Record Date|Issuer Name|Publicly Traded Issuer Flag|Co-Issuer Name|Issuers's Country of Incorporation|Projected Closing Date|Security Class|PORTAL Alliance Flag|Date of Approval|Record Processing Status|CUSIP|Unit CUSIP|Offering Description|Maturity Class|Maturity  Date|Maturity Date Qualifier|Debt Type - Part 1a|Debt Type - Part 1b|Debt Type - Part 1c|Issue Type - Part 1a|Issue Type - Part 1b|Currency Denomination|Fixed Coupon Rate|Floating Benchmark Rate|Floating Spread|Interest Accrual Start Date|Coupon Payment Frequency|Day Count Convention|Issue Payment Date|Credit Agency Rating - Moodys|Credit Agency Rating - S&P|High Yield Indicator|Convertible Indicator|Callable Indicator|Callable - Next Call Date|Callable - Percentage of Par|Total Principal Value Offered|Warrant Exercise Price|Offering Type - Part 1a|Offering Type - Part 1b|Total Amount of 144a tranche offering|Total Number of 144a shares|Total Shares Offered Globally|Unit Type|Separation Date|Description of Separation Date
05/08/2008|JPMORGAN INTERNATIONAL DERIVATIVES LTD|N||GB|01/03/2008|Equity|N|01/02/2008|Full Review|46627U521||LOW EXERCISE PRICE OPTIONS (LEPOs) RELATING TO ORD SHARES OF COLGATE-PALMOLIVE (INDIA) LTD||||N/A|||Warrant for Equity||USD||||||||||N|N|N||||0.0001|Initial Offering|||5,100,000||||
06/26/2008|UBS AG|N||CH|01/15/2008|Equity|N|01/02/2008|Full Review|902675461||Low Exercise Call Warrants linked to Wistron Corp ||||N/A|||Warrant for Equity||USD||||||||||N|N|N||||||||245,074||||
06/26/2008|UBS AG|N||CH|01/15/2008|Equity|N|01/02/2008|Full Review|902675479||Low Exercise Call Warrants linked to IVRCL Infrastructures & Projects Ltd ||||N/A|||Warrant for Equity||USD||||||||||N|N|N||||||||12,033||||
08/14/2008|CITIGROUP FUNDING INC|N||US|01/03/2008|Debt|N|01/02/2008|Full Review|17308CLH7||Jamaica / Paraguay Basket Credit Linked Unsecured Notes|Note|01/10/2011|Legal|N/A|N||Other|Credit Linked Notes|USD||||||||||N|N|N|||1,000,000.00|||||||||
09/23/2008|MASTR ASSET SECURITIZATION TRUST 2007-2|N||US|01/03/2008|Debt|N|01/02/2008|Initial Review|57646NAN9||Class B-4 Certificates|Bond|01/25/2038|Legal|Subordinate||Fixed Rate|||USD|6.0000||||Monthly|30/360|01/25/2008|BB|BB|N|N|N|||1,671,000.00|||||||||
09/23/2008|MASTR ASSET SECURITIZATION TRUST 2007-2|N||US|01/03/2008|Debt|N|01/02/2008|Initial Review|57646NAP4||Class B-5 Certificates|Bond|01/25/2038|Legal|Subordinate||Fixed Rate|||USD|6.0000||||Monthly|30/360|01/25/2008|B|B|N|N|N|||334,000.00|||||||||
09/23/2008|MASTR ASSET SECURITIZATION TRUST 2007-2|N||US|01/03/2008|Debt|N|01/02/2008|Initial Review|57646NAQ2||Class B-6 Certificates|Bond|01/25/2038|Legal|Subordinate||Fixed Rate|||USD|6.0000||||Monthly|30/360|01/25/2008|NR|NR|N|N|N|||1,169,366.00|||||||||
05/08/2008|OSI PHARMACEUTICALS, INC.|Y||US|01/03/2008|Debt|N|01/03/2008|Full Review|671040AG8||Convertible Senior Subordinated Notes|Note|01/15/2038|Legal|Senior|N|Fixed Rate|Asset Backed||USD|3.0000|||01/15/2008|Semi-Annual|30/360|07/15/2008|NR|NR|N|Y|Y|01/15/2013||175,000,000.00|||||||||
05/08/2008|Mezz Cap Commercial Trust 2007 C5|N||US|01/10/2008|Debt|N|01/03/2008|Full Review|59317EAG8||Class F Commercial Mortgage Pass-Through Certificates, Series 2007-C5|Bond|06/15/2017|Legal|Subordinate||Fixed Rate|Mortgage Backed||USD|10.0000||||Monthly|30/360|02/15/2008|NR|BB|N|N|N|||1,760,000.00|||||||||
05/08/2008|Mezz Cap Commercial Trust 2007 C5|N||US|01/10/2008|Debt|N|01/03/2008|Full Review|59317EAK9||Class J Commercial Mortgage Pass-Through Certificates, Series 2007-C5|Bond|08/15/2017|Legal|Subordinate||Fixed Rate|Mortgage Backed||USD|10.0000||||Monthly|30/360|02/15/2008|NR|NR|N|N|N|||3,802,893.00|||||||||
05/08/2008|Mezz Cap Commercial Trust 2007 C5|N||US|01/10/2008|Debt|N|01/03/2008|Full Review|59317EAJ2||Class H Commercial Mortgage Pass-Through Certificates, Series 2007-C5|Note|08/15/2015|Legal|Subordinate||Fixed Rate|Mortgage Backed||USD|10.0000||||Monthly|30/360|02/15/2008|NR|NR|N|N|N|||493,000.00|||||||||
