|
PARTICIPANT |
SUBMISSION
DATE OF MOST RECENT LETTER |
2005
NOVATION PROTOCOL ADHERENT? |
|
| 1903 Offshore Debt SPV Limited | April 18, 2006 | No | |
| 40/86 Advisors, Inc. Investment/Asset Manager, acting on behalf of the insurance companies listed in the relevant Master Agreement between it and another adhering party | February 3, 2006 | No | |
| ADI - Alternative Investments acting for and on behalf of the FCPs it manages | February 3, 2006 | No | |
| Admiral Capital Management, LLC | January 22, 2008 | No | |
| Alerion Equities, LLC | May 30, 2007 | No | |
| Alexandra Investment Management, LLC | April 11, 2006 | No | |
| Allgemeine Sparkasse Oberosterreich Bank AG | June 8, 2006 | No | |
| American Century Investment Management, Inc. and American Century Global Investment Management, Inc., acting on behalf of the funds and accounts listed in Schedule I to the letter | February 21, 2007 | No | |
| American Honda Finance Corporation | July 28, 2006 | No | |
| Amici Fund International, LTD. | January 22, 2008 | No | |
| Amici Global Partners, L.P. | January 22, 2008 | No | |
| Amici Qualified Associates, L.P. | January 22, 2008 | No | |
| Amida Partners Master Fund, Ltd | October 5, 2007 | No | |
| Anglo Irish Bank Corporation Plc | April 27, 2007 | No | |
| AQR Absolute Return Master Account | February 28, 2006 | No | |
| Arb One Fixed Income Master Fund Ltd. | October 13, 2006 | No | |
| Asteri Master Funds Investments Ltd | January 15, 2008 | No | |
| Asuka Fixed Income Ltd. | February 28, 2006 | No | |
| Asuka Opportunities Master Trust | February 28, 2006 | No | |
| Audubon Partners LP | February 1, 2008 | No | |
| Avalon Captial Ltd. 3 | July 10, 2006 | No | |
| Axis Pan Inc. | February 3, 2006 | Yes | |
| Baker Nye, L.P. | March 18, 2008 | No | |
| Baker NYE, LP | March 26, 2007 | No | |
| BALESTRA CAPITAL PARTNERS, L.P. By: Balestra Capital, Ltd., | September 5, 2007 | No | |
| BALESTRA SPECTRUM PARTNERS L.L.C. By: Balestra Capital, Ltd., as Investment Adviser | October 26, 2007 | No | |
| BALESTRA SPECTRUM PARTNERS, L.P. By: Balestra Capital, Ltd., | September 5, 2007 | No | |
| Banco Santander Central Hispano, SA | February 15, 2007 | Yes | |
| Banco Santander de Negócios Portugal, SA | April 14, 2008 | No | |
| Banco Santander Totta, SA | April 14, 2008 | No | |
| Bank of America, N.A. | February 2, 2006 | Yes | |
| Bank of New Zealand | January 30, 2007 | No | |
| Bankers Life and Casualty Company | February 3, 2006 | No | |
| Bankinter S.A. | February 22, 2008 | No | |
| Barclays Bank PLC | February 1, 2006 | Yes | |
| Barclays Capital, the investment banking division of Barclays Bank PLC | February 2, 2006 | No | |
| Barnet Partners Ltd. | May 16, 2007 | Yes | |
| Basswood Capital Management, L.L.C | May 10, 2006 | No | |
| Basswood Financial Partners, L.P. | May 10, 2006 | No | |
| Basswood International Fund, Inc. | May 10, 2006 | No | |
| Basswood Opportunity Fund, Inc. | May 10, 2006 | No | |
| Basswood Opportunity Partners, L.P. | May 10, 2006 | No | |
| Bayerische Landesbank | March 22, 2006 | Yes | |
| Bear Stearns Bank PLC | February 15, 2006 | Yes | |
| Bear Stearns Capital Markets Inc. | February 15, 2006 | Yes | |
| Bear Stearns Credit Products Inc. | February 15, 2006 | Yes | |
| Bear, Stearns International Limited | February 15, 2006 | Yes | |
| Bennett Offshore Restructuring Fund, Inc | September 19, 2007 | No | |
| Bennett Restructuring Fund, L.P. | September 19, 2007 | No | |
| Berggruen Holdings Ltd. | May 1, 2008 | No | |
| Blackrock Advisors, LLC, acting on behalf of the funds and accounts listed in Schedule 1 to this letter | January 14, 2008 | No | |
| BlackRock Multi-Strategy Fixed Income Alpha Master Series Trust | July 23, 2007 | No | |
| Blackstone Kailix LV Fund, L.P. | December 27, 2007 | No | |
| Blackstone Kailix Fund, L.P. | November 16, 2007 | No | |
| Blackstone Kailix Holdings, L.P. | November 16, 2007 | No | |
| Blue Mountain Equity Alernatives Master Fund, LP | April 3, 2006 | No | |
| Blue Mountain Timberline Ltd. | April 3, 2006 | No | |
| BlueBay Asset Management plc, acting as agent on behalf of the funds, accounts or other entities listed in the relevant Master Agreement (as amended from time to time) between it and another Adhering Party | April 21, 2008 | No | |
| BlueCrest Capital International Limited | February 14, 2008 | No | |
