES LTD RESI FINANCE LP 144A RBSSP 2010-3 6A2 RELIANCE STEEL & ALUMINUM CO RESI FINANCE LP C B3 RCG LONGVIEW DEBT FD IV LP RELO HOLDINGS INC JPY50 RESIC FIN LTD 05-B-B8 144A RCG LONGVIEW EQUITY FUND PA REMOTE DYNAMICS INC RESIDENTIAL ACCREDIT L QO4 2A2 RDA HOLDING CO WARRANTS REMY COINTREAU EUR1.60 RESIDENTIAL ACCREDIT LO QS5 A1 READERS DIGEST ASSN INC SR SUB REMY INTERNATIONAL (12/10) TLB RESIDENTIAL ACCREDIT LO QS7 A1 READER'S DIGEST ASSOCIATION IN RENAISSANCE H E 07-2 CL AF-2 RESIDENTIAL ACCREDIT LO QS9 A1 REAL ESTATE ASSET LIQUIDITY TR RENAISSANCE HOME 2005-4 CL A3 RESIDENTIAL ACCREDIT QS17 A10 REAL ESTATE TRUST LIQUIDITY TR RENAISSANCE HOME 2006-1 AF3 RESIDENTIAL ASSET 03-RZ4 M3 REAL NUTRICEUTICAL GROUP LTD RENAISSANCE HOME EQ 07-3 AF3 RESIDENTIAL ASSET MORTG RS2 A1 REALESTATE.COM.AU LTD ORD NPV RENAISSANCE HOME EQUITY 2 AF3 RESIDENTIAL ASSET MORTG SL1 A3 REALTY INCOME CORP RENAISSANCE MTG CL AF-3 RESIDENTIAL ASSET MORTG SL4 A3 REALTY INCOME CORP MONTHLY CL RENEWABLE ENERGY CORP AS NOK1 RESIDENTIAL ASSET SEC A8CB A11 RECEIVABLE FOR INVESTMENTS SOLD RENOWN D'URBAN HLD NPV CFD RESIDENTIAL ASSET SEC KS10 1A2 RECEIVABLE FOR REALIZED GAIN ON FUTURESRENSSELAER POLYTECHNIC INSTITU RESIDENTIAL ASSET SECU A6CB A5 RECKITT BENCKISER GROUP PLC RENT-A-CENTER INC/TX RESIDENTIAL ASSET SECU AHL1 A2 RECKSON OPERATING PARTNERSHIP RENTOKIL INITIAL PLC CFD RESIDENTIAL ASSET SECU KS12 A3 RECORDATI EUR0.125 REPSOL YPF SA EUR1 RESIDENTIAL ASSET SECU KS9 AI6 RED HAT INC REPUBLIC BANCORP INC/KY RESIDENTIAL ASSET SECUR KS1 A3 RED ROBIN GOURMET BURGERS INC REPUBLIC OF ARGENTINA RESIDENTIAL ASSET SECUR KS1 A4 RED WHEAT FUTURE (MGE) REPUBLIC OF COLOMBIA RESIDENTIAL ASSET SECUR KS7 A2 REDDY ICE CORP REPUBLIC OF GHANA RESIDENTIAL FUNDING M SA4 1A21 REDECARD SA COMMON STOCK NPV REPUBLIC OF HUNGARY RESIDENTIAL FUNDING MO S9 1A23 REDROW PLC REPUBLIC OF INDONESIA RESIDENTIAL FUNDING MO SA3 3A1 REED ELSEVIER REPUBLIC OF INDONESIA TL F1 RESIDENTIAL MTGS SERS REED ELSEVIER CAPITAL INC REPUBLIC OF KOREA RESIX FIN 05-CB7 REED ELSEVIER NV EUR0.07 REPUBLIC OF LITHUANIA RESIX FIN LTD 03-D-B8 144A REFER NTS REPUBLIC OF MONTENEGRO RESIX FIN LTD 04-C B8 144A REGAL CINEMAS CORP REPUBLIC OF PANAMA RESIX FIN LTD 04-C B9 144A REGAL ENTERTAINMENT GROUP REPUBLIC OF PERU BDS RESIX FIN LTD 05-A-B10 144A REGAL HOTELS(HDS.)HKD.01 REPUBLIC OF PHILIPPINES RESIX FIN LTD 05-A-B7 144A REGAL-BELOIT CORP REPUBLIC OF POLAND RESIX FIN LTD 05-B-B7 144A REGENCY CENTERS CORP REPUBLIC OF SENEGAL RESIX FIN LTD 05-B-B9 144A REGENCY CENTERS LP REPUBLIC OF SEYCHELLES RESIX FIN LTD 2005-D-B7 144A REGENCY ENERGY PARTNERS LP REPUBLIC OF SOUTH AFRICA RESIX FIN LTD 2006-A B7 144A REGENCY ENERGY PARTNERS LP / R REPUBLIC OF URUGUAY BDS RESIX FINL 2005-CB8 144A REGENTS LA JOLLA REPUBLIC SERVICES INC RESMED INC REGIONS FINANCIAL CORP RES LAFFAN LIQUEFIELD BDS REGS RESOLUTION FDG CORP PRIN STRIP

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RESOLUTION LTD ORD NPV(NEW) RIO TINTO ORD GBP0.10 ROGERS SUGAR INC RESONA HOLDINGS INC RIO TINTO PLC ROHM & HAAS CO RESONA HOLDINGS INC CFD RIO TINTO PLC CFD ROHM & HAAS CO AMORTIZING DEB RESOURCE R E 07-1 CL J-FL 144A RIOCAN REIT ROHM CO Y50 RESPONSYS INC RISO KAGAKY CORP Y50 CFD ROLAND CORP RESTRUCTURED ASSET 06-9 144A RITCHIE BROS AUCTIONEERS INC ROLAND CORP CFD REVLON (6/11) TLB RITE AID CORP ROLLINS INC REVLON CONSUMER PRODUCTS CORP RITE AID CORPORATION T5 TL ROLLS ROYCE GROUP REX AMERICAN RESOURCES CORP RIVERBED TECHNOLOGY INC ROLLS ROYCE GROUP CFD REX ENERGY CORP RIVERCENTER LAND ROLLS-ROYCE HLDGS PLC REXAM ORD 64 2/7P RLJ LODGING TRUST ROLLS-ROYCE HLDGS PLC CFD REXAM PLC CFD RMB HLDGS SHS ZAR0.01 ROLTA INDIA INR10 (DEMAT) REXEL PROMESSES RMF COML MTG 97 1 CL G 144A ROMULUS FINANCE REYNOLDS & REYNOLDS 4/11 (USD) RMI HOLDINGS ROPER INDUSTRIES INC REYNOLDS AMERICAN INC RMSF 2008-4B A ROS AGRO PLC 144A REYNOLDS AMERN INCSR SECD NT RMSF 2008-4C A1 ROSETTA RES INC COM 144A REYNOLDS GROUP ISSUER INC / RE ROADHOUSE FINANCING INC ROSETTA RESOURCES INC RF MICRO DEVICES INC ROADRUNNER TRANSPORTATION SYST ROSNEFT OJSC GDR EACH REPR 1 RH DONNELLEY INC TLB ROANOKE MANAGEMENT UNIT ROSS STORES INC RHB CAPITAL BHD MYR1 ROBBINS & MYERS INC ROSSI RESIDENCIAL COM STK NPV RHEINMETAL AG NPV ROBECO RIVER ROAD FUND LTD ROTECH HEALTHCARE INC RHEON AUTO MACHINERY CFD ROBERT HALF INTERNATIONAL INC ROTORK ORD 5P RHI AG NPV ROBERT WISEMAN DAIRIES ORD 10P ROTORK PLC CFD RHODIA EUR1 POST ROC OIL CO LTD NPV ROTTNEROS AB SEK0.50 RHOEN-KLINIKUM AG ORD NPV ROCHE HLDG AG GENUSSCHEINE NPV ROUSE CO LP/THE RHYTHM WATCH CO CFD ROCHE HOLDINGS INC ROUSE CO NT RICHLAND CNTY S C SCH DIST NO ROCHESTER GAS & ELECTRIC CORP ROVI CORP RICHMONT MINES INC ROCK CREEK ABSOLUTE RETURN FD ROWAN COS INC RICOH LEASING CO LTD JPY50 ROCKAWAY 80 ROWAN COS INC US GOVT RICOH Y50 ROCKIES EXPRESS PIPELINE LLC ROYAL & SUN ALLIANCE INS GRP RICOH Y50 CFD ROCKPOINT FINANCE FUND I LP ROYAL BANK OF CANADA RIETER HOLDINGS AG CHF10 ROCKPOINT REAL ESTATE FUND I ROYAL BANK OF SCOTLAND RIGHTMOVE GROUP PLC ORD CFD ROCKPOINT REAL ESTATE FUND II ROYAL BANK OF SCOTLAND GROUP RIGHTMOVE PLC ORD ROCKPOINT REAL ESTATE FUND III ROYAL BANK OF SCOTLAND GROUP P RIGHTNOW TECHNOLOGIES INC ROCK-TENN CO ROYAL BANK OF SCOTLAND GRP ORD RIKEN KEIKI CO Y50 CFD ROCKWELL AUTOMATION INC ROYAL BANK OF SCOTLAND PLC/THE RIKEN VINYL INDUSTRY CO Y50 ROCKWELL COLLINS INC ROYAL BK OF SCOTLAND GROUP PLC RINNAI CORP Y50 ROCKWOOD HOLDINGS INC ROYAL BK OF SCOTLAND PLC RIO TINTO ALCAN INC ROCKWOOL INTL B SHS DKK10 ROYAL CARIBBEAN CRUISES RIO TINTO FINANCE USA LTD ROCKY RIVER OHIO CITY SCH DIST ROYAL CARIBBEAN CRUISES LTD RIO TINTO LIMITED NPV ROGERS COMMUNICATIONS INC ROYAL DUTCH PETE CO N Y

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ROYAL DUTCH SHELL A SHS RYAN LABS TALF FUND LP SAKAI CHEMICAL INDUSTRY CO LTD ROYAL DUTCH SHELL 'A' SHS CFD RYANAIR HOLDINGS PLC SAKATA INX CORP CFD ROYAL DUTCH SHELL 'A'SHS RYDER SYSTEM INC SAKATA INX CORP Y50 ROYAL DUTCH SHELL 'B' SHS RYERSON INC SAKS INC ROYAL DUTCH SHELL PLC RYLAND GROUP INC SALAMANDER ENERGY ORD GBP0.10 ROYAL DUTCH SHELL PLC CFD RYOBI Y50 SALESFORCE.COM INC ROYAL GOLD INC RYOSAN CO Y50 SALIM IVOMAS PRATAMA TBK PT ROYAL PALMS ACQUISITION RZD CAPITAL LTD SALIX PHARMACEUTICALS LTD ROYAL UNIBREW A/S DKK10 S & T BANK C/D AG018 SALLY HOLDINGS LLC/SALLY CAPIT ROYALTY PHARMA (5/07) TLB S FOODS INC CFD SALOMON BROS 01-MM CL E-3 144A RPC GROUP ORD 5P S&P 500 CONSERVATIVE INDEX SALOMON BROS 01-MM E-5 144A RPC INC S&P 500 EMINI INDEX FUT (CME) SALOMON BROS COML 00-C3 CL X RPM INTERNATIONAL INC S&P/TSE 60 INDEX FUTURES (MSE) SALOMON BROTHERS MORTG KEY2 A3 RPS GROUP ORD 3P S&T BANCORP INC SALOMON BROTHERS MORTGAGE C1 E RR DONNELLEY & SONS CO S.O.I.TEC SALOMON BROTHERS MORTGAGE C2 C RREEF AMERICA REIT II L P SAAB AB SER 'B' SEK16 SALZGITTER AG ORD NPV RSA INSURANCE GROUP PLC SABA SOFTWARE INC SAM YANG GENEX CO KRW5000 RSC EQUIPMENT RENTAL INC/RSC H SABINE PASS LNG LP SAMCHULLY KRW5000 RSHB CAPITAL SA REG S SABLE INTERNATIONAL FINANCE LT SAMPO OYJ SER'A'NPV RSHB CAPTL (RUSS AG BK) SABMILLER PLC SAMSUNG CARD NPV RTI INTERNATIONAL METALS INC SABRA HEALTH CARE LP / SABRA C SAMSUNG ELECTRONICS CO LT 144A RUB/USD SPOT OPTION 2011 SACYR VALLERMOSO SA EUR1 SAMSUNG ELECTRONICS CO LTD RUDDICK CORP SAF HOLLAND EUR1.00 (BR) SAMSUNG ELECTRS KSWN5000 RUDOLPH TECHNOLOGIES INC SAFENET (2ND LIEN 4/07) SAMSUNG ELECTRS LTD GDR 1995 RUE21 INC SAFENET 4/07 INCREMENTAL 2ND SAMSUNG ENGINEERING CO LTD RURAL ELECTRIFICATION CORP LTD SAFENET INC COV-LITE HYBRID TL SAMSUNG FIRE & MARINE INS RUSFOREST AB NPV SAFESTORE HLDGS ORD GBP0.01 SAMSUNG HEAVY KSWN5000 RUSH ENTERPRISES INC SAFEWAY INC SAMSUNG LIFE INSURANCE CO RUSSELL 2000 INDEX SL (CM52) SAFILO GROUP EUR5.00 SAN ANTONIO TEX ELEC & GAS RUSSELL 2000 MINI IND FUT(NYF) SAFT GROUPE S.A. EUR1 SAN DIEGO CNTY CALIF REGL TRAN RUSSELL 3000 INDEX SAGA COMMUNICATIONS INC SAN DIEGO CNTY CALIF WTR AUTH RUSSIA FOREIGN BOND SAGE GROUP ORD 1P SAN FRANCISCO CALIF CITY & CNT RUSSIA FOREIGN BOND EUROBOND SAGE GROUP PLC (THE) CFD SAN MARCOS RUSSIAN AGRICULTURAL BANK OJSC SAGENT PHARAMACEUTICALS INC SAN MATEO CNTY CALIF CMNTY COL RUSSIAN FEDERATION BDS REG S SAI GLOBAL LTD NPV SAN PASQUAL CASINO 144A RUSSIAN FEDERATIONS STEP 144A SAIC INC SAN-AI OIL CO Y50 RUSSIAN FEDN US$ BD 144A SAINSBURY (J) ORD GBP0.2857142 SAN-AI OIL CO Y50 CFD RUSSIAN FOREIGN BOND SAIPEM EUR1 SANDERSON FARMS INC RUSSIAN FOREIGN BOND - EUROBON SAISON INFO SYSTEM JPY50 SANDISK CORP RWE AG (NEU) NPV 'A' SAJO INDUSTRIES KSWN5000 SANDRIDGE ENERGY INC RWE AG (NEW) NON VTG PRF NPV SAKAI CHEMICAL IND Y50 SANDS CHINA LTD

