Specialist Debt Securities

Specialist Debts
Programmes

37 Capital CLO 4, Ltd. and 37 Capital CLO 4, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$231,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034		USD	15-01-2034

450 Leasing MSN 328 Designated Activity Company

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

AAASET 2021-2 Trust

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

AASET 2018-2 Trust

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

AASET 2018-3 Note Issuer Designated Activity Company

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

AASET 2019-1 E Holding Limited

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

AASET 2019-1 Trust

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

AASET 2019-2 Trust

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

AASET 2020-1 E Holding Limited

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

AASET 2020-1 Trust

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

AASET 2021-1 International Ltd.

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

AASET 2021-1 Trust

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

AASET 2024-1 International Ltd.

Class/Coupon	Currency	Maturity
Series A Notes US$428,051,000 Series A Fixed Rate Secured Notes due 2049	USD	16-05-2049
E Certificate US$250,413,384.52 E Certificate due 2049	USD	16-05-2049
Series A-2 Notes US$321,195,000 Series A-2 Fixed Rate Secured Notes due 2049	USD	16-05-2049
E Certificate US$374,367,797 E Certificate due 2049	USD	16-05-2049

AASET 2024-1 Trust

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$428,051,000 Class A-1 Fixed Rate Secured Notes Series 2024-1 due 2049		USD	16-05-2049
Class A-2 Notes US$321,195,000 Class A-2 Fixed Rate Secured Notes Series 2024-1 due 2049		USD	16-05-2049

AASET2022-1 Limited and AASET2022-1 LLC

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

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

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

ACM A4 P2 DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Up to USD 1,000,000,000 Class A Note		USD	23-02-2073
Class B Up to USD 1,000,000,000 Class B Note		USD	23-02-2073

ACM A4 P3 DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Up to USD 1,000,000,000 Class A Notes		USD	26-02-2074
Class B Up to USD 1,000,000,000 Class B Notes		USD	26-02-2074

ACM AIF Co-Investment DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 1,000,000,000 Class A Note		USD	13-10-2073

ACM AIF Evergreen P2 DAC

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

ACM AIF Evergreen P3 DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Up to USD 1,000,000,000 Class A Note		USD	23-02-2073

ACM AIF Evergreen P4 DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 1,000,000,000 Class A Note		USD	31-05-2074

ACM ASOF IX Holdco DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Note Up to USD 2,000,000,000 Class A Note		USD	14-06-2074

ACM ASOF VIII HOLDCO DAC

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

ACM UK HPA DAC

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

ACS Aero 2 Irish Holdings Designated Activity Company

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

Adare Finance Designated Activity Company

Class/Coupon	Currency	Maturity
Note 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 9 EUR 30,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 11 GBP 200,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 12 GBP 10,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 14 GBP 360,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 15 EUR 80,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 18 EUR 75,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 23 EUR 100,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 24 EUR 40,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 27 EUR 30,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 28 EUR 80,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 29 GBP 220,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 30 GBP 100,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 32 EUR 250,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 33 EUR 100,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 34 GBP 250,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 36 GBP 200,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 37 GBP 2,000,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 38 GBP 2,000,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 39 CHF 100,000,000 unsecured note due 2 March 2080	CHF	02-03-2080
Note 40 GBP 100,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 41 USD 200,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 43 USD 200,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 44 USD 400,031,897.64 unsecured note due 2 March 2080	USD	02-03-2080
Note 45 GBP 200,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 47 EUR 20,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 48 USD 10,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 49 GBP 400,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 50 GBP 80,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 51 EUR 2,000,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 52 USD 10,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 53 USD 10,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 54 GBP 50,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 55 GBP 10,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Co USD 250,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 56 GBP 60,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
DK Credit USD 2,500,000,000 unsecured note due 2 March 2080	USD	02-03-2080
DK Opp Credit USD 2,500,000,000 unsecured note due 2 March 2080	USD	02-03-2080
DKIF USD 1,000,000,000 unsecured note due 2 March 2080	USD	02-03-2080
DKLDO V USD 1,000,000,000 unsecured note due 2 March 2080	USD	02-03-2080

Aeon CRE UK 1 Designated Activity Company

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

Aggregated Micro Power Infrastructure 2 plc

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

AGL CLO 23 Ltd. and AGL CLO 23 LLC

Class/Coupon	Currency	Maturity
Class A US$246,000,000 Class A Senior Secured Floating Rate Notes due 2036	USD	20-01-2036
Class B U.S.$54,000,000 Class B Senior Secured Floating Rate Notes due 2036	USD	20-01-2036
Class D US$25,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2036	USD	20-01-2036

AGL CLO 24 Ltd. and AGL CLO 24 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$248,000,000 Class A-1 Senior Secured Floating Rate Notes due 2036		USD	25-07-2036
Class B Notes US$43,200,000 Class B Senior Secured Floating Rate Notes due 2036		USD	25-07-2036

AGL CLO 28 Ltd. and AGL CLO 28 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Notes U.S. $44,000,000 Class B Senior Secured Floating Rate Notes due 2037		USD	21-01-2037
Class E Notes U.S.$14,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2037		USD	21-01-2037

AGL CLO 29 Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Class E Notes U.S.$14,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2037		USD	21-04-2037

AGL CLO 9 Ltd. and AGL CLO 9 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$434,000,000 Class A-R Senior Secured Floating Rate Notes due 2037		USD	20-04-2037
Class B-R Notes U.S.$64,750,000 Class B-R Senior Secured Floating Rate Notes due 2037		USD	20-04-2037

Aircraft Lease Securitisation Limited

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

Ajna Aircraft Fund I DAC

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

Alinea CLO, Ltd and Alinea CLO, LLC

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

Alpinum Securitisation Company I Limited

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

Altitude II Aircraft Four Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$92,000,000 promissory notes issued pursuant to a facility agreement dated 22 December 2023		USD	21-02-2034

Altitude II FinCo Limited

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,175,000,000 Profit Participating Securities due 2032		USD	02-11-2032

AMF Ireland Finance 1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 $100,000,000 Profit Participating Notes due 2122		USD	20-06-2122
Series 2 $247,000,000 Series 2 CDS Repackage Notes due 2031		USD	25-12-2031

AMF Ireland Finance 2 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 $100,000,000 Profit Participating Notes due 2123		USD	18-03-2123
Series 2 $100,000,000 Profit Participating Notes due 2123		USD	15-04-2123

Anchorage Capital CLO 11, Ltd. and Anchorage Capital CLO 11, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R2 Notes US$250,000,000 Class A-R2 Senior Secured Floating Rate Notes due 2037		USD	22-07-2037
Class B-R2 Notes US$51,000,000 Class B-R2 Senior Secured Floating Rate Notes due 2037		USD	22-07-2037

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

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

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

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

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

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

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

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

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

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

Anchorage Capital CLO 26, Ltd. and Anchorage Capital CLO 26, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes US$180,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034	USD	19-07-2034
Class A-2 Notes US$6,000,000 Class A-2 Senior Secured Floating Rate Notes due 2034	USD	19-07-2034
Class B Notes US$35,250,000 Class B Senior Secured Floating Rate Notes due 2034	USD	19-07-2034

Anchorage Capital CLO 28, Ltd. and Anchorage Capital CLO 28, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes US$256,000,000 Class A Senior Secured Floating Rate Notes due 2037		USD	20-04-2037

Anchorage Capital CLO 6, Ltd. and Anchorage Capital CLO 6, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R3 Notes U.S.$256,000,000 Class A-R3 Senior Secured Floating Rate Notes due 2034		USD	22-04-2034

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

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

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

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

Antares CLO 2019-1, Ltd. and Antares CLO 2019-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes Up to U.S.$310,000,000 Class A-R Senior Secured Floating Rate Notes due 2036		USD	20-01-2036

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

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes U.S.$261,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2036		USD	23-01-2036

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

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

AO Funding Ltd

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

AP Revolver Fund II Designated Activity Company

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

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

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

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

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

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

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

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

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

Apex Credit CLO 2021-2 Ltd. and LLC

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

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

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

Apex Credit CLO 2024-I Ltd. and Apex Credit CLO 2024-I LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$195,000,000 Class A-1 Senior Secured Floating Rate Notes due 2036		USD	20-04-2036

Apidos CLO XLIV Ltd and Apidos CLO XLIV LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2035		USD	26-04-2035

Apidos CLO XLVII Ltd and Apidos CLO XLVII LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$320,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2037		USD	26-04-2037

Apidos CLO XXX and Apidos CLO XXX LLC

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

Apidos CLO XXXII and Apidos CLO XXXII LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B-2 Notes U.S.$10,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2033		USD	20-01-2033
Subordinated Notes U.S.$34,500,000 Subordinated Notes due 2033		USD	20-01-2033

APL Finance 2023-1 Designated Activity Company and APL Finance 2023-1 LLC

Class/Coupon	Currency	Maturity
Class A $238,200,000 Class A Fixed Rate Secured Notes Series 2023-1	USD	21-07-2031
Class B $53,320,000 Class B Fixed Rate Secured Notes Series 2023-1	USD	21-07-2031
Class C $21,920,000 Class C Fixed Rate Secured Notes Series 2023-1	USD	21-07-2031
Class D $10,870,000 Class D Fixed Rate Secured Notes Series 2023-1	USD	21-07-2031
Class R Certificates US$30,831,549.89 Class R Certificates	USD	21-07-2031

Archerfish Aviation Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$620,000,000 Promissory Note due 2030		USD	20-12-2030

Arena Investors EF Designated Activity Company

Class/Coupon	Currency	Maturity
Series 1 Series 1 €1,000,000,000 Profit Participating Notes due 31 March 2070	EUR	31-03-2070
Series 3 Series 3 GBP1,000,000,000 Profit Participating Notes due 8 July 2071	GBP	08-07-2071
Series 4 €250,000 Profit Participating Notes due 27 July 2073	EUR	27-07-2073
Series 5 Series 5 €1,000,000,000 Profit Participating Notes due 25 November 2071	EUR	25-11-2071
Series 6 Series 6 €1,000,000,000 Profit Participating Notes due 13 February 2072	EUR	13-02-2072
Series 7 Series 7 €1,000,000,000 Profit Participating Notes due 27 October 2071	EUR	27-10-2071
Series 8 Series 8 £1,000,000,000 Profit Participating Notes due 27 February 2072	GBP	27-02-2072
Series 9 Series 9 €1,000,000,000 Profit Participating Notes due 6 February 2072	EUR	06-02-2072
Series 10 Series 10 £1,000,000,000 Profit Participating Notes due 1 June 2072	GBP	01-06-2072
Series 11 Series 11 €1,000,000,000 Profit Participating Notes due 20 May 2072	EUR	20-05-2072
Series 13 Series 13 £1,000,000,000 Profit Participating Notes due 10 February 2073	GBP	10-02-2073
Series 14 Series 14 €1,000,000,000 Profit Participating Notes due 27 March 2073	EUR	27-03-2073
Series 15 Series 15 €1,000,000,000 Profit Participating Notes due 13 April 2073	EUR	13-04-2073
Series 16 Series 16 €1,000,000,000 Profit Participating Notes due 12 May 2073	EUR	12-05-2073
Series 17 Series 17 €1,000,000,000 Profit Participating Notes due 10 August 2073	EUR	10-08-2073
Series 18 Series 18 €1,000,000,000 Profit Participating Notes due 17 October 2073	EUR	17-10-2073
Series 19 Series 19 €1,000,000,000 Profit Participating Notes due 12 October 2073	EUR	12-10-2073
Series 21 Series 21 €1,000,000,000 Profit Participating Notes due 24 April 2074	EUR	24-04-2074
Series 20 Series 20 €1,000,000,000 Profit Participating Notes due 21 December 2073	EUR	21-12-2073

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

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

Ares LV CLO Ltd. and Ares LV CLO LLC

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

Ares LVII CLO Ltd. and Ares LVII CLO LLC

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

Ares LXI CLO Ltd. and Ares LXI CLO LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B-R Notes U.S.$49,600,000 Class B-R Senior Floating Rate Notes due 2037		USD	20-04-2037

ARES XLIV CLO LTD.

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

AS Air Lease 113 (Ireland) Limited

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

AS Air Lease Holdings 2T DAC

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

AS Air Lease Holdings 3T Designated Activity Company

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

AS Air Lease Holdings 4T DAC

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

AS Air Lease Holdings 7T DAC

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

AS Air Lease Holdings 9T DAC

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

AS Air Lease III (Ireland) DAC

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

Ascent Finance Limited

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

ASG Cloudberry I Designated Activity Company

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

Asset Repackaging Trust Six B.V.

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

Athena4 Aviation Leasing Limited

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

Atlantic Park Strategic Capital Designated Activity Company

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

Atlantic Park Strategic Capital II Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
GBP 700,000,000 Unsecured Note due 31 December 2033		GBP	31-12-2033
EUR 500,000,000 Unsecured Note due 31 December 2033		EUR	31-12-2033

Atlas Energy Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD $2,000,000,000 Profit Participating Notes due 2054		USD	17-05-2054

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

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

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

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

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

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$210,000,000 Class A-1 Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class A-2 Notes U.S.$7,000,000 Class A-2 Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class B Notes U.S.$49,000,000 Class B Senior Secured Floating Rate Notes due 2035	USD	20-07-2035

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

Class/Coupon	CSX Ticker	Currency	Maturity
Class A1 Notes U.S.$240,000,000 Class A1 Senior Secured Floating Rate Notes due 2037		USD	20-07-2037
Class B Notes U.S.$44,000,000 Class B Senior Secured Floating Rate Notes due 2037		USD	20-07-2037

Audax SD IRL DAC

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

Audax SLF V IRL DAC

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Bain Capital Credit CLO 2024-1, Limited and Bain Capital Credit CLO 2024-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$320,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037		USD	16-04-2037

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

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

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

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

Balboa Bay Loan Funding 2024-1 Ltd and Balboa Bay Loan Funding 2024-1 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$244,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037		USD	20-07-2037

Ballyrock CLO 14 Ltd. and Ballyrock CLO 14 LLC

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

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

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

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

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

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

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

Bardot CLO, LTD. and Bardot CLO, LLC

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Barrow Hanley CLO I, Ltd. and Barrow Hanley CLO I, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$231,000,000 Class A-1 Senior Secured Floating Rate Notes due 2035		USD	20-04-2035
Class B Notes U.S.$37,500,000 Class B Senior Secured Floating Rate Notes due 2035		USD	20-04-2035

Barrow Hanley CLO II, Ltd. and Barrow Hanley CLO II, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2035	USD	20-10-2035
Class A-2 Notes U.S.$16,000,000 Class A-2 Senior Secured Floating Rate Notes Due 2035	USD	20-10-2035
Class B Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2035	USD	20-10-2035

Barrow Hanley CLO III, Ltd. and Barrow Hanley CLO III, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2037		USD	20-04-2037
Class B Notes U.S.$48,000,000 Class B Senior Secured Floating Rate Notes Due 2037		USD	20-04-2037

Battalion CLO XV Ltd. and Battalion CLO XV LLC

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

BBAM Freighter B Leane Aircraft Finance DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$625,000,000 Unsecured Fixed Rate Notes Due 2043		USD	29-09-2043

BCC DSS 2017 (Ireland) Investments Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 €1,000,000,000 Profit Participating Certificates due 2045		EUR	08-05-2045
Series 2 €64,000,000 fixed rate notes due 2026		EUR	01-01-2026

BCC Launchpad Ireland Holdings Designated Activity Company

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

BCC Middle Market CLO 2018-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1R Notes US$290,000,000 Class A-1R Senior Secured Floating Rate Notes due 2036		USD	20-04-2036

BCC Middle Market CLO 2019-1, Ltd.

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

BCC Middle Market CLO 2023-2, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$244,375,000 Class A-1 Senior Secured Floating Rate Notes due 2035		USD	21-10-2035

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 3 EUR 30,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 4 EUR 1,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 5 EUR 22,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 6 USD 5,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 7 EUR 30,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 8 EUR 30,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 12 EUR 100,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 9 EUR 7,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 10 EUR 350,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 14 GBP 10,000,000 unsecured note due 2 March 2080	GBP	02-03-2080
Note 16 EUR 65,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 17 EUR 10,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 18 EUR 50,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 19 EUR 10,037,440.87 unsecured note due 2 March 2080	EUR	02-03-2080
Note 13 EUR 10,000,000 unsecured note due 2 March 2080	EUR	02-03-2080
Note 11 EUR 250,000,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
Co Note USD 250,000,000 unsecured note due 2 March 2080 (Co)	USD	02-03-2080
DK Credit Note USD 2,500,000,000 unsecured note due 2 March 2080 (DK Credit)	USD	02-03-2080
DK Opp Credit Note USD 2,500,000,000 unsecured note due 2 March 2080 (DK Opp Credit)	USD	02-03-2080
Note 20 EUR 20,000,000 unsecured note due 2 March 2080	EUR	02-03-2080

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

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R4 Notes U.S.$320,000,000 Class A-R4 Senior Secured Floating Rate Notes due 2034		USD	20-04-2034

Benefit Street Partners CLO XVIII, Ltd. and LLC

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

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

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

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

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

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

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

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

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

Birch Grove CLO 7 Ltd. and Birch Grove CLO 7 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$285,000,000 Class A-1 Senior Secured Floating Rate Notes due 2036		USD	20-10-2036

Birch Grove CLO Ltd. and Birch Grove CLO LLC

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

Black Forest Funding (Ireland) Designated Activity Company

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

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

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

Blackbird Capital II Aircraft Lease Limited and LLC

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

BLK GCO (Investment) DAC

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

BLK GCO Canada (Investment) DAC

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

BlueMountain CLO XXIV Ltd. and BlueMountain CLO XXIV LLC

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

BlueMountain CLO XXX Ltd. and BlueMountain CLO XXX LLC

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

BlueMountain CLO XXXIII Ltd and BlueMountain CLO XXXIII LLC

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

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

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

BroadRiver II (Ireland) Designated Activity Company

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

BroadRiver III (Ireland) Designated Activity Company

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

BroadRiver IV (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 US$1,000,000,000 Profit Participating Notes due 31 December 2072		USD	31-12-2072
Series 2 US$1,000,000,000 Profit Participating Notes due 31 December 2072		USD	31-12-2072

Bryant Park Funding 2024-22 Ltd. and Bryant Park Funding 2024-22 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$252,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037		USD	15-04-2037

Bryant Park Funding Designated Activity Company

Class/Coupon	Currency	Maturity
US$20,000,000 Profit Participating Notes due 2027	USD	14-10-2027
US$15,892,961 Profit Participating Notes due 2027	USD	19-12-2027
US$20,000,000 Profit Participating Notes due 2027	USD	01-08-2027
US$20,000,000 Profit Participating Notes due 2042	USD	09-11-2042
US$15,000,000 Profit Participating Notes due 2043	USD	11-01-2043
US$40,850,000 Profit Participating Notes due 2041	USD	22-09-2041
US$87,000,000 Profit Participating Notes due 2052	USD	22-12-2052

BSSF II Origination Designated Activity Company

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

Burlington Loan Management Designated Activity Company

Class/Coupon	Currency	Maturity
DK AERV Note USD 10,000,000,000 Unsecured Note due 1 November 2060 (the DK AERV Note)	USD	01-11-2060
DK Credit Note USD 10,000,000,000 Unsecured Note due 1 November 2060 (the DK Credit Note)	USD	01-11-2060
DK OppCredit Note USD 10,000,000,000 Unsecured Note due 1 November 2060 (the DK OppCredit Note)	USD	01-11-2060

Cabot Square European Senior Loan Fund Designated Activity Company

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

Canyon Capital Investment Elphin Designated Activity Company

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

Canyon Capital Investment Grange Designated Activity Company

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

Canyon Global Capital Designated Activity Company

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

Capital Four US CLO II Ltd. and Capital Four US CLO II LLC

Class/Coupon	Currency	Maturity
Class A-R Notes U.S.$256,000,000 Class A-R Senior Secured Floating Rate Notes due 2037	USD	20-01-2037
Class D-R Notes U.S.$24,000,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	20-01-2037
Class E-R Notes U.S.$13,200,000 Class E-R Junior Secured Deferrable Floating Rate Notes due 2037	USD	20-01-2037

Captree Park CLO, Ltd. and Captree Park CLO, LLC

Class/Coupon	Currency	Maturity
Class A-2 Notes U.S.$46,750,000 Class A-2 Senior Secured Floating Rate Notes due 2037	USD	20-07-2037
Class C Notes U.S.$51,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	20-07-2037
Class D Notes U.S.$51,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	20-07-2037

Caravela SME No 3 Limited

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

Caravela SME No. 4 Limited

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Class/Coupon	Currency	Maturity
Class X Notes U.S.$3,200,000 Class X Senior Secured Floating Rate Notes due 2032	USD	20-07-2032
Class C-R Notes U.S.$30,500,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-07-2032
Class D-R Notes U.S.$30,300,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	20-07-2032
Class A-1-RR Notes U.S.$310,000,000 Class A-1-RR Senior Secured Floating Rate Notes due 2032	USD	20-07-2032
Class A-1-JRR Notes U.S.$11,000,000 Class A-1-JRR Senior Secured Floating Rate Notes due 2032	USD	20-07-2032
Class A-2-RR Notes U.S.$53,400,000 Class A-2-RR Senior Secured Floating Rate Notes due 2032	USD	20-07-2032
Class B-RR Notes U.S.$24,650,000 Class B-RR Senior Secured Deferrable Floating Rate Notes due 2032	USD	20-07-2032

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

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

Carlyle US CLO 2017-3, Ltd.

