Maiden Lane III LLC: Security Offerings

In light of improving market conditions, Maiden Lane III LLC’s investment objective was revised in April 2012 to allow for the exploration of sales of the assets held in the portfolio. There was no fixed timeframe for the sales; at each stage, the Federal Reserve sold an asset through a competitive process and only if the best available bid represented good value for the public, while taking appropriate care to avoid market disruption. On August 23, 2012, Maiden Lane III LLC completed the sale of its remaining securities.
Security Offerings

Bid List:

Non-Agency RMBS BWIC 3

Bid Circulation Date:

August 20, 2012

Bid Submission Deadline:

August 21, 2012

CUSIPs:

62

Current Face Amount1:

$1,514,240

Broker-dealers Included:

Amherst Security Group, L.P., Barclays Capital Inc., Cantor Fitzgerald & Co., Citigroup Global Markets Inc., Cowen and Company, LLC, Credit Suisse Securities (USA) LLC, CRT Capital Group LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Guggenheim Securities, LLC, Jefferies & Company, Inc., J.P. Morgan Securities LLC, Keybanc Capital Markets Inc., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc., SG Americas Securities, LLC

Trade Date:

August 21, 2012



Bid List:

Non-Agency RMBS BWIC 4

Bid Circulation Date:

August 20, 2012

Bid Submission Deadline:

August 21, 2012

CUSIPs:

3

Current Face Amount1:

$1,765,550

Broker-dealers Included:

Amherst Security Group, L.P., Barclays Capital Inc., Cantor Fitzgerald & Co., Citigroup Global Markets Inc., Cowen and Company, LLC, Credit Suisse Securities (USA) LLC, CRT Capital Group LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Guggenheim Securities, LLC, Jefferies & Company, Inc., J.P. Morgan Securities LLC, Keybanc Capital Markets Inc., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc., SG Americas Securities, LLC

Trade Date:

August 21, 2012



Security Offerings

Deal Name:

CAMBER 3 plc

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

131899AB2

Current Face Amount1:

$219,300,192

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

August 16, 2012



Deal Name:

Coolidge Funding, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

216444AA7

Current Face Amount1:

$140,172,825

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Citigroup Global Markets Inc.

Trade Date:

August 16, 2012



Deal Name:

Duke Funding VI, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

264407AA5

Current Face Amount1:

$87,883,226

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

RBS Securities Inc.

Trade Date:

August 16, 2012



Deal Name:

Duke Funding VII, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

264403AA4, 264403AJ5, 264403AK2

Current Face Amount1:

$276,991,194

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

RBS Securities Inc.

Trade Date:

August 16, 2012;



Deal Name:

Duke Funding VIII, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

26440VAA2

Current Face Amount1:

$479,567,184

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

August 16, 2012



Deal Name:

Fortius I Funding, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

34958CAA2

Current Face Amount1:

$277,406,188

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Citigroup Global Markets Inc.

Trade Date:

August 16, 2012



Deal Name:

Glacier Funding CDO II, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

37638VAG8, 37638VAA1

Current Face Amount1:

$70,712,189

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

RBS Securities Inc.

Trade Date:

August 16, 2012



Deal Name:

Glacier Funding CDO III, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

37638XAA7

Current Face Amount1:

$170,045,237

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Citigroup Global Markets Inc.

Trade Date:

August 16, 2012



Deal Name:

Huntington CDO, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

446279AA9, 446279AC5

Current Face Amount1:

$165,636,954

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

August 16, 2012



Deal Name:

Palisades CDO, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

696399AA2

Current Face Amount1:

$107,138,337

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

August 16, 2012



Deal Name:

South Coast Funding V LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

84129VAA9

Current Face Amount1:

$64,890,780

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

RBS Securities Inc.

Trade Date:

August 16, 2012



Deal Name:

South Coast Funding VII LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

83743YAS2, 83743YAB9

Current Face Amount1:

$312,508,661

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

RBS Securities Inc.

Trade Date:

August 16, 2012



Deal Name:

South Coast Funding VIII LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

83743LAA9, 83743LAC5

Current Face Amount1:

$229,350,389

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

August 16, 2012



Deal Name:

Whately CDO I, LTD.

Offering Circulation Date:

August 9, 2012

Bid Submission Deadline:

August 16, 2012

CUSIPs:

96254FAA5

Current Face Amount1:

$105,952,057

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Citigroup Global Markets Inc.

Trade Date:

August 16, 2012



Security Offerings

Deal Name:

Belle Haven ABS CDO, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 31, 2012

CUSIPs:

078446AG6, 078446AA9

Current Face Amount1:

$443,892,828

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

RBS Securities Inc.