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SANDVIK AB NPV (POST SPLIT) SAPIENT CORP SBA GTD PARTN CTFS 2004-20D 1 SANDVINE CORPORATION SAPPI PAPIER HOLDING GMBH SBA GTD PARTN CTFS 2004-20L 1 SAN-IN GODO BANK CFD SAPPORO HOLDINGS LTD CFD SBA GTD PARTN CTFS 2005-20B 1 SANKATY ADVISORS LLC BANK SAPPORO HOLDINGS LTD JPY50 SBA GTD PARTN CTFS 2005-20E 1 SANKATY CREDIT OPP IV SAPUTO INC SBA GTD PARTN CTFS 2005-20H 1 SANKATY CREDIT OPPORTUNITIES SARA LEE CORP SBA GTD PARTN CTFS 2005-20J 1 SANKATY MIDDLE MARKET SARANTIS EUR1.54 (CR) SBA GTD PARTN CTFS 2005-P10B 1 SANKEI BUILDING CO Y50 SARAS RAFFINERIE EUR5.16 SBA GTD PARTN CTFS 2006-20B 1 SANKEN ELECTRIC CO Y50 CFD SARASIN & CIE REGD CHF0.35 SBA GTD PARTN CTFS 2006-20E 1 SANKI ENGINEERING Y50 SARAWAK INTL SBA GTD PARTN CTFS 2006-20G 1 SANKO METAL INDL JPY50 CFD SARTORIUS STEDIM BIOTECH SBA GTD PARTN CTFS 2006-20I 1 SANKYO CO(OTC) NPV SASC 2002-RM1 A SBA GTD PARTN CTFS 2007-20B 1 SANLAM ZAR0.01 SASEBO HEAVY INDUSTRIES CO Y50 SBA GTD PARTN CTFS 2007-20D 1 SANMINA-SCI CORP SASOL NVP SBA GTD PARTN CTFS 2007-20H 1 SANOFI SATAIR ORD DKK20 SBA GTD PARTN CTFS 2007-20K 1 SANOFI CONTINGENT VALUE RIGHTS SATMEX ESCROW SA DE CV SBA GTD PARTN CTFS 2007-20L 1 SANOFI EUR2 SATO CORP Y50 SBA GTD PARTN CTFS 2008-10B 1 SANOFI-AVENTIS SATO SHOJI CORP JPY50 SBA GTD PARTN CTFS 2008-20A 1 SANOFI-AVENTIS EUR2 SATO SHOJI CORP JPY50 CFD SBA GTD PARTN CTFS 2008-20B 1 SANOH INDUSTRIAL CO Y50 SAVANNA ENERGY SERVICES CORP SBA GTD PARTN CTFS 2008-20C 1 SANOMA OYJ NPV COM SHS SAVIENT PHARMACEUTICALS INC SBA GTD PARTN CTFS 2008-20D 1 SANOYAS HISHINO MEISHO CORP SAVILLS ORD GBP0.025 SBA GTD PARTN CTFS 2008-20E 1 SANSHIN ELECTRONICS CO Y50 CFD SAVVIS INC SBA GTD PARTN CTFS 2008-20F 1 SANTANDER CONSUMER AC 11-WO A2 SAXON ASSET SECURITIES T 3 2A1 SBA GTD PARTN CTFS 2008-20G 1 SANTANDER CONSUMER AC 11-WO A4 SAXON ASSET SECURITIES TR 3 A2 SBA GTD PARTN CTFS 2008-20H 1 SANTANDER DRIVE AUTO B A2 144A SAXON ASSET SECURITIES TR 3 M1 SBA GTD PARTN CTFS 2008-20I 1 SANTANDER DRIVE AUTO RECE 1 A2 SB CAPITAL SA SBA GTD PARTN CTFS 2008-20J 1 SANTANDER DRIVE AUTO RECE 2 A3 SBA COMMUNICATIONS CORP SBA GTD PARTN CTFS 2008-20K 1 SANTANDER DRIVE AUTO RECEI 3 C SBA FINANCE (7/11) TLB SBA GTD PARTN CTFS 2008-P10B 1 SANTANDER DRIVE AUTO RECEIV10- SBA GP#3523245007 SBA GTD PARTN CTFS 2009-10A 1 SANTANDER HOLDINGS USA INC SBA GP#3921915002 SBA GTD PARTN CTFS 2009-10B 1 SANTANDER ISSUANCES SA SBA GTD LN POOL #508994 SBA GTD PARTN CTFS 2009-10C 1 SANTANDER US DEBT SA UNIPERSON SBA GTD LN POOL CTFS #507841 SBA GTD PARTN CTFS 2009-20A 1 SANTEN PHARMACEUTICAL CO SBA GTD LN POOL CTFS #507932 SBA GTD PARTN CTFS 2009-20B 1 SANTOS BRASIL PARTICIPACOES SA SBA GTD PARTN CTFS 1996-20G 1 SBA TOWER TRUST SANTOS LIMITED NPV SBA GTD PARTN CTFS 1999-20E 1 SBARRO INC SANWA SHUTTER CORP CFD SBA GTD PARTN CTFS 2001-20B 1 SBC COMMUNICATIONS SANYO HSG NAGOYA CO NPV CFD SBA GTD PARTN CTFS 2003-20E 1 SBC COMMUNICATIONS INC SAO MARTINHO SA COMNPV SBA GTD PARTN CTFS 2003-20J 1 SBERBANK (SB CAP SA) SAP AG ORD NPV SBA GTD PARTN CTFS 2003-20L 1 SBERBANK OF RUSSIA SAPIENS INTL CORP NV SHS SBA GTD PARTN CTFS 2004-20B 1 SBERBANK OF RUSSIA VIA SB CAPI

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SBERBANK-CLS SDL ORD GBP0.01 SEKISUI JYSHI Y50 SBI HOLDINGS INC SEABOARD CORP SELAMAT SEMPURNA PT SBI HOLDINGS INC CFD SEABRIGHT HOLDINGS INC SELECT COMFORT CORP SBM OFFSHORE NV EUR0.25 (POST SEACOR HOLDINGS INC SELECT MEDICAL HOLDINGS CORP SC JOHNSON & SON INC SEADRILL LTD USD2 SELENE RESIDENTIAL MORTGAGE SCANA CORP SEAGATE HDD CAYMAN SELKIRK COGEN FDG CORP 1ST MTG SCANIA AB SER B NPV (POST SEAGATE TECHNOLOGY SEMAFO INC SCF 4A A1 SEAGATE TECHNOLOGY HDD HOLDING SEMBCORP INDUSTRIES SGD0.25 SCF CAPITAL LTD SEAGATE TECHNOLOGY INTERNATION SEMBCORP MARINE SGD0.10 SCHERING PLOUGH CORP SR NT SEAH HOLDINGS KRW5000 SEMEN GRESIK PERSERO SCHIBSTED A/S NWKR1 SEALED AIR CORP SEMINOLE HARD RK ENT INC 144A SCHINDLER HLDG AG PTG CERT SEALY MATTRESS CO SEMIRARA MINING PHP1 SCHINDLER-HLDG AG CHF0.1 SEARS HOLDINGS CORP SEMPRA ENERGY SCHLUMBERGER FINANCE BV SEB SA FF1 SEMTECH CORP SCHLUMBERGER LTD SECHILIENNE-SIDEC EUR0.385 SENIOR 10P SCHNEIDER ELECTRIC EUR8 SECOM CO Y50 SENIOR HOUSING PARTNERS II LP SCHNITZER STEEL INDUSTRIES INC SECURITAS SER 'B' SEK1 SENIOR HOUSING PARTNERS III SCHOLASTIC CORP SECURITIZED ASSET BACK FR5 A1A SENIOR HOUSING PROPERTIES TRUS SCHRODER UK VENTURE FUND III SECURITIZED ASSET BACK HE1 A3C SENSHU ELECTRIC CO JPY50 SCHRODER UK VENTURE FUND IV LP SECURITIZED ASSET BACK HE2 A2C SENSHUKAI CO LTD CFD SCHRODER VENTURES EUROPEAN FD SECURITIZED ASSET BACK NC1 A2B SENSIENT TECHNOLOGIES CORP SCHRODERS (NEW) ORD GBP1 SECURITIZED ASSET BACKED 144A SENSUS (5/11) TLB SCHRODERS PLC CFD SECURITY CAPITAL PFD GROWTH SENTINEL CAPITAL CORP SCHWEITZER-MAUDUIT INTERNATION SEEK LIMITED NPV SEQUA CORP TL SCICLONE PHARMACEUTICALS INC SEGA SAMMY HLDGS INC NPV SEQUANA EUR1.50 SCIENTIFIC GAMES CORP SEGA SAMMY HOLDINGS INC CFD SEQUENOM INC SCIENTIFIC GAMES INTERNATIONAL SEGRO PLC SERACARE LIFE SCIENCES INC SCITOR (2/11) TLB SEGRO PLC CFD SERBIA T-BILLS SCOR SE EUR7.876972 (POST SEGULAH IV LP SERCO GROUP ORD 2P SCOTIA HLDGS CNV BDS SEI INVESTMENTS CO SERENA SOFTWARE INC SCOTTISH & SOUTHERN ENERGY CFD SEIKITOKYU KOGYO JPY50 CFD SERS DEFAULTED SECURITY OFFSET SCOTTISH & SOUTHN ENERGY ORD SEIKO EPSON CORP NPV SERVICE CORP INTERNATIONAL/US SCOTTS MIRACLE-GRO CO/THE SEJONG INDUSTRIAL KRW500 SERVICEMASTER CO/THE SCOUT FUND I-A LP SEK INTEREST SERVICEMASTER CO/THE 144A SCP PRIVATE EQUITY II LP SEK/EUR SPOT OPTION 2011 SERVICESOURCE INTERNATIONAL LL SCP PRIVATE EQUITY PARTNERS II SEK/USD SPOT OPTION 2011 SERVIZI ITALIA SPA EUR1.00 SCP PRIVATE EQUITY PARTNERS LP SEK/USD SPOT OPTION 2012 SES SA SCRIPPS NETWORKS INTERACTIVE I SEKISUI CHEMICAL Y50 SESI LLC SCROLL CORP CFD SEKISUI HOUSE NPV SEVEN & I HLDG CO LTD NPV SCROLL CORP Y50 SEKISUI HOUSE NPV CFD SEVEN BANK LTD NPV SDART 2010-A A3 SEKISUI JUSHI CORP CFD SEVERN TRENT ORD GBP0.9789

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SEVERN TRENT PLC CFD SHIMADZU Y50 SHOREVIEW CAPITAL II SEVERN TRENT WATER UTILITIES SHIMAMURA NPV SHOWA DENKO KK Y50 SEVERSTAL GDR (EACH REPR 1 ORD SHIMANO INC NPV SHOWA SANGYO CO Y50 CFD SEVERSTAL OAO VIA STEEL CAPITA SHIMIZU CORPORATION CFD SHOWA SHELL SEKIYU ORD Y50 SEWON PRECISION KRW5000 SHIMIZU CORPORATION Y50 SHUFFLE MASTER INC SFA 2A A SHIMOJIMA CO LTD JPY50 CFD SHUTTERFLY INC SFC ENERGY PARTNERS I-B LP SHIN KOBE ELECTRIC CFD SIAM CEMENT CO THB1 (ALIEN SFN GROUP INC SHIN MAYWA INDUSTRIES CFD SIAM COMM BK PUBLIC (FOREIGN) SG CAPITAL TST III SHIN MAYWA INDUSTRIES Y50 SICHUAN EXPRESSWAY 'H'CNY1 SG MORTGAGE SECURITIES OPT1 A3 SHINDENGEN ELECTRIC MAN CO CFD SIEMENS AG SGD/USD SPOT OPTION 2011 SHINDENGEN ELECTRIC MAN CO Y50 SIEMENS AG NPV REGD SGL CARBON SE ORD NPV SHIN-ETSU CHEMICAL CO LTD CFD SIERRA PACIFIC POWER CO SGS INTERNATIONAL INC SHIN-ETSU CHEMICALS CO NPV SIG ORD 10P SGS SA CHF1(REGD) SHINGAKUKAI CO Y50 CFD SIG PLC CFD SHAFTESBURY ORD 25P CFD SHINHAN FINANCIAL GROUP CO LTD SIGMA ALIMENTOS SA SHAH CAP OFFSHORE INVESTOR FD SHINKAWA LTD CFD SIGMA CAPITAL PTE LTD SHAMIR OPTICAL INDUSTRY LTD SHINKO ELECTRIC INDUSTRIES CO SIGMA FIN INC MTN 144 3C7 SHANDONG AIRLINES 'B'CNY1 SHINKO PLANTECH CO LTD NPV SIGMA FIN INC MTN 144A 3C7 SHANDONG WEIGAO GROUP MEDICAL SHINKO SHOJI CO LTD CFD SIGMA FIN INC MTN TR00510 144A SHANGHAI FRIENDSHIP GROUP INC SHINKO SHOJI CO Y50 SIGMA FIN INC MTN TR00511 144A SHANGHAI INDUSTRIAL HLDGS HKD0 SHINSEI BANK NPV CFD SIGMA FINANCE CORP SHANGHAI MECHANICAL AND ELEC SHINSEI BK NPV SIGMA PHARMACEUTICALS LTD NPV SHANGHAI PHARMACEUTICALS SHINSHO CORP JPY50 SIGMA-ALDRICH CORP SHANGRI-LA ASIA ORD HK$1 SHIONOGI & CO JPY50 SIGNATURE BANK/NEW YORK NY SHARON HILLS SHIP HEALTHCARE HLDG INC NPV SIGNET JEWELERS LIMITED SHS SHARP CORP Y50 SHIRE SIGULER GUFF BRIC SHAW COMMUNICATIONS INC SHIRE LTD ORD CFD SIGULER GUFF BRIC OPS FD II LP SHAW GROUP INC/THE SHIRE PLC SIGURD MICROELECTR TWD10 SHAWCOR LTD SHIRE PLC ORD GBP0.05 SIIX CORPORATION JPY50 SHEA HOMES LP / SHEA HOMES FUN SHIROKI CORP JPY50 SIKA FINANZ AG CHF0.6 (BR) SHELL INTERNATIONAL FIN SHIROKI CORP JPY50 CFD SILGAN HOLDINGS INC SHELL INTERNATIONAL FINANCE BV SHISEIDO Y50 SILIC EUR4 SHERATON HOLDING CORP SHIZUOKA BANK Y50 SILICON LABORATORIES INC SHERRITT INTERNATIONAL CORP SHO-BOND HOLDINGS CO LTD NPV SILICON MOTION TECHNOLOGY CORP SHERWIN-WILLIAMS CO/THE SHOBUNSHA PUBLICATIONS INC CFD SILICONWARE PRECISION INDS SHIBUSAWA WAREHOUSE CO CFD SHOCHIKU CO LTD CFD SILICONWARE PRECISION INDUSTRI SHIBUYA KOGYO CO JPY50 CFD SHOEI COMPANY NPV CFD SILVER FUTURE (CMX) SHIKOKU CHEMICALS CORP CFD SHOPPERS DRUG MART CORP SILVER GRANT INTERNATIONAL SHIKOKU ELECTRIC POWER CO CFD SHOPRITE HLDGS LTD SHS SILVER STANDARD RESOURCES INC SHIKOKU ELECTRIC POWER CO INC SHORE VIEW CAP PTRS LP SILVER WHEATON CORP SHILOH INDUSTRIES INC SHORETEL INC SILVERCORP METALS INC