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

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

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

Carlyle US CLO 2017-4 Income Note, Ltd.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Carlyle US CLO 2020-1, Ltd.

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

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

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

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

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

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

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

Castlelake Aircraft Securitization Trust 2016-1

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

Castlelake Aircraft Structured Trust 2017-1R

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

Castlelake Aircraft Structured Trust 2018-1

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

Castlelake Aircraft Structured Trust 2019-1

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

Castlelake Aircraft Structured Trust 2021-1

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

Castlelake Aviation Finance Designated Activity Company

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

Castlelake Aviation One Designated Activity Company and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,815,000,000 in aggregate principal amount of promissory notes due October 2027		USD	15-10-2027

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

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

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

Class/Coupon	Currency	Maturity
Class F Notes U.S.$6,000,000 Class F Secured Deferrable Floating Rate Notes Due 2032	USD	15-01-2032
Class A-R Notes U.S.$232,794,447 Class A-R Senior Secured Floating Rate Notes due 2032	USD	15-01-2032
Class B-R Notes U.S.$47,000,000 Class B-R Senior Secured Floating Rate Notes due 2032	USD	15-01-2032

Cathedral Lake VIII, Ltd. and Cathedral Lake VIII LLC

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

CBAM 2018-8, Ltd and CBAM 2018-8, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1R Notes U.S.$310,000,000 Class A-1R Floating Rate Notes due 2037		USD	15-07-2037

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

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

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

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

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

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

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

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

Churchill Middle Market CLO III LLC

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

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

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$153,000,000 Class A-R Senior Secured Floating Rate Notes due 2036		USD	23-04-2036

Churchill NCDLC CLO-III, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$175,500,000 Class A Senior Secured Floating Rate Notes due 2036		USD	20-04-2036

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

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

CIFC Funding 2017-V, Ltd. and CIFC Funding 2017-V LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$288,000,000 Class A-R Senior Secured Floating Rate Notes due 2037		USD	12-07-2037

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

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

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

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

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	15-06-2043

CLAS 2019-1 Limited

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

Clover CLO 2018-1, LLC and Clover CLO 2018-1 Income Note, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes US$46,150,000 Subordinated Notes due 2032		USD	20-04-2032

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

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

CLOVER CLO 2019-2, LLC

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

CLOVER CLO 2020-1, LLC

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

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 14S DAC

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

CLSec Holdings 16S DAC

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

CLSec Holdings 18S DAC

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

CLSec Holdings 20 DAC

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

CLSec Holdings 4 Limited

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

CLSec Parent 12W DAC

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

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

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

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

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

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

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

Columbia Cent CLO 32 Limited & Columbia Cent CLO 32 Corp

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

Columbia Cent CLO 33 Limited and Columbia Cent CLO 33 Corp.

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Floating Rate Notes due 2037		USD	20-04-2037
Class B Notes U.S.$48,000,000 Class B Senior Floating Rate Notes due 2037		USD	20-04-2037

Coney Investments Holdings Designated Activity Company

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

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

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

Corsair Finance Jersey (International) Limited

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

Corvus Acquisitions Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Note 1 EUR 800,000,000 Unsecured Note due 16 December 2047		USD	16-12-2047
Note 2 EUR 400,000,000 Unsecured Note due 16 December 2047		USD	16-12-2047

CQS US CLO 2023-3, Ltd. and CQS US CLO 2023-3, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes Due 2037	USD	25-01-2037
Class A-J Notes U.S.$16,000,000 Class A-J Senior Secured Floating Rate Notes Due 2037	USD	25-01-2037
Class B Notes U.S.$48,000,000 Class B Senior Secured Floating Rate Notes Due 2037	USD	25-01-2037
Class C Notes U.S.$24,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes Due 2037	USD	25-01-2037
Class D Notes U.S.$23,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes Due 2037	USD	25-01-2037
Class E Notes U.S.$13,000,000 Class E Junior Secured Deferrable Floating Rate Notes Due 2037	USD	25-01-2037
Subordinated Notes U.S.$40,600,000 Subordinated Notes Due 2037	USD	25-01-2037

Crayhill Aurora Capital Ireland DAC

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

Crestline Portfolio Financing Fund (IRL), DAC

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

Cross Ocean Aviation (INTL) Holdings Designated Activity Company

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

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

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

Crown Point CLO 11 Ltd and Crown Point CLO 11 LLC

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

CWCapital COBALT II, Ltd & CWCapital COBALT II, LLC

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

CWCapital COBALT Vr Ltd & CWCapital COBALT Vr Corp

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

Dahlia 2 Finance Designated Activity Company

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

DCAL Aviation Finance Limited & DCAL Aviation Finance USA LLC

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

DCM US Multi-Family Homes PLC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2022-DCM3 Notes Up to US$100,000,000 8.75% Fixed Rate Notes due 2026		USD	06-05-2026
Series 2022-DCM4 Notes Up to US$100,000,000 Secured Floating Rate Notes due 2025		USD	21-11-2025

Delos Aircraft Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$600,000,000 Promissory Note due 2027		USD	31-10-2027

Deutsche Bank AG

Class/Coupon	Currency	Maturity
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
Up to USD 50,000,000 Helium Index-Linked Notes, due 2025	USD	29-08-2025
Credit Linked to "DARTS 2015-1" Replenishable Loan Portfolio Floating Rate Notes Due 2029	EUR	05-07-2029
Credit Linked to "CRAFT 2017-1" Replenishable Loan Portfolio Floating Rate Notes Due 2026	USD	20-10-2026

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

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

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

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

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

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

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

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

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

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

Duke Aviation 1 Designated Activity Company

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

Earls Eight Limited

Class/Coupon	Currency	Maturity
Series 824 JPY1,000,000,000 Secured Instruments due 2028	JPY	13-09-2028
Series 825 JPY1,000,000,000 Secured Instruments due 2028	JPY	13-09-2028
Series 826 JPY 220,000,000 Secured Instruments due 2031	JPY	03-06-2031
Series 827 JPY 1,280,000,000 Secured Instruments due 2034	JPY	08-06-2034
Series 828 JPY 2,000,000,000 Secured Instruments due 2028	JPY	13-09-2028
Series 829 Tranche Number One JPY 1,500,000,000 Secured Instruments due 2028	JPY	17-03-2028
Series 830 Tranche Number One JPY 1,000,000,000 Secured Credit Linked Instruments due 2030	JPY	03-04-2030
Series 833 JPY 1,000,000,000 Secured Credit Linked Instruments due 2031	JPY	20-06-2031
Series 832 JPY 2,000,000,000 Secured Instruments due 2034	JPY	08-06-2034
Series 838 JPY 2,500,000,000 Secured Instruments due 2032	JPY	19-05-2032
Series 840 JPY 500,000,000 Secured Instruments due 2033	JPY	16-11-2033
Series 847 JPY 2,000,000,000 Secured Credit Linked Instruments due 2033	JPY	15-08-2033
Series 848 NZD 10,000,000 Secured Instruments due 2033	USD	16-08-2033
Series 849 Tranche Number One JPY 1,000,000,000 Secured Instruments due 2033	JPY	08-11-2033

EAVF II Designated Activity Company

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

EAVF II Holdings Designated Activity Company

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

EAVF II ICAV Holdings Designated Activity Company

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

EAVF Offshore Holdings Designated Activity Company

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

Elevation CLO 2021-12, Ltd. and Elevation CLO 2021-12, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes U.S.$240,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2037		USD	20-04-2037
Class B-R Notes U.S.$56,000,000 Class B-R Senior Secured Floating Rate Notes due 2037		USD	20-04-2037

Elevation CLO 2023-17, Ltd. and Elevation CLO 2023-17, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$210,000,000 Class A-1 Senior Secured Floating Rate Notes due 2036		USD	20-10-2036

Elm (MidCap) 2020-3 Designated Activity Company

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

Elm (MidCap) 2020-4 Designated Activity Company

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

Elmwood CLO 15 Ltd and Elmwood CLO 15 LLC

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

Elmwood CLO 25 Ltd. and Elmwood CLO 25 LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$310,000,000 Class A-1 Floating Rate Notes due 2037	USD	17-04-2037
Class A-2 Notes U.S.$10,000,000 Class A-2 Floating Rate Notes due 2037	USD	17-04-2037
Class B Notes U.S.$60,000,000 Class B Floating Rate Notes due 2037	USD	17-04-2037
Class C Notes U.S.$30,000,000 Class C Deferrable Floating Rate Notes due 2037	USD	17-04-2037
Class D Notes U.S.$30,000,000 Class D Deferrable Floating Rate Notes due 2037	USD	17-04-2037
Class E Notes U.S.$20,000,000 Class E Deferrable Floating Rate Notes due 2037	USD	17-04-2037
Class F Notes U.S.$5,000,000 Class F Deferrable Floating Rate Notes due 2037	USD	17-04-2037
Subordinated Notes U.S.$40,000,000 Subordinated Notes due 2037	USD	17-04-2037

Elmwood CLO 29 Ltd. and Elmwood CLO 29 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1R Notes U.S.$310,000,000 Class A-1R Floating Rate Notes due 2037		USD	20-04-2037
Class B-R Notes U.S.$62,500,000 Class B-R Floating Rate Notes due 2037		USD	20-04-2037

Elmwood CLO I Ltd. and Elmwood CLO I LLC

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

Elmwood CLO II Ltd. and Elmwood CLO II LLC

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

Elmwood CLO VIII Ltd. and Elmwood CLO VIII LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$672,000,000 Class A-R Floating Rate Notes due 2037		USD	20-04-2037
Class B-R Notes U.S.$126,000,000 Class B-R Floating Rate Notes due 2037		USD	20-04-2037

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

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$310,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034		USD	20-10-2034
Class B Notes U.S.$50,000,000 Class B Senior Secured Floating Rate Notes 2034		USD	20-10-2034

Ephesus Funding DAC

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

Equifinance Capital 1 Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Floating Rate Notes Up to £50,500,000 Class B Floating Rate Notes Due 2026		GBP	20-09-2026

Ertow Holdings III Designated Activity Company

Class/Coupon	Currency	Maturity
Co Note USD 1,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
DK Credit Note USD 10,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
DK OppCredit Note USD 10,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
DKIF Note USD 10,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080

Euro IG Infrastructure Debt (Ireland) DAC

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

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

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

Falcon 2019-1 Limited

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

Financial Credit Investment II Limited

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

Financial Credit Investment III Designated Activity Company

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

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

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

Fitzroy 2018-1 CLO Designated Activity Company

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

Flatiron CLO 20 Ltd. and Flatiron CLO 20 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes US$38,475,000 Subordinated Notes due 2033		USD	20-11-2033

FLF I AB Subsidiary Finance Designated Activity Company

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

FLF I DB Subsidiary Finance Designated Activity Company

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

FLF II AB Subsidiary Finance Designated Activity Company

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

FLF II MA-CRPTF Subsidiary Designated Activity Company

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

FLF II Subsidiary Finance Designated Activity Company

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

FLF III AB Subsidiary Finance Designated Activity Company

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

FLF III Subsidiary Finance Designated Activity Company

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

FLF III-IV MA-CRPTF Subsidiary Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$1,000,000,000 Profit Participating Notes due 2031		USD	31-12-2031

FLF III-IV MA-CRPTF Subsidiary Finance Designated Activity Company

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

FLF IV Subsidiary Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD$1,000,000,000 Profit Participating Notes due 2074		USD	13-05-2074

Flight Lease Capital Management International Designated Activity Company

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

Fly Willow Aircraft Holdings DAC

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

FODIATORFUNDING DAC

Class/Coupon	CSX Ticker	Currency	Maturity
US$950,000,000 Promissory Note due 2027		USD	29-03-2027

Foresail Aviation Holdco Limited

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

Fort Pitt Ireland Designated Activity Company

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

Fortress Lending Fund Company Designated Activity Company

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

Fortress Lending Fund II Company Designated Activity Company

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

Fortress Lending Fund II Subsidiary Designated Activity Company

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

Fortress Lending Fund III Company Designated Activity Company

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

Fortress Lending Fund III Subsidiary Designated Activity Company

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

Fortress Lending Fund IV Company Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$2,000,000,000 Profit Participating Notes due 2033		USD	31-12-2033

Fortress Lending Fund IV Subsidiary Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$2,000,000,000 Profit Participating Notes due 2033		USD	31-12-2033

Fortress Lending Fund Subsidiary Designated Activity Company

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

Foxglove Funding DAC

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

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

Class/Coupon	CSX Ticker	Currency	Maturity
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 E US$24,750,000 Deferrable Junior Floating Rate Notes due 2031	USD	22-11-2031
Class F US$7,450,000 Deferrable Junior Floating Rate Notes due 2031	USD	22-11-2031
Class A US$32,750,000 Class A Subordinated Notes due 2031	USD	22-11-2031

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

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

Gallatin CLO X 2023-1, Ltd. and Gallatin CLO X 2023-1, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes due 2035	USD	14-10-2035
Class A-J Notes U.S.$8,000,000 Class A-J Senior Secured Floating Rate Notes due 2035	USD	14-10-2035
Class B Notes U.S.$56,000,000 Class B Senior Secured Floating Rate Notes due 2035	USD	14-10-2035

GCO Lux (Investment) Designated Activity Company

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

GCO Lux (Origination) Designated Activity Company

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

GCO Lux Feeder A DAC

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

GCO Multi-Feeder (Investment) DAC

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

Generate CLO 14 Ltd. and Generate CLO 14 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$248,000,000 Class A Floating Rate Notes due 2037		USD	22-04-2037

Generate CLO 8 Ltd. and Generate CLO 8 LLC

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

GGAM Finance Ltd.

Class/Coupon	Currency	Maturity
$400,000,000 7.750% Senior Notes due 2026	USD	15-05-2026
$600,000,000 8.000% Senior Notes due 2028	USD	15-06-2028
$700,000,000 8.000% Senior Notes due 2027	USD	15-02-2027
$400,000,000 6.875% Senior Notes due 2029	USD	15-04-2029

Gilead Aviation Designated Activity Company

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

Glacier Acquisitions Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR 300,000,000 Unsecured Note due 2 March 2080		EUR	02-03-2080

Glencar European Investments Platform Designated Activity Company

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

Glencar Investments 28 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £53,466,000 plus €59,941,215 promissory note issued pursuant to a subordinated loan agreement dated 15 January 2021		EUR	19-11-2024

Glencar Investments 29 Designated Activity Company

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

Glencar Investments 32 Designated Activity Company

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

Glencar Investments 35 Designated Activity Company

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

Glencar Investments 36 Designated Activity Company

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

Glencar Investments II Designated Activity Company

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

Glencar Investments IV Designated Activity Company

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

Glencar Investments V Designated Activity Company

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

Glencar Investments VI Designated Activity Company

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

Glencar Investments VII Designated Activity Company

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

Glencar Investments XII Designated Activity Company

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

Glencar Investments XIX Designated Activity Company

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

Glencar Investments 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 XX Designated Activity Company

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

Glencar Investments XXII Designated Activity Company

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

Glencar Investments XXVII Designated Activity Company

Class/Coupon	Currency	Maturity
A1 Cleared Notes Up to £148,000,000 A1 Cleared Notes due in the Payment Date falling in August 2024	GBP	15-08-2024
Class B1 VFNs Up to £150,000,000 Class B1 VFNs due in the Payment Date falling in August 2024	GBP	15-08-2024
Class B2 VFNs Up to £25,000,000 Class B2 VFNs due in the Payment Date falling in August 2024	GBP	15-08-2024

GLM EUR BAWH Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$200,000,000 Subordinated Notes		USD

GLM EUR MS WH Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to EUR40,000,000 Subordinated Notes		EUR	31-12-2024

GLM Ramp (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€100,000,000 Profit Participating Notes due 2 November 2053		EUR	02-11-2053

Global Aviation Equipment Leasing I Ireland Limited

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

Global Infrastructure Debt Fund A DAC

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

Goal Aran Aviation Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$11,854,800 Profit Participating Notes Due 2052		USD	19-12-2052
U.S.$7,903,200 Fixed Rate Notes Due 2043		USD	19-12-2043

GOAL Athlone Aviation Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$16,226,800 Fixed Rate Notes Due 2044		USD	12-02-2044
Up to US$24,340,200 Profit Participating Notes Due 2053		USD	12-02-2053

GoldenTree Loan Management EUR CLO 7 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€500,000,000 Profit Participating Notes due 2045		EUR	24-02-2045

GoldenTree Loan Management US CLO 10, Ltd. and LLC

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

GoldenTree Loan Management US CLO 11, Ltd. and LLC

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

GoldenTree Loan Management US CLO 18, Ltd. and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$256,000,000 Class A Senior Secured Floating Rate Notes due 2037		USD	20-01-2037

GoldenTree Loan Management US CLO 4, Ltd and LLC

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

GoldenTree Loan Management US CLO 9, Ltd. and GoldenTree Loan Management US CLO

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$298,000,000 Class A-R Senior Secured Floating Rate Notes due 2037		USD	20-04-2037

Goldfish Funding Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$545,523,058.99 Promissory Note due 2025		USD	19-06-2025

Golub Capital BDC 3 CLO 1 LLC

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

Golub Capital Partners CLO 30(M)-R (Conversion), LLC

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

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

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

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

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

Golub Capital Partners CLO 61(M)

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

Golub Capital Partners CLO 67(M)

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 U.S.$232,000,000 Class A-1 Senior Secured Floating Rate Notes due 2036		USD	09-05-2036

Golub Capital Partners Static 2024-1, Ltd. and LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$464,000,000 Class A-1 Senior Secured Floating Rate Notes due 2033	USD	20-04-2033
Class B-1 Notes U.S.$55,700,000 Class B-1 Senior Secured Floating Rate Notes due 2033	USD	20-04-2033
Class B-2 Notes U.S.$15,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2033	USD	20-04-2033

Gongga (Corporate Loans) Limited

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

Gosford Capital Designated Activity Company

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

Greenwood Park CLO, Ltd.

