Counterparty,Documented Under,Net Exposure,Collateral Held by Client,Collateral Held by Counterparty,Amount,Payer,Receiver,Comment
H.N. Russian Securities,GMRA_H.N. Russian Securities_2003-09-12,-2156710.0,155210.0,,2311920.0,Point Nine Multi Strategy,H.N. Russian Securities,new demand and return of collateral
Western Rock Capital,ISDA_Western Rock Capital_2001-02-05,10489150.0,239650.0,,10249500.0,Western Rock Capital,Point Nine Multi Strategy,new demand
H.N.Morgan Sach,ISDA_H.N.Morgan Sach_2004-02-27,6199320.0,,720210.0,6919530.0,H.N.Morgan Sach,Point Nine Multi Strategy,new demand and return of collateral
Westend Asset Group,GMRA_Westend Asset Group_2001-08-12,-2941270.0,30560.0,,30560.0,Westend Asset Group,Point Nine Multi Strategy,csa is cp only. returning collateral
Westend Asset Group,ISDA_Westend Asset Group_2005-02-18,1757610.0,1757145.0,,,,,less than minimum
Tpic Capital Management inc,ISDA_Tpic Capital Management inc_2004-02-12,-1369990.0,153710.0,,153710.0,Tpic Capital Management inc,Point Nine Multi Strategy,csa is cp only. returning collateral
Gerrell Capital Management,GMRA_Gerrell Capital Management_2002-09-21,-5125210.0,,,,,,csa is cp only
Greenwich Capital,ISDA_Greenwich Capital_2001-01-25,-876250.0,20210.0,,20210.0,Greenwich Capital,Point Nine Multi Strategy,csa is cp only. returning collateral
Delta Reinsurance Company,GMRA_Delta Reinsurance Company_2002-05-24,2988830.0,,120210.0,3109040.0,Delta Reinsurance Company,Point Nine Multi Strategy,new demand and return of collateral
Mars Asset Management,ISDA_Mars Asset Management_2002-09-21,3955520.0,3921210.0,,34310.0,Mars Asset Management,Point Nine Multi Strategy,new demand
Garrah National,GMRA_Garrah National_2002-02-24,-117550.0,3718820.0,,3836370.0,Point Nine Multi Strategy,Garrah National,new demand and return of collateral
Roy Asset Management ltd,ISDA_Roy Asset Management ltd_2004-02-12,-5000080.0,150000.0,,150000.0,Roy Asset Management ltd,Point Nine Multi Strategy,csa is cp only. returning collateral
Merry Invest,GMRA_Merry Invest_2002-10-21,-13977490.0,99530.0,,14077020.0,Point Nine Multi Strategy,Merry Invest,new demand and return of collateral
Camel Hedge,GMRA_Camel Hedge_2001-12-19,3510980.0,,52400.0,3563380.0,Camel Hedge,Point Nine Multi Strategy,new demand and return of collateral
Green Capital Management,GMRA_Green Capital Management_2003-04-24,1933630.0,2140120.0,,206490.0,Point Nine Multi Strategy,Green Capital Management,return of excess collateral
Global Asia Equities Management,GMRA_Global Asia Equities Management_2002-09-21,3153420.0,3921210.0,,767790.0,Point Nine Multi Strategy,Global Asia Equities Management,return of excess collateral
Bkoz Fund Management,ISDA_Bkoz Fund Management_2004-05-02,396130.0,150000.0,,246130.0,Bkoz Fund Management,Point Nine Multi Strategy,new demand
Garrah National,ISDA_Garrah National_2003-04-24,-1103740.0,155210.0,,1258950.0,Point Nine Multi Strategy,Garrah National,new demand and return of collateral
Alpha Bank Prime Brokerage,GMRA_Alpha Bank Prime Brokerage_2005-02-18,-1017050.0,165200.0,,1182250.0,Point Nine Multi Strategy,Alpha Bank Prime Brokerage,new demand and return of collateral
Alpha Bank,ISDA_Alpha Bank_2002-11-12,965360.0,102000.0,,863360.0,Alpha Bank,Point Nine Multi Strategy,new demand
Green Capital Management,ISDA_Green Capital Management_2001-08-12,5392300.0,6145210.0,,752910.0,Point Nine Multi Strategy,Green Capital Management,return of excess collateral