Trade Date:

July 31, 2012



Deal Name:

Bernoulli High Grade CDO I, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 31, 2012

CUSIPs:

085558AA2

Current Face Amount1:

$856,376,278

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Citigroup Global Markets Inc.

Trade Date:

July 31, 2012



Deal Name:

Cascade Funding CDO I, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 31, 2012

CUSIPs:

147276AA7

Current Face Amount1:

$107,289,937

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Citigroup Global Markets Inc.

Trade Date:

July 31, 2012



Deal Name:

Orient Point CDO, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 31, 2012

CUSIPs:

68619MAJ0, 68619MAQ4, 68619MAL5

Current Face Amount1:

$1,230,474,220

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Credit Suisse Securities (USA) LLC

Trade Date:

July 31, 2012



Deal Name:

Reservoir Funding, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 31, 2012

CUSIPs:

76112CAB4, 76112CAA6

Current Face Amount1:

$168,611,279

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Citigroup Global Markets Inc.

Trade Date:

July 31, 2012



Deal Name:

Summer Street 2005-HG1, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 31, 2012

CUSIPs:

86565RAA4

Current Face Amount1:

$541,162,860

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Credit Suisse Securities (USA) LLC

Trade Date:

July 31, 2012



Deal Name:

Summit RMBS CDO I, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 31, 2012

CUSIPs:

866244AA4

Current Face Amount1:

$113,681,403

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Barclays Capital Inc.

Trade Date:

July 31, 2012



Deal Name:

Verde CDO, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 31, 2012

CUSIPs:

923367AA4

Current Face Amount1:

$506,903,335

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Credit Suisse Securities (USA) LLC

Trade Date:

July 31, 2012



Deal Name:

Witherspoon CDO Funding, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 31, 2012

CUSIPs:

97741PAA2, 97741PAL8

Current Face Amount1:

$484,115,231

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Citigroup Global Markets Inc.

Trade Date:

July 31, 2012



Security Offerings

Deal Name:

Broderick CDO 1, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 24, 2012

CUSIPs:

112021AC4, 112021AB6, 112021AA8

Current Face Amount1:

$724,583,938

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Credit Suisse Securities (USA) LLC

Trade Date:

July 24, 2012



Deal Name:

G Street Finance LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 24, 2012

CUSIPs:

36293XAB3, 36293XAC1

Current Face Amount1:

$868,825,160

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

July 24, 2012



Deal Name:

Hout Bay 2006-1, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 24, 2012

CUSIPs:

442454AA2

Current Face Amount1:

$634,245,180

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Goldman, Sachs & Co.

Trade Date:

July 24, 2012



Deal Name:

Margate Funding I, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 24, 2012

CUSIPs:

56659NAA3

Current Face Amount1:

$474,617,586

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Citigroup Global Markets Inc.

Trade Date:

July 24, 2012



Deal Name:

Mercury CDO 2004-1, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 24, 2012

CUSIPs:

58936RAB3, 58936RAA5, 58936RAN7

Current Face Amount1:

$213,382,211

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Citigroup Global Markets Inc.

Trade Date:

July 24, 2012



Deal Name:

Mercury CDO II, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 24, 2012

CUSIPs:

589368AA7

Current Face Amount1:

$620,863,421

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Credit Suisse Securities (USA) LLC

Trade Date:

July 24, 2012



Security Offerings

Deal Name:

Adirondack 2005-1 LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 19, 2012

CUSIPs:

007019AA0, 007019AH5

Current Face Amount1:

$689,186,338

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Credit Suisse Securities (USA) LLC

Trade Date:

July 19, 2012



Deal Name:

Adirondack 2005-2 LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 19, 2012

CUSIPs:

007022AF3, 007022AA4

Current Face Amount1:

$949,296,396

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Credit Suisse Securities (USA) LLC

Trade Date:

July 19, 2012



Deal Name:

Laguna ABS CDO, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 19, 2012

CUSIPs:

507161AA5, 507161AD9

Current Face Amount1:

$679,570,109

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Credit Suisse Securities (USA) LLC

Trade Date:

July 19, 2012



Deal Name:

Sierra Madre Funding, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 19, 2012

CUSIPs:

82639RAB3, 82639RAA5

Current Face Amount1:

$893,287,292

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc

Sold to:

RBS Securities Inc.

Trade Date:

July 19, 2012



Deal Name:

Toro ABS CDO I, LTD.

Offering Circulation Date:

July 12, 2012

Bid Submission Deadline:

July 19, 2012

CUSIPs:

891088AA4

Current Face Amount1:

$699,711,536

Broker-dealers Included in Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, RBS Securities Inc.