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

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

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

GRx-B Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$360,000,000 Secured Notes Due December 31, 2026		USD	31-12-2026

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

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

Harbour Facilities Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 Series 1 US$300,000,000 Profit Participating Notes due 30 June 2072		USD	30-06-2072
Series 2 Series 2 GBP 100,000,000 Profit Participating Notes due 31 July 2073		GBP	31-07-2073

Hawkes Loan Management Designated Activity Company

Class/Coupon	Currency	Maturity
Note 4 EUR 238,827 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 8 USD 23,135,472 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 10 USD 15,000,000 Unsecured Note due 2 March 2080	USD	02-03-2080
Note 12 USD 25,000,000 Unsecured note due 2 March 2080	USD	02-03-2080
Note 15 USD 400,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 20 US 200,000,000 unsecured note due 2 March 2080	USD	02-03-2080
Note 23 USD 120,000,000 unsecured note due 2 March 2080	USD	02-03-2080
CO Note USD 250,000,000 Unsecured Note due 2 March 2080 (Co)	USD	02-03-2080
DK Credit Note USD 2,500,000,000 Unsecured Note due 2 March 2080 (DK Credit)	USD	02-03-2080
DK Opp Credit USD 2,500,000,000 Unsecured Note due 2 March 2080 (DK Opp Credit)	USD	02-03-2080

HCG Finance DAC

Class/Coupon	Currency	Maturity
Series 2017-A Subordinated Note	USD	31-12-2047
Subordinated Note - Series 2018-A	USD	30-07-2048
Series 2018-B Subordinated Note	USD	30-12-2048
Subordinated Note, Series 2018-C	USD	31-01-2049
Subordinated Note, Series 2018- D	USD	31-01-2049
Subordinated Note - Series 2019- A	USD	31-01-2049
Subordinated Note, Series 2019-B	USD	30-06-2049
Subordinated Note, Series 2019- C	USD	29-10-2049
Subordinated Note, Series 2019-D	USD	30-11-2049
Subordinated Note, Series 2021-A	USD	31-01-2051
Subordinated Note, Series No. 2021-B	USD	30-11-2051
Secured Note, Series No. 2023-38	USD	31-07-2024
Secured Note, Series No. 2023-39	USD	30-08-2024
Secured Note, Series No. 2023-40	USD	30-09-2024
Secured Note, Series No. 2023-41	USD	31-10-2024
Secured Note, Series No. 2023-42	USD	29-11-2024
Secured Note, Series No. 2024-43	USD	31-01-2025
Secured Note, Series No. 2024-44	USD	31-03-2025
Secured Note, Series No. 2024-45	USD	30-06-2025
Subordinated Note - Series 2024-A	USD	30-06-2054

Helios Aviation Limited

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

HGTL Securitisation Company Limited

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

High Ridge Aviation Fund I Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD$600,000,000 Promissory Note due 2030		USD	05-12-2030

Hildene TruPS Securitization 2018-1, Ltd. and LLC

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

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

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

Horizon Aircraft Finance I Limited and Horizon Aircraft Finance I LLC

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

Horizon Aircraft Finance II Limited and Horizon Aircraft Finance II LLC

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

Horizon Aircraft Finance III Limited and Horizon Aircraft Finance III LLC

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

Horizon I Limited

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

Horizon II Limited

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

Horizon III Limited

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

HPS European Liquid Loan Opportunities Fund Subsidiary DAC

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

HPS Loan Management 2023-18, Ltd. and HPS Loan Management 2023-18 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$57,000,000 Class B Senior Secured Floating Rate Notes due 2036		USD	20-07-2036

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

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

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

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

ICG US CLO 2024-1, Ltd. and ICG US CLO 2024-1, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$248,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037	USD	15-04-2037
Class A-2 Notes U.S.$8,000,000 Class A-2 Senior Secured Floating Rate Notes due 2037	USD	15-04-2037
Class B Notes U.S.$48,000,000 Class B Senior Secured Floating Rate Notes due 2037	USD	15-04-2037
Class C Notes U.S.$24,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2037	USD	15-04-2037

IHC 1908 S.r.l.

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

Incline Aladdin Engine Funding Designated Activity Company

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

Incline Aladdin Funding Designated Activity Company

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

Incline Aviation Holdings Designated Activity Company

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

Incline II B Shannon Finance DAC

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

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

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

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

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

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

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

Jamestown CLO XIV Ltd. and Jamestown CLO XIV Corp

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

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

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

JH Aircraft Leasing 4535 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Profit Participating Notes USD 26,000,000 Profit Participating Notes due 2044		USD	26-04-2044

JOL Air Limited

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

Juniper Valley Park CLO, Ltd. and Juniper Valley Park CLO LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$384,000,000 Class A-R Senior Secured Floating Rate Notes due 2036		USD	20-07-2036

Jupiter Aviation Bark Holdings Co., Ltd.

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

Kawartha CAD Ltd.

Class/Coupon	Currency	Maturity
Class B Notes Boreal Series 2022-1 CAD 1,345,000 Class B Guarantee Linked Notes due 2027	CAD	20-08-2027
Class C Notes Boreal Series 2022-1 CAD 1,681,000 Class C Guarantee Linked Notes due 2027	CAD	20-08-2027
Class D Notes Boreal Series 2022-1 CAD 3,699,000 Class D Guarantee Linked Notes due 2027	CAD	20-08-2027
Class E Notes Boreal Series 2022-1 CAD 20,175,000 Class E Guarantee Linked Notes due 2027	CAD	20-08-2027
Class F Notes Boreal Series 2022-1 CAD 115,500,000 Class F Guarantee Linked Notes due 2027	CAD	20-08-2027
Class B Notes Boreal Series 2022-2 CAD 2,250,000 Class B Guarantee Linked Notes due 2028	CAD	20-02-2028
Class C Notes Boreal Series 2022-2 CAD 2,750,000 Class C Guarantee Linked Notes due 2028	CAD	20-02-2028
Class D Notes Boreal Series 2022-2 CAD 5,500,000 Class D Guarantee Linked Notes due 2028	CAD	20-02-2028
Class E Notes Boreal Series 2022-2 CAD 15,000,000 Class E Guarantee Linked Notes due 2028	CAD	20-02-2028
Class F Notes Boreal Series 2022-2 CAD 70,000,000 Class F Guarantee Linked Notes due 2028	CAD	20-02-2028

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

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

Kestrel Aircraft Funding Limited and Kestrel Aircraft Funding USA, LLC

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

Kestrel Finance I S.à r.l.

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

KKR CLO 17 Ltd. and KKR CLO 17 LLC

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

KKR CLO 19 Ltd and KKR CLO 19 LLC

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

KKR CLO 23 Ltd. and KKR CLO 23 LLC

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

KKR CLO 28 LTD. and KKR CLO 28 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes US$268,800,000 Class A-R Senior Secured Floating Rate Notes due 2035		USD	09-02-2035

KKR CLO 30 LTD. and KKR CLO 30 LLC

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

KKR CLO 32 Ltd. and KKR CLO 32 LLC

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

KKR CLO 33 Ltd. and KKR CLO 33 LLC

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

KKR CLO 37 Ltd. and KKR CLO 37 LLC

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

KKR REIGN I Ltd. and KKR REIGN I LLC

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

KKR Wolverine I Ltd. and KKR Wolverine I LLC

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

KL Law Finance Designated Activity Company

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

KLA Aviation Finance Holdings LLC

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

Knights Hill Capital Ireland DAC

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

Knights Hill Ireland II DAC

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

Knights Hill Ireland III DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 Class A Note Up to USD 1,250,000,000 Series 1 Class A Note		USD	09-04-2074
Series 1 Class B Note Up to USD 500,000,000 Series 1 Class B Note		USD	09-04-2074

Ladenvale Designated Activity Company

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

LCM 30 Ltd. and LCM 30 LLC

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

Leguh Issuer Holdings Designated Activity Company

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

Lexington Finance Designated Activity Company

Class/Coupon	Currency	Maturity
Series 1 Notes Series 1 - €1,000,000,000 Profit Participating Notes due 6 April 2067	EUR	06-04-2067
Series 2 Notes Series 2 - US$1,000,000,000 Profit Participating Notes due 13 November 2067	USD	13-11-2067
Series 3 Notes Series 3 - $1,000,000,000 Profit Participating Notes due 1 November 2067	USD	01-11-2067
Series 4 Notes Series 4 - $1,000,000,000 Profit Participating Notes due 4 December 2067	USD	04-12-2067
Series 5 Notes Series 5 - US$1,000,000,000 Profit Participating Notes due 4 December 2067	USD	04-12-2067
Series 6 Notes Series 6 - €1,000,000,000 Profit Participating Notes due 15 November 2067	EUR	15-11-2067
Series 7 Notes Series 7 - US$1,000,000,000 Profit Participating Notes due 6 June 2068	USD	06-06-2068
Series 8 Notes Series 8 - $1,000,000,000 Profit Participating Notes due 13 June 2068	USD	13-06-2068
Series 9 Notes Series 9 - $1,000,000,000 Profit Participating Notes due 22 June 2068	USD	22-06-2068
Series 10 Notes Series 10 - $1,000,000,000 Profit Participating Notes due 6 July 2068	USD	06-07-2068
Series 11 Notes Series 11 - US$1,000,000,000 Profit Participating Notes due 13 July 2068	USD	13-07-2068
Series 12 Notes Series 12 - $1,000,000,000 Profit Participating Notes due 14 December 2068	USD	14-12-2068
Series 13 Notes Series 13 - $1,000,000,000 Profit Participating Notes due 23 January 2069	USD	23-01-2069
Series 14 Notes Series 14 - $1,000,000,000 Profit Participating Notes due 8 February 2069	USD	08-02-2069
Series 15 Notes Series 15 - $1,000,000,000 Profit Participating Notes due 22 May 2069	USD	22-05-2069
Series 16 Notes Series 16 - $1,000,000,000 Profit Participating Notes due 3 July 2069	USD	20-05-2069
Series 18 Notes Series 18 - $1,000,000,000 Profit Participating Notes due 1 August 2069	USD	01-08-2069
Series 19 Notes Series 19 - $1,000,000,000 Profit Participating Notes due 1 August 2069	USD	01-08-2069
Series 20 Notes Series 20 - $1,000,000,000 Profit Participating Notes due 1 August 2069	USD	01-08-2069
Series 21 Notes Series 21 - $1,000,000,000 Profit Participating Notes due 25 September 2069	USD	25-09-2069
Series 22 Notes Series 22 - $1,000,000,000 Profit Participating Notes due 27 September 2069	USD	27-09-2069
Series 23 Notes Series 23 - $1,000,000,000 Profit Participating Notes due 19 November 2069	USD	19-11-2069
Series 24 Notes Series 24 - $1,000,000,000 Profit Participating Notes due 2 January 2070	USD	02-01-2070
Series 25 Notes Series 25 - $1,000,000,000 Profit Participating Notes due 26 March 2070	USD	26-03-2070
Series 26 Notes Series 26 - $1,000,000,000 Profit Participating Notes due 28 May 2070	USD	28-05-2070
Series 27 Notes Series 27 - $1,000,000,000 Profit Participating Notes due 15 May 2070	USD	15-05-2070
Series 29 Notes Series 29 - $1,000,000,000 Profit Participating Notes due 2 December 2070	USD	02-12-2070
Series 30 Notes Series 30 - $1,000,000,000 Profit Participating Notes due 13 January 2071	USD	13-01-2071
Series 31 Notes Series 31 - $1,000,000,000 Profit Participating Notes due 18 March 2071	USD	18-03-2071
Series 32 Notes Series 32 - $1,000,000,000 Profit Participating Notes due 4 March 2071	USD	04-03-2071
Series 33 Notes Series 33 - $1,000,000,000 Profit Participating Notes due 17 October 2071	USD	17-10-2071
Series 35 Notes Series 35 - $1,000,000,000 Profit Participating Notes due 9 May 2072	USD	09-05-2072
Series 36 Notes Series 36 - $1,000,000,000 Profit Participating Notes due 8 November 2072	USD	08-11-2072
Series 37 Notes Series 37 - $1,000,000,000 Profit Participating Notes due 15 November 2072	USD	15-11-2072
Series 38 Notes Series - 38 $1,000,000,000 Profit Participating Notes due 20 January 2073	USD	20-01-2073
Series 39 Notes Series 39 - $1,000,000,000 Profit Participating Notes due 27 July 2073	USD	27-07-2073
Series 40 Notes Series 40 - $1,000,000,000 Profit Participating Notes due 27 November 2073	USD	27-11-2073

Libra A Limited and Atena Limited and Starsia Capital Limited

Class/Coupon	Currency	Maturity
Series C012 USD 100,000,000 Limited Recourse Secured Extendable Fixed Rate Securities	USD	29-11-2024
Series C039 JPY 12,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	JPY	23-08-2024
Series C040 JPY 22,500,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	JPY	30-08-2024
Series C041 JPY 50,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	JPY	26-09-2024
Series C042 JPY 15,500,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	JPY	27-09-2024
Series C043 JPY 50,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	JPY	24-10-2024
Series C044 JPY 11,500,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	JPY	25-10-2024
Series C045 JPY 50,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	JPY	21-11-2024
Series C047 JPY 50,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	24-01-2025
Series C046 JPY 25,500,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	21-02-2025
Series C048 JPY 50,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	27-02-2025
Series C049 JPY 49,500,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	25-04-2025
Series C050-1 USD 100,000,000 Limited Recourse Secured Extendable Fixed Rate Securities	USD	19-03-2025
Series C081 JPY 50,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	24-04-2025
Series C082 JPY 13,500,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	23-05-2025
Series C084 JPY 50,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	23-05-2025
Series C085-1 JPY 20,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	16-05-2025
Series C086 JPY 45,500,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	26-06-2025
Series C087-1 JPY 22,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2026	JPY	25-06-2026
Series C083: JPY 50,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	JPY	27-06-2025

Linklease Finance PLC

Class/Coupon	Currency	Maturity
Series 2018-LL1 Up to US$50,000,000 Secured Medium Term Notes	USD	30-09-2024
Series 2020-LL2 Up to GB£20,000,000 Secured Medium Term Notes	GBP	15-07-2025
Series 2021-LL3 Up to €20,000,000 Secured Medium Term Notes issued on 14 October 2021	EUR	14-10-2026
Series 2022-LL4 Up to US$50,000,000 Secured Medium Term Notes issued on 15 December 2022	USD	15-12-2025

LMN FINANCE DESIGNATED ACTIVITY COMPANY

Class/Coupon	Currency	Maturity
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 7: EUR 69,250,000.00 Unsecured Note due 2 March 2080	EUR	02-03-2080
Note 9: EUR9,700,000 Unsecured Note due 2 March 2080	EUR	02-03-2080
USD 100,000,000 Unsecured Note due 2 March 2080 (DK Credit)	USD	02-03-2080
USD 10,000,000 Unsecured Note due 2 March 2080 (Co)	USD	02-03-2080
USD 100,000,000 Unsecured Note due 2 March 2080 (DK Opp Credit)	USD	02-03-2080

LRF III Investments S.A.R.L.

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £1,022,000,000 Multi-Currency Variable Funding Note		USD	15-09-2030

Luminis Finance PLC

Class/Coupon	Currency	Maturity
Series No: 2020-01 EUR 35,000,000 Pass-Through Notes due 2024 linked to a Floating Rate Facility	EUR	06-12-2024
Series No: 2020-06 EUR 8,000,000 Pass-Through Notes due 2024 linked to a Floating Rate Facility	EUR	06-12-2024
Series No: 2021-09 EUR 46,500,000 Pass-Through Notes due 2024 linked to a Floating Rate Facility	EUR	06-12-2024

Luminus Energy IE Designated Activity Company

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

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

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

MAB SS Holding Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$75,000,000 Profit Participating Notes due 2044		USD	08-05-2044

MACH 1 CAYMAN LIMITED and MACH 1 USA LLC

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

MACH AOE 1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$20,200,000 Unsecured Fixed Interest Loan Notes due 30 June 2029		USD	30-06-2029

MACH AOE 2 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$25,000,000 Unsecured Fixed Interest Loan Notes due 20 September 2030		USD	20-09-2030

Macquarie AirFinance Holdings Limited

Class/Coupon	Currency	Maturity
USD 500,000,000 Unsecured Senior Notes 2028	USD	01-05-2028
USD 500,000,000 Unsecured Senior Notes 2029	USD	30-03-2029
2029 Notes USD 500,000,000 6.400% Senior Notes 2029	USD	26-03-2029
2031 Notes USD 500,000,000 6.500% Senior Notes 2031	USD	26-03-2031

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Madison Park Funding 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
Subordinated Notes US$46,500,000 Subordinated Notes due 2028	MAGNELTDSUBORDFR	USD	18-01-2028

Magnolia Finance X DAC

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

MAIF DAC

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

MAM Aircraft Leasing 1 Designated Activity Company

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

MAM Aircraft Leasing 1427 (Ireland) Designated Activity Company

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

MAM Aircraft Leasing 2 (Ireland) Designated Activity Company

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

MAM Aircraft Leasing 29650 (Ireland) Designated Activity Company

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

MAM Aircraft Leasing 3947-3807 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$43,000,000 Profit Participating Notes due 2043		USD	17-03-2043

MAM Aircraft Leasing 4 (Ireland) Designated Activity Company

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

MAM Aircraft Leasing 40129-40131 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$38,000,000 Profit Participating Notes due 2043		USD	11-06-2043

MAM Aircraft Leasing 40134 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$19,000,000 Profit Participating Notes due 2043		USD	13-06-2043

MAM Aircraft Leasing 4448 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$22,000,000 Profit Participating Notes due 2043		USD	13-03-2043

MAM Aircraft Leasing 6 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$53,000,000 Profit Participating Notes due 2043		USD	27-02-2043

MAM Aircraft Leasing 7702 (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$42,000,000 Profit Participating Notes due 2044		USD	26-03-2044

MAM Aviation Acquisitions Offshore Designated Activity Company

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

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

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

Manitoulin USD Ltd

Class/Coupon	Currency	Maturity
Class B Notes Muskoka Series 2019-1 USD10,000,000 Class B Guarantee Linked Notes due 2025	USD	10-12-2025
Class C Notes Muskoka Series 2019-1 USD4,850,000 Class C Guarantee Linked Notes due 2025	USD	10-12-2025
Class D Notes Muskoka Series 2019-1 USD43,000,000 Class D Guarantee Linked Notes due 2025	USD	10-12-2025
Class E Notes Muskoka Series 2019-1 USD92,500,000 Class E Guarantee Linked Notes due 2025	USD	10-12-2025
Class E Guarantee Linked Notes Algonquin Series 2019-1 USD 162,500,000 Class E Guarantee Linked Notes due 2024	USD	01-08-2024
Sauble Series 2020-1 Sauble Series 2020-1 USD400,000,000 Partly-Paid Guarantee Linked Variable Funding Notes due 2027	USD	20-12-2027
Sauble Series II Sauble Series II USD 400,000,000 Partly-Paid Guarantee Linked Variable Funding Notes due 2031	USD	20-06-2031
Sauble Series III Sauble Series III USD 800,000,000 Partly-Paid Guarantee Linked Variable Funding Notes due 2030	USD	20-04-2032
Algonquin Series 2022-1 Algonquin Series 2022-1 USD12,000,000 Class B Guarantee Linked Notes due 2027	USD	01-05-2027
Algonquin Series 2022-1 Algonquin Series 2022-1 USD15,000,000 Class C Guarantee Linked Notes due 2027	USD	01-05-2027
Algonquin Series 2022-1 Algonquin Series 2022-1 USD18,000,000 Class D Guarantee Linked Notes due 2027	USD	01-05-2027
Algonquin Series 2022-1 Algonquin Series 2022-1 USD487,500,000 Class E Guarantee Linked Notes due 2027	USD	01-05-2027
Algonquin Series 2022-2 Algonquin Series 2022-2 USD 4,000,000 Class B Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-2 Algonquin Series 2022-2 USD 5,000,000 Class C Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-2 Algonquin Series 2022-2 USD 6,000,000 Class D Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-2 Algonquin Series 2022-2 USD 162,500,000 Class E Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-3 Algonquin Series 2022-3 USD5,720,000 Class B Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-3 Algonquin Series 2022-3 USD9,460,000 Class C Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-3 Algonquin Series 2022-3 USD11,000,000 Class D Guarantee Linked Notes due 2027	USD	01-11-2027
Algonquin Series 2022-3 Algonquin Series 2022-3 USD286,000,000 Class E Guarantee Linked Notes due 2027	USD	01-11-2027
Killarney Series I An unlimited amount of Killarney Series I USD Partly-Paid Guarantee Linked Variable Funding Notes due 2028	USD	20-09-2028
Muskoka Series 2022-1 Muskoka Series 2022-1 USD 9,000,000 Class B Guarantee Linked Notes due 2027	USD	10-11-2027
Muskoka Series 2022-1 Muskoka Series 2022-1 USD 9,500,000 Class C Guarantee Linked Notes due 2027	USD	10-11-2027
Muskoka Series 2022-1 Muskoka Series 2022-1 USD 15,000,000 Class D Guarantee Linked Notes due 2027	USD	10-11-2027
Muskoka Series 2022-1 Muskoka Series 2022-1 USD 584,000,000 Class E Guarantee Linked Notes due 2027	USD	10-11-2027
Algonquin Series 2022-4 Algonquin Series 2022-4 USD 8,325,000 Class B Guarantee Linked Notes due 2028	USD	01-02-2028
Algonquin Series 2022-4 Algonquin Series 2022-4 USD 17,850,000 Class C Guarantee Linked Notes due 2028	USD	01-02-2028
Algonquin Series 2022-4 Algonquin Series 2022-4 USD 18,750,000 Class D Guarantee Linked Notes due 2028	USD	01-02-2028
Algonquin Series 2022-4 Algonquin Series 2022-4 USD 625,000,000 Class E Guarantee Linked Notes due 2028	USD	01-02-2028
Taiga Series I An unlimited amount of USD Partly-Paid Guarantee Linked Variable Funding Notes due 2029	USD	20-11-2029

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

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$39,200,000 Subordinated Notes due 2031		USD	15-11-2031

Marble Point CLO X Ltd and Marble Point CLO X LLC

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

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

Class/Coupon	CSX Ticker	Currency	Maturity
Class X U.S.$2,000,000 Class X Senior Floating Rate Notes due 2034		USD	19-01-2034
Class B U.S.$56,000,000 Class B Senior Floating Rate Notes due 2034		USD	19-01-2034

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

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

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

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

MARC Finance Ltd and VENUS Finance Limited and Greenleaves Capital DAC

Class/Coupon	Currency	Maturity
Series No: G1 Tranche No. 1 JPY5,000,000,000 Repackaged JGB Notes due 2039	JPY	22-06-2039
Series No: G2 Tranche No. 1 EUR30,000,000 JGB Repackaged Notes due 2034	EUR	22-06-2034
Series No: G3 Tranche No: 1 JPY1,000,000,000 Series G3 Repackaged Rakuten, Inc. Notes due 2024	JPY	03-12-2024
Series No: G4 Tranche No: 1 USD5,000,000 Series No: G4 Credit Linked Notes due 2030	USD	19-02-2030
Series No: G7 Tranche No: 1 JPY700,000,000 Repackaged Mitsubishi UFJ Lease & Finance Company Limited Notes due 2025	JPY	17-04-2025
Series No: G8 Tranche No: 1 JPY500,000,000 Repackaged Toyota Finance Australia Limited Notes due 2024	JPY	24-10-2024
Series No: G11 Tranche No: 1 JPY550,000,000 Repackaged Asahi Group Holdings, Ltd Notes due 2025	JPY	25-09-2025
Series No: G13 Tranche No: 1 JPY1,000,000,000 Repackaged American Honda Finance Corporation Notes due 2024	JPY	23-10-2024
Series No: G14 Tranche No: 1 JPY500,000,000 Repackaged American Honda Finance Corporation Notes due 2024	JPY	23-10-2024
Series No: G16 Tranche No: 1 JPY200,000,000 Repackaged Daimler Finance North America LLC Notes due 2027	JPY	12-01-2027
Series No: G17 Tranche No: 1 JPY1,000,000,000 JGB REPACKAGED NOTES DUE 2045	JPY	25-09-2045
Series No: G19 Tranche No: 1 AUD20,000,000 Fixed Rate JGB Repackaged Notes due 2040	AUD	22-06-2040
Series No: G19 Tranche No: 2 G19 Tranche 2 AUD20,000,000 Fixed Rate JGB Repackaged Notes due 2040	AUD	22-06-2040
Series No: G19 Tranche No: 3 G19 Tranche 3 AUD10,000,000 Fixed Rate JGB Repackaged Notes due 2040	AUD	22-06-2040
Series No: G20 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	22-12-2025
Series No: G22 Tranche No: 1 JPY500,000,000 Credit Linked Notes due 2030	JPY	24-12-2030
Series No: G23 Tranche No: 1 JPY500,000,000 Credit Linked Notes due 2030	JPY	24-12-2030
Series No: G24 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G25 Tranche No: 1 Series G25 USD200,000,000 Fixed Rate JGB Repackaged Notes due 2030	USD	24-12-2030
Series No: G25 Tranche No: 2 Series G25 Tranche 2 - USD100,000,000 Fixed Rate JGB Repackaged Notes due 2030	USD	24-12-2030
Series No: G26 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G27 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G28 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G29 Tranche No. 1 JPY4,700,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G30 Tranche No:1 JPY5,000,000,000 Credit Linked Notes due 2025	JPY	24-12-2025
Series No: G31 Tranche No:1 JPY2,000,000,000 Credit Linked Notes due 2040	JPY	24-12-2040
Series No: G32 Tranche No:1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	24-06-2026
Series No: G33 Tranche No:1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	24-06-2026
Series No: G35 Tranche No:1 NZD 30,000,000 JGB Repackaged Notes due 2026	NZD	26-03-2026
Series No: G36 AUD110,200,000 JGB Repackaged Notes due 2041	AUD	26-03-2041
Series No: G38 Tranche No:1 JPY1,000,000,000 Repackaged Macquarie Group Limited Notes due 2031	JPY	27-05-2031
Series No: G39 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	24-06-2026
Series No: G40 Tranche No: 1 AUD 55,600,000 JGB Zero Coupon Repackaged Notes due 2041	AUD	25-06-2041
Series No: G41 Tranche No: 1 JPY2,000,000,000 Credit Linked Notes due 2041	JPY	24-06-2041
Series No: G42 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	24-12-2026
Series No: G43 Tranche No: 1 JPY3,100,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G44 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G45 Tranche No: 1 JPY7,300,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G46 Tranche No: 1 JPY10,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G47 Tranche No: 1 JPY10,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G48 Tranche No: 1 JPY2,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G49 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G50 Tranches No: 1, 2, & 3 AUD 115,700,000 Zero Coupon JGB Repackaged Notes Notes Due 2041	AUD	26-09-2041
Series No: G51 Tranche No: 1 AUD35,000,000 Fixed Rate JGB Repackaged Notes due 2031	AUD	24-06-2031
Series No: G52 Tranche No: 1 AUD35,000,000 Fixed Rate JGB Repackaged Notes due 2031	AUD	25-09-2031
Series No: G56 Tranche No: 1 JPY5,000,000,000 Credit Linked Notes Due 2026	JPY	23-12-2026
Series No: G58 Tranche No: 1 AUD35,000,000 Fixed Rate JGB Repackaged Notes due 2031	AUD	24-12-2031
Series No: G62 Tranche No: 1 JPY 3,000,000,000 Credit Linked Notes due 2032	JPY	24-03-2032
Series No: G63 Tranche No: 1 JPY 5,000,000,000 Credit Linked Notes due 2027	JPY	24-06-2027
Series No: G64 Tranche No: 1 AUD24,100,000 Zero Coupon JGB Repackaged Notes due 2042	AUD	26-03-2042
Series No: G65 Tranche No: 1 NZD 30,000,000 Fixed Rate JGB Repackaged Notes due 2026	NZD	26-03-2026
Series No: G66 Tranche No: 1 JPY1,000,000,000 Repackaged Macquarie Group Limited Notes due 2029	JPY	05-06-2029
Series No: G68 Tranche No:1 JPY1,000,000,000 Repackaged Credit Suisse AG Notes due 2027	JPY	14-07-2027
Series No: G69 Tranche No:1 JPY1,000,000,000 Credit Linked Notes due 2027	JPY	23-12-2027
Series No: G70 Tranche No:1 JPY2,000,000,000 Credit Linked Notes due 2027	JPY	23-12-2027
Series No: G71 Tranche No:1 AUD30,000,000 Fixed Rate JGB Repackaged Notes due 2026	AUD	23-12-2026
Series No: G73 Tranche No:1 AUD 25,400,000 Zero Coupon JGB Repackaged Notes due 2042	AUD	26-09-2042
Series No: G74 Tranche No:1 JPY 3,000,000.000 Credit Linked Notes due 2024	JPY	24-12-2024
Series No: G75 Tranche No:1 JPY 3,000,000.000 Credit Linked Notes due 2027	JPY	22-12-2027
Series No: G76 Tranche No:1 JPY4,000,000.000 Credit Linked Notes due 2027	JPY	22-12-2027
Series No: G77 Tranche No:1 JPY3,500,000.000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G78 Tranche No:1 JPY3,000,000.000 Credit Linked Notes due 2026	JPY	23-12-2026
Series No: G79 Tranche No:1 JPY3,500,000,000 Credit Linked Notes due 2028	JPY	22-06-2028
Series No: G82 Tranche No:1 JPY 3,000,000,000 Fixed Rate JGB Repackaged Notes due 2043	JPY	24-06-2043
Series No: G87 Tranche No: 1 JPY 2,700,000,000 Fixed Rate JGB Repackaged Notes due 2043	JPY	23-12-2043
Series No: G91 Tranche No: 1 AUD 31,000,000 Zero Coupon JGB Repackaged Notes due 2044	AUD	25-03-2044
Series No: G91 Tranche No: 2 AUD 28,800,000 Zero Coupon JGB Repackaged Notes due 2044	AUD	25-03-2044
Series No: G91 Tranche No: 3 AUD 30,400,000 Zero Coupon JGB Repackaged Notes due 2044	AUD	25-03-2044
Series No: G72 NZD 30,000,000 Fixed Rate JGB Repackaged Notes due 2025	NZD	25-03-2025
Series No: M791 Tranche No. 1 Repackaged Notes due 2025	JPY	21-03-2025
Series No: M885 Tranche No. 1 Repackaged Barclays PLC Notes due 2027	JPY	18-02-2027
Series No: M901 Tranche No. 1 JPY500,000,000 Repackaged Lloyds Banking Group plc Notes due 2028	JPY	21-08-2028
Series No: M907 Tranche No. 1 JPY300,000,000 Repackaged HSBC Holdings PLC Notes due 2028	JPY	14-09-2028
Series No: M920 Tranche No. 1 JPY2,000,000,000 Repackaged HSBC Holdings PLC Notes due 2026	JPY	30-11-2026

Marigold Funding DAC

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

Marlborough Finance No.6 Designated Activity Company

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

MAST 2022-1 Aviation Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$200,000,000 Partly-Paid Profit Participating Notes due 2035		USD	17-12-2035

MAST 2022-1 Limited and MAST 2022-1 USA LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2022-1 A $303,700,000 Series 2022-1 A Fixed Rate Loan Notes due 2047		USD	15-12-2047
E Notes $193,346,790.69 E Notes due 2047		USD	15-12-2047

Maverick Aviation Borrower 2 Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Promissory Notes Up to USD$372,783,000 Promissory Notes due February 23, 2028		USD	23-02-2028

Maverick Aviation TL 2 Trust

Class/Coupon	CSX Ticker	Currency	Maturity
Promissory Notes Up to USD$372,783,000 Promissory Notes February 23, 2028		USD	23-02-2028

Mayfair Place Investments Holdings Designated Activity Company

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

MC Funding Ltd.

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

MCF CLO IX Ltd. and MCF CLO IX LLC

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

MCF CLO V LLC

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

Meadow Star Designated Activity Company

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

Merlin Aviation Holdings DAC

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

Mersey Funding SV, acting for the account of Compartment 1

Class/Coupon	CSX Ticker	Currency	Maturity
Junior Notes due 2031 Up to £250,000,000 Junior Notes due 2031		GBP	31-03-2031

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

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

MidCap Finco (II) Designated Activity Company

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

MidCap Funding XIII Designated Activity Company

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

MidCap Funding XLIV Designated Activity Company

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

MidOcean Credit CLO VI and MidOcean Credit CLO VI LLC

Class/Coupon	Currency	Maturity
Class X U.S.$2,250,000 Class X Amortizing Senior Secured Floating Rate Notes Due 2033	USD	20-04-2033
Class C-2BR U.S.$6,000,000 Class C-2BR Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class D-1R U.S.$15,000,000 Class D-1R Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class D-2AR U.S.$6,750,000 Class D-2AR Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class D-2BR U.S.$2,250,000 Class D-2BR Mezzanine Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class E-RR U.S.$15,000,000 Class E-RR Junior Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Class F U.S.$4,000,000 Class F Junior Secured Deferrable Floating Rate Notes Due 2033	USD	20-04-2033
Income Notes U.S.$34,700,000 Income Notes Due 2033	USD	20-04-2033

MidOcean Credit CLO X & MidOcean Credit CLO X LLC

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

MidOcean Credit CLO XI Ltd. and MidOcean Credit CLO XI LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$31,250,000 Subordinated Notes Due 2033		USD	18-10-2033

MIELI London Limited

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

Miravast ILS Credit Designated Activity Company

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

MML Finance Company Ireland I Designated Activity Company

Class/Coupon	Currency	Maturity
Series 2018 €18,750,000 Fixed Rate Notes due 2030	EUR	30-09-2030
Series 2019 €12,000,000 Fixed Rate Notes due 11 February 2025	EUR	11-02-2025
A Notes_ Series 2020 €8,269,845 Fixed Rate Notes due 21 April 2025	EUR	21-04-2025
B Notes_ Series 2020 €3,674,590 Fixed Rate Notes due 21 October 2024	EUR	21-10-2024
A Notes_ Series 2020 €8,000,000 Fixed Rate Notes due 20 May 2025	EUR	20-05-2025
B Notes_ Series 2020 €4,000,000 Fixed Rate Notes due 20 June 2025	EUR	20-06-2025
€4,000,000 Fixed Rate Notes due 20 December 2025	EUR	20-12-2025

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

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

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

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

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

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

Mountain View CLO XVII Ltd. and Mountain View CLO XVII LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Notes U.S.$48,000,000 Class B Senior Secured Floating Rate Notes Due 2036		USD	14-09-2036

MTC Funding Company Designated Activity Company

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

Mulanje II Origination Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€2,000,000,000 Profit Participating Notes due June 2071		EUR	11-06-2071

Multi-Alternative Opportunities Fund Designated Activity Company

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

Muzinich Aviation Special Opportunities Holdco One Designated Activity

Class/Coupon	CSX Ticker	Currency	Maturity
US$2,000,000,000 Profit Participating Notes due 2033		USD	24-09-2033

Muzinich Aviation Special Opportunities I Irishco Designated Activity Company

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

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

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

N-Star REL CDO VIII Ltd. & LLC

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

NAGOH, DESIGNATED ACTIVITY COMPANY

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

Nansa CLO (2018-1) Designated Activity Company

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

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

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

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

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

Nassau 2022-I Ltd. and Nassau 2022-I LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes US$210,000,000 Class A-1 Senior Secured Floating Rate Notes due 2031	USD	15-01-2031
Class A-2 Notes US$24,500,000 Class A-2 Senior Secured Floating Rate Notes due 2031	USD	15-01-2031
Class B Notes US$31,500,000 Class B Senior Secured Floating Rate Notes due 2031	USD	15-01-2031

NatWest Markets Secured Funding Designated Activity Company

Class/Coupon	Currency	Maturity
EUR 218,130,266 Series 2018-2 Notes due 2032	EUR	27-02-2032
"Isabella" Notes EUR 129,877,300 Series 2021-1 "Isabella" Notes due 2028	EUR	08-08-2028
Series 2023-1 Notes USD 350,000,000 Series 2023-1 Notes due 2033	USD	22-12-2033

Navigator Aircraft ABS Limited & Navigator Aircraft ABS LLC

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

Neon Capital Limited

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

Nephrite Finance DAC

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

Neutral Capital Finance plc

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

NewDay Secondary Funding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Senior Variable Funding Notes		GBP	24-03-2026

Nexwell Power (U.K.) Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
EUR110,000,000 9 per cent Senior Secured (Green) Series A Notes due 30 September 2027 and an unlimited number of 9 per cent. Senior Secured (Green) PIK Notes due 2027		EUR	30-09-2027

NH Senior Loan Fund Designated Activity Company

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

Nixes Six plc

Class/Coupon	CSX Ticker	Currency	Maturity
A3 £600,000,000.00 Variable Funding Floating Rate Loan Notes due 2033		GBP	20-12-2033

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

Nonto Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €100,000,000 Senior Notes due 2026		EUR	10-08-2026

North Haven Senior Loan Fund (ALMA) DAC

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

Northwoods Capital 20, Limited and Northwoods Capital 20, LLC

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

Northwoods Capital 22, Limited and Northwoods Capital 22, LLC

Class/Coupon	Currency	Maturity
U.S.$54,825,000 Subordinated Notes due 2120	USD	01-09-2120
Class A-1-RR Notes US$300,000,000 Class A-1-RR Senior Secured Floating Rate Notes due 2037	USD	16-03-2037
Class A-2-RR Notes US$10,000,000 Class A-2-RR Senior Secured Floating Rate Notes due 2037	USD	16-03-2037
Class B-RR Notes US$70,000,000 Class B-RR Senior Secured Floating Rate Notes due 2037	USD	16-03-2037

Northwoods Capital 25, Limited and Northwoods Capital 25, LLC

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

Northwoods Capital XV, Limited and Northwoods Capital XV, LLC

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

Oaktree CLO 2019-4, Ltd. and Oaktree CLO 2019-4 LLC

Class/Coupon	Currency	Maturity
Class X U.S.$1,100,000 Class X Senior Secured Floating Rate Notes due 2037	USD	20-07-2037
Class A-RR U.S.$478,800,000 Class A-RR Senior Secured Floating Rate Notes due 2037	USD	20-07-2037
Class B-RR U.S.$89,800,000 Class B-RR Senior Secured Floating Rate Notes due July 2037	USD	20-07-2037
Class C-RR U.S.$44,800,000 Class C-RR Mezzanine Secured Deferrable Floating Rate Notes due July 2037	USD	20-07-2037
Class D-1-RR U.S.$37,500,000 Class D-1-RR Mezzanine Secured Deferrable Floating Rate Notes due July 2037	USD	20-07-2037
Class D-2-RR U.S.$11,250,000 Class D-2-RR Mezzanine Secured Deferrable Floating Rate Notes due July 2037	USD	20-07-2037
Class E-RR U.S.$26,050,000 Class E-RR Junior Secured Deferrable Floating Rate Notes due July 2037	USD	20-07-2037

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

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

Oaktree CLO 2023-1, Ltd. and Oaktree CLO 2023-1, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes $252,000,000 Class A-1 Senior Secured Floating Rate Notes due 2036	USD	15-04-2036
Class D Notes $22,400,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2036	USD	15-04-2036
Class E Notes $11,600,000 Class E Junior Secured Deferrable Floating Rate Notes due 2036	USD	15-04-2036

Oaktree Global Credit Holdings (Ireland) Designated Activity Company

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

Oakview Capital L6 Designated Activity Company

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

Oakview L6 International Lending Designated Activity Company

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

OBREGON AVIATION DESIGNATED ACTIVITY COMPANY

Class/Coupon	CSX Ticker	Currency	Maturity
US$29,000,000 Profit Participating Note		USD	30-06-2028

Ocean Trails CLO XV Ltd and Ocean Trails CLO XV LLC

Class/Coupon	Currency	Maturity
Class X Notes US$4,300,000 in principal amount of Class X Floating Rate Notes due 2037	USD	15-01-2037
Class A Notes US$270,000,000 in principal amount of Class A Floating Rate Notes due 2037	USD	15-01-2037
Class B Notes US$72,000,000 in principal amount of Class B Floating Rate Notes due 2037	USD	15-01-2037
Class C Notes US$27,000,000 in principal amount of Class C Deferrable Floating Rate Notes due 2037	USD	15-01-2037
Class D-1 Notes US$24,750,000 in principal amount of Class D-1 Deferrable Floating Rate Notes due 2037	USD	15-01-2037
Class D-2 Notes US$5,625,000 in principal amount of Class D-2 Deferrable Fixed Rate Notes due 2037	USD	15-01-2037
Class E Notes US$12,375,000 in principal amount of Class E Deferrable Floating Rate Notes due 2037	USD	15-01-2037
Subordinated Notes US$40,000,000 in principal amount of Subordinated Notes due 2037	USD	15-01-2037

OCP CLO 2019-17, Ltd. and OCP CLO 2019-17 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R2 Notes U.S.$320,000,000 Class A-R2 Senior Secured Floating Rate Notes due 2037		USD	20-07-2037
Class B-R2 Notes U.S.$60,000,000 Class B-R2 Senior Secured Floating Rate Notes due 2037		USD	20-07-2037

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

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

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

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

OCP CLO 2024-33, Ltd. and OCP CLO 2024-33 LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$384,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037	USD	20-07-2037
Class C Notes U.S.$36,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2037	USD	20-07-2037
Class D-1 Notes U.S.$36,000,000 Class D-1 Senior Secured Deferrable Floating Rate Notes due 2037	USD	20-07-2037
Class E Notes U.S.$18,000,000 Class E Senior Secured Deferrable Floating Rate Notes due 2037	USD	20-07-2037

Octagon 54, Ltd. and Octagon 54, LLC

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

Octagon 56, Ltd. and Octagon 56, LLC

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

Octagon Investment Partners 28, Ltd. and Octagon Investment Partners 28, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B-RR Notes U.S.$72,900,000 Class B-RR Senior Secured Floating Rate Notes due 2037		USD	24-04-2037

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

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

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

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

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

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

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

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

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

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

OVI Aviation Designated Activity Company

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

Oxygen Capital Limited

Class/Coupon	Currency	Maturity
Series 28 JPY 500,000,000 Limited Recourse Secured Fixed Rate Notes due 2027	JPY	16-02-2027
Series 38 USD3,000,000 Limited Recourse Secured Floating Rate Securities due 2026	USD	15-04-2026
Series 42 USD3,000,000 Limited Recourse Secured Floating Rate Securities due 2027	USD	01-04-2028
Series 51 JPY 500,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	04-10-2028
Series 52 JPY 300,000,000 Limited Recourse Secured Floating Rate Securities due 2028	JPY	06-11-2028
Series 53 USD3,000,000 Limited Recourse Secured Floating Rate Securities due 2026	USD	28-05-2026
Series 56 JPY 500,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	06-11-2028
Series 57 JPY 1,100,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	06-11-2028
Series 58 Series 58: JPY1,000,000,000 Limited Recourse Secured Fixed Rate Securities due 2026	JPY	28-05-2026
Series 61 JPY 500,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	18-08-2028
Series 62 Series 62: JPY 500,000,000 Limited Recourse Secured Fixed Rate Securities due 2028	JPY	18-08-2028
Series 151 JPY 10,000,000,000 Limited Recourse Secured Fixed Rate EUA Carry Auction Settled Credit-Linked Securities due 2024	JPY	20-12-2024

OZLM XIV, Ltd. and OZLM XIV, LLC

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

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

Class/Coupon	Currency	Maturity
Class A-1a-F US$27,500,000 Senior Secured Fixed Rate Notes due 2031	USD	31-07-2031
Class C-R2 US$29,800,000 Senior Secured Deferrable Floating Rate Notes due 2031	USD	31-07-2031
Class D-R2 US$22,900,000 Senior Secured Deferrable Floating Rate Notes due 2031	USD	31-07-2031
US$72,100,000 Subordinated Notes due 2031	USD	31-07-2031

OZLM VII, Ltd and OZLM VII, LLC

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

OZLM VIII, LTD. AND OZLM VIII, LLC

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

Pacific Capital International Limited

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

Palisade Aviation Holdings Lender, Ltd.

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

Palisade Aviation Holdings Warehouse, Ltd.

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

Palmer Square CLO 2018-1, Ltd. and Palmer Square CLO 2018-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-2-R Notes U.S.$61,750,000 Class A-2-R Senior Secured Floating Rate Notes due 2037		USD	18-04-2037

Palmer Square CLO 2018-2, Ltd. and Palmer Square CLO 2018-2, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes U.S.$304,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2037		USD	16-04-2037

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

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

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

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

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

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

Park Avenue Institutional Advisers CLO Ltd 2017-1 and LLC

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

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

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

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

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

Park Blue CLO 2022-II, Ltd. and Park Blue CLO 2022-II LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1R Notes U.S.$ 248,000,000 Class A-1R Senior Secured Floating Rate Notes due 2037		USD	20-07-2037
Class B-R Notes U.S.$ 48,000,000 Class B-R Senior Secured Floating Rate Notes due 2037		USD	20-07-2037

Pera Funding DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2019-01 USD 150,000,000 Secured Repackaged Notes due 2024		USD	10-07-2024
Series 2023-01 USD$116,000,000 Secured Repackaged Notes due 2028		USD	15-03-2028

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

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

Pillar Funding DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2021-01 USD$200,000,000 Secured Notes due 2024		USD	10-06-2031

Pioneer Aircraft Finance Limited and Pioneer Aircraft Finance LLC

Class/Coupon	Currency	Maturity
Class A Notes USD428,000,000 3.967% Series 2019 A Fixed Rate Notes due 2044	USD	15-06-2044
Class B Notes USD75,000,000 4.948% Series 2019 B Fixed Rate Notes due 2044	USD	15-06-2044
Class C Notes USD26,000,000 6.900% Series 2019 C Fixed Rate Notes due 2044	USD	15-06-2044

Pioneer I Limited

Class/Coupon	CSX Ticker	Currency	Maturity
USD114,629,000 aggregate notional amount of Equity Certificates		USD	15-06-2044

Point Au Roche Park CLO, Ltd. and Point Au Roche Park CLO, LLC

Class/Coupon	Currency	Maturity
Class A Notes US$279,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	20-07-2034
Class B-1 Notes US$57,000,000 Class B-1 Senior Secured Floating Rate Notes due 2034	USD	20-07-2034
Class C Notes US$27,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	20-07-2034

Polis Dania Designated Activity Company

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

Portfolio Concentrate Solutions Unlimited Company

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

PPM CLO 2 Ltd. and PPM CLO 2, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$221,000,000 Class A-R Floating Rate Notes due 2037		USD	16-04-2037
Class B-R2 Notes U.S.$54,000,000 Class B-R2 Floating Rate Notes due 2037		USD	16-04-2037

Primat Capital 2019-II Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD$200,000,000 Unsecured Notes due 27 September 2024		USD	27-09-2024

Primat Capital 2020-I Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD$30,000,000 Unsecured Notes due 4 June 2026		USD	04-06-2026

Prodigy Finance CM2020-1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Notes USD$47,344,412 Secured Class B Notes maturing 2045		USD	26-10-2045

Qilin Designated Activity Company

Class/Coupon	Currency	Maturity
Class C Notes US$165,000,000 Class C Floating Rate Term Notes, Series 2019-1	USD	29-09-2025
Class D Notes US$105,000,000 Class D Floating Rate Term Notes, Series 2019-1	USD	29-09-2025
SI Notes Seller's Interest Note	USD	29-09-2025

Rad CLO 19, Ltd. and Rad CLO 19, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes due 2035		USD	20-04-2035
Class B Notes U.S.$40,000,000 Class B Senior Secured Floating Rate Notes due 2035		USD	20-04-2035

RAD CLO 25, Ltd. and RAD CLO 25, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$256,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037		USD	20-07-2037

Rad CLO 3, Ltd. and Rad CLO 3, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R2 Notes U.S.$265,300,000 Class A-1-R2 Senior Secured Floating Rate Notes due 2037		USD	15-07-2037
Class B-R2 Notes U.S.$41,450,000 Class B-R2 Senior Secured Floating Rate Notes due 2037		USD	15-07-2037

Rad CLO 5, Ltd. and Rad CLO 5, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class AR Notes U.S.$281,600,000 Class AR Senior Secured Floating Rate Notes due 2032		USD	23-07-2032

RAF I Holdings Limited

Class/Coupon	CSX Ticker	Currency	Maturity
USD193,000,000 aggregate notional amount of Equity Certificates		USD

Raptor Aircraft Finance I Limited and Raptor Aircraft Finance I LLC

Class/Coupon	Currency	Maturity
USD553,000,000 4.213% Series 2019 A Fixed Rate Notes due 2044	USD	23-08-2044
USD116,500,000 5.193% Series 2019 B Fixed Rate Notes due 2044	USD	23-08-2044
USD56,500,000 6.900% Series 2019 C Fixed Rate Notes due 2044	USD	23-08-2044

RCM Neo Holdco Limited

Class/Coupon	CSX Ticker	Currency	Maturity
US$26,113,332.85 5.50% plus CME Term SOFR guaranteed floating rate notes due 2024		USD	21-08-2024

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 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 I DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 1,500,000,000 note due 2043		USD	31-12-2043

Regatta VII Funding Ltd. and Regatta VII Funding LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$4,500,000 Class X Senior Secured Floating Rate Notes Due 2034	USD	20-06-2034
Class A1-R2 Notes U.S.$244,000,000 Class A1-R2 Senior Secured Floating Rate Notes Due 2034	USD	20-06-2034
Class A2-R2 Notes U.S.$8,000,000 Class A2-R2 Senior Secured Floating Rate Notes Due 2034	USD	20-06-2034
Class B-R2 Notes U.S.$41,300,000 Class B-R2 Senior Secured Floating Rate Notes Due 2034	USD	20-06-2034
Class C-R2 Notes U.S.$21,000,000 Class C-R2 Mezzanine Secured Deferrable Floating Rate Notes Due 2034	USD	20-06-2034
Class D-R2 Notes U.S.$26,000,000 Class D-R2 Mezzanine Secured Deferrable Floating Rate Notes Due 2034	USD	20-06-2034
Class E-R2 Notes U.S.$23,500,000 Class E-R2 Junior Secured Deferrable Floating Rate Notes Due 2034	USD	20-06-2034

Regatta XXIV Funding Ltd., and Regatta XXIV Funding LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S$.144,000,000 Class A-1 Senior Secured Floating Rate Notes due 2035	USD	20-01-2035
Class B Notes U.S.$55,000,000 Class B Senior Secured Floating Rate Notes due 2035	USD	20-01-2035
Class C Notes U.S.$25,500,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	20-01-2035
Class E Notes U.S.$23,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2035	USD	20-01-2035

Regatta XXVIII Funding Ltd. and Regatta XXVIII Funding LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S. $248,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037		USD	25-04-2037
Class B-1 Notes U.S. $30,000,000 Class B-1 Senior Secured Floating Rate Notes due 2037		USD	25-04-2037

Regional 2021-1 E Holding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class E Participating Certificates USD274,809,522.42 Class E Participating Certificates		USD	20-04-2041

Reign Exchange Ltd. and Reign Exchange LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S$761,300,000 4.92% fixed-rate Secured Notes due May 30, 2049		USD	30-05-2049

Reinsurance Custody Solutions Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€1,000,000,000 Profit Participating Notes Due 31 December 2078		EUR	31-12-2078

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$ Variable Interest Notes due 2024		USD	09-04-2029

RIN IV Ltd. and RIN IV LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$248,000,000 Class A Floating Rate Senior Notes due 2033		USD	20-04-2033

RiverRock Emerald Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Series 1 Notes Up to USD 300,000,000 Series 1 unsecured, limited recourse, definitive registered profit participating Notes due 2073		USD	29-03-2073
Series 2 Notes Up to USD 300,000,000 Series 2 unsecured, limited recourse, definitive registered profit participating Notes due 2073		USD	29-03-2073

Robusta 4 Finance Designated Activity Company

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

Robusta 6 Finance Designated Activity Company

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

Rockford Tower CLO 2020-1, Ltd. and Rockford Tower CLO 2020-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes U.S.$240,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2036		USD	20-01-2036

Rockford Tower CLO 2021-3, Ltd. and Rockford Tower CLO 2021-3, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S. $330,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034		USD	20-10-2034

Rockford Tower CLO 2022-2 Ltd. and Rockford Tower CLO 2022-2 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes US$240,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2035		USD	20-10-2035

Rockford Tower CLO 2023-1, Ltd. and Rockford Tower CLO 2023-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A U.S.$240,000,000 Class A Senior Secured Floating Rate Notes Due 2036		USD	20-01-2036
Class B U.S.$64,000,000 Class B Senior Secured Floating Rate Notes Due 2036		USD	20-01-2036

Romark CLO - IV Ltd. and Romark CLO - IV LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Floating Rate Notes due 2034	USD	01-07-2034
Class A-2a Notes U.S.$50,000,000 Class A-2a Senior Floating Rate Notes due 2034	USD	01-07-2034
Class A-2b Notes U.S.$14,000,000 Class A-2b Senior Fixed Rate Notes due 2034	USD	01-07-2034
Class B Notes U.S.$24,000,000 Class B Deferrable Mezzanine Floating Rate Notes due 2034	USD	01-07-2034
Class C-1 Notes U.S.$16,000,000 Class C-1 Deferrable Mezzanine Floating Rate Notes due 2034	USD	01-07-2034
Class C-2 Notes U.S.$8,000,000 Class C-2 Deferrable Mezzanine Floating Rate Notes due 2034	USD	01-07-2034
Class D Notes U.S.$14,200,000 Class D Deferrable Mezzanine Floating Rate Notes due 2034	USD	01-07-2034
Subordinated Notes U.S.$36,650,000 Subordinated Notes due 2034	USD	01-07-2034

RR 25 LTD. and RR 25 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes U.S.$352,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2037		USD	15-10-2037

RR 5 LTD. and RR 5 LLC

Class/Coupon	Currency	Maturity
Class A-1-R Notes U.S.$ 205,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2039	USD	15-07-2039
Class A-2-R Notes U.S.$ 55,250,000 Class A-2-R Senior Secured Floating Rate Notes due 2039	USD	15-07-2039
Class D-R Notes U.S.$ 14,900,000 Class D-R Secured Deferrable Floating Rate Notes due 2039	USD	15-07-2039

Rydal Falls Funding Limited

Class/Coupon	CSX Ticker	Currency	Maturity
£100,000,000 Variable Funding Notes due 2046		GBP	22-06-2046

Salamanca S.à.r.l., acting in respect of Compartment 1

Class/Coupon	CSX Ticker	Currency	Maturity
Up to AUD 150,000,000 Interest Bearing Bonds due November 2028		AUD	10-11-2028

Sankaty Paringa Holdings I Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
USD300,000,000 profit participating certificates due 2020		USD	14-04-2048

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

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

Sapphire Aviation Finance II Limited and Sapphire Aviation Finance II LLC

Class/Coupon	Currency	Maturity
USD490,000,000 3.228% Series 2020-1 A Fixed Rate Notes due 2040	USD	15-03-2040
USD86,000,000 4.335% Series 2020-1 B Fixed Rate Notes due 2040	USD	15-03-2040
USD44,000,000 6.779% Series 2020-1 C Fixed Rate Notes due 2040	USD	15-03-2040

Sapphire II Limited

Class/Coupon	CSX Ticker	Currency	Maturity
$121,889,000 Aggregate Notional Amount of Equity Certificates		USD	15-03-2040

Saratoga Investment Corp Senior Loan Fund 2022-1, Ltd. and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes due 2033		USD	20-10-2033
Class B Notes U.S.$48,000,000 Class B Senior Secured Floating Rate Notes 2033		USD	20-10-2033

Saratoga Investment Corp. CLO 2013-1, Ltd. and Inc.

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R-3 Notes U.S.$357,500,000 Class A-1-R-3 Senior Secured Floating Rate Notes due 2033		USD	20-04-2033

SASOF VI Aviation Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
US$13,000,000 Profit Participating Notes due 2064		USD	13-03-2064

Scala Alternative Investments DAC

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

SCP SVT UK Holding 1 Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €28,049,993.28 11.8% Loan Notes due 31 December 2025 and an unlimited amount of 11.8% payment in kind notes		EUR	31-12-2025
Up to £39,937,409.94 11.8% Loan Notes due 31 December 2025 and an unlimited amount of 11.8% payment in kind notes		GBP	31-12-2025

Setanta Aircraft Leasing DAC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S$2,000,000,000 Promissory Notes due 2028		USD	05-11-2028

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

Shangren V (Trade Finance) Limited

Class/Coupon	CSX Ticker	Currency	Maturity
USD 128,000,000 Credit-Linked Floating Rate Notes		USD	03-09-2024

SHRP Europe Finance Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
€1,000,000,000 Profit Participating Notes due 30 July 2071		EUR	30-07-2071

Silver Aircraft Lease Investment Limited and Silver Aircraft Leasing LLC

Class/Coupon	Currency	Maturity
Series A Notes USD443,000,000 Series A Fixed Rate Secured Notes Series 2019-1	USD	15-07-2044
Series B Notes USD73,000,000 Series B Fixed Rate Secured Notes Series 2019-1	USD	15-07-2044
Series C Notes USD32,000,000 Series C Fixed Rate Secured Notes Series 2019-1	USD	15-07-2044

Silver Holdings Limited

Class/Coupon	CSX Ticker	Currency	Maturity
USD123,335,000 aggregate face amount of Class E Participating Certificates		USD

Silver Point CLO 1, Ltd. and Silver Point CLO 1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 U.S.$240,000,000 Class A-1 Secured Floating Rate Notes Due 2036		USD	20-01-2036
Class B U.S.$41,200,000 Class B Secured Floating Rate Notes Due 2036		USD	20-01-2036

Silver Point CLO 2, Ltd. and Silver Point CLO 2, LLC

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

Silver Rock CLO I, Ltd. and Silver Rock CLO I, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B-R Notes US$40,250,000 Class B-R Senior Secured Floating Rate Notes due 2033		USD	20-10-2033

Silver Rock CLO III, Ltd. and Silver Rock CLO III, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes US$240,000,000 Class A-1 Floating Rate Notes due 2036	USD	20-01-2036
Class B Notes US$44,000,000 Class B Floating Rate Notes due 2036	USD	20-01-2036
Class D Notes US$24,000,000 Class D Deferrable Floating Rate due 2036	USD	20-01-2036

Sixth Street CLO IX, Ltd. and Sixth Street 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

SKY Fund V Irish, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
US$390,000,000 Profit Participating Notes due 2030		USD	22-12-2030

SKY Fund VI Irish, Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
US$500,000,000 Profit Participating Notes due 2033		USD	30-10-2033

Skyline Shannon Aircraft Finance DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A $75,000,000 Class A Senior Secured Notes due 2035		USD	08-04-2035
Class B $14,000,000 Class B Senior Secured Notes due 2035		USD	08-04-2035

Skyline Shannon II Aircraft Finance DAC

Class/Coupon	Currency	Maturity
Class A Senior Secured Notes $80,000,000 Class A Senior Secured Notes due 2033	USD	02-08-2033
Class B Senior Secured Notes $11,100,000 Class B Senior Secured Notes due 2033	USD	02-08-2033
Class C Secured Notes $17,500,000 Class C Secured Notes due 2033	USD	02-08-2033

Skyline Shannon II Investor DAC

Class/Coupon	CSX Ticker	Currency	Maturity
US$47,488,000 Profit Participating Note Due 2041		USD	02-08-2041

SLAM 2021-1 Limited and DAE 2 LLC

Class/Coupon	Currency	Maturity
Series 2021-1 A Notes USD592,437,000 2.434% Series 2021-1 A Fixed Rate Notes due 2046	USD	15-06-2046
Series 2021-1 B Notes USD70,739,000 3.422% Series 2021-1 B Fixed Rate Notes due 2046	USD	15-06-2046
Series 2021-1 C Notes USD82,634,000 7.125% Series 2021-1 C Fixed Rate Notes due 2046	USD	15-06-2046

SOF EPC II UK Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to €200,000,000 loan notes 31 December 2031 and an unlimited amount of 7% fixed rate payment inkind notes due 31 December 2031		EUR	31-12-2031

SOF EPC UK Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £25,132,067.60 11.8% Loan Notes due 31 December 2025 and an unlimited amount of 11.8% payment in kind notes		GBP	31-12-2025

Solrr Aircraft 2021-1 Limited and Solrr Aircraft 2021-1 LLC

Class/Coupon	Currency	Maturity
Series A Notes US$550,400,000 Series A Fixed Rate Secured Notes Series 2021-1	USD	15-10-2046
Series B Notes US$90,400,000 Series B Fixed Rate Secured Notes Series 2021-1	USD	15-10-2046
Series C Notes US$65,700,000 Series C Fixed Rate Secured Notes Series 2021-1	USD	15-10-2046
E Notes US$250,000,000 E Notes	USD	15-10-2046

Solstice ABS CBO III, Ltd.

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

Sound Point CLO 39 Ltd. and Sound Point CLO 39 LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$248,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037	USD	20-07-2037
Class A-2 Notes U.S.$12,000,000 Class A-2 Senior Secured Floating Rate Notes due 2037	USD	20-07-2037
Class B Notes U.S.$44,000,000 Class B Senior Secured Floating Rate Notes due 2037	USD	20-07-2037
Class C Notes U.S.$24,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	20-07-2037
Class D-1 Notes U.S.$20,000,000 Class D-1 Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	20-07-2037
Class D-2 Notes U.S.$6,000,000 Class D-2 Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	20-07-2037
Class E Notes U.S.$14,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2037	USD	20-07-2037

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

Class/Coupon	Currency	Maturity
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

Sound Point Strategic Capital Master Fund DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes Up to USD 330,325,851 Class A Notes		USD	02-01-2070
Class B Notes Up to USD 161,250,000 Class B Notes		USD	02-01-2070

Sound Point Strategic Capital Master Fund II DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes Up to USD 550,000,000 Class A Notes		USD	07-07-2072
Class B Notes Up to USD 500,000,000 Class B Notes		USD	07-07-2072

Sound Point Tactical Loan Opportunity Master Fund I Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Up to USD 500,000,000 Class A Notes		USD	02-07-2070
Up to USD150,000,000 Class B Notes		USD	02-07-2070

SP Novo (Ireland) DAC

Class/Coupon	Currency	Maturity
US$313,372,119.50 Series AA Notes	USD	28-02-2033
US$292,480,816.96 Series A Notes	USD	28-02-2033
US$96,101,368.43 Series B Notes	USD	28-02-2033
US$45,961,898.15 Series C Notes	USD	28-02-2033
US$20,892,163.00 Series D Notes	USD	28-02-2033
US$54,993,407.00 Series RR Notes due 2033	USD	28-02-2033

SP Novo Japan G.K.

Class/Coupon	Currency	Maturity
US$40,586,909.40 Series AA Notes	USD	28-02-2033
US$37,881,137.73 Series A Notes	USD	28-02-2033
US$12,446,728.00 Series B Notes	USD	28-02-2033
US$5,952,831.41 Series C Notes	USD	28-02-2033
US$2,705,883.12 Series D Notes due 2033	USD	28-02-2033

SP Pure Fishing UK Limited

Class/Coupon	CSX Ticker	Currency	Maturity
US$65,000,000 promissory notes due 2027		USD	24-02-2027

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

Sprite 2021-1 Limited and Sprite 2021-1 US LLC

Class/Coupon	Currency	Maturity
Series 2021 A $485,000,000 3.750% Series 2021 A Fixed Rate Notes	USD	15-11-2046
Series 2021 B $88,000,000 5.100% Series 2021 B Fixed Rate Notes	USD	15-11-2046
Series 2021 C $60,000,000 8.835% Series 2021 C Fixed Rate Notes	USD	15-11-2046
E Notes US$235,985,563 in aggregate principal amount of E Notes due 2046	USD	15-11-2046

SRC Copernicus Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £500,000,000 Loan Notes due 2037		GBP	21-10-2037

SRC Neptune Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
Up to £500,000,000 Sterling Loan Notes due 2037 and an unlimited amount of PIK Notes		GBP	26-04-2037

SREO 210 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
EUR51,344,566 profit participating certificates due 2025		EUR	30-03-2025

START Holding II Ltd

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

START Holding III Ltd

Class/Coupon	CSX Ticker	Currency	Maturity
$87,531,000 aggregate face amount Class E Participating Certificates		USD	15-11-2044

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 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
Series 2020-01 USD50,000,000 Limited Recourse Secured Repack Pass-Through Notes due 2026	USD	02-01-2026
Series 2020-02 USD45,000,000 Limited Recourse Secured Repack Pass-Through Notes due 2026	USD	02-01-2026
Series 2020-10 GBP 34,363,706 Limited Recourse Secured Repack Pass-Through Notes due 2028	GBP	13-04-2028
Series 2020-08 USD 100,000,000 Limited Recourse Secured Fixed Rate Notes due 2025	USD	24-08-2025
Series 2021-09 USD 125,000,000 Limited Recourse Secured Repack Pass-Through Notes due 2025	USD	21-03-2025
Series 2021-10 USD 80,000,000 Limited Recourse Secured Repack Pass-Through Notes due 2039	USD	13-06-2039
Series 2021-11 USD 25,000,000 Limited Recourse Secured Repack Pass-Through Notes due 2031	USD	03-06-2031
Series 2021-12 USD 20,000,000 Limited Recourse Secured Repack Pass-Through Notes due 2032	USD	19-04-2032
Series 2022-01 USD 500,000,000 Limited Recourse Profit Participation Securities due 2032	USD	08-02-2032
Series 2022-02 EUR 500,000,000 Limited Recourse Profit Participation Securities due 2032	EUR	08-02-2032
Series 2022-03 GBP 500,000,000 Limited Recourse Profit Participation Securities due 2032	GBP	08-02-2032
Series 2022-07 EUR 50,000,000 Limited Recourse Secured Floating Rate Securities due 2025	EUR	15-07-2025
Series 2022-09 EUR 51,110,000 Loan Repack Pass-Through Securities due 2027	EUR	29-07-2027
Series 2022-13 GBP 25,000,000 Limited Recourse Trade Finance Linked Securities due 2027	GBP	08-07-2027
Series 2022-15 USD 500,000,000 Limited Recourse Secured Floating Rate Securities due 2027	USD	14-12-2029
Series 2023-07 USD 195,000,000 Limited Recourse Secured Repack Pass-Through Notes due 2028	USD	07-08-2028
Series 2023-08 USD 21,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	USD	15-08-2024
Series 2023-09 USD 26,130,000 Limited Recourse Secured Fixed Rate Securities due 2024	USD	18-08-2024
Series 2023-11 USD 10,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	USD	06-09-2024
Series 2023-12 USD 12,000,000 Limited Recourse Secured Floating Rate Securities due 2024	USD	13-09-2024
Series 2023-13 GBP 23,174,342 Loan Repack Pass-Through Securities due 2028	GBP	09-08-2028
Series 2023-14 GBP 3,809,481 Loan Repack Pass-Through Securities due 2028	GBP	09-08-2028
Series 2023-16 USD 10,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	USD	31-10-2024
Series 2023-15 US$ 57,000,000 Limited Recourse Secured Floating Rate Securities due November 2024	USD	10-11-2024
Series 2023-10 USD 85,000,000 Limited Recourse Secured Repack Pass-Through Notes due 2029	USD	21-03-2029
Series 2023-19 USD 47,100,000 Limited Recourse Secured Fixed Rate Securities due 2024	USD	15-11-2024
Series 2023-17 USD 25,000,000 Limited Recourse Secured Floating Rate Securities due 2024	USD	16-11-2024
Series 2023-22 EUR 51,269,264 Loan Repack Pass-Through Securities due 2028	EUR	09-08-2028
Series 2023-23 ZAR 655,655,000 Limited Recourse Secured Fixed Rate Securities due 2024	ZAR	19-12-2024
Series 2023-20 USD 22,000,000 Limited Recourse Secured Fixed Rate Securities due 2024	USD	28-12-2024
Series 2024-01 USD 26,100,000 Limited Recourse Secured Fixed Rate Securities due 2025	USD	12-02-2025
Series 2024-04 USD 56,700,000 Limited Recourse Secured Fixed Rate Securities due 2025	USD	10-06-2025
Series 2024-05 USD 35,200,000 Limited Recourse Secured Fixed Rate Securities due 2025	USD	17-06-2025
Series 2024-06 USD 60,000,000 Limited Recourse Secured Fixed Rate Securities due 2025	USD	11-03-2025

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 2031	USD	21-04-2031
Class D Notes U.S.$26,400,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	21-04-2031
Class E Notes U.S.$18,900,000 Class E Mezzanine Secured Deferrable Floating Rate Notes due 2031	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

Steele Creek CLO 2019-2, Ltd and Steele Creek CLO 2019-2, LLC

Class/Coupon	Currency	Maturity
Class D U.S.$24,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	15-07-2032
Class E U.S.$15,000,000 Class E Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	15-07-2032
Subordinated Notes U.S.$40,185,000 Subordinated Notes due 2032	USD	15-07-2032

Stellar Jay Ireland DAC and Stellar Jay US, LLC

Class/Coupon	Currency	Maturity
Series 2021-1 A $216,000,000 3.967% Series 2021-1 A Fixed Rate Notes due October 15, 2041	USD	15-10-2041
Series 2021-1 B $39,000,000 5.926% Series 2021-1 B Fixed Rate Notes due October 15, 2041	USD	15-10-2041
Series 2021-1 C $27,000,000 7.385% Series 2021-1 C Fixed Rate Notes due 2041	USD	15-10-2041

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

Strata CLO II, Ltd. and Strata CLO II, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$200,000,000 Class A-1 Senior Secured Floating Rate Notes due 2033		USD	20-10-2033

Stratus Capital II Designated Activity Company

Class/Coupon	Currency	Maturity
Series 2 EUR 5,000,000 Limited Recourse Floating Rate Credit Linked Secured Notes due 2025, credit-linked to the 0 - 6% tranche of the iTraxx® Europe Main Index Series 34	USD	20-12-2025
Series 5 EUR 24,952,800 Limited Recourse Secured Fixed Rate Securities due 2025	EUR	17-12-2025
Series 8 EUR 5,000,000 Limited Recourse Floating Rate Credit Linked Secured Notes due 2027, credit-linked to the 0 - 3% tranche of the iTraxx® Europe Main Index Series 38	EUR	20-12-2027
Series 9 EUR 5,000,000 Limited Recourse Floating Rate Credit Linked Secured Notes due 2028, credit-linked to the iTraxx® Europe Crossover Index Series 39	EUR	20-06-2028
Series 12 EUR 5,000,000 Limited Recourse Floating Rate Credit Linked Secured Notes due 2027, credit-linked to the 10-20% tranche of the iTraxx® Europe Crossover Index Series 38	EUR	20-12-2027
Series 13 EUR 5,000,000 Limited Recourse Floating Rate Leveraged Credit Linked Secured Notes due 2028, credit-linked to the iTraxx® Europe Crossover Index Series 40	EUR	20-12-2028
Series 14 USD 7,000,000 Limited Recourse Floating Rate Credit Linked Secured Notes due 2028, credit-linked to the 15-25% tranche of the Markit CDX North America High Yield Index Series 4	USD	20-12-2028

Sunbird Engine Finance Limited and Sunbird Engine Finance LLC

Class/Coupon	Currency	Maturity
Series 2020-1 A Notes USD214,150,000 3.671% Series 2020-1 A Fixed Rate Notes due 2045	USD	15-02-2045
Series 2020-1 B Notes USD30,590,000 4.703% Series 2020-1 B Fixed Rate Notes due 2045	USD	15-02-2045
Series 2020-1 C Notes USD12,240,000 6.778% Series 2020-1 C Fixed Rate Notes due 2045	USD	15-02-2045
E Notes USD81,270,660 E Notes	USD	15-02-2045

Sunrise Aircraft Irish Holdco Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Tranche A Up to USD 350,000,000 Unsecured Tranche A Notes Due 22 December 2028		USD	22-12-2028
Tranche B Up to USD 150,000,000 Unsecured Tranche B Notes Due 22 December 2028		USD	22-12-2028

Swancastle Designated Activity Company

Class/Coupon	Currency	Maturity
£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
Class A Notes £337,000,000 class A senior second lien mortgage backed notes due 2035	GBP	23-12-2035
Class B Notes £35,800,000 class B second lien mortgage backed notes due 2035	GBP	23-12-2035
Class C Notes £35,800,000 class C second lien mortgage backed notes due 2035	GBP	23-12-2035
Class Z1 Notes £12,500,000 class Z1 second lien mortgage backed notes due 2035	GBP	23-12-2035
Class Z2 Notes £35,000,000 class Z2 second lien mortgage backed notes due 2035	GBP	23-12-2035

Sycamore Tree CLO 2023-2, Ltd. and Sycamore Tree CLO 2023-2, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-R Notes U.S.$256,000,000 Class A-R Senior Secured Floating Rate Notes due 2037		USD	20-01-2037

Symphony CLO 37, Ltd. and Symphony CLO 37, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1aR Notes U.S.$285,000,000 Class A-1aR Senior Secured Floating Rate Notes due 2037		USD	20-01-2037

Symphony CLO 42, Ltd. and Symphony CLO 42 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$320,000,000 Class A-1 Floating Rate Senior Notes due 2037		USD	17-04-2037

Symphony CLO 43, Ltd. and Symphony CLO 43 LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$256,000,000 Class A-1 Floating Rate Senior Notes due 2037		USD	15-04-2037

Symphony CLO XVIII, Ltd. and Symphony CLO XVIII LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-RR Notes U.S.$279,000,000 Class A-1-RR Senior Floating Rate Notes due 2033		USD	23-07-2033

Symphony CLO XX, Ltd and Symphony CLO XX, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
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-I Interests Series A-I Profit Participating Notes due 2067	USD	31-12-2067
Series B-I Interests Series B-I Profit Particpating Notes due 2067	USD	31-12-2067
Series C Interests Series C Profit Participating Notes due 2067	USD	31-12-2067
Series E Interests Series E Profit Participating Notes due 2067	USD	31-12-2067
Series A-II Profit Participating Notes due 2067 Series A-II Interests: Up to USD 340,223,000 Series A-II Profit Participating Notes due 2067	USD	31-12-2067
Series B-II Profit Participating Notes due 2067 Series B-II Interests: Up to USD 75,000,000 Series B-II Profit Participating Notes due 2067	USD	31-12-2067
Series C-II Profit Participating Notes due 2067 Series C-II Interests: Up to USD 1,150,000 Series C-II Profit Participating Notes due 2067	USD	31-12-2067
Series E-II Profit Participating Notes due 2067 Series E-II Interests: Up to USD 1,400,000 Series E-II Profit Participating Notes due 2067	USD	31-12-2067
Series L Profit Participating Notes due 2067 Series L Interests: Up to USD 2,217,021,890 Series L Profit Participating Notes due 2067	USD	31-12-2067

Tailwind 2019-1 Limited and Tailwind 2019-1 USA LLC

Class/Coupon	Currency	Maturity
$510,000,000 3.967% Series 2019 A Fixed Rate Notes due 2044	USD	15-12-2044
$81,000,000 5.193% Series 2019 B Fixed Rate Notes due 2044	USD	15-12-2044
$46,000,000 7.000% Series 2019 C Fixed Rate Notes due 2044	USD	15-12-2044

Tallman Park CLO, Ltd. and Tallman Park CLO, LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$248,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	20-04-2034
Class B Notes U.S.$56,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	20-04-2034
Class C Notes U.S.$24,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class D Notes U.S.$24,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class E Notes U.S.$14,800,000 Class E Junior Secured Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Subordinated Notes U.S.$42,700,000 Subordinated Notes due 2034	USD	20-04-2034

TCW CLO 2017-1, Ltd. and TCW CLO 2017-1, LLC

Class/Coupon	Currency	Maturity
Class XRR Notes U.S.$4,000,000 Class XRR Senior Secured Floating Rate Notes Due 2034	USD	29-10-2034
Class A1RR Notes U.S.$305,500,000 Class A1RR Senior Secured Floating Rate Notes Due 2034	USD	29-10-2034
Class A2RR Notes U.S.$20,000,000 Class A2RR Senior Secured Floating Rate Notes Due 2034	USD	29-10-2034
Class BRR Notes U.S.$55,500,000 Class BRR Senior Secured Floating Rate Notes Due 2034	USD	29-10-2034
Class CRR Notes U.S.$30,000,000 Class CRR Senior Secured Deferrable Floating Rate Notes Due 2034	USD	29-10-2034
Class DRR Notes U.S.$30,000,000 Class DRR Senior Secured Deferrable Floating Rate Notes Due 2034	USD	29-10-2034
Class ERR Notes U.S.$20,000,000 Class ERR Secured Deferrable Floating Rate Notes Due 2034	USD	29-10-2034

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

Class/Coupon	Currency	Maturity
Subordinated Notes U.S.$30,600,000 Subordinated Notes due 2034	USD	16-08-2034
Class ASNR Notes U.S.$241,000,000 Class ASNR Senior Secured Floating Rate Notes due 2034	USD	16-08-2034
Class AJR Notes U.S.$11,000,000 Class AJR Senior Secured Floating Rate Notes due 2034	USD	16-08-2034
Class AJFR Notes U.S.$5,000,000 Class AJFR Senior Secured Fixed Rate Notes due 2034	USD	16-08-2034
Class BR Notes U.S.$48,000,000 Class BR Senior Secured Floating Rate Notes due 2034	USD	16-08-2034
Class CR Notes U.S.$20,250,000 Class CR Senior Secured Deferrable Floating Rate Notes due 2034	USD	16-08-2034
Class CFR Notes U.S.$4,000,000 Class CFR Senior Secured Deferrable Fixed Rate Notes due 2034	USD	16-08-2034
Class DR Notes U.S.$24,000,000 Class DR Senior Secured Deferrable Floating Rate Notes due 2034	USD	16-08-2034
Class ER Notes U.S.$14,000,000 Class ER Secured Deferrable Floating Rate Notes due 2034	USD	16-08-2034
Class FR Notes U.S.$4,000,000 Class FR Secured Deferrable Floating Rate Notes due 2034	USD	16-08-2034

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

Class/Coupon	Currency	Maturity
Class A1R Notes U.S.$248,250,000 Class A1R Senior Secured Floating Rate Notes Due 2032	USD	20-10-2032
Class A2R Notes U.S.$14,000,000 Class A2R Senior Secured Floating Rate Notes Due 2032	USD	20-10-2032
Class BR Notes U.S.$42,000,000 Class BR Senior Secured Floating Rate Notes Due 2032	USD	20-10-2032
Class CR Notes U.S.$24,000,000 Class CR Senior Secured Deferrable Floating Rate Notes due 2032	USD	20-10-2032
Class DR Notes U.S.$24,000,000 Class DR Senior Secured Deferrable Floating Rate Notes due 2032	USD	20-10-2032
Class ER Notes U.S.$16,250,000 Class ER Secured Deferrable Floating Rate Notes Due 2032	USD	20-10-2032

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

Class/Coupon	Currency	Maturity
Class XRR Notes US$4,000,000 Class XRR Senior Secured Floating Rate Notes due 2034	USD	20-04-2034
Class A1RR Notes US$300,000,000 Class A1RR Senior Secured Floating Rate Notes due 2034	USD	20-04-2034
Class A2RR Notes US$25,000,000 Class A2RR Senior Secured Floating Rate Notes due 2034	USD	20-04-2034
Class BRR Notes US$55,000,000 Class BRR Senior Secured Floating Rate Notes due 2034	USD	20-04-2034
Class CRR Notes US$30,000,000 Class CRR Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class DRR Notes US$30,000,000 Class DRR Senior Secured Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class ERR Notes US$20,000,000 Class ERR Secured Deferrable Floating Rate Notes due 2034	USD	20-04-2034

TCW CLO 2021-2, Ltd. and TCW CLO 2021-2, LLC

Class/Coupon	Currency	Maturity
Class AS U.S.$244,000,000 Class AS Senior Secured Floating Rate Notes due 2034	USD	25-07-2034
Class AJ U.S.$12,000,000 Class AJ Senior Secured Floating Rate Notes due 2034	USD	25-07-2034
Class B U.S.$48,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	25-07-2034

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

Class/Coupon	Currency	Maturity
Class A1 Notes U.S.$241,000,000 Class A1 Senior Secured Floating Rate Notes due 2033	USD	22-04-2033
Class AF Notes U.S.$15,000,000 Class AF Senior Secured Fixed Rate Notes due 2033	USD	22-04-2033
Class B Notes U.S.$48,000,000 Class B Senior Secured Floating Rate Notes due 2033	USD	22-04-2033

TCW CLO 2023-1, Ltd. and TCW CLO 2023-1, LLC

Class/Coupon	Currency	Maturity
Class A-1N Notes U.S.$186,000,000 Class A-1N Senior Secured Floating Rate Notes due 2036	USD	28-04-2036
Class A-1F Notes U.S.$25,000,000 Class A-1F Senior Secured Fixed Rate Notes due 2036	USD	28-04-2036
Class A-2 Notes U.S.$10,000,000 Class A-2 Senior Secured Floating Rate Notes due 2036	USD	28-04-2036
Class B-1 Notes U.S.$29,500,000 Class B-1 Senior Secured Floating Rate Notes due 2036	USD	28-04-2036
Class B-F Notes U.S.$18,500,000 Class B-F Senior Secured Fixed Rate Notes due 2036	USD	28-04-2036
Class C Notes U.S.$24,000,000 Class C Senior Secured Deferrable Floating Rate Notes due 2036	USD	28-04-2036
Class D Notes U.S.$22,000,000 Class D Senior Secured Deferrable Floating Rate Notes due 2036	USD	28-04-2036

TCW CLO 2024-1, Ltd. and TCW CLO 2024-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$248,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037		USD	16-01-2037

Thoma Bravo Credit Asset Funding ABS, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$220,000,000 Class A-1 Floating Rate Term Notes due 2033		USD	22-11-2033

Thrust Engine Leasing 2021 DAC and Thrust Engine Leasing 2021 Statutory Trust

Class/Coupon	Currency	Maturity
A Fixed Rate Notes $385,000,000 4.163% Series 2021-1 A Fixed Rate Notes due 2040	USD	15-07-2040
B Fixed Rate Notes $ 75,000,000 6.121% Series 2021-1 B Fixed Rate Notes due 2040	USD	15-07-2040
C Fixed Rate Notes $ 25,000,000 7.386% Series 2021-1 C Fixed Rate Notes due 2040	USD	15-07-2040

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

Thunderbolt III Aircraft Lease Limited and Thunderbolt III Aircraft Lease US LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2019 A 3.671% Series 2019 A Fixed Rate Notes due 2039		USD	15-11-2039
Series 2019 B 4.750% Series 2019 B Fixed Rate Notes due 2039		USD	15-11-2039

Thunderbolt III Limited

Class/Coupon	CSX Ticker	Currency	Maturity
$89,848,000 in aggregate nominal amount of Equity Certificates		USD	15-11-2039

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

Tikehau US CLO I Ltd. and Tikehau US CLO I LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$252,000,000 Class A-1 Senior Secured Floating Rate Notes due 2035	USD	18-01-2035
Class A-2 Notes U.S.$8,000,000 Class A-2 Senior Secured Floating Rate Notes due 2035	USD	18-01-2035
Class B Notes U.S.$40,000,000 Class B Senior Secured Floating Rate Notes due 2035	USD	18-01-2035
Class C Notes U.S.$23,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	18-01-2035
Class D Notes U.S.$24,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	18-01-2035
Class E Notes U.S.$21,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2035	USD	18-01-2035
Subordinated Notes U.S.$43,450,000 Subordinated Notes due 2035	USD	18-01-2035

Titan Aircraft Investments, I Ltd.