05/08/2008|GSC Investment Corp.  CLO 2007|Y||KY|01/04/2008|Debt|N|01/03/2008|Full Review|3622NJAA9||Class E  Deferrable Floating Rate Note    GSC Investment Corp. CLO 2007    |Note|01/21/2020|Legal|N/A|Y|Floating Rate|Other|Collateral Loan Obligation|USD||LIBOR plus 6.45%||01/22/2008|Quarterly|30/360||Ba2|BB|N|N|Y|||22,000,000.00|||||||||
09/17/2008|Lehman Brothers treasury Co. B.V|Y||NL|01/07/2008|Debt|N|01/03/2008|Full Review|52519VAU0||Euro Medium-Term Note Program, Unconditionally and Irrevocably Guaranteed by Lehman Brothers|Note|12/20/2027|Expected|Senior||Floating Rate|Other|CLN|USD|||||Quarterly||03/20/2008|NA|NA|N|N|N|||100,000,000,000.00|||||||||
05/08/2008|Mezz Cap Commercial Trust 2007 C5|N||US|01/10/2008|Debt|N|01/04/2008|Full Review|59317EAF0||Class E Commercial Mortgage Pass-Through Certificates, Series 2007-C5|Bond|06/15/2017|Legal|Subordinate||Fixed Rate|Mortgage Backed||USD|10.0000||||Monthly|30/360|02/15/2008|NR|BBB-|N|N|N|||1,057,000.00|||||||||
08/14/2008|FI STATUTORY TRUST V|N||US|01/04/2008|Debt|N|01/04/2008|Full Review|30248RAA7||middle market capital securities|Bond|04/01/2038|Legal|N/A||Floating Rate|Middle Market Capital Securities (MMCapS)||USD|6.7800|LIBOR|three-month LIBOR plus 2.75% after 4/1/2013|01/08/2008|Quarterly|30/360|04/01/2007|||N|N|N|||10,000,000.00|||||||||
08/14/2008|FI STATUTORY TRUST VI|N||US|01/04/2008|Debt|N|01/04/2008|Full Review|30248GAA1||Floating Rate Middle Market Capital Securities|Bond|04/01/2038|Legal|N/A||Floating Rate|Middle Market Capital Securities (MMCapS)||USD||LIBOR|Three-month LIBOR plus 2.75%.|01/08/2008|Quarterly|30/360|04/01/2008|||N|N|N|||10,000,000.00|||||||||
08/14/2008|Citigroup funding Inc.|N||US|01/04/2008|Debt|N|01/04/2008|Full Review|17308CLJ3||Citigroup Funding Inc. Egypt T-Bill Credit Linked Unsecured Notes, Series STCLN0656|Note|01/08/2009|Legal|Senior|N||Other|Credit Linked Notes|USD||||||30/360||||N|N|N|||1,975,000.00|||||||||
01/07/2008|Wayzata Funding LLC|N||US|01/07/2008|Debt|N|01/07/2008|Initial Review|946791AB6||U.S.$400,000,000 Junior Notes, Due 2012||||N/A|||||CHF||||||||||N|N|N||||||||||||
04/30/2008|Quechan Tribe of the Fort Yuma Indian Reservation, California and Arizona|N||US|05/05/2008|Debt|N|01/07/2008|Initial Review|88338LAB7||TERM BONDS, DUE 5.1.2025 Gaming Enterprise Revenue Bonds, Series 2008|Bond|05/01/2025||Senior|Y|Fixed Rate|Other|Revenue Secured|USD|15.0000||||Semi-Annual|||||Y|N|Y|||110,000,000.00|||||||||
08/14/2008|Morgan Stanley|Y||US|01/07/2008|Equity|N|01/07/2008|Full Review|61753P212||Certificates linked to shares of Berkeley Group Holding||||N/A|||Other|Certificates|GBP||||||||||N|N|N|||||Initial Offering||7,242,962.7600|550,000||||
08/21/2008|HJSI DEVONSHIRE LLC|N||US|01/15/2008|Debt|N|01/07/2008|Full Review|40420RAM0||Taxable Revenue Bonds, Series 2007A-6|Bond|04/30/2012|Expected|N/A||Fixed Rate|||USD|8.0000|||01/16/2008|Semi-Annual|||||N|N|Y|05/01/2008||955,000.00|||||||||
01/08/2008|Franklin Holdings II (Bermuda) Capital Trust I|N||US|01/10/2008|Debt|N|01/08/2008|Initial Review|35353RAA7||Fixed/Floating Rate Capital Securitites|Bond|03/15/2038||N/A||Fixed Rate|Other|Trust Preferred Security|USD|||||Quarterly||03/15/2008|||N|N|Y|06/15/2013|100.0000|30,000,000.00|||||||||
05/08/2008|Mezz Cap Commercial Trust 2007 C5|N||US|01/10/2008|Debt|N|01/08/2008|Full Review|59317EAH6||Class G Commercial Mortgage Pass-Through Certificates, Series 2007-C5|Bond|07/15/2017|Legal|Subordinate||Fixed Rate|Mortgage Backed||USD|10.0000||||Monthly|30/360|02/15/2008|NR|NR|N|N|N|||4,365,000.00|||||||||
05/08/2008|Deutsche Bank AG London|N||DE|01/14/2008|Equity|N|01/08/2008|Full Review|25154H889||12% Mandatory Exchangeable Securities linked to common stock of Electronic Arts Inc.||||N/A|||Other|Note|USD||||||||||N|N|N|||||Other|Note||517,400||||
06/26/2008|UBS AG|N||CH|01/15/2008|Equity|N|01/08/2008|Full Review|902675487||Low Exercise Call Warrants linked to Grasim Industries Ltd ||||N/A|||Warrant for Equity||USD||||||||||N|N|N||||||||200,000||||
07/09/2008|Barclays Bank PLC|N||GB|01/15/2008|Equity|N|01/08/2008|Full Review|06739H438||Share Certificates on Jyothy Laboratories Ltd||||N/A|||Other|Share Certificates|USD||||||||||N|N|N||||||||1,000,000|7,000,000|||