| BlueCrest Capital L.P. | February 14, 2008 | No | |
| BlueCrest Emerging Markets Master Fund Limited | February 14, 2008 | No | |
| BlueCrest Mercantile Master Fund Limited | February 14, 2008 | No | |
| BlueCrest Multi Strategy Credit Master Fund Limited | February 14, 2008 | No | |
| BlueCrest Special Situations Master Fund Limited | February 14, 2008 | No | |
| BlueCrest Strategic Limited | February 14, 2008 | No | |
| BlueCrest Venture Finance Master Fund Limited | February 14, 2008 | No | |
| BlueHaven Master Fund Limited | February 14, 2008 | No | |
| BlueMatrix Master Fund Limited | February 14, 2008 | No | |
| BlueTrend 2X Leveraged Master Fund Limited | February 14, 2008 | No | |
| BlueTrend Leveraged Master Fund Limited | February 14, 2008 | No | |
| BlueTrend MAG Limited | February 14, 2008 | No | |
| BlueTrend Master Fund Limited | February 14, 2008 | No | |
| BNP Paribas | February 3, 2006 | Yes | |
| Brownstone Asset Management, LP | November 29, 2007 | No | |
| Canada Life Limited | November 27, 2006 | No | |
| Canadian Imperial Bank of Commerce | February 9, 2006 | Yes | |
| CCR Gestion SA, acting as Asset Manager for and on behalf of the SICA V Centrale Convertibles Euro | June 20, 2006 | No | |
| CCR Gestion SA, acting as Asset Manager for and on behalf of the SICA V Centrale Court Terme | June 20, 2006 | No | |
| CCR Gestion SA, Asset Manager, acting on behalf of any of the funds (FCP) listed in the relevant Master Agreement as amended from time to time between it and another Adhering Party | June 20, 2006 | No | |
| Centennier Ltd | March 22, 2006 | No | |
| Champlain Clo, Ltd. | July 10, 2006 | No | |
| Cheyne CDO I Fund LP | January 24, 2007 | No | |
| Citibank N.A. | February 1, 2006 | Yes | |
| Citibank Securities (Taiwan) Limited | February 15, 2006 | Yes | |
| Citicorp Investment Bank (Singapore) Limited | February 13, 2006 | Yes | |
| Citigroup Financial Product Inc. | February 1, 2006 | Yes | |
| Citigroup Global Markets Inc. | February 1, 2006 | Yes | |
| Citigroup Global Markets Limited | February 6, 2006 | Yes | |
| Claren Road Credit Master Fund, Ltd. | February 1, 2006 | No | |
| Clydesale Bank Plc | March 9, 2007 | Yes | |
| Clydesdale Bank Plc | January 9, 2007 | Yes | |
| CNH CA Master Account L.P. | February 28, 2006 | No | |
| Cognis 1 Master Fund LP | February 14, 2006 | No | |
| Colonial Penn Life Insurance Company | February 3, 2006 | No | |
| COLUMBUS HILL OVERSEAS, LTD. By Columbus Hill Capital Management L.P., its investment manager | March 1, 2007 | No | |
| COLUMBUS HILL PARTNERS, L.P. By Columbus Hill Capital Partners, L.L.C., | March 1, 2007 | No | |
| Commercebank, N.A. | July 19, 2006 | No | |
| Commerzbank Aktiengesellschaft | March 22, 2006 | Yes | London |
| Commonwealth Bank of Australia | February 6, 2006 | Yes | |
| Compass HTV LLC By: Mio Partners, Inc., as its Manager | March 14, 2006 | No | |
| Compass Offshore HTV PPC Limited By: MIO Partners, Inc., as its Investment Adviser | March 14, 2006 | No | |
| Conseco Health Insurance Company | February 3, 2006 | No | |
| Conseco Insurance Company | February 3, 2006 | No | |
| Contrarian Value, L.P. | February 22, 2008 | No | |
| Corbin Strategy Fund - Macro Master Ltd | February 1, 2008 | No | |
| Covalent Capital Partners Master Fund, L.P. | January 23, 2008 | No | |
| CQS ABS Master Fund Limited | May 9, 2007 | No | |
| CQS ASIA MASTER FUND LIMITED. | May 9, 2007 | No | |
| CQS Credit Volatility and Correlation Master Fund Limited | April 10, 2008 | No | |
| CQS Directional Credit Master Fund Limited | July 26, 2007 | No | |
| Credit Opportunities Master Fund Ltd | October 13, 2006 | No | |
| Credit Suisse Capital LLC | February 1, 2006 | Yes | |
| Credit Suisse First Boston Securities (Japan) Limited, Tokyo Branch | February 22, 2006 | Yes | |
| Credit Suisse International | February 1, 2006 | Yes | |
| Credit Suisse Securities (Europe) Limited | February 1, 2006 | Yes | |
| Credit Suisse, Cayman Islands Branch | February 1, 2006 | Yes | |
| Credit Suisse, London Branch | February 1, 2006 | Yes | |
| Credit Suisse, New York Branch | February 1, 2006 | Yes | |
| Credit Suisse, Zurich Head Office | June 2, 2006 | No | |
| Danske Bank A/S | June 13, 2006 | Yes | |
| David A. Levine and Ruth M. Levine JTWROS | January 22, 2008 | No | |