Alpha Asset Management Australia,ISDA_Alpha Asset Management Australia_2002-09-21,-1127540.0,305000.0,,305000.0,Alpha Asset Management Australia,Point Nine Multi Strategy,csa is cp only. returning collateral
Greg WorldWide Long Short,GMRA_Greg WorldWide Long Short_2001-08-12,467610.0,140120.0,,327490.0,Greg WorldWide Long Short,Point Nine Multi Strategy,new demand
Western Rock Capital,GMRA_Western Rock Capital_2005-02-18,4995190.0,102400.0,,4892790.0,Western Rock Capital,Point Nine Multi Strategy,new demand
Cannonfire Fund,GMRA_Cannonfire Fund_2002-06-12,606340.0,,,,Point Nine Multi Strategy,Cannonfire Fund,less than threshold
Greg WorldWide Long Short,ISDA_Greg WorldWide Long Short_2001-02-05,2608590.0,3921210.0,,1312620.0,Point Nine Multi Strategy,Greg WorldWide Long Short,return of excess collateral
Roy Asset Management ltd,GMRA_Roy Asset Management ltd_2001-08-12,2736880.0,305000.0,,2431880.0,Roy Asset Management ltd,Point Nine Multi Strategy,new demand
Bank of Highland,ISDA_Bank of Highland_2001-02-25,78880.0,,,,,,no-csa
Alpha Bank,GMRA_Alpha Bank_2001-08-12,-7810660.0,,1478200.0,6332460.0,Point Nine Multi Strategy,Alpha Bank,new demand
Greenwich Capital,GMRA_Greenwich Capital_2001-04-24,1075230.0,1055210.0,,20020.0,Greenwich Capital,Point Nine Multi Strategy,new demand
Morse Capital Fund Management,GMRA_Morse Capital Fund Management_2002-06-12,6185210.0,7522400.0,,1337190.0,Point Nine Multi Strategy,Morse Capital Fund Management,return of excess collateral
Turngem Asset Management,ISDA_Turngem Asset Management_2004-01-12,-976510.0,1159110.0,,1159110.0,Turngem Asset Management,Point Nine Multi Strategy,csa is cp only. returning collateral
Merry Invest,ISDA_Merry Invest_2001-10-12,-7420850.0,150000.0,,7570850.0,Point Nine Multi Strategy,Merry Invest,new demand and return of collateral
H.N. Russian Securities,ISDA_H.N. Russian Securities_2005-04-24,1157120.0,120210.0,,1036910.0,H.N. Russian Securities,Point Nine Multi Strategy,new demand
Camel Hedge,ISDA_Camel Hedge_2003-04-24,-3512700.0,,1478200.0,2034500.0,Point Nine Multi Strategy,Camel Hedge,new demand
Opportunity Auto Hedge Fund,GMRA_Opportunity Auto Hedge Fund_2002-10-21,-912390.0,305000.0,,305000.0,Opportunity Auto Hedge Fund,Point Nine Multi Strategy,csa is cp only. returning collateral
Zeta Guaranteed Returns Diversified,ISDA_Zeta Guaranteed Returns Diversified_2002-09-21,-5399820.0,165200.0,,165200.0,Zeta Guaranteed Returns Diversified,Point Nine Multi Strategy,csa is cp only. returning collateral
Abs Capital investments,GMRA_Abs Capital investments_2001-04-24,4782250.0,6553870.0,,1771620.0,Point Nine Multi Strategy,Abs Capital investments,return of excess collateral
Royal Asset Management,ISDA_Royal Asset Management_2005-02-18,3738140.0,3921210.0,,183070.0,Point Nine Multi Strategy,Royal Asset Management,return of excess collateral
Turngem Asset Management,GMRA_Turngem Asset Management_2002-06-12,2489220.0,1159110.0,,1330110.0,Turngem Asset Management,Point Nine Multi Strategy,new demand
Royal Asset Management,GMRA_Royal Asset Management_2001-08-12,-2188490.0,5210.0,,5210.0,Royal Asset Management,Point Nine Multi Strategy,csa is cp only. returning collateral
Gerrell Capital Management,ISDA_Gerrell Capital Management_2001-09-21,-4829320.0,,,,,,csa is cp only
Kapur Securities,ISDA_Kapur Securities_2001-12-15,3698610.0,1159110.0,,2539500.0,Kapur Securities,Point Nine Multi Strategy,new demand
