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SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

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ALADDIN R 1 Citigroup Credit Default Swap Transactions ALADDIN RELATIVE VALUE CREDIT MAS FD LTDBearish # 45 / Bullish # - / Net Bearish # 31<br />

AURELIUS 2 Citigroup Credit Default Swap Transactions AURELIUS CAPITALBearish # - / Bullish # 25 / Net Bearish # 104 (Net Bullish # 13)<br />

AUTONOM 3 Citigroup Credit Default Swap Transactions AUTONOMY MASTER FUND LIMITEDBearish # 28 / Bullish # - / Net Bearish # 16<br />

BANCA IM 4 Citigroup Credit Default Swap Transactions BANCA IMI S.P.ABearish # - / Bullish # 31 / Net Bearish # 94<br />

BANCO BI 5 Citigroup Credit Default Swap Transactions BANCO BILBAO VIZCAYA ARGENTARIA, S.A.Bearish # 13 / Bullish # - / Net Bearish # 4<br />

BANK OF A 6 Citigroup Credit Default Swap Transactions BANK OF AMERICA, N.A. Non-Proprietary (No Proprietary in the Period)<br />

BANK OF N 7 Citigroup Credit Default Swap Transactions BANK OF NOVA SCOTIA TORONTOBearish # - / Bullish # 32 / Net Bearish # 95<br />

BARCELO 8 Citigroup Credit Default Swap Transactions BARCELONA INKABearish # - / Bullish # 71 / Net Bearish # 58<br />

BARCLAYS 9 Citigroup Credit Default Swap Transactions BARCLAYS BANK PLC Non-Proprietary (No Proprietary in the Period)<br />

BEAR, STE 10 Citigroup Credit Default Swap Transactions BEAR, STEARNS INTERNATIONAL LTDBearish # 44 / Bullish # - / Net Bearish # 30<br />

BLACK DIA 11 Citigroup Credit Default Swap Transactions BLACK DIAMOND OFFSHORE, LTDBearish # 47 / Bullish # - / Net Bearish # 33<br />

BLUE MTN 12 Citigroup Credit Default Swap Transactions BLUE MTN CREDIT ALTS. MASTER FUND L.P.Bearish # 22 / Bullish # 20 / Net Bearish # 34<br />

BLUEBAY 13 Citigroup Credit Default Swap Transactions BLUEBAY FUND:BLUEBAY INVESTT GR LIBOR FDBearish # - / Bullish # 85 / Net Bearish # 42<br />

BLUEBAY 14 Citigroup Credit Default Swap Transactions BLUEBAY INVESTMENT GRADE BOND FUNDBearish # - / Bullish # 28 / Net Bearish # 102 (Net Bullish # 15)<br />

BLUECRE 15 Citigroup Credit Default Swap Transactions BLUECREST MULTI STRATEGY CREDIT MSTR FDBearish # - / Bullish # 33 / Net Bearish # 96<br />

BNP PARI 16 Citigroup Credit Default Swap Transactions BNP PARIBAS Non-Proprietary (No Proprietary in the Period)<br />

CALYON 17 Citigroup Credit Default Swap Transactions CALYON<br />

CEDAR HI 18 Citigroup Credit Default Swap Transactions CEDAR HILL CAPITAL PARTNERSBearish # 30 / Bullish # 24 / Net Bearish # 35<br />

CHEYNE L 19 Citigroup Credit Default Swap Transactions CHEYNE LONG/SHORT STRUCTURED CREDIT FUNDBearish # 16 / Bullish # 15 / Net Bearish # 103 (Net Bullish #<br />

CQS ABS 20 Citigroup Credit Default Swap Transactions CQS ABS MASTER FUND LIMITEDBearish # 35 / Bullish # - / Net Bearish # 23<br />

CREDIT SU 21 Citigroup Credit Default Swap Transactions CREDIT SUISSE INTERNATIONAL Non-Proprietary (No Proprietary in the Period)<br />

DEKA BAN 22 Citigroup Credit Default Swap Transactions DEKA BANK, FRANKFURTBearish # 26 / Bullish # - / Net Bearish # 13<br />

DEUTSCH 23 Citigroup Credit Default Swap Transactions DEUTSCHE BANK AG Non-Proprietary (No Proprietary in the Period)<br />