08/06/2008|Wachovia Bank, N.A.|N||US|01/14/2008|Equity|N|01/08/2008|Full Review|92977B762||Enhanced Yield Securities Mandatorily Exchangeable into the Common Stock of eBay Inc.||||N/A|||Other|Enhanced Yield Securities|USD||||||||||N|N|N|||||Initial Offering||27,998,875.0000|||||
08/14/2008|Morgan Stanley|N||US|01/11/2008|Equity|N|01/08/2008|Full Review|61753P220||Delta Certificates linked to performance of Reed Elsevier||||N/A|||Other|Delta Certificates|GBP||||||||||N|N|N|||||Initial Offering|||1,000,000||||
08/19/2008|Centerline CRESS 2008-1, LTD|Y|Centerline CRESS 2008-1, LLC|KY|01/15/2008|Debt|N|01/08/2008|Full Review|15188VAA1||Class J Floating Rate Capitalized Interest Notes due 2042|Note|12/21/2042|Legal|Junior|Y|Floating Rate|Asset Backed||USD||LIBOR|3-month LIBOR + 3.00%|01/22/2008|Quarterly|30/360|03/21/2008|NR|BB+|N|N|Y|||19,500,000.00|||||||||
08/19/2008|Centerline CRESS 2008-1, LTD|Y|Centerline CRESS 2008-1, LLC|KY|01/15/2008|Debt|N|01/08/2008|Full Review|15188VAB9||Class K Floating Rate Capitalized Interest Notes due 2042|Note|12/21/2042|Legal|Junior|Y|Floating Rate|Asset Backed||USD||LIBOR|3-month LIBOR + 3.50%|01/22/2008|Quarterly|30/360|03/21/2008|NR|BB|N|N|Y|||8,625,000.00|||||||||
08/19/2008|Centerline CRESS 2008-1, LTD|Y|Centerline CRESS 2008-1, LLC|KY|01/15/2008|Debt|N|01/08/2008|Full Review|15188VAC7||Class L Floating Rate Capitalized Interest Notes due 2042|Note|12/21/2042|Legal|Junior|Y|Floating Rate|Asset Backed||USD||LIBOR|3-month LIBOR + 4.00%|01/22/2008|Quarterly|30/360|03/21/2008|NR|BB-|N|N|Y|||5,625,000.00|||||||||
08/19/2008|Centerline CRESS 2008-1, LTD|Y|Centerline CRESS 2008-1, LLC|KY|01/15/2008|Debt|N|01/08/2008|Full Review|15188VAD5||Class M Floating Rate Capitalized Interest Notes due 2042|Note|12/21/2042|Legal|Junior|Y|Floating Rate|Asset Backed||USD||LIBOR|3-month LIBOR + 5.00%|01/22/2008|Quarterly|30/360|03/21/2008|NR|B+|N|N|Y|||10,500,000.00|||||||||
08/19/2008|Centerline CRESS 2008-1, LTD|Y|Centerline CRESS 2008-1, LLC|KY|01/15/2008|Debt|N|01/08/2008|Full Review|15188VAE3||Class N Floating Rate Capitalized Interest Notes due 2042|Note|12/21/2042|Legal|Junior|Y|Floating Rate|Asset Backed||USD||LIBOR|3-month LIBOR + 6.00%|01/22/2008|Quarterly|30/360|03/21/2008|NR|B|N|N|Y|||7,124,000.00|||||||||
08/19/2008|Centerline CRESS 2008-1, LTD|Y|Centerline CRESS 2008-1, LLC|KY|01/15/2008|Debt|N|01/08/2008|Full Review|15188VAF0||Class O Floating Rate Capitalized Interest Notes due 2042|Note|12/21/2042|Legal|Junior|Y|Floating Rate|Asset Backed||USD||LIBOR|3-month LIBOR + 7.00%|01/22/2008|Quarterly|30/360|03/21/2008|NR|B-|N|N|Y|||4,500,000.00|||||||||
06/19/2008|ALLEGRO INV CORP. S.A., LUXEMBOURG|N||LU|01/11/2008|Equity|N|01/09/2008|Full Review|017488552||Equity Linked Notes based upon common stock of Legg Mason Inc.||||N/A|||Other|ELKs|USD||||||||||N|N|N|||||Initial Offering||13,679,954.0000|195,400|195,400|||
08/14/2008|Lehman Brothers Equity Finance S.A.|N||LU|01/11/2008|Equity|N|01/09/2008|Full Review|52522M416||China Low Exercise Price Warrant Xinjiang Goldwind Sci & Tech-A||||N/A|||Warrant for Equity||USD||||||||||N|N|N||||4.8779|Initial Offering||48,779,000.0000|10,000,000|10,000,000|||
08/14/2008|Lehman Brothers Equity Finance S.A.|N||LU|01/11/2008|Equity|N|01/09/2008|Full Review|52522M424||China Low Exercise Price Warrants on Ordinary Shares of China Pacific Insurance Group (601601 CH)||||N/A|||Warrant for Equity||USD||||||||||N|N|N||||4.0649|Initial Offering||40,649,000.0000|10,000,000|10,000,000|||
05/02/2008|Deutsche Bank AG London|N||DE|02/12/2008|Debt|N|01/10/2008|Full Review|25152LAF3||Mandatory Exchangeable Securites linked to common stock of Sampo, CVS, Everest|Note|04/09/2008|Legal|Senior|N|Fixed Rate|Other|Mandatory Exchangeable Security|USD|33.7100|||04/09/2008|Quarterly|30/360|04/09/2008|NR|NR|N|N|N|||15,000,000.00|||||||||
05/08/2008|SASCO 2007-BC4|Y||US|01/11/2008|Debt|N|01/10/2008|Full Review|86365DAY5||Class B1 Mortgage Pass-Through Certs|Bond|11/25/2037|Legal|Subordinate||Fixed Rate|Mortgage Backed||USD|5.0000|||12/25/2007|Monthly|30/360|01/25/2008|NR|BB+|N|N|N|||20,919,000.00|||||||||