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SILVERLEAF FINANCE LLC B B SIRTEC INTERNATIONAL CO LTD SLM STUDENT LOAN TRUST 12 A4 SILVERPEAK LEG PENS PTNRS II SISTEMA JSFC GDR REPR 1/50 SLM STUDENT LOAN TRUST 14 A4 SILVERPEAK LEGACY/PSERS L.P SITC INTERNATIONAL CO LTD SLM STUDENT LOAN TRUST 2 A3 SILVERPEAK LEGPENS PTNRS III SITHE\INDEPENDENCE FDG CORP SLM STUDENT LOAN TRUST 2 A4 SIMCERE PHARMACEUTICAL GROUP SIX FLAGS 12/10 ADD-ON TLB SLM STUDENT LOAN TRUST 4 A2 SIMCORP DKK10 SJM HOLDINGS LIMITED HKD1.00 SLM STUDENT LOAN TRUST 4 A4 SIME DARBY BHD (NEW) MYR0.50 SK C&C CO LTD SLM STUDENT LOAN TRUST 5 A2 SIMMTECH KRW500 SK HOLDINGS CO LTD KRW5000 SLM STUDENT LOAN TRUST 5 A3 SIMON PPTY GROUP INC NEW COM SK INNOVATION CO LTD SLM STUDENT LOAN TRUST 5 A4 SIMON PROPERTY GROUP INC SK TELECOM CO LTD SLM STUDENT LOAN TRUST 6 A1 SIMON PROPERTY GROUP LP SK TELECOM KRW500 SLM STUDENT LOAN TRUST 6 A4L SIMPLO TECHNOLOGY TWD10 SKAMANIA HOTEL SLM STUDENT LOAN TRUST 7 A2 SIMPSON MANUFACTURING CO INC SKANDINAVISKA ENSKILDA BANKEN SLM STUDENT LOAN TRUST 7 A4 SIMS METAL MANAGEMENT LTD SKANSKA AB B SER 'B' SEK3 SLM STUDENT LOAN TRUST 8 A2 SINA CORPORATION SKECHERS U.S.A. INC SLM STUDENT LOAN TRUST 8 A4 SINANEN Y50 SKF AB SER B NPV (POST SPLIT) SLM STUDENT LOAN TRUST 9 A4 SINCLAIR TELEVISION (3/11) TLB SKF BEARING INR10(DEMAT T5) SLM STUDENT LOAN TRUST A A1 SINCLAIR TELEVISION GROUP INC SKILLED HEALTHCARE 4/10 TLB SLM STUDENT LOAN TRUST A A2 SINDO CO LTD KRW5000 SKILLED HEALTHCARE GROUP INC SLMA 2003-11 A6 SING TAO NEW CORP LTD SKILLSOFT (COV-LITE 5/10) TL SLMA 2004-10 A4A SINGAMAS CONTAINER HKD0.10 SKY CITY NZD0.20 SLMA 2009-C A SINGAPORE (GOVT OF) BDS SKY DEUTSCHLAND AG SLS HOTEL SINGAPORE AIRLINES SGD0.50 SKYWORKS SOLUTIONS INC SM ENERGY CO SINGAPORE EXCHANGE SGD0.01 SKYWORTH DIGITAL HLDGS LTD SMALL BUS ADMIN GTD CTF 11-10A SINGAPORE GOVERNMENT SL GREEN REALTY CORP SMALL BUS ADMIN GTD CTF 11-20A SINGAPORE LAND SG$1 SL INDUSTRIES INC SMALL BUS ADMIN GTD CTF 11-20E SINGAPORE PRESS HLDGS SGD0.20 SLC AGRICOLA SA COM NPV SMART MODULAR TECHNOLOGIES WWH SINGAPORE TECHNOLOGIES SLC STUDENT LOAN TRUST 1 A4A SMART TRUST 1USA A2A 144A SINGAPORE TELECOMMUNICATIONS SLH PROXY SHORT EXPOSURE SMARTONE TELECOMMUNICATIONS SINO GRANDNESS FOOD INDUSTRY SLM CORP SMC CORP NPV SINO LAND CO ORD HK$1.00 SLM CORP MTN # TR 00057 SMITH & NEPHEW ORD USD0.20 SINOCHEM OVERSEAS CAPITAL 144A SLM STUDENT LN 04-10 A-5B SMITH & NEWPHEW PLC CFD SINOCHEM OVERSEAS CAPITAL CO L SLM STUDENT LN TST SMITHFIELD FOODS INC SINO-FOREST CORP SLM STUDENT LN TST REG S BDS SMITHS GROUP PLC ORD GBP0.375 SINO-FOREST CORP REGS SLM STUDENT LOAN TR A A2 144A SMURFIT KAPPA ACQUISITION SINOPHARM GROUP CO-H SLM STUDENT LOAN TRU B A2 144A SMURFIT KAPPA GROUP PLC CFD SINOTEL TECHNOLOGIES LTD SLM STUDENT LOAN TRUST SMURFIT KAPPA TREASURY FUNDING SINTEX INDUSTRIES INR2 SLM STUDENT LOAN TRUST 1 A2 SNAM RETE GAS EUR1 SIPEF(PLANT FIN)NPV SLM STUDENT LOAN TRUST 1 A4 SNAP-ON INC SIRIUS XM RADIO INC SLM STUDENT LOAN TRUST 10 A3 SNCB/NMBS 5% BDS SIRONA DENTAL SYSTEMS INC SLM STUDENT LOAN TRUST 11 A4 SNC-LAVALIN GROUP INC

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SNS REAAL GROEP NV EUR1.63 SORIN EUR1 SPAIN (KINGDOM OF) SNT CORPORATION Y50 SOTHEBY'S SPAIN GOVERNMENT BOND SOBHA DEVELOPERS LTD INR10 SOUNDVIEW HOME EQUITY L DO1 M2 SPANSION LLC SOCIEDAD QUIMICA Y MINERA DE C SOUNDVIEW HOME EQUITY L EQ1 A3 SPANSION LLC 2/10 TLB SOCIETE GENERALE SOUNDVIEW HOME EQUITY L NS1 A1 SPAR GROUP LIMITED NPV SOCIETE GENERALE EUR1.25 SOUNDVIEW HOME EQUITY OPT1 2A1 SPAREBANK 1 BOLIGKREDITT AS SOCIETE GENERALE SFH SOUNDVIEW HOME EQUITY OPT2 2A2 SPARK INFRASTRUCTURE GROUP SOCO INTERNATIONAL GBP0.05 CFD SOUNDVIEW HOME EQUITY OPT3 2A2 SPARTAN STORES INC SODA NIKKA CO CFD SOUNDVIEW HOME EQUITY OPT3 2A3 SPARTON CORP SODA SANAYII TRY1 SOUNDWILL HOLDINGS HKD0.10 SPDR GOLD SHARES SODASTREAM INTERNATIONAL LTD SOURCEFIRE INC SPDR S&P 500 ETF TRUST SODEXO EUR4 SOUTH AFRICA (REP OF) INTL LKD SPDR S&P MIDCAP 400 ETF TRUST SODICK CO Y50 SOUTH AFRICA (REP OF) NTS SPECIALTY UNDERWRITING AB2 A1C SOFINNOVA VENTURE PARTNERS VII SOUTH AFRICA (REPUBLIC OF) SPECTRA ENERGY CAPITAL LLC SOFTBANK CORP CFD SOUTH AFRICA GOVERNMENT SPECTRA ENERGY CORP SOFTBANK CORPORATION NPV SOUTH AFRICA GOVERNMENT BOND SPECTRA ENERGY PARTNERS LP SOFTBRANDS INC/ATLANTIS SOUTH AFRICA GOVERNMENT INTERN SPECTRIS ORD GBP0.05 SOFTWARE AG BEARER SHS SOUTH CAROLINA ELECTRIC & GAS SPECTRUM BRANDS (1/11) TLB SOHGO SECURITY SER NPV CFD SOUTH CAROLINA ST PUB SVC AUTH SPECTRUM BRANDS HOLDINGS INC SOHO CHINA LIMITED SOUTH CAROLINA STUDENT 10-1 A1 SPECTRUM CORPORATE CENTER SOHU.COM INC SOUTH JERSEY INDUSTRIES INC SPECTRUM PHARMACEUTICALS INC SOJITZ CORPORATION NPV SOUTH SAN ANTONIO TEX INDPT SPEEDWAY MOTORSPORTS INC SOKEN CHEMICAL & E JPY50 SOUTHEAST ASIA CEMENT HLDGS SPEEDY CASH INC SOLERA HOLDINGS INC SOUTHERN CALIFORNIA EDISON CO SPI 200 INDEX FUTURE (SFE) SOLO CUP CO SOUTHERN CALIFORNIA GAS CO SPIRAX-SARCO ENGINEERING ORD SOLOMON MUTUAL SAVINGS BANK SOUTHERN CAP CORP 02 1 G 144A SPIRENT COMMUNICATIONS PLC SOLUTIA INC SOUTHERN CO SPIRIT AEROSYSTEMS INC SOLVAY NPV SOUTHERN COPPER CORP SPIRIT FINANCE CORP (6/07) TLB SONAE SGPS SA EUR1 SOUTHERN NAT GAS 144A SPORTINGBET PLC ORD SONAE SIERRA BRASIL SOUTHERN POWER CO SPORTON INTERNATIO TWD10 SONAT INC SOUTHERN STAR CENTRAL CORP SPOTLESS GROUP LTD SHS SONGA OFFSHORE SE SOUTHERN STATES COOPERATIVE IN SPRING OAKS SONIC AUTOMOTIVE INC SOUTHERN UNION CO SPRINGLEAF FINANCE CORP SONIC HEALTHCARE LTD SOUTHWEST AIRLINES CO SPRINGLEAF FINANCIAL (5/11) SONICWALL 7/10 TLB SOUTHWEST AIRLINES CO 2007-1 P SPRINT CAPITAL CORP SONOCO PRODUCTS CO SOUTHWESTERN BELL TELEPHONE LP SPRINT NEXTEL CORP SONOSITE INC SOUTHWESTERN ENERGY CO SPROUT CAPITAL VII LP SONOVA HLDG CHF0.05 SOYBEAN FUTURE (CBT) SPS COMMERCE INC SONY CORP CFD SOYBEAN MEAL FUTURE (CBT) SPX CORP SONY CORP NPV SOYBEAN OIL FUTURE (CBT) SPX CORP 144A SONY FINANCIAL HOLDINGS INC SP AUSNET NPV (STAPLED UNITS) SQUARE ENIX HOLDINGS CO LTD