Sold to:

Credit Suisse Securities (USA) LLC

Trade Date:

July 19, 2012


Security Offerings

Bid List:

CDO BWIC

Bid Circulation Date:

July 9, 2012

Bid Submission Deadline:

July 12, 2012

CUSIPs:

3

Current Face Amount1:

$34,500,000

Broker-dealers Included:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Guggenheim Securities, LLC, J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Trade Date:

July 12, 2012



Bid List:

CMBS/CRE CDO BWIC

Bid Circulation Date:

July 9, 2012

Bid Submission Deadline:

July 12, 2012

CUSIPs:

8

Current Face Amount1:

$38,277,211

Broker-dealers Included:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Jefferies & Company, Inc., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Trade Date:

July 12, 2012



Bid List:

Non-agency RMBS BWIC 1

Bid Circulation Date:

July 9, 2012

Bid Submission Deadline:

July 12, 2012

CUSIPs:

60

Current Face Amount1:

$263,509,771

Broker-dealers Included:

Amherst Security Group, L.P., Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Jefferies & Company, Inc., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Trade Date:

July 12, 2012



Bid List:

Non-agency RMBS BWIC 2

Bid Circulation Date:

July 9, 2012

Bid Submission Deadline:

July 12, 2012

CUSIPs:

110

Current Face Amount1:

$491,796,000

Broker-dealers Included:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Trade Date:

July 12, 2012



Security Offerings

Deal Name:

Jupiter High-Grade CDO, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 28, 2012

CUSIPs:

48205MAA1

Current Face Amount1:

$98,573,158

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Sold To:

RBS Securities Inc.

Trade Date:

June 28, 2012



Deal Name:

Jupiter High-Grade CDO II, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 28, 2012

CUSIPs:

48205YAA5

Current Face Amount1:

$578,710,378

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Sold To:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

June 28, 2012



Deal Name:

Jupiter High-Grade CDO III, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 28, 2012

CUSIPs:

48206AAG3, 48206AAA6, 48206AAC2

Current Face Amount1:

$1,331,410,487

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

June 28, 2012



Deal Name:

Kleros Preferred Funding, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 28, 2012

CUSIPs:

498587AA2

Current Face Amount1:

$522,915,461

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Sold To:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

June 28, 2012



Deal Name:

Kleros Preferred Funding II, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 28, 2012

CUSIPs:

498588AC6, 498588AA0

Current Face Amount1:

$607,833,189

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

June 28, 2012



Security Offerings

Deal Name:

Davis Square Funding I, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 25, 2012

CUSIPs:

239104AC6, 239104AF9, 239104AJ1, 239104AM4

Current Face Amount1:

$396,618,097

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc.,
RBS Securities Inc.

Sold To:

RBS Securities Inc.

Trade Date:

June 25, 2012



Deal Name:

Davis Square Funding VI, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 25, 2012

CUSIPs:

23910VAB8, 23910VAD4

Current Face Amount1:

$1,372,492,224

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc.,
RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

June 25, 2012



Deal Name:

Fort Sheridan ABS CDO, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 25, 2012

CUSIPs:

348667AA4

Current Face Amount1:

$615,686,553

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc.,
RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

June 25, 2012



Deal Name:

Lakeside CDO II, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 25, 2012

CUSIPs:

51210VAA8

Current Face Amount1:

$387,935,273

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc.,
RBS Securities Inc.

Sold To:

Morgan Stanley & Co. LLC

Trade Date:

June 25, 2012



Deal Name:

Monroe Harbor CDO 2005-1, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 25, 2012

CUSIPs:

610891AA1, 610891AB9

Current Face Amount1:

$1,074,942,786

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc.,
RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

June 25, 2012



Deal Name:

Streeterville ABS CDO, LTD.

Offering Circulation Date:

June 18, 2012

Bid Submission Deadline:

June 25, 2012

CUSIPs:

863286AA8

Current Face Amount1:

$392,334,976

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., J.P. Morgan Securities LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc.,
RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

June 25, 2012



Security Offerings

Deal Name:

Davis Square Funding II, LTD.

Offering Circulation Date:

June 5, 2012

Bid Submission Deadline:

June 15, 2012

CUSIPs:

23910PAR6, 23910PAS4

Current Face Amount1:

$617,535,936

Broker-dealers Included
in the Auction:

Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc., Wells Fargo Securities LLC

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

June 15, 2012



Deal Name:

Davis Square Funding III, LTD.

Offering Circulation Date:

June 5, 2012

Bid Submission Deadline:

June 15, 2012

CUSIPs:

23910RAB7, 23910RAF8

Current Face Amount1:

$850,010,073

Broker-dealers Included
in the Auction:

Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc., Wells Fargo Securities LLC

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

June 15, 2012



Deal Name:

Davis Square Funding IV, LTD.

Offering Circulation Date:

June 5, 2012

Bid Submission Deadline:

June 15, 2012

CUSIPs:

23910TAG2, 23910TAB3

Current Face Amount1:

$896,151,943

Broker-dealers Included
in the Auction:

Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc., Wells Fargo Securities LLC

Sold To:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

June 15, 2012



Deal Name:

Davis Square Funding V, LTD.

Offering Circulation Date:

June 5, 2012

Bid Submission Deadline:

June 15, 2012

CUSIPs:

239156AG7

Current Face Amount1:

$1,361,892,095

Broker-dealers Included
in the Auction:

Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc., Wells Fargo Securities LLC

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

June 15, 2012



Deal Name:

West Coast Funding I, LTD.

Offering Circulation Date:

June 5, 2012

Bid Submission Deadline:

June 15, 2012

CUSIPs:

952186AA2, 952186AB0, 952186AH7

Current Face Amount1:

$1,439,993,937

Broker-dealers Included
in the Auction:

Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc., Wells Fargo Securities LLC

Sold To:

Citigroup Global Markets Inc.

Trade Date:

June 15, 2012



Security Offerings

Deal Name:

Altius I Funding, LTD.

Offering Circulation Date:

June 5, 2012

Bid Submission Deadline:

June 13, 2012

CUSIPs:

02149RAB4, 02149RAC2

Current Face Amount1:

$1,073,181,008

Broker-dealers Included
in the Auction:

Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

June 13, 2012



Deal Name:

Altius II Funding, LTD.

Offering Circulation Date:

June 5, 2012

Bid Submission Deadline:

June 13, 2012

CUSIPs:

02149WAA5

Current Face Amount1:

$852,462,941

Broker-dealers Included
in the Auction:

Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold to:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

June 13, 2012



Security Offerings

Deal Name:

Duke Funding High Grade I, LTD.

Offering Circulation Date:

May 11, 2012

Bid Submission Deadline:

May 24, 2012

CUSIPs:

26441EAL5, 26441EAA9

Current Face Amount1:

$1,672,896,114

Broker-dealers Included
in the Auction:

Citigroup Global Markets Inc., Deutsche Bank Securities Inc., Goldman, Sachs & Co., Guggenheim Securities, LLC, Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, RBS Securities Inc.

Sold To:

Citigroup Global Markets Inc.

Trade Date:

May 24, 2012



Security Offerings

Deal Name:

Putnam Structured Product CDO 2002-1, LTD.

Offering Circulation Date:

May 11, 2012

Bid Submission Deadline:

May 22, 2012

CUSIPs:

746869AH9, 746869AK2, 746869AM8, 746869AP1, 746869AR7, 746869BE5

Current Face Amount1:

$690,567,610

Broker-dealers Included
in the Auction:

Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Sold To:

Credit Suisse Securities (USA) LLC

Trade Date:

May 22, 2012



Security Offerings

Deal Name:

Triaxx Prime CDO 2006-1, LTD.

Offering Circulation Date:

May 4, 2012

Bid Submission Deadline:

May 10, 2012

CUSIPs:

896005AA3

Current Face Amount1:

$964,295,034

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Sold to:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

May 10, 2012



Deal Name:

Triaxx Prime CDO 2006-2, LTD.

Offering Circulation Date:

May 4, 2012

Bid Submission Deadline:

May 10, 2012

CUSIPs:

896008AA7, 896008AC3, 896008AD1

Current Face Amount1:

$1,463,545,241

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC, Nomura Securities International, Inc., RBS Securities Inc.

Sold to:

Merrill Lynch, Pierce, Fenner & Smith Incorporated

Trade Date:

May 10, 2012



Security Offerings

Deal Name:

MAX CMBS I LTD., SERIES 2007-1 & 2008-1

Offering Circulation Date:

April 18, 2012

Bid Submission Deadline:

April 26, 2012

CUSIPs:

577734AA4, 577734AP1

Current Face Amount1:

$7,500,000,000

Broker-dealers Included
in the Auction:

Barclays Capital Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Deutsche Bank Securities Inc., Goldman, Sachs & Co., Merrill Lynch Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. LLC , Nomura Securities International, Inc.

Sold to:

Barclays Capital Inc., Deutsche Bank Securities Inc.

Trade Date:

April 26, 2012

1Current face amount represents the most recent balance of principal outstanding on the securities at the Offering Circulation Date and should not be confused with market value or the price ML III paid to acquire the assets. At October 31, 2008, inception, the ML III LLC paid $29.3 billion for the portfolio of assets with a face amount of approximately $62.1 billion.

Inquiries related to ML III LLC asset sales can be made at ML3inquiries@ny.frb.org.