| 1pm plc - Secured Loan Note Programme |
| 1pm PLC - Secured Loan Note - Issue 007, 7.00% Notes Due 09 August 2022 |
| 1pm PLC - Secured Loan Note - Issue 008, 6.50% Notes Due 18 April, 2022 |
| 1pm PLC - Secured Loan Note - Issue 009, 6.75% Notes Due 12 September, 2022 |
| 1pm PLC - Secured Loan Note - Issue 010, 7.25% Notes Due 20 November, 2022 |
| 1pm PLC - Secured Loan Note - Issue 011, 7.25% Notes Due 17 February, 2023 |
| 1pm PLC - Secured Loan Note - Issue 012, 6.5% Notes Due 15 March, 2023 |
| 1pm PLC - Secured Loan Note - Issue 013, 7.0% Notes Due 28 May, 2023; |
| 2001 CAT Re, Ltd., Principal-at-Risk Variable Rate Note Program; |
| 2001 CAT Re, Ltd., Series 2020-1 Class A Principal At-Risk Variable Rate Notes Due January 8, 2024; |
| 3264 Re Ltd., Principal at Risk Variable Rate Note Program |
| 3264 Re Ltd., US$100,000,000 Series 2022-l Class A PAR VR Notes due January 8, 2025; |
| 3264 Re Ltd., US$150,000,000 Series 2020-l Class A PAR VR Notes due February 7, 2023; |
| Abbey Capital Daily Futures Fund Ltd - Class A Shares |
| Abbey Capital Multi Manager Fund Ltd |
| Acamar Films Limited - Secured Loan Note - Issue 016, 8.5% Notes Due September 16, 2022; |
| Acamar Films Limited - Secured Loan Note - Issue 017, 9.0% Notes Due October 11, 2022; |
| Acamar Films Limited - Secured Loan Note - Issue 018, 8.50% Notes Due November 11, 2022; |
| Acamar Films Limited - Secured Loan Note - Issue 019, 9.0% Notes Due November 11, 2022; |
| Acamar Films Limited - Secured Loan Note - Issue 021, 8.50% Notes Due February 7, 2023; |
| Acamar Films Limited - Secured Loan Note - Issue 023, 8.50% Notes Due April 4, 2023; |
| Acamar Films Limited - Secured Loan Note - Issue 024, 8.50% Notes Due June 2, 2023; |
| Acamar Films Limited - Secured Loan Note - Issue 025, 7.50% Notes Due June 2, 2023; |
| Acamar Films Limited - Secured Loan Note - Issue 029, 8.50% Notes Due October 26, 2023 |
| Acamar Films Limited - Secured Loan Note - Issue 030, 8.50% Notes Due November 16, 2023 |
| Acamar Films Limited - Secured Loan Note - Issue 031, 7.50% Notes Due February 20, 2024., |
| Acamar Films Limited - Secured Loan Note - Issue 032, 8.00% Notes Due August 3, 2024., |
| Acamar Films Limited - Secured Loan Note - Issue 033, 8.00% Notes Due October 19, 2024., |
| Acamar Films Limited - Secured Loan Note - Issue 034, 8.00% Notes Due December 15, 2024., |
| Acamar Films Limited - Secured Loan Note Programme |
| Acorn Re Ltd - Principal At-Risk Variable Rate Note Programme |
| Acorn Re Ltd - Series 2021-1 Class A Principal At-Risk Variable Rate Notes Due 7 November 2024 |
| Advanced Investment Holdings Ltd., Class A Shares |
| Advanced Investment Holdings Ltd., Class B Shares |
| Affinity International Limited |
| Aircastle Funding (Ireland) DAC 4.75% USD$832,000,000 Unsecured Senior A Notes due 1 April 2023 |
| Aircastle Funding (Ireland) DAC 5.75% USD$448,000,000 Unsecured Junior B Notes due 1 April 2023 |
| Akibare Re Ltd - Principal At-Risk Variable Rate Note Program |
| Akibare Re Ltd - Series 2016-1 Class A Principal At-Risk Variable Rate Notes Due 7 April 2023 |
| Akibare Re Ltd - Series 2018-1 Class A Principal at Risk Variable Rate Notes Due 7 April 2022 |
| Akibare Re Ltd - Series 2018-1 Class B Principal at Risk Variable Rate Notes Due 7 April 2022 |
| Akibare Re Pte. Ltd., Principal At-Risk Variable Rate Notes Program; |
| Akibare Re Pte. Ltd., Series 2020-1 Class A Principal At-Risk Variable Rate Notes due April 7, 2024; |
| Alamo Re II Pte. Ltd., Program; |
| Alamo Re II Pte. Ltd., Series 2020-1 Class A Principal At Risk Variable Rate Notes due June 8, 2023; |
| Alamo Re Ltd., Principal At-Risk Variable Rate Note Program |
| Alamo Re Ltd., Series 2019-1 Class A Principal At-Risk Variable Rate Notes Due 8 June 2022 |
| Alamo Re Ltd., Series 2021-1 Class A Principal At - Risk Variable Rate Notes due June 7, 2024 |
| Allan Gray Africa Bond Fund Ltd - A Shares |
| Allan Gray Africa Bond Fund Ltd - B Shares |
| Allan Gray Africa Bond Fund Ltd - C Shares |
| Allan Gray Africa Equity Fund Ltd - Class A Shares |
| Allan Gray Africa Equity Fund Ltd - Class B Shares |
| Allan Gray Africa ex-SA Equity Fund Limited - Class A |
| Allan Gray Africa ex-SA Equity Fund Limited - Class B |
| Allan Gray Africa ex-SA Equity Fund Limited - Class C |
| Allan Gray Africa ex-SA Equity Fund Limited - Class D |
| Allan Gray Africa ex-SA Equity Fund Limited - Class E |
| Alturas Re Ltd. SAC “Alturas Re 2020-3R” Preferred Shares due 30 June 2023 |
| Alturas Re Ltd., Participating Notes Program |
| Alturas Re Ltd., US$39,000,000 Series 2019-3 Class A Participating Notes due September 12, 2023 |
| Alturas Re Ltd., US$41,945,000 Series 2020-1(I) Class B Participating Notes due 10 March 2023 |
| Alturas Re Ltd., US$5,305,000 Series 2020-1(I) Class A Participating Notes due 10 March 2023 |
| Alturas Re Ltd., US$55,000,000 Series 2019-1 Class A Participating Notes due March 10, 2023 |
| Alturas Re Ltd., US$64,141,000 Series 2020-2(R) Class A Participating Notes due 10 March 2023 |
| Alturas Re Ltd., US$75,000,000 Series 2019-2 Class A Participating Notes due March 10, 2023 |
| American Overseas Group Limited., |
| American Overseas Group Limited., US$4,000,000 - 6% Promissory Note due 27 January 2030; |
| American Overseas Group Limited., US$4,000,000 - 6% Promissory Note due October 19, 2030. |
| Ancelltek Holdings Ltd - GBP5,000,000 - Second-Ranking Secured Loan Note Programme |
| Ancelltek Holdings Ltd - Second-Ranking 8.00% Secured Loan Notes - Issue #3 - Due 23 June, 2022 |
| Ancelltek Holdings Ltd - Second-Ranking 8.00% Secured Loan Notes - Issue #4 - Due 16 September, 2022 |
| Ancelltek Holdings Ltd - Second-Ranking 9.00% Secured Loan Notes - Issue #1 - Due 28 January, 2022 |
| Anden Fund - Class A1 Units |
| Annuity and Life Re (Holdings) Ltd |
| Argus Group Holdings Ltd |
| Armor Re II Ltd., Principal At-Risk Variable Rate Note Program |
| Armor Re II Ltd., Series 2019-1 Class A Principal-at-Risk Variable Rate Notes due June 8, 2022 |
| Artex SAC Ltd - ILSNP II - Note Programme (Formerly) Kane SAC Limited - ILS Note Programme II |
