Specialist Debt Securities

Specialist Debts
Programmes

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

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

Adagio CLO VII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€ Profit Participating Notes		EUR
US$ Profit Participating Notes		USD
£ Profit Participating Notes		GBP

Adare Finance Designated Activity Company

Class/Coupon	Currency	Maturity
Note 1 EUR 120,510,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
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 23,300,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 8 UP TO USD55,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 14 GBP 360,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 13 GBP 14,000,000 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

Aggregated Micro Power Infrastructure 2 plc

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £100,000,000 Senior Secured Loan Notes		GBP	17-10-2036

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

Class/Coupon	Currency	Maturity
Class A-1 US$296,500,000 Class A-1 Senior Secured Floating Rate Notes due 2032	USD	20-01-2032
Class A-2a US$10,000,000 Class A-2a Senior Secured Floating Rate Notes due 2032	USD	20-01-2032
Class A-2b US$11,000,000 Class A-2b Senior Secured Fixed Rate Notes due 2032	USD	20-01-2032
Class B US$62,500,000 Class B Mezzanine Secured Floating Rate Notes due 2032	USD	20-01-2032
Class C US$32,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-01-2032
Class D US$26,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-01-2032
Class E US$19,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2032	USD	20-01-2032
US$46,150,000 Subordinated Notes due 2032	USD	20-01-2032
US$ Income Notes due 2032	USD	20-01-2032

AIG CLO 2019-1, Ltd. AIG CLO 2019-1, LLC and AIG CLO 2018-1 Income Note, Ltd.

Class/Coupon	Currency	Maturity
Class A Notes U.S.$305,000,000 Class A Senior Secured Floating Rate Notes due 2032	USD	21-04-2032
Class B Notes U.S.$67,500,000 Class B Mezzanine Secured Floating Rate Notes due 2032	USD	21-04-2032
Class C Notes U.S.$36,250,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	21-04-2032
Class D Notes U.S.$28,750,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	21-04-2032
Class E Notes U.S.$17,250,000 Class E Junior Secured Deferrable Floating Rate Notes due 2032	USD	21-04-2032
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

Aircraft Lease Securitisation Limited

Class/Coupon	Currency	Maturity
Class A Notes due 2041	USD	15-12-2041
Class B Notes due 2041	USD	15-12-2041
Class C Notes due 2041	USD	15-12-2041
Class D-1 Notes due 2041	USD	15-12-2041
Class D-2 Notes due 2041	USD	15-12-2041

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

Alpha-Sires Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 164 US$20,000,000 BONDPLUS Passthrough Notes - Series 164	ALPS164 KY	USD	03-11-2031

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

Alternative Credit Strategies Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$10,000,000,000 Profit Participating Notes due 30 September 2031		USD	30-09-2031

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

Class/Coupon	Currency	Maturity
Class A-R Notes U.S.$312,500,000 Class A-R Senior Secured Floating Rate Notes due 2028	USD	28-07-2028
Class B-R Notes U.S.$55,000,000 Class B-R Senior Secured Floating Rate Notes due 2028	USD	28-07-2028
Class C-R Notes U.S.$26,000,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2028	USD	28-07-2028
Class D-R Notes U.S.$34,750,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes due 2028	USD	28-07-2028
Class E-R Notes U.S.$31,250,000 Class E-R Junior Secured Deferrable Floating Rate Notes due 2028	USD	28-07-2028

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 2017-II Ltd. and Apex Credit 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 U.S.$288,000,000 Class A Senior Secured Floating Rate Notes due 2029	USD	20-09-2029
Class B U.S.$51,750,000 Class B Senior Secured Floating Rate Notes due 2029	USD	20-09-2029
Class C U.S.$29,250,000 Class C Secured Deferrable Floating Rate Notes due 2029	USD	20-09-2029
Class D U.S.$22,500,000 Class D Secured Deferrable Floating Rate Notes due 2029	USD	20-09-2029
Class E U.S.$22,500,000 Class E Secured Deferrable Floating Rate Notes due 2029	USD	20-09-2029
Subordinated Notes U.S.$43,600,000 Subordinated Notes due 2029	USD	20-09-2029

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

Apis Capital II plc

Class/Coupon	Currency	Maturity
Series 2015-1 Series 2015-1 Hibernian Income Notes due 2020	EUR	08-10-2020
Series 2015-1 Series 2015-1 Hibernian Growth Notes due 2020	EUR	08-10-2020
Series 2016-1 Series 2016-1 Commons Inn Income Notes due 2021	EUR	15-01-2021
Series 2016-1 Series 2016-1 Commons Inn Growth Notes due 2021	EUR	15-01-2021
Series 2017-2 Series 2017-2 Twelve Hotel Income Notes due 2020	EUR	01-04-2020
Series 2017-2 Series 2017-2 Twelve Hotel Growth Notes due 2020	EUR	01-04-2020
Series 2016-2 Series 2016-2 Mulranny Park Income Notes due 2021	EUR	08-07-2021
Series 2016-2 Series 2016-2 Mulranny Park Growth Notes due 2021	EUR	08-07-2021
Series 2016-3 Series 2016-3 Trim Castle Income Notes due 2021	EUR	25-07-2021
Series 2016-3 Series 2016-3 Trim Castle Growth Notes due 2021	EUR	25-07-2021
Series 2017-1 Series 2017-1 City Quarter Income Notes due 2019	EUR	29-04-2019
Series 2017-1 Series 2017-1 City Quarter Growth Notes due 2019	EUR	29-04-2019
Series 2017-4 Series 2017-4 Emporium Income Notes due 2020	EUR	05-07-2020
Series 2017-4 Series 2017-4 Emporium Growth Notes due 2020	EUR	05-07-2020

Ares European Loan Funding S.à.r.l.

Class/Coupon	CSX Ticker	Currency	Maturity
Loan and bond asset linked notes		EUR	19-09-2041

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

Class/Coupon	CSX Ticker	Currency	Maturity
Asset Linked Notes		EUR	13-12-2041

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 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 DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD500,000,000 Notes due 2056		USD	13-12-2056

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

Asset Repackaging Trust Six B.V.

Class/Coupon	Currency	Maturity
Class A Floating Rate Secured Notes due 2019 Series 33	GBP	02-04-2019
Class B Floating Rate Secured Notes due 2019 Series 33	GBP	02-04-2019
NOK Fixed Rate Secured Notes due 2031 Series 42	NOK	23-05-2031

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

Class/Coupon	Currency	Maturity
Class A-1-R Notes US$244,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2031	USD	27-11-2031
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 B-1-R Notes US$15,000,000 Class B-1-R Senior Secured Floating Rate Notes due 2031	USD	27-11-2031
Class B-2-R Notes US$18,000,000 Class B-2-R Senior Secured Fixed 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

Aurajoki Holdings UK Limited

Class/Coupon	Currency	Maturity
Loan 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

Aurium CLO III Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €30,000,000 Delay Draw Subordinated Promissory Notes due 2031		EUR	01-06-2031

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

AviatorCap SIII Limited

Class/Coupon	CSX Ticker	Currency	Maturity
$100,000,000 Unsecured Note due 31 August 2061		USD	31-08-2061

Babson CLO Ltd. & Inc. 2007-1

Class/Coupon	CSX Ticker	Currency	Maturity
Income Notes US$59,700,000 Income Notes due 2021		USD	18-01-2021

Bain Capital Euro WH Berlin Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €368,000,000 Profit Participating Notes		EUR
Up to US$368,000,000 Profit Participating Notes		USD
Up to £368,000,000 Profit Participating Notes		GBP

Barings BDC Static CLO Ltd. 2019-I and Barings BDC Static CLO 2019-I, LLC

Class/Coupon	Currency	Maturity
A1 U.S.$296,750,000 Class A-1 Senior Secured Floating Rate Notes due 2027	USD	15-04-2027
A2 U.S.$51,500,000 Class A-2 Senior Secured Floating Rate Notes due 2027	USD	15-04-2027
U.S.$101,000,000 Subordinated Notes due 2027	USD	15-04-2027

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 20	USD	20-10-2030
Class C-2-R U.S.$5,303,031 Class C-2-R Senior Secured Deferrable Floating Rate Notes due 203	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 B-2 Senior Secured Fixed 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 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

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

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

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

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

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

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

BlackRock European CLO VIII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Euro Notes € Profit Participating Notes		EUR
USD Notes US$ Profit Participating Notes		USD
GBP Notes £ Profit Participating Notes		GBP

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 2018-1 Up to USD 100,000,000 note due 2043		USD	31-12-2043

BlueMountain CLO XXIV Ltd. and BlueMountain CLO XXIV LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$295,000,000 Class A-1 Senior Secured Floating Rate Notes due 2031	USD	20-04-2031
Class A-2 Notes U.S.$25,000,000 Class A-2 Senior Secured Floating Rate Notes due 2031	USD	20-04-2031
Class B Notes U.S.$46,250,000 Class B Senior Secured Floating Rate Notes due 2031	USD	20-04-2031
Class C Notes U.S.$41,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2031	USD	20-04-2031
Class D Notes U.S.$29,500,000 Class D Senior Secured Deferrable Floating Rate Notes due 2031	USD	20-04-2031
Class E Notes U.S.$18,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2031	USD	20-04-2031
Subordinated Notes U.S.$51,400,000 Subordinated Notes due 2031	USD	20-04-2031

Bluestack Capital Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 20,000,000 Unsecured Note due 2 March 2080		EUR	02-03-2080

BNY Mellon Investment Management (Europe) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Senior Secured Fixed Rate Notes due 25 April 2023		GBP	25-04-2023

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
Profit Participating Notes due 22 May 2017	GBP	22-05-2017
Profit Participating Notes due 9 May 2019	GBP	09-05-2019
Profit Participating Notes due 7 August 2021	GBP	07-08-2021
Profit Participating Notes due 2022	GBP	17-02-2022
Profit Participating Notes due 2021	EUR	20-05-2021
Profit Participating Notes due 2022	GBP	14-05-2022
Profit Participating Notes due 2027	USD	14-10-2027
Profit Participating Notes due 2027	USD	19-12-2027
Profit Participating Notes due 2027	USD	01-08-2027
Profit Participating Notes due 2042	USD
US$15,000,000 Profit Participating Notes due 2043	USD	11-01-2043

Bryant Park Funding V Designated Activity Company

Class/Coupon	Currency	Maturity
€62,300,000 Fixed Rate Notes due 2048	EUR	20-12-2048
€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
€69,200,000 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

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

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 Euro CLO 2018-1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €70,000,000.00 Subordinated Notes		EUR

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

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$372,000,000 Class A-1-RR Senior Secured Floating Rate Notes Due 2032		USD	22-04-2032
U.S.$12,000,000 Class A-2-RR Senior Secured Floating Rate Notes Due 2032		USD	22-04-2032

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 2015-5, LTD. and LLC

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

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	Currency	Maturity
Class A-1a Senior Secured Floating Rate Notes due 2029	USD	20-07-2029
Class A-1b 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 Mezzanine Secured Deferrable Floating Rate Notes due 2029	USD	20-07-2029
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 20	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