| Declaration Management & Research LLC, as agent for each client that has entered into a Master Agreement and appointed Declaration Management & Research LLC its agent thereunder | December 14, 2006 | No | |
| Del Mar Asset Management, LP | April 19, 2006 | No | |
| Depfa ACS Bank | February 1, 2006 | Yes | |
| Depfa Bank plc | February 1, 2006 | Yes | |
| Depfa Investment Bank Ltd. | February 1, 2006 | Yes | |
| Deutsche Bank AG | August 22, 2006 | Yes | |
| Deutsche Bank AG London | February 16, 2006 | Yes | |
| Diversification Notes Plc | March 17, 2008 | No | |
| DRAGON COEUR II-D, LP By: Balestra Capital, Ltd., | September 5, 2007 | No | |
| Dynamic Opportunity Fund, Ltd | February 1, 2008 | No | |
| EagleRock Capital Management LLC | August 24, 2007 | No | |
| EagleRock Institutional Partners LP | August 24, 2007 | No | |
| EagleRock Master Fund LP | August 24, 2007 | No | |
| Epic Asset Managament, LLC | April 1, 2008 | No | |
| Evergreen Investments-Global High Yield | March 19, 2008 | No | |
| Federal Home Loan Bank of Chicago, as Adhering Party | July 18, 2007 | No | |
| FIDELITY ADVISOR SERIES I: FIDELITY REAL ESTATE HIGH INCOME FUND | August 13, 2007 | No | |
| FIDELITY ADVISOR SERIES IV: FIDELITY REAL ESTATE HIGH INCOME FUND | October 10, 2006 | No | |
| Fidelity Bank | May 11, 2006 | No | |
| Fidelity California Municipal Trust: Fidelity California Short-Intermediate Tax-Free Bond Fund | October 27, 2006 | No | |
| Fidelity Canadian Long Bond Trust | July 20, 2006 | No | |
| FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY 1-3 YEAR DURATION SECURITIZED BOND CENTRAL FUND | August 13, 2007 | No | |
| FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY 2-5 YEAR DURATION SECURITIZED BOND CENTRAL FUND | August 13, 2007 | No | |
| FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY CORPORATE BOND 1-10 YEAR CENTRAL FUND | August 13, 2007 | No | |
| FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY CORPORATE BOND 1-5 YEAR CENTRAL FUND | August 13, 2007 | No | |
| FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY MORTGAGE BACKED SECURITIES CENTRAL FUND | August 13, 2007 | No | |
| FIDELITY CENTRAL INVESTMENT PORTFOLIOS II LLC: FIDELITY TACTICAL INCOME CENTRAL FUND | August 13, 2007 | No | |
| FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC: FIDELITY 1-3 YEAR DURATION SECURITIZED BOND CENTRAL FUND | October 10, 2006 | No | |
| Fidelity Central Investment Portfolios LLC: Fidelity 2-5 Year Duration Securitized Bond Central Fund | October 27, 2006 | No | |
| Fidelity Central Investment Portfolios LLC: Fidelity Corporate Bond 1-10 Year Central Fund | October 27, 2006 | No | |
| Fidelity Central Investment Portfolios LLC: Fidelity Corporate Bond 1-5 Year Central Fund. | October 27, 2006 | No | |
| FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC: FIDELITY FLOATING RATE CENTRAL INVESTMENT PORTFOLIO | October 10, 2006 | No | |
| Fidelity Central Investment Portfolios LLC: Fidelity Mortgage Backed Securities Central Fund | October 27, 2006 | No | |
| FIDELITY CENTRAL INVESTMENT PORTFOLIOS LLC: FIDELITY SPECIALIZED HIGH INCOME CENTRAL INVESTMENT PORTFOLIO | October 10, 2006 | No | |
| Fidelity Charles Street Trust: Fidelity Asset Manager 30% | November 15, 2007 | No | |
| Fidelity Charles Street Trust: Fidelity Asset Manager 40% | November 15, 2007 | No | |
| Fidelity Charles Street Trust: Fidelity Asset Manager 60% | November 15, 2007 | No | |
| FIDELITY CHARLES STREET TRUST: FIDELITY ASSET MANAGER 20% | August 13, 2007 | No | |
| FIDELITY CHARLES STREET TRUST: FIDELITY ASSET MANAGER 50% | August 13, 2007 | No | |
| FIDELITY CHARLES STREET TRUST: FIDELITY ASSET MANAGER 70% | August 13, 2007 | Yes | |
| FIDELITY CHARLES STREET TRUST: FIDELITY ASSET MANAGER 85% | August 13, 2007 | Yes | |
| FIDELITY COMMONWEALTH TRUST: FIDELITY STRATEGIC REAL RETURN FUND | October 10, 2006 | No | |
| FIDELITY FINANCIAL TRUST: FIDELITY CONVERTIBLE SECURITIES FUND | October 10, 2006 | No | |
| FIDELITY FINANCIAL TRUST: FIDELITY STRATEGIC DIVIDEND & INCOME FUND | October 10, 2006 | No | |
| FIDELITY FIXED-INCOME TRUST: FIDELITY FOCUSED-HIGH INCOME FUND | October 10, 2006 | No | |
| FIDELITY FIXED-INCOME TRUST: FIDELITY INTERMEDIATE BOND FUND | August 13, 2007 | No | |
| FIDELITY FIXED-INCOME TRUST: FIDELITY STRATEGIC DIVIDEND & INCOME FUND | August 13, 2007 | No | |