| Artex SAC Ltd - ILSNP II - PS#026 - IX Notes Due 7 April 2022 |
| Artex SAC Ltd - ILSNP II - PS#027 - “Tenby” Notes Due 10 October 2022 |
| Artex SAC Ltd - ILSNP II - PS#028 - “Aquarelle” Class A Notes Due 20 December, 2023 |
| Artex SAC Ltd - ILSNP II - PS#028 - “Aquarelle” Class B Notes Due 20 December, 2023 |
| Artex SAC Ltd - ILSNP II - PS#029 - “Silver Crane” Notes Due 17 January 2025 |
| Ascot Underwriting Group Limited USD$200,000,000 Fixed Rate Loan Notes Due 18 November 2021 |
| Ascot Underwriting Group Limited USD$200,000,000 Fixed Rate Loan Notes Due 18 November 2026 |
| Asia Pacific Basket Ltd., A Class Shares |
| Asia Pacific Basket Ltd., B Class Shares |
| Astro Re Pte. Ltd. Principle- Principal At-Risk Variable Note Program |
| Astro Re Pte. Ltd. Series 2021-1 Class A Principal At-Risk Variable Rate Notes due July 8, 2025. |
| Aurum Investor Dollar Fund Ltd. |
| Aurum Investor Euro Fund Ltd |
| Aurum Investor Sterling Fund Ltd |
| Aurum Investor Sterling Fund Ltd - Professional Restricted Shares |
| Aurum Isis Dollar Fund Ltd |
| Aurum Isis Dollar Fund Ltd - Professional Restricted Shares |
| Aurum Isis Euro Fund Ltd |
| Aurum Isis Institutional Dollar Fund Ltd |
| Aurum Isis Sterling Fund Ltd |
| Aurum Isis Sterling Fund Ltd - Professional Restricted Shares |
| Aurum Isis Swiss Franc Fund Ltd |
| Aurum Isis Swiss Franc Fund Ltd - Professional Restricted Shares |
| Aurum Managed Dollar Portfolio Ltd |
| Aurum Managed Euro Portfolio Ltd |
| Aurum Managed Sterling Portfolio Ltd |
| Aurum Managed Swiss Franc Portfolio Ltd |
| Aurum Multi Strategy Dollar Fund Ltd |
| Aurum Multi Strategy Euro Fund Ltd |
| Aurum Multi Strategy Sterling Fund Ltd |
| Aurum Synchronicity Dollar Fund |
| Aurum Synchronicity Euro Fund Ltd |
| Aurum Synchronicity Sterling Fund Ltd |
| Axio Technical Intelligence Holdco Ltd. US$1,870,753 PIK Notes due 31 December, 2025 |
| Axio Technical Intelligence Holdco Ltd. Unsecured Loan Notes Issue#1 Due 31 December, 2025 |
| Axio Technical Intelligence Holdco Ltd. Unsecured Loan Notes Issue #2 Due December 31, 2025 |
| AXIS Specialty Finance PLC US$250,000,000 - 5.150% Senior Notes due 1 April 2045 |
| AXIS Specialty Finance PLC US$350,000,000 - 4.000% Senior Notes due 6 December 2027 |
| AXIS Specialty Finance PLC USD$390,000,000 Fixed Rate Unsecured Loan Notes Program |
| Azzurro Re II DAC Principal At-Risk Variable Rate Notes Program |
| Azzurro Re II DAC €100,000,000 Series 2020-1 144A Class A PAR VR Notes due January 17, 2024; |
| Baldwin Re Ltd., Principal At-Risk Variable Rate Note Program |
| Baldwin Re Ltd., Series 2021-1 Class A Principal-at-Risk Variable Rate Notes due July 7, 2025 |
| Baltic PCC Ltd - Series 2019 Principal At-Risk Variable Rate Notes Due March 7 2022 |
| Bank of Butterfield US$100 MIL 5.25% Fixed to Floating Rate Subordinated Notes Due June 15, 2030 |
| Bank of Butterfield - $75 Million 5.25% Fixed -to -Floating Rate Subordinated Notes Due 1 June 2028 |
| Bellemeade Re 2017-1 Ltd Class B-1 144A Mortgage Insurance-Linked Notes due 25 October 2027 |
| Bellemeade Re 2017-1 Ltd Class B-1 RegS Mortgage Insurance-Linked Notes due 25 October 2027 |
| Bellemeade Re 2017-1 Ltd Class M-1 144A Mortgage Insurance-Linked Notes due 25 October 2027 |
| Bellemeade Re 2017-1 Ltd Class M-1 RegS Mortgage Insurance-Linked Notes due 25 October 2027 |
| Bellemeade Re 2017-1 Ltd Class M-2 144A Mortgage Insurance-Linked Notes due 25 October 2027 |
| Bellemeade Re 2017-1 Ltd Class M-2 RegS Mortgage Insurance-Linked Notes due 25 October 2027 |
| Bellemeade Re 2018-1 Ltd Class B-1 144A Mortgage Insurance-Linked Notes due 25 April 2028 |
| Bellemeade Re 2018-1 Ltd Class B-1 RegS Mortgage Insurance-Linked Notes due 25 April 2028 |
| Bellemeade Re 2018-1 Ltd Class M-1B 144A Mortgage Insurance-Linked Notes due 25 April 2028 |
| Bellemeade Re 2018-1 Ltd Class M-1B RegS Mortgage Insurance-Linked Notes due 25 April 2028 |
| Bellemeade Re 2018-1 Ltd Class M-2 144A Mortgage Insurance-Linked Notes due 25 April 2028 |
| Bellemeade Re 2018-1 Ltd Class M-2 RegS Mortgage Insurance-Linked Notes due 25 April 2028 |
| Bellemeade Re 2018-3 Ltd Class B-1, RegS, Mortgage Insurance-Linked Notes due 25 October 2028 |
| Bellemeade Re 2018-3 Ltd Class B-1, Rule 144A, Mortgage Insurance-Linked Notes due 25 October 2028 |
| Bellemeade Re 2018-3 Ltd Class M-1A, Reg S, Mortgage Insurance-Linked Notes due 25 October, 2028 |
| Bellemeade Re 2018-3 Ltd Class M-1A, Rule 144A, Mortgage Insurance-Linked Notes due 25 October 2028 |
| Bellemeade Re 2018-3 Ltd Class M-1B, Reg S, Mortgage Insurance-Linked Notes due 25 October, 2028 |
| Bellemeade Re 2018-3 Ltd Class M-1B, Rule 144A, Mortgage Insurance-Linked Notes due 25 October 2028 |
| Bellemeade Re 2018-3 Ltd Class M-2, RegS, Mortgage Insurance-Linked Notes due 25 October 2028 |
| Bellemeade Re 2018-3 Ltd Class M-2, Rule 144A, Mortgage Insurance-Linked Notes due 25 October 2028 |
| Bellemeade Re 2019-1 Ltd.; Class B-1 144A Mortgage Insurance-Linked Notes due March 25, 2029 |
| Bellemeade Re 2019-1 Ltd.; Class B-1 RegS Mortgage Insurance-Linked Notes due March 25, 2029 |
| Bellemeade Re 2019-1 Ltd.; Class M-1A 144A Mortgage Insurance-Linked Notes due March 25, 2029 |
| Bellemeade Re 2019-1 Ltd.; Class M-1A RegS Mortgage Insurance-Linked Notes due March 25, 2029 |
| Bellemeade Re 2019-1 Ltd.; Class M-1B 144A Mortgage Insurance-Linked Notes due March 25, 2029 |
| Bellemeade Re 2019-1 Ltd.; Class M-1B RegS Mortgage Insurance-Linked Notes due March 25, 2029 |
| Bellemeade Re 2019-1 Ltd.; Class M-2 144A Mortgage Insurance-Linked Notes due March 25, 2029 |
| Bellemeade Re 2019-1 Ltd.; Class M-2 RegS Mortgage Insurance-Linked Notes due March 25, 2029 |
| Bellemeade Re 2019-2 Ltd.; Class B-1 144A Mortgage Insurance-Linked Notes due April 25, 2029; |
| Bellemeade Re 2019-2 Ltd.; Class B-1 US $0 RegS Mortgage Insurance-Linked Notes due April 25, 2029 |
| Bellemeade Re 2019-2 Ltd.; Class M-1A 144A Mortgage Insurance-Linked Notes due April 25, 2029 |
| Bellemeade Re 2019-2 Ltd.; Class M-1A US $0 RegS Mortgage Insurance-Linked Notes due April 25, 2029 |
| Bellemeade Re 2019-2 Ltd.; Class M-1B 144A Mortgage Insurance-Linked Notes due April 25, 2029; |
| Bellemeade Re 2019-2 Ltd.; Class M-1B US $0 RegS Mortgage Insurance-Linked Notes due April 25, 2029 |
| Bellemeade Re 2019-2 Ltd.; Class M-1C 144A Mortgage Insurance-Linked Notes due April 25, 2029 |
| Bellemeade Re 2019-2 Ltd.; Class M-1C US $0 RegS Mortgage Insurance-Linked Notes due April 25, 2029 |
| Bellemeade Re 2019-2 Ltd.; Class M-2 144A Mortgage Insurance-Linked Notes due April 25, 2029; |
| Bellemeade Re 2019-2 Ltd.; Class M-2 US$ RegS Mortgage Insurance-Linked Notes due April 25, 2029 |
| Bellemeade Re 2019-3 Ltd.; Class B-1 US $- 144A Mortgage Insurance-Linked Notes due July 25, 2029; |
| Bellemeade Re 2019-3 Ltd.; Class B-1 US $0 Reg S Mortgage Insurance-Linked Notes due July 25, 2029; |
| Bellemeade Re 2019-3 Ltd.; Class M-1A US $- 144A Mortgage Insurance-Linked Notes due July 25, 2029; |
| Bellemeade Re 2019-3 Ltd.; Class M-1A US $0 Reg S Mortgage Insurance-Linked Notes due July 25, 2029; |
| Bellemeade Re 2019-3 Ltd.; Class M-1B US $0 Reg S Mortgage Insurance-Linked Notes due July 25, 2029; |
| Bellemeade Re 2019-3 Ltd.; Class M-1B US$- 144A Mortgage Insurance-Linked Notes due July 25, 2029; |
| Bellemeade Re 2019-3 Ltd.; Class M-1C US $- 144A Mortgage Insurance-Linked Notes due July 25, 2029; |
| Bellemeade Re 2019-3 Ltd.; Class M-1C US $0 Reg S Mortgage Insurance-Linked Notes due July 25, 2029; |
| Bellemeade Re 2019-4 Ltd.; Class B-1 Reg S Mortgage Insurance-Linked Notes due October 25, 2029 |
| Bellemeade Re 2019-4 Ltd.; Class B-1 US$ 144A Mortgage Insurance-Linked Notes due October 25, 2029 |
| Bellemeade Re 2019-4 Ltd.; Class M-1A Reg S Mortgage Insurance-Linked Notes due October 25, 2029; |
| Bellemeade Re 2019-4 Ltd.; Class M-1A US$144A Mortgage Insurance-Linked Notes due October 25, 2029 |
| Bellemeade Re 2019-4 Ltd.; Class M-1B Reg S Mortgage Insurance-Linked Notes due October 25, 2029; |
| Bellemeade Re 2019-4 Ltd.; Class M-1B US$144A Mortgage Insurance-Linked Notes due October 25, 2029; |
| Bellemeade Re 2019-4 Ltd.; Class M-1C Reg S Mortgage Insurance-Linked Notes due October 25, 2029; |
| Bellemeade Re 2019-4 Ltd.; Class M-1C US$144A Mortgage Insurance-Linked Notes due October 25, 2029; |
| Bellemeade Re 2019-4 Ltd.; Class M-2 Reg S Mortgage Insurance-Linked Notes due October 25, 2029; |
| Bellemeade Re 2019-4 Ltd.; Class M-2 US$ 144A Mortgage Insurance-Linked Notes due October 25, 2029; |
| Bellemeade Re 2020-2 Ltd., Class B-1 144A Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-2 Ltd., Class B-1 Reg S Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-2 Ltd., Class M-1A 144A Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-2 Ltd., Class M-1A Reg S Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-2 Ltd., Class M-1B 144A Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-2 Ltd., Class M-1B Reg S Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-2 Ltd., Class M-1C 144A Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-2 Ltd., Class M-1C Reg S Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-2 Ltd., Class M-2 144A Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-2 Ltd., Class M-2 Reg S Mortgage Insurance-Linked Notes due August 26, 2030., |
| Bellemeade Re 2020-3 Ltd., Class B-1 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-3 Ltd., Class B-1 Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-3 Ltd., Class M-1A 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-3 Ltd., Class M-1A Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-3 Ltd., Class M-1B 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-3 Ltd., Class M-1B Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-3 Ltd., Class M-1C 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-3 Ltd., Class M-1C Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-3 Ltd., Class M-2 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-3 Ltd., Class M-2 Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Bellemeade Re 2020-4 Ltd., Class B-1 144A Mortgage Insurance-Linked Notes due June 25, 2030; |
| Bellemeade Re 2020-4 Ltd., Class B-1 Reg S Mortgage Insurance-Linked Notes due June 25, 2030; |
| Bellemeade Re 2020-4 Ltd., Class M-2A 144A Mortgage Insurance-Linked Notes dueJune 25, 2030; |
| Bellemeade Re 2020-4 Ltd., Class M-2A Reg S Mortgage Insurance-Linked Notes due June 25, 2030; |
| Bellemeade Re 2020-4 Ltd., Class M-2B 144A Mortgage Insurance-Linked Notes due June 25, 2030; |
| Bellemeade Re 2020-4 Ltd., Class M-2B Reg S Mortgage Insurance-Linked Notes due June 25, 2030; |
| Bellemeade Re 2021-1 Ltd., Class B-1 144A Mortgage Insurance-Linked Notes due March 25, 2031. |
| Bellemeade Re 2021-1 Ltd., Class B-1 Reg S Mortgage Insurance-Linked Notes due March 25, 2031; |
| Bellemeade Re 2021-1 Ltd., Class B-2 144A Mortgage Insurance-Linked Notes due March 25, 2031. |
| Bellemeade Re 2021-1 Ltd., Class B-2 Reg S Mortgage Insurance-Linked Notes due March 25, 2031; |
| Bellemeade Re 2021-1 Ltd., Class M-1A 144A Mortgage Insurance-Linked Notes due March 25, 2031. |
| Bellemeade Re 2021-1 Ltd., Class M-1A Reg S Mortgage Insurance-Linked Notes due March 25, 2031; |
| Bellemeade Re 2021-1 Ltd., Class M-1B 144A Mortgage Insurance-Linked Notes due March 25, 2031. |
| Bellemeade Re 2021-1 Ltd., Class M-1B Reg S Mortgage Insurance-Linked Notes due March 25, 2031; |
| Bellemeade Re 2021-1 Ltd., Class M-1C 144A Mortgage Insurance-Linked Notes due March 25, 2031. |
| Bellemeade Re 2021-1 Ltd., Class M-1C Reg S Mortgage Insurance-Linked Notes due March 25, 2031; |
| Bellemeade Re 2021-1 Ltd., Class M-2 144A Mortgage Insurance-Linked Notes due March 25, 2031. |
| Bellemeade Re 2021-1 Ltd., Class M-2 Reg S Mortgage Insurance-Linked Notes due March 25, 2031; |
| Bellemeade Re 2021-2 Ltd., Class B-1 144A Mortgage Insurance-Linked Notes due June 25, 2031., |
| Bellemeade Re 2021-2 Ltd., Class B-1 Reg S Mortgage Insurance-Linked Notes due June 25, 2031; |
| Bellemeade Re 2021-2 Ltd., Class M-1A 144A Mortgage Insurance-Linked Notes due June 25, 2031., |
| Bellemeade Re 2021-2 Ltd., Class M-1A Reg S Mortgage Insurance-Linked Notes due June 25, 2031; |