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 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

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

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

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 2018-1 LIMITED

Class/Coupon	CSX Ticker	Currency	Maturity
USD155,710,000 Participating Equity Certificates		USD

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

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 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

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

Contego CLO VII Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Euro Notes Up to €340,000,000 Profit Participating Notes		EUR
GBP Notes Up to £28,000,000 Profit Participating Notes		GBP

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

Credit Suisse European Mortgage Capital DAC

Class/Coupon	Currency	Maturity
Series 2018-2 EUR 250,000,000 Series 2018-2 Asset Backed Notes due 2024	EUR	27-07-2024
Series 2018-1 Class A EUR 109,209,461 Series 2018-1 Class A Receivables Linked Notes due 2022	USD	06-05-2023
Series 2018-1 Class B EUR 14,506,978 Series 2018-1 Class B Receivables Linked Notes due 2022	USD	06-05-2023
Series 2018-1 IO Certificates EUR 109,209,461 in Notional Amount Series 2018-1 IO Certificates due 2022	USD	06-05-2023

CRESS 2008-1 Ltd & LLC

Class/Coupon	Currency	Maturity
Class A-1 US$360,843,000 Class A-1 Floating Rate Notes Due 2042	USD	21-12-2042
Class A-2 US$120,282,000 Class A-2 Floating Rate Notes Due 2042	USD	21-12-2042
Class B US$52,312,000 Class B Floating Rate Notes Due 2042	USD	21-12-2042
Class C US$15,000,000 Class C Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class D US$8,438,000 Class D Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class E US$10,312,000 Class E Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class F US$34,688,000 Class F Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class G US$9,750,000 Class G Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class H US$12,375,000 Class H Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class J US$19,500,000 Class J Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class K US$8,625,000 Class K Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class L US$5,625,000 Class L Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class M US$10,500,000 Class M Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class N US$7,124,000 Class N Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042
Class O US$4,500,000 Class O Floating Rate Capitalized Interest Notes Due 2042	USD	21-12-2042

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

CrownWheel Royalty Sub LP

Class/Coupon	CSX Ticker	Currency	Maturity
CrownWheel PhaRMA Senior Secured Notes due 2022		USD	30-09-2022

Crystal River Resecuritization 2006-1 Ltd & LLC

Class/Coupon	Currency	Maturity
Class A US$222,492,000 Floating Rate Notes due 2047	USD	22-09-2047
Class B US$35,131,000 Floating Rate Notes due 2047	USD	22-09-2047
Class C US$17,565,000 Deferrable Interest Floating Rate Notes due 2047	USD	22-09-2047
Class D US$19,517,000 Floating Rate Notes due 2047	USD	23-09-2047
Class E US$10,734,000 Floating Rate Notes due 2047	USD	22-09-2047
Class F US$9,271,000 Floating Rate Notes due 2047	USD	22-09-2047
Class G US$4,391,000 Floating Rate Notes due 2047	USD	22-09-2047
Class H US$5,855,000 Floating Rate Notes due 2047	USD	22-09-2047

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

dbInvestor Solutions 2 plc

Class/Coupon	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 5 Class NC (LU0989130413) due 2021 Secured Notes Linked to DWS Multi Opportunities	EUR	15-09-2021
Series 6 Euro Class A - Accumulation Shares (LU1582988058) due 2020 Secured Notes Linked to M&G Dynamic Allocation Fund	EUR	27-11-2020
Series 7 (EUR) PA Shares (LU0159201655) due 2020 Secured Notes Linked to LO Funds - Convertible Bond	EUR	30-09-2020
Series 8 Class A (acc) - EUR (LU0740858229) due 2021 Secured Notes Linked to JPMorgan Investment Funds - Global Income Fund	EUR	15-09-2021
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

Deutsche Bank AG

Class/Coupon	Currency	Maturity
Credit Linked to Craft 2012-3 replenishable loan portfolio $22,500,000 Floating Rate Mezzanine Notes due 2020,	USD	07-07-2020
Credit Linked to Craft 2013-2 replenishable loan portfolio €150,000,000 Floating Rate Notes Due 2022	EUR	17-10-2022
Up to USD 10,000,000,000 Winton Basket-Linked Notes due 2023	USD	19-12-2023
Credit Linked to "CRAFT 2012-2R Mezz" €11,840,500 Floating Rate Mezzanine Notes Due 2022	EUR	20-07-2020
Credit Linked to "CRAFT 2012-2R" Replenishable Loan €158,159,500 Floating Rate Notes Due 2022	EUR	20-07-2020
Credit Linked to CRAFT 2014-2 Replenishable Loan Portfolio Floating Rate Notes Due 2021	USD	15-07-2021
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 "CRAFT 2015-1" Replenishable Loan Portfolio US$139,825,000 Floating Rate Notes Due 2023	USD	31-03-2023
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 2016-1" Replenishable Loan Portfolio Floating Rate Notes Due 2024	USD	29-01-2024
Credit Linked to "CRAFT 2017-1" Replenishable Loan Portfolio Floating Rate Notes Due 2026	USD	20-10-2026

Dolomite Capital Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 15 USD38,870,000 Secured Limited Recourse Floating Rate Notes due 2020		USD	01-05-2020

Dorset Rise Limited

Class/Coupon	CSX Ticker	Currency	Maturity
GBP 40,000,000 Subordinated Funding Notes		GBP

DoubleLine Mortgage Opportunities (Ireland) DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 USD unsecured profit participating note - up to US$ 1,000,000,000		USD	31-12-2037

DoubleLine Mortgage Opportunities O1 (Ireland) DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 USD unsecured profit participating notes		USD	31-12-2037

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 52 Euro CLO 2017 B.V.

Class/Coupon	CSX Ticker	Currency	Maturity
Euro PPN Up to €437,500,000 Profit Participating Notes		EUR
US Dollar PPN Up to US$437,500,000 Profit Participating Notes		USD
Sterling PPN Up to £437,500,000 Profit Participating Notes		GBP

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

Class/Coupon	Currency	Maturity
Class A Notes US$286,875,000 Class A Senior Secured Floating Rate Notes due January 2029	USD	15-01-2029
Class B Notes US$46,750,000 Class B Senior Secured Floating Rate Notes due January 2029	USD	15-01-2029
Class C Notes US$25,500,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due January 2029	USD	15-01-2029
Class D Notes US$14,875,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due January 2029	USD	15-01-2029
Class E Notes US$19,125,000 Class E Junior Secured Deferrable Floating Rate Notes due January 2029	USD	15-01-2029
Subordinated Notes US$35,650,000 Subordinated Notes due January 2029	USD	15-01-2029

Duga Spencer DAC

Class/Coupon	CSX Ticker	Currency	Maturity
€ NOTES DUE 2021		EUR	21-07-2021

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

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

ELVA Funding Plc

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2017-2 JPY 3,000,000,000 Secured Fixed Rate Notes due 2020		JPY	21-07-2020

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

Euro IG Infrastructure Debt (Ireland) DAC

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

Evans Grove CLO, Ltd. and Evans Grove CLO, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes due 2028		USD	28-05-2028

Fermanagh Securities RMBS DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Euro 132,582,000 Subordinated Notes due August 2055		EUR	25-08-2055

Figueroa CLO 2013-2, Ltd.and Figueroa CLO 2013-2, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A1RR Notes US$245,000,000 Class A1RR Senior Secured Floating Rate Notes due 2027		USD	20-06-2027

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

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

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 2034	FORTP01KY	USD	31-12-2034

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

Class/Coupon	CSX Ticker	Currency	Maturity
Class E Deferrable Mezzanine Floating Rate Notes due 2027		USD	15-07-2027
Class F Deferrable Mezzanine Floating Rate Notes due 2027		USD	15-07-2027

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

Class/Coupon	Currency	Maturity
Class A Notes Senior Secured Floating Rate Notes due 2027	USD	15-07-2027
Class B Notes Senior Secured Floating Rate Notes due 2027	USD	15-07-2027
Class C Deferrable Mezzanine Floating Rate Notes due 2027	USD	15-07-2027
Class D Deferrable Mezzanine Floating Rate Notes due 2027	USD	15-07-2027

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

General Investments (Cayman) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
USD 240,000,000 Secured Credit LInked Securities due 2022		USD	01-07-2022
Secured Credit Linked Securities due 2022		USD	01-07-2022

German Listed Bonds Plc

Class/Coupon	Currency	Maturity
Series 2018-GLB 1 EUR3,860,000 profit participating certificates due 2022	EUR	17-04-2022
Series 2018-GLB 2 EUR6,885,000 profit participating certificates due 2022	EUR	17-04-2022
Series 2018-GLB 3 USD14,050,000 profit participating certificates due 2021	USD	13-09-2021

Glam Issuer Holdings Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$166,781,256.66 Profit Participating Certificates due 2046		USD	01-08-2046

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 XI Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £300,000,000 Profit Participating Notes due March 2027		GBP	05-02-2027

Glencar Investments XII Designated Activity Company

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

Glencar Investments XV Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €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
£200,000,000 Profit Participating Notes due 2027		GBP	20-12-2027

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
€100,000,000 Profit Participating Notes due 2028		EUR	10-07-2028

Glencar Investments XXVI Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£75,000,000 promissory note issued pursuant to a subordinated facility agreement dated 6 December 2018		GBP

Gleneagles CLO, Ltd. / Gleneagles CLO Corp.

