Specialist Debt Securities

Specialist Debts
Programmes

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 VI CLO Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €330,000,000 Profit Participating Notes		EUR

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

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

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

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

AltLending (Ireland) Designated Activity Company

Class/Coupon	Currency	Maturity
Series 1 Profit Participating Notes due 2054	GBP	29-05-2054
Series 2 Profit Participating Notes due 2054	EUR	27-05-2054
Series 4 Profit Participating Notes due 2054	PLN	27-05-2054
Series 5 Profit Participating Notes due 2054	SEK	29-05-2054

AMAC CDO FUNDING I

Class/Coupon	Currency	Maturity
Class A-1 US$254,000,000 Floating Rate due 2050	USD	23-11-2050
Class A-2 US$50,000,000 Floating Rate Notes due 2050	USD	23-11-2050
Class B US$20,000,000 Floating Rate Notes Due 2050	USD	23-11-2050
Class C US$15,000,000 Deferrable Interest Floating Rate Notes due 2050	USD	23-11-2050
Class D-1 US$12,000,000 Deferrable Interest Floating Rate Notes due 2050	USD	23-11-2050
Class D-2 US$5,000,000 Deferrable Interest Fixed Rate Notes due 2050	USD	23-11-2050
Class E US$6,000,000 Deferrable Interest Floating Rate Notes due 2050	USD	23-11-2050

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

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

Aquarius + Investments plc

Class/Coupon	CSX Ticker	Currency	Maturity
LPN Series 2014-3 Tranche Number: One Loan Participation Notes due 2017		EUR	08-08-2017

Aquarius Investments Luxembourg S.A. - SUSPENDED

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2012-1 US$150,000,000 3 year Loan Participation Notes due 2015		USD	27-06-2015

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 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

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

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

Axonic Funding (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$1,000,000,000 Profit Participating Notes due 31 December 2066		USD	31-12-2066

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 (BSD) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$200,000,000 Asset-Backed Security due 2045		USD	10-08-2045

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

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 III Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 50,000,000 subordinated notes due 2031		EUR	01-06-2031

BNY Mellon Investment Management (Europe) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
GBP2,230,030,000 Senior Secured Fixed Rate Notes due 2018		GBP	25-02-2018

BroadRiver II (Ireland) Designated Activity Company

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

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

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 High Yield Partners VII Ltd. and Inc.

Class/Coupon	CSX Ticker	Currency	Maturity
Class N-2 US$5,000,000 Combination Securities due 2019		USD	30-09-2019

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

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

Cedarwoods CRE CDO II, Ltd.

Class/Coupon	Currency	Maturity
Class A-1 US$390,000,000 Class A-1 Floating Rate Notes due 2052	USD	25-02-2052
Class A-2 US$78,000,000 Class A-2 Floating Rate Notes due 2052	USD	25-02-2052
Class A-3 US$28,500,000 Class A-3 Floating Rate Notes due 2052	USD	25-02-2052
Class B US$29,250,000 Class B Floating Rate Notes due 2052	USD	25-02-2052
Class C US$20,250,000 Class C Deferrable Floating Rate Notes due 2052	USD	25-02-2052
Combination Notes US$11,000,000 Combination Notes due 2052	USD	25-02-2052
Class D US$19,500,000 Class D Deferrable Floating Rate Notes due 2052	USD	25-02-2052
Class E US$6,000,000 Class E Deferrable Floating Rate Notes due 2052	USD	25-02-2052
Class F US$10,500,000 Class F Deferrable Floating Rate Notes due 2052	USD	25-02-2052
Income Notes US$18,000,000 Income Notes due 2052	USD	25-02-2052

Cedarwoods CRE CDO, Ltd.

Class/Coupon	Currency	Maturity
Class A-1 US$246,000,000 Floating Rate Notes due July 2051	USD	25-07-2051
Class A-2 US$46,000,000 Floating Rate Notes due July 2051	USD	25-07-2051
Class A-3 US$35,000,000 Floating Rate Notes due July 2051	USD	25-07-2051
Class B US$23,000,000 Floating Rate Notes due July 2051	USD	25-07-2051
Class C US$14,500,000 Deferrable Floating Rate Notes due July 2051	USD	25-07-2051
Class D US$13,000,000 Deferrable Floating Rate Notes due July 2051	USD	25-07-2051
Class E US$4,500,000 Deferrable Floating Rate Notes due July 2051	USD	25-07-2051
Class F US$5,500,000 Deferrable Floating Rate Notes due July, 2051	USD	25-07-2051
Income Notes US$12,500,000 Income Notes due July 2051	USD	25-07-2051

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

CLSec Parent 12W DAC

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

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

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

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

Dalafinanz S.A.

Class/Coupon	CSX Ticker	Currency	Maturity
40,000,000 Bonds with a nominal value of EUR1,000 due 20 November 2016		EUR	20-11-2016

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 (GB00B56H1S45) 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

Dorset Rise Limited

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

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

Duga Spencer DAC

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

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 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 293 Notes Series 293 - USD19,375,000 Asset Performance Linked Notes		USD	31-03-2018

ELM B.V.

Class/Coupon	CSX Ticker	Currency	Maturity
Series 188 USD 20,000,000 Secured Tranched Portfolio Credit-Linked Notes due 2018		USD	31-10-2018
Series 210 Aries 3 USD 140,000,000 Secured Tranched Portfolio Credit-Linked Notes due 2022		USD	22-12-2022

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

ENBD Asset Finance Company No. 1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 3 USD 155,000,000 Notes due March 2024		USD	15-03-2024
Series 4 USD 11,000,000 Notes due March 2017		USD	15-03-2017

Euro IG Infrastructure Debt (Ireland) DAC

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

Euro-Galaxy VI CLO Designated Activity Company

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

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

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

GAFS-NIIC Designated Activity Company

Class/Coupon	Currency	Maturity
Class A Notes due 2029	USD	19-11-2029
Class B Notes due 2029	USD	19-11-2029
Class C Notes due 2029	USD	19-11-2029
Class D Notes due 2029	USD	19-11-2029
Class R-1 Notes due 2029	USD	19-11-2029
Class R-2 Notes due 2029	USD	19-11-2029

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

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

Gleneagles CLO, Ltd. / Gleneagles CLO Corp.

Class/Coupon	Currency	Maturity
Class 1 US$5,000,000 Class 1 Extendable Combination Securities Due 2017	USD	01-11-2017
Class A-1 US$620,000,000 Class A-1 Floating Rate Senior Secured Extendable Notes Due 2017	USD	01-11-2017
Class A-2 US$28,000,000 Class A-2 Floating Rate Senior Secured Extendable Notes Due 2017	USD	01-11-2017
Class B US$60,500,000 Class B Floating Rate Senior Secured Extendable Notes Due 2017	USD	01-11-2017
Class C US$51,000,000 Class C Floating Rate Senior Secured Deferrable Interest Notes	USD	01-11-2017
Class D US$49,500,000 Class D Floating Rate Senior Secured Deferrable Interest Notes	USD	01-11-2017
91,000 Preference Shares	USD	01-11-2017

GRx-B Limited

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

HGTL Securitisation Company Limited

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

Holne Investments PLC

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

Hull Realty Limited

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

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

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

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

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 2015-9 Floating Rate Credit Linked Secured Notes due 2025		USD	06-10-2025
Series 2015-10 Floating Rate Credit Linked Secured Notes due 2025		USD	06-10-2025
Series 2015-12 Floating Rate Credit Linked Secured Notes due 2025	UV3349254	USD	21-10-2025
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

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

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

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 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 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

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 2015-3 USD75,225,000 Credit-Linked Notes due 2023	USD	30-09-2023
Series 2017-1 US$400,000,000 Credit-Linked Notes due 2024	USD

MARC Finance Ltd and VENUS Finance Limited

Class/Coupon	Currency	Maturity
Series No: M587 Tranche No 1 JPY5,000,000,000 Repackaged notes due 2018	JPY	26-01-2018
Series No: M617 Tranche No. 1 JPY1,000,000,000 Repackaged Notes due 2017	JPY	29-09-2017
Series No: M626 Tranche No. 1 JPY300,000,000 Repackaged Notes due 2018	JPY	06-04-2018
Series No: M627 Tranche No. 1 JPY2,200,000,000 Repackaged Notes due 2017	JPY	29-09-2017
Series No: M629 Tranche No. 1 JPY5,000,000,000 Repackaged Notes due 2021	JPY	20-01-2021
Series No: M642 Tranche No. 1 Repackaged Notes due 2017	JPY	29-09-2017
Series No: M666 Tranche No. 1 Repackaged Notes due 2018	JPY	06-04-2018
Series No: M675 Tranche No. 1 Repackaged Notes due 2021	JPY	20-01-2021
Series No: M685 Tranche No. 1 Repackaged Notes due 2018	JPY	26-01-2018
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: M766 Tranche No. 1 Repackaged Notes due 2018	JPY	26-01-2018
Series No: M789 Tranche No. 1 Repackaged Notes due 2017	JPY	29-09-2017
Series No: M791 Tranche No. 1 Repackaged Notes due 2025	JPY	21-03-2025
Series No: M792 Tranche No. 1 Repackaged Notes due 2017	JPY	29-09-2017
Series No: M800 Tranche No. 1 Repackaged Notes due 2018	JPY	26-01-2018

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

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	CSX Ticker	Currency	Maturity
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

Merit Holdings Ltd.