Perspective Capital UK,GMRA_Perspective Capital UK_2002-06-12,-3993740.0,,,,,,csa is cp only
Kapur Securities,GMRA_Kapur Securities_2005-02-18,5547150.0,155210.0,,5391940.0,Kapur Securities,Point Nine Multi Strategy,new demand
Bank of Caltech,GMRA_Bank of Caltech_2005-02-18,1286570.0,,,1286570.0,Bank of Caltech,Point Nine Multi Strategy,new demand
Sky Asset Management,ISDA_Sky Asset Management_2004-02-27,-4943550.0,155210.0,,155210.0,Sky Asset Management,Point Nine Multi Strategy,csa is cp only. returning collateral
Sky Asset Management,GMRA_Sky Asset Management_2004-04-02,1843620.0,2921210.0,,1077590.0,Point Nine Multi Strategy,Sky Asset Management,return of excess collateral
Bkoz Fund Management,GMRA_Bkoz Fund Management_2002-09-21,1419460.0,1415562.0,,3898.0,Bkoz Fund Management,Point Nine Multi Strategy,new demand
Opportunity Auto Hedge Fund,ISDA_Opportunity Auto Hedge Fund_2004-12-21,1545140.0,,120210.0,1665350.0,Opportunity Auto Hedge Fund,Point Nine Multi Strategy,new demand and return of collateral
Morse Capital Fund Management,ISDA_Morse Capital Fund Management_2001-08-24,1676280.0,1573710.0,,102570.0,Morse Capital Fund Management,Point Nine Multi Strategy,new demand
Bank of Highland,GMRA_Bank of Highland_2003-09-12,-4212780.0,,,,,,no-csa
Cannonfire Fund,ISDA_Cannonfire Fund_2001-05-24,1768910.0,1573710.0,,195200.0,Cannonfire Fund,Point Nine Multi Strategy,new demand
Zeta Guaranteed Returns Diversified,GMRA_Zeta Guaranteed Returns Diversified_2001-01-25,-2736250.0,21210.0,,21210.0,Zeta Guaranteed Returns Diversified,Point Nine Multi Strategy,csa is cp only. returning collateral
Global Asia Equities Management,ISDA_Global Asia Equities Management_2002-06-22,3371590.0,2102400.0,,1269190.0,Global Asia Equities Management,Point Nine Multi Strategy,new demand
Alpha Bank Abs Return Strategies,GMRA_Alpha Bank Abs Return Strategies_2002-09-21,-3967690.0,1159110.0,,5126800.0,Point Nine Multi Strategy,Alpha Bank Abs Return Strategies,new demand and return of collateral
Mars Asset Management,GMRA_Mars Asset Management_2004-02-27,748080.0,165200.0,,582880.0,Mars Asset Management,Point Nine Multi Strategy,new demand
Delta Reinsurance Company,ISDA_Delta Reinsurance Company_2001-04-24,-671570.0,350000.0,,1021570.0,Point Nine Multi Strategy,Delta Reinsurance Company,new demand and return of collateral
Alpha Asset Management Australia,GMRA_Alpha Asset Management Australia_2001-02-05,1997470.0,,120210.0,2117680.0,Alpha Asset Management Australia,Point Nine Multi Strategy,new demand and return of collateral
Bank of Caltech,ISDA_Bank of Caltech_2001-04-30,-5273050.0,,4223810.0,1049240.0,Point Nine Multi Strategy,Bank of Caltech,new demand
Tpic Capital Management inc,GMRA_Tpic Capital Management inc_2002-11-12,-49020.0,,,,,,csa is cp only
Alpha Bank Abs Return Strategies,ISDA_Alpha Bank Abs Return Strategies_2001-08-12,-1604340.0,,70560.0,1533780.0,Point Nine Multi Strategy,Alpha Bank Abs Return Strategies,new demand
H.N.Morgan Sach,GMRA_H.N.Morgan Sach_2002-11-21,-810240.0,,,,,,no-csa
Abs Capital investments,ISDA_Abs Capital investments_2002-06-12,3289140.0,2974300.0,,314840.0,Abs Capital investments,Point Nine Multi Strategy,new demand
Perspective Capital UK,ISDA_Perspective Capital UK_2001-08-12,4075470.0,4074620.0,,,,,less than minimum
Alpha Bank Prime Brokerage,ISDA_Alpha Bank Prime Brokerage_2003-04-17,14236060.0,14580600.0,,344540.0,Point Nine Multi Strategy,Alpha Bank Prime Brokerage,return of excess collateral