| Bellemeade Re 2021-2 Ltd., Class M-1B Reg S Mortgage Insurance-Linked Notes due June 25, 2031; |
| Bellemeade Re 2021-2 Ltd., Class M-1B 144A Mortgage Insurance-Linked Notes due June 25, 2031., |
| Bellemeade Re 2021-2 Ltd., Class M-1C Reg S Mortgage Insurance-Linked Notes due June 25, 2031; |
| Bellemeade Re 2021-2 Ltd., Class M-1C 144A Mortgage Insurance-Linked Notes due June 25, 2031., |
| Bellemeade Re 2021-2 Ltd., Class M-2 144A Mortgage Insurance-Linked Notes due June 25, 2031., |
| Bellemeade Re 2021-2 Ltd., Class M-2 Reg S Mortgage Insurance-Linked Notes due June 25, 2031; |
| Bellemeade Re 2021-3 Ltd. Class A-2 Reg S Mortgage Insurance-Linked Notes due September 25, 2031 |
| Bellemeade Re 2021-3 Ltd. Class B-1 Reg S Mortgage Insurance-Linked Notes due September 25, 2031 |
| Bellemeade Re 2021-3 Ltd. Class M-1A Reg S Mortgage Insurance-Linked Notes due September 25, 2031 |
| Bellemeade Re 2021-3 Ltd. Class M-1B Reg S Mortgage Insurance-Linked Notes due September 25, 2031 |
| Bellemeade Re 2021-3 Ltd. Class M-1C Reg S Mortgage Insurance-Linked Notes due September 25, 2031 |
| Bellemeade Re 2021-3 Ltd. Class M-2 Reg S Mortgage Insurance-Linked Notes due September 25, 2031 |
| Bellemeade Re 2021-3 Ltd., Class A-2 144A Mortgage Insurance-Linked Notes due September 25, 2031. |
| Bellemeade Re 2021-3 Ltd., Class B-1 144A Mortgage Insurance-Linked Notes due September 25, 2031. |
| Bellemeade Re 2021-3 Ltd., Class M-1A 144A Mortgage Insurance-Linked Notes due September 25, 2031. |
| Bellemeade Re 2021-3 Ltd., Class M-1B 144A Mortgage Insurance-Linked Notes due September 25, 2031. |
| Bellemeade Re 2021-3 Ltd., Class M-1C 144A Mortgage Insurance-Linked Notes due September 25, 2031. |
| Bellemeade Re 2021-3 Ltd., Class M-2 144A Mortgage Insurance-Linked Notes due September 25, 2031. |
| Benson Securities Limited - Series 1 of 8.00% Unsecured Redeemable Loan Notes due 31 August, 2033. |
| Benson Securities Limited - Unsecured Redeemable Loan Notes Programme |
| Bermuda Aviation Services Ltd |
| Bermuda Press Holdings Ltd |
| BF&M Ltd |
| BIAS Balanced Fund - BIAS Global Portfolios SPC |
| BIAS Short Duration Income Fund - BIAS Global Portfolios SPC |
| Blue Halo Re Ltd - Principal At-Risk Variable Rate Note Program |
| Blue Halo Re Ltd - Series 2016-1 Class A Principal At-Risk Variable Rate Notes Due June 22, 2022 |
| Blue Halo Re Ltd - Series 2016-1 Class B Principal At-Risk Variable Rate Notes Due June 22, 2022 |
| Blue Halo Re Ltd., Series 2020-1 Class A Principal-at-Risk Variable Rate Notes Due 28 June 2023; |
| Bonanza Re Ltd. - Principal-at-Risk Variable Rate Note Program |
| Bonanza Re Ltd. - Series 2020-1 Class A Principal-at-Risk Variable Rate Notes due February 20, 2024; |
| Bonanza Re Ltd. - Series 2020-2 Class A Principal-at-Risk Variable Rate Notes due December 23, 2024; |
| Bonanza Re Ltd. - Series 2021-1 Class B Principal-at-Risk Variable Rate Notes due January 6, 2023. |
| BOT Options (UK) Plc. Bond Programme. |
| Bowline Re Ltd., Principal At-Risk Variable Rate Note Program |
| Bowline Re Ltd., Series 2018-1 Class A Principal At-Risk Variable Rate Notes Due 23 May 2022 |
| Bowline Re Ltd., Series 2019-1 Class A Principal At-Risk Variable Rate Notes due March 20, 2023 |
| Bowline Re Ltd., Series 2019-1 Class B Principal At-Risk Variable Rate Notes due March 20, 2023; |
| Britannic Opportunities Limited, A Class Shares |
| Britannic Opportunities Limited, B Class Shares |
| Buffalo Re Ltd. - Principal-at-Risk Variable Rate Note Program |
| Butterfield Bermuda Fund Ltd |
| Butterfield Global Blue Chip Fund |
| Butterfield International Balanced Fund (USD Class) |
| Butterfield Money Market Fund (CAD Class A) |
| Butterfield Money Market Fund (CAD Class B) |
| Butterfield Money Market Fund (GBP Class A) |
| Butterfield Money Market Fund (GBP Class B) |
| Butterfield Money Market Fund (USD Class A) |
| Butterfield Money Market Fund (USD Class B) |
| Butterfield Select Fund - Alternative Investment Class |
| Butterfield Select Fund - Equity Class |
| Butterfield Select Fund - Fixed Income Class |
| Butterfield Select Invest Fund Ltd |
| Butterfield US$ Bond Fund Ltd - Class A Shares |
| Butterfield US$ Bond Fund Ltd - Class B Shares |
| Cape Lookout Re Ltd. Principal At-Risk Variable Rates Notes Program |
| Cape Lookout Re Ltd. US$100,000,000 Series 2019-2 Class A - PAR VR Notes due 9 May 2022 |
| Cape Lookout Re Ltd. US$450,000,000 Series 2019-1 Class A - PAR VR Notes due February 25, 2022 |
| Cape Lookout Re Ltd., US$250,000,000 Series 2021-1 Class A PAR VR Notes due 22 March 2024. |
| Caribbean Investment Holdings Limited (Ordinary Shares) |
| Caro Investment Holdings Ltd |
| Catahoula Re Pte. Ltd., PAR VR Note Program; |
| Catahoula Re Pte. Ltd., US$60,000,000 Series 2020-1 Class A PAR VR Notes due May 9, 2023; |
| CATCo Reinsurance Opportunities Fund Ltd - Ordinary Shares |
| CATCo Reinsurance Opportunities Fund Ltd New Class C Shares |
| CB-SDG Holdco Limited GBP£10,653,759.00 Unsecured A Loan Notes Due June 30, 2028 |
| CB-SDG Holdco Limited GBP£59,019,208.00 Unsecured A Loan Notes Due June 30, 2028 |
| CB-SDG Holdco Limited GBP£6,880,237.00 Unsecured A Loan Notes Due June 30, 2028 |
| CB-SDG Holdco Limited GBP£85,899,445.00 Programme |
| Centaur Group Finance Ltd - Segregated Account #1 - Centaur Natural Resources Bond Programme |
| Centaur Group Finance Ltd-Segregated Account #3 - Centaur Natural Resources Bond Programme 3 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 001 Bond Due 6 December 2020 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 002 Bond Due 21 February 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 003 Bond Due 21 February 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 004 Bond Due 23 March 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 005 Bond Due 17 April 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 008 Bond Due 15 May 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 010 Bond Due 15 May 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 013 Bond Due June 15, 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 015 Bond Due June 15, 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 018 Bond Due July 14, 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 020 Bond Due July 14, 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 021 Bond Due August 14, 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 022 Bond Due September 13, 2021 |
