We consider random assignment of multiple indivisible objects. When each agent receives one object, [Bogomolnaia, A., Moulin, H., 2001. A new solution to the random assignment problem. Journal of Economic Theory 100, 295-328] show that the probabilistic serial mechanism is ordinally efficient, envy-free and weakly strategy-proof. When each agent receives more than one object, we propose a generalized probabilistic serial mechanism that is ordinally efficient and envy-free but not weakly strategy-proof Our main result shows that, if each agent receives more than one object, there exists no mechanism that is ordinally efficient, envy-free and weakly strategy-proof. (C) 2008 Elsevier B.V. All rights reserved.