05/08/2008|SASCO 2007-BC4|Y||US|01/11/2008|Debt|N|01/10/2008|Full Review|86365DAZ2||Class B2 Mortgage Pass-Through Certs|Bond|11/25/2037|Legal|Subordinate||Fixed Rate|Mortgage Backed||USD|5.0000|||12/25/2007|Monthly|30/360|01/25/2008|NR|BB|N|N|N|||16,343,000.00|||||||||
05/08/2008|SASCO 2007-BC4|Y||US|01/11/2008|Debt|N|01/10/2008|Full Review|86365DBA6||Class B3 Mortgage Pass-Through Certs|Bond|11/25/2037|Legal|Subordinate||Fixed Rate|Mortgage Backed||USD|5.0000|||12/25/2007|Monthly|30/360|01/25/2008|NR|B|N|N|N|||36,608,000.00|||||||||
08/14/2008|Citigroup Funding, Inc.|N||US|01/17/2008|Debt|N|01/10/2008|Full Review|17308CLK0||Citigroup Funding Inc.Dominican Republic Currency and Credit Linked Unsecured Notes|Note|01/14/2013|Legal|N/A|N||Asset Backed||USD||||01/13/2008|Semi-Annual||07/14/2008|||N|N|N|||3,045,000.00|||||||||
08/14/2008|Citigroup funding Inc.|N||US|01/17/2008|Debt|N|01/10/2008|Full Review|17311GBJ0||Citigroup Funding Inc. Egyptian T-Bill Credit Linked Unsecured Notes|Note|07/10/2008|Legal|N/A|N||Other|Credit Linked Notes|USD||||01/17/2008||||||N|N|N|||18,400,000.00|||||||||
01/11/2008|Morgan Stanley|Y||US|01/15/2008|Equity|N|01/11/2008|Initial Review|61747W596||MS 144A TXN PERQs due January 23 2009||||N/A|||Other|PERQs|USD||||||||||N|N|N|||||Initial Offering||399,282,000.0000|13,000,000|13,000,000|||
11/13/2008|Morgan Stanley|N||US|01/14/2008|Equity|N|01/14/2008|Full Review|61747W588||Mandatorily Exchangeable for Shares of Common Stock American International Group, Inc.||||N/A|||Other|PERQs|USD||||||||||N|N|N|||||Initial Offering||5,000,038.6750|||||
08/21/2008|Republic of Indonesia|N||ID|01/17/2008|Debt|N|01/14/2008|Full Review|455780AY2||6.875% Bonds due 2018|Bond|01/17/2018|Legal|N/A|N|Fixed Rate|||USD|6.8750|||01/17/2008|Semi-Annual|30/360|01/17/2008|Ba3|BB-|N|N|N|||1,000,000,000.00|||||||||
08/21/2008|Republic of Indonesia|N||ID|01/17/2008|Debt|N|01/14/2008|Full Review|455780AZ9||7.75% Bonds due 2038|Bond|01/17/2038|Legal|N/A|N|Fixed Rate|||USD|7.7500|||01/17/2008|Semi-Annual|30/360|01/17/2008|Ba3|BB-|N|N|N|||1,000,000,000.00|||||||||
01/15/2008|Southwestern Energy Company|N||US|01/16/2008|Debt|N|01/15/2008|Initial Review|845467AD1||Southwestern Energy Co 7.5% Senior Notes due 02/01/2018|Note|02/01/2018||Senior|||Mortgage Backed||USD|7.5000||||Semi-Annual||08/01/2008|BB+||N|N|N|||600,000,000.00|||||||||
05/08/2008|Deutsche Bank AG London|N||DE|01/18/2008|Equity|N|01/15/2008|Full Review|25154H871||15% MANDATORY EXCHANGEABLE NOTES LINKED TO THE COMMON STOCK OF AMAZON.COM INC.||||N/A|||Other|Note|USD||||||||||N|N|N|||||Other|Note||338,000||||
05/08/2008|Deutsche Bank AG London|N||DE|01/22/2008|Equity|N|01/15/2008|Full Review|25154H863||12% Mandatory Exchangeable Note linked to common stock of Apollo Group Inc.||||N/A|||Other|Note|USD||||||||||N|N|N|||||Other|Note||364,000||||
01/16/2008|E*TRADE|Y||US|01/18/2008|Debt|N|01/16/2008|Initial Review|269246AV6||12.50% SPRINGING LIEN NOTES|Note|11/30/2017||N/A|||Other|LIEN NOTE|USD|12.5000||||Semi-Annual||05/31/2008|||N|N|N|||150,000,000.00|||||||||
05/08/2008|Stillaguamish Tribe of Indians|N||US|01/18/2008|Debt|N|01/16/2008|Full Review|860695aa3||13.975% Gaming Enterprise Revenue Bonds, Series 2008 due 2016|Bond|||N/A|Y|Fixed Rate|||USD|13.9750|||01/20/2008|Semi-Annual|30/360||||N|N|N|||68,000,000.00|||||||||
06/26/2008|UBS AG|N||CH|01/15/2008|Equity|N|01/16/2008|Full Review|902675495||Low Exercise Call Warrants linked to Reliance Energy Ltd.||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Follow-on|||3,232||||
08/19/2008|Solarfun|N||KY|01/23/2008|Debt|N|01/16/2008|Full Review|83415UAA6||3.5% Convertible Senior Notes due 2018|Note|01/15/2018|Legal|Senior|N|Fixed Rate|||USD|3.5000|||01/29/2008|Semi-Annual|30/360|07/15/2008|NR|NR|N|Y|Y|01/20/2015||150,000,000.00|||||||||
08/25/2008|The Lake of the Torches Economic Development Corporation|N||US|01/18/2008|Debt|N|01/16/2008|Full Review|510274AD5||Taxable Gaming Revenue Bonds, Series 2008|Note|10/01/2012|Legal|N/A|Y|Fixed Rate|Municipal||USD|12.0000|||01/18/2008|Semi-Annual||10/01/2008|NR|NR|N|N|Y|10/01/2010||50,000,000.00|||||||||