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SQUARETWO FINANCIAL CORP STARVEST PARTNERS LP STOCKBRIDGE REAL ESTATE FD III SRA HOLDINGS INC NPV CFD STARWOOD GLOBAL OPPTY FD VIII STOCKBRIDGE REAL ESTATE FUND SRA INTERNATIONAL INC STARWOOD HOTELS & RESORTS WORL STOCKLAND TRUST GROUP NPV SRF LIMITED INR10 STARWOOD OPPORTUNITY FUND IV STONE ENERGY CORP SRI SPORTS LIMITED NPV STARWOOD OPPORTUNITY FUND V LP STONEMOR OPERATING LLC / CORNE SRI SPORTS LIMITED NPV CFD STARWOOD OPPORTUNITY FUND VI-A STORA ENSO OYJ SER 'R' NPV SS&C TECHNOLOGIES INC STARWOOD OPPORTUNITY FUND VII STOREBRAND ASA A NOK5 SSAB AB STARWOOD PROPERTY TRUST INC STRABAG SE NPV (BR) SSGN 2010-L2A A STATE BANK OF INDIA STRATEC BIOMEDICAL AG SSI INVESTMENTS II/SSI CO-ISSU STATE BANK OF INDIA 144A STRATEGIC HOTELS & RESORTS INC ST BARBARA LTD STATE OF ISRAEL NOTE 5 YR STRATEGIC PARTNERS VALUE ST JAMES PLACE PLC STATE OF QATAR STRAUMANN HLDG CHF0.3 (REGD) ST JUDE MEDICAL INC STATE PUB SCH BLDG AUTH PA SCH STRAYER EDUCATION INC ST SHINE OPTICAL TWD10 STATE STREET CORP STREAM GLOBAL SERVICES INC STADA ARZNEIMITTEL AG ORD NPV STATER BROS HOLDINGS INC STROER OUT-OF-HOME MEDIA AG STAGE STORES INC STATION SQUARE LANSDALE STRUCTURED ADJUSTABLE 16XS A1 STAGECOACH DEFERRED SHARES STATOIL ASA STRUCTURED ADJUSTABLE 19XS 1A1 STAGECOACH GROUP PLC ORD STATOIL ASA NOK2.50 STRUCTURED ADJUSTABLE R 15 1A1 STAGECOACH GROUP PLC ORD CFD STATOIL FUEL & RETAIL ASA STRUCTURED ADJUSTABLE R 20 4A2 STAMC 2007-1A X STATOIL PETROLEUM AS STRUCTURED ADJUSTABLE R 22 4A2 STANCORP FINANCIAL GROUP INC STATS CHIPPAC LTD STRUCTURED ADJUSTABLE RA 18 5A STANDARD BANK GROUP LTD/SOUTH STATS CHIPPAC LTD SGD0.25 STRUCTURED ADJUSTABLE RA 5 5A4 STANDARD BANK SOUTH AFRICA LTD STATS CHIPPAC TAIWAN SEMICONDU STRUCTURED ADJUSTABLE RA 7 1A3 STANDARD CHARTERD PLC CFD STEEL DYNAMICS INC STRUCTURED ASSET 05-2X3 1-A2A STANDARD CHARTERED ORD USD0.50 STEELRIVER TRANSMISSION CO LLC STRUCTURED ASSET 06-ARS1 144A STANDARD CHARTERED PLC STELLA CHEMIFA CORP CFD STRUCTURED ASSET 97-KKI F 144A STANDARD LIFE ORD GBP0.10 STERICYCLE INC STRUCTURED ASSET INVES BNC3 A3 STANDARD PACIFIC CORP STERIS CORP STRUCTURED ASSET INVESTME 2 A3 STANDEX INTERNATIONAL CORP STERLING BANCSHARES INC/TX STRUCTURED ASSET INVESTME 5 M1 STANLEY BLACK & DECKER INC STERLING CAPITAL PARTNERS STRUCTURED ASSET MORTGA AR1 A3 STANLEY ELECTRIC CO LTD CFD STERLING CAPITAL PARTNERS II STRUCTURED ASSET MORTGA AR4 A1 STANLEY ELECTRIC CO NPV STERLING CAPITAL PARTNERS III STRUCTURED ASSET MORTGAGE 2 B STAPLES INC STERLING VENTURE PARTNERS LP STRUCTURED ASSET SECUR 16A 4A2 STAR COMGISTIC CAPITAL CO LTD STH AFRICA (REP OF) STRUCTURED ASSET SECURI BC2 A3 STAR MICRONICS CO Y50 STHI HOLDING CORP STRUCTURED ASSET SECURI GEL4 A STAR MICRONICS LTD CFD STHREE ORD GBP0.01(WI) STRUCTURED ASSET SECURI NC1 A4 STARBUCKS CORP STIFEL FINANCIAL CORP STRUCTURED ASSET SECURI SB1 A2 STARHUB LTD NPV STILLWATER MINING CO STRUCTURED ASSET SECURIT HF1 A START TODAY CO LTD STMICROELECTRONICS EUR1.04 STRUCTURED AST 05-RM1 AIO 144A START TODAY CO LTD NPV CFD STO AG NON VTG PRF NPV STRUCTURED AST 06-RM1 AIO 144A STARVEST PARTNERS II STOCK LOAN FEES STRUCTURED AST 07-RM1 A1 144A

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STRUCTURED AST 07-RM1 AIO 144A SUMITOMO OSAKA CEMENT CO Y50 SUNVIC CHEMICALS STRUCTURED CREDIT MASTER FUND SUMITOMO PIPE & TUBE NPV SUNWAY CITY BERHAD MYR1 STRYKER CORP SUMITOMO PRECISION CFD SUNWEST B-2 7.972589% STUDIO ALICE NPV SUMITOMO REAL ESTATE SALE SUNX LTD Y50 CFD STUDIO ALICE NPV CFD SUMITOMO REAL ESTATE SALES CO SUPER COFFEEMIX MANUFACTURING STX OSV HOLDINGS LTD SUMITOMO REALTY & DEV CO NPV SUPER MICRO COMPUTER INC STYRON (2/11) TLB SUMITOMO RUBBER INDUSTRIES Y50 SUPERGEN INC SUBSEA 7 S.A. SUMITOMO SEIKA CFD SUPERGROUP PLC ORD GBP0.01 SUBSEA 7 SA SUMMER INFANT INC SUPERGROUP PLC ORD GBP0.01 CFD SUBURBAN PROPANE PARTNERS LP SUMMIT ACCELERATOR FUND LP SUPERIOR ENERGY SERVICES INC SUBURBAN PROPANE PARTNERS LP/S SUMMIT HOTEL PROPERTIES INC SUPERMEDIA (IDEARC) 12/09 SUCCESSFACTORS INC SUMMIT PARTNERS PRIVATE EQUITY SUPERMEDIA INC SUEDZUCKER AG NPV SUMMIT PARTNERS VC II-A SUPERVALU INC SUEZ ENVIRONNEMENT CO EUR4 SUMMIT VENTURE V LP SURGERY PARTNERS (4/11) TLB SUGAR #11 WORLD FUTURE (NYB) SUMMIT VENTURES IV SURGICAL CARE AFFILIATES 144A SUGARHOUSE HSP GAMING PROP MEZ SUMMIT VENTURES VI A LP SURUGA BANK LTD Y50 SUGI HOLDINGS CO LTD JPY50 SUN HUNG KAI PROPERTIES SURUGA BANK LTD/THE CFD SULZER AG CHF0.01(REGD) SUN HYDRAULICS CORP SUSA PARTNERSHIP LP SUMCO CORPORATION NPV SUN INTERNATIONAL LTD ZAR0.08 SUSQUEHANNA BANCSHARES INC SUMIKIN BUSSAN CP CFD SUN LIFE FINANCIAL INC SUSSER HOLDINGS CORP SUMIKIN BUSSAN CP JPY50 SUNCALL CORP JPY50 SUSSER HOLDINGS LLC / SUSSER F SUMITOMO CHEMICAL CO LTD CFD SUNCITY CO LTD NPV CFD SUZANO PAPEL EL CEL PRF'A' NPV SUMITOMO CHEMICAL Y50 SUNCOR ENERGY INC SUZUKEN CO LTD Y50 SUMITOMO CORP CFD SUNCOR ENERGY INC COM SUZUKI MOTOR CO NPV SUMITOMO CORP NPV SUNCORP GROUP LIMITED SUZUKI MOTOR CORP CFD SUMITOMO DENSETSU CO Y50 SUNDART INTERNATIONAL SUZUKI MOTOR CORP CVT BDS SUMITOMO ELECTRIC IND NPV SUNDRUG CO Y50 SVB FINANCIAL GROUP SUMITOMO FORESTRY CO Y50 SUNEVISION HOLDINGS LTD SVENSK EXPORTKREDIT AB SUMITOMO HEAVY INDUSTRIES LTD SUNGARD DATA SYSTEMS INC SVENSKA CELLULOSA AB-SCA SER B SUMITOMO HEAVY INDUSTRIES Y50 SUNGARD DATA SYSTEMS TLB SVENSKA HANDELSBANKEN AB SUMITOMO LIGHT METAL CFD SUNGWOO HITECH KRW500 SVENSKA HANDELSBANKEN SER A SUMITOMO METAL INDUSTRIES NPV SUNOCO INC SVENSKA HANDELSBANKEN/NEW YORK SUMITOMO METAL MINING CO LTD SUNOCO LOGISTICS PARTNERS LP SVLF 2010-A B SUMITOMO METAL MNG NPV SUNONWEALTH ELECTRIC MACHINE SVLF 2010-A C SUMITOMO MITSUI BANKING SUNRISE CAPITAL PARTNERS LP SWATCH GROUP CHF0.45 (REGD) SUMITOMO MITSUI BANKING CORP SUNSTATE EQUIPMENT CO LLC/SUNS SWATCH GROUP CHF2.25 (BR) SUMITOMO MITSUI GR NPV SUNSTONE HOTEL INVESTORS INC SWCC SHOWA HOLDINGS CO LTD Y50 SUMITOMO MITSUI GR NPV CFD SUNTEC REAL ESTATE INVESTMENT SWEDBANK AB SEK'A' NPV SUMITOMO MITSUI TRUST HOLDINGS SUNTRUST BANK/ATLANTA GA SWEDBANK HYPOTEK AB SUMITOMO MTSU BKG INSTL C/D SUNTRUST BANKS INC SWEDEN (KINGDOM OF) SUMITOMO OSAKA CEMENT CO CFD SUNTRUST CAPITAL VIII SWEDISH COVERED BOND

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SWEDISH MATCH AB NPV T&D HOLDINGS INC NPV TAKASHIMAYA CO CFD SWIRE PACIFIC A HKD0.60 T. E. R. N. A. ORD EURO.22 TAKATA CORPORATION CFD SWISS LIFE HOLDING AG TA ASSOCIATES ADVENT VENTURE TAKEDA CHEMICAL INDUSTRIES LTD SWISS PRIME SITE CHF15.3(REGD) TA ASSOCIATES IX LP TAKEDA PHARMACEUTICAL CO LTD SWISS RE LTD TA X LP TAKIRON CO LTD JPY50 SWISS RE SOLUTIONS HOLDING COR TAB CORP HLDGS LIMITED NPV TAKUMA CO LTD TAKUMA CO LTD SWISSCOM AG CHF1.00 TABERNA PFD FDG III LTD TALEO CORP SWK HOLDINGS CORP TABERNA PFD FDG III LTD SEC NT TALISMAN ENERGY INC SWS GROUP INC TABERNA PFD VI DEF SUB F1 144A TALKTALK TELECOM GROUP PLC CFD SXC HEALTH SOLUTIONS CORP TACHIBANA ELETECH NPV CFD TALLAHASSEE FLA CONS UTIL SYS SXL CORPORATIONCFD TACHI-S CO Y50 TAM SA SY SYNERGY RUB100 TADANO LTD CFD TAMBANG BATUBARA B IDR500 SYMANTEC CORP TAE KYUNG INDL KRW500 TAMPA ELECTRIC CO SYMBION INC TAEKWANG IND CO KRW5000 TAMRON CO LTD CFD SYMPHONY CLO LTD TAHOE RESOURCES INC TAMURA SEISAKUSHU CFD SYMPHONYIRI (COV-LITE 6/11)TLB TAI CHEUNG HLDGS HK$0.1 TANGER FACTORY OUTLET CENTERS SYMRISE AG NPV (BR) TAIHEI DENGYO KAISHA LTD TARGA RESOURCES PARTNERS LP SYNAPTICS INC TAIHEI KOGYO CO Y50 TARGA RESOURCES PARTNERS LP / SYNCHRONOSS TECHNOLOGIES INC TAIHEI KOGYO CO Y50 CFD TARGACEPT INC SYNCREON GLOBAL IRELAND LTD / TAIHEIYO CEMENT CORP Y50 TARGANTA THERAPEUTICS COM STK SYNERGETICS USA INC TAIHO KOGYO CO LTD CFD TARGET CORP SYNERGY HEALTH PLC TAIKISHA CFD TARJETA NARANJA SA SYNERGY LAKE OCONEE LLC TAISEI CORP Y50 TASEKO MINES LTD SYNERGY RUB100 (ISSUE 3) TAISHO PHARMACEUTICAL CO NPV TATA CONSULTANCY SERVICES INR1 SYNGENTA AG TAIWAN CEMENT TATA STEEL LIMITED SYNGENTA AG CHF0.1 TAIWAN FERTILIZER CO TWD10 TATA STEEL LTD SYNIVERSE (12/10) TLB TAIWAN MASK CORP TWD10 TATE & LYLE ORD 25P SYNNEX CORP TAIWAN MOBILE CO LTD TWD10 TATE & LYLE PLC CFD SYNNEX TECHNOLOGY INTL CORP TAIWAN SEMICONDUCTOR CO TWD10 TATSUTA ELEC WIRE CFD SYNOPSYS INC TAIWAN SEMICONDUCTOR MANUFACTU TATTS GROUP LIMITED NPV SYNOVUS FINANCIAL CORP TAIWAN SEMICONDUCTOR MFG TAUBMAN CENTERS INC SYNTHES INC TAIWAN SYNTH RUBBR TWD10 TAURON POLSKA ENERGIA SA SYSCO CORP TAIYO HOLDINGS CO LTD TAV HAVALIMANLARI HOLDING A S SYSMEX CORP JPY50 TAIYO NIPPON SANSO CORP NPV TAX LIENS SECURITIZATION 1A1A2 SYSPROCATENA CORP NPV CFD TAKAMATSU CORP NPV CFD TAYCA CORP CFD T IS BANKASI SER'C'TRY1 TAKAOKA ELEC MFG JPY50 CFD TAYCA CORP JPY50 T RAD CO LTD CFD TAKARA LEBEN CO NPV TAYLOR WIMPEY PLC ORD GBP0.01 T ROWE PRICE GROUP INC TAKARA PRINTING CO CFD TAYLOR WOODROW PLC CFD T SINAI KALKINMA B TRY1 TAKASAGO INTERNATIONAL CORP TBA CASH COLL GSC T SISE VE CAM FABR TRY1 TAKASAGO THERMAL ENGINEERING C TBK CO LTD JPY50 T&D HOLDINGS INC CFD TAKASHIMAYA CO TC PIPELINES LP

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TCC INTL HLDGS LTD HKD0.10 TELE2 AB SER'B' SEK1.25 TEMPLETON STRATEGIC EMERGING TCF FINANCIAL CORP TELECOM CORP OF NEW ZEALAND TEMPUR-PEDIC INTERNATIONAL INC TCI COMMUN INC TELECOM ITALIA CAP GTD SR NT B TEN CATE KONINKLIJKE EUR2.5 TCI COMMUNICATIONS INC TELECOM ITALIA CAPITAL SA TEN NETWORK HLDGS NPV TCW SPECIAL CREDIT FUND V TELECOM ITALIA DI RISP EUR0.55 TENAGA NASIONAL BERHAD MY$1 TD AMERITRADE HOLDING CORP TELECOM ITALIA EUR0.55 TENARIS S AUSD1 TDC A/S DKK5 TELECOM ITALIA FIN SA TENARIS SA TDH III HOLDINGS INC TELECOMUNICACOES DE SAO TENASKA ALA PARTNERS LP 144A TDH III LIMITED PARTNERSHIP TELECOMUNICACOES DE SAO PAULO TENASKA GA PTNRS LP SR SECD BD TDK CORP TELEFLEX INC TENAYA CAPITAL IV LP TDM BERHAD MYR1 TELEFLEX INC COM TENAYA CAPITAL V-P LP TE CONNECTIVITY LTD TELEFONICA EMISIONES SAU TENCENT HOLDINGS LTD TEAC CORP CFD TELEFONICA S A SPONSORED ADR TENET HEALTHCARE CORP TEACHERS INSURANCE & ANNUITY A TELEFONICA SA EUR1 TENGIZCHEVROIL FINANCE COMPANY TECH DATA CORP TELEFONOS DE MEXICO SAB DE CV TENGIZCHEVROIL LLP BDS REG S TECH GROUP ASIA SGD0.05 TELEKOM AUSTRIA (TA) NPV TENMA CORP Y50 CFD TECHNE CORP TELEKOM MALAYSIA BHD TENNANT CO TECHNICOLOR TELEKOMUNIKACJA POLSKA PNL3 TENNECO INC TECHNICS OIL & GAS LTD TELEKOMUNIKASI INDONESIA (PERS TENNESSEE GAS PIPELINE CO TECHNIP SA EUR TELEKOMUNIKASI INDONESIA TBK P TENNESSEE VALLEY AUTH BD TECHNO SEMICHEM CO KRW500 TELENET GROUP HOLDING NPV TENNESSEE VALLEY AUTH STRIP TECHNOLOGY LEADERS L P TELENOR AS ORD NOK6 TENNESSEE VALLEY AUTHORITY TECHPRECISION CORP TELEPERFORMANCE EUR2.50 TERA PROBE INC TECHTRONIC INDUSTR ORD HKD0.1 TELEPHONE & DATA SYSTEMS INC TERADATA CORP TECK RESOURCES LIMITED TELESAT CANADA DD TLB TERADYNE INC TECK RESOURCES LTD TELESAT CANADA TL B TERANGA GOLD CORP TECNICAS REUNIDAS ORD EUR0.10 TELEVISION BROADCAST ORD TEREX CORP TECO ELECTRIC & MACHINERY CO TELIASONERA AB NPV TERNIUM SA TECO ENERGY INC TELKOM GROUP LTD ZAR10 TERRA BOLIGKREDITT AS TEEKAY CORP TELLABS INC TERUMO CORP Y50 TEEKAY LNG PARTNERS L P TELSTRA CORP LTD TESCO TEEKAY OFFSHORE PARTNERS LP TELSTRA CORP NPV TESCO CORP TEEKAY SHIPPING CORP COM TELUS CORP TESCO ORD 5P TEEKAY TANKERS LTD CLASS A TELVENT GIT S A SHS TESORO CORP TEGMA GESTAO LOGISTICA TEMASEK FINANCIAL I LTD TESORO LOGISTIC LP TEIJIN Y50 TEMASEK FINANIAL I LTD TESSENDERLO CHEMIE NPV TEIKOKU TSUSHIN KOGYO CO CFD TEMBEC INC TESSERA TECHNOLOGIES INC TEIKOKV SEN-I CO CFD TEMENOS GROUP AG CHF5 (REGD) TETRA TECH INC TEIKOKV SEN-I CO JPY50 TEMPLE-INLAND INC TETRAGON FINANCIAL GROUP LTD TEIKPKU PISTON RIN JPY50 CFD TEMPLETON GLOBAL BOND PLUS TEVA PHARMACEUTICAL FINANCE CO TELE DANMARK AS TEMPLETON INTTL SMALLER TEVA PHARMACEUTICAL FINANCE II

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TEVA PHARMACEUTICAL IND ILS0.1 THREE ARCH CAPITAL LP TL VENTURES V LP TEVA PHARMACEUTICAL INDUSTRIES THREE ARCH PARTNERS IV TMK OAO GDR EACH REPR 4 ORD SH TEXAS CAPITAL BANCSHARES INC THYSSENKRUPP AG NPV TMS INTERNATIONAL CORP TEXAS COMPETITIVE ELECTRIC HOL TIAA CREF TMX GROUP INC TEXAS INDUSTRIES INC TIAA REAL ESTATE 03-1 B2 144A TNFG CORP TEXAS INSTRUMENTS INC TIAA REAL ESTATE CDO 02 1 144A TNK BP FIN S A SR MTN 144A TEXAS ROADHOUSE INC TIAA REAL ESTATE CDO 021 144A TNK-BP FINANCE SA TEXAS ST TIAA SEASONED COMMERCIAL C4 A2 TNK-BP FINANCE SA 7.5% GTD MTN TEXAS ST TRANSN COMMN TIAA SEASONED COMMERCIAL C4 A3 TNK-BP FINANCE SA REGS TEXHONG TEXTILE GROUP LTD TIAA SEASONED COMMERCIAL C4 AJ TNK-BP FINANCE SA 'REGS' TEXHONG TEXTILE GROUP LTD REGS TIBCO SOFTWARE INC TNT EXPRESS NV TEXTRON INC TIDEWATER INC TOA CORP Y50 TEXWINCA HLDGS HKD0.05 TIETO OYJ ORD NPV TOA CORP/HYOGO CFD TF1-TV FRANCAISE EUR0.2 TIFFANY & CO TOA OIL CO LTD JPY50 T-GAIA CORP CFD TIGERS POLYMER CP JPY50 CFD TOAGOSEI CO LTD TGC INDUSTRIES INC TIM HORTONS INC TOAGOSEI CO LTD CFD TGS-NOPEC GEOPHYSICAL COMPANY TIM PARTICIPACOES SA TOBISHIMA CORP Y50 CFD THAI AIRWAY INTL PUBLIC CO LTD TIMBERLAND CO/THE TOBU RAILWAY CO Y50 THAI OIL PUBLIC CO LIMITED TIMBERWEST FOREST CORP TOBU STORE CO LTD CFD THAI TAP WATER SUPPLY PCL TIME WARNER CABLE INC TOCALO CO LTD NPV THAILAND TIME WARNER COS INC TOCHIGI BANK Y50 CFD THAILAND GOVERNMENT BOND TIME WARNER COS INC 98 TODA KOGYO CORP CFD THAILIN SEMICONDUCTOR CORP TIME WARNER ENTERTAINMENT CO L TODS SPA THALES EUR3 TIME WARNER INC TOEI ANIMATION CO LTD CFD THAMES WATER UTIL CAYMAN TIMES SQUARE HOTEL TR MTG 144A TOEI CO CFD THANACHART CAPITAL PCL THB10 TIMKEN CO TOHO BANK LTD/THE CFD THERAGENICS CORP TINGYI CAYMAN IS HLDG CORP ORD TOHO CO Y500 THERAVANCE INC TITAN CEMENT CO EUR4 TOHO GAS Y50 THERMADYNE HOLDINGS CORP TITAN INTERNATIONAL INC TOHO HOLDINGS CO LTD THERMO FISHER SCIENTIFIC INC TITAN KOGYO KK Y50 CFD TOHO TITANIUM CO CFD THERMON INDUSTRIES INC TITAN MACHINERY INC TOHO ZINC CO Y50 CFD THK CO Y50 TITANIUM METALS CORP TOHOKU ELEC PWR Y500 THOMAS & BETTS CORP TITANIUM TALF OPPORTUNITY FUND TOHOKU ELEC PWR Y500 CFD THOMAS COOK GROUP PLC ORD TIX CORP TOKAI CARBON CO Y50 THOMAS H LEE EQUITY FD V LP TJX COS INC TOKAI CORP JPY50 THOMAS H LEE EQUITY FUND VI TK DEVELOPMENT DKK20 TOKAI RIKA CO LTD CFD THOMPSON CREEK METALS CO INC TKC TKC CFD TOKAI RUBBER INDUSTRIES CFD THOMSON REUTERS CORP TKC Y50 TOKAI RUBBER INDUSTRIES LTD THOR INDUSTRIES INC TKH GROUP NV CVA EUR0.25 TOKEN CORPORATION NPV THORATEC CORP TL VENTURE IV LP TOKIO MARINE HOLDINGS INC CFD THORN GROUP LTD TL VENTURES III LP TOKIO MARINE HOLDINGS INC NPV

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TOKO INC Y50 CFD TORCHMARK CORP NTS TOWNSEND GROVE TOKU ELECTRIC CORP JPY50 TORIDOLL CORPORATION NPV TOYO CONSTRUCTION JPY50 CFD TOKYO ELECTRIC POWER CO INC CF TORIDOLL CORPORATION NPV CFD TOYO CORPORATION Y50 CFD TOKYO ELECTRIC PWR CO NPV TORII PHARMACEUTICAL CO LTD TOYO KOHAN CO Y50 TOKYO ELECTRON LTD CFD TORISHIMA PUMP MFG CFD TOYO SECURITIES CO JPY50 TOKYO ELECTRON NPV TORO CO/THE TOYO SECURITIES CO LTD CFD TOKYO GAS CO NPV TORONTO DOMINION NY INSTL C/D TOYO SEIKAN KAISHA CFD TOKYO OHKA KOGYO CO LTD CFD TORONTO-DOMINION BANK TOYO SEIKAN KAISHA Y50 TOKYO OHKA KOGYO Y50 TORONTO-DOMINION BANK/THE TOYO SUISAN KAISHA LTD Y50 TOKYO SEIMITSU Y50 TORRENT PHARMACEUTICAL INR5 TOYO TANSO CO LTD NPV TOKYO STEEL MANUFACTURING CO L TORSTAR CORP TOYO TANSO CO LTD NPV CFD TOKYO TATEMONO CO Y50 TOSCO CORP DEBS TOYO TIRE & RUBBER Y50 TOKYU CONST(NEW) NPV CFD TOSHIBA CORP NPV TOYOBO CO CFD TOKYU CORP NPV TOSHIBA CORP NPV CFD TOYODA GOSEI Y50 TOKYU LAND CORP NPV TOSHIBA PLANT SYSTEMS & SERV TOYOTA AUTO BODY CO Y50 TOKYU REIT INC TOKYU REIT TOSHIBA TEC CORP NPV TOYOTA AUTO BODY CO Y50 CFD TOLEDO EDISON CO/THE TOSHO PRINTING CO JPY50 CFD TOYOTA BOSHOKU CP JPY50 TOLL BROTHERS FINANCE CORP TOSOH CORP Y50 TOYOTA INDUSTRIES CORP Y50 TOLL BROTHERS INC TOTAL ACCESS COMMUNICATIONS TOYOTA MOTOR CORP TOLL BROTHERS TRUST TOTAL CAPITAL SA TOYOTA MOTOR CORP NPV TOLL HLDGS LIMITED NPV TOTAL GABON XAF5000 TOYOTA MOTOR CORP NPV CFD TOMEN DEVICES CORP NPV CFD TOTAL PRODUCE PLC TOYOTA MOTOR CREDIT CORP TOMENS ELECTRONICS CORP CFD TOTAL SA TOYOTA MTR CORP ADR TOMKINS (2/11) TLB1 TOTAL SA EUR2.5 TOYOTA MTR CR CP DISC TOMOE CORP CFD TOTAL SYSTEM SERVICES INC TOYOTA TSUSHU CORP Y50 TOMOKU Y50 TOTETSU KOGYO Y50 TOYS 'R' US ADD-ON 5/11 TLB-2 TOMY CO CFD TOTO Y50 TOYS R US DELAWARE INC TLB TON YI INDL CORP TWD10 TOTO Y50 CFD TOYS R US PROPERTY CO I LLC TONEN GEN SEKIYU JPY50 TOTVS SA COM NPV TPC GROUP LLC TONG YANG LIFE INSURANCE TOUEI HOUSING CORP JPY50 TPG ASIA V TOOTSIE ROLL INDUSTRIES INC TOUEI HOUSING CORP JPY50 CFD TPG PARTNERS TOPCO SCIENTIFIC CO TWD10 TOURMALINE OIL CORP TPG PARTNERS II LP TOPDANMARK A/S DKK10 TOWA BANK CFD TPG PARTNERS III LP TOPIX INDEX FUTURE (TSE) TOWA CORP CFD TPG PARTNERS IV LP TOPPAN FORMS JPY50 TOWA CORP JPY50 TPG PARTNERS V LP TOPPAN PRINTING Y50 TOWA PHARMACEUTICAL CO LTD Y50 TPG PARTNERS VI LP TOPY INDUSTRIES CFD TOWER AUTOMOTIVE HOLDINGS USA TPG TELECOM LTD TOPY INDUSTRIES Y50 TOWER BANCORP INC TPK HOLDING CO LTD TOR MINERALS INTERNATIONAL INC TOWER LTD NPV TPV TECHNOLOGY USD0.01 TORAY INDUSTRIES INC Y50 TOWERCO FINANCE (2/11) TLB TRACTOR SUPPLY CO TORCHMARK CORP TOWERS WATSON & CO TRADELINK ELECTRONIC COMMERCE