Class/Coupon	CSX Ticker	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

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

Mesa West Capital CDO, Ltd & LLC

Class/Coupon	Currency	Maturity
Class A-1 US$330,000,000 Class A-1 Senior Secured Floating Rate Term Notes due 2047	USD	25-02-2047
Class A-2 US$91,500,000 Class A-2 Second Priority Senior Secured Floating Rate Term Notes	USD	25-02-2047
Class B US$34,500,000 Class B Third Priority Floating Rate Term Notes due 2047	USD	25-02-2047
Class C US$24,000,000 Class C Fourth Priority Floating Rate Deferrable Interest Term	USD	25-02-2047
Class D US$11,250,000 Class D Fifth Priority Floating Rate Deferrable Interest Term	USD	25-02-2047
Class E US$13,500,000 Class E Sixth Priority Floating Rate Deferrable Interest Term	USD	25-02-2047
Class F US$12,750,000 Class F Seventh Priority Floating Rate Deferrable Interest Term	USD	25-02-2047
Class G US$13,500,000 Class G Eighth Priority Floating Rate Deferrable Interest Term	USD	25-02-2047
Class H US$10,500,000 Class H Ninth Priority Floating Rate Deferrable Interest Term	USD	25-02-2047

MIELI London Limited

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

MML Finance Company Ireland I Designated Activity Company

Class/Coupon	Currency	Maturity
£8,000,000 Fixed Rate Notes due 31 January 2020	GBP	31-01-2020
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

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 Limited

Class/Coupon	Currency	Maturity
Class A Asset backed notes due 2038	USD	13-01-2038
Class A Series 2014-1 asset backed notes due 2018	USD	20-09-2018
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

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

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

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

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

Nixes Six plc

Class/Coupon	Currency	Maturity
A2 GBP250,000,000 Variable Funding Floating Rate Loan Notes due 2026	GBP	20-12-2026
A3 GBP400,000,000 Variable Funding Floating Rate Loan Notes due 2026	GBP	20-12-2026
A4 GBP250,000,000 Variable Funding Floating Rate Loan Notes due 2026	GBP	20-12-2026

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

Oak Hill European Credit Partners V Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Euro PPN €375,000,000 Profit Participating Notes		EUR
US Dollar PPN US$375,000,000 Profit Participating Notes		USD
Sterling PPN £375,000,000 Profit Participating Notes		GBP

Oaktree Global Credit Holdings (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 100,000,000 note due 2045		USD	08-12-2045

Oceanwood Investments Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
asset backed securities due 2019		USD	20-05-2019

Oceanwood Investments II Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD $2,000,000,000 asset backed securities due 2019		USD	16-11-2019

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

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

Oxygen Capital Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 JPY 38,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2018		JPY	26-09-2018

OZLME II Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €400,000,000 Profit Participating Notes		EUR

OZLME III Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €202,181,818.18 Profit Participating Notes		EUR

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	Currency	Maturity
£120,000,000 Senior Floating Rate Loan Notes 2023	GBP	17-10-2023
Up to GBP 120,000,000 Senior Payment in Kind Floating Rate Loan Notes 2023	GBP	17-10-2023
£31,000,000 Junior Floating Rate Loan Notes 2023	GBP	17-10-2023
Up to GBP 31,000,000 Junior Floating Rate Payment in Kind Notes 2023	GBP	17-10-2023

Peel Chapel No. 2 Limited

Class/Coupon	Currency	Maturity
£120,000,000 Senior Floating Rate Loan Notes 2023	GBP	17-10-2023
Up to GBP 120,000,000 Senior Payment in Kind Floating Rate Loan Notes 2023	GBP	17-10-2023
£31,000,000 Junior Floating Rate Loan Notes 2023	GBP	17-10-2023
Up to GBP 31,000,000 Junior Floating Rate Payment in Kind Notes 2023	GBP	17-10-2023