05/08/2008|Atlas Energy Oper Co LLC|N|Atlas Energy Finance Corp|US|01/23/2008|Debt|N|01/18/2008|Initial Review|049302AB8||10.750% Senior Notes due 02/01/2018|Note|02/01/2018||Senior|||Trust Receipt||USD|10.7500||||Semi-Annual||08/01/2008|b3|b|N|N|N|||150,000,000.00|||||||||
05/08/2008|Deutsche Bank AG London|N||DE|01/23/2008|Equity|N|01/18/2008|Full Review|25154H855||12% MANDATORY EXCHNAGEABLE NOTE LINKED TO THE ADR OF NOKIA CORP DUE 2008||||N/A|||Other|Note|USD||||||||||N|N|N|||||Other|Note||830,000||||
06/16/2008|JPMorgan Chase & Co.|Y||US|01/25/2008|Equity|N|01/18/2008|Full Review|46625H811||Mandatory Exchangeable Notes linked to the Common Stock of Intel Corporation||||N/A|||Other|Mandatory Exchangeable Notes|USD||||||||||N|N|N|||||Initial Offering||29,000,010.5500|1,500,826||||
08/15/2008|Morgan Stanley|N||US|01/22/2008|Equity|N|01/18/2008|Full Review|61747W612||PERQs mandatorily exchangeable for common stock of Legg Mason, Inc.||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Initial Offering||14,992,840.0000|||||
10/01/2008|Morgan Stanley BV|N||US|01/23/2008|Equity|N|01/18/2008|Full Review|61753P303||Certificates linked to the Performance of Thyssenkrupp AG||||N/A|||Other|Delta Certificates|EUR||||||||||N|N|N|||||Initial Offering|||370,000||||
05/08/2008|LEHMAN BROTHERS HOLDINGS INC|N||US|01/24/2008|Equity|N|01/22/2008|Full Review|52522L590||Yield-Enhanced Equity-Linked Debt Securities on Couer d'Alene Mines||||N/A|||Other|YEELDS|USD||||||||||N|N|N||||4.5540|Initial Offering||26,320,210.5000|5,779,200|5,779,200|||
05/08/2008|LEHMAN BROTHERS HOLDINGS INC|N||US|01/24/2008|Equity|N|01/22/2008|Full Review|52522L608||Yield-Enhanced Equity-Linked Debt Securities on Transocean Inc. ||||N/A|||Other|YEELD|USD||||||||||N|N|N||||126.2300|Initial Offering||29,007,585.1000|229,800|229,800|||
06/26/2008|UBS AG|N||CH|01/15/2008|Equity|N|01/22/2008|Full Review|902675529||Low Exercise Call Warrants linked to Shin Zu Shing Co Ltd ||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Follow-on|||3,000||||
06/26/2008|UBS AG|N||CH|01/15/2008|Equity|N|01/22/2008|Full Review|902675511||Low Exercise Call Warrants linked to Formosa Chemicals & Fibre Co. ||||N/A|||Warrant for Equity||USD||||||||||N|N|N||||||||750,000||||
08/14/2008|Lehman Brothers Equity Finance S.A.|N||LU|01/23/2008|Equity|N|01/22/2008|Full Review|52522M440||Indian Low Exercise Price Warrants on Ordinary Shares of TeleData Marine Solutions Ltd.||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Initial Offering|||10,000,000|10,000,000|||
08/14/2008|Lehman Brothers Equity Finance S.A.|N||LU|01/23/2008|Equity|N|01/22/2008|Full Review|52522M432||Indian Low Exercise Price Warrants on Ordinary Shares of TeleData Technology Solutions Ltd.||||N/A|||Warrant for Equity|LEPOs|USD||||||||||N|N|N|||||Initial Offering|||10,000,000|10,000,000|||
08/14/2008|Lehman Brothers Equity Finance S.A.|N||LU|01/23/2008|Equity|N|01/22/2008|Full Review|52522M457||Indian Low Exercise Price Warrants on Ordinary Shares of TeleData Informatics Ltd.||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Initial Offering|||10,000,000|10,000,000|||
05/08/2008|ITC Holdings Corp.|Y||US|01/24/2008|Debt|N|01/23/2008|Full Review|465685AE5||6.050% Senior Notes due 2018|Note|01/31/2018|Legal|Senior|N|Fixed Rate|||USD|6.0500|||01/31/2008|Semi-Annual|30/360||Baa3|BBB-|N|N|Y|||3,385,000,000.00|||||||||
06/16/2008|Allegro Investment Corporation S.A.|N||LU|01/25/2008|Equity|N|01/23/2008|Full Review|017488545||Equity Linked Notes based on Common Shares of Target Corporation||||N/A|||Other|ELKs|USD||||||||||N|N|N|||||Initial Offering||10,000,032.4000|200,998|200,998|||
06/18/2008|KINROSS GOLD CORPORATION|Y||CA|01/28/2008|Debt|N|01/23/2008|Full Review|496902AB3||Convertible Senior Notes |Debenture|03/15/2028|Legal|Senior|N|Fixed Rate|Other|Convertible Senior Notes|USD|1.7500|||03/15/2008|Semi-Annual|30/360|09/15/2008|NR|NR|N|Y|N|||420,000,000.00|||||||||
06/18/2008|KINROSS GOLD CORPORATION|Y||CA|01/28/2008|Equity|N|01/23/2008|Full Review|496902503||Common Shares of Kinross Gold||||N/A|||Common Stock||USD||||||||||N|Y|N||||||||||||