Class/Coupon	CSX Ticker	Currency	Maturity
Up to US$355,756,590 Class A Profit Participating Notes due October 2070		USD	02-10-2070

Topkapi Funding DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2020-01 USD 84,000,000 Limited Recourse Secured Repackaged Pass-Through Notes due 2025		USD	23-12-2025

Tralee CLO VII, Ltd. and Tralee CLO VII, LLC

Class/Coupon	Currency	Maturity
Class A-1 U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034	USD	27-03-2034
Class A-2 U.S.$16,000,000 Class A-2 Senior Secured Floating Rate Notes due 2034	USD	27-03-2034
Class B U.S.$48,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	27-03-2034
Class C-1 U.S.$14,000,000 Class C-1 Secured Deferrable Floating Rate Notes due 2034	USD	27-03-2034
Class C-2 U.S.$10,000,000 Class C-2 Secured Deferrable Fixed Rate Notes due 2034	USD	27-03-2034
Class D U.S.$22,000,000 Class D Secured Deferrable Floating Rate Notes due 2034	USD	27-03-2034
Class E U.S.$16,000,000 Class E Secured Deferrable Floating Rate Notes due 2034	USD	27-03-2034
Subordinated Notes U.S.$40,800,000 Subordinated Notes due 2034	USD	27-03-2034

Trimaran CAVU 2019-1 Ltd and Trimaran CAVU 2019-1 LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$354,000,000 Class A-1 Floating Rate Notes due 2032	USD	20-07-2032
Class A-2 Notes U.S.$34,800,000 Class A-2 Floating Rate Notes due 2032	USD	20-07-2032
Class B Notes U.S.$66,000,000 Class B Floating Rate Notes due 2032	USD	20-07-2032
Class C-1 Notes U.S.$23,000,000 Class C-1 Deferrable Floating Rate Notes due 2032	USD	20-07-2032
Class C-2 Note U.S.$14,200,000 Class C-2 Deferrable Fixed Rate Notes due 2032	USD	20-07-2032
Class D Notes U.S.$31,200,000 Class D Deferrable Floating Rate Notes due 2032	USD	20-07-2032
Class E Notes U.S.$24,200,000 Class E Deferrable Floating Rate Notes due 2032	USD	20-07-2032
Subordinated Notes U.S.$62,500,000 Subordinated Notes due 2032	USD	20-07-2032

Trimaran CAVU 2021-1 Ltd. and Trimaran CAVU 2021-1 LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$289,750,000 Class A Floating Rate Notes due 2032	USD	23-04-2032
Class B Notes U.S.$71,250,000 Class B Floating Rate Notes due 2032	USD	23-04-2032
Class C Notes U.S.$28,500,000 Class C Deferrable Floating Rate Notes due 2032	USD	23-04-2032
Class D Notes U.S.$26,000,000 Class D Deferrable Floating Rate Notes due 2032	USD	23-04-2032
Class E Notes U.S.$17,875,000 Class E Deferrable Floating Rate Notes due 2032	USD	23-04-2032
Subordinated Notes U.S.$51,200,000 Subordinated Notes due 2032	USD	23-04-2032

Trinitas CLO XI, Ltd. and Trinitas CLO XI, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.54,900,000 Subordinated Notes due 2034		USD	15-07-2034

Trinitas CLO XII, Ltd. and Trinitas CLO XII, LLC

Class/Coupon	Currency	Maturity
Class A-2 Notes U.S.$30,000,000 Class A-2 Fixed Rate Notes Due 2033	USD	25-04-2033
Class B-2 Notes U.S.$28,450,000 Class B-2 Fixed Rate Notes Due 2033	USD	25-04-2033
Class D Notes U.S.$30,200,000 Class D Deferrable Floating Rate Notes Due 2033	USD	25-04-2033
Class E Notes U.S.$23,750,000 Class E Deferrable Floating Rate Notes Due 2033	USD	25-04-2033
Class F Notes U.S.$11,250,000 Class F Deferrable Floating Rate Notes Due 2033	USD	25-04-2033
Subordinated Notes U.S.$37,070,000 Subordinated Notes due 2033	USD	25-04-2033
Class A-1-R Notes U.S.$290,000,000 Class A-1-R Floating Rate Notes due 2033	USD	25-04-2033

Trinitas CLO XIV, Ltd. and Trinitas CLO XIV, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class D U.S. $27,500,000 Class D Deferrable Floating Rate Notes Due 2034		USD	25-01-2034
Class E U.S.$19,250,000 Class E Deferrable Floating Rate Notes Due 2034		USD	25-01-2034

Trinitas CLO XV, Ltd. and Trinitas CLO XV, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$297,000,000 Class A-1 Floating Rate Notes Due 2034	USD	22-04-2034
Class A-2 Notes U.S.$23,000,000 Class A-2 Fixed Rate Notes Due 2034	USD	22-04-2034
Class B-1 Notes U.S.$50,000,000 Class B-1 Floating Rate Notes Due 2034	USD	22-04-2034
Class B-2 Notes U.S.$10,000,000 Class B-2 Fixed Rate Notes Due 2034	USD	22-04-2034
Class C Notes U.S.$30,000,000 Class C Deferrable Floating Rate Notes Due 2034	USD	22-04-2034
Class D Notes U.S.$25,000,000 Class D Deferrable Floating Rate Notes Due 2034	USD	22-04-2034
Class E Notes U.S.$22,500,000 Class E Deferrable Floating Rate Notes Due 2034	USD	22-04-2034
Class F Notes U.S.$5,000,000 Class F Deferrable Floating Rate Notes Due 2034	USD	22-04-2034

Trinitas CLO XVIII, Ltd. and Trinitas CLO XVIII, LLC

Class/Coupon	Currency	Maturity
Class A-1 U.S$285,000,000 Class A-1 Floating Rate Notes due 2035	USD	20-01-2035
Class A-2 U.S.$25,000,000 Class A-2 Fixed Rate Notes due 2035	USD	20-01-2035
Class B U.S.$70,000,000 Class B Floating Rate Notes due 2035	USD	20-01-2035
Class C U.S$30,000,000 Class C Deferrable Floating Rate Notes due 2035	USD	20-01-2035
Class D U.S$27,500,000 Class D Deferrable Floating Rate Notes due 2035	USD	20-01-2035
Class E U.S$19,000,000 Class E Deferrable Floating Rate Notes due 2035	USD	20-01-2035

Trinitas CLO XXIV, Ltd. and Trinitas CLO XXIV, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$300,000,000 Class A-1 Floating Rate Notes Due 2037		USD	25-04-2037
Class B Notes U.S.$ 65,000,000 Class B Floating Rate Notes Due 2037		USD	25-04-2037

Trinitas CLO XXIX, Ltd. and Trinitas CLO XXIX, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$310,000,000 Class A-1 Floating Rate Notes due 2037	USD	23-07-2037
Class B-1 Notes U.S.$50,000,000 Class B-1 Floating Rate Notes due 2037	USD	23-07-2037
Class C Notes U.S.$30,000,000 Class C Deferrable Floating Rate Notes due 2037	USD	23-07-2037
Class D-1 Notes U.S.$27,500,000 Class D-1 Deferrable Floating Rate Notes due 2037	USD	23-07-2037
Class D-2 Notes U.S.$6,250,000 Class D-2 Deferrable Floating Rate Notes due 2037	USD	23-07-2037

Trinitas CLO XXV, Ltd. and Trinitas CLO XXV, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$242,000,000 Class A-1 Floating Rate Notes Due 2037		USD	23-01-2037
Class B Notes U.S.$ 48,000,000 Class B Floating Rate Notes Due 2037		USD	23-01-2037

Trinitas CLO XXVI, Ltd. and Trinitas CLO XXVI, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$315,000,000 Class A-1 Floating Rate Notes Due 2035	USD	20-01-2035
Class A-2 Notes U.S.$12,500,000 Class A-2 Floating Rate Notes Due 2035	USD	20-01-2035
Class B Notes U.S.$52,500,000 Class B Floating Rate Notes Due 2035	USD	20-01-2035
Class C Notes U.S.$30,000,000 Class C Deferrable Floating Rate Notes Due 2035	USD	20-01-2035
Class D Notes U.S.$30,000,000 Class D Deferrable Floating Rate Notes Due 2035	USD	20-01-2035
Class E Notes U.S.$20,000,000 Class E Deferrable Floating Rate Notes Due 2035	USD	20-01-2035

Trinitas CLO XXVIII, Ltd. and Trinitas CLO XXVIII, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$119,500,000 Class A-1 Floating Rate Notes Due 2037		USD	25-04-2037

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

TruPS Financials Note Securitization 2019-2 Ltd and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$203,000,000 Class A-1 Senior Secured Floating Rate Notes due 2039		USD	28-02-2039
Class A-2 Notes U.S.$30,500,000 Class A-2 Mezzanine Deferrable Floating Rate Notes due 2039		USD	28-02-2039

TruPS Financials Note Securitization 2020-1 and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$169,700,000 Class A-1 Senior Secured Fixed/Floating Rate Notes due 2040		USD	15-04-2040
Class A-2 Notes U.S.$19,800,000 Class A-2 Mezzanine Deferrable Fixed/Floating Rate Notes due 2040		USD	15-04-2040

TruPS Financials Note Securitization 2020-2 and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$106,300,000 Class A-1 Senior Secured Fixed/Floating Rate Notes due 2041		USD	15-07-2041
Class A-2 Notes U.S.$7,100,000 Class A-2 Mezzanine Deferrable Fixed/Floating Rate Notes due 2041		USD	15-07-2041

TruPS Financials Note Securitization 2022-1 and LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes $133,000,000 Class A-1 Senior Secured Floating Rate Notes due 2039		USD	15-10-2039
Class A-2 Notes $102,000,000 Class A-2 Senior Secured Fixed/Floating Rate Notes due 2039		USD	15-10-2039

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

Valkyrie BTO Funding 1 Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$100,000,000 profit participating notes due 6 October 2061		USD	06-10-2061

Valley Stream Park CLO, Ltd. and Valley Stream Park CLO, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B-R Notes US$62,700,000 Class B-R Senior Secured Floating Rate Notes due 2034		USD	20-10-2034

Venture 35 CLO, Limited and Venture 35 CLO, LLC

Class/Coupon	Currency	Maturity
Class A-FR Notes U.S.$80,000,000 Class A-FR Senior Secured Fixed Rate Notes due 2031	USD	22-10-2031
Class B-FR Notes U.S.$30,525,000 Class B-FR 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
Class A-LR Notes U.S.$305,000,000 Class A-LR Senior Secured Floating Rate Notes due 2031	USD	22-10-2031
Class B-LR Notes U.S.$36,475,000 Class B-LR Senior Secured Floating Rate Notes due 2031	USD	22-10-2031

Venture 37 CLO, Limited and Venture 37 CLO, LLC

Class/Coupon	Currency	Maturity
Class D Notes US$26,500,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	15-07-2032
Class E Notes US$26,500,000 Class E Junior Secured Deferrable Floating Rate Notes due 2032	USD	15-07-2032
Subordinated Notes US$46,450,000 Subordinated Notes due 2032	USD	15-07-2032
Class A-1RR Notes U.S.$306,250,000 Class A-1RR Senior Secured Floating Rate Notes due 2032	USD	15-07-2032
Class A-2RR Notes U.S.$ 18,750,000 Class A-2RR Senior Secured Floating Rate Notes due 2032	USD	15-07-2032
Class B-RR Notes U.S.$50,000,000 Class B-RR Senior Secured Floating Rate Notes due 2032	USD	15-07-2032
Class C-RR Notes U.S.$32,000,000 Class C-RR Mezzanine Secured Deferrable Floating Rate Notes due 2032	USD	15-07-2032

Venture 40 CLO, Limited and Venture 40 CLO, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$270,000,000 Class A-1 Senior Secured Floating Rate Notes due 2031	USD	24-11-2031
Class A-2 Notes U.S.$22,500,000 Class A-2 Senior Secured Floating Rate Notes due 2031	USD	24-11-2031
Class B-1 Notes U.S.$39,500,000 Class B-1 Senior Secured Floating Rate Notes due 2031	USD	24-11-2031
Class B-F Notes U.S.$10,000,000 Class B-F Senior Secured Fixed Rate Notes due 2031	USD	24-11-2031
Class C Notes U.S.$27,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	24-11-2031
Class D-1 Notes U.S.$18,000,000 Class D-1 Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	24-11-2031
Class D-2 Notes U.S.$9,000,000 Class D-2 Mezzanine Secured Deferrable Floating Rate Notes due 2031	USD	24-11-2031
Class E Notes U.S.$15,750,000 Class E Junior Secured Deferrable Floating Rate Notes due 2031	USD	24-11-2031
Subordinated Notes U.S.$40,120,000 Subordinated Notes due 2031	USD	24-11-2031

Venture 43 CLO, Limited and Venture 43 CLO, LLC

Class/Coupon	Currency	Maturity
Class A-1 U.S.$300,000,000 Class A-1 Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class B U.S.$60,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	15-04-2034
Class C U.S.$29,500,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034	USD	15-04-2034

Venture 44 CLO, Limited and Venture 44 CLO, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1N Senior Secured Floating Rate Notes U.S.$295,000,000 Class A-1N Senior Secured Floating Rate Notes due 2034		USD	20-10-2034
Class A-1F Senior Secured Fixed Rate Notes U.S.$20,000,000 Class A-1F Senior Secured Fixed Rate Notes due 2034		USD	20-10-2034

Venture 45 CLO, Limited and Venture 45 CLO, LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$5,000,000 Class X Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class A-1 Notes U.S.$300,000,000 Class A-1 Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class A-2 Notes U.S.$25,000,000 Class A-2 Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class B Notes U.S.$55,000,000 Class B Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class C Notes U.S.$30,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	20-07-2035
Class D1 Notes U.S.$25,000,000 Class D1 Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	20-07-2035
Class DF Notes U.S.$5,000,000 Class DF Mezzanine Secured Deferrable Fixed Rate Notes due 2035	USD	20-07-2035
Class E Notes U.S.$20,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2035	USD	20-07-2035
Subordinated Notes U.S.$41,750,000 Subordinated Notes due 2035	USD	20-07-2035

Venture 46 CLO, Limited and Venture 46 CLO, LLC

Class/Coupon	Currency	Maturity
Class X Notes US$3,000,000 Class X Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class A-1N Notes US$125,250,000 Class A-1N Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class A-1F Notes US$59,250,000 Class A-1F Senior Secured Fixed Rate Notes due 2035	USD	20-07-2035
Class A-2N Notes US$5,000,000 Class A-2N Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class A-2F Notes US$5,500,000 Class A-2F Senior Secured Fixed Rate Notes due 2035	USD	20-07-2035
Class BN Notes US$16,350,000 Class BN Senior Secured Floating Rate Notes due 2035	USD	20-07-2035
Class BF Notes US$16,650,000 Class BF Senior Secured Fixed Rate Notes due 2035	USD	20-07-2035
Class C Notes US$15,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	20-07-2035
Class D1 Notes US$15,000,000 Class D1 Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	20-07-2035
Class D2 Notes US$3,000,000 Class D2 Mezzanine Secured Deferrable Floating Rate Notes due 2035	USD	20-07-2035
Class E Notes US$12,750,000 Class E Junior Secured Deferrable Floating Rate Notes due 2035	USD	20-07-2035
Subordinated Notes US$21,500,000 the Subordinated Notes due 2035	USD	20-07-2035

Venture 47 CLO, Limited and Venture 47 CLO, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$240,000,000 Class A-1 Senior Secured Floating Rate Notes due 2036	USD	20-04-2036
Class A-J Notes U.S.$20,000,000 Class A-J Senior Secured Floating Rate Notes due 2036	USD	20-04-2036
Class B Notes U.S.$44,000,000 Class B Senior Secured Floating Rate Notes due 2036	USD	20-04-2036
Class C Notes U.S.$24,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2036	USD	20-04-2036
Class D1 Notes U.S.$17,000,000 Class D1 Mezzanine Secured Deferrable Floating Rate Notes due 2036	USD	20-04-2036
Class DF Notes U.S.$5,000,000 Class DF Mezzanine Secured Deferrable Fixed Rate Notes due 2036	USD	20-04-2036
Class E Notes U.S.$14,000,000 Class E Junior Secured Deferrable Floating Rate Notes due 2036	USD	20-04-2036
Class Subordinated Notes U.S.$29,450,000 Subordinated Notes due 2036	USD	20-04-2036

Verde CLO, Ltd and Verde CLO, LLC

Class/Coupon	Currency	Maturity
Subordinated Notes U.S.$46,440,000 Subordinated Notes Due 2032	USD	15-04-2032
Class A-R U.S.$320,000,000 Class A-R Senior Secured Floating Rate Notes Due 2032	USD	15-04-2032
Class B-R U.S.$56,400,000 Class B-R Senior Secured Floating Rate Notes Due 2032	USD	15-04-2032
Class C-R U.S.$26,000,000 Class C-R Deferrable Mezzanine Secured Floating Rate Notes Due 2032	USD	15-04-2032
Class D-R U.S.$29,400,000 Class D-R Deferrable Mezzanine Secured Floating Rate Notes Due 2032	USD	15-04-2032
Class E-R U.S.$23,700,000 Class E-R Deferrable Junior Secured Floating Rate Notes Due 2032	USD	15-04-2032

Verdelite Static CLO 2024-1, Ltd. and Verdelite Static CLO 2024-1

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$476,000,000 Class A Senior Secured Floating Rate Notes due 2032		USD	20-07-2032

Vibrant CLO IV, Ltd. and Vibrant CLO IV, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class D-R U.S.$24,750,000 Class D-R Secured Deferrable Floating Rate Notes Due 2032		USD	20-07-2032
Class E-R U.S.$15,000,000 Class E-R Secured Deferrable Floating Rate Notes Due 2032		USD	20-07-2032

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

Vibrant CLO XI, Ltd. and Vibrant CLO XI, LLC

Class/Coupon	Currency	Maturity
Class D Notes U.S.$22,500,000 Class D Secured Deferrable Floating Rate Notes due 2032	USD	20-07-2032
Subordinated-A Notes U.S.$23,500,000 Subordinated-A Notes due 2032	USD	20-07-2032
Subordinated-B Notes U.S.$23,500,000 Subordinated-B Notes due 2032	USD	20-07-2032

Vibrant CLO XIV, Ltd. and Vibrant CLO XIV, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1A Senior Secured Floating Rate Notes U.S.$270,000,000 Class A-1A Senior Secured Floating Rate Notes due 2034		USD	20-10-2034
Class A-2 Senior Secured Floating Rate Notes U.S.$54,000,000 Class A-2 Senior Secured Floating Rate Notes due 2034		USD	20-10-2034