Class/Coupon	CSX Ticker	Currency	Maturity
91,000 Preference Shares		USD	01-11-2017

GLM EUR BAR WH Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €50,000,000 Subordinated Notes		EUR	30-12-2030

Global Infrastructure Debt Fund A DAC

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

Global Senior Loans Investments Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$10,000,000,000 Profit Participating Notes due 30 September 2031		USD	30-09-2031

Great Lakes CLO 2019-1, Ltd. and Great Lakes CLO 2019-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$57,175,665 Class A Senior Floating Rate Notes Due 2031		USD	15-07-2031

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

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 2 USD 18,328,848 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 5 USD 48,865,745 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 6 USD 39,753,917 Unsecured Note due 2 March 2080	USD	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 10 USD 9,000,000 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

HCG Finance DAC

Class/Coupon	Currency	Maturity
Series 2017-1 Senior Notes	USD	31-12-2018
Series 2017-A Subordinated Note	USD	31-12-2047
Secured Note, Series No. 2018-2	USD	09-07-2019
Secured Note, Series No. 2018-3	USD	28-06-2019
Subordinated Note - Series 2018-A	USD	30-07-2048
Secured Note, Series No. 2018-4	USD	29-11-2019
Series 2018-B Subordinated Note	USD	30-12-2048
Subordinated Note, Series 2018-C	USD	31-01-2049
Secured Note, Series 2018- 5	USD	31-01-2020
Secured Note, Series 2018- 6	USD	31-01-2020
Subordinated Note, Series 2018- D	USD	31-01-2049

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

Hilldene TruPS Securitization 2019-2,Ltd. Hilldene 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 I Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class E Certificates USD139,565,000 Class E Participating Certificates		USD

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

Incline Aladdin Engine Funding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
$13,685,955 Unsecured Fixed Rate Loan Notes due 2038		USD	18-07-2038

Incline Aladdin Funding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
$320,959,754 Unsecured Fixed Rate Notes Due 2038		USD	18-07-2038

Incline Aviation Holdings Limited

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

JFIN CLO 2007 Ltd. & LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Income Notes US$37,650,000 Income Notes Due 2021		USD	20-07-2021

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

KKR CLO 19 Ltd and KKR CLO 19 LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$336,000,000 Class A-1 Senior Secured Floating Rate Notes due 2030	USD	06-10-2030
Class A-2 Notes U.S.$63,000,000 Class A-2 Senior Secured Floating Rate Notes due 2030	USD	06-10-2030
Class B-1 Notes U.S.$21,062,500Class B-1 Senior Secured Deferrable Floating Rate Notes due 2030	USD	06-10-2030
Class B-2 Notes U.S.$6,500,000 Class B-2 Senior Secured Deferrable Floating Rate Notes due 2030	USD	06-10-2030
Class C Notes U.S.$32,812,500 Class C Senior Secured Deferrable Floating Rate Notes due 2030	USD	06-10-2030
Class D Notes U.S.$23,625,000 Class D Senior Secured Deferrable Floating Rate Notes due 2030	USD	06-10-2030
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 REIGN I Ltd. and KKR REIGN I LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$700,000,000 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

Knights Hill Capital Ireland DAC

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

Kwasa Emerald Designated Activity Company

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

LABA Royalty Sub LLC

Class/Coupon	CSX Ticker	Currency	Maturity
$450,000,000 LABA PhaRMA^SM 9.0% Fixed Rate Term Notes due 2029		USD	15-05-2029

Ladenvale Designated Activity Company

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

Latitude CLO I Ltd and Latitude CLO I Corp

Class/Coupon	Currency	Maturity
Class A-1 U.S.$185,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2017	USD	15-12-2017
Class A-2 U.S. $45,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2017	USD	15-12-2017
Class B-1 US.$23,000,000 Class B-1 Second Priority Deferrable Floating Rate Notes Due 2017	USD	15-12-2017
Class B-2 US$2,000,000 Class B-2 Second Priority Deferrable Fixed Rate Notes Due 2017	USD	15-12-2017
Class C US$13,300,000 Third Priority Deferrable Floating Rate Notes Due 2017	USD	15-12-2017
Class D US$9,500,000 Fourth Priority Deferrable Floating Rate Notes Due 2017	USD	15-12-2017
Class 1 US$3,000,000 Class 1 Combination Securities Due 2017	USD	15-12-2017
S U.S.$24,000,000 Subordinated Notes Due 2017	USD	15-12-2017

Latitude CLO II Ltd. and Latitude CLO II Corp.

Class/Coupon	Currency	Maturity
Class A-1 US$ 182,500,000 Senior Secured Floating Rate Notes due 2018	USD	15-12-2018
Class A-2 US$45,500,000 Senior Secured Floating Rate Notes due 2018	USD	15-12-2018
Class B US$27,000,000 Second Priority Deferrable Floating Rate Notes due 2018	USD	15-12-2018
Class C US$13,300,000 Third Priority Deferrable Floating Rate Notes due 2018	USD	15-12-2018
Class D US$9,500,000 Fourth Priority Deferrable Floating Rate Noted due 2018	USD	15-12-2018
Sub Notes US$24,000,000 Subordinate Notes due 2018	USD	15-12-2018

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	25-04-2019

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 5 Notes Series 5 - US$1,000,000,000 Profit Participating Notes due 4 December 2067	USD	04-12-2067
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 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 7 Notes Series 7 US$1,000,000,000 Profit Participating Notes due 6 June 2068	USD	06-06-2068
Series 11 Notes Series 11 US$1,000,000,000 Profit Participating Notes due 13 July 2068	USD	13-07-2068
Series 12 Notes Up to $1,000,000,000 Profit Participating Notes due 14 December 2068	USD	14-12-2068
Series 13 Notes Up to $1,000,000,000 Profit Participating Notes due 23 January 2069	USD	23-01-2069
Series 14 Notes Up to $1,000,000,000 Profit Participating Notes due 8 February 2069	USD	08-02-2069

LFN Finance V Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Floating Rate Secured Notes due 2030		EUR	21-07-2030

Liberty CLO, Ltd. & Liberty CLO, Corp.

Class/Coupon	Currency	Maturity
Class E 94,000 Class E Certificates	USD	01-11-2017
Class P-1 US$20,000,000 Class P-1 Extendable Securities	USD	01-11-2017
Class P-2 US$5,000,000 Class P-2 Extendable Securities	USD	01-11-2017
Class Q1 US$20,000,000 Class Q1 Combination Extendable Securities	USD	01-11-2017

Libretto Capital P.L.C.

Class/Coupon	CSX Ticker	Currency	Maturity
Series: 2015-6 Floating Rate Credit Linked Secured Notes due 2025	EK9622862	USD	02-12-2025
Series: 2015-7 Floating Rate Credit Linked Secured Notes due 2025	EK9619744	USD	02-12-2025
Series 2015-10 Floating Rate Credit Linked Secured Notes due 2025		USD	06-10-2025
Series 2015-22 Floating Rate Credit Linked Secured Notes due 2025		USD	01-08-2025
Series 2015-21 Floating Rate Credit Linked Secured Notes due 2025		USD	01-08-2025

Lifebrook Investments Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$250,000,000 Profit Participating Notes due 31 December 2117		USD	27-07-2117

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: EUR 2,700,000 Unsecured Note due 2 March 2080	EUR	02-03-2080

LNR CDO V Ltd. & LLC

Class/Coupon	Currency	Maturity
Class A US$170,484,000 Class A Shares Due December 2049	USD	26-12-2049
Class B US$89,826,000 Class B Shares due December 2049	USD	26-12-2049
Class C-FL US$51,989,000 Class C-FL Shares due December 2049	USD	26-12-2049
Class C-FX US$15,000,000 Class C-FX Shares due December 2049	USD	26-12-2049
Class D US$35,778,000 Class D Shared due December 2049	USD	26-12-2049
Class E US$35,017,000 Class E Shares due December 2049	USD	26-12-2049
Class F US$35,017,000 Class F Shares due December 2049	USD	26-12-2049
Class G US$15,224,000 Class G Shares due December 2049	USD	26-12-2049
Class H US$35,017,000 Class H Shares due December 2049	USD	26-12-2049
Class J US$56,332,000 Class J 5.50% Notes due December 2049	USD	26-12-2049
Class K US$25,121,000 Class K 5.50% Notes due December 2049	USD	26-12-2049
Class L US$20,553,000 Class L 5.00% Notes due December 2049	USD	26-12-2049
Preferred Shares 1,758,865.85 Preferred Shares	USD	26-12-2049

LRF III Investments S.A.R.L.

Class/Coupon	CSX Ticker	Currency	Maturity
Up to GBP265,000,000 Multi-Currency Variable Funding Note		USD	15-09-2023

Lusitano Synthetic II Limited

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 184,000,000 Portfolio Credit Linked Notes due 2023		EUR	05-12-2023

Lusitano Synthetic Limited

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 84,000,000 Portfolio Credit Linked Notes due 2034		EUR	21-04-2034

LVS II LUX XXVIII S.A R.L.

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

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 A-R U.S.$325,000,000 Class A-R Floating Rate Notes Due 2029	USD	07-07-2029
Class B-R U.S.$65,800,000 Class B-R Floating Rate Notes Due 2029	USD	07-07-2029
Class C-R U.S.$40,800,000 Class C-R 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 XVII, Ltd.and Madison Park Funding XVII, LLC

Class/Coupon	Currency	Maturity
Class A-R Floating Rate Notes U.S.$507,000,000 Class A-R Floating Rate Notes	USD	15-07-2030
Class B-1-R Floating Rate Notes U.S.$82,000,000 Class B-1-R Floating Rate Notes	USD	15-07-2030
Class C-R Deferrable Floating Rate Notes U.S.$43,500,000 Class C-R Deferrable Floating Rate Notes	USD	15-07-2030
Class B-2-R Fixed Rate Notes U.S.$10,000,000 Class B-2-R Fixed Rate Notes	USD	15-07-2030
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 A-1-R Floating Rate Notes due 2030	USD	21-10-2030
Class A-2-R Floating Rate Notes due 2030	USD	21-10-2030
Class B-R Floating Rate Notes due 2030	USD	21-10-2030
Class C-R Floating Rate Notes due 2030	USD	21-10-2030
Class D-R Floating Rate Notes due 2030	USD	21-10-2030
Class E-R Floating Rate Notes due 2030	USD	21-10-2030
Subordinated Notes due 2030	USD	21-10-2026

Madison Park Funding XXIII, Ltd.

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 XXIII, Ltd. and Madison Park Funding XIII, LLC

Class/Coupon	Currency	Maturity
Class A US$488,000,000 Class A Floating Rate Senior Notes due 2030	USD	11-07-2030
Class B US$108,000,000 Class B Floating Rate Senior Notes due 2030	USD	11-07-2030
Class C US$60,000,000 Class C Deferrable Floating Rate Mezzanine Notes due 2030	USD	11-07-2030
Class D US$48,000,000 Class D Deferrable Floating Rate Mezzanine Notes due 2030	USD	11-07-2030

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 V Plc

Class/Coupon	Currency	Maturity
Series 2013-1 USD 75,000,000 Asset Backed Credit Linked Notes due 2021	USD	02-08-2021
Series 2014-1 USD 210,000,000 Credit-Linked Notes due 2022	USD	18-03-2022
Series 2017-1 US$400,000,000 Credit-Linked Notes due 2024	USD	18-04-2024
Series 2017-2 USD 75,000,000 Credit-Linked Notes due 2025	USD	12-01-2025

Magnolia Finance XI DAC

Class/Coupon	Currency	Maturity
EUR 63,086,000 Series 2018-2 Class A Notes due 2020	EUR	31-10-2020
EUR 15,772,000 Series 2018-2 Class B Notes due 2020	EUR	31-10-2020
EUR 40,000,000 Series 2018-3 Notes due 2020	EUR	30-11-2020

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	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

MARC Finance Ltd and VENUS Finance Limited

Class/Coupon	Currency	Maturity
Series No: M629 Tranche No. 1 JPY5,000,000,000 Repackaged Notes due 2021	JPY	20-01-2021
Series No: M675 Tranche No. 1 Repackaged Notes due 2021	JPY	20-01-2021
Series No: M686 Tranche No. 1 Repackaged Notes due 2017	JPY	29-09-2017
Series No: M733 Tranche No. 1 Repackaged Notes due 2021	JPY	26-05-2021
Series No: M791 Tranche No. 1 Repackaged Notes due 2025	JPY	21-03-2025
Series No: M845 Tranche No. 1 Repackaged Prudential PLC Notes due 2021	JPY	25-10-2021
Series No: M885 Tranche No. 1 Repackaged Barclays PLC Notes due 2027	JPY	18-02-2027
Series No: M890 Tranche No. 1 Repackaged Standard Chartered PLC Notes due 2022	JPY	28-01-2022
Series No: M901 Tranche No. 1 JPY500,000,000 Repackaged Lloyds Banking Group plc Notes due 2028	JPY	21-08-2028

Marlborough Finance No.6 Designated Activity Company

Class/Coupon	Currency	Maturity
Note 1 Unsecured Notes due March 2070	USD	02-03-2070
Note 2 Unsecured Notes due March 2070	USD	02-03-2070
Note 3 Unsecured Notes due March 2070	USD	02-03-2070
Note 4 Unsecured Notes due March 2070	USD	02-03-2070
Note 5 Unsecured Notes due March 2070	USD	02-03-2070
Note 6 Unsecured Note due March 2070	USD	02-03-2070
Note 7 Unsecured Note due March 2070	USD	02-03-2070
Note 8 Unsecured Note due March 2070	USD	02-03-2070

Max CMBS I Ltd. & Corp.

Class/Coupon	Currency	Maturity
Class A-1 US$2,096,537,000 Class A-1 Notes	USD	11-11-2048
Class A-1 Series 2008-1 US$5,403,463,000 Class A-1 Notes	USD	04-11-2048
Class A-2A Series 2008-1 US$163,617,000 Class A-2A Notes	USD	04-11-2048
Class A-2B Series 2008-1 US$35,000,000 Class A-2B Notes	USD	04-11-2048
Class C Series 2008-1 US$108,980,000 Class C Deferred Interest Notes	USD	04-11-2048
Class E Series 2008-1 US$7,890,000 Class E Deferred Interest Notes	USD	04-11-2048
Class F Series 2008-1 US$11,836,000 Class F Deferred Interest Notes	USD	04-11-2048
Class G Series 2008-1 US$7,890,000 Class G Deferred Interest Notes	USD	04-11-2048
Class H Series 2008-1 US$15,781,000 Class H Deferred Interest Notes	USD	04-11-2048
Class J Series 2008-1 US$7,891,000 Class J Deferred Interest Notes	USD	04-11-2048
Class K Series 2008-1 US$19,726,000 Class K Deferred Interest Notes	USD	04-11-2048
Class X-B Series 2008-1 US$7,890,447,021 Class X-B Notes	USD	04-11-2048
Class X-C Series 2008-1 US$7,890,447,021 Class X-C Notes	USD	04-11-2048
Class X-W Series 2008-1 US$7,890,447,021 Class X-W Notes	USD	04-11-2048

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	20-12-2020

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

Merit Holdings Ltd.

Class/Coupon	Currency	Maturity
Series 2015-11 Limited Recourse Secured Notes	USD
Series 2016-12 Limited Recourse Secured Notes	USD
Series 2016-19 Limited Recourse Secured Notes	USD
Series 2016-20 Limited Recourse Secured Notes	USD	03-10-2018

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

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	15-11-2017

MIELI London Limited

Class/Coupon	CSX Ticker	Currency	Maturity
4.816 per cent. Secured Bonds due 2027		GBP	12-08-2027

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
Series 2015 Fixed Rate Notes due 2020	EUR	17-07-2020
Series 2016 Fixed Rate Notes due 2022	EUR	14-01-2022
A Series 2017 Fixed Rate Notes due 2021	EUR	11-01-2021
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 €7,500,000 Fixed Rate Notes due 2023	EUR	15-07-2023
B Notes €4,000,000 Fixed Rate Notes due 2023	EUR	15-07-2023
A Notes €3,750,000 Fixed Rate Notes due 2023	EUR	12-12-2023
B Notes €3,528,409 Fixed Rate Notes due 2023	EUR	12-12-2023
€18,750,000 Fixed Rate Notes due 2023	EUR	28-09-2023

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

MORAG FINANCE I S.A R.L.

Class/Coupon	CSX Ticker	Currency	Maturity
£197,406,000 Secured Notes due August 2047		GBP	01-08-2047

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
2014-7 Asset backed notes due 2021	GBP	14-06-2021
2014-8 Asset backed notes due 2021	GBP	14-06-2021
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

Muskoka USD Limited

Class/Coupon	Currency	Maturity
Class B Muskoka Series 2017-1 USD 33,300,000 Class B Guarantee Linked Notes due 2022	USD	26-07-2022
Class C Muskoka Series 2017-1 USD 52,200,000 Class C Guarantee Linked Notes due 2022	USD	26-07-2022
Class D Muskoka Series 2017-1 USD 145,350,000 Class D Guarantee Linked Notes due 2022	USD	26-07-2022
Class B Muskoka Series 2017-2 USD 21,800,000 Class B Guarantee Linked Notes due 2023	USD	20-09-2023
Class C Muskoka Series 2017-2 USD 31,500,000 Class C Guarantee Linked Notes due 2023	USD	20-09-2023
Class D Muskoka Series 2017-2 USD 82,100,000 Class D Guarantee Linked Notes due 2023	USD	20-09-2023

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

Natixis Structured Issuance SA

Class/Coupon	CSX Ticker	Currency	Maturity
Series No. 217, Tranche No. 1 Participation Notes linked to NEXXUS1 Customized China A Shares Tradable Index		USD	17-09-2018

NatWest Markets Secured Funding Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 131,000,000 Series 2018-2 Notes due 2020		EUR	03-12-2020

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 305 EUR 60,000,000 Limited Recourse Secured Fixed Rate Credit Linked Notes due 2017	EUR	19-07-2017
Series 306 EUR 60,000,000 Limited Recourse Secured Fixed Rate Credit Linked Notes due 2017	EUR	15-07-2017
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
Series 830 JPY51,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	17-04-2019
Series 831 JPY42,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	28-08-2019

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

NewDay Partnership Secondary Funding Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
Senior Variable Funding Notes		GBP	15-09-2023

NewDay Secondary Funding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Senior Variable Funding Notes		GBP	15-07-2023

NewDay UPL Transferor Limited

Class/Coupon	CSX Ticker	Currency	Maturity
£60,000,000 in aggregate committed amount of senior variable funding notes		GBP

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	Currency	Maturity
A2 GBP250,000,000 Variable Funding Floating Rate Loan Notes due 2028	GBP	20-12-2028
A3 GBP400,000,000 Variable Funding Floating Rate Loan Notes due 2028	GBP	20-12-2028
A4 GBP250,000,000 Variable Funding Floating Rate Loan Notes due 2028	GBP	20-12-2028

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 tp USD 50,000,000 Class A Notes	USD	28-09-2026
B Up tp USD 150,000,000 Class B Notes	USD	28-09-2026
C Up tp USD 4,000,000 Class C Notes	USD	28-09-2026
D Up tp USD 36,000,000 Class D Notes	USD	28-09-2026
E Up tp USD 44,000,000 Class E Notes	USD	28-09-2026
F Up tp USD 16,000,000 Class F Notes	USD	28-09-2026

Oaktree Global Credit Holdings (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 100,000,000 note due 2045		USD	31-12-2045

OBREGON AVIATION DESIGNATED ACTIVITY COMPANY

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

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

Class/Coupon	Currency	Maturity
Class A-1 Notes US$305,000,000 Class A-1 Senior Secured Floating Rate Notes due 2029	USD	15-07-2029
Class A-2 Notes US$20,000,000 Class A-2 Junior Senior Secured Floating Rate Notes due 2029	USD	15-07-2029
Class B-1 Notes US$40,000,000 Class B-1 Senior Secured Floating Rate Notes due 2029	USD	15-07-2029
Class B-2 Notes US$10,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2029	USD	15-07-2029
Class C Notes US$35,000,000 Class C Secured Deferrable Mezzanine Floating Rate Notes due 2029	USD	15-07-2029
Class D Notes US$27,500,000 Class D Secured Deferrable Mezzanine Floating Rate Notes due 2029	USD	15-07-2029
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 203	USD	15-04-2031
Class D Notes U.S.$30,000,000 Class D Secured Deferrable Mezzanine Floating Rate Notes due 203	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

Oilflow SPV 1 DAC

Class/Coupon	CSX Ticker	Currency	Maturity
12 per cent. Secured Amortising Notes due 2022		USD	13-01-2022

Omni Securitisation Company II Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Variable Funding Note due 2019		GBP	07-04-2019

Omni Securitisation Company III Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Variable Funding Note due January 2022		GBP	20-01-2022

Omni Securitisation Company MSW II Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Variable Funding Note due 6 January 2022		GBP	06-01-2022

Omni Securitisation Company MSW Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Variable Funding Note due 2019		GBP	12-05-2019

Omni Securitisation Company P Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Variable Funding Note due 6 March 2022		GBP	06-03-2022

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 1 JPY 38,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2018	JPY	26-09-2018
Series 2 JPY 30,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2018	JPY	27-09-2018
Series 3 JPY 31,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2018	JPY	28-09-2018
Series 10 JPY 20,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2018	JPY	25-10-2018
Series 11 USD200,000,000 CL A Limited Recourse Fixed Rate Leveraged Securities due 2020	USD	24-12-2020
Series 11 USD1,000 CL B Limited Recourse Secured Security due 2020	USD	24-12-2020
Series 20 JPY 38,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	08-02-2019
Series 25 USD120,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	USD	28-02-2019
Series 28 JPY 500,000,000 Limited Recourse Secured Fixed Rate Notes due 2027	JPY	16-02-2027
Series 30 JPY 30,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	15-02-2019
Series 31 JPY 15,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	27-02-2019
Series 34 JPY 38,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	12-06-2019
Series 35 JPY 49,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	22-02-2019
Series 38 USD3,000,000 Limited Recourse Secured Floating Rate Securities due 2026	USD	15-04-2026
Series 40 USD100,000,000 Limited Recourse Secured Fixed Rate Puttable Securities due 2019	USD	20-06-2019
Series 42 USD3,000,000 Limited Recourse Secured Floating Rate Securities due 2027	USD	01-04-2028
Series 44 JPY 20,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	20-09-2019
Series 45 JPY 22,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	24-07-2019
Series 46 JPY 29,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	16-10-2019
Series 47 JPY 33,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	23-10-2019
Series 48 JPY 30,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2019	JPY	18-10-2019
Series 50 JPY30,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2020	JPY	24-01-2020
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 55 JPY 29,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2020	JPY	27-02-2020
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 60 JPY 30,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2020	JPY	21-02-2020
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 65 USD 110,000,000 Limited Recourse Secured Fixed Rate Securities due 2020	USD	27-02-2020
Series 70 JPY 33,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2020	JPY	19-03-2020
Series 75 JPY 24,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2020	JPY	24-04-2020

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

OZLME VI Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€352,687,000 Profit Participating Notes		EUR

Pacific Capital International Limited

Class/Coupon	Currency	Maturity
Series 2018-01 Class P Secured Notes due 2048	USD	26-05-2048
Series 2018-02 Class P Secured Notes due 2038	USD	21-06-2038
Series 2018-03 USD57,000,000 Class P Secured Notes due 2033	USD	26-10-2033

Palladium Securities 1 S.A.

Class/Coupon	CSX Ticker	Currency	Maturity
USD 74,273,000 Series 125 Winton Basket-Linked Notes due 2023		USD	19-12-2023

Peel Chapel No. 1 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
£120,000,000 Senior Floating Rate Loan Notes 2023		GBP	17-10-2023

Peel Chapel No. 2 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
£120,000,000 Senior Floating Rate Loan Notes 2023		GBP	17-10-2023

Peel Chapel No. 3 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
£120,000,000 Senior Floating Rate Loan Notes 2023		GBP	17-10-2023

Petra CRE CDO 2007-1 Ltd.

Class/Coupon	Currency	Maturity
Class A-1 US$400,000,000 Class A-1 Senior Secured Floating Rate Term Notes due 2047	USD	25-02-2047
Class A-2 US$133,750,000 Class A-2 Second Priority Senior Secured Floating Rate Term Notes	USD	25-02-2047
Class B US$76,750,000 Class B Third Priority Floating Rate Term Notes Due 2047	USD	25-02-2047
Class C US$57,500,000 Class C Fourth Priority Floating Rate Deferrable Interest Term	USD	25-02-2047
Class D US$25,500,000 Class D Fifth Priority Floating Rate Deferrable Interest Term Note	USD	25-02-2047
Class E US$22,000,000 Class E Sixth Priority Floating Rate Deferrable Interest Term Note	USD	25-02-2047
Class F US$33,000,000 Class F Seventh Priority Floating Rate Deferrable Interest Term	USD	25-02-2047
Class G US$20,000,000 Class G Eighth Priority Floating Rate Deferrable Interest Term	USD	25-02-2047
Class H US$26,500,000 Class H Ninth Priority Floating Rate Deferrable Interest Term Note	USD	25-02-2047

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

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2015-1 Note		GBP	20-05-2044
Series 2016-1 Note		GBP	20-05-2044

Pine Capital Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 727,000,000 Unsecured Note due 2 March 2080		EUR	02-03-2080

Polis Dania Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 59,205,000 Profit Participating Security 2023		EUR	31-12-2112

Polis Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 22,317,763 Profit Participating Security		EUR	29-05-2112

Portfolio Concentrate Solutions Unlimited Company

Class/Coupon	CSX Ticker	Currency	Maturity
4.67% Unsecured Promissory Note due 15 December 2048		USD	15-12-2048

Providus CLO III Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €415,000,000.00 Profit Participating Note		EUR

Pyxis ABS CDO 2006-1 Ltd. and LLC

Class/Coupon	Currency	Maturity
Class A-1 US$180,000,000 Senior Secured Floating Rate Variable Funding Notes due 2046	USD	10-11-2045
Class A-2 US$113,500,000 Senior Secured Floating Rate Notes due 2046	USD	10-11-2046
Class B US$93,500,000 Secured Floating Rate Notes due 2046	USD	10-11-2046
Class C US$89,000,000 Secured Deferrable Floating Rate Notes due 2046	USD	10-11-2046
Class D US$41,500,000 Mezzanine Secured Deferrable Floating Rate Notes due 2046	USD	10-11-2046
PS 82,500 Preference Shares with a par value of $0.01 per share	USD	10-11-2046
Class X US$61,875,000 Subordinated Notes due 2046	USD	10-11-2046

Quest Software Holdings Limited

Class/Coupon	CSX Ticker	Currency	Maturity
US$417,933,956.31 2018 Notes due May 18, 2025		USD	18-05-2025

Ravelin Aviation Leasing Services 2 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to $500,000,000 Subordinated Profit Participating Securities		USD	21-12-2037

Ravelin Aviation Leasing Services Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to $500,000,000 Subordinated Profit Participating Securities		USD	25-12-2035

Realta Investments Ireland Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$2,000,000,000 Asset-Backed Securities due 2042		USD	01-06-2042

Red 1 Finance CLO 2017-1 Designated Activity Company

Class/Coupon	Currency	Maturity
Class A GBP 696,748,000 Portfolio Credit Linked Notes due 2022	GBP	22-06-2022
Class B GBP 68,758,000 Portfolio Credit Linked Notes due 2022	GBP	20-06-2022
Class C GBP 41,255,000 Portfolio Credit Linked Notes due 2022	GBP	20-06-2022
Class D GBP 22,919,000 Portfolio Credit Linked Notes due 2022	GBP	20-06-2022
Class E GBP 25,210,000 Portfolio Credit Linked Notes due 2022	GBP	20-06-2022
Class F GBP 22,920,000 Portfolio Credit Linked Notes due 2022	GBP	20-06-2022
Class G GBP 38,964,000 Portfolio Credit Linked Notes due 2022	GBP	20-06-2022

Red 2 Finance CLO 2018-1 Designated Activity Company

Class/Coupon	Currency	Maturity
A RED 2 Finance CLO 2018-1 Designated Activity Company GBP 2,283,700,000 Portfolio Credit Linked Notes due 2025	GBP	20-01-2025
B RED 2 Finance CLO 2018-1 Designated Activity Company GBP 104,500,000 Portfolio Credit Linked Notes due 2025	GBP	20-01-2025
C RED 2 Finance CLO 2018-1 Designated Activity Company GBP 118,300,000 Portfolio Credit Linked Notes due 2025	GBP	20-01-2025
D RED 2 Finance CLO 2018-1 Designated Activity Company GBP 55,700,000 Portfolio Credit Linked Notes due 2025	GBP	20-01-2025
E RED 2 Finance CLO 2018-1 Designated Activity Company GBP 75,200,000 Portfolio Credit Linked Notes due 2025	GBP	20-01-2025
F RED 2 Finance CLO 2018-1 Designated Activity Company GBP 64,100,000 Portfolio Credit Linked Notes due 2025	GBP	20-01-2025
G RED 2 Finance CLO 2018-1 Designated Activity Company GBP 83,500,000 Portfolio Credit Linked Notes due 2025	GBP	20-01-2025

Reditus 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

Regatta II Funding L.P. and Regatta II Funding LLC

Class/Coupon	Currency	Maturity
Class A-1-R2 Notes U.S.$261,000,000 Class A-1-R2 Floating Rate Notes	USD	15-01-2029
Class A-2-R2 Notes U.S.$46,700,000 Class A-2-R2 Floating Rate Notes	USD	15-01-2029
Class B-R2 Notes U.S.$28,000,000 Class B-R2 Deferrable Floating Rate Notes	USD	15-01-2029
Class C-R2 Notes U.S.$20,000,000 Class C-R2 Deferrable Floating Rate Notes	USD	15-01-2029
Class D-R2 Notes U.S.$17,500,000 Class D-R2 Deferrable Floating Rate Notes	USD	15-01-2029

Renew Project Finance CLO 2017-1 DAC

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 172,004,000 Class E Credit Linked Notes due 2045		EUR	21-09-2045
EUR 120,404,000 Class F Credit Linked Notes due 2045		EUR	21-09-2045

Repack Bond Collateral Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,550,000,000 Variable Interest Notes due 2024		USD	01-04-2024

RFC CDO 2006-1, Ltd

Class/Coupon	Currency	Maturity
Class A-1 US$375,000,000 Secured Notes due 2046	USD	25-03-2046
Class A-2 US$33,000,000 Floating Rate Secured Notes Due March 2046	USD	25-03-2046
Class B US$34,500,000 Floating Rate Secured Notes Due March 2046	USD	25-03-2046
Class C US$15,000,000 Floating Rate Secured Deferrable Interest Notes Due March 2046	USD	25-03-2046
Class D US$13,500,000 Floating Rate Secured Deferrable Interest Notes Due March 2046	USD	25-03-2046
Class E US$9,000,000 Floating Rate Secured Deferrable Interest Notes Due March 2046	USD	25-03-2046
Class F US$10,500,000 Floating Rate Secured Deferrable Interest Notes Due March 2046	USD	25-03-2046
Class G US$13,500,000 Floating Rate Secured Deferrable Interest Notes Due March 2046	USD	25-03-2046
Class H US$4,500,000 Floating Rate Secured Deferrable Interest Notes Due March 2046	USD	25-03-2046

RFC CDO 2007-1, Ltd

Class/Coupon	Currency	Maturity
Class A-1 US$450,000,000 Class A-1 Floating Rate Secured Notes Due 2052	USD	07-04-2052
Class A-2 US$125,000,000 Class A-2 Floating Rate Secured Notes Due 2052	USD	07-04-2052
Class B US$86,500,000 Class B Second Priority Floating Rate Term Notes Due 2052	USD	07-04-2052
Class C US$48,000,000 Class C Third Priority Floating Rate Capitalized Interest Term	USD	07-04-2052
Class D US$19,000,000 Class D Fourth Priority Floating Rate Capitalized Interest Term	USD	07-04-2052
Class E US$ 15,000,000 Class E Fifth Priority Floating Rate Capitalized Interest Term	USD	07-04-2052
Class F US$22,500,000 Class F Sixth Priority Floating Rate Capitalized Interest Term	USD	07-04-2052
Class G US$15,000,000 Class G Seventh Priority Floating Rate Capitalized Interest Term	USD	07-04-2052
Class H US$24,000,000 Class H Eight Priority Floating Rate Capitalized Interest Term	USD	07-04-2052

RIN Ltd. and RIN LLC

Class/Coupon	Currency	Maturity
Class A Senior Secured Floating Rate Notes due 2028	USD	20-10-2028
Class B Senior Secured Floating Rate Notes due 2028	USD	20-10-2028
Class C Senior Secured Deferrable Floating Rate Notes due 2028	USD	20-10-2028

RiverRock Emerald Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 250,000,000 note due 2067		USD	11-08-2067

Rubrika Finance Company Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 14 US$198,000,000 Fixed Rate Notes due 2018		USD	26-09-2018

Sankaty Paringa Holdings I Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD300,000,000 profit participating certificates due 2020		USD

Sankaty Paringa Holdings II Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD$300,000,000 profit participating certificates due 2048		USD	25-04-2048

Sankaty Paringa Holdings III Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
AUD300,000,000 profit participating certificates due 2048		AUD	25-04-2048

SAP Meridian Aviation 25 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to $300,000,000 Unsecured Fixed Rate Notes Due 2039		USD	20-03-2031

Sapphire Aviation Finance I Limited and Sapphire Aviation Finance I (US) LLC

Class/Coupon	Currency	Maturity
Series A US$633,000,000 Series A Fixed Rate Secured Notes Series 2018-1	USD	15-12-2040
Series B US$97,000,000 Series B Fixed Rate Secured Notes Series 2018-1	USD	15-12-2040
Series C US$38,380,000 Series C Fixed Rate Secured Notes Series 2018-1	USD	15-12-2040

SCOF-2 Ltd.

Class/Coupon	Currency	Maturity
Class A-R US$300,000,000 Senior Floating Rate Notes due 2028	USD	15-07-2028
Class B-1-R US$17,500,000 Senior Floating Rate Notes due 2028	USD	15-07-2028
Class B-2-R US$53,500,000 Senior Floating Rate Notes due 2028	USD	15-07-2028
Class C-R US$26,750,000 Deferrable Mezzanine Floating Rate Notes due 2028	USD	15-07-2028
Class D-R US$32,250,000 Deferrable Mezzanine Floating Rate Notes due 2028	USD	15-07-2028
Class E-R US$25,000,000 Deferrable Mezzanine Floating Rate Notes due 2028	USD	15-07-2028

Shackleton 2018-XII CLO, Ltd. and Shackleton 2018-XII CLO, LLC

Class/Coupon	Currency	Maturity
Class A Notes US$320,000,000 Class A Senior Floating Rate Notes due 2031	USD	21-07-2031
Class B Notes US$60,000,000 Class B Senior Floating Rate Notes due 2031	USD	21-07-2031
Class C Notes US$25,500,000 Class C Mezzanine Deferrable Floating Rate Notes due 2031	USD	21-07-2031

SIGNUM FINANCE III PLC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2017-14 USD 31,155,000 Secured Notes Linked to Equity Index Swap due 2020		USD	21-01-2020

SOF EPC UK Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD100,000,000 12.7% Loan Notes due 2023 and an unlimited amount of 12.7% payment in kind notes due 2023		USD	25-04-2023
Up to €100,000,000 11.95% Loan Notes and an unlimited amount of 11.95% payment in kind notes		EUR	08-02-2024

Solstice ABS CBO III, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
24,000 Preference Shares		USD	15-03-2039

Sound Point CLO XXII, Ltd. and Sound Point CLO XXII, LLC

Class/Coupon	Currency	Maturity
Class A Notes US$305,000,000 Class A Senior Secured Floating Rate Notes due 2032	USD	20-01-2032
Class B-1 Notes US$55,000,000 Class B-1 Senior Secured Floating Rate Notes due 2032	USD	20-01-2032
Class B-2 Notes US$20,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2032	USD	20-01-2032
Class C Notes US$27,750,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-01-2032
Class D Notes US$28,750,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-01-2032
Class E Notes US$23,500,000 Class E Junior Secured Deferrable Floating Rate Notes due 2032	USD	20-01-2032
Class Y Notes US$1,875,000 Class Y Notes due 2032	USD	20-01-2032
Class Z Notes US$1,000,000 Class Z Notes due 2032	USD	20-01-2032
Subordinated Notes US$48,800,000 Subordinated Notes due 2032	USD	20-01-2032

Southeastern Concentrated Value Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes due 7 April 2035		EUR	07-04-2035

Space II Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2017-4 Series 2017-4 JPY 30,000,000,000 Secured Notes due 2018		JPY	31-01-2018

SPACE Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 997 JPY500,000,000 Secured JPY/USD FX Linked Notes due September 2035		JPY	20-09-2035

SPRC Master Funding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
€500,000,000 Profit Participating Notes due 2 March 2064		EUR	02-03-2064

Sprite 2017-1 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2017 E US$108,997,775 in aggregate principal amount of E Notes due 2037		USD	15-12-2037

Sprite 2017-1 Limited and Sprite 2017-1 LLC

Class/Coupon	Currency	Maturity
Series 2017 A $457,000,000 4.250% Series 2017 A Fixed Rate Notes	USD	15-12-2037
Series 2017 B $88,000,000 5.750% Series 2017 B Fixed Rate Notes	USD	15-12-2037
Series 2017 C $40,000,000 6.900% Series 2017 C Fixed Rate Notes	USD	15-12-2037

SREO 210 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR51,344,566 profit participating certificates due 2022		EUR	09-09-2022

Stanlow Receivables Funding Limited

Class/Coupon	Currency	Maturity
Up to £350,000,000 Senior Variable Funding Note	GBP	16-05-2021
Up to £65,000,000 Senior Term Notes	GBP	16-05-2021
Up to £85,000,000 Mezzanine Term Notes	GBP	16-05-2021
GBP 50,000,000 Senior Fixed Rate Term Notes	GBP	17-05-2022

START Holding II Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
$99,556,000 aggregate face amount Class E Participating Certificates		USD

START Holding Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
US$100,000,000 aggregate face amount Class E Participating Certificates		USD

START II Ltd and START II USA LLC

Class/Coupon	Currency	Maturity
$382,000,000 Series A Fixed Rate Secured Notes Series 2019-1	USD	15-03-2044
$69,000,000 Series B Fixed Rate Secured Notes Series 2019-1	USD	15-03-2044
$23,000,000 Series C Fixed Rate Secured Notes Series 2019-1	USD	15-03-2044

START Ltd. and START USA LLC

Class/Coupon	Currency	Maturity
US$430,000,000 Series A Fixed Rate Secured Notes Series 2018-1	USD	15-05-2043
US$120,000,000 Series B Fixed Rate Secured Notes Series 2018-1	USD	15-05-2043
US$36,900,000 Series C Fixed Rate Secured Notes Series 2018-1	USD	15-05-2043

STARTS (IRELAND) Public Limited Company

Class/Coupon	Currency	Maturity
Series 2016-2 EUR 10,000,000 Limited Recourse Secured Repack Pass-Through Notes	EUR
Series 2018-14 GBP239,662,000 Annuity Limited Recourse Secured Securities due 2035	GBP	23-01-2035
Series 2019-5 USD 500,000,000 Limited Recourse Profit Participation Securities due 2029	USD	30-04-2029
Series 2019-6 EUR 500,000,000 Limited Recourse Profit Participation Securities due 2029	EUR	30-04-2029
Series 2019-7 GBP 500,000,000 Limited Recourse Profit Participation Securities due 2029	GBP	30-04-2029

Steele Creek CLO 2014-1R, Ltd. and Steele Creek CLO 2014-1R, LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$2,400,000 Class X Senior Secured Floating Rate Notes due 2031	USD	21-04-2031
Class A Notes U.S.$266,700,000 Class A Senior Secured Floating Rate Notes due 2031	USD	21-04-2031
Class B Notes U.S.$50,400,000 Class B Senior Secured Floating Rate Notes due 2031	USD	21-04-2031
Class C Notes U.S.$24,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 203	USD	21-04-2031
Class D Notes U.S.$26,400,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 203	USD	21-04-2031
Class E Notes U.S.$18,900,000 Class E Mezzanine Secured Deferrable Floating Rate Notes due 203	USD	21-04-2031
Subordinated Notes U.S.$47,370,000 Subordinated Notes due 2031	USD	21-04-2031

Steele Creek CLO 2017-1, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Class E US$18,000,000 Class E Mezzanine Secured Deferrable Floating Rate Notes due 2030		USD	15-10-2030
Subordinated Notes US$45,100,000 Subordinated Notes due 2030		USD	15-10-2030

Steele Creek CLO 2017-1, Ltd. and Steele Creek CLO 2017-1, LLC

Class/Coupon	Currency	Maturity
Class A US$288,000,000 Class A Senior Secured Floating Rate Notes due 2030	USD	15-10-2030
Class B US$51,750,000 Class B Senior Secured Floating Rate Notes due 2030	USD	15-10-2030
Class C US$28,125,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	15-10-2030
Class D US$28,125,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	15-10-2030

Steele Creek CLO 2018-2, Ltd and Steele Creek CLO 2018-2, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$256,000,000 Class A Senior Secured Floating Rate Notes due 2031	USD	18-08-2031
Class B Notes U.S.$46,000,000 Class B Senior Secured Floating Rate Notes due 2031	USD	18-08-2031
Class C Notes U.S.$22,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	18-08-2031
Class D Notes U.S.$25,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	18-08-2031
Class E Notes U.S.$19,000,000 Class E Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	18-08-2031
Subordinated Notes U.S.$38,300,000 Subordinated Notes due 2031	USD	18-08-2031

Stelloan Investment Company I DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes		USD

Strata CLO I, Ltd. and Strata CLO I, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S$196,000,000 Class A Senior Secured Floating Rate Notes due 2031	USD	15-01-2031
Class B Notes US$31,000,000 Class B Senior Secured Floating Rate Notes due 2031	USD	15-01-2031
Class C Notes US$31,000,000 Class C Secured Deferrable Floating Rate Notes due 2031	USD	15-01-2031
Class D Notes US$33,000,000 Class D Secured Deferrable Floating Rate Notes due 2031	USD	15-01-2031
Class E Notes US$33,000,000 Class E Secured Deferrable Floating Rate Notes due 2031	USD	15-01-2031

Student Mezzanine Finance

Class/Coupon	CSX Ticker	Currency	Maturity
Mezzanine Secured Notes 7.75 per cent. Mezzanine Secured Notes due 2027		GBP	26-02-2027

Swala (PAEM) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
US$25,000,000 Class A1 Notes due 15 January 2023		USD	15-01-2023

Swancastle Designated Activity Company

Class/Coupon	Currency	Maturity
Up to £1,090,600,000 class A senior second lien mortgage backed notes due 2035	GBP	23-12-2035
£204,500,000 mezzanine second lien mortgage backed notes due 2035	GBP	23-12-2035
£68,100,000 junior second lien mortgage backed notes due 2035	GBP	23-12-2035
£150,000,000 residual second lien mortgage backed residual notes due 2035	GBP	23-12-2035
£19,000,000 NPL Class A second lien mortgage backed notes due 2056	GBP	24-01-2056
£64,500,000 NPL Class B second lien mortgage backed notes due 2056	GBP	24-01-2056

Symphony CLO XX, Ltd and Symphony CLO XX, LLC

Class/Coupon	Currency	Maturity
Class X Notes US$2,250,000 Class X Amortizing Senior Secured Floating Rate Notes due 2032	USD	16-01-2032
Class A-1 Notes US$35,000,000 Class A-1 Senior Secured Floating Rate Notes due 2032	USD	16-01-2032
Class A-2 Notes US$25,000,000 Class A-2 Senior Secured Fixed Rate Notes due 2032	USD	16-01-2032
Class B-1 Notes US$22,000,000 Class B-1 Senior Secured Floating Rate Notes due 2032	USD	16-01-2032
Class B-2 Notes US$20,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2032	USD	16-01-2032
Class C US$20,750,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	16-01-2032
Class D Notes U.S.$24,750,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	16-01-2032
Class E Notes U.S.$20,500,000 Class E Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	16-01-2032
Subordinated Notes U.S.$36,400,000 Subordinated Notes due 2032	USD	16-01-2032

Taiga Special Opportunities DAC

Class/Coupon	Currency	Maturity
Series A Interests Series A Profit Participating Notes due 2067	USD	31-12-2067
Series B Interests Series B Profit Particpating Notes due 2067	USD	31-12-2067
Series E Interests Series E Profit Participating Notes due 2067	USD	31-12-2067
Series C Interests Series C Profit Participating Notes due 2067	USD	31-12-2067

Talmage Structured Real Estate Funding 2006-4, Ltd. & LLC

Class/Coupon	Currency	Maturity
Class A-1 US$265,000,000 Floating Rate Notes due 2047	USD	25-02-2047
Class A-2 US$36,250,000 Floating Rate Notes due 2047	USD	25-02-2047
Class B US$43,750,000 Floating Rate Notes due 2047	USD	25-02-2047
Class C US$26,875,000 Deferrable Interest Floating Rate Notes due 2047	USD	25-02-2047
Class D US$14,375,000 Deferrable Interest Floating Rate Notes due 2047	USD	25-02-2047
Class E US$13,750,000 Deferrable Interest Floating Rate Notes due 2047	USD	25-02-2047
Class F US$13,750,000 Deferrable Interest Floating Rate Notes due 2047	USD	25-02-2047
Class G US$15,000,000 Deferrable Interest Floating Rate Notes due 2047	USD	25-02-2047
Class H US$10,625,000 Deferrable Interest Floating Rate Notes due 2047	USD	25-02-2047

TCW CLO 2019-1 AMR, LTD. and TCW CLO 2019-1 AMR, LLC

Class/Coupon	Currency	Maturity
U.S.$240,000,000 Class A Senior Secured Floating Rate Notes due 2029	USD	15-02-2029
U.S.$18,000,000 Class A-J Senior Secured Floating Rate Notes due 2029	USD	15-02-2029
U.S.$50,000,000 Class B Senior Secured Floating Rate Notes due 2029	USD	15-02-2029
U.S.$22,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2029	USD	15-02-2029
U.S.$21,300,000 Class D Senior Secured Deferrable Floating Rate Notes due 2029	USD	15-02-2029
U.S.$12,000,000 Class E Secured Deferrable Floating Rate Notes due 2029	USD	15-02-2029
U.S.$6,000,000 Class F Secured Deferrable Floating Rate Notes due 2029	USD	15-02-2029
U.S.$30,600,000 Subordinated Notes due 2029	USD	15-02-2029

Thunderbolt Aircraft Lease Securitization Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class E Notes US$66,264,588.61 in aggregate principal amount of E Notes due 2032		USD	17-05-2032

Thunderbolt Aircraft Lease Securitization Limited and US LLC

Class/Coupon	Currency	Maturity
Series 2017 A $253,400,000 4.212% Series 2017 A Fixed Rate Notes due 2032	USD	17-05-2032
Series 2017 B $69,300,000 5.750% Series 2017 B Fixed Rate Notes due 2032	USD	17-05-2032
Series 2017 C $22,000,000 4.500% Series 2017 C Fixed Rate Notes due 2032	USD	15-06-2032

Thunderbolt II Aircraft Lease Limited

Class/Coupon	Currency	Maturity
$375,000,000 4.147% Series A Fixed Rate Notes due 2038	USD	15-09-2038
$75,000,000 5.071% Series B Fixed Rate Notes due 2038	USD	15-09-2038
US$105,406,462.70 in aggregate principal amount E Note due 2038	USD	15-09-2038

Thunderbolt II APS Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class G Aircraft Portfolio Shares 2018 441 Class G Aircraft Portfolio Shares 2018		USD

TICP CLO III-2, LTD. and TICP CLO III-2, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$316,600,000 Class A Senior Secured Floating Rate Notes due 2028	USD	20-04-2028
Class B Notes U.S.$47,700,000 Class B Senior Secured Floating Rate Notes due 2028	USD	20-04-2028
Class C Notes U.S.$24,250,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 202	USD	20-04-2028
Class D Notes U.S.$29,700,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 202	USD	20-04-2028

TICP CLO IX, Ltd. and TICP CLO IX, LLC

Class/Coupon	Currency	Maturity
Class A US$256,000,000 Class A Senior Secured Floating Rate Notes due 2031	USD	20-01-2031
Class B US$42,200,000 Class B Senior Secured Floating Rate Notes due 2031	USD	20-01-2031
Class C US$22,100,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	20-01-2031
Class D US$28,200,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	20-01-2031

TICP CLO VIII, LTD. AND TICP CLO VIII, LLC

Class/Coupon	Currency	Maturity
Class A-1 US$256,000,000 Class A-1 Senior Secured Floating Rate Notes due 2030	USD	14-10-2030
Class A-2 US$40,000,000 Class A-2 Senior Secured Floating Rate Notes due 2030	USD	14-10-2030
Class B US$26,000,000 Class B Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	14-10-2030
Class C US$24,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2030	USD	14-10-2030
Class D US$22,000,000 Class D Junior Secured Deferrable Floating Rate Notes due 2030	USD	14-10-2030

Tortuga Limited

Class/Coupon	CSX Ticker	Currency	Maturity
USD108,000,000 Floating Rate Notes due 2022		USD	12-03-2022

Tosca Debt Capital Fund Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
£300,000,000 Profit Participating Notes due 2027		GBP	04-09-2027

Triple Royalty Sub LLC

Class/Coupon	CSX Ticker	Currency	Maturity
USD250,000,000 initial principal amount of 9% Fixed Rate Term Notes due 2033		USD	15-04-2033

TruPS Financials Note Securitization 2017-1 Ltd and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes due 2038		USD	20-04-2038
Class A-2 Senior Secured Fixed-Floating Rate Notes due 2038		USD	20-04-2038

TruPS Financials Note Securitization 2017-2 Ltd and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes due 2039		USD	20-09-2039
Class A-2 Senior Secured Fixed-Floating Rate Notes due 2039		USD	20-09-2039

TruPS Financials Note Securitization 2018-1 Ltd and LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$360,790,000 Class A-1 Senior Secured Floating Rate Notes due 2039	USD	30-03-2039
Class A-2 Notes U.S.$23,700,000 Class A-2 Senior Secured Fixed-Floating Rate Notes due 2039	USD	30-03-2039
Class B Notes U.S.$12,100,000 Class B Mezzanine Deferrable Fixed-Floating Rate Notes due 2039	USD	30-03-2039

TruPS Financials Note Securitization 2018-2 Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
A-1 US$210,500,000 Senior Secured Floating Rate Notes due 2039		USD	30-09-2039

TruPS Financials Note Securitization 2019-1 Ltd and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$188,300,000 Class A-1 Senior Secured Floating Rate Notes due 2039		USD	02-02-2039
Class A-2 Notes U.S.$24,300,000 Class A-2 Mezzanine Deferrable Floating Rate Notes due 2039		USD	02-02-2039

TSO Holdings (UK) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$1,000,000,000 notes due 31 December 2047		USD	31-12-2047

UK SAIF (INVESTMENT) DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to GBP 1,500,000,000 profit participating notes due 31 December 2047		GBP	31-12-2047

USD IG Infrastructure Debt (Ireland) DAC

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

Venture 35 CLO, Limited and Venture 35 CLO, LLC

Class/Coupon	Currency	Maturity
Class A-L Notes U.S.$50,000,000 Class A-L Senior Secured Floating Rate Notes due 2031	USD	22-10-2031
Class A-S Notes U.S.$255,000,000 Class A-S Senior Secured Step-Up Floating Rate Notes due 2031	USD	22-10-2031
Class A-F Notes U.S.$80,000,000 Class A-F Senior Secured Fixed Rate Notes due 2031	USD	22-10-2031
Class B-L Notes U.S.$36,475,000 Class B-L Senior Secured Floating Rate Notes due 2031	USD	22-10-2031
Class B-F Notes U.S.$30,525,000 Class B-F Senior Secured Fixed Rate Notes due 2031	USD	22-10-2031
Class C Notes U.S.$40,500,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	22-10-2031
Class D Notes U.S.$32,500,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	22-10-2031
Class E Notes U.S.$30,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2031	USD	22-10-2031
Subordinated Notes U.S.$59,500,000 Subordinated Notes due 2031	USD	22-10-2031

Verde CLO, Ltd and Verde CLO, LLC

Class/Coupon	Currency	Maturity
U.S.$320,000,000 Class A Senior Secured Floating Rate Notes Due 2032	USD	15-04-2032
U.S.$54,500,000 Class B Senior Secured Floating Rate Notes Due 2032	USD	15-04-2032
U.S.$22,500,000 Class C Deferrable Mezzanine Secured Floating Rate Notes Due 2032	USD	15-04-2032
U.S.$30,000,000 Class D Deferrable Mezzanine Secured Floating Rate Notes Due 2032	USD	15-04-2032
U.S.$28,000,000 Class E Deferrable Junior Secured Floating Rate Notes Due 2032	USD	15-04-2032
U.S.$46,440,000 Subordinated Notes Due 2032	USD	15-04-2032

Vermeer Funding, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
15,750 Preference Shares		USD	03-06-2039

Vertical ABS CDO 2005-1, Ltd. and Vertical ABS CDO 2005-1 Corp.

Class/Coupon	Currency	Maturity
Class A1 U.S.$277,200,000 Class A-1 Senior Secured Floating Rate Term Notes Due 2045	USD	01-04-2045
Class A2 U.S.$59,800,000 Class A-2 Senior Secured Floating Rate Notes Due 2045	USD	01-04-2045
Class B U.S.$32,600,000 Class B Senior Secured Floating Rate Term Notes Due 2045	USD	01-04-2045
Class C U.S.$11,500,000 Class C Secured Floating Rate Deferrable Interest Term Notes Due	USD	01-04-2045
Class D U.S.$22,100,000 Class D Secured Floating Rate Deferrable Interest Term Notes Due	USD	01-04-2045
U.S.$16,800,000 Subordinated Notes Due 2045	USD	01-04-2045

Vibrant CLO IX, Ltd. and Vibrant CLO IX, LLC.