| Centaur Group Finance Ltd-Segregated Account #3 - Tranche 023 Bond Due February 3, 2022 |
| Centaur Group Finance Ltd-Segregated Account #4 - Centaur Fixed Income Bond 2 Programme |
| Centaur Group Finance Ltd-Segregated Account #5 - Centaur Fixed Income Bond Programme |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #001 Bond Due August 14, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #002 Bond Due September 13, 2023 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #003 Bond Due October 10, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #004 Bond Due November 30, 2019 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #005 Bond Due November 30, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #006 Bond Due November 30, 2023 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #007 Bond Due March 5, 2020 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #008 Bond Due March 5, 2022 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #009 Bond Due March 5, 2024 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #010 Bond Due December 6, 2020 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #011 Bond Due December 6, 2020 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #012 Bond Due June 20, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #013 Bond Due June 20, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #014 Bond Due June 20, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #015 Bond Due July 10, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #016 Bond Due July 10, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #017 Bond Due July 10, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #018 Bond Due August 7, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #019 Bond Due August 7, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #020 Bond Due September 9 , 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #021 Bond Due September 9, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #022 Bond Due September 9 , 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #023 Bond Due November 15, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #024 Bond Due November 15, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #025 Bond Due November 15, 2025 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #026 Bond Due November 15, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #027 Bond Due November 15, 2021 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #028 Bond Due February 3, 2022 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #029 Bond Due February 3, 2024 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #030 Bond Due February 3, 2026 |
| Centaur Group Finance Ltd-Segregated Account #5 - Tranche #031 Bond Due February 3, 2022 |
| Cerulean Re SAC Ltd ILS Notes Program |
| Cerulean Re SAC Ltd., Series 2020-B1 Discounted Zero Coupon Participating Notes Due June 1, 2022 |
| China Seas Basket Ltd., Class A Shares |
| China Seas Basket Ltd., Class B Shares |
| Citrus Re Ltd - Principal At-Risk Variable Rate Note Programme |
| Citrus Re Ltd - Series 2017-1 Class A Principal At-Risk Variable Rate Notes Due 20 March 2023 |
| Claveau Re Ltd., Principal At-Risk Variable Rate Note Program |
| Claveau Re Ltd., Series 2021-1 Class A Principal-at-Risk Variable Rate Notes due July 8, 2025. |
| Cleanthes Investors Ltd., |
| CLSA Global Markets PTE Ltd Asian Securities Programme USD$10 Billion |
| CLSA Global Markets PTE Ltd - Gail India Ltd - 144A |
| CLSA Global Markets PTE Ltd - Gail India Ltd - RegS |
| CLSA Global Markets PTE Ltd - HDFC Bank Ltd - 144A |
| CLSA Global Markets PTE Ltd - HDFC Bank Ltd – RegS |
| CLSA Global Markets PTE Ltd - Hero Motocorp Ltd - 144A |
| CLSA Global Markets PTE Ltd - Hero Motocorp Ltd - RegS |
| CLSA Global Markets PTE Ltd - Info Edge India Ltd - 144A |
| CLSA Global Markets PTE Ltd - Info Edge India Ltd - RegS |
| CLSA Global Markets PTE Ltd - ITC Ltd - 144A |
| CLSA Global Markets PTE Ltd - ITC Ltd - RegS |
| CLSA Global Markets PTE Ltd - Larsen & Toubro Ltd - 144A |
| CLSA Global Markets PTE Ltd - Larsen & Toubro Ltd - RegS |
| CLSA Global Markets PTE Ltd - Madison Holdings Group Limited due 29 August 2023 - 144A |
| CLSA Global Markets PTE Ltd - Madison Holdings Group Limited due 29 August 2023 - RegS |
| CLSA Global Markets PTE Ltd - Maruti Suzuki India Limited - 144A |
| CLSA Global Markets PTE Ltd - Maruti Suzuki India Limited - RegS |
| CLSA Global Markets PTE Ltd - Power Grid Corp of India Ltd - 144A |
| CLSA Global Markets PTE Ltd - Power Grid Corp of India Ltd - RegS |
| CLSA Global Markets PTE Ltd - Sun TV Network Limited - 144A |
| CLSA Global Markets PTE Ltd - Sun TV Network Limited - RegS |
| CLSA Global Markets PTE Ltd - VARUN BEVERAGES due 31 Dec 2026 - 144A |
| CLSA Global Markets PTE Ltd - VARUN BEVERAGES due 31 Dec 2026 - RegS |
| Concilium Limited |
| Cosaint Re Pte. Ltd. PAR VR Note Program |
| Cosaint Re Pte. Ltd. Series 2021-1 Class A Principal At-Risk Variable Rate Notes due April 3, 2024., |
| CRA Aircraft Holdings Bermuda Ltd - Subondinated 11% Promissory Note Due 31 December, 2024 |
| Dairy Farm International Holdings Ltd |
| Delta Global Securities Ltd., SAC#1 Delta Fixed Income £50,000,000 Bond Programme |
| Delta Global Securities Ltd., SAC#1, Series 1, Tranche 1, 2.5% £4,869,367 Due 11 October 2020 |
| Devonshire Industries Ltd |
| Eagle Re 2018-1 Ltd., Class B-1-RegS - Mortgage Insurance-Linked Notes due November 25, 2028 |
| Eagle Re 2018-1 Ltd., Class B-1-Rule144A - Mortgage Insurance-Linked Notes due November 25, 2028 |
| Eagle Re 2018-1 Ltd., Class M-1-RegS - Mortgage Insurance-Linked Notes due November 25, 2028 |
| Eagle Re 2018-1 Ltd., Class M-1-Rule144A -Mortgage Insurance-Linked Notes due November 25, 2028 |
| Eagle Re 2018-1 Ltd., Class M-2-RegS - Mortgage Insurance-Linked Notes due November 25, 2028 |