Peel Chapel No. 3 Limited

Class/Coupon	Currency	Maturity
£120,000,000 Senior Floating Rate Loan Notes 2023	GBP	17-10-2023
Up to GBP 120,000,000 Senior Payment in Kind Floating Rate Loan Notes 2023	GBP	17-10-2023
£31,000,000 Junior Floating Rate Loan Notes 2023	GBP	17-10-2023
Up to GBP 31,000,000 Junior Floating Rate Payment in Kind 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

Polis Dania Limited

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

Polis Finance Limited

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

PPN Trust 2007-1

Class/Coupon	CSX Ticker	Currency	Maturity
$9,400,000 PPN Trust 2007-1 Certificates		USD	30-07-2017

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

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

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

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

Sapphire Valley CDO I, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Sub Notes US$45,500,000 Subordinated Notes due 2022		USD	14-12-2022

Solstice ABS CBO III, Ltd.

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

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 1 JPY10,000,000,000 Secured Floating Rate Notes due 2034		JPY	23-09-2034
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

STARTS (IRELAND) Public Limited Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2016-2 EUR 10,000,000 Limited Recourse Secured Repack Pass-Through Notes		EUR
Series 2016-2 Tranche 2 EUR 2,500,000 Limited Recourse Secured Repack Pass-Through Notes due 2018		EUR	22-05-2018

Stelloan Investment Company I DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes		USD

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

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

Talmage Structured Real Estate Funding 2006-3, Ltd & LLC

Class/Coupon	Currency	Maturity
Class A-1 US$181,455,000 Floating Rate Notes Due 2046	USD	25-09-2046
Class A-2 US$ 22,800,000 Floating Rate Notes Due 2046	USD	25-09-2046
Class B US$ 42,052,000 Floating Rate Notes Due 2046	USD	25-09-2046
Class C US$ 42,053,000 Deferrable Interest Floating Rate Notes Due 2046	USD	25-09-2046
Class D US$ 24,029,000 Deferrable Interest Floating Rate Notes Due 2046	USD	25-09-2046
Class E US$ 28,036,000 Deferrable Interest Floating Rate Notes Due 2046	USD	25-09-2046

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/Crescent Mezzanine Partners IV/IVB (Ireland) Limited

Class/Coupon	Currency	Maturity
Series 1A AUD$2,613,931 Series 1A - Participating Term Certificates	AUD	30-03-2057
Series 1B AUD$1,919,550 Series 1B - Participating Term Certificates	AUD	30-03-2057
Series 1C AUD$503,720 Series 1C - Participating Term Certificates	AUD	30-03-2057
Series 2A AUD$7,560,473 Series 2A - Participating Term Certificates	AUD	30-03-2057
Series 2B AUD$5,552,063 Series 2B - Participating Term Certificates	AUD	30-03-2057
Series 2C AUD$1,456,948 Series 2C - Participating Term Certificates	AUD	30-03-2057

Terra I CLO, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Class E Notes EUR61,125,000 Class E Notes due 2017		EUR	12-09-2017
Class F Notes EUR117,000,000 Class F Notes due 2017		EUR	12-09-2017

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

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

Universal Prudential Arizona Reinsurance Company

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 US$499,750,000 Class A-1 Floating Rate Senior Surplus Notes due 2052		USD	14-12-2052
Class A-3 US$250,000,000 Class A-3 Fixed Rate Senior Surplus notes due December 14, 2052		USD	14-12-2052

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

Violet Protected Asset SPC

Class/Coupon	CSX Ticker	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

Vy Capital Ireland Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD 24,500,000 Unsecured Profit Participating Note due July 2064		USD	29-07-2064

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

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 143,977,596 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

WLR Cardinal Mezzanine Finance Company Limited

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

XXIII Capital A Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$75,000,000 Multicurrency Secured Subordinated Loan Notes		USD	26-01-2020

XXIII Capital Financing 1 PLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Secured Fixed Rate Notes US$64,200,000 Class A Secured Fixed Rate Notes Due June 2021		USD	28-06-2021
Class B Secured Deferrable Fixed Rate Junior Notes US$8,793,000 Class B Secured Deferrable Fixed Rate Junior Notes Due June 2021		USD	28-06-2021

XXIII Capital Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Tranche 12 Class B Tranche 12 - US$21,279,700 secured subordinated loan note due 2020		USD	22-12-2020

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

ENBD Asset Finance Company No. 1 Designated Activity Company

Description	Currency	Listed	Expires
Secured Note Programme persuant to the Issuer may issue Notes	USD	04-10-2012	03-10-2017

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

Kai Limited

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

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

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	06-07-2021