| FIDELITY FIXED-INCOME TRUST: FIDELITY STRATEGIC REAL RETURN FUND | August 13, 2007 | No | |
| FIDELITY FIXED-INCOME TRUST: FIDELITY TAX-FREE BOND FUND | August 13, 2007 | Yes | |
| FIDELITY FIXED-INCOME TRUST: FIDELITY U.S. BOND INDEX FUND | August 13, 2007 | No | |
| FIDELITY GARRISON STREET TRUST: VIP INVESTMENT GRADE CENTRAL FUND | August 13, 2007 | No | |
| Fidelity Garrison Street Trust: VIP Investment Grade Central Investment Portfolio | June 19, 2006 | No | |
| FIDELITY SECURITIES FUND: FIDELITY REAL ESTATE INCOME FUND | October 10, 2006 | No | |
| Fidelity Short Intermediate Commingled Pool, A portfolio of the Fidelity Group Trust for Employee Benefit Plans | December 4, 2007 | No | |
| FIDELITY SUMMER STREET TRUST: FIDELITY NEW MARKETS INCOME FUND | August 13, 2007 | No | |
| Fidelity Ultra Short Duration Commingled Pool, A Portfolio of the Fidelity Group Trust for Employee Benefit Plans | May 12, 2006 | No | |
| Fledging Associates, LLC | May 30, 2007 | No | |
| Focus 700 Ltd. By: Pequot Capital Management, Inc., as Trading Advisor | March 12, 2007 | No | |
| Footbridge Limited Trust | July 23, 2007 | No | |
| Fort Tryon Equities Fund, L.P. | February 1, 2008 | No | |
| Foxhill Opportunity Master Fund LP | March 17, 2008 | No | |
| Francis Trainer | January 19, 2008 | No | |
| Freestone Investment, LLC, acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party. | June 6, 2007 | No | |
| Freestone Opportunity Partners, LP | June 6, 2007 | No | |
| Galore Investments, Ltd. | September 28, 2006 | No | |
| GB Merchant Partners, LLC | February 28, 2006 | No | |
| Goldman Sachs (Asia) Finance | April 10, 2006 | Yes | |
| Goldman Sachs (Japan) Ltd | February 3, 2006 | Yes | |
| Goldman Sachs Capital Markets, L.P> | February 2, 2006 | Yes | |
| Goldman Sachs International | February 3, 2006 | Yes | |
| Goldman Sachs Mitsui Marine Derivatives Products, L.P. | February 2, 2006 | Yes | |
| Graham Relative Value Fixed Income LLC | December 7, 2006 | No | |
| Gramercy Emerging Markets Fund | May 10, 2006 | No | |
| GSCP (NJ), LP | September 18, 2006 | No | |
| Halbis Capital Management (France) | February 26, 2007 | No | |
| Harrier Credit Strategies Master Fund, LP By: Primus Asset Management, Inc. | April 19, 2007 | No | |
| Hartz Capital Investments, LLC | February 1, 2008 | No | |
| Haven Asia Partners, L.P. | February 1, 2008 | No | |
| Haven Europe Partners, L.P. | February 1, 2008 | No | |
| Haven Global Partners, L.P. | February 1, 2008 | No | |
| Hayman Capital Master Fund, LP | November 21, 2006 | No | |
| HB Quantitative Equity Strategies Limited | February 22, 2008 | No | |
| HBSB Master Ltd., only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of HBSB Master Ltd. | January 10, 2007 | No | |
| Highbridge Asia Opportunities Master Fund, L.P. | February 22, 2008 | No | |
| Highbridge Convertible Arbitrage Master Fund, L.P. | February 22, 2008 | No | |
| Highbridge Fixed Income Opportunity Institutional Fund, Ltd. | February 22, 2008 | No | |
| Highbridge Fixed Income Opportunity Master Fund, L.P. | February 22, 2008 | No | |
| Highbridge Global Natural Resources, L.P. | February 22, 2008 | No | |
| Highbridge International LLC | March 4, 2008 | Yes | |
| Highbridge Long/Short Equity Fund, L.P. | February 22, 2008 | No | |
| Highbridge Long/Short Equity Fund, Ltd. | February 22, 2008 | No | |
| Highbridge Long/Short Institutional Fund, Ltd. | February 22, 2008 | No | |
| Highbridge Statistical Market Neutral Fund | February 22, 2008 | No | |
| Highbridge Statistical Opportunities Master Fund | February 22, 2008 | No | |
| Highbridge Statistically Enhanced Equity Master Fund - U.S., L.P. | February 22, 2008 | No | |
| Highbridge Statistically Enhanced Equity Master Fund, Europe, L.P. | February 22, 2008 | No | |
| Highbridge Statistically Enhanced Equity Master Fund, Japan, L.P. | February 22, 2008 | No | |
| Highview Global Macro Master, L.P. | February 22, 2008 | No | |
| HSBC Bank Malaysia Berhad | February 22, 2006 | Yes | |
| HSBC Bank Plc | February 1, 2006 | Yes | |
| HSBC Bank USA | February 1, 2006 | Yes | |
| HSBC Distressed Opportunities Fund | December 6, 2007 | No | |
| HSBC France | February 6, 2006 | Yes | |
| HSBC Private Bank (Guernsey) Limited | March 20, 2006 | Yes | |
| HSBC Trinkaus & Burkhardt | February 14, 2006 | Yes | |
