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AAMGGXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAMGGXXNASDAQAAMGHXXHSBC USA INC. AUTOCALLABLE STEP UP BARRIER NOTE AAMGHXXNASDAQAAMGIXXSOCIETE GENERALE SA CAPPED POINT TO POINT BUFFER NOTE AAMGIXXNASDAQAAMGJXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQAAMGKXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT FULLY PRINCIPALLYNASDAQAAMGLXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BUFFER NOTE AAMGLXXNASDAQAAMGMXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAMGMXXNASDAQAAMGNXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT WORST OF BUNASDAQAAMGOXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. DUAL DIRECTIONAL WORST OF BARRINASDAQAAMGPXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD AAMGPNASDAQAAMGQXXMORGAN STANLEY FINANCE LLC CAPPED POINT TO POINT BUFFER NOTE AAMGQXXNASDAQAAMGRXXMORGAN STANLEY FINANCE LLC ITM DIGITAL BUFFER NOTE AAMGRXXNASDAQAAMGSXADT 1716 PERONI GROWTH PORTFOLIO AUTUMN 2016 SERINASDAQAAMGSXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT GEARED BUFFER NOTENASDAQAAMGTXADT 1755 PERONI GROWTH PORTFOLIO WINTER 2017 SERINASDAQAAMGTXXHSBC USA INC. ITM DIGITAL WORST OF BARRIER NOTE AAMGTXXNASDAQAAMGUXADT 1777 PERONI GROWTH PORTFOLIO SPRING 2017 SERINASDAQAAMGUXXJPMORGAN CHASE FINANCIAL COMPANY LLC ITM DIGITAL BARRIER NOTE AAMGUXXNASDAQAAMGVXADT 1797 PERONI GROWTH PORTFOLIO SUMMER 2017 SERINASDAQAAMGVXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT FULNASDAQAAMGWXADT 1815 PERONI GROWTH PORTFOLIO AUTUMN 2017 SERINASDAQAAMGWXXBANK OF MONTREAL CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQAAMGXXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAMGYXADT 1836 PERONI GROWTH PORTFOLIO WINTER 2018 SERIESNASDAQAAMGYXXJPMORGAN CHASE FINANCIAL COMPANY LLC CONTINGENT INTEREST WORST OF BARRNASDAQAAMGZXADT 1858 PERONI GROWTH PORTFOLIO SPRING 2018 SERIESNASDAQAAMGZXXGS FINANCE CORP. CAPPED POINT TO POINT BUFFER NOTE AAMGZXXNASDAQAAMHAXXMORGAN STANLEY FINANCE LLC ALL UP WORST OF FULLY PRINCIPALLY PROTECTEDNASDAQAAMHBXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE FIXED INTERESTNASDAQAAMHCXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BARRIERNASDAQAAMHDXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT WORST OF PANASDAQAAMHEXXHSBC USA INC. AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE AAMHEXXNASDAQAAMHFXXHSBC USA INC. POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAMHFXXNASDAQAAMHGXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAAMHHXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT BUFFER NOTENASDAQAAMHIXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE SNOWBALL BARRIER NOTNASDAQAAMHJXXROYAL BANK OF CANADA CAPPED POINT TO POINT BUFFER NOTE AAMHJXXNASDAQAAMHKXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAMHKXXNASDAQAAMHLXXCANADIAN IMPERIAL BANK OF COMMERCE AUTOCALLABLE SNOWBALL BARRIER NOTENASDAQAAMHMXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQAAMHNXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL WORST OF BARRIER NOTE AAMHNXXNASDAQAAMHOXXBANK OF THE WEST POINT TO POINT CD AAMHOXXNASDAQAAMHPXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAMHQXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAMHQXXNASDAQAAMHRXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAMHSXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT WORST OF BUFFERNASDAQAAMHTXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT WORST OF BANASDAQAAMHUXXGS FINANCE CORP. ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTE AAMHNASDAQAAMHVXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAMHWXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ALL UP FULLY PRINCIPALLY PROTECNASDAQAAMHXXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQAAMHYXXGS FINANCE CORP. AUTOCALLABLE POINT TO POINT WORST OF BUFFER NOTE AAMHNASDAQAAMHZXXTORONTO-DOMINION BANK CAPPED POINT TO POINT BUFFER NOTE AAMHZXXNASDAQAAMIAXXMORGAN STANLEY FINANCE LLC CONTINGENT INTEREST WORST OF BARRIER NOTE ANASDAQAAMIBXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT FULLY PRINCIPALLNASDAQAAMICXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT WORNASDAQAAMIDXXROYAL BANK OF CANADA ITM DIGITAL BARRIER NOTE AAMIDXXNASDAQAAMIEXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE POINT TO POINT WORSTNASDAQAAMIFXXCREDIT SUISSE AG LONDON BRANCH CAPPED POINT TO POINT WORST OF BUFFERNASDAQAAMIGXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. DUAL DIRECTIONAL WORST OF BUFFENASDAQAAMIHXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAMIHXXNASDAQAAMIIXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAMIJXXBANK OF MONTREAL AUTOCALLABLE POINT TO POINT BARRIER NOTE AAMIJXXNASDAQAAMIKXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAMIKXXNASDAQAAMILXXBANK OF THE WEST POINT TO POINT CD AAMILXXNASDAQAAMIMXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTENASDAQAAMINXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQAAMIOXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BARRIER NOTE AAMIONASDAQAAMIPXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT WORST OF BANASDAQAAMIQXXMORGAN STANLEY FINANCE LLC DUAL DIRECTIONAL BUFFER NOTE AAMIQXXNASDAQAAMIRXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQAAMISXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAMITXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT PARTIALLY PNASDAQAAMIUXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAMIVXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAMIWXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQAAMIXABSOLUTE CAPITAL ASSET ALLOCATOR FUND CLASS INSTLNASDAQAAMIXXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL BARRIER NOTE AAMNASDAQAAMIYXXGS FINANCE CORP. UNCAPPED DIGITAL DUAL DIRECTIONAL WORST OF BARRIER NONASDAQAAMIZXXUBS AG LONDON BRANCH AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE AAMIZNASDAQAAMJAXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE SNOWBALL WORST OFNASDAQAAMJBXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT BARNASDAQAAMJCXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL BUFFER NONASDAQAAMJDXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE SNOWBALL WORST OFNASDAQAAMJEXXMORGAN STANLEY FINANCE LLC ITM DIGITAL BUFFER NOTE AAMJEXXNASDAQAAMJFXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAMJGXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAMJGXXNASDAQAAMJHXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE STEP UP POINT TO PNASDAQAAMJIXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BUFFER NOTE AAMJIXNASDAQAAMJJXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL BUFFER NOTE AAMJJXXNASDAQAAMJKXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQAAMJLXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQAAMJMXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE FIXED INTEREST BARNASDAQAAMJNXXBARCLAYS BANK PLC POINT TO POINT WORST OF BUFFER NOTE AAMJNXXNASDAQAAMJOXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BUFFER NOTE AAMJOXXNASDAQAAMJPXXROYAL BANK OF CANADA POINT TO POINT WEIGHTED BASKET BARRIER NOTE AAMJPNASDAQAAMJQXXGS FINANCE CORP. CAPPED POINT TO POINT BUFFER NOTE AAMJQXXNASDAQAAMJRXXBANK OF MONTREAL CAPPED POINT TO POINT BUFFER NOTE AAMJRXXNASDAQAAMJSXXCREDIT SUISSE AG LONDON BRANCH AUTOCALLABLE FIXED INTEREST WORST OF BNASDAQAAMJTXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE AAMJTXNASDAQ