Vibrant CLO XV, Ltd. and Vibrant CLO XV, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
U.S.$283,500,000 Class A-1A Senior Secured Floating Rate Notes due 2035		USD	20-01-2035
U.S.$13,500,000 Class A-1B Senior Secured Floating Rate Notes due 2035		USD	20-01-2035

Violet Protected Asset SPC

Class/Coupon	Currency	Maturity
Series VPA 10 S02 USD 42,800,000 Asset-Backed Note due 2039	USD	31-01-2039
Series VPA 10 S03 USD 54,500,000 Asset-Backed Note due 2039	USD	06-06-2039
Series VPA 10 S04 USD 56,500,000 Asset-Backed Note due 2039	USD	06-06-2039
Series VPA 10 S06 USD61,100,000 Asset-Backed Note due 2050	USD	02-11-2050
Series VPA 10 S05 USD 60,000,000 Asset-Backed Note due 2051	USD	24-02-2051

Vitality Re XIV Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Class A $140,000,000 Series 2023, Class A Principal-at-Risk Variable Rate Notes due January 5, 2027		USD	05-01-2027
Class B $60,000,000 Series 2023, Class B Principal-at-Risk Variable Rate Notes due January 5, 2027		USD	05-01-2027

Vitality Re XV Limited

Class/Coupon	CSX Ticker	Currency	Maturity
Series 2024, Class A Notes $140,000,000 Series 2024, Class A Principal-at-Risk Variable Rate Notes due January 7, 2028		USD	07-01-2028
Series 2024, Class B Notes $60,000,000 Series 2024, Class B Principal-at-Risk Variable Rate Notes due January 7, 2028		USD	07-01-2028

Vmo Aircraft Leasing Financings (Ireland) Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
US$6,000,000,000 Unsecured Notes due 31 May 2031		USD	03-05-2031

Voya CLO 2017-1, Ltd. and Voya CLO 2017-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1-R Notes U.S.$320,000,000 Class A-1-R Floating Rate Notes Due 2030		USD	17-04-2030
Class A-2-R Notes U.S.$60,000,000 Class A-2-R Floating Rate Notes Due 2030		USD	17-04-2030

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

Class/Coupon	Currency	Maturity
Subordinated Notes US$30,700,000 Subordinated Notes due 2029	USD	20-04-2029
Class A-R Notes U.S.$259,500,000 Class A-R Floating Rate Notes due 2031	USD	15-04-2031
Class B-R Notes U.S.$48,500,000 Class B-R Floating Rate Notes due 2031	USD	15-04-2031
Class C-1-R Notes U.S.$14,000,000 Class C-1-R Deferrable Floating Rate Notes due 2031	USD	15-04-2031
Class C-2-R Notes U.S.$10,000,000 Class C-2-R Deferrable Fixed Rate Notes due 2031	USD	15-04-2031
Class D-R Notes U.S.$20,000,000 Class D-R Deferrable Floating Rate Notes due 2031	USD	15-04-2031
Class E-R Notes U.S.$16,000,000 Class E-R Deferrable Floating Rate Notes due 2031	USD	15-04-2031

Voya CLO 2019-3, Ltd. and Voya CLO 2019-3, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Subordinated Notes U.S.$44,100,000 Subordinated Notes due 2032		USD	17-10-2032

Voya CLO 2019-4, Ltd. and Voya CLO 2019-4, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes US$372,000,000 Class A-1 Floating Rate Notes due 2033		USD	15-01-2033

Voya CLO 2020-2, Ltd. and Voya CLO 2020-2, LLC

Class/Coupon	Currency	Maturity
Class A-1-R Floating Rate Notes U.S.$420,000,000 Class A-1-R Floating Rate Notes due 2034	USD	19-07-2034
Class A-2-R Floating Rate Notes U.S.$21,000,000 Class A-2-R Floating Rate Notes due 2034	USD	19-07-2034
Class B-R Floating Rate Notes U.S.$91,000,000 Class B-R Floating Rate Notes due 2034	USD	19-07-2034
Class C-R Deferrable Floating Rate Notes U.S.$42,000,000 Class C-R Deferrable Floating Rate Notes due 2034	USD	19-07-2034
Class D-R Deferrable Floating Rate Notes U.S.$42,000,000 Class D-R Deferrable Floating Rate Notes due 2024	USD	19-07-2034
Class E-R Deferrable Floating Rate Notes U.S.$28,000,000 Class E-R Deferrable Floating Rate Notes due 2034	USD	19-07-2034

Voya CLO 2022-4, Ltd. and Voya CLO 2022-4, LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$5,000,000 Class X Senior Secured Floating Rate Notes due 2037	USD	20-04-2037
Class A-1-R Notes U.S.$320,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2037	USD	20-04-2037
Class A-2-R Notes U.S.$10,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2037	USD	20-04-2037
Class B-R Notes U.S.$50,000,000 Class B-R Senior Secured Floating Rate Notes due 2037	USD	20-04-2037
Class C-R Notes U.S.$30,000,000 Class C-R Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	20-04-2037
Class D-R Notes U.S.$30,000,000 Class D-R Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	20-04-2037
Class E-R Notes U.S.$19,105,000 Class E-R Junior Secured Deferrable Floating Rate Notes due 2037	USD	20-04-2037

Voya CLO 2024-1, Ltd. and Voya CLO 2024-1, LLC

Class/Coupon	Currency	Maturity
Class A-1 Notes U.S.$328,600,000 Class A-1 Senior Secured Floating Rate Notes due 2037	USD	15-04-2037
Class A-2 Notes U.S.$21,200,000 Class A-2 Senior Secured Floating Rate Notes due 2037	USD	15-04-2037
Class B Notes U.S.$53,000,000 Class B Senior Secured Floating Rate Notes due 2037	USD	15-04-2037
Class C Notes U.S.$31,800,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	15-04-2037
Class D Notes U.S.$31,800,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	15-04-2037
Class E Notes U.S.$17,225,000 Class E Junior Secured Deferrable Floating Rate Notes due 2037	USD	15-04-2037

Voya Renewable Energy Infrastructure Debt I (TF-IRE) DAC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes Up to USD 1,000,000,000 Class A Notes		USD	06-08-2120
Class B Notes Up to USD 1,000,000,000 Class B Notes		USD	06-08-2120

Waterlily Issuer Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
$1,000,000,000 Profit Participating Notes due 30 September 2032		USD	30-09-2032

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 2019-1 LLC and WAVE 2019-1 LIMITED

Class/Coupon	Currency	Maturity
Class A Notes USD555,531,000 Series A Fixed Rate Secured Notes Series 2019-1	USD	15-09-2044
Class B Notes USD81,696,000 Series B Fixed Rate Secured Notes Series 2019-1	USD	15-09-2044
Class C Notes USD40,848,000 Series C Fixed Rate Secured Notes Series 2019- 1	USD	15-09-2044

Wellfleet CLO 2015-1, Ltd. and Wellfleet CLO 2015-1, LLC.

Class/Coupon	CSX Ticker	Currency	Maturity
Class E-R3 Notes US$19,775,000 Class E-R3 Junior Secured Deferrable Floating Rate Notes due 2029		USD	20-07-2029

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

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

Class/Coupon	Currency	Maturity
Class A-1A Notes U.S.$279,000,000 Class A-1A Senior Secured Floating Rate Notes due 2033	USD	15-04-2033
Class A-1B Notes U.S.$15,750,000 Class A-1B Senior Secured Floating Rate Notes due 2033	USD	15-04-2033
Class A-2 Notes U.S.$47,250,000 Class A-2 Senior Secured Floating Rate Notes due 2033	USD	15-04-2033
Class B Notes U.S.$22,500,000 Class B Senior Secured Floating Rate Notes due 2033	USD	15-04-2033
Class C Notes U.S.$29,250,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2033	USD	15-04-2033
Class D Notes U.S.$19,125,000 Class D Junior Secured Deferrable Floating Rate Notes due 2033	USD	15-04-2033

Wellfleet CLO 2024-1, Ltd. and Wellfleet CLO 2024-1, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A-1 Notes U.S.$244,000,000 Class A-1 Senior Secured Floating Rate Notes due 2037		USD	18-07-2037

Wellman Park CLO, Ltd. and Wellman Park CLO, LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class B Notes U.S.$97,200,000 Class B Senior Secured Floating Rate Notes due 2034		USD	15-07-2034
Class C Notes U.S.$36,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2034		USD	15-07-2034

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

Whitebox CLO II Ltd. and Whitebox CLO II LLC

Class/Coupon	Currency	Maturity
Class A-1-R Senior Secured Floating Rate Notes U.S.$240,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2034	USD	24-10-2034
Class A-2-R Senior Secured Floating Rate Notes U.S.$20,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2034	USD	24-10-2034
Class B-R Senior Secured Floating Rate Notes U.S.$41,000,000 Class B-R Senior Secured Floating Rate Notes due 2034	USD	24-10-2034
Class C-R Secured Deferrable Floating Rate Notes U.S.$20,000,000 Class C-R Secured Deferrable Floating Rate Notes due 2034	USD	24-10-2034
Class D-R Secured Deferrable Floating Rate Notes U.S.$24,000,000 Class D-R Secured Deferrable Floating Rate Notes due 2034	USD	24-10-2034
Class E-R Secured Deferrable Floating Rate Notes U.S.$21,750,000 Class E-R Secured Deferrable Floating Rate Notes due 2034	USD	24-10-2034

Wind River 2020-1 CLO Ltd. and Wind River 2020-1 CLO LLC

Class/Coupon	Currency	Maturity
Subordinated Notes U.S.$25,000,000 Subordinated Notes due 2037	USD	20-07-2037
Class A-1-R Notes U.S.$248,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2037	USD	20-07-2037
Class B-R Notes U.S.$36,000,000 Class B-R Senior Secured Floating Rate Notes due 2037	USD	20-07-2037

Wind River 2021-1 CLO Ltd. and Wind River 2021-1 CLO LLC

Class/Coupon	CSX Ticker	Currency	Maturity
Class A Notes U.S.$310,000,000 Class A Senior Secured Floating Rate Notes due 2034		USD	20-04-2034
Class B-1 Notes U.S.$60,000,000 Class B-1 Senior Secured Floating Rate Notes due 2034		USD	20-04-2034

Wind River 2021-3 CLO Ltd. and Wind River 2021-3 CLO LLC

Class/Coupon	Currency	Maturity
Class A U.S.$ 310,000,000 Class A Senior Secured Floating Rate Notes due 2033	USD	20-07-2033
Class B-1 U.S.$ 56,000,000 Class B-1 Senior Secured Floating Rate Notes due 2033	USD	20-07-2033
Class B-2 U.S.$ 11,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2033	USD	20-07-2033
Class C U.S.$ 26,000,000 Class C Mezzanine Secured Deferrable Notes due 2033	USD	20-07-2033
Class D U.S.$ 34,000,000 Class D Mezzanine Secured Deferrable Floating Rate Notes due 2033	USD	20-07-2033
Class E U.S.$ 21,750,000 Class E Junior Secured Deferrable Floating Rate Notes due 2033	USD	20-07-2033
U.S.$ 49,500,000 Subordinated Notes due	USD	20-07-2033

Wise CLO 2024-2 Ltd. and Wise CLO 2024-2 LLC

Class/Coupon	Currency	Maturity
Class A Notes U.S.$240,000,000 Class A Senior Secured Floating Rate Notes due 2037	USD	15-07-2037
Class B Notes U.S.$52,000,000 Class B Senior Secured Floating Rate Notes due 2037	USD	15-07-2037
Class C Notes U.S.$28,000,000 Class C Mezzanine Secured Deferrable Floating Rate Notes due 2037	USD	15-07-2037

Woodmont 2017-2 Trust

Class/Coupon	Currency	Maturity
Class A-1-R Notes U.S.$696,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2033	USD	20-04-2033
Class A-2-R Notes U.S.$24,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2033	USD	20-04-2033
Class B-R Notes U.S.$96,500,000 Class B-R Senior Secured Floating Rate Notes due 2033	USD	20-04-2033
Class C-R Notes U.S.$96,000,000 Class C-R Secured Deferrable Floating Rate Notes due 2033	USD	20-04-2033
Class D-R Notes U.S.$72,000,000 Class D-R Secured Deferrable Floating Rate Notes due 2033	USD	20-04-2033

Woodmont 2017-3 LP and Woodmont 2017-3 LLC

Class/Coupon	Currency	Maturity
Class A-1-R Notes U.S.$280,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2032	USD	20-04-2032
Class A-2-R Notes U.S.$27,500,000 Class A-2-R Senior Secured Floating Rate Notes due 2032	USD	20-04-2032
Class B-R Notes U.S.$35,000,000 Class B-R Senior Secured Floating Rate Notes due 2032	USD	20-04-2032
Class C-R Notes U.S.$35,000,000 Class C-R Secured Deferrable Floating Rate Notes due 2032	USD	20-04-2032
Class D-R Notes U.S.$30,000,000 Class D-R Secured Deferrable Floating Rate Notes due 2032	USD	20-04-2032

Woodmont 2018-4 Trust

Class/Coupon	Currency	Maturity
Class A-1-R Notes U.S.$580,000,000 Class A-1-R Senior Secured Floating Rate Notes due 2034	USD	20-04-2034
Class A-2-R Notes U.S.$25,000,000 Class A-2-R Senior Secured Floating Rate Notes due 2034	USD	20-04-2034
Class B-R Notes U.S.$75,000,000 Class B-R Senior Secured Floating Rate Notes due 2034	USD	20-04-2034
Class C-R Notes U.S.$80,000,000 Class C-R Secured Deferrable Floating Rate Notes due 2034	USD	20-04-2034
Class D-R Notes U.S.$60,000,000 Class D-R Secured Deferrable Floating Rate Notes due 2034	USD	20-04-2034

Woodmont 2019-6 LP and Woodmont 2019-6 LLC

Class/Coupon	Currency	Maturity
Class X Notes U.S.$2,500,000 Class X Senior Secured Floating Rate Notes due 2031	USD	15-07-2031
Class A-1-R2 Notes Class A-1-R2 Senior Secured Floating Rate Notes due 2031	USD	15-07-2031
Class A-2-R2 Class A-2-R2 Senior Secured Floating Rate Notes due 2031	USD	15-07-2031
Class B-R2 Notes Class B-R2 Senior Secured Floating Rate Notes due 2031	USD	15-07-2031
Class C-R2 Notes Class C-R2 Secured Deferrable Floating Rate Notes due 2031	USD	15-07-2031
Class D-R2 Notes Class D-R2 Secured Deferrable Floating Rate Notes due 2031	USD	15-07-2031

Woodmont 2021-8 Trust

Class/Coupon	Currency	Maturity
Class A U.S$ 351,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	18-01-2034
Class B-1 U.S$ 29,000,000 Class B-1 Senior Secured Floating Rate Notes due 2034	USD	18-01-2034
Class B-2 U.S$ 25,000,000 Class B-2 Senior Secured Floating Rate Notes due 2034	USD	18-01-2034
Class C U.S$ 48,000,000 Class C Senior Secured Floating Rate Notes due 2034	USD	18-01-2034
Class D U.S$ 39,000,000 Class D Senior Secured Floating Rate Notes due 2034	USD	18-01-2034

Woodmont 2022-10 Trust

Class/Coupon	Currency	Maturity
Class A Notes U.S.$290,000,000 Class A Senior Secured Floating Rate Notes due 2034	USD	18-10-2034
Class B Notes U.S.$45,000,000 Class B Senior Secured Floating Rate Notes due 2034	USD	18-10-2034
Class C Notes U.S.$40,000,000 Class C Secured Deferrable Floating Rate Notes due 2034	USD	18-10-2034
Class D Notes U.S.$25,000,000 Class D Secured Deferrable Floating Rate Notes due 2034	USD	18-10-2034
Class E Notes U.S.$35,000,000 Class E Secured Deferrable Floating Rate Notes due 2034	USD	18-10-2034

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

York 2019-1 CLO Designated Activity Company

Class/Coupon	CSX Ticker	Currency	Maturity
Class E GBP 233,250,000 Portfolio Credit Linked Notes due 2027		GBP	20-03-2027

Z Capital Credit Partners BSL CLO 2024-1 Ltd. and Z Capital Credit Partners BSL

Class/Coupon	Currency	Maturity
Class A Notes U.S.$198,000,000 Class A Senior Secured Floating Rate Notes due 2036	USD	16-04-2036
Class B Notes U.S.$46,200,000 Class B Senior Secured Floating Rate Notes due 2036	USD	16-04-2036
Class C Notes U.S.$19,800,000 Class C Secured Deferrable Floating Rate Notes due 2036	USD	16-04-2036
Class D Notes U.S.$19,800,000 Class D Secured Deferrable Floating Rate Notes due 2036	USD	16-04-2036
Class E Notes U.S.$9,900,000 Class E Secured Deferrable Floating Rate Notes due 2036	USD	16-04-2036
Subordinated Notes U.S.$37,600,000 Subordinated Note due 2036	USD	16-04-2036

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

Arena Investors EF Designated Activity Company

Description	Currency	Listed	Expires
USD/EUR100,000,000,000 Various Series of Profit Participating Notes	EUR	10-02-2022	09-02-2027

Earls Eight Limited

Description	Currency	Listed	Expires
Up to US$10,000,000,000 Secured Note Programme	USD	09-04-2002	02-08-2025

Ephesus Funding DAC

Description	Currency	Listed	Expires
USD1,000,000,000 Asset-Backed Medium Term Note Programme	USD	17-08-2020	16-08-2025

Finsbury International Repack Designated Activity Company

Description	Currency	Listed	Expires
Up to EUR2,000,000,000 Repackaging Programme	EUR	27-08-2021	26-08-2026

Foxglove Funding DAC

Description	Currency	Listed	Expires
USD1,000,000,000 Asset-Backed Medium Term Note Programme	USD	17-01-2022	15-01-2027

Galata Funding DAC

Description	Currency	Listed	Expires
€20,000,000,000 Asset Backed Obligation Programme	EUR	16-12-2019	15-12-2024

HCG Finance DAC

Description	Currency	Listed	Expires
US$500,000,000 Secured Medium Term Note Program	USD	18-11-2020	26-04-2027

Kai Limited

Description	Currency	Listed	Expires
Up to JPY 5,000,000,000,000 (or the equivalent in other currencies) SPC Multi-Issuer Structured Issuance Programme	JPY	04-09-2015	02-09-2025

Kiwami Limited

Description	Currency	Listed	Expires
JPY 5,000,000,000,000 Multi Issuer Limited Recourse Secured Note Programme	JPY	20-09-2019	19-09-2024

Lexington Finance Designated Activity Company

Description	Currency	Listed	Expires
Various Series of Profit Participating Notes Programme	USD	07-03-2023	06-03-2028

Libra A Limited and Atena Limited and Starsia Capital Limited

Description	Currency	Listed	Expires
Multi-Issuer Limited Recourse Secured Debt Programme	USD	30-03-2023	29-03-2028

Marigold Funding DAC

Description	Currency	Listed	Expires
USD1,000,000,000 Asset-Backed Medium Term Note Programme	USD	18-06-2021	17-06-2026

Neon Capital Limited

Description	Currency	Listed	Expires
US$50,000,000,000 Limited Recourse Secured Debt Issuance Programme	USD	31-07-2023	30-07-2028

Oxygen Capital Limited

Description	Currency	Listed	Expires
Limited Recourse Secured Debt Issuance Programme	USD	16-09-2022	15-09-2027

Pillar Funding DAC

Description	Currency	Listed	Expires
USD1,000,000,000 Asset Backed Medium Term Note Programme	USD	20-05-2021	19-05-2026

STARTS (IRELAND) Public Limited Company

Description	Currency	Listed	Expires
U.S.$50,000,000,000 Limited Recourse Secured Debt Issuance Programme	USD	13-07-2021	12-07-2026

Topkapi Funding DAC

Description	Currency	Listed	Expires
USD 1,000,000,000 Asset-Backed Medium Term Note Programme	USD	27-11-2020	26-11-2025

Violet Protected Asset SPC

Description	Currency	Listed	Expires
Asset Backed Securities Issuance Programme	USD	21-06-2016	04-03-2026

Vitality Re XIV Limited

Description	Currency	Listed	Expires
Principal-at-Risk Variable Rate Note Program	USD	01-02-2023	31-01-2028

Vitality Re XV Limited

Description	Currency	Listed	Expires
Principal-at-Risk Variable Rate Note Program	USD	29-01-2024	28-01-2029