07/08/2008|Barclays Bank PLC|Y||GB|01/28/2008|Equity|N|01/23/2008|Full Review|06739H396||Share Certificates on Sterlite Industries India Limited||||N/A|||Other|Share Cerficates|USD||||||||||N|N|N||||||||1,000,000|7,000,000|||
10/01/2008|CITIGROUP  FUNDING  INC|Y||US|01/24/2008|Debt|N|01/23/2008|Full Review|17308CLL8||Egypt T-Bill Credit Linked Unsecured Notes|Note|07/17/2008|Legal|Subordinate|N||T-Bill||USD||||||||NR|NR|N|N|N|||1,825,000.00|||||||||
10/01/2008|Natixis Finacial Products Inc.|N||US|01/28/2008|Debt|N|01/24/2008|Full Review|638727AK3||Mandatory Tigger Exchangeable Notes Linked to common shares of Nabors Industry Ltd. Inc.|Note|10/28/2008|Legal|N/A||Fixed Rate|||USD|11.2500||||Quarterly|30/360|04/28/2008|NR|NR|N|N|N|||2,275,811.60|||||||||
10/01/2008|Agua Caliente Band of Cahuilla Indians|N||US|02/08/2008|Debt|N|01/24/2008|Full Review|00855LAC3||Senior Secured Notes|Note|10/01/2015|Legal|Senior|Y|Fixed Rate|||USD|6.3500|||04/01/2008|Semi-Annual|30/360|10/01/2008|||N|N|N|||70,000,000.00|||||||||
01/25/2008|Legg Mason Inc.|Y||US|01/25/2008|Debt|N|01/25/2008|Initial Review|524901AJ4||Convertible Senior Notes due January 15, 2015|Note|||N/A|||||USD||||||||||N|Y|N||||||||||||
01/25/2008|Legg Mason Inc.|Y||US|01/25/2008|Debt|N|01/25/2008|Initial Review|524901AL9||Convertible Senior Notes due January 15, 2015-KKR|Note|||N/A|||||USD||||||||||N|Y|N||||||||||||
01/25/2008|ACES 2008-1 Tranche A|Y||KY|01/31/2008|Debt|N|01/25/2008|Initial Review|61757VAA6||ACES 2008-1||||N/A|||||USD||||||||||N|Y|N||||||||||||
05/02/2008|Deutsche Bank AG London|N||DE|02/12/2008|Debt|N|01/25/2008|Full Review|25152LAG1||0% Autocallable Securities linked to common stock of Bally Technologies|Note|02/02/2009|Legal|Senior|N|Fixed Rate|Other|Autocallable Securities|USD|0.0000|||||||NR|NR|N|N|Y|04/30/2008||25,000,000.00|||||||||
05/02/2008|Deutsche Bank AG London|N||DE|02/12/2008|Debt|N|01/25/2008|Full Review|25152LAH9||0% Leveraged Upside Securities linked to common stock of Bally Technologies Inc. |Note|02/03/2009|Legal|Senior|N|Fixed Rate|Other|Leveraged Upside Securities|USD|0.0000||||||02/03/2009|NR|NR|N|N|N|||10,000,000.00|||||||||
05/08/2008|Lehman Brothers|Y||US|01/25/2008|Debt|N|01/25/2008|Full Review|97315AAX1||Class X-3 Interest Only Piece, Series 2006-K-1|Note|12/26/2008|Legal|Subordinate||Floating Rate|Mortgage Backed||USD||One-Month LIBOR plus 0.20%||02/25/2008|Monthly|360/360||P-1|A-1+|N|N|N|||129,461,000.00|||||||||
10/01/2008|LEHMAN BROTHERS HOLDINGS INC|N||US|01/28/2008|Equity|N|01/25/2008|Full Review|52522L616||Yield-Enhanced Equity-Linked Debt Securities linked to common stock of Marshall & Isley Corp||||N/A|||Other|YEELDS|USD||||||||||N|N|N|||||Initial Offering||12,322,816.0000|||||
10/01/2008|LEHMAN BROTHERS HOLDINGS INC|N||US|01/28/2008|Equity|N|01/25/2008|Full Review|52522L624||Yield-Enhanced Equity-Linked Debt Securities linked to the common stock of Comerica Incorporated||||N/A|||Other|YEELDS|USD||||||||||N|N|N|||||Initial Offering||12,466,656.0000|||||
10/01/2008|LEHMAN BROTHERS HOLDINGS INC|N||US|01/28/2008|Debt|N|01/25/2008|Full Review|5249086C9||Kick-In Reverse Convertible Notes on ADRs of Gerdau SA and Petroleo Brasileiro S.A.|Note|04/28/2008|Legal|Senior||Fixed Rate|||USD|4.8125||||Quarterly||01/29/2008|NR|NR|N|N|N|||7,000,000.00|||||||||
10/01/2008|J.P. Morgan International Derivatives Ltd.|N||GB|01/29/2008|Equity|N|01/25/2008|Full Review|46627U539||Low Exercise Price Options relating to Ordinary Shares of Cathay Financial Holding Co., Ltd.||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Initial Offering|||23,000,000|23,000,000|||
10/01/2008|J.P. Morgan International Derivatives Ltd.|N||GB|01/29/2008|Equity|N|01/25/2008|Full Review|46627U554||Low Exercise Price Options relating to Ordinary Shares of Shririam Transport Finance Co. Ltd. ||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Initial Offering|||4,800,000|4,800,000|||
10/02/2008|Allegro Investment Corporation S.A.|N||US|01/28/2008|Equity|N|01/25/2008|Full Review|017488537||Equity Linked Notes based upon the common stock of American International Group||||N/A|||Other|ELKs|USD||||||||||N|N|N|||||Initial Offering||18,215,050.0000|355,000|355,000|||
