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AAALEXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAALFXXCITIBANK N.A. ISSUER CALLABLE FIXED TO FLOATING CD AAALFXXNASDAQAAALGXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT BARRIER NOTE AAANASDAQAAALHXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAALIXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE DUAL DIRECTIONAL POINASDAQAAALJXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAALKXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQAAALLXXBARCLAYS BANK PLC FIXED TO FLOATING WORST OF FULLY PRINCIPALLY PROTECTNASDAQAAALMXXBARCLAYS BANK PLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAALNASDAQAAALNXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAALNXXNASDAQAAALOXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAALOXNASDAQAAALPXXCITIGROUP INC. CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTENASDAQAAALQXXMORGAN STANLEY FINANCE LLC POINT TO POINT BARRIER NOTE AAALQXXNASDAQAAALRXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT PARTIALLY PRINCIPANASDAQAAALSXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAALSXXNASDAQAAALTXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAALTXXNASDAQAAALUXXUBS AG LONDON BRANCH ISSUER CALLABLE CONTINGENT INTEREST ITM DIGITAL BNASDAQAAALVXXMORGAN STANLEY BANK N.A. POINT TO POINT WEIGHTED BASKET CD WITH AVERANASDAQAAALWXXBANK OF THE WEST POINT TO POINT CD AAALWXXNASDAQAAALXONE CHOICE BLEND+ 2015 PORTFOLIO R6 CLASSNASDAQAAALXXXGS FINANCE CORP. ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTE AAALNASDAQAAALYXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQAAALZXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT PARTIALLY PNASDAQAAAMAXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQAAAMBXXBANK OF THE WEST AUTOCAP WEIGHTED BASKET CD WITH MINIMUM COUPON AAAMBXNASDAQAAAMCXXGS FINANCE CORP. AUTOCALLABLE STEP UP POINT TO POINT FULLY PRINCIPALLYNASDAQAAAMDXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAAMEXXHSBC USA INC. AUTOCALLABLE SNOWBALL WORST OF BUFFER NOTE AAAMEXXNASDAQAAAMFXXMORGAN STANLEY FINANCE LLC POINT TO POINT WEIGHTED BASKET FULLY PRINCINASDAQAAAMGXXMORGAN STANLEY FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST ONASDAQAAAMHXXGS FINANCE CORP. CAPPED POINT TO POINT BUFFER NOTE AAAMHXXNASDAQAAAMIXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAAMJXXSOCIETE GENERALE SA CAPPED POINT TO POINT BUFFER NOTE AAAMJXXNASDAQAAAMKXXJPMORGAN CHASE FINANCIAL COMPANY LLC UNCAPPED ATM DIGITAL NOTE AAAMKXXNASDAQAAAMLXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. UNCAPPED DIGITAL DUAL DIRECTIONNASDAQAAAMMXXBARCLAYS BANK PLC POINT TO POINT BUFFER NOTE AAAMMXXNASDAQAAAMNXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE AAAMNXXNASDAQAAAMOXXBOFA FINANCE LLC AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE AAAMOXXNASDAQAAAMPXXBARCLAYS BANK PLC UNCAPPED DIGITAL DUAL DIRECTIONAL BARRIER NOTE AAAMPNASDAQAAAMQXXGOLDMAN SACHS BANK USA AUTOCALLABLE STEP UP POINT TO POINT CD AAAMQXXNASDAQAAAMRXXMORGAN STANLEY FINANCE LLC CAPPED POINT TO POINT BUFFER NOTE AAAMRXXNASDAQAAAMSXXMORGAN STANLEY FINANCE LLC POINT TO POINT FULLY PRINCIPALLY PROTECTEDNASDAQAAAMTXXGS FINANCE CORP. AUTOCALLABLE STEP UP POINT TO POINT FULLY PRINCIPALLYNASDAQAAAMUXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQAAAMVXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQAAAMWXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT WORST OF BUNASDAQAAAMXONE CHOICE BLEND+ IN RETIREMENT PORTFOLIO - INVESTOR CLASSNASDAQAAAMXXXHSBC USA INC. CAPPED POINT TO POINT BARRIER NOTE AAAMXXXNASDAQAAAMYXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT FULNASDAQAAAMZXXGS FINANCE CORP. ISSUER CALLABLE FIXED INTEREST WORST OF BUFFER NOTE ANASDAQAAANAXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT WORST OF BUNASDAQAAANBXXGOLDMAN SACHS BANK USA CAPPED POINT TO POINT CD AAANBXXNASDAQAAANCXXBARCLAYS BANK PLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAANNASDAQAAANDXXBOFA FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAANEXXBMO HARRIS BANK N.A. CAPPED POINT TO POINT CD AAANEXXNASDAQAAANFXXHSBC BANK USA N.A. CLIQUET CD WITH MINIMUM RETURN AAANFXXNASDAQAAANGXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAANHXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAANIXXBARCLAYS BANK PLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAANNASDAQAAANJXXJPMORGAN CHASE FINANCIAL COMPANY LLC ITM DIGITAL WORST OF BARRIER NOTENASDAQAAANKXXROYAL BANK OF CANADA ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQAAANLXXHSBC USA INC. POINT TO POINT BUFFER NOTE AAANLXXNASDAQAAANMXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE POINT TO POINT WORSTNASDAQAAANNXXMORGAN STANLEY FINANCE LLC DUAL DIRECTIONAL WORST OF BUFFER NOTE AAANNNASDAQAAANOXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD AAANONASDAQAAANPXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAAANQXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BUFFERNASDAQAAANRXXJPMORGAN CHASE BANK N.A. FIXED TO CONTINGENT INTEREST CD AAANRXXNASDAQAAANSXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BUFFERNASDAQAAANTXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAANUXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE AAANUXXNASDAQAAANVXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAANWXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQAAANXHORIZON ACTIVE ASSET ALLOCATION FUND - INVESTOR CLASSNASDAQAAANXXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAANYXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQAAANZXXHSBC USA INC. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAANZXXNASDAQAAAOAXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAAOBXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT FULLY PRINCIPALLNASDAQAAAOCXXJPMORGAN CHASE BANK N.A. FIXED INTEREST POINT TO POINT CD AAAOCXXNASDAQAAAODXXMORGAN STANLEY FINANCE LLC CAPPED POINT TO POINT BUFFER NOTE AAAODXXNASDAQAAAOEXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAAOFXXGS FINANCE CORP. AUTOCALLABLE STEP UP POINT TO POINT WORST OF BUFFER NNASDAQAAAOGXXBANK OF THE WEST POINT TO POINT CD AAAOGXXNASDAQAAAOHXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAAOHXXNASDAQAAAOIXXGS FINANCE CORP. CAPPED POINT TO POINT BUFFER NOTE AAAOIXXNASDAQAAAOJXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. RESETTING TIME SERIES CAPPED PONASDAQAAAOKXXBOFA FINANCE LLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAAOKNASDAQAAAOLXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE POINT TO POINT WORSTNASDAQAAAOMXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE DUAL DIRECTIONAL BNASDAQAAAONXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE AAAONXNASDAQAAAOOXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAAOPXXMORGAN STANLEY FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST ONASDAQAAAOQXXGOLDMAN SACHS BANK USA CLIQUET CD WITH MINIMUM RETURN AAAOQXXNASDAQAAAORXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BUFFERNASDAQAAAOSXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF NOTE AANASDAQAAAOTXXBOFA FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAAOUXXJPMORGAN CHASE BANK N.A. CAPPED POINT TO POINT CD AAAOUXXNASDAQAAAOVXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAAOVXXNASDAQAAAOWXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAAOWXXNASDAQ