Specialist Debt Securities

Specialist Debts
Programmes

450 Leasing MSN 328 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Promissory Notes US$44,169,701 promissory notes issued pursuant to a junior loan agreement dated 25 February 2021		USD	11-05-2033

AAASET 2021-2 Trust

Class/Coupon	CSX Ticker	Currency	Maturity
Class A US$541,224,000 Class A Fixed Rate Secured Notes Series 2021-2 due 2047		USD	15-01-2047
Class B US$78,437,000 Class B Fixed Rate Secured Notes Series 2021-2 due 2047		USD	15-01-2047

AASET 2018-2 Trust

Class/Coupon	Currency	Maturity
Class A Fixed Rate Secured Notes Series 2018-2	USD	18-11-2038
Class B Fixed Rate Secured Notes Series 2018-2	USD	18-11-2038
Class C Fixed Rate Secured Notes Series 2018-2	USD	18-11-2038

AASET 2018-3 Note Issuer Designated Activity Company

Class/Coupon	Currency	Maturity
Class A Notes US$305,000,000 Class A Notes due 15 December 2038	USD	15-12-2038
Class B Notes US$55,000,000 Class B Notes due 15 December 2038	USD	15-12-2038
Class C Notes US$24,000,000 Class C Notes due 15 December 2038	USD	15-12-2038
E Certificates US$89,000,000 E Certificates	USD	15-12-2038

AASET 2019-1 E Holding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
US$89,609,000 in aggregate principal amount an E Note due 2039		USD	15-05-2039

AASET 2019-1 Trust

Class/Coupon	Currency	Maturity
Class A Notes $300,299,000 Class A Fixed Rate Secured Notes Series 2019-1 due 2039	USD	15-05-2039
Class B Notes US$54,600,000 Class B Fixed Rate Secured Notes Series 2019-1 due 2039	USD	15-05-2039
Class C Notes US$25,025,000 Class C Fixed Rate Secured Notes Series 2019-1 due 2039	USD	15-05-2039

AASET 2019-2 Trust

Class/Coupon	Currency	Maturity
Class A Notes $430,343,000 Class A Fixed Rate Secured Notes Series 2019-2	USD	16-10-2039
Class B Notes $77,656,000 Class B Fixed Rate Secured Notes Series 2019-2	USD	16-10-2039
Class C Notes $32,357,000 Class C Fixed Rate Secured Notes Series 2019-2	USD	16-10-2039

AASET 2020-1 E Holding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
$105,879,000 aggregate notional amount of Equity Certificates		USD	16-01-2040

AASET 2020-1 Trust

Class/Coupon	Currency	Maturity
Class A $325,689,000 Class A Fixed Rate Secured Notes Series 2020-1	USD	16-01-2040
Class B $56,323,000 Class B Fixed Rate Secured Notes Series 2020-1	USD	16-01-2040
Class C $26,937,000 Class C Fixed Rate Secured Notes Series 2020-1	USD	16-01-2040

AASET 2021-1 International Ltd.

Class/Coupon	Currency	Maturity
Series A Notes US$584,879,635.73 Series A Notes due 2041	USD	16-11-2041
Series B Notes US$117,124,033.76 Series B Notes due 2041	USD	16-11-2041
Series C Notes US$69,265,785.89 Series C Notes due 2041	USD	16-11-2041
E Certificate US$93,386,479 E Certificate due 2041	USD	16-11-2041

AASET 2021-1 Trust

Class/Coupon	Currency	Maturity
Class A Notes US$620,000,000 Class A Fixed Rate Secured Notes Series 2021-1 due 2041	USD	16-11-2041
Class B Notes US$124,157,000 Class B Fixed Rate Secured Notes Series 2021-1 due 2041	USD	16-11-2041
Class C Notes US$73,425,000 Class C Fixed Rate Secured Notes Series 2021-1 due 2041	USD	16-11-2041

AASET2022-1 Limited and AASET2022-1 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Series A Notes U.S.$522,464,000 Series A Notes due 2047		USD	16-05-2047
E Certificate U.S.$202,721,159.01 E Certificate due 2047		USD	16-05-2047

ABACUS 2006-10, Ltd. & ABACUS 2006-10, Inc.

Class/Coupon	Currency	Maturity
Class A US$450,000,000 Floating Rate Notes due 2045	USD	30-10-2045
Class B US$56,250,000 Floating Rate Notes due 2045	USD	30-10-2045
Class C US$37,500,000 Floating Rate Notes due 2045	USD	30-10-2045
Class D US$28,125,000 Floating Rate Notes due 2045	USD	30-10-2045
Class E US$18,750,000 Floating Rate Notes due 2045	USD	30-10-2045
Class F US$18,750,000 Floating Rate Notes due 2045	USD	30-10-2045
Class G US$14,062,500 Floating Rate Notes due 2045	USD	30-10-2045
Class H US$14,062,500 Floating Rate Notes due 2045	USD	30-10-2045
Class J US$18,750,000 Floating Rate Notes due 2045	USD	30-10-2045
Class K US$18,750,000 Floating Rate Notes due 2045	USD	30-10-2045
Class L US$52,500,000 Floating Rate Notes due 2045	USD	30-10-2045
Class M US$22,500,000 Floating Rate Notes due 2045	USD	30-10-2045

ACM AIF Evergreen P2 DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 1,000,000,000 Class A Note		USD	11-04-2072

ACM ASOF VIII HOLDCO DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 1,500,000,000 Class A Note		USD	20-12-2071

ACM UK HPA DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Up to USD 500,000,000 Class A Note		USD	07-12-2071

ACS Aero 2 Irish Holdings Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$150,000,000 Loan Notes		USD	15-01-2027

Adare Finance Designated Activity Company

Class/Coupon	Currency	Maturity
Note 2 EUR 150,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 3 EUR 45,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 4 EUR 25,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 5 USD 140,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 6 EUR 130,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 7 EUR 80,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 9 EUR 30,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 11 GBP 200,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 14 GBP 360,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 15 EUR 80,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 17 EUR 260,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 18 EUR 75,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 20 GBP 70,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 21 GBP 300,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 22 EUR 80,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 23 EUR 100,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 25 EUR 300,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 26 EUR 150,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 28 EUR 80,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 29 GBP 220,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 30 GBP 100,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 33 EUR 100,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 34 GBP 250,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 35 USD 250,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 36 GBP 200,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 37 GBP 2,000,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 38 GBP 2,000,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 39 CHF 100,000,000 unsecured note due 2 March 2080	CHF	02-03-2080
Note 40 GBP 100,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 41 USD 200,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 42 USD 298,350,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 43 USD 200,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 44 USD 400,031,897.64 unsecured note due 2 March 2080	USD	02-03-2080
Note 45 GBP 200,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 46 USD 200,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 49 GBP 400,000,000 unsecured note due 2 March 2080	GBP	02-03-2080

Aeon CRE UK 1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to GBP 100,000,000 Unsecured Note due 2 September 2080		GBP	30-09-2080

Aggregated Micro Power Infrastructure 2 plc

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £250,000,000 Senior Secured Loan Notes		GBP	17-10-2036

AIG CLO 2018-1, LLC and AIG CLO 2018-1 Income Note, Ltd

Class/Coupon	Currency	Maturity
Class X U.S.$5,000,000 Class X Senior Secured Floating Rate Notes due 2032	USD	20-04-2032
Class A-1R U.S.$302,400,000 Class A-1R Senior Secured Floating Rate Notes due 2032	USD	20-04-2032
Class A-2R U.S.$14,900,000 Class A-2R Senior Secured Floating Rate Notes due 2032	USD	20-04-2032
Class B-R U.S.$59,400,000 Class B-R Mezzanine Secured Floating Rate Notes due 2032	USD	20-04-2032
Class C-R U.S.$29,750,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-04-2032
Class D-R U.S.$29,750,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-04-2032
Class E-R U.S.18,600,000 Class E-R Junior Secured Deferrable Floating Rate Notes due 2032	USD	20-04-2032
Subordinated Notes US$46,150,000 Subordinated Notes due 2032	USD	20-04-2032

AIG CLO 2019-1, Ltd. AIG CLO 2019-1, LLC and AIG CLO 2019-1 Income Note, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$49,900,000 Subordinated Notes due 2032		USD	21-04-2032
Income Notes U.S.$0 Income Notes due 2032		USD	21-04-2032

AIG CLO 2019-2, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$310,000,000 Class A-R Senior Secured Floating Rate Notes due 2033		USD	25-10-2033

AIG CLO 2020-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$210,000,000 Class A Senior Secured Floating Rate Notes due 2029		USD	22-05-2029

Aircraft Lease Securitisation Limited

Class/Coupon	Currency	Maturity
Class D-1 Notes due 2041	USD	15-12-2041
Class D-2 Notes due 2041	USD	15-12-2041
Class A-R Notes due 2034	USD	15-05-2034

Ajna Aircraft Fund I DAC

Class/Coupon	CSX Ticker	Currency	Maturity
US$17,000,000 Loan Notes		USD	15-07-2029

Alinea CLO, Ltd and Alinea CLO, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$325,000,000 Class A Senior Secured Floating Rate Notes Due 2031	USD	20-07-2031
Class B Notes U.S.$51,000,000 Class B Senior Secured Floating Rate Notes Due 2031	USD	20-07-2031
Class C Notes U.S.$26,000,000 Class C Deferrable Mezzanine Secured Floating Rate Notes Due 2031	USD	20-07-2031
Class D Notes U.S.$33,000,000 Class D Deferrable Mezzanine Secured Floating Rate Notes Due 2031	USD	20-07-2031
Class E Notes U.S.$25,000,000 Class E Deferrable Junior Secured Floating Rate Notes Due 2031	USD	20-07-2031
Subordinated Notes US$50,200,000 Subordinated Notes due 2031	USD	20-07-2031

Alpinum Securitisation Company I Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to GBP 100,000,000 Variable Funding Note due 31 July 2024		GBP	31-07-2024

ALR Aircraft Investment Ireland Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$56,000,000 Profit Participating Senior Unsecured Securities		USD	01-02-2067

Anchorage Capital CLO 16, Ltd. and Anchorage Capital CLO 16, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1.R U.S.$270,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2035		USD	20-01-2035
Class B-R U.S.$51,750,000 Class B-R Senior Secured Floating Rate Notes due 2035		USD	20-01-2035

Anchorage Capital CLO 17, Ltd. and Anchorage Capital CLO 17, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$270,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2034	USD	15-07-2034
Class B Notes U.S.$51,750,000 Class B Senior Secured Floating Rate Notes Due 2034	USD	15-07-2034
Class E Notes U.S.$26,437,500 Class E Junior Secured Deferrable Floating Rate Notes Due 2034	USD	15-07-2034

Anchorage Capital CLO 21, Ltd. and Anchorage Capital CLO 21, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Senior Secured Floating Rate Notes U.S.$244,000,000 Class A Senior Secured Floating Rate Notes due 2034		USD	20-10-2034
Class B Senior Secured Floating Rate Notes U.S.$47,000,000 Class B Senior Secured Floating Rate Notes due 2034		USD	20-10-2034

Anchorage Capital CLO 24, Ltd. and Anchorage Capital CLO 24, LLC

Class/Coupon	Currency	Maturity
Class A-1 U.S.$270,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class A-2 U.S.$18,000,000 Class A-2 Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class B U.S.$54,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class C U.S.$27,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	15-04-2034
Class E U.S.$14,400,000 Class E Junior Secured Deferrable Floating Rate Notes due 2034	USD	15-04-2034

Anchorage Capital CLO 25, Ltd. and Anchorage Capital CLO 25, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes due 2035		USD	20-04-2035

Anchorage Capital CLO 7, Ltd. and Anchorage Capital CLO 7, LLC

Class/Coupon	Currency	Maturity
Class A-R2 Notes U.S.$372,000,000 Class A-R2 Senior Secured Floating Rate Notes due 2031	USD	28-01-2031
Class B-R2 Notes U.S.$78,000,000 Class B-R2 Senior Secured Floating Rate Notes due 2031	USD	28-01-2031
Class C-R Notes U.S.$42,000,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	28-01-2031
Class D1-R2 Notes U.S.$25,500,000 Class D1-R2 Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	28-01-2031
Class D2-R2 Notes U.S.$10,500,000 Class D2-R2 Senior Secured Fixed Rate Notes due 2031	USD	28-01-2031
Class E-R2 Notes U.S.$24,000,000 Class E-R2 Junior Secured Deferrable Floating Rate Notes due 2031	USD	28-01-2031

Anchorage Capital CLO 8, Ltd. and Anchorage Capital CLO 8, LLC

Class/Coupon	Currency	Maturity
Class A-R2-A Notes U.S.$240,000,000 A-R2-A Senior Secured Floating Rate Notes due 2034	USD	27-10-2034
Class A-R2-B Notes U.S.$15,000,000 A-R2-B Senior Secured Floating Rate Notes due 2034	USD	27-10-2034
Class B-R2 Notes U.S.$45,000,000 B-R2 Senior Secured Floating Rate Notes due 2034	USD	27-10-2034

Antares CLO 2019-2, Ltd. and Antares CLO 2019-2, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1A Notes U.S.$200,000,000 Class A-1A Senior Secured Floating Rate Notes due 2032		USD	03-01-2032

Antares CLO 2020-1, Ltd. and Antares CLO 2020-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes US$413,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2033		USD	25-10-2033
Class C-R Notes US$52,500,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2033		USD	25-10-2033

AO Funding Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 Series 1 US$1,000,000,000 Profit Participating Notes due 2065		USD	27-03-2065
Series 2 Series 2 €1,000,000,000 Secured Profit Participating Notes due 2065		EUR	22-02-2065

Apex Credit CLO 2019 Ltd. and Apex Credit CLO 2019 LLC

Class/Coupon	Currency	Maturity
Class D Notes US$21,000,000 Class D Secured Deferrable Floating Rate Notes due 2032	USD	18-04-2032
Subordinated Notes US$31,000,000 Subordinated Notes due 2032	USD	18-04-2032
Class A-R U.S.$15,050,000 Class A-R Senior Secured Floating Rate Notes Due 2032	USD	18-04-2032
Class B-R U.S.$23,000,000 Class B-R Secured Deferrable Floating Rate Notes Due 2032	USD	18-04-2032

Apex Credit CLO 2019-II Ltd. and Apex Credit CLO 2019-II LLC

Class/Coupon	Currency	Maturity
Class D Notes US$20,000,000 Class D Secured Deferrable Floating Rate Notes due 2032	USD	25-10-2032
Class E Notes US$22,000,000 Class E Secured Deferrable Floating Rate Notes due 2032	USD	25-10-2032
Subordinated Notes US$38,350,000 Subordinated Notes due 2032	USD	25-10-2032
Class A-1-R U.S.$184,300,000 Class A-1-R Senior Secured Floating Rate Notes due 2032	USD	25-10-2032
Class A-2-R U.S.$16,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2032	USD	25-10-2032
Class B-R U.S.$42,000,000 Class B-R Senior Secured Floating Rate Notes due 2032	USD	25-10-2032
Class C-R U.S.$22,000,000 Class C-R Secured Deferrable Floating Rate Notes due 2032	USD	25-10-2032

Apex Credit CLO 2020 Ltd. and Apex Credit CLO 2020 LLC

Class/Coupon	Currency	Maturity
Class E-1 U.S.$9,750,000 Class E-1 Secured Deferrable Floating Rate Notes due 2031	USD	20-10-2031
Class E-2 U.S.$5,000,000 Class E-2 Secured Deferrable Floating Rate Notes due 2031	USD	20-10-2031
Subordinated Notes U.S.$28,625,000 Subordinated Notes due 2031	USD	20-10-2031
Class A-1-R Notes U.S.$198,250,000 Class A-1-R Senior Secured Floating Rate Notes due 2031	USD	20-10-2031
Class A-2-R Notes U.S.$16,250,000 Class A-2-R Senior Secured Floating Rate Notes due 2031	USD	20-10-2031
Class B-R Notes U.S.$32,500,000 Class B-R Senior Secured Floating Rate Notes due 2031	USD	20-10-2031
Class C-R Notes U.S.$19,500,000 Class C-R Secured Deferrable Floating Rate Notes due 2031	USD	20-10-2031
Class D-R Notes U.S.$16,250,000 Class D-R Secured Deferrable Floating Rate Notes due 2031	USD	20-10-2031

Apex Credit CLO 2021 Ltd. and Apex Credit CLO 2021 LLC

Class/Coupon	Currency	Maturity
Class A-N Notes U.S.$199,000,000 Class A-N Senior Secured Floating Rate Notes due 2034	USD	18-07-2034
Class A-F Notes U.S.$25,000,000 Class A-F Senior Secured Fixed Rate Notes due 2034	USD	18-07-2034
Class B Notes U.S.$41,900,000 Class B Senior Secured Floating Rate Notes due 2034	USD	18-07-2034
Class C Notes U.S.$21,000,000 Class C Secured Deferrable Floating Rate Notes due 2034	USD	18-07-2034
Class D-1 Notes U.S.$17,500,000 Class D-1 Secured Deferrable Floating Rate Notes due 2034	USD	18-07-2034
Class D-2 Notes U.S.$3,500,000 Class D-2 Secured Deferrable Fixed Rate Notes due 2034	USD	18-07-2034
Class D-3 Notes U.S.$2,000,000 Class D-3 Secured Deferrable Fixed Rate Notes due 2034	USD	18-07-2034
Class E Notes U.S.$12,000,000 Class E Secured Deferrable Floating Rate Notes due 2034	USD	18-07-2034
Subordinated Notes U.S.$37,000,000 Subordinated Notes due 2034	USD	18-07-2034

Apex Credit CLO 2022-I Ltd and Apex Credit CLO 2022-I LLC

Class/Coupon	Currency	Maturity
Class A-1 U.S.$123,250,000 Class A-1 Senior Secured Floating Rate Notes due 2033	USD	22-04-2033
Class B U.S.$42,000,000 Class B Senior Secured Floating Rate Notes due 2033	USD	22-04-2033
Class C U.S.$16,500,000 Class C Secured Deferrable Floating Rate Notes due 2033	USD	22-04-2033
Class D U.S.$18,000,000 Class D Secured Deferrable Floating Rate Notes due 2033	USD	22-04-2033
Class E U.S. $13,500,000 Class E Secured Deferrable Floating Rate Notes due 2033	USD	22-04-2033
U.S.$24,500,000 Subordinated Notes due 2033	USD	22-04-2033

Apidos CLO XXX and Apidos CLO XXX LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$2,700,000 Class X Senior Secured Floating Rate Notes due 2031	USD	18-10-2031
Class A-1A Notes U.S.$375,100,000 Class A-1A Senior Secured Floating Rate Notes due 2031	USD	18-10-2031
Class A-1B Notes U.S.$40,850,000 Class A-1B Senior Secured Floating Rate Notes due 2031	USD	18-10-2031
Class A-2 Notes U.S.$78,000,000 Class A-2 Senior Secured Floating Rate Notes due 2031	USD	18-10-2031
Class B Notes U.S.$39,000,000 Class B Mezzanine Deferrable Floating Rate Notes due 2031	USD	18-10-2031
Class C Notes U.S.$38,450,000 Class C Mezzanine Deferrable Floating Rate Notes due 2031	USD	18-10-2031
Class D Notes U.S.$24,400,000 Class D Mezzanine Deferrable Floating Rate Notes due 2031	USD	18-10-2031
Subordinated Notes U.S.$64,600,000 Subordinated Notes due 2031	USD	18-10-2031

Apidos CLO XXXII and Apidos CLO XXXII LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$2,600,000 Class X Senior Secured Floating Rate Notes due 2033	USD	20-01-2033
Class A-1 Notes U.S.$248,000,000 Class A-1 Senior Secured Floating Rate Notes due 2033	USD	20-01-2033
Class A-2 Notes U.S.$12,000,000 Class A-2 Senior Secured Floating Rate Notes due 2033	USD	20-01-2033
Class B-1 Notes U.S.$34,000,000 Class B-1 Senior Secured Floating Rate Notes due 2033	USD	20-01-2033
Class B-2 Notes U.S.$10,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2033	USD	20-01-2033
Class C Notes U.S.$24,000,000 Class C Mezzanine Deferrable Floating Rate Notes due 2033	USD	20-01-2033
Class D Notes U.S.$22,000,000 Class D Mezzanine Deferrable Floating Rate Notes due 2033	USD	20-01-2033
Class E Notes U.S.$17,500,000 Class E Mezzanine Deferrable Floating Rate Notes due 2033	USD	20-01-2033
Subordinated Notes U.S.$34,500,000 Subordinated Notes due 2033	USD	20-01-2033

Arena Investors EF Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 Series 1 €1,000,000,000 Profit Participating Notes due 31 March 2070		EUR	31-03-2070
Series 5 Series 5 €1,000,000,000 Profit Participating Notes due 25 November 2071		EUR	25-11-2071

Ares European Loan Management Holdings (Luxembourg) S.à.r.l.

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €1,000,000,000 Loan and Bond Asset Linked Notes		EUR	13-12-2041

Ares LV CLO Ltd. and Ares LV CLO LLC

Class/Coupon	Currency	Maturity
Class A-1-R Notes U.S.$305,000,000 Class A-1-R Senior Floating Rate Notes due 2034	USD	15-07-2034
Class A-2-R Notes U.S.$15,000,000 Class A-2-R Senior Floating Rate Notes due 2034	USD	15-07-2034
Class B-R Notes U.S.$60,000,000 Class B-R Senior Floating Rate Notes due 2034	USD	15-07-2034
Class C-R Notes U.S.$27,500,000 Class C-R Mezzanine Deferrable Floating Rate Notes due 2034	USD	15-07-2034
Class D-R Notes U.S.$32,500,000 Class D-R Mezzanine Deferrable Floating Rate Notes due 2034	USD	15-07-2034
Class E-R Notes U.S.$41,500,00017,500,000 Class E-R Mezzanine Deferrable Floating Rate Notes due 2034	USD	15-07-2034

Ares LVII CLO Ltd. and Ares LVII CLO LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$256,000,000 Class A Senior Floating Rate Notes due 2031		USD	25-10-2031

ARES XLIV CLO LTD.

Class/Coupon	Currency	Maturity
Class A-1 U.S.$624,250,000 Class A-1 Senior Floating Rate Notes due 2029	USD	15-10-2029
Class A-2 U.S.$101,750,000 Class A-2 Senior Floating Rate Notes due 2029	USD	15-10-2029
Class A-3 U.S.$104,500,000 Class A-3 Senior Floating Rate Notes due 2029	USD	15-10-2029
Class B-1 U.S.$36,500,000 Class B-1 Mezzanine Deferrable Floating Rate Notes due 2029	USD	15-10-2029
Class B-2 U.S.$24,000,000 Class B-2 Mezzanine Deferrable Floating Rate Notes due 2029	USD	15-10-2029
Class C U.S.$66,000,000 Class C Mezzanine Deferrable Floating Rate Notes due 2029	USD	15-10-2029
Class D U.S.$55,000,000 Class D Mezzanine Deferrable Floating Rate Notes due 2029	USD	15-10-2029
Class E U.S.$8,500,000 Class E Mezzanine Deferrable Floating Rate Notes due 2029	USD	15-10-2029
Subordinated Notes U.S.$88,300,000 Subordinated Notes due 2029	USD	15-10-2029
Combination Notes U.S.$30,000,000 Combination Notes due 2029	USD	15-10-2029

AS Air Lease 113 (Ireland) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD500,000,000 Notes due 2059		USD	31-12-2059

AS Air Lease 57SY (Ireland) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD500,000,000 Notes due 2058		USD	31-12-2058

AS Air Lease Holdings 2T DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes Class A Notes due 2056		USD	10-01-2056
Class B Notes Class B Notes due 2056		USD	10-01-2056

AS Air Lease Holdings 3T Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series A1 Series A1 USD142,002,454.27 Note due 2056		USD	31-12-2056

AS Air Lease Holdings 4T DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD750,000,000 Class A Note due 2058		USD	08-01-2058
Up to USD750,000,000 Class B Note due 2058		USD	08-01-2058

AS Air Lease Holdings 5T DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD500,000,000 Notes due 2056		USD	31-12-2056

AS Air Lease Holdings 6T DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD500,000,000 Notes due 2056		USD	19-12-2056

AS Air Lease Holdings 7T DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes Up to USD500,000,000 Class A and Class B Notes due 2056		USD	31-12-2056
Class B Notes Up to USD500,000,000 Class A and Class B Notes due 2056		USD	31-12-2056

AS Air Lease Holdings 9T DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD500,000,000 Notes due 2059		USD	31-12-2059

AS Air Lease III (Ireland) DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Fixed Rate Note US$ 29,343,358.47 Fixed Rate Note		USD	31-12-2050
Junior Note US$ 296,397.56 Junior Note		USD	31-12-2050

Ascent Finance Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2022-4003 USD 5,000,000 Secured Repackaged Notes due 2025		USD	02-04-2025
Series 2022-4004 USD 5,000,000 Secured Repackaged Notes due 2025		USD	02-04-2025

ASG Cloudberry I Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to EUR 200,000,000 Notes due 2039		EUR	31-12-2039

Asset Repackaging Trust Six B.V.

Class/Coupon	CSX Ticker	Currency	Maturity
NOK Fixed Rate Secured Notes due 2031 Series 42		NOK	23-05-2031

Athena4 Aviation Leasing Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$170,000,000 Unsecured Notes due 2026		USD	06-12-2028

Atlantic Park Strategic Capital Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Prrofit participating notes due 2032 £1,200,000,000 profit participating notes due 2032		GBP	31-12-2032

Atlas Senior Loan Fund VII, Ltd. and Atlas Senior Loan Fund VII, LLC

Class/Coupon	Currency	Maturity
Class A-2-R Notes US$20,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2031	USD	27-11-2031
Class C-R Notes US$31,000,000 Class C-R Senior Secured Deferrable Floating Rate Notes due 2031	USD	27-11-2031
Class D-R Notes US$20,000,000 Class D-R Senior Secured Deferrable Floating Rate Notes due 2031	USD	27-11-2031
Class E-R Notes US$17,000,000 Class E-R Senior Secured Deferrable Floating Rate Notes due 2031	USD	27-11-2031
Class F-R Notes US$7,000,000 Class F-R Senior Secured Deferrable Floating Rate Notes due 2031	USD	27-11-2031
Subordinated Notes US$42,500,000 Subordinated Notes due 2031	USD	27-11-2031

Atlas Senior Loan Fund XVI, Ltd. and Atlas Senior Loan Fund XVI, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$305,000,000 Class A Senior Secured Floating Rate Notes due 2034		USD	26-01-2034

Audax SD IRL DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes Up to USD 150,000,000 Class A Notes		USD	27-10-2070

Audax SLF V IRL DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes Up to USD 150,000,000 Class A Notes		USD	10-08-2072

Aurajoki Holdings UK Limited

Class/Coupon	Currency	Maturity
EURO Loan Notes Loan Notes due 2025	EUR	01-01-2025
EURO PIK Notes Unlimited PIK Notes due 2025	EUR	01-01-2025
Loan Notes (US$) Up to €300,000,000 Notes (or its equivalent in US$) due 2025	USD	01-01-2025
PIK Notes (or its equivalent in US$) Unlimited PIK Notes due 2025	USD	01-01-2025

AVENIR II B.V.

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2015-1 USD 250,000,000 loan participation notes due 2023		USD	05-07-2023

Bain Capital Credit CLO 2019-1, Limited and Bain Capital Credit CLO 2019-1, LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$6,000,000 Class X Senior Secured Floating Rate Notes due 2034	USD	19-04-2034
Class A-R Notes U.S.$310,000,000 Class A-R Senior Secured Floating Rate Notes due 2034	USD	19-04-2034
Class B-R Notes U.S.$65,000,000 Class B-R Senior Secured Floating Rate Notes due 2034	USD	19-04-2034
Class C-R Notes U.S.$30,000,000 Class C-R Secured Deferrable Floating Rate Notes due 2034	USD	19-04-2034
Class D-R Notes U.S.$30,000,000 Class D-R Secured Deferrable Floating Rate Notes due 2034	USD	19-04-2034
Class E-R Notes U.S.$25,000,000 Class E-R Secured Deferrable Floating Rate Notes due 2034	USD	19-04-2034

Bain Capital Credit CLO 2020-2, Limited and Bain Capital Credit CLO 2020-2, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$33,300,000 Subordinated Notes due 2031		USD	16-07-2031

Bain Capital Credit CLO 2020-3, Limited and Bain Capital Credit CLO 2020-3, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes US$279,250,000 Class A-1-R Senior Secured Floating Rate Notes due 2034		USD	25-10-2034
Class A-2-R Notes US$13,500,000 Class A-2-R Senior Secured Floating Rate Notes due 2034		USD	25-10-2034

Bain Capital Credit CLO 2021-1, Limited and Bain Capital Credit CLO 2021-1, LLC

Class/Coupon	Currency	Maturity
Class A Notes US$315,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	18-04-2034
Class B Notes US$65,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	18-04-2034
Class C Notes US$30,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2034	USD	18-04-2034

Bain Capital Credit CLO 2021-3, Limited and Bain Capital Credit CLO 2021-3, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$307,500,000 Class A Senior Secured Floating Rate Notes due 2034	USD	24-07-2034
Class B Notes U.S.$72,500,000 Class B Senior Secured Floating Rate Notes 2034	USD	24-07-2034
Class C Notes U.S.$30,000,000 Class C Secured Deferrable Floating Rate Notes due 2034	USD	24-07-2034
Class D Notes U.S.$30,000,000 Class D Secured Deferrable Floating Rate Notes due 2034	USD	24-07-2034
Class E Notes U.S.$17,500,000 Class E Secured Deferrable Floating Rate Notes due 2034	USD	24-07-2034
Subordinated Notes U.S.$48,200,000 Subordinated Notes due 2034	USD	24-07-2034

Bain Capital Credit CLO 2021-4, Limited, and Bain Capital Credit CLO 2021-4 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 U.S.$378,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034		USD	20-10-2034

Bain Capital Credit CLO 2021-6, Limited and Bain Capital Credit CLO 2021-6, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$283,500,000 Class A-1 Senior Secured Floating Rate Notes due 2034		USD	21-10-2034

Balboa Bay Loan Funding 2020-1 Ltd. and Balboa Bay Loan Funding 2020-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R U.S.$248,000,000 Class A-R Senior Secured Floating Rate Notes due 2032		USD	20-01-2032

Balboa Bay Loan Funding 2021-1 Ltd and Balboa Bay Loan Funding 2021-1 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$244,000,000 Class A Senior Secured Floating Rate Notes due 2034		USD	20-07-2034

Ballyrock CLO 14 Ltd. and Ballyrock CLO 14 LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$248,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034	USD	20-01-2034
Class A-2 Notes U.S.$56,00,000 Class A-2 Senior Secured Floating Rate Notes due 2034	USD	20-01-2034
Class B Notes U.S.$24,000,000 Class B Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-01-2034
Class C Notes U.S.$24,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-01-2034
Class D Notes U.S.$12,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-01-2034

Ballyrock CLO 2019-2 Ltd. and Ballyrock CLO 2019-2 LLC

Class/Coupon	Currency	Maturity
Class A-1a-R U.S.$240,000,000 Class A-1a-R Senior Secured Floating Rate Notes due 2030	USD	20-11-2030
Class A-1b-R U.S.$20,000,000 Class A-1b-R Senior Secured Floating Rate Notes due 2030	USD	20-11-2030
Class A-2-R U.S.$44,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2030	USD	20-11-2030
Class B-R U.S.$24,000,000 Class B-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-11-2030
Class C-R U.S.$22,000,000 Class C-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-11-2030
Class D-R U.S.$18,000,000 Class D-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-11-2030

Ballyrock CLO 2020-2 Ltd. and Ballyrock CLO 2020-2 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes U.S.$240,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2031		USD	20-10-2031

Bardin Hill – Triton CLO 2021-1 Ltd. and Bardin Hill – Triton CLO 2021- 1 LLC

Class/Coupon	Currency	Maturity
Class A U.S.$248,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class B U.S.$52,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class C U.S.$70,000,000 Class C Mezzanine Secured Deferrable Fixed Rate Notes due 2034	USD	15-04-2034
Class D U.S.$20,000,000 Class D Junior Secured Deferrable Fixed Rate Notes due 2034	USD	15-04-2034

Bardin Hill CLO 2021-2 Ltd. and Bardin Hill CLO 2021-2 LLC

Class/Coupon	Currency	Maturity
Class A Senior Secured Floating Rate Notes U.S.$256,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	25-10-2034
Class B Senior Secured Floating Rate Notes U.S.$48,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	25-10-2034
Class C Mezzanine Secured Deferrable Floating Rate Notes U.S.$20,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	25-10-2034
Class D Mezzanine Secured Deferrable Floating Rate Notes U.S.$24,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	25-10-2034
Class E Junior Secured Deferrable Floating Rate Notes U.S.$20,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2034	USD	25-10-2034

Bardot CLO, LTD. and Bardot CLO, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$50,600,000 Subordinated Notes Due 2032		USD	22-10-2032

Barings CLO Ltd. 2015-II and Barings CLO Ltd. 2015-II LLC

Class/Coupon	Currency	Maturity
Class X-R U.S.$2,250,000 Class X-R Senior Secured Floating Rate Notes due 2030	USD	20-10-2030
Class A-R U.S.$320,000,000 Class A-R Senior Secured Floating Rate Notes due 2030	USD	20-10-2030
Class B-1 U.S.$7,828,283 Class B-1-R Senior Secured Floating Rate Notes due 2030	USD	20-10-2030
Class B-2 U.S.$49,671,718 Class B-2-R Senior Secured Floating Rate Notes due 2030	USD	20-10-2030
Class C-1-R U.S.$19,696,970 Class C-1-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-10-2030
Class C-2-R U.S.$5,303,031 Class C-2-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-10-2030
Class D-R U.S.$31,250,000 Class D-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-10-2030
Class E-R U.S.$26,250,000 Class E-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-10-2030
Class F-R U.S.$10,000,000 Class F-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-10-2030
Subordinated Notes U.S.$42,000,000 Subordinated Notes due 2027	USD	20-10-2027

Barings CLO Ltd. 2018-III and Barings CLO 2018-III, LLC

Class/Coupon	Currency	Maturity
Class X Senior Secured Floating Rate Notes due 2029	USD	20-07-2029
Class A-1 Senior Secured Floating Rate Notes due 2029	USD	20-07-2029
Class A-2 Senior Secured Floating Rate Notes due 2029	USD	20-07-2029
Class B-1 Senior Secured Floating Rate Notes due 2029	USD	20-07-2029
Class C Secured Deferrable Mezzanine Floating Rate Notes due 2029	USD	20-07-2029
Class D Secured Deferrable Mezzanine Floating Rate Notes due 2029	USD	20-07-2029
Class E Secured Deferrable Mezzanine Floating Rate Notes due 2029	USD	20-07-2029
Class F Secured Deferrable Mezzanine Floating Rate Notes due 2029	USD	20-07-2029
Subordinated Notes due 2029	USD	20-07-2029

Barings CLO Ltd. 2019-II and Barings CLO 2019-II, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-2 Notes U.S.$50,000,000 Class A-2 Senior Secured Floating Rate Notes due 2031		USD	15-04-2031

Barings CLO Ltd. 2020-II and Barings CLO 2020-II, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$30,600,000 Subordinated Notes due 2033		USD	15-10-2033
Class A-R Senior Secured Floating Rate Notes U.S.$224,000,000 Class A-R Senior Secured Floating Rate Notes due 2033		USD	15-10-2033

Barings CLO Ltd. 2021-II and Barings CLO 2021-II, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Senior Secured Floating Rate Notes U.S.$50,250,000 Class B Senior Secured Floating Rate Notes due 2034		USD	15-07-2034
Class C Secured Deferrable Mezzanine Floating Rate Notes U.S.$24,000,000 Class C Secured Deferrable Mezzanine Floating Rate Notes due 2034		USD	15-07-2034

Barings Loan Partners CLO Ltd. 2 and Barings Loan Partners CLO 2 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes US$310,000,000 Class A Senior Secured Floating Rate Notes due 2034		USD	20-01-2034
Class B Notes US$70,000,000 Class B Senior Secured Floating Rate Notes due 2034		USD	20-02-2034

Barings Middle Market CLO Ltd. 2018-I and Barings Middle Market CLO 2018-I, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
A-1 US$226,000,000 Senior Secured Floating Rate Notes due 2031		USD	15-01-2031

Battalion CLO XV Ltd. and Battalion CLO XV LLC

Class/Coupon	Currency	Maturity
Class A-1 U.S.$248,000,000 Class A-1 Senior Secured Floating Rate Notes due 2033	USD	17-01-2033
Class A-2 U.S.$10,000,000 Class A-2 Senior Secured Floating Rate Notes due 2033	USD	17-01-2033
Class B U.S.$46,000,000 Class B Senior Secured Floating Rate Notes due 2033	USD	17-01-2033
Class C U.S.$20,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2033	USD	17-01-2033
Class D U.S.$26,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2033	USD	17-01-2033
Class E U.S.$14,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2033	USD	17-01-2033
U.S.$41,250,000 Subordinated Notes due 2033	USD	17-01-2033

Battery Park CLO Ltd. and Battery Park CLO LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Combination Notes U.S.$35,000,000 Combination Notes Due 2032		USD	15-07-2032

BCC DSS 2017 (Ireland) Investments Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 €1,000,000,000 Profit Participating Certificates due 2045		EUR	08-05-2045
Series 2 €64,000,000 fixed rate notes due 2024		EUR	11-10-2024

BCC Launchpad Ireland Holdings Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$12,000,000 profit participating certificates due 2024		USD	10-11-2024

BCC Middle Market CLO 2019-1, Ltd. & BCC Middle Market CLO 2019-1 Co-Issuer, LLC

Class/Coupon	Currency	Maturity
Class A-1-R Notes U.S.$282,500,000 Class A-1-R Senior Secured Floating Rate Notes due 2033	USD	15-10-2033
Class A-2-R Notes U.S.$55,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2033	USD	15-10-2033
Class B-R Notes U.S.$47,500,000 Class B-R Secured Deferrable Floating Rate Notes due 2033	USD	15-10-2033
Class C-R Notes U.S.$25,000,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2033	USD	15-10-2033

Beaumont Summit Finance Designated Activity Company

Class/Coupon	Currency	Maturity
Note 1 GBP 328,000,000 Unsecured Note due 2 March 2080	GBP	02-03-2080
Note 2 GBP 29,300,000 Unsecured Note due 2 March 2080	GBP	02-03-2080
Note 3 EUR 17,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 4 EUR 500,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 5 EUR Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 6 USD 5,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 7 EUR 30,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 8 EUR 30,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 12 EUR 100,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 9 EUR 7,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 10 EUR 350,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 14 GBP 10,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 16 EUR 65,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 17 EUR 10,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 18 EUR 50,000,000 unsecured note due 2 March 2080	EUR	02-03-2080

Benefit Street Partners CLO XVIII, Ltd. and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
US$346,500,000 Class A-1-R Senior Secured Floating Rate Notes due 2034		USD	15-10-2034

Benefit Street Partners CLO XXI, Ltd. and Benefit Street Partners CLO XXI, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$35,000,000 Subordinated Notes due 2031		USD	15-07-2031
Class A-1-R U.S.$279,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2034		USD	15-10-2034

Benefit Street Partners CLO XXIV, Ltd. and Benefit Street Partners CLO XXIV LLC

Class/Coupon	Currency	Maturity
Class A US$260,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	20-10-2034
Class B US$70,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	20-10-2034
Class C US$30,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Class D US$30,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Class E US$20,000,000 Class E Secured Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Subordinated Notes US$45,000,000 Subordinated Notes due 2034	USD	20-10-2034

Bethpage Park CLO, Ltd. and Bethpage Park CLO, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Senior Secured Floating Rate Notes due 2036 U.S.$56,000,000 Class B Senior Secured Floating Rate Notes due 2036		USD	15-10-2036
Class C Mezzanine Secured Deferrable Floating Rate Notes U.S.$34,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2036		USD	15-10-2036

Betony CLO 2, Ltd. and Betony CLO 2, LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$3,000,000 Class X Senior Secured Floating Rate Notes Due 2031	USD	30-04-2031
Class A-1 Notes U.S.$325,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2031	USD	30-04-2031
Class A-2 Notes U.S.$55,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2031	USD	30-04-2031
Class B Notes U.S.$25,000,000 Class B Deferrable Mezzanine Secured Floating Rate Notes Due 2031	USD	30-04-2031
Class C Notes U.S.$30,000,000 Class C Deferrable Mezzanine Secured Floating Rate Notes Due 2031	USD	30-04-2031
Class D Notes U.S.$25,000,000 Class D Deferrable Junior Secured Floating Rate Notes Due 2031	USD	30-04-2031
Subordinated Notes U.S.$47,300,000 Subordinated Notes Due 2031	USD	30-04-2031

Birch Grove CLO Ltd. and Birch Grove CLO LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$256,000,000 Class A Senior Secured Floating Rate Notes due 2031	USD	15-06-2031
Class B-1 Notes U.S.$27,500,000 Class B-1 Senior Secured Floating Rate Notes due 2031	USD	15-06-2031
Class B-2 Notes U.S.$18,500,000 Class B-2 Senior Secured Fixed Rate Notes due 2031	USD	15-06-2031
Class C Notes U.S.$19,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-06-2031
Class D Notes U.S.$24,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-06-2031
Class E Notes U.S.$21,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2031	USD	15-06-2031

Black Forest Funding (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$1,000,000,000 Profit Participating Notes due 31 March 2065		USD	31-03-2065
Series 2 Up to US$1,000,000,000 Profit Participating Notes due 17 September 2069		USD	17-09-2069

Blackbird Cap Aircraft Lease Sec Ltd & Blackbird Cap Aircraft Lease Sec US LLC

Class/Coupon	Currency	Maturity
Series 2016 AA $200,000,000 2.487% Series 2016 AA Fixed Rate Notes due 2041	USD	16-12-2041
Series 2016 A $540,000,000 4.213% Series 2016 A Fixed Rate Notes due 2041	USD	16-12-2041
Series 2016 B $60,000,000 5.682% Series 2016 B Fixed Rate Notes due 2041	USD	16-11-2041

Blackbird Capital II Aircraft Lease Limited and LLC

Class/Coupon	Currency	Maturity
Series 2021 A Notes $630,000,000 2.443% Series 2021 A Fixed Rate Notes due 2046	USD	15-07-2046
Series 2021 B Notes $115,000,000 3.446% Series 2021 B Fixed Rate Notes due 2046	USD	15-07-2046
E Note US$244,331,876.54 in aggregate principal amount an E Note due 2046	USD	15-07-2046

BLK GCO (Investment) DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2018-1 Series 2018-1 Up to USD 300,000,000 note due 2043		USD	31-12-2043

BLK GCO Canada (Investment) DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 Up to USD 100,000,000 Series 1 Note		USD	31-12-2043

BlueMountain CLO XXIV Ltd. and BlueMountain CLO XXIV LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$51,400,000 Subordinated Notes due 2031		USD	20-04-2031

BlueMountain CLO XXX Ltd. and BlueMountain CLO XXX LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R US$248,000,000 Class A-R Senior Secured Floating Rate Notes due 2035		USD	15-04-2035

BlueMountain CLO XXXIII Ltd and BlueMountain CLO XXXIII LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B U.S.$52,000,000 Class B Senior Secured Floating Rate Notes due 2034		USD	20-11-2034

Bluestack Capital Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 1,000,000,000 Unsecured Note due 2 March 2080		EUR	02-03-2080

Broad River BSL Funding CLO Ltd. 2020-1_ Broad River BSL Funding CLO 2020-1,LLC

Class/Coupon	Currency	Maturity
Class A-R Notes U.S.$221,400,000 Class A-R Senior Secured Floating Rate Notes due 2034	USD	20-07-2034
Class B-R Notes U.S.$50,400,000 Class B-R Senior Secured Floating Rate Notes due 2034	USD	20-07-2034
Class C-R Notes U.S.$21,600,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	20-07-2034
Class D-R Notes U.S.$20,900,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	20-07-2034

BroadRiver II (Ireland) Designated Activity Company

Class/Coupon	Currency	Maturity
Series 1 US$1,000,000,000 Profit Participating Notes due 30 June 2027	USD	30-06-2027
Series 2 US$1,000,000,000 Profit Participating Notes due 30 June 2027	USD	30-06-2027
Series 3 US$1,000,000,000 Profit Participating Notes due 30 June 2027	USD	30-06-2027

BroadRiver III (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 Up to US$1,000,000,000 Profit Participating Notes due 31 January 2068		USD	31-01-2068
Series 2 Up to US$1,000,000,000 Profit Participating Notes due 31 January 2068		USD	31-01-2068

Bryant Park Funding Designated Activity Company

Class/Coupon	Currency	Maturity
£57,400,000 Profit Participating Notes due 2025	GBP	05-07-2025
£143,000,000 Profit Participating Notes due 7 August 2026	GBP	07-08-2026
£28,000,000 Profit Participating Notes due 2027	GBP	17-02-2027
€104,000,000 Profit Participating Notes due 20 May 2025	EUR	20-05-2025
£223,000,000 Profit Participating Notes due 2027	GBP	14-05-2027
US$20,000,000 Profit Participating Notes due 2027	USD	14-10-2027
US$15,892,961 Profit Participating Notes due 2027	USD	19-12-2027
US$20,000,000 Profit Participating Notes due 2027	USD	01-08-2027
US$20,000,000 Profit Participating Notes due 2042	USD	09-11-2042
US$15,000,000 Profit Participating Notes due 2043	USD	11-01-2043
US$40,850,000 Profit Participating Notes due 2041	USD	22-09-2041

Bryant Park Funding V Designated Activity Company

Class/Coupon	Currency	Maturity
€40,000,000 Fixed Rate Notes due 2048	EUR	20-12-2048
€9,100,000 Fixed Rate Notes due 2048	EUR	20-12-2048
€21,000,000 Fixed Rate Notes due 2048	EUR	20-12-2048
€11,100,000 Fixed Rate Notes due 2048	EUR	20-12-2048
€11,500,000 Fixed Rate Notes due 2048	EUR	20-12-2048
€5,000,000 Fixed Rate Notes due 2049	EUR	14-03-2049
€10,000,000 Fixed Rate Notes due 2049	EUR	05-04-2049
€2,500,000 Fixed Rate Notes due 2049	EUR	20-06-2049
€11,500,000 Fixed Rate Notes due 2049	EUR	02-05-2049

BSSF II Origination Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes due 6 April 2071 €2,000,000,000 Profit Participating Notes due 6 April 2071		EUR	06-04-2071

Burren Capital S5 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD 200,000,000 Unsecured Note due 2 March 2080		USD	02-03-2080

Cabot Square European Senior Loan Fund Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes due February 2027		EUR	27-02-2027

Canyon Capital Investment Elphin Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€1,000,000,000 profit participating notes due 31 December 2051		EUR	31-12-2051

Canyon Capital Investment Grange Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£1,000,000,000 Profit Participating Notes due 31 December 2051		GBP	07-12-2051

Canyon Global Capital Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£1,000,000,000 Profit Participating Notes due 31 December 2050		GBP	31-12-2050

Caravela SME No 3 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Eur 255,000,000 Portfolio Credit Linked Notes due 2036		EUR	28-06-2036

Caravela SME No. 4 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Portfolio Credit Linked Notes due 2043		EUR	14-09-2043

Carlyle C17 CLO, Ltd. and Carlyle C17 CLO, Corp.

Class/Coupon	Currency	Maturity
Class A-1A-R Notes US$224,000,000 Class A-1A-R Floating Rate Notes due 2031	USD	30-04-2031
Class A-1B-R Notes US$28,000,000 Class A-1B-R Floating Rate Notes due 2031	USD	30-04-2031
Class A-2-R Notes US$47,500,000 Class A-2-R Floating Rate Notes due 2031	USD	30-04-2031
Class B-R Notes US$21,500,000 Class B-R Deferrable Floating Rate Notes due 2031	USD	30-04-2031
Class C-R Notes US$24,500,000 Class C-R Deferrable Floating Rate Notes due 2031	USD	30-04-2031
Class D-R Notes US$22,000,000 Class D-R Deferrable Floating Rate Notes due 2031	USD	30-04-2031
Class E-R Notes US$8,500,000 Class E-R Deferrable Floating Rate Notes due 2031	USD	30-04-2031
Subordinated Notes US$44,300,000 Subordinated Notes due 2031	USD	30-04-2031

Carlyle Global Market Strategies CLO 2012-4, Ltd. and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R3 Senior Secured Floating Rate Notes US$369,317,880 Class A-1-R3 Senior Secured Floating Rate Notes Due 2032		USD	22-04-2032
Class A-2-R3 Senior Secured Floating Rate Notes US$12,000,000 Class A-2-R3 Senior Secured Floating Rate Notes Due 2032		USD	22-04-2032

Carlyle Global Market Strategies CLO 2013-1, Ltd. and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-RR Notes US$376,632,863 Class A-1-RR Senior Secured Floating Rate Notes due 2030		USD	14-08-2030
Class B-RR Notes US$36,000,000 Class B-RR Senior Secured Deferrable Floating Rate Notes due 2030		USD	14-08-2030

Carlyle Global Market Strategies CLO 2014-1, Ltd. and LLC

Class/Coupon	Currency	Maturity
Class A-1-R-2 Notes U.S$427,000,000 Class A-1-R-2 Senior Secured Floating Rate Notes due 2031	USD	17-04-2031
Class A-2-R-2 Notes US$28,000,000 Class A-2-R-2 Senior Secured Floating Rate Notes due 2031	USD	17-04-2031
Class B-R-2 Notes US$73,500,000 Class B-R-2 Senior Secured Floating Rate Notes due 2031	USD	17-04-2031
Class C-R-2 Notes US$50,500,000 Class C-R-2 Mezzanine Secured Deferrable Floating Rate Notes	USD	17-04-2031
Class D-R Notes US$34,000,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes	USD	17-04-2031
Class E-R Notes US$34,500,000 Class E-R Junior Secured Deferrable Floating Rate Notes due 2031	USD	17-04-2031

Carlyle Global Market Strategies CLO 2014-2-R, Ltd. and LLC

Class/Coupon	Currency	Maturity
Class X Senior Secured Floating Rate Notes due 2031	USD	15-05-2031
Class A-1 Senior Secured Floating Rate Notes due 2031	USD	15-05-2031
Class A-2 Senior Secured Floating Rate Notes due 2031	USD	15-05-2031
Class A-3 Senior Secured Floating Rate Notes due 2031	USD	15-05-2031
Class B Senior Secured Deferrable Floating Rate Notes due 2031	USD	15-05-2031
Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-05-2031
Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-05-2031
Class E Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-05-2031

Carlyle Global Market Strategies CLO 2014-3-R, Ltd. and LLC

Class/Coupon	Currency	Maturity
Class A-1A Notes US$480,000,000 Class A-1A Senior Secured Floating Rate Notes due 2031	USD	27-07-2031
Class A-1B Notes US$32,000,000 Class A-1B Senior Secured Floating Rate Notes due 2031	USD	27-07-2031
Class A-2 Notes US$98,000,000 Class A-2 Senior Secured Floating Rate Notes due 2031	USD	27-07-2031
Class B Notes US$49,500,000 Class B Senior Secured Deferrable Floating Rate Notes due 2031	USD	27-07-2031
Class C Notes US$47,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	27-07-2031
Class D Notes US$29,500,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	27-07-2031
Class E Notes US$5,450,000 Class E Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	27-07-2031
Subordinated Notes US$74,400,000 Subordinated Notes due 2031	USD	27-07-2031

Carlyle Global Market Strategies CLO 2015-4, Ltd. and LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$3,200,000 Class X Senior Secured Floating Rate Notes due 2032	USD	20-07-2032
Class A-1-R Notes U.S.$321,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2032	USD	20-07-2032
Class A-2-R Notes U.S.$53,400,000 Class A-2-R Senior Secured Floating Rate Notes due 2032	USD	20-07-2032
Class B-R Notes U.S.$24,650,000 Class B-R Senior Secured Deferrable Floating Rate Notes due 2032	USD	20-07-2032
Class C-R Notes U.S.$30,500,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-07-2032
Class D-R Notes U.S.$30,300,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-07-2032

Carlyle Global Market Strategies CLO 2015-5, Ltd. and LLC

Class/Coupon	Currency	Maturity
Class D-R Notes U.S.$29,700,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-01-2032
Class B-R Subordinated Notes U.S.$9,100,000 Class B-R Subordinated Notes due 2032	USD	20-01-2032
Class A-1-R-R Senior Secured Floating Rate Notes U.S.$310,000,000 Class A-1-R-R Senior Secured Floating Rate Notes due 2032	USD	20-01-2032
Class A-2-R-R Senior Secured Floating Rate Notes U.S.$64,700,000 Class A-2-R-R Senior Secured Floating Rate Notes due 2032	USD	20-01-2032
Class B-R-R Senior Secured Deferrable Floating Rate Notes U.S.$23,000,000 Class B-R-R Senior Secured Deferrable Floating Rate Notes due 2032	USD	20-01-2032
Class C-R-R Mezzanine Secured Deferrable Floating Rate Notes U.S.$30,200,000 Class C-R-R Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-01-2032

Carlyle US CLO 2017-3, Ltd.

Class/Coupon	Currency	Maturity
U.S.$24,000,000 Class D Junior Secured Deferrable Floating Rate Notes due 2029	USD	20-07-2029
U.S.$61,000,000 Subordinated Notes due 2029	USD	20-07-2029
U.S.$10,000,000 Combination Notes due 2029	USD	20-07-2029

Carlyle US CLO 2017-3, Ltd. and Carlyle US CLO 2017-3, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class C Mezzanine Secured Deferrable Floating Rate Notes due 2029		USD	20-07-2029

Carlyle US CLO 2017-4 Income Note, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
US$39,775,000 Income Notes due 2030		USD	15-01-2030

Carlyle US CLO 2017-4, Ltd. and Carlyle US CLO 2017-4, LLC

Class/Coupon	Currency	Maturity
Class A-1 US$390,000,000 Class A-1 Senior Secured Floating Rate Notes due 2030	USD	15-01-2030
Class A-2 US$63,000,000 Class A-2 Senior Secured Floating Rate Notes due 2030	USD	15-01-2030
Class B US$33,900,000 Class B Senior Secured Deferrable Floating Rate Notes due 2030	USD	15-01-2030
Class C US$38,100,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	15-01-2030

CARLYLE US CLO 2017-5, LTD. and CARLYLE US CLO 2017-5, LLC

Class/Coupon	Currency	Maturity
Class A-1a Senior Secured Floating Rate Notes due 2030	USD	30-01-2030
Class A-1b Senior Secured Floating Rate Notes due 2030	USD	30-01-2030
Class A-2 Senior Secured Floating Rate Notes due 2030	USD	30-01-2030
Class B Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	30-01-2030
Class C Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	30-01-2030

Carlyle US CLO 2018-1, Ltd.and Carlyle US CLO 2018-1, LLC

Class/Coupon	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes due 2031	USD	20-04-2031
Class A-2 Senior Secured Floating Rate Notes due 2031	USD	20-04-2031
Class B Senior Secured Deferrable Floating Rate Notes due 2031	USD	20-04-2031
Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	20-04-2031
Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	20-04-2031
Subordinated Notes due 2031	USD	20-04-2031

Carlyle US CLO 2018-2, Ltd and Carlyle US CLO 2018-2, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$375,000,000 Class A-1 Senior Secured Floating Rate Notes due 2031	USD	15-10-2031
Class A-2 Notes U.S.$61,600,000 Class A-2 Senior Secured Floating Rate Notes due 2031	USD	15-10-2031
Class B Notes U.S.$55,400,000 Class B Senior Secured Deferrable Floating Rate Notes due 2031	USD	15-01-2031
Class C Notes U.S.$33,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-10-2031
Class D Notes U.S $27,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-10-2031
Subordinated Notes U.S.$59,550,000 Subordinated Notes due 2031	USD	15-10-2031

Carlyle US CLO 2018-3, Ltd. and Carlyle US CLO 2018-3, LLC

Class/Coupon	Currency	Maturity
Class A-1a US$244,000,000 Senior Secured Floating Rate Notes due 2030	USD	15-10-2030
Class A-1b US$18,000,000 Senior Secured Floating Rate Notes due 2030	USD	15-10-2030
Class A-2 US$39,800,000 Senior Secured Floating Rate Notes due 2030	USD	15-10-2030
Class B US$20,000,000 Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	15-10-2030
Class C US$25,400,000 Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	15-10-2030

Carlyle US CLO 2019-1, Ltd. and Carlyle US CLO 2019-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1a-R Notes U.S.$372,000,000 Class A-1a-R Senior Secured Floating Rate Notes due 2031		USD	20-04-2031

Carlyle US CLO 2019-4, Ltd. and Carlyle US CLO 2019-4, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$40,350,000 Subordinated Notes due 2033		USD	15-01-2033

Carlyle US CLO 2020-1, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S. $46,900,000 Subordinated Notes due 2031		USD	20-07-2031

Carlyle US CLO 2021-11, Ltd. and Carlyle US CLO 2021-11, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A U.S.$279,000,000 Class A Senior Secured Floating Rate Notes due 2033		USD	25-01-2033

Carlyle US CLO 2021-5, Ltd. and Carlyle US CLO 2021-5, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S. $300,000,000 Class A-1 Senior Secured Floating Rate Notes		USD	20-07-2034

Carlyle US CLO 2021-9, Ltd. and Carlyle US CLO 2021-9, LLC

Class/Coupon	Currency	Maturity
Class A Senior Secured Floating Rate Notes U.S. $384,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	20-10-2034
Class B Senior Secured Floating Rate Notes U.S. $72,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	20-10-2034
Class C Mezzanine Secured Deferrable Floating Rate Notes U.S. $33,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Class D Mezzanine Secured Deferrable Floating Rate Notes U.S. $36,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Class E Junior Secured Deferrable Floating Rate Notes U.S. $27,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2034	USD	20-10-2034

Castlelake Aircraft Securitization Trust 2016-1

Class/Coupon	Currency	Maturity
Class A Loans USD913,000,000 Promissory Notes due 2041	USD	15-08-2041
Class B Loans USD913,000,000 Promissory Notes due 2041	USD	15-08-2041
Class C Loans USD913,000,000 Promissory Notes due 2041	USD	15-08-2041

Castlelake Aircraft Structured Trust 2017-1

Class/Coupon	Currency	Maturity
Class A Loan Notes Up to USD616,000,000 Class A Promissory Notes due 2042	USD	15-07-2042
Class B Loan Notes Up to USD90,000,000 Class B Promissory Notes due 2042	USD	15-07-2042
Class C Loan Notes USD79,500,000 Class C Promissory Notes due 2042	USD	15-07-2042

Castlelake Aircraft Structured Trust 2017-1R

Class/Coupon	Currency	Maturity
Class A Up to USD315,000,000 Class A Notes due 2041	USD	15-08-2041
Class B Up to USD75,000,000 Class B Notes due 2041	USD	15-08-2041
Class C Up to USD60,000,000 Class C Notes due 2041	USD	15-08-2041

Castlelake Aircraft Structured Trust 2018-1

Class/Coupon	Currency	Maturity
Class A Notes USD731,200,000 4.125% Class A Notes	USD	15-06-2043
Class B Notes USD114,600,000 5.300% Class B Notes	USD	15-06-2043
Class C Notes USD65,500,000 6.625% Class C Notes	USD	15-06-2043

Castlelake Aircraft Structured Trust 2019-1

Class/Coupon	Currency	Maturity
Class A Notes USD679,420,000 3.967% Class A Notes	USD	15-04-2039
Class B Notes USD114,979,000 5.095% Class B Notes	USD	15-04-2039
Class C Notes USD73,168,000 6.899% Class C Notes	USD	15-04-2039

Castlelake Aircraft Structured Trust 2021-1

Class/Coupon	Currency	Maturity
Class A Notes USD476,315,000 3.474% Class A Notes	USD	15-01-2046
Class B Notes USD118,527,000 6.656% Class B Notes	USD	15-01-2046
Class C Notes USD79,713,000 7.000% Class C Notes	USD	15-01-2046

Castlelake Aviation Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
5.000% Senior Notes due 2027		USD	15-04-2027

Castlelake Aviation One Designated Activity Company and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,180,000,000 in aggregate principal amount of promissory notes due October 2026		USD	15-10-2026

Cathedral Lake VI, Ltd. and Cathedral Lake VI, LLC

Class/Coupon	Currency	Maturity
Class X U.S.$4,000,000 Class X Senior Secured Floating Rate Notes Due 2034	USD	25-04-2034
Class A-N U.S.$61,000,000 Class A-N Senior Secured Floating Rate Notes Due 2034	USD	25-04-2034
Class A-F U.S.$25,000,000 Class A-F Senior Secured Fixed Rate Notes Due 2034	USD	25-04-2034
Class B U.S.$44,000,000 Class B Senior Secured Floating Rate Notes Due 2034	USD	25-04-2034
Class C-1 U.S.$9,000,000 Class C-1 Secured Deferrable Floating Rate Notes Due 2034	USD	25-04-2034
Class C-2A U.S.$2,100,000 Class C-2A Secured Deferrable Floating Rate Notes Due 2034	USD	25-04-2034
Class C-2B U.S.$11,900,000 Class C-2B Secured Deferrable Floating Rate Notes Due 2034	USD	25-04-2034
Class D U.S.$25,000,000 Class D Secured Deferrable Floating Rate Notes Due 2034	USD	25-04-2034
Class E U.S.$16,000,000 Class E Secured Deferrable Floating Rate Notes Due 2034	USD	25-04-2034

Cathedral Lake VII, Ltd. and Cathedral Lake VII, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$9,850,000 Class A Senior Secured Floating Rate Notes Due 2032	USD	15-01-2032
Class B Notes U.S.$47,000,000 Class B Senior Secured Floating Rate Notes Due 2032	USD	15-01-2032
Class C Notes U.S.$23,500,000 Class C Secured Deferrable Floating Rate Notes Due 2032	USD	15-01-2032
Class D Notes U.S.$23,500,000 Class D Secured Deferrable Floating Rate Notes Due 2032	USD	15-01-2032
Class E Notes U.S.$13,000,000 Class E Secured Deferrable Floating Rate Notes Due 2032	USD	15-01-2032
Class F Notes U.S.$6,000,000 Class F Secured Deferrable Floating Rate Notes Due 2032	USD	15-01-2032

Cathedral Lake VIII, Ltd. and Cathedral Lake VIII LLC

Class/Coupon	Currency	Maturity
Class A-1 U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2035	USD	22-01-2035
Class A-2 U.S.$16,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2035	USD	22-01-2035
Class B U.S.$44,000,000 Class B Senior Secured Floating Rate Notes Due 2035	USD	22-01-2035
Class C U.S.$28,000,000 Class C Senior Secured Floating Rate Notes Due 2035	USD	22-01-2035
Class D-1 U.S.$20,000,000 Class D-1 Senior Secured Floating Rate Notes Due 2035	USD	22-01-2035
Class D-J U.S.$8,000,000 Class D-J Senior Secured Floating Rate Notes Due 2035	USD	22-01-2035
Class E U.S.$12,000,000 Class E Senior Secured Floating Rate Notes Due 2035	USD	22-01-2035
Subordinated Notes U.S.$41,750,000 Subordinated Notes Due 2035	USD	22-01-2035

CBAM 2019-11, Ltd. and CBAM 2019-11, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$305,000,000 Class A-1 Floating Rate Notes due 2032	USD	20-10-2032
Class A-2 Notes U.S.$15,000,000 Class A-2 Fixed Rate Notes due 2032	USD	20-10-2032
Class B-1 Notes U.S.$37,500,000 Class B-1 Floating Rate Notes due 2032	USD	20-10-2032
Class B-2 Notes U.S.$20,000,000 Class B-2 Fixed Rate Notes due 2032	USD	20-10-2032
Class C Notes U.S.$23,000,000 Class C Deferrable Floating Rate Notes due 2032	USD	20-10-2032
Class D Notes U.S.$32,000,000 Class D Deferrable Floating Rate Notes due 2032	USD	20-10-2032
Class E Notes U.S.$27,500,000 Class E Deferrable Floating Rate Notes due 2032	USD	20-10-2032
Subordinated Notes U.S.$38,900,000 Subordinated Notes due 2032	USD	20-10-2032

CBAM 2019-11R, Ltd and CBAM 2019-11R, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 U.S.$ 300,000,000 Class A-1 Floating Rate Note due 2035		USD	20-01-2035

CBAM 2020-12, Ltd. and CBAM 2020-12, LLC

Class/Coupon	Currency	Maturity
Class A-R Floating Rate Notes U.S.$310,000,000 Class A-R Floating Rate Notes due 2034	USD	20-07-2034
Class B-R Floating Rate Notes U.S.$70,000,000 Class B-R Floating Rate Notes due 2034	USD	20-07-2034
U.S.$6,000,000 Variable Dividend Notes due 2034	USD	20-07-2034

Chenango Park CLO, Ltd. and Chenango Park CLO, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-2 Notes US$46,500,000 Class A-2 Senior Secured Floating Rate Notes due 2030		USD	15-04-2030
Class B Notes US$38,750,000 Class B Secured Deferrable Floating Rate Notes due 2030		USD	15-04-2030

Churchill Middle Market CLO III LLC

Class/Coupon	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes U.S.$415,000,000 Class A-1 Senior Secured Floating Rate Notes due 2033	USD	24-10-2033
Class B-1 Senior Secured Floating Rate Notes U.S.$81,200,000 Class B-1 Senior Secured Floating Rate Notes due 2033	USD	24-10-2033
Class B-2 Senior Secured Fixed Rate Notes U.S.$5,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2033	USD	24-10-2033
Class C Secured Deferrable Floating Rate Notes U.S.$56,300,000 Class C Secured Deferrable Floating Rate Notes due 2033	USD	24-10-2033
Class D Secured Deferrable Floating Rate Notes U.S.$37,500,000 Class D Secured Deferrable Floating Rate Notes due 2033	USD	24-10-2033

Churchill Middle Market CLO IV Ltd and Churchill Middle Market CLO IV LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$130,000,000 Class A-1 Senior Secured Floating Rate Notes due 2032		USD	23-01-2032

CIFC European Funding CLO IV Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €360,000,000 Class A Senior Notes		EUR	23-03-2023

CIFC Funding 2014-III, Ltd. and CIFC Funding 2014-III, LLC

Class/Coupon	Currency	Maturity
A-1-R2 US$427,000,000 Senior Secured Floating Rate Notes due 2031	USD	31-10-2031
A-2-R2 US$22,400,000 Senior Secured Floating Rate Notes due 2031	USD	31-10-2031
B-R2 US$82,600,000 Senior Secured Floating Rate Notes due 2031	USD	31-10-2031
C-R2 US$49,000,000 Senior Secured Floating Rate Notes due 2031	USD	31-10-2031
D-R2 US$35,000,000 Senior Secured Floating Rate Notes due 2031	USD	31-10-2031
E-R2 US$28,000,000 Senior Secured Floating Rate Notes due 2031	USD	31-10-2031
F-R2 US$14,000,000 Senior Secured Floating Rate Notes due 2031	USD	31-10-2031

CIFC Funding 2015-II, Ltd. and CIFC Funding 2015-II, LLC

Class/Coupon	Currency	Maturity
Class A-R2 Notes U.S.$272,000,000 Class A-R2 Senior Secured Floating Rate Notes due 2030	USD	15-04-2030
Class B-R2 Notes U.S.$51,000,000 Class B-R2 Senior Secured Floating Rate Notes due 2030	USD	15-04-2030
Class C-R2 Notes U.S.$23,375,000 Class C-R2 Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	15-04-2030
Class D-R2 Notes U.S.$25,500,000 Class D-R2 Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	15-04-2030
Class E-R2 Notes U.S.$19,125,000 Class E-R2 Junior Secured Deferrable Floating Rate Notes due 2030	USD	15-04-2030

CIFC Funding 2021-III, Ltd. and CIFC Funding 2021-III, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$372,000,000 Class A Senior Secured Floating Rate Notes due 2036	USD	15-07-2036
Class B Notes U.S.$84,000,000 Class B Senior Secured Floating Rate Notes due 2036	USD	15-07-2036
Class C Notes U.S.$36,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2036	USD	15-07-2036

CIFC Funding 2021-VII, Ltd. and CIFC Funding 2021-VII, LLC

Class/Coupon	Currency	Maturity
Class X U.S.$6,000,000 Class X Senior Secured Floating Rate Notes due 2035	USD	23-01-2035
Class A-1 U.S.$266,000,000 Class A-1 Senior Secured Floating Rate Notes due 2035	USD	23-01-2035
Class B U.S.$90,000,000 Class B Senior Secured Floating Rate Notes due 2035	USD	23-01-2035
Class C U.S.$33,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	23-01-2035
Class D U.S.$38,400,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	23-01-2035
Class E U.S.$22,800,000 Class E Junior Secured Deferrable Floating Rate Notes due 2035	USD	23-01-2035
Subordinated Notes U.S.$54,150,000 Subordinated Notes due 2035	USD	23-01-2035

Citigroup Global Markets Holdings Inc.

Class/Coupon	CSX Ticker	Currency	Maturity
LTCLN2123 U.S.$ 350,000,000 Tranched Portfolio Credit Linked Notes due 2023		USD	20-09-2023

CLAS 2017-1 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Certificates USD119,192,000 Participating Equity Certificates		USD	15-07-2042

CLAS 2019-1 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
USD70,000,000 Participating Equity Certificates		USD	15-04-2039

CLASS 2018-1 Merging Co. Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
USD155,710,000 Participating Equity Certificates		USD	15-06-2043

CLSec Holdings 10 DAC

Class/Coupon	Currency	Maturity
Series A Notes due 2041	USD	15-08-2041
Series B Notes due 2041	USD	15-08-2041
Series C Notes due 2041	USD	15-08-2041
E Certificates due 2041	USD	15-08-2041
Loan Notes due 2041	USD	15-08-2041

CLSec Holdings 12W DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Loan Notes due 2024		USD	14-03-2024

CLSec Holdings 14S DAC

Class/Coupon	Currency	Maturity
Series A Notes Up to USD492,023,988.59 Series A Notes due 2042	USD	15-07-2042
Series B Notes USD71,908,365.02 Series B Notes due 2042	USD	15-07-2042
Series C Notes Up to USD63,888,782.51 Series C Notes due 2042	USD	15-07-2042
USD128,057,138 E-Certificates	USD	15-07-2042
Up to USD150,000,000 Loan Notes due 2042	USD	15-07-2042
Series A Up to USD276,373,000 Series A Notes	USD	15-08-2041
Series B Up to USD 65,803,000 Series B Notes	USD	15-08-2041
Series C U.S.$52,642,000 Series C Notes	USD	15-08-2041

CLSec Holdings 16S DAC

Class/Coupon	Currency	Maturity
Series A Notes USD595,945,478.15 4.125% Series A Notes	USD	15-06-2043
Series B Notes USD93,401,739.33 5.300% Series B Notes	USD	15-06-2043
Series C Notes USD53,384,000.00 6.625% Series C Notes	USD	15-06-2043
USD146,720,972 E Certificates	USD	15-06-2043
Up to USD150,000,000 Loan Notes	USD	15-06-2043

CLSec Holdings 18S DAC

Class/Coupon	Currency	Maturity
USD630,902,503.79 Series A Notes due 2039	USD	15-04-2039
USD106,768,330.31 Series B Notes due 2039	USD	15-04-2039
USD67,943,060.85 Series C Notes due 2039	USD	15-04-2039
USD165,005,863.00 E Certificates	USD	15-04-2039

CLSec Holdings 20 DAC

Class/Coupon	Currency	Maturity
Series A Notes USD476,315,000.00 Series A Notes	USD	15-01-2046
Series B Notes USD118,527,000.00 Series B Notes	USD	15-01-2046
Series C Notes USD79,713,000 Series C Notes	USD	15-01-2046
E Certificates USDUSD119,480,844 E Certificates	USD	15-01-2046
Loan Notes Up to USD150,000,000 Loan Notes due 2046	USD	15-01-2046

CLSec Holdings 4 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Up to USD500,000,000 Notes due 2056		USD	16-04-2025
Class B Up to USD500,000,000 Notes due 2056		USD	16-04-2025

CLSec Parent 12W DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Note due 2056		USD	30-06-2056

Columbia Cent CLO 29 Limited and Columbia Cent CLO 29 Corp.

Class/Coupon	Currency	Maturity
Subordinated Notes U.S.$34,300,000 Subordinated Notes due 2031	USD	20-07-2031
Class A-R Notes U.S.$256,000,000 Class A-R Senior Floating Rate Notes due 2034	USD	20-10-2034
Class B-R Notes U.S.$48,000,000 Class B-R Mezzanine Floating Rate Notes due 2034	USD	20-10-2034
Class C-R Notes U.S.$24,000,000 Class C-R Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Class D-1-R Notes U.S.$20,000,000 Class D-1-R Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Class D-2-R Notes U.S.$8,000,000 Class D-2-R Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Class E-R Notes U.S.$12,000,000 Class E-R Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-10-2034

Columbia Cent CLO 30 Limited and Columbia Cent CLO 30 Corp.

Class/Coupon	Currency	Maturity
Class X U.S.$4,000,000 Class X Senior Floating Rate Notes due 2034	USD	20-01-2034
Class A-1 U.S.$248,000,000 Class A-1 Senior Floating Rate Notes due 2034	USD	20-01-2034
Class A-2 U.S.$12,000,000 Class A-2 Senior Floating Rate Notes due 2034	USD	20-01-2034
Class B U.S.$44,000,000 Class B Mezzanine Floating Rate Notes due 2034	USD	20-01-2034
Class C U.S.$24,000,000 Class C Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-01-2034
Class D U.S.$24,000,000 Class D Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-01-2034
Class E U.S.$14,000,000 Class E Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-01-2034
Subordinated Notes U.S.$39,320,000 Subordinated Notes due 2034	USD	20-01-2034

Columbia Cent CLO 31 Limited and Columbia Cent CLO 31 Corp.

Class/Coupon	Currency	Maturity
Class X U.S.$4,000,000 Class X Senior Floating Rate Notes due 2034	USD	20-04-2034
Class A-1 U.S.$235,000,000 Class A-1 Senior Floating Rate Notes due 2034	USD	20-04-2034
Class A-F U.S.$25,000,000 Class A-F Senior Fixed Rate Notes due 2034	USD	20-04-2034
Class B U.S.$44,000,000 Class B Mezzanine Floating Rate Notes due 2034	USD	20-04-2034
Class C U.S.$24,000,000 Class C Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class D U.S.$26,000,000 Class D Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class E U.S.$14,000,000 Class E Mezzanine Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Subordinated Notes U.S.$36,000,000 Subordinated Notes due 2034	USD	20-04-2034

Columbia Cent CLO 32 Limited & Columbia Cent CLO 32 Corp

Class/Coupon	Currency	Maturity
Class X Notes US$2,000,000 in principal amount of Class X Senior Floating Rate Notes due 2034	USD	24-07-2034
Class A-1 Notes US$150,000,000 in principal amount of Class A-1 Senior Floating Rate Notes due 2034	USD	24-07-2034
Class A-F Notes US$24,000,000 in principal amount of Class A-F Senior Fixed Rate Notes due 2034	USD	24-07-2034
Class A-FJ Notes US$7,000,000 in principal amount of Class A-FJ Senior Fixed Rate Notes due 2034	USD	24-07-2034
Class B-1 Notes US$15,000,000 in principal amount of Class B-1 Mezzanine Floating Rate Notes due 2034	USD	24-07-2034
Class B-F Notes US$20,000,000 in principal amount of Class B-F Mezzanine Fixed Rate Notes due 2034	USD	24-07-2034
Class C-1 Notes US$16,000,000 in principal amount of Class C-1 Mezzanine Deferrable Floating Rate Notes due 2034	USD	24-07-2034
Class C-F Notes US$5,000,000 in principal amount of Class C-F Mezzanine Deferrable Fixed Rate Notes due 2034	USD	24-07-2034
Class D Notes US$21,000,000 in principal amount of Class D Mezzanine Deferrable Floating Rate Notes due 2034	USD	24-07-2034
Class E Notes US$11,375,000 in principal amount of Class E Mezzanine Deferrable Floating Rate Notes due 2034	USD	24-07-2034
Subordinated Notes US$30,250,000 Subordinated Notes due 2034	USD	24-07-2034

Coney Investments Holdings Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 3 profit participating certificates due 26 May 2025		EUR	26-05-2025

Cook Park CLO, Ltd. and Cook Park CLO, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$595,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2030	USD	17-04-2030
Class A-2 Notes U.S.$60,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2030	USD	17-04-2030
Class B Notes U.S.$90,000,000 Class B Senior Secured Floating Rate Notes Due 2030	USD	17-04-2030
Class C Notes U.S.$74,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes Due 203	USD	17-04-2030
Class D Notes U.S.$61,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes Due 203	USD	17-04-2030
Class E Notes U.S.$38,000,000 Class E Junior Secured Deferrable Floating Rate Notes Due 2030	USD	17-04-2030

Corsair Finance Jersey (International) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 125 Series 125 - Collateralised Floating Rate Notes due 2042		CHF	02-12-2042

Crayhill Aurora Capital Ireland DAC

Class/Coupon	Currency	Maturity
Series 1 Notes Up to USD 1,500,000,000 Series 1 Notes	USD	10-02-2070
Series 2 Notes Up to USD 500,000,000 Series 2 Notes	USD	30-06-2071
Series 3 Notes Up to USD 500,000,000 Series 3 Notes	USD	20-05-2072

Credit Suisse European Mortgage Capital DAC

Class/Coupon	Currency	Maturity
Series 2018-1 Class A EUR 109,209,461 Series 2018-1 Class A Receivables Linked Notes due 2022	USD	06-11-2022
Series 2018-1 Class B EUR 14,506,978 Series 2018-1 Class B Receivables Linked Notes due 2022	USD	06-11-2022
Series 2018-1 IO Certificates EUR 109,209,461 in Notional Amount Series 2018-1 IO Certificates due 2022	USD	06-11-2022

Crestline Portfolio Financing Fund (IRL), DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series B USD200,000,000 Partly-Paid Note due 2068		USD	12-12-2068

Cross Ocean Aviation (INTL) Holdings Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,000,000,000 Profit Participating Notes due 2067		USD	23-02-2067

Cross Ocean Aviation Fund 1 (INTL) 1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,000,000,000 Profit Participating Notes due 2067		USD	23-02-2067

Crown Point CLO 11 Ltd and Crown Point CLO 11 LLC

Class/Coupon	Currency	Maturity
Class A U.S. $248,000,000Class A Senior Secured Floating Rate Notes due 2034	USD	17-01-2034
Class B U.S.$56,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	17-01-2034
Class C U.S$ 22,400,000 Class C Secured Deferrable Mezzanine Floating Rate Notes due 2034	USD	17-01-2034
Class D U.S$22,400,000 Class D Secured Deferrable Mezzanine Floating Rate Notes due 2034	USD	17-01-2034
Class E U.S$19,200,000 Class E Secured Deferrable Junior Floating Rate Notes due 2034	USD	17-01-2034
Subordinated Notes U.S$39,500,000 Subordinated Notes due 2034	USD	17-01-2034

CWCapital COBALT II, Ltd & CWCapital COBALT II, LLC

Class/Coupon	Currency	Maturity
Class A-1A US$270,800,000 Senior Secured Floating Rate Term Notes Due April 2050	USD	26-04-2050
Class A-1B US$41,200,000 Senior Secured Floating Rate Term Notes Due April 2050	USD	26-04-2050
Class A-2A US$51,530,000 Senior Secured Floating Rate Term Notes Due April 2050	USD	26-04-2050
Class A-2B US$51,530,000 Senior Secured Floating Rate Term Notes Due April 2050	USD	26-04-2050
Class B US$46,760,000 Second Priority Floating Rate Term Notes Due April 2050	USD	26-04-2050
Class C US$25,340,000 Third Priority Floating Rate Cap.Inter. Term Notes Due April 2050	USD	26-04-2050
Class D US$11,340,000 Fourth Priority Floating Rate Cap. Int. Term Notes Due April 2050	USD	26-04-2050
Class E US$11,340,000 Fifth Priority Floating Rate Cap. Int. Term Notes Due April 2050	USD	26-04-2050
Class F US$14,910,000 Sixth Priority Floating Rate Cap. Inter. Term Notes Due April 2050	USD	26-04-2050
Class G US$12,390,000 Seventh Priority Floating Rate Cap. Int. Term Notes Due April 2050	USD	26-04-2050
Class H US$10,570,000 Eight Priority Floating Rate Cap. Int. Term Notes Due April 2050	USD	26-04-2050
Class J US$7,210,000 Ninth Priority Floating Rate Cap. Int. Term Notes Due April 2050	USD	26-04-2050
Class K US$9,800,000 Tenth Priority Floating Rate Cap. Int. Term Notes Due April 2050	USD	26-04-2050

CWCapital COBALT Vr Ltd & CWCapital COBALT Vr Corp

Class/Coupon	Currency	Maturity
Class A-1 US$609,000,000 Class A-1 Notes Due 2022	USD	28-11-2022
Class A-2 US$746,576,000 Class A-2 Notes Due 2032	USD	26-11-2032
Class B US$85,796,000 Class B Notes Due 2032	USD	26-11-2032
Class C US$141,564,000 Class C Notes Due 2032	USD	26-11-2032
Class D US$98,666,000 Class D Notes Due 2032	USD	26-11-2032
Class E US$128,694,000 Class E Notes Due 2032	USD	26-11-2032
Class F US$60,057,000 Class F Notes Due 2032	USD	26-11-2032
Class G US$94,376,000 Class G Notes Due 2032	USD	26-11-2032
Class H US$193,041,000 Class H Notes Due 2032	USD	26-11-2032
Class J US$223,070,000 Class J Notes Due 2032	USD	26-11-2032

Dahlia 2 Finance Designated Activity Company

Class/Coupon	Currency	Maturity
Note 1 USD 20,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 2 USD 50,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 3 USD 15,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 4 USD 100,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 5 USD 50,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 6 USD 800,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 7 USD 75,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 8 USD 225,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080

dbInvestor Solutions 2 plc

Class/Coupon	CSX Ticker	Currency	Maturity
Series 4 Class A (acc) - EUR (LU0740858229) due 2022 Secured Notes Linked to JPMorgan Investment Funds - Global Income Fund		EUR	15-11-2022
Series 9 Class LC (LU0599946893) due 2022 Secured Notes Linked to DWS Concept SICAV- DWS Concept Kaldemorgen		EUR	15-11-2022

DCAL Aviation Finance Limited & DCAL Aviation Finance USA LLC

Class/Coupon	Currency	Maturity
4.213% Series 2015 A-1 Fixed Rate Notes due 2040	USD	15-02-2040
5.072% Series 2015 B-1 Fixed Rate Notes due 2040	USD	15-02-2040
4.75% Series 2015 C-1 Fixed Rate Notes due 2040	USD	15-02-2040

DCM US Multi-Family Homes PLC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2022-DCM3 Notes Up to US$100,000,000 8.75% Fixed Rate Notes due 2026		USD	06-05-2026

Deutsche Bank AG

Class/Coupon	Currency	Maturity
Up to USD 10,000,000,000 Winton Basket-Linked Notes due 2023	USD	19-12-2023
Credit Linked to "CRAFT 2014-3" Replenishable Loan Portfolio US$81,795,000 Floating Rate Notes Due 2023	USD	15-01-2023
Credit Linked to "GATE 2015-1" Replenishable Loan Portfolio Floating Rate Notes Due 2024	EUR	15-07-2024
Credit Linked to "GATE 2016-1" Replenishable Loan Portfolio Floating Rate Notes Due 2025	EUR	15-04-2025
Issue of up to USD 50,000,000 Helium Index-Linked Notes, due 2025	USD	29-08-2025
Credit Linked to "CRAFT 2015-2" Replenishable Loan Portfolio Floating Rate Notes Due 2024	USD	16-01-2024
Credit Linked to "DARTS 2015-1" Replenishable Loan Portfolio Floating Rate Notes Due 2029	EUR	05-07-2029
Credit Linked to "TRAFIN 2015-1" Replenishable Trade Finance Portfolio Floating Rate Notes Due 2022	USD	15-11-2022
Credit Linked to "CRAFT 2017-1" Replenishable Loan Portfolio Floating Rate Notes Due 2026	USD	20-10-2026

Diameter Capital CLO 1 Ltd. and Diameter Capital CLO 1 LLC

Class/Coupon	Currency	Maturity
Class A-1A Floating Rate Notes U.S.$276,750,000 Class A-1A Floating Rate Notes due 2036	USD	15-07-2036
Class A-1B Floating Rate Notes U.S.$11,250,000 Class A-1B Floating Rate Notes due 2036	USD	15-07-2036
Class A-2 Floating U.S.$45,000,000 Class A-2 Floating Rate Notes due 2036	USD	15-07-2036
Class B Deferrable Floating Rate Note U.S.$36,000,000 Class B Deferrable Floating Rate Notes due 2036	USD	15-07-2036
Class C Deferrable Floating Rate Notes U.S.$27,000,000 Class C Deferrable Floating Rate Notes due 2036	USD	15-07-2036
Class D Deferrable Floating Rate Notes US$16,875,000 Class D Deferrable Floating Rate Notes due 2036	USD	15-07-2036
Subordinated Notes US$38,850,000 Subordinated Notes due 2036	USD	15-07-2036

Diameter Capital CLO 3 Ltd. and Diameter Capital CLO 3 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1A Notes U.S.$240,000,000 Class A-1A Floating Rate Notes due 2037		USD	15-04-2037
Class A-2 Notes U.S.$50,000,000 Class A-2 Floating Rate Notes due 2037		USD	15-04-2037

Drumwood Capital Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD 1,000,000,000 Unsecured Note due 2 March 2080		USD	02-03-2080

Dryden 75 CLO, Ltd. and Dryden 75 CLO, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes US$35,650,000 Subordinated Notes due January 2029		USD	15-01-2029
Additional Subordinated Notes US$10,150,000 additional Subordinated Notes due July 2030		USD	15-07-2030

Dryden 87 CLO, Ltd. and Dryden 87 CLO, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$366,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2034	USD	20-05-2034
Class A-2 Notes U.S.$12,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2034	USD	20-05-2034
Class B Notes U.S.$78,000,000 Class B Senior Secured Floating Rate Notes Due 2034	USD	20-05-2034
Class C Notes U.S.$36,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes Due 2034	USD	20-05-2034
Class D Notes U.S.$36,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes Due 2034	USD	20-05-2034
Class E Notes U.S.$24,000,000 Class E Junior Secured Deferrable Floating Rate Notes Due 2034	USD	20-05-2034
Subordinated Notes U.S.$53,525,000 Subordinated Notes Due 2034	USD	20-05-2034

Dryden 95 CLO, Ltd. and Dryden 95 CLO, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$384,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	20-08-2034
Class B Notes U.S.$72,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	20-08-2034
Class C Notes US$34,200,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	20-08-2034
Class D Notes U.S.$35,400,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	20-08-2034
Class E Notes U.S.$26,400,000 Class E Junior Secured Deferrable Floating Rate Notes due 2034	USD	20-08-2034
Subordinated Notes U.S.$55,600,000 Subordinated Notes due 2034	USD	20-08-2034

Duga Spencer DAC

Class/Coupon	CSX Ticker	Currency	Maturity
€ NOTES DUE 2023		EUR	21-07-2023

Duke Aviation 1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$12,500,000 Unsecured Notes due 2026		USD	02-08-2026

DW Catalyst Ireland Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes due 31 July 2045		EUR	31-07-2045

DW Value Ireland Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes due 31 July 2045		EUR	31-07-2045

Earls Eight Limited

Class/Coupon	Currency	Maturity
Series 824 JPY1,000,000,000 Secured Instruments due 2028	JPY	13-09-2028
Series 825 JPY1,000,000,000 Secured Instruments due 2028	JPY	13-09-2028
Series 826 JPY 220,000,000 Secured Instruments due 2031	JPY	03-06-2031
Series 827 JPY 1,280,000,000 Secured Instruments due 2034	JPY	08-06-2034
Series 828 JPY 2,000,000,000 Secured Instruments due 2028	JPY	13-09-2028
Series 829 Tranche Number One JPY 1,500,000,000 Secured Instruments due 2028	JPY	17-03-2028
Series 830 Tranche Number One JPY 1,000,000,000 Secured Credit Linked Instruments due 2030	JPY	03-04-2030
Series 833 JPY 1,000,000,000 Secured Credit Linked Instruments due 2031	JPY	20-06-2031
Series 832 JPY 2,000,000,000 Secured Instruments due 2034	JPY	08-06-2034
Series 838 JPY 2,500,000,000 Secured Instruments due 2032	JPY	19-05-2032

EAVF II Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 Notes USD$2,000,000,000 Profit Participating Notes due 30 November 2070		USD	30-11-2070
Series 2 Notes US$2,000,000,000 Profit Participating Notes due 28 February 2071		USD	28-02-2071

EAVF II Holdings Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€2,500,000,000 Profit Participating Notes due 31 December 2069		EUR	31-12-2069

EAVF II ICAV Holdings Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€2,000,000,000 Profit Participating Notes due 2069		EUR	31-12-2069

EAVF Offshore Holdings Designated Activity Company

Class/Coupon	Currency	Maturity
Series 1 Profit Participating Notes	USD	31-08-2065
Series 2 Profit Participating Notes	USD	31-08-2065
Series 3 Profit Participating Notes	USD	15-12-2065

Eirles Three Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 293 Notes Series 293 - USD19,375,000 Asset Performance Linked Notes		USD	25-03-2028

Elm (MidCap) 2020-3 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £100,000,000,000 Subordinated Profit Participating Notes due 2114		GBP	31-12-2114

Elm (MidCap) 2020-4 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£100,000,000,000 Subordinated Profit Participating Notes due 2114		GBP	31-12-2114

Elmwood CLO 15 Ltd and Elmwood CLO 15 LLC

Class/Coupon	Currency	Maturity
Class X Notes US$2,400,000 Class X Floating Rate Notes due 2035	USD	22-04-2035
Class A-1 Notes US$248,000,000 Class A-1 Floating Rate Notes due 2035	USD	22-04-2035
Class A-2 Notes US$8,000,000 Class A-2 Floating Rate Notes due 2035	USD	22-04-2035
Class B Notes US$48,000,000 Class B Floating Rate Notes due 2035	USD	22-04-2035
Class C Notes US$24,000,000 Class C Deferrable Floating Rate Notes due 2035	USD	22-04-2035
Class D Notes US$23,000,000 Class D Deferrable Floating Rate Notes due 2035	USD	22-04-2035

Elmwood CLO I Ltd. and Elmwood CLO I LLC

Class/Coupon	Currency	Maturity
Class A-R U.S.$300,000,000 Class A-R Floating Rate Notes due 2033	USD	20-10-2033
Class A-2-R U.S.$10,000,000 Class A-2-R Floating Rate Notes due 2033	USD	20-10-2033
Class B-R U.S.$70,000,000 Class B-R Floating Rate Notes due 2033	USD	20-10-2033
Class C-R U.S.$30,000,000 Class C-R Deferrable Floating Rate Notes due 2033	USD	20-10-2033
Class D-R U.S.$30,000,000 Class D-R Deferrable Floating Rate Notes due 2033	USD	20-10-2033
Class E-R U.S.$16,250,000 Class E-R Deferrable Floating Rate Notes due 2033	USD	20-10-2033
Class F-R U.S.$7,500,000 Class F-R Deferrable Floating Rate Notes due 2033	USD	20-10-2033

Elmwood CLO II Ltd. and Elmwood CLO II LLC

Class/Coupon	Currency	Maturity
Class A-R U.S.$640,000,000 Class A-R Floating Rate Notes due 2034	USD	20-04-2034
Class B-R U.S.$120,000,000 Class B-R Floating Rate Notes due 2034	USD	20-04-2034
Class C-R U.S.$60,000,000 Class C-R Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class D-R U.S.$60,000,000 Class D-R Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class E-R U.S.$40,000,000 Class E-R Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class F-R U.S.$10,000,000 Class F-R Deferrable Floating Rate Notes due 2034	USD	20-04-2034

Elmwood CLO VII Ltd. and Elmwood CLO VII LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$300,000,000 Class A Floating Rate Notes due 2034	USD	17-01-2034
Class B Notes US$80,000,000 Class B Floating Rate Notes due 2034	USD	17-01-2034
Class C Notes US$30,000,000 Class C Deferrable Floating Rate Notes due 2034	USD	17-01-2034
Class D Notes US$28,750,000 Class D Deferrable Floating Rate Notes due 2034	USD	17-01-2034
Class E Notes US$16,250,000 Class E Deferrable Floating Rate Notes due 2034	USD	17-01-2034
Class F Notes US$7,500,000 Class F Deferrable Floating Rate Notes due 2034	USD	17-01-2034

Emblem Finance Company No. 2 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 20 AED 400,000,000 Floating Rate Notes		AED	27-11-2023

Ephesus Funding DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2020-01 USD223,500,000 Secured Repackaged Notes due 2025		USD	22-09-2025

Equifinance Capital 1 Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Floating Rate Notes Up to £240,000,000 Class A Floating Rate Notes Due 2024		GBP	01-05-2024
Class B Floating Rate Notes Up to £45,000,000 Class B Floating Rate Notes Due 2024		GBP	01-05-2024

Euro IG Infrastructure Debt (Ireland) DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Unsecured, limited recourse, definitive registered, profit participating note		EUR	31-12-2047

Falcon 2019-1 Aerospace Limited and Falcon 2019-1 Aerospace USA LLC

Class/Coupon	Currency	Maturity
Class A Notes USD404,100,000 3.597% Series 2019 A Fixed Rate Notes due 2039	USD	15-09-2039
Class B Notes USD73,473,000 4.791% Series 2019 B Fixed Rate Notes due 2039	USD	15-09-2039
Class C Notes USD36,736,000 6.656% Series 2019 C Fixed Rate Notes due 2039	USD	15-09-2039

Falcon 2019-1 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Equity Certificates USD123,655,000 aggregate notional amount of Equity Certificates		USD	15-09-2039

Financial Credit Investment II Limited

Class/Coupon	CSX Ticker	Currency	Maturity
US$2,000,000,000 Variable Funding Subordinated Notes due 2113		USD	15-07-2113

Financial Credit Investment III Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$2,000,000,000 Variable Funding Subordinated Perpetual Notes		USD

Financial Credit Investment IV Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Perpetual Notes Up to US$2,000,000,000 Variable Funding Subordinated Perpetual Notes		USD

First Eagle BSL CLO 2019-1 Ltd. and First Eagle BSL CLO 2019-1 LLC

Class/Coupon	Currency	Maturity
Class B Notes U.S.$20,000,000 Class B Senior Secured Deferrable Floating Rate Notes due 2033	USD	20-01-2033
Class C Notes U.S.$23,600,000 Class C Senior Secured Deferrable Floating Rate Notes due 2033	USD	20-01-2033
Class D Notes U.S.$21,400,000 Class D Secured Deferrable Floating Rate Notes due 2033	USD	20-01-2033
Senior Subordinated Notes U.S.$16,400,000 Senior Subordinated Notes due 2033	USD	20-01-2033
Junior Subordinated Notes U.S.$22,925,000 Junior Subordinated Notes due 2033	USD	20-01-2033

Fitzroy 2018-1 CLO Designated Activity Company

Class/Coupon	Currency	Maturity
A Fitzoy 2018-1 Designated Activity Company GBP 836,262,000 Portfolio Credit Linked Notes due 2042	GBP	15-03-2042
B Fitzroy 2018-1 CLO Designated Activity Company Class B GBP 55,750,000 Portfolio Credit Linked Notes due 2042	GBP	15-03-2042
C Fitzroy 2018-1 CLO Designated Activity Company GBP 66,901,000 Portfolio Credit Linked Notes due 2042	GBP	15-03-2042
D Fitzroy 2018-1 CLO Designated Activity Company GBP 44,601,000 Portfolio Credit Linked Notes due 2042	GBP	15-03-2042
E Fitzroy 2018-1 CLO Designated Activity Company GBP 55,751,000 Portfolio Credit Linked Notes due 2042	GBP	15-03-2042
F Fitzroy 2018-1 CLO Designated Activity Company GBP 55,751,000 Portfolio Credit Linked Notes due 2042	GBP	15-03-2042

Flagship CLO VIII, Ltd and Flagship CLO VIII, LLC

Class/Coupon	Currency	Maturity
Class A-RR U.S.$275,000,000 Class A-RR Floating Rate Notes due 2026	USD	16-01-2026
Class B-RR U.S.$54,500,000 Class B-RR Floating Rate Notes due 2026	USD	16-01-2026
Class C-RR U.S.$30,125,000 Class C-RR Deferrable Floating Rate Notes due 2026	USD	16-01-2026
Class D-R U.S.$22,750,000 Class D-R Deferrable Floating Rate Notes due 2026	USD	16-01-2026
Class E-R U.S.$20,800,000 Class E-R Deferrable Floating Rate Notes due 2026	USD	16-01-2026
Class F-R U.S.$8,000,000 Class F-R Deferrable Floating Rate Notes due 2026	USD	16-01-2026
Subordinated Notes U.S.$39,860,000 Subordinated Notes Due 2026	USD	16-01-2026

Flatiron CLO 20 Ltd. and Flatiron CLO 20 LLC

Class/Coupon	Currency	Maturity
Class A Notes US$252,000,000 Class A Senior Secured Floating Rate Notes due 2033	USD	20-11-2033
Class B Notes US$52,000,000 Class B Senior Secured Floating Rate Notes due 2033	USD	20-11-2033
Class C Notes US$24,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2033	USD	20-11-2033
Class D Notes US$24,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2033	USD	20-11-2033
Class E Notes US$14,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2033	USD	20-11-2033
Subordinated Notes US$38,475,000 Subordinated Notes due 2033	USD	20-11-2033

FLF I AB Subsidiary Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$2,000,000,000 Profit Participating Notes due 2070		USD	31-12-2070

FLF I DB Subsidiary Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$2,000,000,000 Profit Participating Notes due 2070		USD	31-12-2070

FLF II AB Subsidiary Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$1,000,000,000 Profit Participating Notes due 2070		USD	31-12-2070

FLF II MA-CRPTF Subsidiary Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,000,000,000 Profit Participating Notes due 2030		USD	31-12-2030

FLF II Subsidiary Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,000,000,000 Profit Participating Notes due 2070		USD	31-12-2070

FLF III AB Subsidiary Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,000,000,000 Profit Participating Notes due 2072		USD	31-12-2072

FLF III Subsidiary Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,000,000,000 Profit Participating Notes due 2072		USD	31-12-2072

Flight Lease Capital Management International Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$200,000,000 Profit Participating Notes due 2030		USD	29-08-2030

Fly Willow Aircraft Holdings DAC

Class/Coupon	CSX Ticker	Currency	Maturity
$180,000,000 Loan Note Due on the Maturity Date		USD	15-10-2025

Foresail Aviation Holdco Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Promissory Notes due 2027		USD	28-12-2027

Fort Pitt Ireland Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Structured Notes due 31 December 2067	FORTP01KY	USD	31-12-2067

Fortress Lending Fund Company Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to $2,000,000,000 Profit Participating Notes due 2027		USD	31-12-2027

Fortress Lending Fund II Company Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$1,000,000,000 Profit Participating Notes due 2029		USD	31-12-2029

Fortress Lending Fund II Subsidiary Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$1,000,000,000 Profit Participating Notes due 2029		USD	31-12-2029

Fortress Lending Fund III Company Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$2,000,000,000 Profit Participating Notes due 2031		USD	31-12-2031

Fortress Lending Fund III Subsidiary Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$2,000,000,000 Profit Participating Notes due 2031		USD	31-12-2031

Fortress Lending Fund Subsidiary Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to $2,000,000,000 Profit Participating Notes due 2027		USD	31-12-2027

Foxford Capital L5 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD 1,500,000,000 Unsecured Note due 2 March 2080		USD	02-03-2080

Foxglove Funding DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2022-01 USD$ 30,000,000 Limited Recourse Secured Repackaged Pass-Through Notes due 2025		USD	21-03-2025

Galata Funding DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2019-01 USD105,665,000 Secured Repackaged Notes due 2023		USD	23-01-2023

Galaxy XXV CLO, Ltd. and Galaxy XXV CLO, LLC

Class/Coupon	Currency	Maturity
Class A Notes US$320,000,000 Class A Senior Floating Rate Notes due 2031	USD	15-10-2031
Class B Notes U.S.$58,750,000 Class B Senior Floating Rate Notes due 2031	USD	15-10-2031
Class C Notes U.S.$25,000,000 Class C Deferrable Mezzanine Floating Rate Notes due 2031	USD	15-10-2031
Class D Notes U.S.$28,750,000 Class D Deferrable Mezzanine Floating Rate Notes due 2031	USD	15-10-2031
Class E Notes U.S.$27,500,000 Class E Deferrable Junior Floating Rate Notes due 2031	USD	15-10-2031
Class A Subordinated Notes U.S.$43,550,000 Class A Subordinated Notes due 2031	USD	15-10-2031

Galaxy XXVI CLO, Ltd. and Galaxy XXVI CLO, LLC

Class/Coupon	Currency	Maturity
Class A US$288,000,000 Senior Floating Rate Notes due 2031	USD	22-11-2031
Class B US$52,000,000 Senior Floating Rate Notes due 2031	USD	22-11-2031
Class C US$21,600,000 Deferrable Mezzanine Floating Rate Notes due 2031	USD	22-11-2031
Class D US$27,700,000 Deferrable Mezzanine Floating Rate Notes due 2031	USD	22-11-2031
Class E US$24,750,000 Deferrable Junior Floating Rate Notes due 2031	USD	22-11-2031
Class F US$7,450,000 Deferrable Junior Floating Rate Notes due 2031	USD	22-11-2031
Class A US$32,750,000 Class A Subordinated Notes due 2031	USD	22-11-2031

Gallatin CLO VIII 2017-1, Ltd. and Gallatin CLO VIII 2017-1, LLC

Class/Coupon	Currency	Maturity
X-R U.S.$9,000,000 Class X-R Senior Secured Floating Rate due 2031	USD	15-07-2031
A-1-R U.S.$308,700,000 Class A-1-R Senior Secured Floating Rate due 2031	USD	15-07-2031
A-2-R U.S.$12,300,000 Class A-2-R Senior Secured Floating Rate due 2031	USD	15-07-2031
B-1-R U.S.$32,000,000 Class B-1-R Senior Secured Floating Rate due 2031	USD	15-07-2031
B-2-R U.S.$6,000,000 Class B-2-R Senior Secured Fixed Rate due 2031	USD	15-07-2031
C-1-R U.S.$22,000,000 Class C-1-R Deferrable Mezzanine Floating Rate Notes due 2031	USD	15-07-2031
C-2-R U.S.$7,000,000 Class C-2-R Deferrable Mezzanine Fixed Rate Notes due 2031	USD	15-07-2031
D-1-R U.S.$22,500,000 Class D-1-R Deferrable Mezzanine Floating Rate Notes due 2031	USD	15-07-2031
D-2-R U.S.$10,500,000 Class D-2-R Deferrable Mezzanine Fixed Rate Notes due 2031	USD	15-07-2031
E-R U.S.$17,300,000 Class E-R Deferrable Mezzanine Floating Rate Notes due 2031	USD	15-07-2031
F-R U.S.$10,500,000 Class F-R Deferrable Mezzanine Fixed Rate Notes due 2031	USD	15-07-2031

GCO Lux (Investment) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2018-1 Up to USD 50,000,000 note due 2043		USD	31-12-2043

GCO Lux (Origination) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2018-1 Up to USD 100,000,000 note due 2043		USD	31-12-2043

GCO Lux Feeder A DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 150,000,000 note due 2044		USD	31-12-2044

GCO Multi-Feeder (Investment) DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2018-1 Up to 100,000,000 USD Series B Note due 2043		USD	31-12-2043

Generate CLO 8 Ltd. and Generate CLO 8 LLC

Class/Coupon	Currency	Maturity
Class A-R Notes US$310,000,000 Class A-R Floating Rate Notes due 2034	USD	20-10-2034
Class B-R Notes US$70,000,000 Class B-R Floating Rate Notes due 2034	USD	20-10-2034
Class C-R Notes US$30,000,000 Class C-R Deferrable Floating Rate Notes due 2034	USD	20-10-2034

German Listed Bonds Plc

Class/Coupon	Currency	Maturity
Series 2018-GLB 1 Profit Participating Certificates due 2022	EUR	17-04-2022
Series 2018-GLB 2 Profit Participating Certificates due 2022	EUR	17-04-2022
Series 2018-GLB 3 Profit Participating Certificates due 2021	USD	13-09-2021

Gilead Aviation Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD$900,000,000 Note due 31 December 2032		USD	31-12-2032

Glencar European Investments Platform Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£1,000,000,000 Profit Participating Notes due August 2067		GBP	28-08-2067

Glencar Investments 28 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £53,466,000 plus €59,941,215 promissory note issued pursuant to a subordinated loan agreement dated 15 January 2021		EUR	20-07-2023

Glencar Investments 29 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£200,000,000 profit participating notes due 2048		GBP	15-01-2048

Glencar Investments 32 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$350,000,000 profit participating notes due 2034		USD	31-12-2034

Glencar Investments 34 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£100,000,000 promissory notes		GBP	03-07-2028

Glencar Investments 35 Designated Activity Company

Class/Coupon	Currency	Maturity
Class A1 Notes £150,000,000 Class A1 Notes due in the Payment Date falling in April 2026	GBP	13-04-2026
Mezzanine Notes £42,000,000 Mezzanine Notes due in the Payment Date falling in April 2026	GBP	13-04-2026
Subordinated Notes £15,000,000 Subordinated Notes due in the Payment Date falling in April 2026	GBP	13-04-2026

Glencar Investments 36 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£60,000,000 Profit Participating Notes due 19 August 2031		GBP	19-08-2031

Glencar Investments II Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$300,000,000 Profit Participating Notes due 2065		USD	01-02-2065

Glencar Investments IV Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$100,000,000 Profit Participating Notes due 1 February 2065		USD	01-02-2065

Glencar Investments V Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$100,000,000 Profit Participating Notes due 2065		USD	24-04-2065

Glencar Investments VI Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$131,653,532 Profit Participating Notes due 2040		USD	15-12-2040

Glencar Investments VII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$53,279,092 Profit Participating Notes due 2048		USD	29-06-2048

Glencar Investments VIII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to $100,000,000 Profit Participating Notes due 2027		USD	31-01-2027

Glencar Investments XII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£70,000,000 Profit Participating Notes due 2027		GBP	24-09-2027

Glencar Investments XIV Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £55,000,000 Profit Participating Notes due 2027		GBP	20-11-2027

Glencar Investments XIX Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£85,000,000 Profit Participating Notes due 2048		GBP	17-05-2048

Glencar Investments XV Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€135,000,000 Profit Participating Notes due 2022		EUR	15-12-2022

Glencar Investments XVI Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£12,000,000 Profit Participating Notes due 2056		GBP	24-07-2056

Glencar Investments XVII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£47,909,980 Mortgage Backed Floating Rate Notes due 2028		GBP	22-08-2028

Glencar Investments XVIII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
GBP 56,800,000 Notes due 2023		GBP	07-12-2023

Glencar Investments XX Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£105,000,000 Profit Participating Notes due 2028		GBP	18-12-2028

Glencar Investments XXI Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€200,000,000 Profit Participating Notes due 2028		EUR	10-07-2028

Glencar Investments XXII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£250,000,000 Profit Participating Notes due 2034		GBP	25-09-2034

Glencar Investments XXIV Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£200,000,000 promissory notes issued pursuant to a subordinated facility agreement dated 6 July 2020		GBP	01-09-2028

Glencar Investments XXV Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 85,000,000 Notes due June 2022		EUR	11-11-2022

Glencar Investments XXVII Designated Activity Company

Class/Coupon	Currency	Maturity
A1 Cleared Notes Up to £148,000,000 A1 Cleared Notes due in the Payment Date falling in August 2028	GBP	15-08-2028
Class B1 VFNs Up to £150,000,000 Class B1 VFNs due in the Payment Date falling in August 2028	GBP	15-08-2028
Class B2 VFNs Up to £25,000,000 Class B2 VFNs due in the Payment Date falling in August 2028.	GBP	15-08-2028
M1 Cleared Notes Up to £23,000,000 M1 Cleared Notes due in the Payment Date falling in August 2028	USD	15-08-2028

GLM EUR BAWH Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$200,000,000 Subordinated Notes		USD	11-03-2024

Global Aviation Equipment Leasing I Ireland Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Unlimited number of Unsecured Fixed Interest Loan Notes		USD	15-07-2027

Global Funding Segregated Portfolio Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 46 Series 46: ZAR 1,500,000,000 Limited Recourse Floating Rate Notes due 2022		ZAR	28-09-2022

Global Infrastructure Debt Fund A DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Note Up to USD500,000,000 Class B Note		USD	30-06-2038
Class A Note Up to USD1,000,000,000 Class A Note		USD	30-06-2038

GoldenTree Loan Management US CLO 10, Ltd. and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class C Mezzanine Deferrable Floating Rate Notes U.S.$38,400,000 Class C Mezzanine Deferrable Floating Rate Notes due 2034		USD	20-07-2034

GoldenTree Loan Management US CLO 11, Ltd. and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A U.S.$403,000,000 Class A Senior Secured Floating Rate Notes due 2034		USD	20-10-2034

GoldenTree Loan Management US CLO 4, Ltd and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$68,000,000 Class C-R Mezzanine Deferrable Floating Rate Notes due 2031		USD	24-04-2031

Golub Capital BDC 3 CLO 1 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$224,000,000 Class A Senior Secured Floating Rate Notes due 2033		USD	15-04-2033

Golub Capital Partners CLO 30(M)-R

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R2 Senior Secured Floating Rate Notes U.S.$336,000,000 Class A-R2 Senior Secured Floating Rate Notes due 2034		USD	20-04-2034

Golub Capital Partners CLO 50(B)-R, Ltd. and Golub Capital Partners CLO 50(B)-R,

Class/Coupon	Currency	Maturity
Class A-1-R Notes U.S.$316,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2035	USD	20-04-2035
Class B-R Notes U.S.$55,000,000 Class B-R Senior Secured Floating Rate Notes due 2035	USD	20-04-2035
Class C-R Notes U.S.$38,500,000 Class C-R Secured Deferrable Floating Rate Notes due 2035	USD	20-04-2035

Golub Capital Partners CLO 51(M), L.P. and Golub Capital Partners CLO 51(M), LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$348,000,000 Class A Senior Secured Floating Rate Notes due 2034		USD	05-05-2034

Golub Capital Partners CLO 61(M)

Class/Coupon	CSX Ticker	Currency	Maturity
Class B-2 Senior Secured Fixed Rate Notes U.S.$46,500,000 Class B-2 Senior Secured Fixed Rate Notes due 2035		USD	25-07-2035

Gongga (Corporate Loans) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class A USD 70,000,000 Class A Credit-Linked Floating Rate Notes		USD	02-08-2025
Class B USD 120,000,000 Class B Credit-Linked Floating Rate Notes		USD	02-08-2025

Gosford Capital Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
DKK 1,000,000,000 Unsecured Note due 2 March 2080		DKK	02-03-2080

Greenwood Park CLO, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Class E Mezzanine Secured Deferrable Floating Rate Notes due 2031		USD	15-04-2031
Subordinated Notes due 2031		USD	15-04-2031

Greenwood Park CLO, Ltd. and Greenwood Park CLO, LLC

Class/Coupon	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes due 2031	USD	15-04-2031
Class A-2 Senior Secured Floating Rate Notes due 2031	USD	15-04-2031
Class B Senior Secured Floating Rate Notes due 2031	USD	15-04-2031
Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-04-2031
Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-04-2031

GRx-B Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Secured Notes Due July 23, 2023		USD	23-07-2023

Guggenheim CLO 2020-1, Ltd. and Guggenheim CLO 2020-1, LLC

Class/Coupon	Currency	Maturity
Class A-R Notes U.S.$180,180,000 Class A-R Senior Secured Floating Rate Notes due 2031	USD	15-04-2031
Class B-R Notes U.S.$37,700,000 Class B-R Senior Secured Floating Rate Notes due 2031	USD	15-04-2031
Class C-R Notes U.S.$17,000,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-04-2031
Class D-R Notes U.S.$14,500,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-04-2031
Class E Notes U.S.$12,800,000 Class E-R Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	15-04-2031

Hawkes Loan Management Designated Activity Company

Class/Coupon	Currency	Maturity
Note 1 USD15,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 3 USD 100,694,083 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 4 EUR 238,827 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 7 USD 11,993,496 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 8 USD 23,135,472 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 9 USD100,000,000 unsecured note due 2 March 2080 (Fire and Hurricane)	USD	02-03-2080
Note 10 USD 15,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 11 USD 45,000,000 Unsecured note due 2 March 2080	USD	02-03-2080
Note 12 USD 25,000,000 Unsecured note due 2 March 2080	USD	02-03-2080
Note 15 USD 400,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 16 USD 80,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 13 USD 130,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 14 USD 70,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 17 USD 30,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 18 USD 35,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 20 US 200,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 22 EUR 500,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 21 USD 500,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 24 USD1,500,000,000 unsecured note due 2 March 2080	USD	02-03-2080

HCG Finance DAC

Class/Coupon	Currency	Maturity
Series 2017-A Subordinated Note	USD	31-12-2047
Subordinated Note - Series 2018-A	USD	30-07-2048
Series 2018-B Subordinated Note	USD	30-12-2048
Subordinated Note, Series 2018-C	USD	31-01-2049
Subordinated Note, Series 2018- D	USD	31-01-2049
Subordinated Note - Series 2019- A	USD	31-01-2049
Subordinated Note, Series 2019-B	USD	30-06-2049
Subordinated Note, Series 2019- C	USD	29-10-2049
Subordinated Note, Series 2019-D	USD	30-11-2049
Subordinated Note, Series 2021-A	USD	31-01-2051
Secured Note, Series No. 2021-20	USD	30-09-2022
Secured Note, Series No. 2021-21	USD	31-10-2022
Secured Note, Series No. 2021-22	USD	30-11-2022
Secured Note, Series No. 2021-24	USD	30-11-2022
Subordinated Note, Series No. 2021-B	USD	30-11-2051
Secured Note, Series No. 2021-25	USD	31-05-2023
Secured Note, Series No. 2022-26	USD	28-02-2023
Secured Note, Series No. 2022-27	USD	31-08-2023
Secured Note, Series No. 2022-28	USD	28-04-2023
Secured Note, Series No. 2022-29	USD	30-06-2023
Secured Note, Series No. 2022-30	USD	31-07-2023

Helios Aviation Limited

Class/Coupon	CSX Ticker	Currency	Maturity
$ 106,946,000.00 Aggregate Notional Amount of Equity Certificates		USD	15-12-2044

Heron Issuer Limited

Class/Coupon	CSX Ticker	Currency	Maturity
£500,000,000 senior asset backed notes due 2024		GBP	21-12-2024

Heron Issuer Number 2 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
£750,000,000 senior notes due 2025		GBP	21-03-2025

HGTL Securitisation Company Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Variable Funding Note due 12 August 2026		GBP	12-08-2026

Hildene TruPS Securitization 2018-1, Ltd. and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$214,000,000 Class A-1 Senior Secured Floating Rate Notes due 2038		USD	10-10-2038

Hildene TruPS Securitization 2019-2,Ltd. Hildene TruPS Securization 2019-2 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$235,500,000 Class A-1 Senior Secured Floating Rate Notes due 2039		USD	22-05-2039

Holne Investments PLC

Class/Coupon	CSX Ticker	Currency	Maturity
$46,000,000 Secured Definitive Registered Note due 2024		USD	06-01-2024

Horizon Aircraft Finance I Limited and Horizon Aircraft Finance I LLC

Class/Coupon	Currency	Maturity
Series 2018 A Notes USD476,000,000 4.458% Series 2018 A Fixed Rate Notes due 2038	USD	15-12-2038
Series 2018 B Notes USD91,000,000 5.270% Series 2018 B Fixed Rate Notes due 2038	USD	15-12-2038
Series 2018 C Notes USD45,000,000 6.657% Series 2018 C Fixed Rate Notes due 2038	USD	15-12-2038

Horizon Aircraft Finance II Limited and Horizon Aircraft Finance II LLC

Class/Coupon	Currency	Maturity
Class A Notes USD375,000,000 3.721% Series 2019 A Fixed Rate Notes due 2039	USD	15-07-2039
Class B Notes USD69,000,000 4.703% Series 2019 B Fixed Rate Notes due 2039	USD	15-07-2039
Class C Notes USD41,000,000 6.900% Series 2019 C Fixed Rate Notes due 2039	USD	15-07-2039

Horizon Aircraft Finance III Limited and Horizon Aircraft Finance III LLC

Class/Coupon	Currency	Maturity
Class A Notes USD343,000,000 3.425% Series 2019-2 A Fixed Rate Notes due 2039	USD	15-11-2039
Class B Notes USD61,000,000 4.458% Series 2019-2 B Fixed Rate Notes due 2039	USD	15-11-2039
Class C Notes USD36,000,000 6.900% Series 2019-2 C Fixed Rate Notes due 2039	USD	15-11-2039

Horizon I Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class E Certificates USD139,565,000 Class E Participating Certificates		USD	15-12-2038

Horizon II Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Certificates USD116,173,000 aggregate notional amount of Equity Certificates		USD	15-07-2039

Horizon III Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Equity Certificates USD101,152,000 aggregate notional amount of Equity Certificates		USD	15-11-2039

HPS European Liquid Loan Opportunities Fund Subsidiary DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €2,000,000,000 Profit Participating Notes due 31 December 2069		EUR	31-12-2069

HPTFP DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £50,000,000 Profit Participating Notes due 31 December 2069		GBP	31-12-2069

Hull Realty Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Secured guaranteed A1 notes		GBP	20-04-2021
Secured guaranteed A2 notes		GBP	20-04-2021

ICG Rhinebeck CLO 2021-4, Ltd. and ICG Rhinebeck CLO 2021-4 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034		USD	26-10-2034

ICG US CLO 2021-1, Ltd. and ICG US CLO 2021-1, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$244,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034	USD	17-04-2034
Class A-2 Notes U.S.$12,000,000 Class A-2 Senior Secured Floating Rate Notes due 2034	USD	17-04-2034
Class B Notes U.S.$48,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	17-04-2034
Class C Notes U.S.$24,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2034	USD	17-04-2034
Class D Notes U.S.$24,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2034	USD	17-04-2034
Class E Notes U.S.$12,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2034	USD	17-04-2034
Subordinated Notes U.S.$43,450,000 Subordinated Notes due 2034	USD	17-04-2034

IHC 1908 S.r.l.

Class/Coupon	Currency	Maturity
Class A Notes Euro 48,293,000 Class A Asset Backed Floating Rate Notes due November 2024	EUR	22-11-2024
Class B Notes Euro 12,073,000 Class B Asset Backed Floating Rate Notes due November 2024	EUR	22-11-2024
Class C Notes Euro 3,298,000 Class C Asset Backed Floating Rate Variable Return Notes due November 2024	EUR	22-11-2024
Senior Notes Euro 56,320,000 Class A Asset Backed Floating Rate Notes due November 2024	EUR	22-11-2024
Junior Notes Euro 3,330,000 Class B Asset Backed Floating Rate Variable Return Notes due November 2024	EUR	22-11-2024

Incline Aladdin Engine Funding Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
An unlimited amount of Unsecured Fixed Rate Loan Notes Due 2038		USD	18-07-2038

Incline Aladdin Funding Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
An unlimited amount of Unsecured Fixed Rate Notes Due 2038		USD	18-07-2038

Incline Aviation Holdings Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$931,195,719 Unsecured Fixed Rate Loan Note Due 2039		USD	26-04-2039

Incline II B Shannon Finance DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$1,100,500,000 Unsecured Fixed Rate Notes Due 2041		USD	29-01-2041

Invesco CLO 2021-2, Ltd and Invesco CLO-2021-2, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$60,000,000 Class B Senior Secured Floating Rate Notes due 2034		USD	15-07-2034

Invesco CLO 2022-1, Ltd. and Invesco CLO 2022-1, LLC

Class/Coupon	Currency	Maturity
Class A Senior Secured Floating Rate Notes U.S.$384,000,000 Class A Senior Secured Floating Rate Notes Due 2035	USD	20-04-2035
Class B Senior Secured Floating Rate Notes U.S.$72,000,000 Class B Senior Secured Floating Rate Notes Due 2035	USD	20-04-2035
Class C Deferrable Mezzanine Secured Floating Rate Notes U.S.$30,000,000 Class C Deferrable Mezzanine Secured Floating Rate Notes Due 2035	USD	20-04-2035
Class D Deferrable Mezzanine Secured Floating Rate Notes U.S.$37,200,000 Class D Deferrable Mezzanine Secured Floating Rate Notes Due 2035	USD	20-04-2035
Class E Deferrable Junior Secured Floating Rate Notes U.S.$28,800,000 Class E Deferrable Junior Secured Floating Rate Notes Due 2035	USD	20-04-2035
Class Y Notes U.S.$6,180,000 Class Y Notes due 2035	USD	20-04-2035
Subordinated Notes U.S.$61,800,000 Subordinated Notes Due 2035	USD	20-04-2035

Ivy Hill Middle Market Credit Fund XII, Ltd. and LLC

Class/Coupon	Currency	Maturity
Class A-1T-R Notes U.S.$347,900,000 Class A-1T-R Senior Floating Rate Notes due 2033	USD	20-07-2033
Class A-2A-R Notes U.S.$75,800,000 Class A-2A-R Senior Floating Rate Notes Due 2033	USD	20-07-2033
Class A-2B-R Notes U.S.$10,000,000 Class A-2B-R Senior Fixed Rate Notes Due 2033	USD	20-07-2033
Class B-R Notes U.S.$49,500,000 Class B-R Deferrable Mezzanine Floating Rate Notes Due 2033	USD	20-07-2033
Class C-R Notes U.S.$29,700,000 Class C-R Deferrable Mezzanine Floating Rate Notes Due 2033	USD	20-07-2033
Class D-R Notes U.S.$42,900,000 Class D-R Deferrable Mezzanine Floating Rate Notes Due 2033	USD	20-07-2033

Jamestown CLO XIV Ltd. and Jamestown CLO XIV Corp

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1a-R Notes U.S.$291,000,000 Class A-1a-R Senior Secured Floating Rate Notes due 2034		USD	20-10-2034
Class A-2-R Notes U.S.$53,350,000 Class A-2-R Senior Secured Floating Rate Notes due 2034		USD	20-10-2034

JFIN CLO 2013 Ltd. and JFIN CLO 2013 LLC

Class/Coupon	Currency	Maturity
Class A-1-NR Notes U.S.$204,000,000 Class A-1-NR Senior Secured Floating Rate Notes due 2030	USD	20-01-2030
Class A-1-FR Notes U.S.$20,000,000 Class A-1-FR Senior Secured Fixed Rate Notes due 2030	USD	20-01-2030
Class A-2-R Notes U.S.$39,500,000 Class A-2-R Senior Secured Floating Rate Notes due 2030	USD	20-01-2030
Class B-R Notes U.S.$18,800,000 Class B-R Secured Deferrable Floating Rate Notes due 2030	USD	20-01-2030
Class C-R Notes U.S.$16,000,000 Class C-R Secured Deferrable Floating Rate Notes due 2030	USD	20-01-2030

JFIN CLO 2017-II Ltd. and JFIN CLO 2017-II LLC

Class/Coupon	Currency	Maturity
Class X US$2,500,000 Class X Senior Secured Floating Rate Notes due 2029	USD	20-09-2029
Class A-R U.S.$286,385,750 A-R Senior Secured Floating Notes Due 2029	USD	20-09-2029
Class B-R U.S.$51,750,000 B-R Senior Secured Floating Notes Due 2029	USD	20-09-2029
Class C-R U.S.$29,250,000 C-R Senior Secured Floating Notes Due 2029	USD	20-09-2029

JOL Air Limited

Class/Coupon	Currency	Maturity
Class A Notes $456,054,000 Class A Fixed Rate Secured Notes Series 2019-1due April 2044	USD	15-04-2044
Class B Notes $73,773,000 Class B Fixed Rate Secured Notes Series 2019-1due April 2044	USD	15-04-2044
Class C Notes $23,827,791 Class C Fixed Rate Secured Notes Series 2019-1 due April 2044	USD	15-04-2044

Jupiter Aviation Holdings 1 Co Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
Up to $300,000,000 Unsecured Fixed Rate Notes Due 2039		USD	31-05-2039

Kawartha CAD Ltd.

Class/Coupon	Currency	Maturity
Boreal Series 2021-1 CAD 66,000,000 Class F Guarantee Linked Notes due 2026	CAD	20-08-2026
Class B Notes Boreal Series 2022-1 CAD 1,345,000 Class B Guarantee Linked Notes due 2027	CAD	20-08-2027
Class C Notes Boreal Series 2022-1 CAD 1,681,000 Class C Guarantee Linked Notes due 2027	CAD	20-08-2027
Class D Notes Boreal Series 2022-1 CAD 3,699,000 Class D Guarantee Linked Notes due 2027	CAD	20-08-2027
Class E Notes Boreal Series 2022-1 CAD 20,175,000 Class E Guarantee Linked Notes due 2027	CAD	20-08-2027
Class F Notes Boreal Series 2022-1 CAD 115,500,000 Class F Guarantee Linked Notes due 2027	CAD	20-08-2027

KDAC Aviation Finance (Cayman) Limited and KDAC Aviation Finance (USA) LLC

Class/Coupon	Currency	Maturity
Series A US$565,000,000 Series A Fixed Rate Secured Notes Series 2017-1	USD	15-12-2042
Series B US$95,500,000 Series B Fixed Rate Secured Notes Series 2017-1	USD	15-12-2042
Series C US$62,000,000 Series C Fixed Rate Secured Notes Series 2017-1	USD	15-12-2042

Kestrel Aircraft Funding Limited and Kestrel Aircraft Funding USA, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
A USD319,800,000 4.25% Series 2018 A Fixed Rate Notes due 2038		USD	15-12-2038
B USD59,600,000 5.50% Series 2018 B Fixed Rate Notes due 2038		USD	15-12-2038

Kestrel Finance I S.à r.l.

Class/Coupon	CSX Ticker	Currency	Maturity
A Notes £120,000,000 Class A Secured Notes due 2059		GBP	25-11-2059
B Notes £60,000,000 Class B Secured Notes due 2059		GBP	25-11-2059

KKR CLO 17 Ltd. and KKR CLO 17 LLC

Class/Coupon	Currency	Maturity
Class X U.S.$4,000,000 Class X Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class A-R U.S.$372,000,000 Class A-R Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class B-R U.S.$77,400,000 Class B-R Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class C-1-R U.S.$24,150,000 Class C-1-R Senior Secured Deferrable Floating Rate Notes due 2034	USD	15-04-2034
Class C-2-R U.S.$7,050,000 Class C-2-R Senior Secured Deferrable Fixed Rate Notes due 2034	USD	15-04-2034
Class D-R U.S.$37,800,000 Class D-R Senior Secured Deferrable Floating Rate Notes due 2034	USD	15-04-2034
Class E-R U.S.$33,600,000 Class E-R Senior Secured Deferrable Floating Rate Notes due 2034	USD	15-04-2034

KKR CLO 19 Ltd and KKR CLO 19 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$47,000,000 Subordinated Notes due 2030		USD	06-10-2030

KKR CLO 23 Ltd. and KKR CLO 23 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$305,000,000 Class A-1 Senior Secured Floating Rate Notes due 2031		USD	20-10-2031

KKR CLO 28 LTD. and KKR CLO 28 LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$288,000,000 Class A Senior Secured Floating Rate Notes due 2031	USD	15-03-2031
Class B Notes U.S.$49,500,000 Class B Senior Secured Floating Rate Notes due 2031	USD	15-03-2031
Class C Notes U.S.$31,500,000 Class C Senior Secured Deferrable Floating Rate Notes due 2031	USD	15-03-2031
Class D Notes U.S.$24,750,000 Class D Senior Secured Deferrable Floating Rate Notes due 2031	USD	15-03-2031
Class E Notes U.S.$20,250,000 Class E Senior Secured Deferrable Floating Rate Notes due 2031	USD	15-03-2031

KKR CLO 30 LTD. and KKR CLO 30 LLC

Class/Coupon	Currency	Maturity
Class A-1-R Notes U.S.$274,500,000 Class A-1-R Senior Secured Floating Rate Notes due 2031	USD	17-10-2031
Class A-J-R Notes U.S.$18,000,000 Class A-J-R Senior Secured Floating Rate Notes due 2031	USD	17-10-2031
Class B-R Notes U.S.$49,500,000 Class B-R Senior Secured Floating Rate Notes due 2031	USD	17-10-2031
Class C-R Notes U.S.$27,000,000 Class C-R Senior Secured Deferrable Floating Rate Notes due 2031	USD	17-10-2031
Class D-R Notes U.S.$27,000,000 Class D-R Senior Secured Deferrable Floating Rate Notes due 2031	USD	17-10-2031
Class E-R Notes U.S.$18,000,000 Class E-R Senior Secured Deferrable Floating Rate Notes due 2031	USD	17-10-2031

KKR CLO 32 Ltd. and KKR CLO 32 LLC

Class/Coupon	Currency	Maturity
Class A1 U.S.$240,000,000 Class A1 Senior Secured Floating Rate Notes due 2032	USD	15-01-2032
Class A2 U.S.$16,000,000 Class A2 Senior Secured Floating Rate Notes due 2032	USD	15-01-2032
Class B U.S.$48,000,000 Class B Senior Secured Floating Rate Notes due 2032	USD	15-01-2032
Class C U.S.$24,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2032	USD	15-01-2032
Class D U.S.$22,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2032	USD	15-01-2032
Class E U.S.$15,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2032	USD	15-01-2032
Class F U.S.$4,000,000 Class F Senior Secured Deferrable Floating Rate Notes due 2032	USD	15-01-2032

KKR CLO 33 Ltd. and KKR CLO 33 LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$240,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	20-07-2034
Class B Notes U.S.$64,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	20-07-2034
Class C Notes U.S.$24,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-07-2034
Class D Notes U.S.$24,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-07-2034
Class E Notes U.S.$15,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-07-2034

KKR CLO 37 Ltd. and KKR CLO 37 LLC

Class/Coupon	Currency	Maturity
Class A-1A Notes U.S.$95,000,000 Class A-1A Senior Secured Floating Rate Notes due 2035	USD	20-01-2035
Class A-1B Notes U.S.$0 Class A-1B Senior Secured Floating Rate Notes due 2035	USD	20-01-2035
Class A-2 Notes U.S.$10,000,000 Class A-2 Senior Secured Floating Rate Notes due 2035	USD	20-01-2035
Class B-1 Notes U.S.$48,000,000 Class B-1 Senior Secured Floating Rate Notes due 2035	USD	20-01-2035
Class B-2 Notes U.S.$7,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2035	USD	20-01-2035
Class C Notes U.S.$30,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2035	USD	20-01-2035
Class D Notes U.S.$30,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2035	USD	20-01-2035
Class E Notes U.S.$20,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2035	USD	20-01-2035
Subordinated Notes U.S.$45,750,000 Subordinated Notes due 2035	USD	20-01-2035

KKR CLO 40 Ltd. and KKR CLO 40 LLC

Class/Coupon	Currency	Maturity
Class A Senior Secured Floating Rate Notes U.S.$320,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	20-10-2034
Class B Senior Secured Floating Rate Notes U.S.$60,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	20-10-2034
Class C Senior Secured Deferrable Floating Rate Notes U.S.$30,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Class D Senior Secured Deferrable Floating Rate Notes U.S.$30,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-10-2034
Class E Senior Secured Deferrable Floating Rate Notes U.S.$20,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-10-2034

KKR REIGN I Ltd. and KKR REIGN I LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$1,533,450,000 Return Enhanced Investment Grade Notes due 2049		USD	30-05-2049

KKR Wolverine I Ltd. and KKR Wolverine I LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Class A Senior Secured Notes due 2027		USD	15-01-2027

KL Law Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,000,000,000 Profit Participating Notes due 2071		USD	31-12-2071

KLA Aviation Finance Holdings LLC

Class/Coupon	CSX Ticker	Currency	Maturity
US$250,000,000 Unsecured Notes due on the Termination Date		USD	30-03-2028

Knights Hill Capital Ireland DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 700,000,000 Series 1 Notes		USD	31-03-2067

Knights Hill Ireland II DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 1,000,000,000 Series 1 Notes		USD	30-06-2070
Up to USD 200,000,000 Series 2 Notes		USD	25-05-2072

Kwasa Emerald Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes due 2037		USD	15-05-2037

Ladenvale Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
profit participating certificates due 2048		USD	25-04-2048

LCM 30 Ltd. and LCM 30 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class C Notes U.S.$30,000,000 Class C Deferrable Mezzanine Floating Rate Notes due 2031		USD	21-04-2031

Leguh Issuer Holdings Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series A Series A USD 350,000,000 Profit Participating Certificates due 2047		USD	13-07-2047

Lexington Finance Designated Activity Company

Class/Coupon	Currency	Maturity
Series 1 Notes Series 1 - €1,000,000,000 Profit Participating Notes due 6 April 2067	EUR	06-04-2067
Series 2 Notes Series 2 - US$1,000,000,000 Profit Participating Notes due 13 November 2067	USD	13-11-2067
Series 3 Notes Series 3 - $1,000,000,000 Profit Participating Notes due 1 November 2067	USD	01-11-2067
Series 4 Notes Series 4 - $1,000,000,000 Profit Participating Notes due 4 December 2067	USD	04-12-2067
Series 5 Notes Series 5 - US$1,000,000,000 Profit Participating Notes due 4 December 2067	USD	04-12-2067
Series 6 Notes Series 6 - €1,000,000,000 Profit Participating Notes due 15 November 2067	EUR	15-11-2067
Series 7 Notes Series 7 - US$1,000,000,000 Profit Participating Notes due 6 June 2068	USD	06-06-2068
Series 8 Notes Series 8 - $1,000,000,000 Profit Participating Notes due 13 June 2068	USD	13-06-2068
Series 9 Notes Series 9 - $1,000,000,000 Profit Participating Notes due 22 June 2068	USD	22-06-2068
Series 10 Notes Series 10 - $1,000,000,000 Profit Participating Notes due 6 July 2068	USD	06-07-2068
Series 11 Notes Series 11 - US$1,000,000,000 Profit Participating Notes due 13 July 2068	USD	13-07-2068
Series 12 Notes Series 12 - $1,000,000,000 Profit Participating Notes due 14 December 2068	USD	14-12-2068
Series 13 Notes Series 13 - $1,000,000,000 Profit Participating Notes due 23 January 2069	USD	23-01-2069
Series 14 Notes Series 14 - $1,000,000,000 Profit Participating Notes due 8 February 2069	USD	08-02-2069
Series 15 Notes Series 15 - $1,000,000,000 Profit Participating Notes due 22 May 2069	USD	22-05-2069
Series 16 Notes Series 16 - $1,000,000,000 Profit Participating Notes due 3 July 2069	USD	20-05-2069
Series 18 Notes Series 18 - $1,000,000,000 Profit Participating Notes due 1 August 2069	USD	01-08-2069
Series 19 Notes Series 19 - $1,000,000,000 Profit Participating Notes due 1 August 2069	USD	01-08-2069
Series 20 Notes Series 20 - $1,000,000,000 Profit Participating Notes due 1 August 2069	USD	01-08-2069
Series 21 Notes Series 21 - $1,000,000,000 Profit Participating Notes due 25 September 2069	USD	25-09-2069
Series 22 Notes Series 22 - $1,000,000,000 Profit Participating Notes due 27 September 2069	USD	27-09-2069
Series 23 Notes Series 23 - $1,000,000,000 Profit Participating Notes due 19 November 2069	USD	19-11-2069
Series 24 Notes Series 24 - $1,000,000,000 Profit Participating Notes due 2 January 2070	USD	02-01-2070
Series 25 Notes Series 25 - $1,000,000,000 Profit Participating Notes due 26 March 2070	USD	26-03-2070
Series 26 Notes Series 26 - $1,000,000,000 Profit Participating Notes due 28 May 2070	USD	28-05-2070
Series 27 Notes Series 27 - $1,000,000,000 Profit Participating Notes due 15 May 2070	USD	15-05-2070

Linklease Finance PLC

Class/Coupon	Currency	Maturity
Series 2018-LL1 Up to US$50,000,000 Secured Medium Term Notes	USD	19-12-2023
Series 2020-LL2 Up to GB£20,000,000 Secured Medium Term Notes	GBP	15-07-2025
Series 2021-LL3 Up to €20,000,000 Secured Medium Term Notes issued on 14 October 2021	EUR	14-10-2026

LMN FINANCE DESIGNATED ACTIVITY COMPANY

Class/Coupon	Currency	Maturity
Note1: EUR 43,800,000.00 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 2: EUR 9,350,000.00 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 3: EUR 15,850,000.00 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 4: EUR 29,000,000.00 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 5: GBP 37,250,000.00 Unsecured Note due 2 March 2080	GBP	02-03-2080
Note 6: EUR 27,000,000.00 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 7: EUR 69,250,000.00 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 8: EUR 5,250,000.00 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 9: EUR9,700,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 10: GBP 2,000,000,000 Unsecured Note due 2 March 2080	GBP	02-03-2080
Note 12: GBP 15,000,000 Unsecured Note due 2 March 2080	GBP	02-03-2080

Logan CLO I, Ltd. and Logan CLO I, LLC

Class/Coupon	Currency	Maturity
Class A U.S.$310,000,000 Class A Floating Rate Notes due 2034	USD	20-07-2034
Class B U.S.$70,000,000 Class B Floating Rate Notes due 2034	USD	20-07-2034
Class C U.S.$24,500,000 Class C Deferrable Floating Rate Notes due 2034	USD	20-07-2034
Class D U.S.$60,500,000 Class D Deferrable Fixed Rate Notes due 2034	USD	20-07-2034
Class E U.S.$22,500,000 Class E Deferrable Fixed Rate Notes due 2034	USD	20-07-2034

Loxley Funding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
£100,000,000 subordinated notes issued pursuant to a facility agreement dated 21 January 2022		GBP	28-01-2027

LRF III Investments S.A.R.L.

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £1,022,000,000 Multi-Currency Variable Funding Note		USD	15-09-2023

Luminis Finance PLC

Class/Coupon	Currency	Maturity
Series No: 2020-01 EUR 35,000,000 Pass-Through Notes due 2022 linked to a Floating Rate Facility	EUR	07-12-2022
Series No: 2020-06 EUR 8,000,000 Pass-Through Notes due 2022 linked to a Floating Rate Facility	EUR	07-12-2022
Series No: 2021-09 EUR 46,500,000 Pass-Through Notes due 2022 linked to a Floating Rate Facility	EUR	07-12-2022

LUMINIS Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Series 2020-31 Class A USD 34,000,000 Floating Rate Repack Notes due 2025		USD	23-09-2025
Class B Series 2020-31 Class B USD 66,000,000 Residual Repack Notes due 2025		USD	23-09-2025

Luminus Energy IE Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to C$2,500,000,000 Profit Participating Notes due 2069		CAD	31-12-2069

Lunar Aircraft 2020-1 Limited and Lunar Aircraft 2020-1 LLC

Class/Coupon	Currency	Maturity
Class A Notes USD325,800,000 3.376% Series A Fixed Rate Secured Notes Series 2020-1	USD	15-02-2045
Class B Notes USD53,600,000 4.335% Series B Fixed Rate Secured Notes Series 2020-1	USD	15-02-2045
Class C Notes USD29,700,000 6.413% Series C Fixed Rate Secured Notes Series 2020-1	USD	15-02-2045
Class E Notes USD117,000,000 E-Notes	USD	15-02-2045

LVS II LUX XXVIII S.A R.L.

Class/Coupon	CSX Ticker	Currency	Maturity
Secured Notes due December 2072		GBP	23-12-2072

MACH 1 CAYMAN LIMITED and MACH 1 USA LLC

Class/Coupon	CSX Ticker	Currency	Maturity
3.474% Series 2019 A Fixed Rate Notes due 2039		USD	15-10-2039
4.335% Series 2019 B Fixed Rate Notes due 2039		USD	15-10-2039

Madison Park Funding XI, Ltd. and Madison Park Funding XI, LLC

Class/Coupon	Currency	Maturity
Class X U.S.$4,500,000 Class X Floating Rate Notes Due 2029	USD	07-07-2029
Class D-R U.S.$31,600,000 Class D-R Floating Rate Notes Due 2029	USD	07-07-2029
Class E-R U.S.$21,000,000 Class E-R Floating Rate Notes Due 2029	USD	07-07-2029
Class F-R U.S.$10,600,000 Class F-R Floating Rate Notes Due 2029	USD	07-07-2029
Subordinated Notes US $49,473,685 Subordinated Notes due 2047	USD	07-07-2047

Madison Park Funding XLI, Ltd and Madison Park Funding XLI, LLC

Class/Coupon	Currency	Maturity
Class A-R Senior Secured Floating Rate Notes due 2027	USD	08-04-2027
Class B-R Senior Secured Floating Rate Notes due 2027	USD	08-04-2027
Class C-R Senior Secured Deferrable Floating Rate Notes due 2027	USD	08-04-2027
Class C-R Senior Secured Deferrable Floating Rate Notes due 2027	USD	08-04-2027
Class E-R Senior Secured Deferrable Floating Rate Notes due 2027	USD	08-04-2027
Class F-R Senior Secured Deferrable Floating Rate Notes due 2027	USD	08-04-2027

Madison Park Funding XLIII, Ltd. and Madison Park Funding XLIII, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Notes U.S.$95,000,000 Class B Floating Rate Senior Notes due 2030		USD	23-08-2030
Class C Notes U.S.$46,000,000 Class C Deferrable Floating Rate Mezzanine Notes due 2030		USD	23-08-2030

Madison Park Funding XLIX, Ltd. and Madison Park Funding XLIX LLC

Class/Coupon	Currency	Maturity
Class A U.S.$450,000,000 Class A Floating Rate Senior Notes due 2034	USD	19-10-2034
Class B-1 U.S.$110,000,000 Class B-1 Floating Rate Senior Notes due 2034	USD	19-10-2034
Class C U.S.$45,000,000 Class C Deferrable Floating Rate Mezzanine Notes due 2034	USD	19-10-2034

Madison Park Funding XLVII, Ltd. and Madison Park Funding XLVII, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$64,000,000 Class B Floating Rate Senior Notes due 2034		USD	19-01-2034

Madison Park Funding XVII, Ltd.and Madison Park Funding XVII, LLC

Class/Coupon	Currency	Maturity
Class D-R Deferrable Floating Rate Notes U.S.$48,500,000 Class D-R Deferrable Floating Rate Notes	USD	15-07-2030
Class E-R Deferrable Floating Rate Notes U.S.$42,300,000 Class E-R Deferrable Floating Rate Notes	USD	15-07-2030
Class F-R Deferrable Floating Rate Notes U.S.$18,000,000 Class F-R Deferrable Floating Rate Notes	USD	15-07-2030

Madison Park Funding XVIII, Ltd. and Madison Park Funding XVIII, LLC

Class/Coupon	Currency	Maturity
Class B-R Notes Class B-R Floating Rate Notes due 2030	USD	21-10-2030
Class D-R Notes Class D-R Floating Rate Notes due 2030	USD	21-10-2030
Class E-R Notes Class E-R Floating Rate Notes due 2030	USD	21-10-2030
Subordinated Notes Subordinated Notes due 2030	USD	21-10-2026

Madison Park Funding XXIII, Ltd. and Madison Park Funding XXIII, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class E US$31,000,000 Class E Deferrable Floating Rate Mezzanine Notes due 2030		USD	11-07-2030

Madison Park Funding XXIV, Ltd. and Madison Park Funding XXIV, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$56,500,000 Class C-R Secured Deferrable Floating Rate Notes due 2029		USD	20-10-2029

Madison Park Funding XXVII, LTD.

Class/Coupon	CSX Ticker	Currency	Maturity
Class D Notes U.S.$30,400,000 Class D Deferrable Floating Rate Notes Due 2030		USD	20-04-2030

Magnetite XVI, Limited and Magnetite XVI, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes US$335,000,000 Class A-R Senior Secured Floating Rate Notes due 2028	MAGNELTDLLCA-RSS	USD	18-01-2028
Class B-R Notes US$45,000,000 Class B-R Senior Secured Floating Rate Notes due 2028	MAGNELTDLLCB-RSS	USD	18-01-2028
Class C-1-R Notes US$11,579,000 Class C-1-R Deferrable Mezzanine Floating Rate Notes due 2028	MAGNELTDLLCC-1-R	USD	18-01-2028
Class C-2-R Notes US$18,171,000 Class C-2-R Deferrable Mezzanine Floating Rate Notes due 2028	MAGNELTDLLCC-2-R	USD	18-01-2028
Class D-R Notes US$25,250,000 Class D-R Deferrable Mezzanine Floating Rate Notes due 2028	MAGNELTDLLCD-RDM	USD	18-01-2028
Class E-R Notes US$25,000,000 Class E-R Deferrable Mezzanine Floating Rate Notes due 2028	MAGNELTDE-RDMFRN	USD	18-01-2028
Class F Notes US$10,000,000 Class F Deferrable Junior Floating Rate Notes due 2028	MAGNELTDFDJRFRN0	USD	18-01-2028
Subordinated Notes US$46,500,000 Subordinated Notes due 2028	MAGNELTDSUBORDFR	USD	18-01-2028

Magnolia Finance X DAC

Class/Coupon	Currency	Maturity
USD 105,264,000 Series 2019-1 Notes due 2024	USD	12-08-2025
USD 105,264,000 Series 2020-1 Notes due 2024	USD	13-08-2024
Series 2021-1 USD 21,052,800 Series 2021-1 Notes due 2024	USD	09-08-2024

Magnolia Finance XI DAC

Class/Coupon	Currency	Maturity
EUR 63,086,000 Series 2018-2 Class A Notes due 2023	EUR	16-02-2023
EUR 15,772,000 Series 2018-2 Class B Notes due 2023	EUR	16-02-2023
EUR 40,000,000 Series 2018-3 Notes due 2023	EUR	16-02-2023
EUR 383,705,196 Series 2019-1 Notes due 2024	EUR	30-06-2024
EUR 458,000,000 Series 2020-1 Notes due 2025	EUR	17-09-2025

MAIF DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to EUR 750,000,000 note due 2043		EUR	31-12-2043

MAM Aircraft Leasing 1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$41,250,000 Profit Participating Notes due 2049		USD	26-09-2049

MAM Aircraft Leasing 1427 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$43,000,000 Profit Participating Notes due 2041		USD	22-09-2041

MAM Aircraft Leasing 2 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$19,712,961 Profit Participating Notes due 2050		USD	03-04-2050

MAM Aircraft Leasing 29650 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$34,400,000 Profit Participating Notes due 2041		USD	16-07-2041

MAM Aircraft Leasing 3 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$155,000,000 Profit Participating Notes due 2041		USD	16-07-2041

MAM Aircraft Leasing 4 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$90,000,000 Profit Participating Notes due 2042		USD	16-07-2042

MAM Aviation Acquisitions Offshore Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series A1 USD432,500,000 Partly-Paid Note due 2035		USD	08-05-2035

Man GLG US CLO 2018-1, Ltd. and Man GLG US CLO 2018-1 LLC

Class/Coupon	Currency	Maturity
Class A-1-R Notes U.S.$315,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2030	USD	20-04-2030
Class A-X Notes U.S.$5,000,000 Class A-X Senior Secured Floating Rate Notes due 2030	USD	20-04-2030
Class A-2-R Notes U.S.$56,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2030	USD	20-04-2030
Class B-R Notes U.S.$30,000,000 Class B-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-04-2030
Class C-R Notes U.S.$32,000,000 Class C-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-04-2030
Class D-R Notes U.S.$25,000,000 Class D-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-04-2030
Class E-R Notes U.S.$6,000,000 Class E-R Senior Secured Deferrable Floating Rate Notes due 2030	USD	20-04-2030

Manitoulin USD Ltd

Class/Coupon	Currency	Maturity
B Muskoka Series 2018-1 USD6,000,000 Guarantee Linked Notes due 2024	USD	10-09-2024
C Muskoka Series 2018-1 USD4,000,000 Guarantee Linked Notes due 2024	USD	10-09-2024
D Muskoka Series 2018-1 USD23,000,000 Guarantee Linked Notes due 2024	USD	10-09-2024
E Muskoka Series 2018-1 USD51,750,000 Guarantee Linked Notes due 2024	USD	10-09-2024
Class B Notes Muskoka Series 2019-1 USD10,000,000 Class B Guarantee Linked Notes due 2025	USD	10-12-2025
Class C Notes Muskoka Series 2019-1 USD4,850,000 Class C Guarantee Linked Notes due 2025	USD	10-12-2025
Class D Notes Muskoka Series 2019-1 USD43,000,000 Class D Guarantee Linked Notes due 2025	USD	10-12-2025
Class E Notes Muskoka Series 2019-1 USD92,500,000 Class E Guarantee Linked Notes due 2025	USD	10-12-2025
Class E Guarantee Linked Notes Algonquin Series 2019-1 USD 162,500,000 Class E Guarantee Linked Notes due 2024	USD	01-08-2024
Series 2020-1 Class B Notes Algonquin Series 2020-1 USD 4,000,000 Class B Guarantee Linked Notes due 2025	USD	01-02-2025
Series 2020-1 Class C Notes Algonquin Series 2020-1 USD 5,000,000 Class C Guarantee Linked Notes due 2025	USD	01-02-2025
Series 2020-1 Class D Notes Algonquin Series 2020-1 USD 6,500,000 Class D Guarantee Linked Notes due 2025	USD	01-02-2025
Series 2020-1 Class E Notes Algonquin Series 2020-1 USD 162,500,000 Class E Guarantee Linked Notes due 2025	USD	01-02-2025
Series 2020-2 Class B Notes Muskoka Series 2020-2 USD 4,000,000 Class B Guarantee Linked Notes due 2025	USD	11-08-2025
Series 2020-2 Class C Notes Muskoka Series 2020-2 USD 4,000,000 Class C Guarantee Linked Notes due 2025	USD	11-08-2025
Series 2020-2 Class D Notes Muskoka Series 2020-2 USD 6,000,000 Class D Guarantee Linked Notes due 2025	USD	11-08-2025
Series 2020-2 Class E Notes Muskoka Series 2020-2 USD 170,000,000 Class E Guarantee Linked Notes due 2025	USD	11-08-2025
Sauble Series 2020-1 Sauble Series 2020-1 USD400,000,000 Partly-Paid Guarantee Linked Variable Funding Notes due 2027	USD	20-12-2027
Sauble Series II Sauble Series II USD 400,000,000 Partly-Paid Guarantee Linked Variable Funding Notes due 2028	USD	02-06-2028
Sauble Series III Sauble Series III USD 800,000,000 Partly-Paid Guarantee Linked Variable Funding Notes due 2030	USD	20-12-2030
Algonquin Series 2022-1 Algonquin Series 2022-1 USD12,000,000 Class B Guarantee Linked Notes due 2027	USD	01-05-2027
Algonquin Series 2022-1 Algonquin Series 2022-1 USD15,000,000 Class C Guarantee Linked Notes due 2027	USD	01-05-2027
Algonquin Series 2022-1 Algonquin Series 2022-1 USD18,000,000 Class D Guarantee Linked Notes due 2027	USD	01-05-2027
Algonquin Series 2022-1 Algonquin Series 2022-1 USD487,500,000 Class E Guarantee Linked Notes due 2027	USD	01-05-2027
Algonquin Series 2022-2 Algonquin Series 2022-2 USD 4,000,000 Class B Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-2 Algonquin Series 2022-2 USD 5,000,000 Class C Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-2 Algonquin Series 2022-2 USD 6,000,000 Class D Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-2 Algonquin Series 2022-2 USD 162,500,000 Class E Guarantee Linked Notes due 2027	USD	01-11-2027

Marathon CLO 2020-15 Ltd.and Marathon CLO 2020-15 LLC

Class/Coupon	Currency	Maturity
Class A-1S Notes US$240,000,000 Class A-1S Senior Secured Floating Rate Notes due 2031	USD	15-11-2031
Class A-1J Notes U.S.$10,000,000 Class A-1J Senior Secured Floating Rate Notes due 2031	USD	15-11-2031
Class A-2A Notes U.S.$40,000,000 Class A-2A Senior Secured Floating Rate Notes due 2031	USD	15-11-2031
Class A-2B Notes U.S.$14,000,000 Class A-2B Senior Secured Fixed Rate Notes due 2031	USD	15-11-2031
Class B Notes U.S.$24,000,000 Class B Senior Secured Deferrable Floating Rate Notes due 2031	USD	15-11-2031
Class C-1S Notes U.S.$12,000,000 Class C-1S Senior Secured Deferrable Floating Rate Notes due 2031	USD	15-11-2031
Class C-1J Notes U.S.$12,000,000 Class C-1J Senior Secured Deferrable Floating Rate Notes due 2031	USD	15-11-2031
Class D Notes U.S.$12,000,000 Class D Secured Deferrable Floating Rate Notes due 2031	USD	15-11-2031
Subordinated Notes U.S.$39,200,000 Subordinated Notes due 2031	USD	15-11-2031

Marble Point CLO X Ltd and Marble Point CLO X LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R U.S.$325,000,000 Class A-R Senior Floating Rate Notes due 2030		USD	15-10-2030
Class B-R U.S.$50,000,000 Class B-R Senior Floating Rate Notes due 2030		USD	15-10-2030

Marble Point CLO XIX Ltd. and Marble Point CLO XIX LLC

Class/Coupon	Currency	Maturity
Class X U.S.$2,000,000 Class X Senior Floating Rate Notes due 2034	USD	19-01-2034
Class A U.S.$248,000,000 Class A Senior Floating Rate Notes due 2034	USD	19-01-2034
Class B U.S.$56,000,000 Class B Senior Floating Rate Notes due 2034	USD	19-01-2034
Class C U.S.$22,000,000 Class C Mezzanine Deferrable Floating Rate Notes due 2034	USD	19-01-2034
Class D U.S.$23,000,000 Class D Mezzanine Deferrable Floating Rate Notes due 2034	USD	19-01-2034

Marble Point CLO XVIII Ltd. and Marble Point CLO XVIII LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Class A-1-R Senior Floating Rate Notes due due 2031		USD	15-10-2034

Marble Point CLO XXI Ltd. and Marble Point CLO XXI LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Senior Floating Rate Notes U.S.$240,000,000 Class A-1 Senior Floating Rate Notes due 2034		USD	17-10-2034

MARC Finance Ltd and VENUS Finance Limited and Greenleaves Capital DAC

Class/Coupon	Currency	Maturity
Series No: G1 Tranche No. 1 JPY5,000,000,000 Repackaged JGB Notes due 2039	JPY	22-06-2039
Series No: G2 Tranche No. 1 EUR30,000,000 JGB Repackaged Notes due 2034	EUR	22-06-2034
Series No: G3 Tranche No: 1 JPY1,000,000,000 Series G3 Repackaged Rakuten, Inc. Notes due 2024	JPY	03-12-2024
Series No: G4 Tranche No: 1 USD5,000,000 Series No: G4 Credit Linked Notes due 2030	USD	19-02-2030
Series No: G5 Tranche No: 1 JPY1,800,000,000 Series No: G5 Repackaged Westpac Banking Corporation Notes due 2024	JPY	28-02-2024
Series No: G6 Tranche No: 1 JPY500,000,000 Series No: G6 Repackaged Westpac Banking Corporation Notes due 2024	JPY	28-02-2024
Series No: G7 Tranche No: 1 JPY700,000,000 Repackaged Mitsubishi UFJ Lease & Finance Company Limited Notes due 2025	JPY	17-04-2025
Series No: G8 Tranche No: 1 JPY500,000,000 Repackaged Toyota Finance Australia Limited Notes due 2024	JPY	24-10-2024
Series No: G10 Tranche No: 1 JPY1,000,000,000 Repackaged American Honda Finance Corporation Notes due 2022	JPY	01-09-2022
Series No: G11 Tranche No: 1 JPY550,000,000 Repackaged Asahi Group Holdings, Ltd Notes due 2025	JPY	25-09-2025
Series No: G13 Tranche No: 1 JPY1,000,000,000 Repackaged American Honda Finance Corporation Notes due 2024	JPY	23-10-2024
Series No: G14 Tranche No: 1 JPY500,000,000 Repackaged American Honda Finance Corporation Notes due 2024	JPY	23-10-2024
Series No: G15 Tranche No: 1 JPY500,000,000 Repackaged Corporación Andina de Fomento Notes due 2023	JPY	17-05-2023
Series No: G16 Tranche No: 1 JPY200,000,000 Repackaged Daimler Finance North America LLC Notes due 2027	JPY	12-01-2027
Series No: G17 Tranche No: 1 JPY1,000,000,000 JGB REPACKAGED NOTES DUE 2045	JPY	25-09-2045
Series No: G19 Tranche No: 1 AUD20,000,000 Fixed Rate JGB Repackaged Notes due 2040	AUD	22-06-2040
Series No: G19 Tranche No: 2 G19 Tranche 2 AUD20,000,000 Fixed Rate JGB Repackaged Notes due 2040	AUD	22-06-2040
Series No: G19 Tranche No: 3 G19 Tranche 3 AUD10,000,000 Fixed Rate JGB Repackaged Notes due 2040	AUD	22-06-2040
Series No: G20 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	22-12-2025
Series No: G22 Tranche No: 1 JPY500,000,000 Credit Linked Notes due 2030	JPY	24-12-2030
Series No: G23 Tranche No: 1 JPY500,000,000 Credit Linked Notes due 2030	JPY	24-12-2030
Series No: G24 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G25 Tranche No: 1 Series G25 USD200,000,000 Fixed Rate JGB Repackaged Notes due 2030	USD	24-12-2030
Series No: G25 Tranche No: 2 Series G25 Tranche 2 - USD100,000,000 Fixed Rate JGB Repackaged Notes due 2030	USD	24-12-2030
Series No: G26 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G27 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G28 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G29 Tranche No. 1 JPY4,700,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G30 Tranche No:1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G31 Tranche No:1 JPY2,000,000,000 Credit Linked Notes due 2040	JPY	24-12-2040
Series No: G32 Tranche No:1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	24-06-2026
Series No: G33 Tranche No:1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	24-06-2026
Series No: G34 Tranche No:1 AUD,30,000,000 JGB Repackaged Notes due 2026	AUD	26-03-2026
Series No: G35 Tranche No:1 NZD 30,000,000 JGB Repackaged Notes due 2026	NZD	26-03-2026
Series No: G36 AUD110,200,000 JGB Repackaged Notes due 2041	AUD	26-03-2041
Series No: G37 Tranche No:1 NZD 30,000,000 Fixed Rate JGB Repackaged Notes due 2026	NZD	26-03-2026
Series No: G38 Tranche No:1 JPY1,000,000,000 Repackaged Macquarie Group Limited Notes due 2031	JPY	27-05-2031
Series No: G39 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	24-06-2026
Series No: G40 Tranche No: 1 AUD 55,600,000 JGB Zero Coupon Repackaged Notes due 2041	AUD	25-06-2041
Series No: G41 Tranche No: 1 JPY2,000,000,000 Credit Linked Notes due 2041	JPY	24-06-2041
Series No: G42 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	24-12-2026
Series No: G43 Tranche No: 1 JPY3,100,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G44 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G45 Tranche No: 1 JPY7,300,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G46 Tranche No: 1 JPY10,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G47 Tranche No: 1 JPY10,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G48 Tranche No: 1 JPY2,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G49 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G50 Tranches No: 1, 2, & 3 AUD 115,700,000 Zero Coupon JGB Repackaged Notes Notes Due 2041	AUD	26-09-2041
Series No: G51 Tranche No: 1 AUD35,000,000 Fixed Rate JGB Repackaged Notes due 2031	AUD	24-06-2031
Series No: G52 Tranche No: 1 AUD35,000,000 Fixed Rate JGB Repackaged Notes due 2031	AUD	25-09-2031
Series No: G53 Tranche No: 1 AUD35,000,000 Fixed Rate JGB Repackaged Notes due 2031	AUD	25-09-2031
Series No: G54 Tranche No: 1 AUD36,000,000 Fixed Rate JGB Repackaged Notes due 2031	AUD	25-09-2031
Series No: G55 Tranche No: 1 AUD37,000,000 Fixed Rate JGB Repackaged Notes due 2031	AUD	25-09-2031
Series No: G56 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes Due 2026	JPY	23-12-2026
Series No: G57 Tranche No: 1 AUD 30,000,000 Fixed Rate JGB Repackaged Notes due 2026	AUD	23-12-2026
Series No: G58 Tranche No: 1 AUD35,000,000 Fixed Rate JGB Repackaged Notes due 2031	AUD	24-12-2031
Series No: G59 Tranche No: 1 NZD30,000,000 Fixed Rate JGB Repackaged Notes due 2025	NZD	25-03-2025
Series No: G60 Tranche No: 1 NZD30,000,000 Fixed Rate JGB Repackaged Notes due 2025	NZD	25-03-2025
Series No: G61 Tranche No: 1 AUD 22,500,000 Zero Coupon JGB Repackaged Notes due 2041	AUD	27-12-2041
Series No: G62 Tranche No: 1 JPY 3,000,000,000 Credit Linked Notes due 2032	JPY	24-03-2032
Series No: G63 Tranche No: 1 JPY 5,000,000,000 Credit Linked Notes due 2027	JPY	24-06-2027
Series No: G64 Tranche No: 1 AUD24,100,000 Zero Coupon JGB Repackaged Notes due 2042	AUD	26-03-2042
Series No: G65 Tranche No: 1 NZD 30,000,000 Fixed Rate JGB Repackaged Notes due 2026	NZD	26-03-2026
Series No: G66 Tranche No: 1 JPY1,000,000,000 Repackaged Macquarie Group Limited Notes due 2029	JPY	05-06-2029
Series No: M791 Tranche No. 1 Repackaged Notes due 2025	JPY	21-03-2025
Series No: M885 Tranche No. 1 Repackaged Barclays PLC Notes due 2027	JPY	18-02-2027
Series No: M901 Tranche No. 1 JPY500,000,000 Repackaged Lloyds Banking Group plc Notes due 2028	JPY	21-08-2028
Series No: M907 Tranche No. 1 JPY300,000,000 Repackaged HSBC Holdings PLC Notes due 2028	JPY	14-09-2028
Series No: M920 Tranche No. 1 JPY2,000,000,000 Repackaged HSBC Holdings PLC Notes due 2026	JPY	30-11-2026

Marigold Funding DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2021-01 Series 2021-01 USD 28,500,000 Limited Recourse Secured Repackaged Pass-Through Notes due 2025		USD	20-06-2025
Series 2022-01 Series 2022-01 USD 23,500,000 Limited Recourse Secured Repackaged Pass-Through Notes due 2025		USD	23-06-2025

Marlborough Finance No.6 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Note 7 Unsecured Note due March 2070		USD	02-03-2070
Note 9 Unsecured note due March 2070		USD	02-03-2070

Mayfair Place Investments Holdings Designated Activity Company

Class/Coupon	Currency	Maturity
Series 2 EUR250,000,000 profit participating certificates due 2045	EUR	31-01-2045
Series 3 EUR250,000,000 profit participating certificates due 2048	EUR	27-06-2048
Series 4 AUD$200,000,000 profit participating certificates due 2045	AUD	01-03-2045
Series 5 €50,000,000 profit participating certificates due 28 March 2025	EUR	28-03-2025

MC Funding Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
43,500,000 Preferred Shares, par value US$0.01 per share		USD

MCF CLO IX Ltd. and MCF CLO IX LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes U.S.$105,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2031		USD	17-07-2031
Class B-R U.S.$20,000,000 Class B-R Senior Secured Floating Rate Notes due 2031		USD	17-07-2031

MCF CLO V LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-RR Notes U.S.$172,500,000 Class A-RR Senior Secured Floating Rate Notes due 2033		USD	20-04-2033
Class B-RR Notes U.S.$29,000,000 Class B-RR Senior Secured Floating Rate Notes due 2033		USD	20-04-2033

Meadow Star Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €32,100,000 Profit Participating Notes due 31 January 2026		EUR	31-01-2026

Medalist Partners Corporate Finance CLO VII Ltd. and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1A U.S.$180,000,000 Class A-1A Senior Secured Floating Rate Notes due 2034		USD	20-10-2034
Class A-2 U.S.$36,000,000 Class A-2 Senior Secured Floating Rate Notes due 2034		USD	20-10-2034

Merlin Aviation Holdings DAC

Class/Coupon	Currency	Maturity
Class A Notes US$209,000,000 Class A Fixed Rate Asset Backed Notes, Series 2016-1	USD	15-12-2032
Class B Notes US$25,100,000 Class B Fixed Rate Asset Backed Notes, Series 2016-1	USD	15-12-2032
Class C Notes US$16,700,000 Class C Fixed Rate Asset Backed Notes, Series 2016-1	USD	15-12-2032
Class E Notes US$67,750,000 Class E Notes, Series 2016-1	USD	20-12-2033

Mersey Funding SV, acting for the account of Compartment 1

Class/Coupon	CSX Ticker	Currency	Maturity
Junior Notes due 2031 Up to £250,000,000 Junior Notes due 2031		GBP	31-03-2031
Senior Notes due 2022 £355,200,000 Senior Notes due 2023		GBP	17-05-2023

METAL 2017-1 Limited and METAL 2017-1 USA LLC

Class/Coupon	Currency	Maturity
Series A Fixed Rate Secured Notes Series 2017-1	USD	15-10-2042
Series B Fixed Rate Secured Notes Series 2017-1	USD	15-10-2042
Series C-1 Fixed Rate Secured Notes Series 2017-1	USD	15-10-2042
Series C-2 Fixed Rate Secured Notes Series 2017-1	USD	15-10-2042

MidCap Finco (II) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
320,028,863.37 Participating Equity Securities		USD	30-04-2026

MidCap Funding XIII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £100,000,000,000 Subordinated Profit Participating Notes due 2114		GBP	12-12-2114

MidCap Funding XLIV Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£100,000,000,000 Subordinated Profit Participating Notes due 2114		GBP	31-12-2114

MidOcean Credit CLO VI and MidOcean Credit CLO VI LLC

Class/Coupon	Currency	Maturity
Class A-RR U.S.$256,000,000 Class A-RR Senior Secured Floating Rate Notes Due 2033	USD	20-04-2033
Class X U.S.$2,250,000 Class X Amortizing Senior Secured Floating Rate Notes Due 2033	USD	20-04-2033
Class B-RR U.S.$48,000,000 Class B-RR Senior Secured Floating Rate Notes Due 2033	USD	20-04-2033
Class C-1R U.S.$12,000,000 Class C-1R Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class C-2AR U.S.$6,000,000 Class C-2AR Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class C-2BR U.S.$6,000,000 Class C-2BR Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class D-1R U.S.$15,000,000 Class D-1R Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class D-2AR U.S.$6,750,000 Class D-2AR Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class D-2BR U.S.$2,250,000 Class D-2BR Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class E-RR U.S.$15,000,000 Class E-RR Junior Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class F U.S.$4,000,000 Class F Junior Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033

MidOcean Credit CLO X & MidOcean Credit CLO X LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R US$240,000,000 Class A-1-R Floating Rate Notes due 2034		USD	23-10-2034
Class B-R US$49,000,000 Class B-R Floating Rate Notes due 2034		USD	23-10-2034

MIELI London Limited

Class/Coupon	CSX Ticker	Currency	Maturity
4.816 per cent. Secured Bonds due 2028		GBP	12-08-2028

Miravast ILS Credit Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes due 1 November 2037		USD	01-11-2037

MML Finance Company Ireland I Designated Activity Company

Class/Coupon	Currency	Maturity
B Series 2017 Fixed Rate Notes due 2023	EUR	12-01-2023
Series 2017 'A' Notes €10,000,000 Fixed Rate Notes due 2022	EUR	20-10-2022
Series 2017 'B' Notes €10,000,000 Fixed Rate Notes due 2022	EUR	20-10-2022
A Notes €3,750,000 Fixed Rate Notes due 2023	EUR	12-12-2023
B Notes €4,169,099 Fixed Rate Notes due 2023	EUR	12-12-2023
Series 2018 €18,750,000 Fixed Rate Notes due 2023	EUR	28-09-2023
Series 2019 €12,000,000 Fixed Rate Notes due 11 February 2025	EUR	11-02-2025
A Notes_ Series 2020 €8,269,845 Fixed Rate Notes due 21 April 2025	EUR	21-04-2025
B Notes_ Series 2020 €3,674,590 Fixed Rate Notes due 21 October 2024	EUR	21-10-2024
A Notes_ Series 2020 €8,000,000 Fixed Rate Notes due 20 May 2025	EUR	20-05-2025
B Notes_ Series 2020 €4,000,000 Fixed Rate Notes due 20 June 2025	EUR	20-06-2025
€4,000,000 Fixed Rate Notes due 20 December 2025	EUR	20-12-2025

Monarch Grove CLO, Ltd. and Monarch Grove CLO, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$247,000,000 Class A-1 Senior Secured Floating Rate Notes due 2028		USD	25-01-2028
Class B Notes US$40,000,000 Class B Senior Secured Floating Rate Notes due 2028		USD	25-01-2028

Monroe Capital MML CLO XII, Ltd and Monroe Capital MML CLO XXII, LLC

Class/Coupon	Currency	Maturity
Class X U.S.$5,000,000 Class X Senior Floating Notes due 2033	USD	14-09-2033
Class A-1 U.S.$192,500,000 Class A-1 Senior Floating Rate Notes due 2033	USD	14-09-2033
Class A-2 U.S.$10,000,000 Class A-2 Senior Fixed Rate Notes due 2033	USD	14-09-2033
Class B U.S.$32,500,000 Class B Floating Rate Notes due 2033	USD	14-09-2033
Class C U.S.$41,250,000 Class C Deferrable Mezzanine Floating Rate due 2033	USD	14-09-2033
Class D U.S.$43,750,000 Class D Deferrable Mezzanine Floating Rate due 2033	USD	14-09-2033
Class E U.S.$30,000,000 Class E Deferrable Mezzanine Floating Rate due 2033	USD	14-09-2033

Mountain View CLO 2016-1 Ltd. and Mountain View CLO 2016-1 LLC

Class/Coupon	Currency	Maturity
Class X-R U.S.$4,000,000 Class X-R Senior Secured Floating Rate Notes Due 2033	USD	14-04-2033
Class A-R U.S.$256,000,000 Class A-R Senior Secured Floating Rate Notes Due 2033	USD	14-04-2033
Class B-1-R U.S.$33,000,000 Class B-1-R Senior Secured Floating Rate Notes Due 2033	USD	14-04-2033
Class B-2-R U.S.$15,000,000 Class B-2-R Senior Secured Fixed Rate Notes Due 2033	USD	14-04-2033
Class C-R U.S.$24,000,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	14-04-2033
Class D-R U.S.$19,000,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	14-04-2033
Class E-R U.S.$21,000,000 Class E-R Junior Secured Deferrable Floating Rate Notes Due 2033	USD	14-04-2033

MTC Funding Company Designated Activity Company

Class/Coupon	Currency	Maturity
Class A Asset backed notes due 2038	USD	13-01-2038
2014-3 Asset backed notes due 2029	USD	15-02-2029
2014-4 Asset backed notes due 2029	USD	15-02-2029
2014-5 Asset backed notes due 2039	USD	14-02-2039
2014-6 Asset backed notes due 2039	USD	14-02-2039
Series 2015-9 €20,406,600 Exchangeable Combination Notes due 2045	EUR	29-11-2045
Series 2016-1 asset backed notes due 2041 Asset backed notes due 2041	USD	15-08-2041

Multi-Alternative Opportunities Fund Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 Notes Up to USD 500,000,000 notes due 2069		USD	31-12-2069

Muzinich Aviation Special Opportunities I Irishco Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$2,000,000,000 Profit Participating Notes due 2033		USD	24-06-2033

MV Finance Company 1D Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD500,000,000 Unsecured Note due 10 November 2070		USD	10-11-2070

N-Star REL CDO VI Ltd. and N-Star REL CDO VI LLC

Class/Coupon	Currency	Maturity
Class A-1 $174,800,000 Floating Rate Notes	USD	16-06-2041
Class A-2 $27,225,000 Floating Rate Notes	USD	16-06-2041
Class A-R $70,000,000 Revolving Floating Rate Notes	USD	16-06-2041
Class B $21,825,000 Floating Rate Notes	USD	16-06-2041
Class C $12,825,000 Floating Rate Deferrable Interest Notes	USD	16-06-2041
Class D $13,950,000 Floating Rate Deferrable Interest Notes	USD	16-06-2041
Class E $10,125,000 Floating Rate Deferrable Interest Notes	USD	16-06-2041
Class F $7,650,000 Floating Rate Deferrable Interest Notes	USD	16-06-2041
Class G $9,900,000 Floating Rate Deferrable Interest Notes	USD	16-06-2041

N-Star REL CDO VIII Ltd. & LLC

Class/Coupon	Currency	Maturity
Class A-1 US$100,000,000 Floating Rate Notes due 2041	USD	01-02-2041
Class A-2 US$103,050,000 Floating Rate Notes due 2041	USD	01-02-2041
Class B US$60,300,000 Floating Rate Notes due 2041	USD	01-02-2041
Class C US$24,300,000 Floating Rate Deferrable Interest Notes due 2041	USD	01-02-2041
Class D US$17,100,000 Floating Rate Deferrable Interest Notes due 2041	USD	01-02-2041
Class E US$22,050,000 Floating Rate Deferrable Interest Notes due 2041	USD	01-02-2041
Class F US$25,200,000 Floating Rate Deferrable Interest Notes due 2041	USD	01-02-2041
Class G US$26,100,000 Floating Rate Deferrable Interes Notes due 2041	USD	01-02-2041
Class H US$20,700,000 Floating Rate Deferrable Interest Notes due 2041	USD	01-02-2041
Class J US$26,100,000 Floating Rate Deferrable Interest Notes due 2041	USD	01-02-2041
Class K US$18,900,000 Floating Rate Deferrable Interest Notes due 2041	USD	01-02-2041

NAGOH, DESIGNATED ACTIVITY COMPANY

Class/Coupon	CSX Ticker	Currency	Maturity
Up to EUR 500,000,000 Unsecured Note due 10 July 2070		EUR	10-07-2070
Up to EUR 100,000,000 Unsecured Note due 10 July 2070		EUR	10-07-2070

Nansa CLO (2018-1) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 372,030,000 Portfolio Credit Linked Notes due 2026		EUR	30-03-2026

Nassau 2017-I Ltd. and Nassau 2017-I LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1a-S-R Notes US$215,300,000 in principal amount of Class A-1a-S-R Senior Secured Floating Rate Notes due 2029		USD	15-10-2029

Nassau 2021-I Ltd. and Nassau 2021-I LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 U.S.$181,295,000 Class A-1 Senior Secured Floating Rate Notes due 2034		USD	26-08-2034
Class B-1 U.S.$22,450,000 Class B-1 Senior Secured Floating Rate Notes due 2034		USD	26-08-2034

NatWest Markets Secured Funding Designated Activity Company

Class/Coupon	Currency	Maturity
EUR 218,130,266 Series 2018-2 Notes due 2032	EUR	27-02-2032
"Isabella" Notes EUR 72,311,872 Series 2021-1 "Isabella" Notes due 2022	EUR	15-07-2022
"Clooney" Notes EUR 29,838,209 Series 2021-2 "Clooney" Notes due 2022	EUR	18-11-2022
"Azrael" Notes EUR 18,395,226 Series 2021-3 "Azrael" Notes due 2022	EUR	18-11-2022

Navigator Aircraft ABS Limited & Navigator Aircraft ABS LLC

Class/Coupon	Currency	Maturity
Series 2021-1 A US$570,000,000 2.771% Series 2021-1 A Fixed Rate Notes due 2046	USD	15-11-2046
Series 2021-1 B US$110,000,000 3.571% Series 2021-1 B Fixed Rate Notes due 2046	USD	15-11-2046
Series 2021-1 C US$36,000,000 6.000% Series 2021-1 C Fixed Rate Notes due 2046	USD	15-11-2046

Neon Capital Limited

Class/Coupon	Currency	Maturity
Series 225 JPY 5,680,000,000 Limited Recourse Secured Variable Rate Notes due 2028	JPY	04-01-2028
Series 230 JPY 6,740,000,000 Limited Recourse Secured Variable Rate Notes due 2028	JPY	04-01-2028
Series 386 JPY 4,044,820,000 Limited Recourse Secured Variable Rate Notes due 2028	JPY	05-01-2028
Series 559 - Rule 144A / Regulation S JPY 3,395,830,000 Limited Recourse Securd Variable Rate notes due 2028	JPY	01-01-2028

Nephrite Finance DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2017-1 USD 432,000,000 Credit Linked Notes due 2025		USD	28-09-2025

Neutral Capital Finance plc

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2021-NF2 Notes Up to US$50,000,000 Secured Fixed Rate Notes due 2026		USD	26-04-2026

NewDay Secondary Funding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Senior Variable Funding Notes		GBP	15-03-2024

Nexwell Power (U.K.) Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
EUR110,000,000 9 per cent Senior Secured (Green) Series A Notes due 30 September 2025 and an unlimited number of 9 per cent. Senior Secured (Green) PIK Notes due 2025		EUR	30-09-2025

NFE Ireland Financing Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR1,000,000,000 profit participating certificates due 2068		EUR	31-12-2068

NH Senior Loan Fund Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,000,000,000 Profit Participating Notes due 2039		USD	28-06-2039

Nixes Six plc

Class/Coupon	CSX Ticker	Currency	Maturity
A3 GBP 570,000,000.00 Variable Funding Floating Rate Loan Notes due 2032		GBP	20-12-2032

Nomura CRE CDO 2007-2, Ltd & LLC

Class/Coupon	Currency	Maturity
Class A-1 US$471,131,250 Senior Floating Rate Notes due 2042	USD	21-05-2042
Class A-2 US$60,681,250 Floating Rate Notes due 2042	USD	21-05-2042
Class B US$70,537,500 Floating Rate Notes due 2042	USD	21-05-2042
Class C US$26,600,000 Floating Rate Notes due 2042	USD	21-05-2042
Class D US$27,075,000 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class E US$20,425,000 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class F US$21,612,500 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class G US$24,937,500 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class H US$20,187,500 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class J US$25,175,000 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class K US$22,800,000 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class L US$8,787,500 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class M US$5,700,000 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class N US$8,075,000 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042
Class O US$12,825,000 Floating Rate Capitalized Interest Notes due 2042	USD	21-05-2042

North Haven Senior Loan Fund (ALMA) DAC

Class/Coupon	Currency	Maturity
A Up to USD 50,000,000 Class A Notes	USD	28-09-2026
B Up to USD 150,000,000 Class B Notes	USD	28-09-2026
C Up to USD 4,000,000 Class C Notes	USD	28-09-2026
D Up to USD 36,000,000 Class D Notes	USD	28-09-2026
E Up to USD 44,000,000 Class E Notes	USD	28-09-2026
F Up to USD 16,000,000 Class F Notes	USD	28-09-2026

Northwoods Capital 20, Limited and Northwoods Capital 20, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$40,680,000 Subordinated Notes due 2119		USD	25-01-2119
Class X Notes U.S.$1,500,000 Class X Senior Secured Floating Rate Notes due 2032		USD	25-01-2032

Northwoods Capital 22, Limited and Northwoods Capital 22, LLC

Class/Coupon	Currency	Maturity
U.S.$24,800,000 Subordinated Notes due 2120	USD	01-09-2031
Class A-R Senior Secured Floating Rate Notes U.S.$180,000,000 Class A-R Senior Secured Floating Rate Notes due 2031	USD	01-09-2031
Class B-R Senior Secured Floating Rate Notes U.S.$48,000,000 Class B-R Senior Secured Floating Rate Notes due 2031	USD	01-09-2031
Class C-R Mezzanine Secured Deferrable Floating Rate Notes U.S.$18,000,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	01-09-2031
Class D-1-R Mezzanine Secured Deferrable Floating Rate Notes U.S.$12,000,000 Class D-1-R Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	01-09-2031
Class D-2-R Mezzanine Secured Deferrable Floating Rate Notes U.S.$6,000,000 Class D-2-R Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	01-09-2031
Class E-R Junior Secured Deferrable Floating Rate Notes U.S.$12,000,000 Class E-R Junior Secured Deferrable Floating Rate Notes due 2031	USD	01-09-2031

Northwoods Capital 25, Limited and Northwoods Capital 25, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Senior Secured Floating Rate Notes U.S.$248,000,000 Class A Senior Secured Floating Rate Notes due 2034		USD	20-07-2034

Northwoods Capital XV, Limited and Northwoods Capital XV, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes U.S.$270,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2034		USD	20-06-2034
Class B-R Notes U.S.$52,650,000 Class B-R Senior Secured Floating Rate Notes due 2034		USD	20-06-2034

Oaktree CLO 2022-1, Ltd. and Oaktree CLO 2022-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A1-A Notes US$248,500,000 Class A1-A Senior Secured Floating Rate Notes due 2033		USD	15-05-2033
Class C Notes US$22,500,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2033		USD	15-05-2033

Oaktree Global Credit Holdings (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 500,000,000 note due 2045		USD	31-12-2045

Oakview Capital L6 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 2,000,000,000 Unsecured Note due 2 March 2080		EUR	02-03-2080

OBREGON AVIATION DESIGNATED ACTIVITY COMPANY

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Note		USD	14-03-2023

OCP CLO 2020-18, Ltd. and OCP CLO 2020-18 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$248,000,000 Class A-R Senior Secured Floating Rate Notes due 2032		USD	15-07-2032

OCP CLO 2022-24, Ltd. and OCP CLO 2022-24 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Notes U.S.$59,000,000 Class B Senior Secured Floating Rate Notes due 2035		USD	20-07-2035

Octagon 54, Ltd. and Octagon 54, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Notes U.S.$57,500,000 Class B Senior Secured Floating Rate Notes due 2034		USD	15-07-2034
Class C Notes U.S.$25,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034		USD	15-07-2034

Octagon 56, Ltd. and Octagon 56, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Notes U.S.$60,000,000 Class B Senior Secured Floating Rate Notes due 2034		USD	15-10-2034
Class C Notes U.S.$27,500,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034		USD	15-10-2034

Octagon Investment Partners 32, Ltd. and Octagon Investment Partners 32, LLC,

Class/Coupon	CSX Ticker	Currency	Maturity
Class E Notes US$22,500,000 Class E Secured Deferrable Junior Floating Rate Notes due 2029		USD	15-07-2029
Subordinated Notes US$51,500,000 Subordinated Notes due 2029		USD	15-07-2029

Octagon Investment Partners 34, Ltd. and Octagon Investment Partners 34, LLC

Class/Coupon	Currency	Maturity
Class A-1 US$274,500,000 Class A-1 Senior Secured Floating Rate Notes due 2030	USD	20-01-2030
Class A-2 US$18,000,000 Class A-2 Senior Secured Floating Rate Notes due 2030	USD	20-01-2030
Class B-1 US$36,000,000 Class B-1 Senior Secured Floating Rate Notes due 2030	USD	20-01-2030
Class B-2 US$9,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2030	USD	20-01-2030
Class C-1 US$10,000,000 Class C-1 Secured Deferrable Mezzanine Floating Rate Notes 2030	USD	20-01-2030
Class C-2 US$23,750,000 Class C-2 Secured Deferrable Mezzanine Floating Rate Notes 2030	USD	20-01-2030
Class D US$22,500,000 Class D Secured Deferrable Mezzanine Floating Rate Notes 2030	USD	20-01-2030
Class E-1 US$9,375,000 Class E-1 Secured Deferrable Junior Floating Rate Notes due 2030	USD	20-01-2030
Class E-2 US$10,880,000 Class E-2 Secured Deferrable Junior Floating Rate Notes due 2030	USD	20-01-2030
Class 1 Subordinated Notes US$41,750,000 Class 1 Subordinated Notes due 2030	USD	20-01-2030
Class 2 Subordinated Notes US$5,000,000 Class 2 Subordinated Notes due 2030	USD	20-01-2030

Octagon Investment Partners 36, Ltd and Octagon Investment Partners 36, LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$2,000,000 Class X Senior Secured Floating Rate Notes due 2031	USD	15-04-2031
Class A-1 Notes U.S.$297,500,000 Class A-1 Senior Secured Floating Rate Notes due 2031	USD	15-04-2031
Class A-2 Notes U.S.$37,500,000 Class A-2 Senior Secured Floating Rate Notes due 2031	USD	15-04-2031
Class B Notes U.S.$31,250,000 Class B Senior Secured Floating Rate Notes due 2031	USD	15-04-2031
Class C Notes U.S.$43,750,000 Class C Secured Deferrable Mezzanine Floating Rate Notes due 2031	USD	15-04-2031
Class D Notes U.S.$30,000,000 Class D Secured Deferrable Mezzanine Floating Rate Notes due 2031	USD	15-04-2031
Class E Notes U.S.$20,000,000 Class E Secured Deferrable Junior Floating Rate Notes due 2031	USD	15-04-2031
Class F Notes U.S.$10,000,000 Class F Secured Deferrable Junior Floating Rate Notes due 2031	USD	15-04-2031
Subordinated Notes U.S.$38,675,000 Subordinated Notes due 2031	USD	15-04-2031

OHA Credit Funding 10 Ltd. and OHA Credit Funding 10, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A U.S.$164,500,000 Class A Senior Secured Floating Rate Notes due 2036		USD	18-01-2036

OHA Credit Partners XVI, Ltd. and OHA Credit Partners XVI, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Senior Secured Floating Rate Notes U.S.$372,000,000 Class A Senior Secured Floating Rate Notes due 2034		USD	18-10-2034
Class B Senior Secured Floating Rate Notes U.S.$84,000,000 Class B Senior Secured Floating Rate Notes due 2034		USD	18-10-2034

Omni Securitisation Company II Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to GBP 200,000,000 Variable Funding Note due 2023		GBP	07-04-2023

Omni Securitisation Company III Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Variable Funding Note due January 2025		GBP	20-01-2025

Omni Securitisation Company MSW II Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Variable Funding Note due 6 January 2025		GBP	06-01-2025

Omni Securitisation Company MSW Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to GBP 200,000,000 Variable Funding Note due 2023		GBP	12-04-2023

Omni Securitisation Company P Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Variable Funding Note due 6 March 2025		GBP	06-03-2025

OVI Aviation Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD$155,000,000 Profit Participating Unsecured Securities due on 27 June 2067		USD	27-06-2067

Oxygen Capital Limited

Class/Coupon	Currency	Maturity
Series 28 JPY 500,000,000 Limited Recourse Secured Fixed Rate Notes due 2027	JPY	16-02-2027
Series 38 USD3,000,000 Limited Recourse Secured Floating Rate Securities due 2026	USD	15-04-2026
Series 42 USD3,000,000 Limited Recourse Secured Floating Rate Securities due 2027	USD	01-04-2028
Series 51 JPY 500,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	04-10-2028
Series 52 JPY 300,000,000 Limited Recourse Secured Floating Rate Securities due 2028	JPY	06-11-2028
Series 53 USD3,000,000 Limited Recourse Secured Floating Rate Securities due 2026	USD	28-05-2026
Series 56 JPY 500,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	06-11-2028
Series 57 JPY 1,100,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	06-11-2028
Series 58 Series 58: JPY1,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2026	JPY	28-05-2026
Series 61 JPY 500,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	18-08-2028
Series 62 Series 62: JPY 500,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	18-08-2028
Series 147 JPY 13,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2023	JPY	28-07-2023
Series 149 JPY 50,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2022	JPY	25-08-2022
Series 150 JPY 28,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2022	JPY	26-08-2022
Series 151 JPY 10,000,000,000 Limited Recourse Secured Fixed Rate EUA Carry Auction Settled Credit-Linked Securities due 2024	JPY	20-12-2024
Series 171 JPY 31,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2022	JPY	29-09-2022
Series 172 JPY 31,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2023	JPY	27-01-2023
Series 173 JPY 31,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2023	JPY	22-02-2023
Series 174 JPY 33,000,000,000 Limited Recourse Secured Fixed Rate Notes due 2023	JPY	24-03-2023
Series 175 USD 100,000,000 Limited Recourse Secured Fixed Rate Securities due 2023	USD	24-02-2023
Series 176 JPY 30,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2023	JPY	17-02-2023
Series 177 USD 100,000,000 Limited Recourse Secured Fixed Rate Notes due 2023	USD	28-04-2023
Series 178 JPY 27,000,000,000 Limited Recourse Secured Fixed Rate Notes due 2023	JPY	27-04-2023
Series 179 JPY 30,000,000,000 Limited Recourse Secured Fixed Rate Notes due 2023	JPY	22-04-2023
Series 180 JPY 19,000,000,000 Limited Recourse Secured Fixed Rate Notes due 2023	JPY	25-05-2023
Series 182 JPY 17,500,000,000 Limited Recourse Secured Fixed Rate Securities due 2023	JPY	23-06-2023

OZLM XIV, Ltd. and OZLM XIV, LLC

Class/Coupon	Currency	Maturity
Class A-1a-R Senior Secured Floating Rate Notes U.S.$306,250,000 Class A-1a-R Senior Secured Floating Rate Notes due 2029	USD	15-01-2029
Class A1Sr Senior Secured Floating Rate Notes U.S.$201,500,000 Class A1Sr Senior Secured Floating Rate Notes due 2034	USD	15-07-2034
Class A1Jr Senior Secured Floating Rate Notes U.S.$9,750,000 Class A1Jr Senior Secured Floating Rate Notes due 2034	USD	15-07-2034
Class A2RR Senior Secured Floating Rate Notes U.S.$32,500,000 Class A2RR Senior Secured Floating Rate Notes due 2034	USD	15-07-2034

OZLM Funding II, Ltd. and OZLM Funding II, LLC

Class/Coupon	Currency	Maturity
Class A-1a-R US$301,500,000 Senior Secured Floating Rate Notes due 2031	USD	31-07-2031
Class A-1a-F US$27,500,000 Senior Secured Fixed Rate Notes due 2031	USD	31-07-2031
Class A-1b-R US$21,700,000 Senior Secured Floating Rate Notes due 2031	USD	31-07-2031
Class A-2-R2 US$40,000,000 Senior Secured Floating Rate Notes due 2031	USD	31-07-2031
Class A-2-RF US$19,200,000 Senior Secured Fixed Rate Notes due 2031	USD	31-07-2031
Class B-R2 US$32,400,000 Senior Secured Deferrable Floating Rate Notes due 2031	USD	31-07-2031
Class C-R2 US$29,800,000 Senior Secured Deferrable Floating Rate Notes due 2031	USD	31-07-2031
Class D-R2 US$22,900,000 Senior Secured Deferrable Floating Rate Notes due 2031	USD	31-07-2031
US$72,100,000 Subordinated Notes due 2031	USD	31-07-2031

OZLM VII, Ltd and OZLM VII, LLC

Class/Coupon	Currency	Maturity
Class A-1-R Notes US$392,200,000 Class A-1-R Senior Secured Floating Rate Notes due 2029	USD	17-07-2029
Class A-2-R Notes US$63,800,000 Class A-2-R Senior Secured Floating Rate Notes due 2029	USD	17-07-2029
Class B-R Notes US$30,900,000 Class B-R Senior Secured Deferrable Floating Rate Notes due 2029	USD	17-07-2029
Class C-R-R Notes US$37,900,000 Class C-R-R Senior Secured Deferrable Floating Rate Notes due 2029	USD	17-07-2029
Class D-R Notes US$32,600,000 Class D-R Secured Deferrable Floating Rate Notes due 2029	USD	17-07-2029
Class E-R Notes US$5,700,000 Class E-R Secured Deferrable Floating Rate Notes due 2029	USD	17-07-2029
Subordinated Notes US$5,675,000 Subordinated Notes due 2029	USD	17-07-2029

OZLM VIII, LTD. AND OZLM VIII, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1R3 Notes U.S.$381,001,376 Class A-1R3 Senior Secured Floating Rate Notes due 2029		USD	17-10-2029

Pacific Capital International Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2018-01 Class P Secured Notes due 2048		USD	26-05-2048
Series 2018-03 USD57,000,000 Class P Secured Notes due 2033		USD	26-10-2033

Palisade Aviation Holdings Lender, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,500,000,000 Profit Participating Securities due 2033		USD	30-11-2033

Palisade Aviation Holdings Warehouse, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,200,000,000 Profit Participating Securities due 2026		USD	01-06-2026

Palmer Square Loan Funding 2021-3, Ltd. & Palmer Square Loan Funding 2021-3, LLC

Class/Coupon	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes U.S.$680,000,000 Class A-1 Senior Secured Floating Rate Notes due 2029	USD	20-07-2029
Class A-2 Senior Secured Floating Rate Notes U.S.$120,000,000 Class A-2 Senior Secured Floating Rate Notes due 2029	USD	20-07-2029
Class B Senior Secured Deferrable Floating Rate Notes U.S.$60,000,000 Class B Senior Secured Deferrable Floating Rate Notes due 2029	USD	20-07-2029
Class C Senior Secured Deferrable Floating Rate Notes U.S.$35,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2029	USD	20-07-2029
Class D Senior Secured Deferrable Floating Rate Notes U.S.$35,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2029	USD	20-07-2029
Class E Senior Secured Deferrable Floating Rate Notes U.S.$10,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2029	USD	20-07-2029
Subordinated Notes U.S.$63,400,000 Subordinated Notes due 2029	USD	20-07-2029

Palmer Square Loan Funding 2021-4, Ltd. & Palmer Square Loan Funding 2021-4, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes US$680,000,000 Class A-1 Senior Secured Floating Rate Notes due 2029	USD	15-10-2029
Class A-2 Notes US$120,000,000 Class A-2 Senior Secured Floating Rate Notes due 2029	USD	15-10-2029
Class B Notes US$60,000,000 Class B Senior Secured Deferrable Floating Rate Notes due 2029	USD	15-10-2029
Class C Notes US$35,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2029	USD	15-10-2029
Class D Notes US$35,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2029	USD	15-10-2029
Class E Notes US$10,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2029	USD	15-10-2029
Subordinated Notes US$63,287,000 Subordinated Notes due 2029	USD	15-10-2029

Palmer Square Loan Funding 2022-1, Ltd. and LLC

Class/Coupon	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes U.S.$510,000,000 Class A-1 Senior Secured Floating Rate Notes due 2030	USD	15-04-2030
Class A-2 Senior Secured Floating Rate Notes U.S.$90,000,000 Class A-2 Senior Secured Floating Rate Notes due 2030	USD	15-04-2030
Class B Senior Secured Deferrable Floating Rate Notes U.S.$45,000,000 Class B Senior Secured Deferrable Floating Rate Notes due 2030	USD	15-04-2030
Class C Senior Secured Deferrable Floating Rate Notes U.S.$26,250,000 Class C Senior Secured Deferrable Floating Rate Notes due 2030	USD	15-04-2030
Class D Senior Secured Deferrable Floating Rate Notes U.S.$26,250,000 Class D Senior Secured Deferrable Floating Rate Notes due 2030	USD	15-04-2030
Class E Senior Secured Deferrable Floating Rate Notes U.S.$7,500,000 Class E Senior Secured Deferrable Floating Rate Notes due 2030	USD	15-04-2030
Subordinated Notes U.S.$47,520,000 Subordinated Notes due 2030	USD	15-04-2030

Park Avenue Institutional Advisers CLO Ltd 2017-1 and LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$7,000,000 Class X Senior Secured Floating Rate Notes due 2034	USD	14-02-2034
Class A-1R Notes U.S.$255,150,000 Class A-1R Senior Secured Floating Rate Notes due 2034	USD	14-02-2034
Class A-2R Notes U.S.$52,650,000 Class A-2R Senior Secured Floating Rate Notes due 2034	USD	14-02-2034
Class B-1R Notes U.S.$14,000,000 Class B-1R Senior Secured Deferrable Floating Rate Notes due 2034	USD	14-02-2034
Class B-2R Notes U.S.$10,300,000 Class B-2R Senior Secured Deferrable Fixed Rate Notes due 2034	USD	14-02-2034
Class C-1R Notes U.S.$14,000,000 Class C-1R Senior Secured Deferrable Floating Rate Notes due 2034	USD	14-02-2034
Class C-2R Notes U.S.$10,300,000 Class C-2R Senior Secured Deferrable Fixed Rate Notes due 2034	USD	14-02-2034
Class D-R Notes U.S.$14,175,000 Class D-R Secured Deferrable Floating Rate Notes due 2034	USD	14-02-2034

Park Avenue Institutional Advisers CLO Ltd 2019-2 and LLC 2019-2

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Senior Secured Floating Rate Notes U.S.$248,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2034		USD	15-10-2034
Class A-2-R Senior Secured Floating Rate Notes U.S.$56,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2034		USD	15-10-2034

Park Avenue Institutional Advisers CLO Ltd 2021-2 and LLC 2021-2

Class/Coupon	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034	USD	15-07-2034
Class B Senior Secured Floating Rate Notes U.S.$62,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	15-07-2034
Class C Senior Secured Deferrable Floating Rate Notes U.S.$18,400,000 Class C Senior Secured Deferrable Floating Rate Notes due 2034	USD	15-07-2034
Class D Mezzanine Secured Deferrable Floating Rate Notes U.S.$25,600,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	15-07-2034
Class E Junior Secured Deferrable Floating Rate Notes U.S.$22,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2034	USD	15-07-2034
Subordinated Notes U.S.$33,800,000 Subordinated Notes due 2034	USD	15-07-2034

Pera Funding DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2019-01 USD 150,000,000 Secured Repackaged Notes due 2024		USD	10-07-2024

Phoenix Shared Equity 3 S.a.r.l.

Class/Coupon	Currency	Maturity
Series 2015-1 Note	GBP	20-05-2044
Series 2016-1 Note	GBP	20-05-2044
£19,553,335.09 Series 2017-2	GBP	20-05-2044
£22,548,934.99 Series 2017-1 Note	GBP	20-05-2044
£12,053,745 Series 2018-1 Note	GBP	20-05-2044