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TRADEWINDS(MALAYSIA BERHAD) TRIANGLE CAPITAL CORP TRS FL MSCI DAILY TRS GREECE TRAKYA CAM TRY1 TRIAS SENTOSA TBK PT TRS FL MSCI EMERGING MKTS TRANS COSMOS INC JAPAN CFD TRIBECOMP- TRIBINE COMPANY TL TRS FL S&P 600 TRANS COSMOS INC Y50 TRIBUNE CO TL X TRS FL UL BARCAP US INFLATION TRANS-ALLEGHENY INTERSTATE LIN TRICAN WELL SERVICE LTD TRS FL UL MSCI DAILY (NDDUFR) TRANSALTA CORP TRIGANO EUR4.2568 TRS FL UL MSCI DAILY (NDDUNO) TRANSAMERICA FINANCE CORP TRIGON AGRICULTURE A/S TRS FL UL MSCI DAILY (NDDUSP) TRANSATLANTIC HOLDINGS INC TRILANTIC CAPITAL PARTNERS IV TRS FL UL MSCI DAILY EMERGING TRANSCANADA CORP TRIMAS CORP TRS FL UL MSCI DAILY TR EMRG TRANSCANADA PIPELINES LTD TRIMAS CORPORATION TRS FL UL MSCI SMALL CAP WORLD TRANSCANADA PIPELINES LTD NT TRIMBLE NAVIGATION LTD TRS L UL SPTRSMCP (S&P 600) TRANSCAPITALINVEST 144A 3C7 TRINIDAD DRILLING LTD TRS MSCI DAILY TRS GREECE TRANSCAPITALINVEST LTD TRINITY INDUSTRIES INC TRS RL S&P 600 TRANSCEND SERVICES INC TRINITY MIRROR ORD 10P TRS S UL SPTRSMCP (S&P 600) TRANSCONTINENTAL INC TRIPLE D ASSOCIATES INC CL A TRUE RELIGION APPAREL INC TRANSDIGM INC TRIPLE D ASSOCIATES INC CL B TRUMAN CAP MTG 2006-1 A 144A TRANSFORCE INC NEW TRIPLE D ASSOCIATES INC CL C TRUMBULL PROPERTY FUND TRANSGLOBE ENERGY CORP TRITON AVIATION A-1 144A TRUSTMARK CORP TRANSOCEAN INC TRIUMPH GROUP INC TRUWORTHS INTL ZAR0.00015 TRANSOCEAN LTD TRIZETTO GROUP (COV-LITE 5/11) TRW AUTOMOTIVE HOLDINGS CORP TRANSOCEAN LTD ZUG NAMEN-AKT TROY HILLS 1 TRW AUTOMOTIVE INC TRANSOCEAN SEDCO FOREX INC NT TRS EL BARCAP GOVT INFL LKD TRW AUTOMOTIVE INC SR NT 144A TRANSPAC INDL SGD0.50 TRS EL BARCAP USGOVT INFL LKD TRY/EUR SPOT OPTION 2011 TRANSUNION LLC/TRANSUNION FINA TRS EL BNP PARIBAS US IFL LINK TRY/EUR SPOT OPTION 2012 TRANSURBAN GROUP NPV TRS EL MSCI AC WORLD INDEX IMI TRY/USD SPOT OPTION 2011 TRAVELERS COS INC/THE TRS EL MSCI DAILY NET SMALLCAP TRY/USD SPOT OPTION 2012 TRAVELERS PPTY CAS CORP NEW TRS EL MSCI DAILY TR EMRGING TRYG A/S TRAVIS PERKINS ORD GBP0.10 TRS EL MSCI EMERGING MKTS TS CORPORATION KRW5000 TRAVIS PERKINS PLC CFD TRS EL UL BARCAP US INFLATION TS TECH CO LTD NPV CFD TREASURY TRS EL UL MSCI DAILY (NDDUFR) TSANN KUEN (CHINA) 'B' CNY1 TREASURY CONS FD-98 OUTSIDE TRS EL UL MSCI DAILY (NDDUNO) TSANN KUEN ENTERPRISE CO TWD10 TREASURY GILT TRS EL UL MSCI DAILY (NDDUSP) TSC OFFSHORE GR HKD0.10 TREASURY GR CONS FD-98 TRS EL UL MSCI DAILY EMERGING TSI HOLDINGS CO LTD CFD TREASURY GROUP INVEST FUND UND TRS EL UL MSCI DAILY TR EMRG TSINGTAO BREWERY CO SER 'H' TREASURY GROUP INVESTMENT TRS EL UL MSCI SMALL CAP WORLD TSUDAKOMA CORP CFD TREASURY GROUP INVESTMENT FUND TRS FL BARCAP GOVT INFL LKD TSUGAMI CORP Y50 CFD TREASURY GROUP INVT FUND WORK TRS FL BARCAP USGOVT INFL LKD TSUKISHIMA KIKAI CO Y50 CFD TREASURY WINE ESTATES LTD TRS FL BNP PARIBAS US IFL LINK TSUMURA & CO Y50 TREEHOUSE FOODS INC TRS FL MSCI AC WORLD INDEX IMI TSURUHA HOLDINGS INC NPV TRELLEBORG AB 'B' NPV TRS FL MSCI DAILY NET SMALLCAP TSURUMI MFG CO CFD TREND MICRO INC JPY50 TRS FL MSCI DAILY TR EMRGING TSUTSUMI JEWELRY CO LTD

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TSUTSUMI JEWELRY CO LTD CFD U S DEPT HSG & URBAN DEV GOVT UKC HOLDINGS CORP TSY 3 3/4% 2019 U S ED LN 07-1A-2 144A UKRAINE (REPUBLIC OF) TT ELECTRONICS ORD GBP0.25 U S EQUITY PARTNERS II LP UKRAINE GOVERNMENT INTERNATION TTK PRESTIGE LTD U S EQUITY PARTNERS LP UKRAINE GOVT BONDS TUI AG NPV (REGISTERED) U S I HLDGS CORP SR NT 144A UKRAINE MINISTRY OF FINANCE TUI TRAVEL PLC CFD U S TREAS BD STRIP PRIN UKREXIMBANK VIA BIZ FINANCE PL TUI TRAVEL PLC ORD GBP0 U S TREAS BD STRIP PRIN PMT ULTA SALON COSMETICS & FRAGRAN TULANE UNIV LA U S TREAS STRIP ULTIMATE SOFTWARE GROUP INC TULLET PREBON PLC CFD U S TREAS STRIP GENERIC TINT ULTRA CLEAN HOLDINGS TULLETT PREBON PLC GBP0.25 U S TREAS STRIP INT PMT ULTRA ELECTRONIC HLDGS ORD 5P TULLOW OIL PLC ORD GBP0.10 U S TREASURY BILL ULTRA PETROLEUM CORP TUPPERWARE BRANDS CORP U S TREASURY BOND ULTRAPETROL BAHAMAS LTD TUPRAS(T PETR REF) TRY1 U S TREASURY BONDS UMICORE NPV TURK TELEKOMUNIKASYON AS U S TREASURY NOTE UMS HOLDINGS LTD SGD0.05 TURK TRAKTOR VE ZIRAAT U S TREASURY NOTES UMS PARTNERS FUND I LP TURKEY (REP OF) U S TREASURY SEC STRIP INT PMT UNALLOCATED TURKEY (REPUBLIC OF) U S VENTURE PARTNERS FD VIII UNCLE ACQUISITION 2010 CORP TURKEY GOVERNMENT BOND U S VENTURE PARTNERS VII LP UNDER ARMOUR INC TURKEY GOVERNMENT INTERNATIONA UBE INDUSTRIES Y50 UNIBAIL-RODAMCO SE EUR5 TURKEY(REPUBLIC OF) UBE INDUSTRIES Y50 CFD UNICHARM CORP TURKIYE GARANTI BANKASI AS UBI BANCA SCPA EUR2.5 UNICREDIT EUR0.50 TURKIYE HALK BANKASI UBIQUOSS INC UNICREDIT SPA TURKIYE VAKIFLAR BANKASI UBISOFT ENTERTAINMENT NPV(POST UNICREDITO ITALIAN EUR0.50 TURNER LONG/SHORT EQUITY LTD UBS AG CHF0.1 (POST UNID CO LTD KRW5000 TW TELECOM HOLDINGS INC UBS AG LONDON UNIFI INC TW TELECOM INC UBS AG SHS NEW UNILEVER CAPITAL CORP TWD/USD SPOT OPTION 2011 UBS AG STAMFORD BRH INSTL C/D UNILEVER NV TWIN DISC INC UBS AG/STAMFORD CT UNILEVER NV CVA EUR0.16 TWIN REEFS PASS THROUGH 144A UBS CAPITAL SECURITIES LTD UNILEVER PLC CFD TWO HARBORS INVESTMENT CORP UBS COML MTG 07-1 G 144A UNILEVER PLC ORD GBP0.031111 TXU ELECTRIC DELIVERY TRA 1 A2 UBS COML MTG TR 07-1 F 144A UNIMICRON TECHNOLO TWD10 TXU ELECTRIC DELIVERY TRA 1 A3 UBS CREDIT INTEREST UNION BANK OF TAIWAN TWD10 TXU/TCEH 4/11 EXTENDED TLB UCB S A NPV UNION CARBIDE CORP TYCO ELECTRONICS GROUP SA UCI (1/11) TLB UNION ELECTRIC CO TYCO INTERNATIONAL FINANCE SA UDR INC UNION PAC RR CO 04-2 A 144A TYCO INTERNATIONAL LTD / TYCO UFLEX LIMITED UNION PAC RR CO P/T MTG 2002-1 TYCO INTERNATIONAL LTD SHS UGI CORP UNION PACIFIC CORP TYCO INTL GROUP S A NT UGI CORP NEW COM UNION PACIFIC CORP 144A TYLER TECHNOLOGIES INC UIL HOLDINGS CORP UNION PACIFIC CORP BDS TYSON FOODS INC UK GOVT IDX-LKD STK UNION PACIFIC RAILRD CO U S DEPT HSG & URBAN DEV 06-A UK LONG GILT FUTURE (LIF) UNION STATE CAPITAL TRUST I

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UNION TOOL CO Y50 CFD UNITED URBAN INVES UNITED URUGUAY (REP OF) UNIONE DI BANCHE ITALIANE SCPA UNITED UTILITIES GROUP PLC URUGUAY (REP OF) BDS UNIPOL UNITEDHEALTH GROUP INC URUGUAY BDS UNIPOL GRUPPO FINANZIARIO SPA UNITEK GLOBAL SERVICES INC US 1 INDUSTRIES INC UNIPRES CORP CFD UNITRIN INC US 10 YR TREAS NTS FUT SEP 11 UNIPRES CORP JPY50 UNITYMEDIAGMBH US 10YR NOTE FUTURE (CBT) UNI-PRESIDENT ENTERPRISES CORP UNIVERSAL CITY DEVELOPMENT PAR US 2YR TREAS NTS FUT (CBT) UNISYS CORP UNIVERSAL CORP/VA US 5YR TREAS NTS FUT(CBT) UNIT CORP UNIVERSAL ENTERTAINMENT CORP US BANCORP UNITED AIR LINES INC UNIVERSAL HEALTH SERVICES INC US BANK NA/CINCINNATI OH UNITED AIR LINES INC/OLD 1 B UNIVERSAL HOSPITAL SERVI US FOODSERVICE (COV-LITE 5/11) UNITED AIRLINES INC UNIVERSAL HOSPITAL SERVICES IN US PHYSICAL THERAPY INC UNITED ARROWS JPY50 UNIVERSAL INSURANCE HOLDINGS I US TREAS BD FUTURE (CBT) UNITED ARTISTS THEATRE 1995-1 UNIVERSAL ROBINA CORP ORP PHP1 US TREAS BD FUTURE SEP 11 UNITED BANK OF INDIA UNIVERSAL STAINLESS & ALLOY US TREAS-CPI UNITED BUSINESS MEDIA LTD UNIVERSITY MICH UNIV REVS US TREAS-CPI INFLAT UNITED BUSINESS MEDIA LTD CFD UNIVERSITY MINN US TREAS-CPI INFLATION INDEX UNITED CONTL HLDGS INC UNIVERSITY OKLA REVS US ULTRA BOND (CBT) UNITED ENVIROTECH LTD UNIVERSITY TEX UNIV REVS USA MOBILITY INC UNITED INDUSTRIAL CORP SG$1 UNIVERSITY VT & ST AGRIC COLLE USAA AUTO OWNER TRUST 1 A3 UNITED INTERNET AG NPV REGD UNIVERSO ONLINE SA PRF NPV USAA AUTO OWNER TRUST 2 A3 UNITED KINGDOM (GOVERNMENT OF) UNIVEST CORP OF PENNSYLVANIA USAA AUTO OWNER TRUST 2 A4 UNITED KINGDOM GILT UNIVEST CORP PA USD/AUD SPOT OPTION 2011 UNITED OVERSEAS BANK 144A UNIVISION 10/10 EXTENDED TLB USD/AUD SPOT OPTION 2012 UNITED OVERSEAS BANK SG$1 UNIVISION COMMUNICATIONS INC USD/EUR SPOT OPTION 2011 UNITED PARCEL SERVICE INC UNREALIZED CURR G/L ON NET PAYABLE - CFDUSD/EUR SPOT OPTION 2012 UNITED PARCEL SVC AMER INC DEB UNUM GROUP USD/GBP SPOT OPTION 2011 UNITED PHOSPHOROUS INR2(POST UNY CO Y50 CFD USD/GBP SPOT OPTION 2012 UNITED REFINING CO UOL GROUP LIMITED SGD1 USD/NZD SPOT OPTION 2011 UNITED RENTALS INC UPC HOLDING BV USD/NZD SPOT OPTION 2012 UNITED RENTALS NORTH AMERICA I UPCB FINANCE LTD USEN CORP JPY 5000 UNITED STATES STEEL CORP UPM-KYMMENE OY NPV USG CORP UNITED STATES TREAS BD STRIP URALKALI-SPON GDR-REG S U-SHIN Y50 UNITED STATES TREAS NT URBAN OUTFITTERS INC USHIO ELECTRIC NPV UNITED STATES TREASURY NOTE URBI 12/10 TL USI FAR EAST TWD10 UNITED STATES TREASURY NOTE BO URBI DESARROLLOS URBANOS USI HOLDINGS CORP UNITED SURGICAL PARTNERS INTER URBI DESARROLLOS URBANOS 144A USIMINAS COML LTD GTD NT 144A UNITED TECH CORP DEBS URBI DESARROLLOS URBANOS SA USINTERNETWORKING INC UNITED TECHNOLOGIES CORP URS CORP USS CO LTD CFD UNITED THERAPEUTICS CORP URS CORPORATION TLA USS JPY50 UNITED TRACTORS TBK PT URUGUAY UST INC SR NT

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UST LLC VARITRONIX INTL HK$0.25 VERMILION ENERGY INC U-STORE-IT TRUST VASTNED RETAIL EUR5 VERSA CAPITAL FUND II LP UTAH ST VATTENFALL TREASURY AB VERSA CAPITAL PARTNERS LP UTD DRUG ORD EUR0.05(DUBLIN VAVOT 2010-A B VERSO PAPER HOLDINGS LLC / VER UTD MIZRAHI BANK ILS0.01 VCA ANTECH INC VERTELLUS SPECIALTIES INC UTI WORLDWIDE INC SHS VE WONG TWD10 VERTEX PHARMACEUTICALS INC UXC LTD NPV VECTOR AEROSPACE CORP VESSEL MANAGEMENT SERVICES INC UYEMURA (C) & CO CFD VECTREN CORP VESSEL MGMT SERVICES INC V TECHNOLOGY CO LTD CFD VEDANTA RESOURCES PLC VESTAR AIV HOLDINGS A LP VALASSIS COMMUNICATIONS INC VEDANTA RESOURCES PLC CFD VESTAR CAPITAL PARTNERS III LP VALE FERTILIZANTES SA VEECO INSTRUMENTS INC VESTAR CAPITAL PARTNERS IV VALE OVERSEAS LTD VELTI LTD VESTAR CAPITAL PARTNERS V LP VALE SA VENDEE MORTGAGE TRUST 1 DZ VESTAS WIND SYSTEM DKK1 VALEANT PHARMACEUTICALS VENEZEULA (REP OF) NTS REG S VESTEL ELECTRONIK TRY1 VALEANT PHARMACEUTICALS INTERN VENEZUEL (REPUBLIC OF) REG S VETROPACK HLDG ST CHF50 (BR) VALEANT PHARMACEUTICALS INTL VENEZUELA (REP OF) VF CORP VALENER INC VENEZUELA (REPUBLIC OF) VIACOM INC VALEO EUR3 VENEZUELA (REPUBLIC OF) REGS VIACOM INC GLOBAL NT VALERO ENERGY CORP VENEZUELA GOVERNMENT INTERNATI VIASAT INC VALLEY NATIONAL BANCORP VENEZUELA GOVT INTL BOND VIASYSTEMS INC VALLOUREC (USIN A TUB DE LOR VENEZUELA REP BDS VICAT EUR4 VALMONT INDUSTRIES INC VENOCO INC VICTORIA FALLS CL A-2 144A VALOR CO LTD JPY50 VENTAS INC VICTORY CITY INTL HKD0.01 VALORA HOLDING AG BERN CHF1 VENTAS REALTY LP / VENTAS CAPI VIDEOTRON LTEE VALSPAR CORP VENTURE CDO LTD 1A B2 144A VIENNA INSURANCE GROUP NPV(BR) VALUECLICK INC VEOLIA ENVIRONMENT VIJAYA BANK INR10 VALUEVISION MEDIA INC VEOLIA ENVIRONNEMENT VILLAGE ROADSHOW LIMITED ORD VANDERBILT UNIVERSITY VERA BRADLEY INC VIMPEL COMMUNICATIONS VIA VIP VANGENT INC VERBUND AG VIMPELCOM HLDGS VANGUARD FTSE ALL WORLD EX-US VERENIUM CORP VIMPELCOM LTD VANGUARD HEALTH HOLDING CO II VERI 2004-1A C VINCI EUR2.50 (POST SUBDIVISIO VANGUARD HEALTH SYSTEMS INC VERIGY LTD SHS VIP FINANCE IRELAND VANGUARD HEALTH SYSTEMS INC TL VERINT SYSTEMS (4/11) TLB VIRBAC EUR1.25 VANGUARD INTL SEMICONDUCTO VERISIGN INC VIRGIN BLUE HLDGS NPV VANGUARD MSCI EMERGING MARKETS VERIZON COMMUNICATIONS INC VIRGIN MEDIA FINANCE PLC VANGUARD NATURAL RESOURCES LLC VERIZON GLOBAL FDG CORP NT VIRGIN MEDIA SECURED FINANCE P VANTAGE AT PLUM CREEK VERIZON GLOBAL FUNDING CORP VIRGINIA COMWLTH TRANSN BRD TR VARIAN MEDICAL SYSTEMS INC VERIZON NEW ENGLAND INC VIRGINIA ELECTRIC AND POWER CO VARIAN SEMICONDUCTOR EQUIPMENT VERIZON NEW JERSEY INC VIRGINIA ST VARIATION MARGIN ON EQUITY FUTURES VERIZON PENNSYLVANIA INC VIRGINIA ST HSG AUTH DEV AUTH VARIATION MARGIN ON EURODOLLAR FUTURESVERIZON VIRGINIA INC VIROPHARMA INC

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VIRTUSA CORP VORNADO REALTY TRUST WACHOVIA BANK NA VISA INC VORNADO RLTY TR COM WACHOVIA BK 06-WHL7 144A A1 VISANT CORP VOSSLOH AG DEM5 WACHOVIA BK COML 02-C1 J 144A VISANT HOLDING CORP TLB VST HLDGS HKD0.10 WACHOVIA BK COML 03-C4 J 144A VISCOFAN SA VT HOLDINGS CO LTD NPV WACHOVIA BK COML 03-C6 144A VISHAY INTERTECHNOLOGY INC VTB BANK OJSC WACHOVIA BK COML 04-C10 J 144A VISHAY PRECISION GROUP INC VTB CAP S A LN PARTN SR 144A WACHOVIA BK COML 04-C15 144A VIST FINANCIAL CORP VULCAN MATERIALS CO WACHOVIA BK COML 2005-C20 A-7 VISTA EQUITY PARTNERS VWR FUNDING INC WACHOVIA BK COML MTG 02C1 144A VISTEON CORP/NEW VZ HOLDINGS CHF0.25 WACHOVIA BK COML MTG 04-C11 A5 VITAL IMAGES INC W CAPITAL PARTNERS II LP WACHOVIA CAPITAL TRUST III VITAL KSK HOLDINGS NPV CFD W&T OFFSHORE INC WACHOVIA CORP VITAMIN SHOPPE INC WA FLTG RATE HI INCOME FD WACHOVIA CRE 06-1 A-1A 144A VITEC GROUP PLC 20P WABASH NATIONAL CORP WACHOVIA CRE 06-1 CL A-2A 144A VITERRA INC WABTEC COM WACHOVIA CRE 06-1 CL G 144A VITTORIA ASSICURAZ EUR1 WABTEC CORP/DE WACHOVIA CRE CDO 144A VIVENDI SA EUR5.5 WACHOVIA BANK COMMERC C20 AMFX WACHOVIA CRE CDO 2006-1 144A VIVO PARTICIPACOES SA WACHOVIA BANK COMMERCI C32 APB WACHOVIA MORTGAGE LOAN T A 3A1 VNESHECONOMBANK VIA VEB FINANC WACHOVIA BANK COMMERCIA C12 A4 WACKER CHEMIE AG NPV (BR) VNU 8/10 (USD) EXTENDED TLC WACHOVIA BANK COMMERCIA C16 A4 WACOM CO LTD NPV CFD VODACOM GROUP LIMITED ZAR0.01 WACHOVIA BANK COMMERCIA C20 A5 WADDELL & REED FINANCIAL INC VODAFONE GROUP WACHOVIA BANK COMMERCIA C23 A5 WAGNER COLLEGE N Y VODAFONE GROUP CFD WACHOVIA BANK COMMERCIA C27 A2 WAHA AEROSPACE BV VODAFONE GROUP PLC WACHOVIA BANK COMMERCIA C27 A3 WAJAX CORP VOESTALPINE AG WACHOVIA BANK COMMERCIA C28 A4 WALDEN POND VOLCANO CORP WACHOVIA BANK COMMERCIA C28 AM WALGREEN CO VOLKSWAGEN AG NON VTG PREF NPV WACHOVIA BANK COMMERCIA C29 A4 WALKER & DUNLOP INC VOLKSWAGEN AG ORD NPV WACHOVIA BANK COMMERCIA C29 AM WALL STREET SYSTEMS (6/11) TLB VOLKSWAGEN AUTO LEASE TRU A A3 WACHOVIA BANK COMMERCIA C30 A5 WALLACE THEATER HOLDINGS INC VOLKSWAGEN AUTO LEASE TRU A A4 WACHOVIA BANK COMMERCIA C32 A3 WAL-MART DE MEXICO SAB DE CV VOLKSWAGEN AUTO LOAN ENHA 1 A3 WACHOVIA BANK COMMERCIAL C10 E WAL-MART STORES INC VOLKSWAGEN AUTO LOAN ENHA 1 A4 WACHOVIA BANK COMMERCIAL C11 D WALMART STORES INC NT VOLKSWAGEN FINANCIAL SERVICES WACHOVIA BANK COMMERCIAL C11 E WALSIN TECHNOLOGY TWD10 VOLKSWAGEN FINANCIAL SVCS AG WACHOVIA BANK COMMERCIAL C12 D WALT DISNEY CO/THE VOLKSWAGEN INTERNATIONAL FINAN WACHOVIA BANK COMMERCIAL C14 B WALTER ENERGY (3/11) TLB VOLVO (AB) SER B NPV (POST WACHOVIA BANK COMMERCIAL C14 C WALTER ENERGY INC VOLVO (AB)_SER A NPV WACHOVIA BANK COMMERCIAL C29 E WALTON ADVANCED ENGINEERING VONAGE HOLDINGS CORP WACHOVIA BANK COMMERCIAL C29 F WAMCO OPP LOC MKT DEBT SEC VONTOBEL HLDGS AG ZURICH CHF1 WACHOVIA BANK COMMERCIAL C5 A2 WAMCO OPPORTUNISTIC INTL VORNADO DP LLC WACHOVIA BANK COMMERCIAL C5 B WAMCO OPPORTUNISTIC US$ HIGH VORNADO REALTY LP WACHOVIA BANK COMMERCIAL C9 A4 WAMU ASSET-BACKED CERT HE1 2A1