| III Offshore Advisors | February 16, 2006 | Yes | |
| Insight Investment Management (Global) Limited | April 18, 2006 | No | |
| Interlachen Capital Group LP solely in its capacity as Investment Manager of the Investcorp Interlachen Multi-Strategy Master Fund Limited | August 3, 2007 | No | |
| INTL Consilium Emerging Markets Absolute Return Master Fund, Ltd | May 31, 2006 | Yes | |
| INVESCO AIM ADVISORS, INC., acting as investment manager, sub-adviser, or agent on behalf of the funds and accounts listed on the relevant Master Agreements between it and another Adhering Party | June 10, 2008 | No | |
| Invesco Asset Management Limited Acting as agent on behalf of the funds and accounts as listed in the relevant Master Agreement, or in the Annex to the relevant Master Agreement (as amended from time to time), between it and another Adhering Party | May 26, 2006 | No | |
| Invesco Australia Limited | December 19, 2006 | No | |
| Invesco CBO 2000-1 Ltd. | July 10, 2006 | No | |
| Invesco European CDO I S.A. | July 10, 2006 | No | |
| Invesco Institutional (N.A.), Inc. | July 5, 2006 | No | |
| Invesco Navigator Fund, Ltd. | July 10, 2006 | No | |
| Investec Bank (UK) Limited | October 18, 2006 | No | |
| Jet I, L.P. | May 10, 2006 | No | |
| JP Morgan Chase Bank N.A. | February 6, 2006 | Yes | |
| JP Morgan Funds - Highbridge Europe Steep Fund | February 22, 2008 | No | |
| JPMorgan Chase & Co. | April 11, 2007 | No | |
| JPMorgan Funds - Highbridge Europe STEEP Fund | February 22, 2008 | No | |
| JPMorgan Investment Funds - Highbridge Income Opportunity Fund | February 22, 2008 | No | |
| JPMorgan Investment Funds - Highbridge Statistical Market Neutral Fund | February 22, 2008 | No | |
| Jupiter Callisto Hedge Fund Limited | March 8, 2006 | No | |
| Kallista Arbitrage Strategies Master Fund Limited | February 3, 2006 | Yes | |
| Kallista Credit Arbitrage Master Fund Limited | February 3, 2006 | Yes | |
| Kallista Master Fund Limited | February 3, 2006 | Yes | |
| KBC Bank NV | November 27, 2006 | Yes | |
| Kingsbridge partners, L.P. | February 1, 2008 | No | |
| Koch Financial Corporation | February 13, 2006 | Yes | |
| Koch Resources, LLC | February 7, 2006 | No | |
| Koch Supply & Trading, LP | February 13, 2006 | Yes | |
| Kommunalkredit Austria AG | January 9, 2007 | No | |
| Korenvaes Capital Partners LP | May 7, 2008 | No | |
| LBBW Bank Ireland plc | July 12, 2006 | Yes | |
| Lehman Brothers Commercial Bank | February 1, 2006 | Yes | |
| Lehman Brothers Derivatives Products Inc. | February 1, 2006 | Yes | |
| Lehman Brothers International (Europe) | February 1, 2006 | Yes | |
| Lehman Brothers Japan Inc. | February 1, 2006 | Yes | |
| Lehman Brothers Special Financing Inc. | February 1, 2006 | Yes | |
| Level Global Overseas Master Fund, Ltd | April 9, 2008 | No | |
| Level Radar Master Fund, Ltd | April 9, 2008 | No | |
| LM Isis Opportunities Master Fund, Ltd | August 21, 2007 | No | |
| Loomis, Sayles & Company, L.P., as Investment/Asset Manager acting on behalf of the funds and accounts listed on Schedule I to this letter | January 31, 2008 | No | |
| Lotsoff Capital Management Investment Trust- Active Income Fund | October 13, 2006 | No | |
| Luminus Energy Partners Master Fund, Ltd. | May 27, 2008 | No | |
| Luzerner Kantonalbank | February 21, 2006 | No | |
| Magyar Nemzeti Bank | April 18, 2006 | No | |
| Mecsa S.A. | March 2, 2006 | No | |
| Melcher Family Limited Partnership By: Balestra Capital, Ltd., | September 5, 2007 | No | |
| Merrill Lynch Capital Services, Inc. | February 13, 2006 | Yes | |
| Merrill Lynch Captial Markets Bank Limited | April 10, 2006 | Yes | |
| Merrill Lynch International | February 1, 2006 | Yes | |
| Minnesota Life Insurance Company | July 14, 2006 | No | |
| Mizuho International plc | February 1, 2006 | Yes | |
| MKP VELA CBO, Ltd | November 15, 2006 | No | |
| MKP CS, ltd | November 21, 2006 | No | |
| Monetary Authority of Singapore | March 23, 2007 | No | |
| Morgan Stanley & Co. International Limited | February 7, 2006 | Yes | |
| Morgan Stanley Bank AG | February 7, 2006 | Yes | |
| Morgan Stanley Bank International Limited | February 7, 2006 | Yes | |
| Morgan Stanley Capital Services Inc. | February 6, 2006 | Yes | |
| Morgan Stanley Derivative Products Inc. | February 7, 2006 | Yes | |
| Natcan Absolute Return Credit Fund | February 3, 2006 | No | |