Class/Coupon	Currency	Maturity
Class X US$1,000,000 Senior Secured Floating Rate Notes due 2031	USD	20-07-2031
Class A-1 US$320,000,000 Senior Secured Floating Rate Notes due 2031	USD	20-07-2031
Class A-2 US$57,500,000 Senior Secured Floating Rate Notes due 2031	USD	20-07-2031
Class B US$27,500,000 Secured Deferrable Floating Rate Notes due 2031	USD	20-07-2031
Class C US$31,000,000 Secured Deferrable Floating Rate Notes due 2031	USD	20-07-2031
Class D US$24,000,000 Secured Deferrable Floating Rate Notes due 2031	USD	20-07-2031
US$49,000,000 Subordinated Notes due 2031	USD	20-07-2031

Violet Protected Asset SPC

Class/Coupon	Currency	Maturity
Series VPA 1 S03 Structured Secured Notes due 2026	USD	20-04-2026
Series VPA 1 S04 Structured Secured Notes due 2026	USD	29-05-2026
Series VPA 10 S01 USD 45,000,000 Asset-Backed Note Due 2048	USD	12-08-2048
Series VPA 10 S02 USD 42,800,000 Asset-Backed Note due 2039	USD	31-01-2039

VOYA CLO 2019-1, LTD. and VOYA CLO 2019-1, LLC

Class/Coupon	Currency	Maturity
Class A Notes US$259,000,000 Class A Floating Rate Notes due 2029	USD	20-04-2029
Class B Notes US$54,000,000 Class B Floating Rate Notes due 2029	USD	20-04-2029
Class C Notes US$21,000,000 Class C Deferrable Floating Rate Notes due 2029	USD	20-04-2029
Class D Notes US$18,000,000 Class D Deferrable Floating Rate Notes due 2029	USD	20-04-2029
Class E Notes US$16,000,000 Class E Deferrable Floating Rate Notes due 2029	USD	20-04-2029
Subordinated Notes US$30,700,000 Subordinated Notes due 2029	USD	20-04-2029

WAVE 2017-1 LLC and WAVE 2017-1 Limited

Class/Coupon	Currency	Maturity
Series A Series A Fixed Rate Secured Notes Series 2017-1	USD	15-11-2042
Series B Series B Fixed Rate Secured Notes Series 2017-1	USD	15-11-2042
Series C Series C Fixed Rate Secured Notes Series 2017-1	USD	15-11-2042

Wave SPC & Wave Series 2007-1 LLC

Class/Coupon	Currency	Maturity
Class A-1 US$1,860,000,000 Class A-1 First Priority Floating Rate Term Notes due May 2051	USD	20-05-2051
Class A-2 US$94,000,000 Class A-2 Second Priority Floating Rate Term Notes due May 2051	USD	20-05-2051
Class B US$26,000,000 Class B Third Priority Floating Rate Term Notes due May 2051	USD	20-05-2051
Class C US$8,000,000 Class C Fourth Priority Floating Rate Deferrable Interest Term Note	USD	20-05-2051
Class D US$12,000,000 Class D Fifth Priority Floating Rate Deferrable Interest Term Note	USD	20-05-2051

Wellfleet CLO 2017-3, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Class D US$18,000,000 Class D Junior Secured Deferrable Floating Rate Notes due 2031		USD	17-01-2031
Subordinated Notes US$41,000,000 Subordinated Notes due 2031		USD	17-01-2031

Wellfleet CLO 2017-3, Ltd. and Wellfleet CLO 2017-3, LLC

Class/Coupon	Currency	Maturity
Class A-1 US$260,000,000 Class A-1 Senior Secured Floating Rate Notes due 2031	USD	17-01-2031
Class A-2 US$44,000,000 Class A-2 Senior Secured Floating Rate Notes due 2031	USD	17-01-2031
Class B US$22,000,000 Class B Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	17-01-2031
Class C US$24,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	17-01-2031

Wellfleet CLO 2018-1, Ltd. and Wellfleet CLO 2018-1, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$260,000,000 Class A Senior Secured Floating Rate Notes due 2031	USD	17-07-2031
Class B Notes U.S.$42,000,000 Class B Senior Secured Floating Rate Notes due 2031	USD	17-07-2031
Class C Notes U.S.$21,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	17-07-2031
Class D Notes U.S.$25,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	17-07-2031
Class E Notes U.S.$20,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2031	USD	17-07-2031
Subordinated Notes U.S.$41,250,000 Subordinated Notes due 2031	USD	17-07-2031

Wentworth Sons Holdings S.C.A. formerly Manolux Investments & Co S.C.A.

Class/Coupon	Currency	Maturity
Recovery Pool Notes 1 GBP 648,270,000 Specified Activity Income-Linked Notes	GBP	31-10-2028
Recovery Pool Notes 2 GBP 143,977,000 Specified Activity Income-Linked Notes	GBP	31-10-2028
Recovery Pool Notes 3 Specified Activity Income-Linked Notes	GBP	31-10-2028

Westmount & Outremont Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
JPY18,000,000, 000 Profit Participating Notes due 2025		JPY	03-07-2025

Whalsay Energy Limited

Class/Coupon	CSX Ticker	Currency	Maturity
USD 25,000,000 12% notes		USD	30-06-2021

WLR Cardinal Mezzanine Finance Company Limited

Class/Coupon	CSX Ticker	Currency	Maturity
€500,000,000 Profit Participating Securities due 2035		EUR	20-04-2035

Woodmont 2018-4 Trust

Class/Coupon	Currency	Maturity
Class A-1 Senior Secured Floating Rate Notes due 2030	USD	20-04-2030
Class A-2 Senior Secured Floating Rate Notes due 2030	USD	20-04-2030
Class B Senior Secured Floating Rate Notes due 2030	USD	20-04-2030
Class C Secured Deferrable Floating Rate Notes due 2030	USD	20-04-2030
Class D Secured Deferrable Floating Rate Notes due 2030	USD	20-04-2030

Woodmont 2018-5 Trust

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$220,750,000 Class A-1 Senior Secured Floating Rate Notes due 2030	USD	25-07-2030
Class A-2 Notes U.S.$21,250,000 Class A-2 Senior Secured Floating Rate Notes due 2030	USD	25-07-2030
Class B Notes U.S.$34,000,000 Class B Senior Secured Floating Rate Notes due 2030	USD	25-07-2030
Class C Notes U.S.$30,000,000 Class C Secured Deferrable Floating Rate Notes due 2030	USD	25-07-2030
Class D Notes U.S.$26,000,000 Class D Secured Deferrable Floating Rate Notes due 2030	USD	25-07-2030

XMMT Financing Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 250,000,000 Unsecured Note due 10 July 2070		EUR	10-07-2070

XXIII Capital Limited

Class/Coupon	Currency	Maturity
Class B Tranche 29 Class B Tranche 29 US$4,010,200 secured subordinated loan notes due 2022	USD	03-05-2022
Class B Tranche 31 Class B Tranche 31 €39,235,900 secured subordinated loan notes due 2019	EUR	01-07-2019
Class B Tranche 32 Class B Tranche 32 US$3,060,000 secured subordinated loan notes due 2022	USD	03-05-2022
Class B Tranche 33 Class B Tranche 33 US$10,228,200 secured subordinated loan notes due 2018	USD	01-11-2018
Class B Tranche 34 Class B Tranche 34 US$3,543,900 secured subordinated loan notes due 2019	USD	01-02-2019
Class B Tranche 37 Class B Tranche 37 - €4,248,800 secured subordinated loan notes due 2023	EUR	02-04-2023
Class B Tranche 35 Class B Tranche 35 - €10,626,300 secured subordinated loan notes due 2023	EUR	02-03-2023
Class B Tranche 38 Class B Tranche 38 - US$4,084,200 secured subordinated loan notes due 2019	USD	02-01-2019
Class B Tranche 39 Class B Tranche 39 - €15,617,200 secured subordinated loan notes due 2018	EUR	14-12-2018
Class B Tranche 40 Class B Tranche 40 - €27,420,600 secured subordinated loan notes due 2018	EUR	14-12-2018
Class B Tranche 36 Class B Tranche 36 - Up to US$22,000,000 secured subordinated loan notes due 2021	USD	28-09-2021
Class B Tranche 41 Class B Tranche 41 - €24,550,000 secured subordinated loan notes due 2018	EUR	14-12-2018
Class B Tranche 42 Class B Tranche 42 - £2,468,000 secured subordinated loan notes due 2021	GBP	28-09-2018
Class B Tranche 43 Class B Tranche 43 - €3,284,300 secured subordinated loan notes due 2018	EUR	14-12-2018
Class B Tranche 45 Class B Tranche 45 - US$132,994,800 secured subordinated loan notes due 2023	USD	26-11-2023
Class B Tranche 46 Class B Tranche 46 - €2,354,000 secured subordinated loan notes due 2020	EUR	03-01-2020
Class B Tranche 47 Class B Tranche 47 - US$6,479,400 secured subordinated loan notes due 2023	USD	22-12-2023
Class B Tranche 48 Class B Tranche 48 - £57,688,800 secured subordinated loan notes due 2021	GBP	13-07-2021
Class B Tranche 44 Class B Tranche 44 - €17,863,000 secured subordinated loan note due 2021	EUR	03-08-2021
Class B Tranche 49 Class B Tranche 49 - US$ 6,137,700 secured subordinated loan notes due 2019	USD	01-10-2019

ZAIS CLO 3, Limited and ZAIS CLO 3, 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 2031	USD	06-07-2031
Class A-2-R Notes U.S.$65,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2031	USD	06-07-2031
Class B-R Notes U.S.$30,000,000 Class B-R Senior Secured Deferrable Floating Rate Notes due 2031	USD	06-07-2031
Class C-R Notes U.S.$30,000,000 Class C-R Senior Secured Deferrable Floating Rate Notes due 2031	USD	06-07-2031

AltLending (Ireland) Designated Activity Company

Description	Currency	Listed	Expires
Profit Participating Notes	GBP	07-08-2014	06-08-2019

Apis Capital II plc

Description	Currency	Listed	Expires
EUR5,000,000,000 Secured Note Programme	EUR	14-10-2016	13-10-2021

German Listed Bonds Plc

Description	Currency	Listed	Expires
Up to EUR 150,000,000 (or the equivalent in other currencies) Secured Medium Term Note Programme	EUR	12-04-2019	11-04-2024

Goncius I Limited and Goncius II Limited

Description	Currency	Listed	Expires
Structured Issuance Programme	USD	28-10-2016	27-10-2021

Hale Kai Limited

Description	Currency	Listed	Expires
SPC Multi-Issuer Structured Issuance Programme	JPY	29-02-2016	28-02-2021

HCG Finance DAC

Description	Currency	Listed	Expires
US$200,000,000 Secured Medium Term Note Program	USD	21-12-2017	21-12-2022

Kai Limited

Description	Currency	Listed	Expires
SPC Multi-Issuer Structured Issuance Programme	JPY	04-09-2015	03-09-2020

Lexington Finance Designated Activity Company

Description	Currency	Listed	Expires
Up to unlimited amount - Various Profit Participating Notes	EUR	07-03-2018	07-03-2023

Loko Kai Limited

Description	Currency	Listed	Expires
Up to JPY 5,000,000,000,000 (or the equivalent in other currencies) Structured Issuance Programme		10-06-2016	09-06-2021

MARC Finance Ltd and VENUS Finance Limited

Description	Currency	Listed	Expires
Euro 50,000,000,000 Structured Note Programme	EUR	16-01-2015	15-01-2020

Neon Capital Limited

Description	Currency	Listed	Expires
US$50,000,000,000 Limited Recourse Secured Debt Issuance Programme	USD	10-07-2018	09-07-2023

Oxygen Capital Limited

Description	Currency	Listed	Expires
Limited Recourse Secured Debt Issuance Programme	USD	21-09-2017	20-09-2022

Violet Protected Asset SPC

Description	Currency	Listed	Expires
Asset Backed Securities Issuance Programme	USD	21-06-2016	20-06-2021

XXIII Capital Limited

Description	Currency	Listed	Expires
Specialist Debt Programme - Multicurrency Class A and Class B Notes	GBP	06-07-2016	29-10-2023