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WAMU ASSET-BACKED CERT HE3 2A1 WATSON PHARMACEUTICALS INC WELLS FARGO MORTGAGE BA 10 1A5 WAMU ASSET-BACKED CERT HE4 2A2 WAVIN NV EUR0.4 WELLS FARGO MORTGAGE BA 10 A19 WAMU MORTGAGE PASS T AR13 A1A1 WAYSIDE TECHNOLOGY GROUP INC WELLS FARGO MORTGAGE BA 11 A36 WAMU MORTGAGE PASS TH AR10 1A4 WCRE 2006-1A A1B WELLS FARGO MORTGAGE BA 11 A85 WAMU MORTGAGE PASS TH AR12 1A4 WEA FINANCE LLC WELLS FARGO MORTGAGE BA 11 A90 WAMU MORTGAGE PASS TH AR12 3A1 WEATHER CHANNEL (2/11) TLB WELLS FARGO MORTGAGE BA 11 A96 WAMU MORTGAGE PASS TH AR14 1A1 WEATHERFORD INTERNATIONAL LTD/ WELLS FARGO MORTGAGE BA 14 2A2 WAMU MORTGAGE PASS TH AR14 1A4 WEATHERFORD INTERNATIONL LTD WELLS FARGO MORTGAGE BA 16 A12 WAMU MORTGAGE PASS TH AR16 1A1 WEATHERGAGE VENTURE CAP II LP WELLS FARGO MORTGAGE BA 3 1A10 WAMU MORTGAGE PASS THR HY3 1A1 WEATHERGAGE VENTURE CAPITAL LP WELLS FARGO MORTGAGE BA 8 1A16 WAMU MORTGAGE PASS THR HY3 4A1 WEB.COM GROUP INC WELLS FARGO MORTGAGE BA EE 2A1 WAMU MORTGAGE PASS THRO AR2 B2 WEBMD HEALTH CORP WELLS FARGO MORTGAGE BAC 11 A8 WAMU MORTGAGE PASS THRO AR9 2A WEBSTER FINANCIAL CORP WELLS FARGO MORTGAGE BAC 11 A9 WAMU MORTGAGE PASS THRO S7 1A4 WEICHAI POWER CO 'H' CNY1 WELLS FARGO MORTGAGE BAC 13 A1 WAMU MTG P/T 07-HY4 CL 4-A1 WEINGARTEN REALTY INVESTORS WELLS FARGO MORTGAGE BAC 13 A7 WAN HAI LINES TWD10 WEIQIAO TEXTILE CO 'H'CNY1 WELLS FARGO MORTGAGE BAC 3 A11 WANT WANT CHINA HOLDINGS LTD WEIR GROUP ORD 12.5P WELLS FARGO MORTGAGE BAC 4 A21 WARNACO GROUP INC/THE WEIS MARKETS INC WELLS FARGO MORTGAGE BAC 6 1A8 WARNER CHILCOTT CO LLC / WARNE WELLCARE HEALTH PLANS INC WELLS FARGO MORTGAGE BAC 7 2A1 WARNER CHILCOTT PLC CLASS A WELLINGTON DIVERSIFIED WELLS FARGO MORTGAGE BAC 7 A38 WARNER MUSIC GROUP CORP WELLPOINT INC WELLS FARGO MORTGAGE BAC 7 A49 WARSAW STOCK EXCHANGE WELLS FARGO & CO WELLS FARGO MORTGAGE BAC 8 2A2 WARTSILA 'B'EUR3.5 WELLS FARGO & CO NEW PERP PFD WELLS FARGO MORTGAGE BAC 8 A15 WASHINGTON FEDERAL INC WELLS FARGO & COMPANY WELLS FARGO MORTGAGE BAC 9 1A3 WASHINGTON MUT P/T 06 5 3-A-2 WELLS FARGO BANK NA WELLS FARGO MORTGAGE BAC I 1A1 WASHINGTON MUTUAL ALTERN 1 1A1 WELLS FARGO CAPITAL X WELLS FARGO MORTGAGE BAC K 1A2 WASHINGTON MUTUAL ASSE HE2 2A2 WELLS FARGO FINANCIAL INC WELLS FARGO MORTGAGE BACK 1 A6 WASHINGTON MUTUAL ASSE HE5 2A1 WELLS FARGO HOME EQUITY T 2 A3 WELLS FARGO MORTGAGE BACK 6 A6 WASHINGTON MUTUAL BANK / DEBT WELLS FARGO HOME EQUITY T 2 A4 WELLS FARGO MORTGAGE BACK 7 A6 WASHINGTON MUTUAL MSC M AR1 2A WELLS FARGO MORTGAGE AR10 5A1 WELLS FARGO MORTGAGE BACK E A2 WASHINGTON MUTUAL PREFERRED FU WELLS FARGO MORTGAGE AR11 1A1 WELLS FARGO MORTGAGE BACK H A1 WASHINGTON POST CO/THE WELLS FARGO MORTGAGE AR12 1A2 WELLS FARGO MORTGAGE BACK M A1 WASHINGTON TRUST BANCORP INC WELLS FARGO MORTGAGE AR12 2A1 WELLS FARGO MORTGAGE BACK T A1 WASTE CONNECTIONS INC WELLS FARGO MORTGAGE B AR17 A1 WELLS FARGO MTG 03-15 B6 144A WASTE INDUSTRIES (3/11) TLB WELLS FARGO MORTGAGE B AR19 A1 WELLYPOWER OPTROMICS WASTE MANAGEMENT INC WELLS FARGO MORTGAGE B AR2 2A1 WENDEL EUR4 WATABE WEDDING COR CFD WELLS FARGO MORTGAGE B AR4 1A1 WENDY'S/ARBY'S GROUP INC WATERLOO PARTNERS LP WELLS FARGO MORTGAGE B AR5 1A1 WERNER ENTERPRISES INC WATERS CORP WELLS FARGO MORTGAGE B AR6 7A1 WESCO INTERNATIONAL INC WATERVIEW WELLS FARGO MORTGAGE B AR8 2A1 WESCO INTL INC COM WATSCO INC WELLS FARGO MORTGAGE B AR8 2A4 WESFARMERS LTD NPV(PARTIALLY

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WESFARMERS ORD NPV WEYERHAEUSER CO WILLIS GROUP HOLDINGS PLC WESSANEN(KON) CVA EUR1(POST WFNMT 2006-A M WILLIS STEIN PARTNERS WEST CHINA CEMENT LTD WFRBS COML MTG TR 11-C3 144A WILMAR INTERNATIONAL LTD WEST CHINA CEMENT LTD REGS WF-RBS COML MTG TR 2011-C2 WILSON CNTY TENN WEST CORP WGL HOLDINGS INC WINBOND ELECTRONIC TWD10 WEST FRASER TIMBER CO LTD WH SMITH PLC GBP0 WINCOR NIXDORF AG NPV WEST HOLDINGS CORP NPV WH SMITH PLC GBP0 CFD WIND ACQUISITION FINANCE SA WEST JAPAN RAILWAY CO JPY50000 WHARF HOLDINGS HK$1 WIND ACQUISITION HOLDINGS FINA WEST PENN PWR CO 1ST 144A WHEAT FUTURE (CBT) WINDELESTRAE RESIDENTIAL WEST PHARMACEUTICAL SERVICES I WHEAT FUTURE (KCB) WINDJAMMER SR EQTY FD III LP WESTAMERICA BANCORPORATION WHEELOCK & CO LTD HKD0.50 WINDSTREAM CORP WESTAR ENERGY INC WHEELOCK PROPERTIES (S) LTD WINDSTREAM GEORGIA COMMUNICATI WESTBROOK RE FUND III L P WHIPPANY VILLAGE WING HANG BANK HK$1 WESTBROOK REAL ESTATE 2 LP WHIRLPOOL CORP WING TAI HOLDINGS SG$ 0.25 WESTBROOK REAL ESTATE FD I L P WHITBREAD WINMARK CORP WESTBROOK REAL ESTATE FD VIII WHITBREAD NON CUM PREF SHS B WINTEK CORP TWD10 WESTBROOK REAL ESTATE FUND IV WHITE MTNS RE GROUP PFD 144A WINTRUST FINANCIAL CORP WESTBROOK REAL ESTATE FUND V WHITE NIGHTS (GAZPROM) WIRE CARD AG NPV WESTBROOK REAL ESTATE FUND VII WHITE RIVER CAPITAL INC WIRECO WORLDGROUP WESTBROOK REAL ESTATE PARTNERS WHITEHALL FUND III PARTNERSHIP WISCONSIN ELECTRIC POWER CO WESTELL TECHNOLOGIES INC WHITEHALL FUND IV LMTD WISCONSIN ENERGY CORP WESTERN ASSET HIGH YIELD WHITEHALL ST FUND VII & VIII WISCONSIN POWER & LIGHT CO WESTERN DIGITAL CORP WHITEHALL STREET REAL ESTATE V WISCONSIN ST WESTERN GAS PARTNERS LP WHITEHORSE LTD 2004-1A B1L WISTRON CORP TWD10 WESTERN REFINING WHITING PETROLEUM CORP WM ASSET HLDGS CI2006 4 144A WESTERN REFINING INC WHITNEY EQUITY PARTNERS III WM WRIGLEY JR CO WESTERN UNION CO/THE WHITNEY J H IV LP WMBFA 2001 1 LTD/WMBFA B4 144A WESTFIELD GROUP NPV DFD WHOLE FOODS MARKET INC WMG ACQUISITION CORP WESTFIELD RETAIL TRUST WICKS COMMUNICATIONS & MEDIA WMG HOLDINGS CORP WESTLAKE CHEMICAL CORP WIDEPOINT CORP WMS INDUSTRIES INC WESTLB AG/NEW YORK WIENERBERGER AG NPV WOLF RIVER MANAGEMENT UNIT WESTON (GEORGE) LTD WIHLBORGS FAST.AB 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 CMNTY UNIT SCH D WOOD ONE CO LTD NPV CFD WESTON PRESIDIO V LP WILL CNTY ILL SCH DIST NO 122 WOODSIDE FINANCE LTD WESTPAC BANKING CORP WILLIAM DEMANT HOL DKK1 WOODSIDE PETROLEUM NPV WESTPAC BANKING CORP NPV WILLIAM E SIMON & SONS REALTY WOODWARD INC WESTPAC BKG CORP N Y INSTL C/D WILLIAMS COS INC/THE WOOLWORTHS HLDGS ZAR0.0015 WESTVACO CORP WILLIAMS PARTNERS LP WOOLWORTHS LIMITED ORD A$0.25 WESTWOOD HOLDINGS GROUP INC WILLIAMS PARTNERS LP / WILLIAM WOORI BANK WET SEAL INC/THE WILLIAMS-SONOMA INC WOORI FINANCE KRW5000

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Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2011

WORLD FINANCIAL NETWORK CR A A WYOMING PA AREA SCH DIST YAMATO HOLDINGS CO LTD NPV CFD WORLD FINANCIAL NETWORK CR A M X5 RETAIL GROUP NV YAMATO KOGYO NPV WORLD FINANCIAL NETWORK CR B A XCEL ENERGY INC YAMAZAKI BAKING CO Y50 WORLD FINANCIAL NETWORK CR D A XCITE ENERGY LTD ORD NPV YAMAZEN CO Y50 WORLD FINL PPTYS TOWER 144A XEBIO CO Y50 YAMAZEN CORP CFD WORLD OMNI AUTO RECEIV 11-A A4 XENOPORT INC YANDEX NV WORLD OMNI AUTO RECEIVABL A A4 XERIUM (US 6/11) TLB YANGZIJIANG SHIPBUILDING NPV WORLD OMNI AUTO RECEIVABL B A4 XERIUM TECHNOLOGIES INC YANKEE CANDLE CO INC WORLD OMNI AUTOMOBILE LEA A A3 XEROX CORP YANLORD LAND GROUP LTD WORLD ONLINE INTL EURO.4 XILINX INC YANLORD LAND GROUP LTD NPV WORLD PRECISION MACHINERY LTD XING INTERNATIONAL HLDGS LTD YANZHOU COAL MINING CO LTD WORLDVIEW TECHNOLOGY PARTNERS XINYI GLASS HLDGS HKD0.1 YASKAWA ELECTRIC MFG Y50 WORLEYPARSONS LTD NPV XINYUAN REAL ESTATE CO LTD YCC HOLDINGS LLC / YANKEE FINA WORTHINGTON INDUSTRIES INC XL GROUP PLC YELLOW HAT JPY50 WOTIF.COM HOLDINGS NPV XM SATELLITE RADIO INC YELLOW MEDIA INC WOWOW INC JPY5000 XO HOLDINGS INC YELLOW PAGE LTD-CW14 WPCS INTERNATIONAL INC XP POWER LTD YES BANK NPV WPD HLDGS UK NT 144A XSTRATA COM STK USD0.50 YODOGAWA STEEL WORKS LTD CFD WPP FINANCE UK XSTRATA FINANCE CANADA LTD YOKOGAWA BRIDGE HOLDINGS CFD WPP PLC ORD GBP0.10 XSTRATA PLC CFD YOKOGAWA ELECTRIC CORP Y50 WPP PLC ORD GBP0.10 CFD XTEP INTERNATIONAL HLDGS LTD YOKOHAMA RUBBER CO LTD CFD WR BERKLEY CORP XTO ENERGY INC YOKOHAMA RUBBER CO Y50 WRH GLOBAL SECURITIES POOLED YACHIYO BANK LIMITED CFD YONDENKO CORP Y50 WRIGHTWOOD CAP 05-1A A1 144A YACHIYO BANK LTD YONEKYU CORP Y50 WRIGHTWOOD CAP LLC TRANCHE 1 YAGEO CORP YONKERS RACING CORP WRIGHTWOOD CAP LLC WT PUR COM YAHOO JAPAN CORP NPV YOOX SPA WRIGHTWOOD CAPITAL LLC TR 2 YAHOO! INC YOROZU CORP CFD WTC COMMODITIES II YAIZU SUISANKAGAKU INDUSTRY CO YOROZU CORP Y50 WTC CTF GIBJ PMET-COM YAKULT HONSHA Y50 YOUNGONE CORP WTC-CTF GLOBAL CLIMATE YAMADA DENKI CO NPV YOUNGONE CORP KRW500 WUMART STORES INC H CNY0.25 YAMAGATA BANK Y50 CFD YPF SA WW GRAINGER INC YAMAGUCHI FIANCIAL GROUP INC YTIDENSHA Y50 CFD WYANDOTTE CNTY/KANS CITY KANS YAMAGUCHI FINANCIAL GROUP INC YUANDA CHINA HOLDINGS LTD WYETH YAMAHA CORP Y50 YUANTA FINANCIAL HLDG CO LTD WYETH SR NT YAMAHA MOTOR CO Y50 YUASA TRADING CO Y50 WYLE SERVICES (5/11) TLB YAMAHA MOTOR CO Y50 CFD YUCAIPA AMERICAN ALLIANCE FUND WYNDHAM WORLDWIDE CORP YAMAICHI ELECTONICS 1/50 YUE YUEN INDL HLDG HKD0.25 WYNN LAS VEGAS 8/10 EXTENDED YAMANA GOLD INC YUKSEL INSAAT AS WYNN LAS VEGAS LLC / WYNN LAS YAMATAKE CORPORATION Y50 YUM! BRANDS INC WYNN MACAU LTD YAMATO CORPORATION CFD YUSHIN PRECISION EQUIPMENT CFD WYNN RESORTS LTD YAMATO HOLDINGS CO LTD NPV ZAGG INC

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ZAKL AZOT W TARNOWIE-MOSCICACH ZEBRA TECHNOLOGIES CORP ZIX CORP ZAPPALLAS INC NPV ZERIA PHARMACEUTICALS CO CFD ZODIAC AEROSPACE NPV ZAPPALLAS INC NPV CFD ZHAIKMUNAI LLP ZOLL MEDICAL CORP ZAR/USD SPOT OPTION 2011 ZIFF DAVIS HLDGS INC OC-COM ZUARI INDUSTRIES LIMITED ZAR/USD SPOT OPTION 2012 ZIFF DAVIS MEDIA INC ZUMTOBEL AG NPV (BR) ZARLINK SEMICONDUCTOR INC ZIMMER HOLDINGS INC ZURICH FINANCE USA INC ZCS IRS P BZDIOVRA R 11.96% ZINC FUTURE (LME) ZURICH FINANCIAL SERVICES AG ZCS_IRS P BZDIOVRA R 11.96% ZIONS BANCORPORATION

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