| Natcan Asymmetric Bond Fund | February 3, 2006 | No | |
| National Australia Bank Limited | December 7, 2006 | Yes | |
| National Bank of Canada | February 14, 2006 | Yes | |
| National Bank of Kansas City | February 13, 2006 | No | |
| Newgate Alternative Investment Funds | April 12, 2006 | No | |
| Nomura Global Financial Products Inc. | February 22, 2006 | Yes | |
| Nomura International Plc | February 15, 2006 | Yes | |
| Nomura Securities International, Inc. | February 16, 2006 | Yes | |
| OFI INSTITUTIONAL ASSET MANAGEMENT, INC., on behalf of each of the investment companies and other entities specified in the relevant Master Agreement, as amended from time to time, with an Adhering Party | May 2, 2007 | No | |
| OHP Opportunity Limited Trust | July 23, 2007 | No | |
| Old Lane Cayman Master Fund, LP | August 15, 2007 | No | |
| Old Lane Financial Products, LP | August 15, 2007 | No | |
| Old Lane GMA Master Fund, LP | August 15, 2007 | No | |
| Old Lane HMA Master Fund, LP | August 15, 2007 | No | |
| Old Lane US Master Fund, LP | August 15, 2007 | No | |
| OPPENHEIMERFUNDS, INC., on behalf of each of the investment companies and other entities specified in the relevant Master Agreement, as amended from time to time, with an Adhering Party | May 2, 2007 | No | |
| Pelagic Holdings LP | March 6, 2008 | No | |
| Pelagic Institutional LP | March 6, 2008 | No | |
| Pelagic Master Fund, LTD | March 6, 2008 | No | |
| Peloton ABS Master Fund | November 30, 2006 | No | |
| Pennant Capital Management, LLC | July 12, 2007 | No | |
| Pennant Special Purpose Vehicle I, L.P. | July 12, 2007 | No | |
| Penso Select Opportunities Master Fund, Ltd | March 14, 2008 | No | |
| Pequot Capital Management, Inc., As Investment Manager, acting on behalf of the funds and accounts listed in Schedule I to this letter | April 14, 2008 | No | |
| Pequot Cosmos Master Fund, Ltd. By: Pequot Capital Management, Inc., as Investment Manager | March 12, 2007 | No | |
| Pequot DM Fund, LP | September 11, 2006 | No | |
| Pequot Dynamic Strategies Master Fund, Ltd. By: Pequot Capital Management, Inc., as Investment Manager | March 12, 2007 | No | |
| Pequot Event Driven Master Fund, Ltd. | May 25, 2006 | No | |
| Pequot Global Extension Master Fund, Ltd. By: Pequot Capital Management, Inc., as Investment Manager | March 12, 2007 | No | |
| Pequot GS Fund, L.P. | March 6, 2006 | No | |
| Pequot Healthcare Emerging Markets Master Fund, Ltd. | March 6, 2006 | No | |
| Pequot MO Fund, LP | September 11, 2006 | No | |
| Pequot NG Fund, L.P. | March 6, 2006 | No | |
| Pequot RS Fund, L.P. By: Pequot Capital Management, Inc., as Investment Manager | March 12, 2007 | No | |
| Pequot SF Fund, L.P. | July 5, 2006 | No | |
| Pequot Strategic Equity Master Fund, Ltd. By: Pequot Capital Management, Inc., as Investment Manager | March 12, 2007 | No | |
| Pequot TMT Master Fund, Ltd. | July 5, 2006 | No | |
| Persistency Capital | February 1, 2008 | No | |
| Pinehurst Partners, L.P. | February 1, 2008 | No | |
| Pinewood Credit Markets Master Fund, Ltd | March 22, 2006 | Yes | |
| Porter Orlin LLC | January 22, 2008 | No | |
| Post Advisory Group, LLC | October 31, 2006 | No | |
| Pyramis Broad Market Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans | September 25, 2006 | No | |
| PYRAMIS CANADIAN BOND TRUST By: Fidelity Investments Canada Limited, as Manager | August 24, 2007 | No | |
| PYRAMIS CANADIAN LONG BOND TRUST By: Fidelity Investments Canada Limited, as Manager | August 24, 2007 | No | |
| Pyramis Core Plus Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans | September 25, 2006 | No | |
| Pyramis Inflation Protected Securities Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans | September 25, 2006 | No | |
| Pyramis Intermediate Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans | September 25, 2006 | No | |
| Pyramis Long Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans. | September 25, 2006 | No | |
| Pyramis Mortgage-Backed Securities Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans | September 25, 2006 | No | |
| Pyramis Short Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans. | September 25, 2006 | No | |
| Pyramis Ultra Short Duration Commingled Pool, a Portfolio of the Pyramis Group Trust for Employee Benefit Plans | December 8, 2006 | No | |