10/02/2008|Morgan Stanley|Y||US|01/28/2007|Debt|N|01/25/2008|Full Review|617446K32||Exchangeable Notes based on the value of the S&P 500 Index|Note|01/28/2015|Legal|Senior|N|Fixed Rate|||USD|1.0000|||01/28/2008|Semi-Annual|30/360|07/28/2008|NR|NR|N|N|Y|01/28/2011|100.0000|10,000,000.00|||||||||
10/02/2008|LEHMAN BROTHERS EQUITY FINANCE SA|N||LU|01/28/2008|Equity|N|01/25/2008|Full Review|52522M465||China Low Exercise Price Warrants on Qinghai Salt Lake Potash-A ||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Initial Offering|||4,000,000|4,000,000|||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BE5||Class I-B-4 Mortgage Pass-Through Certificates|Bond|02/25/2038|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|6.0000|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||3,041,000.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BF2||Class I-B-5 Mortgage Pass-Through Certificates|Bond|02/25/2038|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|6.0000|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||1,141,000.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BG0||Class I-B-6 Mortgage Pass-Through Certificates|Bond|02/25/2038|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|6.0000|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||3,042,203.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BH8||Class II-B-4 Mortgage Pass-Through Certificates|Bond|02/25/2038|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|6.2500||||Monthly|30/360|02/25/2008|NR|NR|N|N|N|||1,526,000.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BJ4||Class II-B-5 Mortgage Pass-Through Certificates|Bond|02/25/2038|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|6.2500|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||458,000.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BK1||Class II-B-6 Mortgage Pass-Through Certificates|Bond|02/25/2038|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|6.2500|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||1,373,785.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BL9||Class III-B-4 Mortgage Pass-Through Certificates|Bond|02/25/2023|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|5.5000|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||401,000.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BM7||Class III-B-5 Mortgage Pass-Through Certificates |Bond|02/25/2023|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|5.5000|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||100,000.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BN5||Class III-B-6 Mortgage Pass-Through Certificates |Bond|02/25/2023|Legal|Subordinate|Y|Fixed Rate|Mortgage Backed||USD|5.5000|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||301,997.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BP0||Class IV-B-4 Mortgage Pass-Through Certificates|Bond|01/25/2038|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|5.7500|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||829,000.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BQ8||Class IV-B-5 Mortgage Pass-Through Certificates|Bond|02/25/2038|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|5.7500|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||276,000.00|||||||||
10/02/2008|Wells Fargo Mortgage Backed Securities 2008-1 Trust|N||US|01/30/2008|Debt|N|01/25/2008|Full Review|949819BR6||Class IV-B-6 Mortgage Pass-Through Certificates|Bond|02/25/2038|Legal|Subordinate||Fixed Rate|Mortgage Pass-through Certificates||USD|5.7500|||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||692,204.00|||||||||
10/02/2008|ACES 2008 - 1 Tranche B|N||KY|01/31/2008|Debt|N|01/25/2008|Full Review|61757VAB4||Reserve Account Note|Note|12/20/2017|Legal|N/A||Floating Rate|Other|Reserve Account Note|USD||Rate paid from time to time on  Reserve Act Assets||||360/360||NR|NR|N|N|N|||0.00|||||||||
10/02/2008|Allegro Investment Corporation S.A.|N||US|01/29/2008|Equity|N|01/28/2008|Full Review|017488529||Equity Linked Notes based on common shares of Ameriprise Financial, Inc.||||N/A|||Other|ELKs|USD||||||||||N|N|N|||||Follow-on||15,288,890.0000|310,000||||
10/02/2008|CMO Holdings III LTD.|N||US|01/31/2008|Debt|N|01/28/2008|Full Review|12587PFM7||Class II-A-1 Notes, BSSP Trust, Series 2008-R2|Bond|07/25/2037|Legal|Senior||Floating Rate|||USD|6.2607|LIBOR||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||234,674,000.00|||||||||
10/02/2008|CMO Holdings III LTD.|N||US|01/31/2008|Debt|N|01/28/2008|Full Review|12587PFN5||Class II-A-2 Notes, BSSP Trust, Series 2008-R2|Bond|07/25/2037|Legal|Senior||Floating Rate|||USD||LIBOR||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||58,668,002.00|||||||||
10/02/2008|CMO Holdings III LTD.|N||US|01/31/2008|Debt|N|01/28/2008|Full Review|12587PFL9||Class I-A-2 Notes, BSSP Trust, Series 2008-R2|Bond|07/25/2037|Legal|Senior||Floating Rate|||USD||LIBOR||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||53,835,373.00|||||||||
10/02/2008|CMO Holdings III LTD.|N||US|01/31/2008|Debt|N|01/28/2008|Full Review|12587PFK1||Class I-A-1 Notes, BSSP Trust, Series 2008-R2 |Bond|07/25/2037|Legal|Senior||Floating Rate|||USD||LIBOR||01/25/2008|Monthly|30/360|02/25/2008|NR|NR|N|N|N|||305,066,000.00|||||||||
10/03/2008|HARRAH'S OPERATING COMPANY|Y||US|02/01/2008|Debt|N|01/28/2008|Full Review|413627AY6||Senior Notes |Note|02/01/2016|Legal|Senior|N|Fixed Rate|||USD|10.7500|||02/01/2008|Quarterly||08/01/2008|NR|NR|Y|N|N|||4,932,417,000.00|||||||||
10/03/2008|HARRAH'S OPERATING COMPANY|Y||US|02/01/2008|Debt|N|01/28/2008|Full Review|413627AZ3||Senior Toggle Notes |Note|02/01/2018|Legal|Senior|N|Fixed Rate|||USD|10.7500|||02/01/2008|Semi-Annual||08/01/2008|NR|NR|Y|N|N|||1,402,583,000.00|||||||||
10/03/2008|LEHMAN BROTHERS HOLDINGS INC|N||US|01/30/2008|Equity|N|01/28/2008|Full Review|52522L681||Yield-Enhanced Equity-Linked Debt Securities on Morgan Stanley||||N/A|||Other|YEELDS|USD||||||||||N|N|N|||||Initial Offering||12,527,460.0000|||||
01/30/2008|RACERS 2008-2-C|Y||US|01/31/2008|Debt|N|01/30/2008|Initial Review|76132EAA8||RACERS 2008-2-C Trust||03/21/2011||N/A||Fixed Rate|Other|RACERS|USD|11.0000||||Semi-Annual||03/21/2008|||N|N|N|||3,000,000.00|100.0000||||||||
01/30/2008|RACERS 2008-3-C|Y||US|01/31/2008|Debt|N|01/30/2008|Initial Review|76132DAA0||RACERS 2008-3-C Trust||03/20/2011||N/A||Fixed Rate|Other|RACERS|USD|11.0000||||Semi-Annual||03/21/2008|||N|N|N|||3,000,000.00|100.0000||||||||
10/03/2008|FORBES ENERGY SVCES/FORBES ENERGY CAPITAL|N||US|02/12/2008|Debt|N|01/30/2008|Full Review|345140AA5||Senior Secured Notes|Note|02/15/2015|Legal|Senior|Y|Fixed Rate|||USD|11.0000|||02/15/2008|Semi-Annual|30/360|08/15/2008|NR|NR|Y|N|N|||205,000,000.00|||||||||
10/03/2008|Morgan Stanley|N||US|02/01/2008|Equity|N|01/30/2008|Full Review|61747W620||PERQs Mandatorily Exchangeable for the Common Stock of Patterson-Uti Energy, Inc.||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Initial Offering||20,041,504.0000|||||
10/03/2008|Morgan Stanley|N||US|02/01/2008|Equity|N|01/30/2008|Full Review|61747W638||PERQS Mandatorily Exchangeable for the Common Stock of Sunoco, Inc.||||N/A|||Warrant for Equity||USD||||||||||N|N|N|||||Initial Offering||12,381,450.3000|||||
10/03/2008|Allegro Investment Corporation S.A.|N||LU|02/01/2008|Equity|N|01/30/2008|Full Review|017488511||Equity Linked Notes based upon the common stock of Federal National Mortgage Association||||N/A|||Other|ELKs|USD||||||||||N|N|N|||||Initial Offering||500,007.3200|151,012|151,012|||
01/31/2008|Morgan Stanley|N||US|02/04/2008|Equity|N|01/31/2008|Initial Review|61747W646||MS 144A AA linked PERQS||||N/A|||Other|Notes|USD||||||||||N|N|N|||||Initial Offering||12,265,965.6000|392,800||||
08/26/2008|U.S. Bank Trust National Association|Y||US|01/31/2008|Debt|N|01/31/2008|Full Review|74703WUE2||Residual Interest Tax-Exempt Securities Receipts, Series PA-1526 relating to New York City Municipal Water Finance Authority Water and Sewer System Revenue Bonds, Fiscal 2005 Series D|Bond|12/19/2013|Legal|N/A||Fixed Rate|Residual Interest Tax-Exempt Securities Receipts (RITES)||USD|5.0000|||01/31/2008|Semi-Annual|30/360|06/15/2008|Aa2|AA+|N|N|N|||1,150,000.00|||||||||
11/14/2008 092641