| Eagle Re 2018-1 Ltd., Class M-2-Rule144A - Mortgage Insurance-Linked Notes due November 25, 2028 |
| Eagle Re 2019-1 Ltd., Class B-1-RegS - Mortgage Insurance-Linked Notes due April 25, 2029 |
| Eagle Re 2019-1 Ltd., Class B-1-Rule144A - Mortgage Insurance-Linked Notes due April 25, 2029 |
| Eagle Re 2019-1 Ltd., Class M-1A-RegS - Mortgage Insurance-Linked Notes due April 25, 2029 |
| Eagle Re 2019-1 Ltd., Class M-1A-Rule144A - Mortgage Insurance-Linked Notes due April 25, 2029 |
| Eagle Re 2019-1 Ltd., Class M-1B-RegS - Mortgage Insurance-Linked Notes due April 25, 2029 |
| Eagle Re 2019-1 Ltd., Class M-1B-Rule144A - Mortgage Insurance-Linked Notes due April 25, 2029 |
| Eagle Re 2019-1 Ltd., Class M-2-RegS - Mortgage Insurance-Linked Notes due April 25, 2029 |
| Eagle Re 2019-1 Ltd., Class M-2-Rule144A - Mortgage Insurance-Linked Notes due April 25, 2029 |
| Eagle Re 2020-1 Ltd., Class B-1-RegS - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class B-1-Rule144A - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-1A-RegS - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-1A-Rule144A - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-1B-RegS - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-1B-Rule144A - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-1C-RegS - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-1C-Rule144A - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-2-RegS - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-2-Rule144A - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-2A-RegS - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-2A-Rule144A - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-2B-RegS - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-2B-Rule144A - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-2C-RegS - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-1 Ltd., Class M-2C-Rule144A - Mortgage Insurance-Linked Notes due January 25, 2030 |
| Eagle Re 2020-2 Ltd., Class B-1-RegS - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class B-1-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-1A-RegS - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-1A-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-1B-RegS - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-1B-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-1C-RegS - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-1C-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-2-RegS - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-2-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-2A-RegS - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-2A-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-2B-RegS - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-2B-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-2C-RegS - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2020-2 Ltd., Class M-2C-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2030; |
| Eagle Re 2021-1 Ltd., Class B-1-RegS - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class B-1-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class B-2-RegS - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class B-2-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-1A-RegS - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-1A-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-1B-RegS - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-1B-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-1C-RegS - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-1C-Rule144A - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-2-RegS - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-2-Rule 144A - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-2A -Rule 144A - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-2A-RegS - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-2B -Rule 144A - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-2B-RegS - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-2C -Rule 144A - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-1 Ltd., Class M-2C-RegS - Mortgage Insurance-Linked Notes due October 25, 2033; |
| Eagle Re 2021-2 Ltd., Class B-1 RegS - Mortgage Insurance-Linked Notes due April 25, 2034; |
| Eagle Re 2021-2 Ltd., Class B-1 Rule144A - Mortgage Insurance-Linked Notes due April 25, 2034., |
| Eagle Re 2021-2 Ltd., Class M-1A RegS - Mortgage Insurance-Linked Notes due April 25, 2034; |
| Eagle Re 2021-2 Ltd., Class M-1A Rule144A - Mortgage Insurance-Linked Notes due April 25, 2034., |
| Eagle Re 2021-2 Ltd., Class M-1B RegS - Mortgage Insurance-Linked Notes due April 25, 2034; |
| Eagle Re 2021-2 Ltd., Class M-1B Rule144A - Mortgage Insurance-Linked Notes due April 25, 2034., |
| Eagle Re 2021-2 Ltd., Class M-1C RegS - Mortgage Insurance-Linked Notes due April 25, 2034; |
| Eagle Re 2021-2 Ltd., Class M-1C Rule144A - Mortgage Insurance-Linked Notes due April 25, 2034., |
| Eagle Re 2021-2 Ltd., Class M-1C-1 RegS - Mortgage Insurance-Linked Notes due April 25, 2034; |
| Eagle Re 2021-2 Ltd., Class M-1C-1 Rule144A - Mortgage Insurance-Linked Notes due April 25, 2034., |
| Eagle Re 2021-2 Ltd., Class M-1C-2 RegS - Mortgage Insurance-Linked Notes due April 25, 2034; |
| Eagle Re 2021-2 Ltd., Class M-1C-2 Rule144A - Mortgage Insurance-Linked Notes due April 25, 2034., |
| Eagle Re 2021-2 Ltd., Class M-1C-3 RegS - Mortgage Insurance-Linked Notes due April 25, 2034; |
| Eagle Re 2021-2 Ltd., Class M-1C-3 Rule144A - Mortgage Insurance-Linked Notes due April 25, 2034., |
| Eagle Re 2021-2 Ltd., Class M-2 RegS - Mortgage Insurance-Linked Notes due April 25, 2034; |
| Eagle Re 2021-2 Ltd., Class M-2 Rule144A - Mortgage Insurance-Linked Notes due April 25, 2034., |
| East Asian Growth Basket Limited A Class |
| East Asian Growth Basket Limited B Class |
| Easton Re Pte. Ltd., PAR VR Note Program |
| Easton Re Pte. Ltd., Series 2020-1 Class A Principal-at-Risk Variable Rate Notes due January 8, 2024 |
| Eclipse Re Ltd., Note Program |
| Eclipse Re Ltd., Series 2021-01A Notes - SAC EC0033- due December 31, 2022., |
| Eclipse Re Ltd., Series 2021-03A Notes - SAC EC0035- due May 31, 2022., |
| Eclipse Re Ltd., Series 2021-04A Notes - SAC EC0036- due May 31, 2022., |
| Eclipse Re Ltd., Series 2021-05A Notes - SAC EC0037- due May 31, 2022., |
| Eclipse Re Ltd., Series 2021-06A Notes - SAC EC0038- due May 31, 2022., |
| Eclipse Re Ltd., Series 2021-07A Notes - SAC EC0039- due May 31, 2022., |
| Eclipse Re Ltd., Series 2021-08A Notes - SAC EC0040- due May 31, 2022., |
| Eclipse Re Ltd., Series 2021-09A Notes - SAC EC0041- due June 30, 2022., |
| Eclipse Re Ltd., Series 2021-11A Notes - SAC EC0042- due September 30, 2023., |
| Eden Re II Ltd - Series 2018-1 Class A Participating Notes due March 22, 2022 |
| Eden Re II Ltd - Series 2018-1 Class B Participating Notes due March 22, 2022 |
| Eden Re II Ltd., Series 2019-1 Class A Participating Notes due March 22, 2023 |
| Eden Re II Ltd., Series 2019-1 Class B Participating Notes due March 22, 2023 |
| Eden Re II Ltd., Series 2020-1 Class A Participating Notes due March 22, 2024 |
| Eden Re II Ltd., Series 2020-1 Class B Participating Notes due March 22, 2024 |
| Eden Re II Ltd., Series 2021-1 Class A Participating Notes due March 21, 2025., |
| Eden Re II Ltd., Series 2021-1 Class B Participating Notes due March 21, 2025., |
| Eden Re II Ltd., Series 2022-1 Class A Participating Notes due March 20, 2026. |
| Eden Re II Ltd., Series 2022-1 Class B Participating Notes due March 20, 2026. |
| Endo Finance Issuers - 144A - $1,196,416,000 - 6% - Senior Notes Due 1 February, 2025 |
| Endo Finance Issuers - 144A - $1,214,370,000 - 6% Senior Notes due June 30, 2028 |
| Endo Finance Issuers - 144A - $292,535,000 - 5.875% - Senior Notes Due 15 October 2024 |
| Endo Finance Issuers - 144A - $902,271,000 - 9.5% Second Lien Senior Secured Notes due July 31, 2027 |
| Endo Finance Issuers - Reg S - $3,584,000 - 6% - Senior Notes Due 1 February, 2025 |
| Endo Finance Issuers - Reg S - $38,319,000 - 6% - Senior Notes due July 31, 2027 |
| Endo Finance Issuers - Reg S - $46,046,000 - 6% - Senior Notes due June 30, 2028 |
| Endo Finance Issuers - Reg S - $7,465,000 - 5.875% - Senior Notes Due 15 October 2024 |
| Everglades Re II Ltd - Principal At-Risk Variable Rate Note Program |
| Everglades Re II Ltd. Series 2021-1 Class A Principal-at-Risk Variable Rate Notes Due May 14, 2024., |
| Everglades Re II Ltd. Series 2021-1 Class B Principal-at-Risk Variable Rate Notes Due May 14, 2024., |
| Everglades Re II Ltd. Series 2021-2 Class A Principal-at-Risk Variable Rate Notes Due May 14, 2024., |
| Everglades Re II Ltd., Series 2020-2 Class A Principal-at-Risk Variable Rate Notes Due May 4, 2023; |
| Fidelis Insurance Holdings Ltd - 4.875% 144A - Senior Notes Due 30 June, 2030 |
| Fidelis Insurance Holdings Ltd - 4.875% RegS - Senior Notes Due 30 June, 2030 |
| Fidelis Insurance Holdings Ltd - 6.625% 144A Fixed-Rate Junior Notes Due April 1, 2041 |
| Fidelis Insurance Holdings Ltd - 6.625% RegS Fixed-Rate Junior Notes Due April 1, 2041 |
| Fidus Re Ltd., Principal At-Risk Variable Rate Note Program |
| Fidus Re Ltd., Series 2018-1 Class A Principal At-Risk Variable Rate Notes Due 31 March 2030 |
| Fidus Re Ltd., Series 2021-1 Class A Principal At-Risk Variable Rate Notes Due January 11, 2033., |
| Firebird Avrora Fund Ltd - Class A Restricted Shares |
| Firebird Avrora Fund Ltd - Class A Unrestricted Shares |
| Firebird Avrora Fund Ltd - Class C Restricted Shares |
| Firebird Avrora Fund Ltd - Class C Unrestricted Shares |
| Firebird Avrora Fund Ltd - Class D Restricted Shares |
| Firebird Avrora Fund Ltd - Class D Unrestricted Shares |
| Firebird Republics Fund Ltd |
| First Coast Re II Pte. Ltd., Principal At-Risk Variable Rate Note Program |
| First Coast Re II Pte. Ltd., Series 2019-1 Class A PAR VR Notes due 7 June, 2023. |
| First Coast Re III Pte. Ltd., Principal At-Risk Variable Rate Note Program |
| First Coast Re III Pte. Ltd., Series 2021-1 Class A PAR VR Notes due 7 April, 2025. |
| FloodSmart Re Ltd - Principal At-Risk Variable Rate Note Program |
| FloodSmart Re Ltd - Series 2019-1 Class A Principal At-Risk Variable Rate Notes Due March 7, 2022 |
| FloodSmart Re Ltd - Series 2019-1 Class B Principal At-Risk Variable Rate Notes Due March 7, 2022 |
| FloodSmart Re Ltd. Series 2020-1 Class A Principal At-Risk Variable Rate Notes Due February 27, 2023 |
| FloodSmart Re Ltd. Series 2020-1 Class B Principal At-Risk Variable Rate Notes Due February 27, 2023 |
| FloodSmart Re Ltd. Series 2021-1 Class A Principal At-Risk Variable Rate Notes Due March 1, 2024 |
| FloodSmart Re Ltd. Series 2021-1 Class B Principal At-Risk Variable Rate Notes Due March 1, 2024 |
| Fly Leasing Limited., |
| Fortius Re II Ltd., Principal At-Risk Variable Rate Note Program |
| Fortius Re II Ltd., Series 2017-1 Class 1 Principal At-Risk Variable Rate Notes Due July 7, 2021 |
| Four Lakes Re Ltd., Principal-at-Risk Variable Rate Note Program; |
| Four Lakes Re Ltd., Series 2020-1 Class A Principal-at-Risk Variable Rate Note due Jan 5, 2024; |
| Four Lakes Re Ltd., Series 2020-1 Class B Principal-at-Risk Variable Rate Note due Jan 5, 2024; |
| Four Lakes Re Ltd., Series 2021-1 Class A Principal At-Risk Variable Rate Notes due Jan 7, 2025; |
| Frontline Re Ltd - Principal-at-Risk Variable Rate Note Program |
| Frontline Re Ltd - Series 2018-1 Class A Principal At-Risk Variable Rate Notes Due July 6, 2022 |
| Frontline Re Ltd - Series 2018-1 Class B Principal At-Risk Variable Rate Notes Due July 6, 2022 |
| G2D Investments, Ltd. |
| Galilei Re Ltd.- Principal At-Risk Variable Rate Notes Program |
| Galileo Re Ltd., Principal At-Risk Variable Rate Notes Programme |
| Galileo Re Ltd., Series 2019-1 Class A Principal At-Risk Variable Rate Notes due January 8, 2024 |
| Galileo Re Ltd., Series 2019-1 Class C Principal At-Risk Variable Rate Notes due January 8, 2024 |
| Galileo Re Ltd., Series 2019-1 Class D Principal At-Risk Variable Rate Notes due January 8, 2024 |
| GASL Bermuda 1 Limited US$39,000,000 Subordinated 11% Promissory Note Due 31 December 2025 |
| Global Private Equity One Limited - A Class Shares |