| Queensland Investment Corporation | May 3, 2006 | Yes | |
| Radar S.A. | March 2, 2006 | No | |
| Raeburn Adviser, LLC | April 3, 2006 | No | |
| Ramius Capital Group. LLC | February 7, 2008 | Yes | |
| Raven Credit Opportunities Master Fund | February 13, 2008 | No | |
| Residential Funding Corporation | February 6, 2006 | No | |
| Robeco USA, LLC | June 22, 2006 | No | |
| S.A.C. Arbitrage Fund, LLC | February 9, 2006 | Yes | |
| S.A.C. Capital Associates, LLC | February 9, 2006 | Yes | |
| S.A.C. Genesis Fund, LLC | February 9, 2006 | Yes | |
| Sagamore CLO, Ltd. | July 10, 2006 | No | |
| Salomon Swapco Inc. | February 1, 2006 | Yes | |
| SCHELCHER PRINCE GESTION S.A. Asset Manager, acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party. | January 26, 2007 | No | |
| Schroder Investment Management (Signapore) Ltd,. acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party. | May 25, 2006 | No | |
| Schroder Investment Management Ltd., acting on behalf of the funds and accounts listed in the relevant Master Agreements between it and another Adhering Party | May 25, 2006 | Yes | |
| Schroder Investment Management North America Inc., acting on behalf of the funds and accounts listed in the relevant Master Agreements between it and another Adhering Party. | May 25, 2006 | Yes | |
| SEI Global Master Fund plc-The SEI Global Developed Markets Equity Fund, only in regard to the ISDA Master Agreeemetns entered into by Smith Breeden Associates, Inc. on behalf of SEI Global Master Fund plc - The SEI Global Developed Markets Equity Fund | May 3, 2006 | No | |
| SEI Institutiional Investments Trust, on behalf of its International Equity Fund, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of SEI Institutional Invesments Trust, on behalf of its International Equity Fund | May 3, 2006 | Yes | |
| SEI Institutional International Trust, on behalf of its International Equity Fund, only in regard to the ISDA Master Agreements entered into by Smith Breeden Assocaites, Inc. on behalf of SEI Institutional International Trust, on behalf of its International Equity Fund | May 3, 2006 | Yes | |
| SEI Institutional Investments Trust, on behalf of its Large Cap Diversified Alph, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf fo SEI Institutional Investments Trust, on behalf of its Large Cap Diversified Alpha | May 3, 2006 | Yes | |
| SEI Institutional Investments Trust, on behalf of its World Equity Ex-US Fund, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of SEI Institutional Investments Trust, on behalf of its World Equity Ex-US Fund | May 3, 2006 | Yes | |
| SEI Smith Breeden Enhanced Income Pool, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of SEI Smith Breeden Enhanced Income Pool | January 10, 2007 | No | |
| Seix Advisors, a fixed income division of Truco Capital Management, Inc. | April 16, 2007 | No | |
| Shannon Strategic Investment Funds | December 18, 2006 | No | |
| Shell Pensions Trust Limited, acting solely in its capacity as trustee of Shell Contributory Pension Fund, duly represented by Shell Asset Management Company B.V., by virtue of a power of attorney dated 28 October 2005 | October 4, 2007 | No | |
| Shumway Capital Partners, LLC | June 27, 2006 | No | |
| Sigma Fixed Income Fund, Ltd. | February 9, 2006 | Yes | |
| Sinopia Asset Management | March 27, 2006 | Yes | |
| Sinopia Asset Management acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party | February 26, 2007 | Yes | |
| SINOPIA SOCIETE DE GESTION | March 13, 2006 | Yes | |
| SLS BPI Fund, Ltd | December 20, 2006 | No | |
| SLS Investors, LP | November 6, 2006 | No | |
| SLS Offshore Fund, Ltd. | November 6, 2006 | No | |
| Smith Breeden Alpha Strategies Master Ltd., only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of Smith Breeden Alpha Strategies Master Ltd. | June 19, 2007 | No | |
| Southpaw Asset Management LP | January 8, 2008 | No | |
| St. Albans Partners, Ltd. | May 16, 2007 | Yes | |
| STAR, L.P. | February 22, 2008 | No | |
| Stark Master Fund Ltd. | July 5, 2006 | No | |
| State Retirement and Pension System of Maryland, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of State Retirement and Pension System of Maryland | May 3, 2006 | No | |
| Sterling Stamos Enhanced Fixed Income Fund, LP | May 19, 2006 | No | |
| Sterling Stamos Levered (Offshore) Fund, LLC | May 19, 2006 | No | |