DISCOVER 24 Citigroup Credit Default Swap Transactions DISCOVERY ATLAS MASTER FUNDBearish # 36 / Bullish # - / Net Bearish # 24<br />

DOUBLE B 25 Citigroup Credit Default Swap Transactions DOUBLE BLACK DIAMOND OFFSHORE LDCBearish # 42 / Bullish # - / Net Bearish # 27<br />

DWS CRE 26 Citigroup Credit Default Swap Transactions DWS CREDIT OPPORTUNITIESBearish # 34 / Bullish # - / Net Bearish # 22<br />

ES CAPITA 27 Citigroup Credit Default Swap Transactions ES CAPITALIZACAOBearish # 27 / Bullish # - / Net Bearish # 14<br />

ES RENDA 28 Citigroup Credit Default Swap Transactions ES RENDABearish # 33 / Bullish # - / Net Bearish # 21<br />

FOND BVO 29 Citigroup Credit Default Swap Transactions FOND BVOE SEGMENT UNTERFONDS WBearish # - / Bullish # 63 / Net Bearish # 65<br />

FORE CON 30 Citigroup Credit Default Swap Transactions FORE CONVERTIBLE MASTER FUND, LTD.Bearish # 15 / Bullish # 21 / Net Bearish # 12<br />

FORE ERIS 31 Citigroup Credit Default Swap Transactions FORE ERISA FUND, LTD.Bearish # 31 / Bullish # 40 / Net Bearish # 29<br />

FORE MUL 32 Citigroup Credit Default Swap Transactions FORE MULTI STRATEGY MASTER FUND,LTD.Bearish # 23 / Bullish # 23 / Net Bearish # 15<br />

GENERAL 33 Citigroup Credit Default Swap Transactions GENERAL AMERICAN LIFE INSURANCE COMPANYBearish # 17 / Bullish # - / Net Bearish # 5<br />

GENERAL 34 Citigroup Credit Default Swap Transactions GENERAL ELECTRIC PENSION TRUSTBearish # - / Bullish # 22 / Net Bearish # 107 (Net Bullish # 10)<br />

GOLDMAN 35 Citigroup Credit Default Swap Transactions GOLDMAN SACHSBearish # 4 / Bullish # 7 / Net Bearish # 11<br />

HALBIS US 36 Citigroup Credit Default Swap Transactions HALBIS US CREDIT ALPHA MASTER FD LTDBearish # - / Bullish # 34 / Net Bearish # 97<br />

HPK-INVE 37 Citigroup Credit Default Swap Transactions HPK-INVESTMENT GRADE CORPORATESBearish # - / Bullish # 72 / Net Bearish # 49<br />

HSBC BAN 38 Citigroup Credit Default Swap Transactions HSBC BANK Proprietary Status Not Specified in Production<br />

ICM BUSIN 39 Citigroup Credit Default Swap Transactions ICM BUSINESS TRUSTBearish # - / Bullish # 44 / Net Bearish # 85<br />

ING 40 Citigroup Credit Default Swap Transactions INGBearish # - / Bullish # 26 / Net Bearish # 105 (Net Bullish # 12)<br />

INTERN KA 41 Citigroup Credit Default Swap Transactions INTERN KAPIT MBH (PRV-C)Bearish # - / Bullish # 86 / Net Bearish # 43<br />

IONIC CAP 42 Citigroup Credit Default Swap Transactions IONIC CAPITAL MASTER FUND LTDBearish # - / Bullish # 18 / Net Bearish # 108 (Net Bullish # 9)<br />

JMG 43 Citigroup Credit Default Swap Transactions JMGBearish # - / Bullish # 35 / Net Bearish # 98<br />

JNL 44 Citigroup Credit Default Swap Transactions JNLBearish # 24 / Bullish # - / Net Bearish # 9<br />

JPMORGA 45 Citigroup Credit Default Swap Transactions JPMORGAN CHASE BANK Non-Proprietary (No Proprietary in the Period)<br />

KAMUNTIN 46 Citigroup Credit Default Swap Transactions KAMUNTING STREET MASTER FUND LTDBearish # - / Bullish # 36 / Net Bearish # 99<br />

KBC FIN. P 47 Citigroup Credit Default Swap Transactions KBC FIN. PRODUCTS (CAYMAN ISLANDS)LTD.Bearish # 37 / Bullish # - / Net Bearish # 25<br />

KEYBANK 48 Citigroup Credit Default Swap Transactions KEYBANK NATIONAL ASSOCIATIONBearish # 25 / Bullish # - / Net Bearish # 10<br />

LEHMAN B 49 Citigroup Credit Default Swap Transactions LEHMAN BROTHERS CREDIT ARBITRAGE FUNDBearish # - / Bullish # 37 / Net Bearish # 100<br />

MAGNETA 50 Citigroup Credit Default Swap Transactions MAGNETAR Non-Proprietary (No Proprietary in the Period)<br />

MARATHO 51 Citigroup Credit Default Swap Transactions MARATHONBearish # 12 / Bullish # 13 / Net Bearish # 93<br />

MARINER- 52 Citigroup Credit Default Swap Transactions MARINER-TRICADIA CRD STRAT MASTER FD LTDBearish # - / Bullish # 41 / Net Bearish # 90<br />

MERRILL L 53 Citigroup Credit Default Swap Transactions MERRILL LYNCH INTERNATIONALBearish # 18 / Bullish # 19 / Net Bearish # 19<br />

METLIFE I 54 Citigroup Credit Default Swap Transactions METLIFE INSURANCE COMPANY OF CONNECTICUTBearish # 21 / Bullish # - / Net Bearish # 8<br />

MORGAN 55 Citigroup Credit Default Swap Transactions MORGAN STANLEY Non-Proprietary (No Proprietary in the Period)<br />

NATIONAL 56 Citigroup Credit Default Swap Transactions NATIONAL BANK OF CANADABearish # 32 / Bullish # - / Net Bearish # 20<br />

NOMURA 57 Citigroup Credit Default Swap Transactions NOMURA INTERNATIONAL PLCBearish # 38 / Bullish # 14 / Net Bearish # 112 (Net Bullish # 5)<br />

NORGES B 58 Citigroup Credit Default Swap Transactions NORGES BANK - INVESTMENT MANAGEMENT #1Bearish # - / Bullish # 17 / Net Bearish # 109 (Net Bullish # 8)<br />

PAULSON 59 Citigroup Credit Default Swap Transactions PAULSON CREDIT OPPORTUNITIES MASTER LTDBearish # - / Bullish # 10 / Net Bearish # 114 (Net Bullish # 3)<br />

PIM1338 60 Citigroup Credit Default Swap Transactions PIM1338Bearish # - / Bullish # 73 / Net Bearish # 50<br />

PIM1356 61 Citigroup Credit Default Swap Transactions PIM1356Bearish # - / Bullish # 65 / Net Bearish # 61<br />

PIM1357 62 Citigroup Credit Default Swap Transactions PIM1357Bearish # - / Bullish # 45 / Net Bearish # 86<br />

PIM1358 63 Citigroup Credit Default Swap Transactions PIM1358Bearish # - / Bullish # 51 / Net Bearish # 78<br />

PIM1422 64 Citigroup Credit Default Swap Transactions PIM1422Bearish # - / Bullish # 66 / Net Bearish # 62<br />

PIM1628 65 Citigroup Credit Default Swap Transactions PIM1628Bearish # - / Bullish # 61 / Net Bearish # 67<br />

PIM1833 66 Citigroup Credit Default Swap Transactions PIM1833Bearish # - / Bullish # 55 / Net Bearish # 73<br />

PIM1941 67 Citigroup Credit Default Swap Transactions PIM1941Bearish # - / Bullish # 59 / Net Bearish # 69<br />

PIM2071 68 Citigroup Credit Default Swap Transactions PIM2071Bearish # - / Bullish # 81 / Net Bearish # 45<br />

PIM2086 69 Citigroup Credit Default Swap Transactions PIM2086Bearish # - / Bullish # 54 / Net Bearish # 75<br />

PIM2136 70 Citigroup Credit Default Swap Transactions PIM2136Bearish # - / Bullish # 57 / Net Bearish # 71<br />

PIM2224 71 Citigroup Credit Default Swap Transactions PIM2224Bearish # - / Bullish # 56 / Net Bearish # 74<br />

PIM2232 72 Citigroup Credit Default Swap Transactions PIM2232Bearish # - / Bullish # 43 / Net Bearish # 88<br />

PIM2307 73 Citigroup Credit Default Swap Transactions PIM2307Bearish # - / Bullish # 52 / Net Bearish # 76<br />

PIM2355 74 Citigroup Credit Default Swap Transactions PIM2355Bearish # - / Bullish # 88 / Net Bearish # 38<br />

PIM2400 75 Citigroup Credit Default Swap Transactions PIM2400Bearish # - / Bullish # 89 / Net Bearish # 39<br />

PIM2466 76 Citigroup Credit Default Swap Transactions PIM2466Bearish # - / Bullish # 64 / Net Bearish # 66<br />

PIM2660 77 Citigroup Credit Default Swap Transactions PIM2660Bearish # - / Bullish # 67 / Net Bearish # 63<br />

PIM2679 78 Citigroup Credit Default Swap Transactions PIM2679Bearish # - / Bullish # 58 / Net Bearish # 72<br />

PIM2687 79 Citigroup Credit Default Swap Transactions PIM2687Bearish # - / Bullish # 74 / Net Bearish # 51<br />

PIM2739 80 Citigroup Credit Default Swap Transactions PIM2739Bearish # - / Bullish # 82 / Net Bearish # 46<br />

PIM2755 81 Citigroup Credit Default Swap Transactions PIM2755Bearish # - / Bullish # 75 / Net Bearish # 52<br />

PIM2809 82 Citigroup Credit Default Swap Transactions PIM2809Bearish # - / Bullish # 49 / Net Bearish # 80<br />

PIM2879 83 Citigroup Credit Default Swap Transactions PIM2879Bearish # - / Bullish # 76 / Net Bearish # 53<br />

PIM2909 84 Citigroup Credit Default Swap Transactions PIM2909Bearish # - / Bullish # 42 / Net Bearish # 89<br />

PIM2958 85 Citigroup Credit Default Swap Transactions PIM2958Bearish # - / Bullish # 60 / Net Bearish # 70<br />

PIM3689 86 Citigroup Credit Default Swap Transactions PIM3689Bearish # - / Bullish # 68 / Net Bearish # 64<br />

PIM3691 87 Citigroup Credit Default Swap Transactions PIM3691Bearish # - / Bullish # 77 / Net Bearish # 54<br />

PIM3706 88 Citigroup Credit Default Swap Transactions PIM3706Bearish # - / Bullish # 83 / Net Bearish # 47<br />

PIM4632 89 Citigroup Credit Default Swap Transactions PIM4632Bearish # - / Bullish # 69 / Net Bearish # 59<br />

PIM4690 90 Citigroup Credit Default Swap Transactions PIM4690Bearish # - / Bullish # 39 / Net Bearish # 92<br />

PIM4692 91 Citigroup Credit Default Swap Transactions PIM4692Bearish # - / Bullish # 53 / Net Bearish # 77<br />

PIM4807 92 Citigroup Credit Default Swap Transactions PIM4807Bearish # - / Bullish # 46 / Net Bearish # 87<br />

PIM4866 93 Citigroup Credit Default Swap Transactions PIM4866Bearish # - / Bullish # 47 / Net Bearish # 83<br />

PIM6009 94 Citigroup Credit Default Swap Transactions PIM6009Bearish # - / Bullish # 84 / Net Bearish # 48<br />

PIM6160 95 Citigroup Credit Default Swap Transactions PIM6160Bearish # - / Bullish # 48 / Net Bearish # 84<br />

PIM6169 96 Citigroup Credit Default Swap Transactions PIM6169Bearish # - / Bullish # 78 / Net Bearish # 55<br />

PIM6230 97 Citigroup Credit Default Swap Transactions PIM6230Bearish # - / Bullish # 70 / Net Bearish # 60<br />

PIM6320 98 Citigroup Credit Default Swap Transactions PIM6320Bearish # - / Bullish # 90 / Net Bearish # 40<br />

PIM6400 99 Citigroup Credit Default Swap Transactions PIM6400Bearish # - / Bullish # 62 / Net Bearish # 68

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