| Sterling Stamos Security (Offshore) Fund, Ltd. | May 19, 2006 | Yes | |
| Sterling Stamos Security Fund, LP | May 19, 2006 | Yes | |
| Stichting Pensioenfonds ABP | February 13, 2006 | Yes | |
| Stichting Pensioenfonds voor de Gezondheid, Geestelijke en Maatschappelijke belangen (PGGM) | March 2, 2006 | No | |
| Stichting Shell Peusioenfonds, duly represented by Shell Asset Management Company B.V. | October 4, 2007 | No | |
| Strategic Investments I, Inc. By: Pequot Capital Management, Inc., as Trading Advisor | March 12, 2007 | No | |
| Subprime Credit Strategies Fund II, LP | November 21, 2006 | No | |
| Subprime Credit Strategies Fund, Lp | November 21, 2006 | No | |
| SunTrust Bank | February 1, 2006 | Yes | |
| Swordfish Asian Equity Fund Ltd | December 28, 2007 | No | |
| Swordfish Currency Holdings Ltd | December 28, 2007 | No | |
| Tattersall Advisory Group | November 13, 2007 | No | |
| TD Global Finance | February 23, 2006 | Yes | |
| TE O'Connor Portfolio, Ltd. | February 17, 2006 | No | |
| Tensor Opportunity Limited | March 2, 2006 | No | |
| TG Investment Holdings Ltd. | March 2, 2006 | No | |
| The American Express World Express Funds: Global Emerging Markets Absoulte Return Portfolio | May 31, 2006 | No | |
| The Clifton Group, Investment Management Company | November 15, 2007 | No | |
| The Collectors' Fund, L.P. | January 22, 2008 | No | |
| The Gavi Fund, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of the Gavi Fund. | January 10, 2007 | No | |
| The Hongkong and Shanghai Banking Corporation Limited | February 2, 2006 | Yes | |
| The Overlook Performance Fund | February 1, 2008 | No | |
| The RiverSource Family of Funds | January 14, 2008 | No | |
| The Royal Bank of Scotland PLC | February 2, 2006 | Yes | |
| The Toronto-Dominion Bank | February 23, 2006 | Yes | |
| TRI Liquid Strategies Master Fund, LP | August 31, 2007 | No | |
| TriPoint Multi-Strategy Master Fund, LP | November 2, 2006 | No | |
| Triton 380 Ltd. By: Pequot Capital Management, Inc., as Investment Adviser | April 24, 2008 | No | |
| Trusco Capital Management | June 5, 2007 | No | |
| UBAM | January 7, 2008 | No | |
| UBS AG | February 1, 2006 | Yes | |
| UBS Global Asset Management (Ameicas) Inc. | April 19, 2007 | No | |
| UBS Limited | February 1, 2006 | Yes | |
| UBS O'Connor Limited for UBS Currency Portfolio Master Limited | February 17, 2006 | No | |
| UBS Securities Japan Ltd | February 1, 2006 | Yes | |
| Underlying Funds Trust, on behalf of its series Fixed Income Arbitrage -1, only in regard to the ISDA Master Agreements entered into by Smith Breeden Associates, Inc. on behalf of Underlying Funds Trust, on behalf of its series Fixed Income Arbitage-1 | May 3, 2006 | No | |
| UniCredit Banca Mobiliare S.p.A. | February 1, 2006 | Yes | |
| United Capital Asset Management LLC, acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Adhering Party | March 6, 2007 | No | |
| University of Notre Dame du Lac | August 13, 2007 | No | |
| VARIABLE INSURANCE PRODUCTS FUND IV: STRATEGIC INCOME PORTFOLIO | October 10, 2006 | No | |
| VARIABLE INSURANCE PRODUCTS FUND V: ASSET MANAGER PORTFOLIO | August 13, 2007 | No | |
| VARIABLE INSURANCE PRODUCTS FUND V: ASSET MANAGER: GROWTH PORTFOLIO | August 13, 2007 | No | |
| VARIABLE INSURANCE PRODUCTS FUND V: INVESTMENT GRADE BOND PORTFOLIO | August 13, 2007 | No | |
| VARIABLE INSURANCE PRODUCTS FUND V: STRATEGIC INCOME PORTFOLIO | August 13, 2007 | No | |
| Wachovia Bank, N.A. | February 3, 2006 | Yes | |
| Washington National Insurance Company | February 3, 2006 | No | |
| Wayzata Investment Partners LLC, acting on behalf of the funds and accounts listed in the relevant Master Agreement between it and another Ahering Party | December 19, 2007 | No | |
| Wesley Capital Master, Ltd | February 28, 2008 | No | |
| Wesley Capital QP, LP | February 28, 2008 | No | |
| Wesley Capital, LP | February 28, 2008 | No | |
| WestPac Banking Corporation | May 8, 2006 | Yes | |
| Whitewood Financial Partners, L.P. | May 10, 2006 | No | |
| Woodbourne Daybreak Master Global Fund Ltd | February 3, 2006 | Yes | |
| Woodbourne Master Fund Ltd | February 3, 2006 | Yes | |
| World Omni Financial Corp. | October 20, 2006 | No | |
| Ziff Asset Management, LP | October 10, 2007 | No | |
| Zurcher Kantonalbank | February 2, 2006 | Yes | |