| Global Private Equity One Limited - B Class Shares |
| Global Voyager Funds Limited - Global Voyager Alternative Investment Fund |
| Global Voyager Funds Limited - Global Voyager Global Fixed Income Fund |
| Global Voyager Funds Limited - Global Voyager High Yield Bond Fund |
| Global Voyager Funds Limited - Global Voyager Insurance Linked Securities Fund |
| Global Voyager Funds Limited - Global Voyager International Equity Fund |
| Global Voyager Funds Limited - Global Voyager Managed Balance Fund |
| Global Voyager Funds Limited - Global Voyager North American Founders Fund |
| Global Voyager Funds Limited - Global Voyager Preferred Equity Fund |
| Global Voyager Funds Limited - Global Voyager Small Cap Growth Fund |
| Golden State Re II Ltd Series 2018-1 Class A Principal-at-Risk Variable Rate Note due January 8,2023 |
| Golden State Re II Ltd. Principal At-Risk Variable Rate Note Programme |
| Government of Bermuda - 2.375% Senior Notes - Due 20 August 2030 - 144A |
| Government of Bermuda - 2.375% Senior Notes - Due 20 August 2030 - RegS |
| Government of Bermuda - 3.375% Senior Notes - Due 20 August 2050 - RegS |
| Government of Bermuda - 3.375% Senior Notes - Due 20 August 2050 - 144A |
| Government of Bermuda - 3.717% Senior Notes - Due 25 January 2027 - 144A |
| Government of Bermuda - 3.717% Senior Notes - Due 25 January 2027 - RegS |
| Government of Bermuda - 4.138% Senior Notes - Due 03 January 2023 - RegS |
| Government of Bermuda - 4.138% Senior Notes - Due 03 January 2023 - Rule 144A |
| Government of Bermuda - 4.750% Senior Notes - Due 15 February 2029 - RegS |
| Government of Bermuda - 4.750% Senior Notes - Due 15 February 2029 - Rule144A |
| Government of Bermuda - 4.750% Senior Notes - Due 16 December 2023 |
| Government of Bermuda - 4.854% Senior Notes - Due 06 February 2024 - 144A |
| Government of Bermuda - 4.854% Senior Notes - Due 06 February 2024 - RegS |
| Greater Bay Re Limited |
| Greater Bay Re Limited Series 2021-1, Class A PAR VR Notes due October 15, 20222 |
| Hamilton UK Holdings Limited |
| Hashdex DeFi Index ETF |
| Hashdex Nasdaq Bitcoin ETF |
| Hashdex Nasdaq Crypto Index ETF |
| Hashdex Nasdaq Ethereum ETF |
| Hawley Group Limited |
| Herbie Re Ltd., Principal-at-Risk Variable Rate Note Program; |
| Herbie Re Ltd., Series 2020-1 Class A Principal-at-Risk Variable Rate Notes due July 8, 2024; |
| Herbie Re Ltd., Series 2020-2 Class A Principal-at-Risk Variable Rate Notes due January 8, 2025; |
| Herbie Re Ltd., Series 2020-2 Class B Principal-at-Risk Variable Rate Notes due January 8, 2025; |
| Herbie Re Ltd., Series 2020-2 Class C Principal-at-Risk Variable Rate Notes due January 6, 2023; |
| Herbie Re Ltd., Series 2021-1 Class A Principal-at-Risk Variable Rate Notes due June 6, 2025., |
| Hexagon II Reinsurance DAC., Principal At-Risk Variable Rate Notes due January 17, 2024; |
| Hexagon III Re Pte Ltd. Series 2021-1 Class A Principal At-Risk Variable Rate Notes due Jan 15 2026 |
| Hexagon III Re Pte Ltd. Series 2021-1 Class B Principal At-Risk Variable Rate Notes due Jan 15 2026 |
| Hexagon III Re Pte. Ltd. Principal At-Risk Variable Rate Note Program |
| Hexagon Reinsurance DAC., Class A Principal At-Risk Variable Rates Notes due January 19, 2022 |
| Hexagon Reinsurance DAC., Class B Principal At-Risk Variable Rates Notes due January 19, 2022 |
| Highfield Fund Ltd |
| Home Re 2018-1 Ltd Class B-1 Series 2018-1 144A Mortgage Insurance-Linked Notes due 25 October 2028 |
| Home Re 2018-1 Ltd Class B-1 Series 2018-1 RegS Mortgage Insurance-Linked Notes due 25 October 2028 |
| Home Re 2018-1 Ltd Class M-1 Series 2018-1 144A Mortgage Insurance-Linked Notes due 25 October 2028 |
| Home Re 2018-1 Ltd Class M-1 Series 2018-1 RegS Mortgage Insurance-Linked Notes due 25 October 2028 |
| Home Re 2018-1 Ltd Class M-2 Series 2018-1 144A Mortgage Insurance-Linked Notes due 25 October 2028 |
| Home Re 2018-1 Ltd Class M-2 Series 2018-1 RegS Mortgage Insurance-Linked Notes due 25 October 2028 |
| Home Re 2019-1 Ltd Class B-1 Series 2019-1 144A Mortgage Insurance-Linked Notes due 25 May 2029 |
| Home Re 2019-1 Ltd Class B-1 Series 2019-1 RegS Mortgage Insurance-Linked Notes due 25 May 2029 |
| Home Re 2019-1 Ltd Class M-1 Series 2019-1 144A Mortgage Insurance-Linked Notes due 25 May 2029 |
| Home Re 2019-1 Ltd Class M-1 Series 2019-1 RegS Mortgage Insurance-Linked Notes due 25 May 2029 |
| Home Re 2019-1 Ltd Class M-2 Series 2019-1 144A Mortgage Insurance-Linked Notes due 25 May 2029 |
| Home Re 2019-1 Ltd Class M-2 Series 2019-1 RegS Mortgage Insurance-Linked Notes due 25 May 2029 |
| Home Re 2020-1 Ltd Class B-1 Series 2020-1 144A Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2020-1 Ltd Class B-1 Series 2020-1 RegS Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2020-1 Ltd Class M-1A Series 2020-1 144A Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2020-1 Ltd Class M-1A Series 2020-1 RegS Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2020-1 Ltd Class M-1B Series 2020-1 144A Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2020-1 Ltd Class M-1B Series 2020-1 RegS Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2020-1 Ltd Class M-1C Series 2020-1 144A Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2020-1 Ltd Class M-1C Series 2020-1 RegS Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2020-1 Ltd Class M-2 Series 2020-1 144A Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2020-1 Ltd Class M-2 Series 2020-1 RegS Mortgage Insurance-Linked Notes due Oct 25, 2030; |
| Home Re 2021-1 Ltd. Class B-1 144A Series 2021-1 Mortgage Insurance-Linked Notes due July 25, 2033. |
| Home Re 2021-1 Ltd. Class B-1 Series 2021-1 Reg S Mortgage Insurance-Linked Notes due July 25, 2033 |
| Home Re 2021-1 Ltd. Class M-1A 144A Series 2021-1 Mortgage Insurance-Linked Notes due July 25, 2033. |
| Home Re 2021-1 Ltd. Class M-1A Series 2021-1 Reg S Mortgage Insurance-Linked Notes due July 25, 2033 |
| Home Re 2021-1 Ltd. Class M-1B 144A Series 2021-1 Mortgage Insurance-Linked Notes due July 25, 2033. |
| Home Re 2021-1 Ltd. Class M-1B Series 2021-1 Reg S Mortgage Insurance-Linked Notes due July 25, 2033 |
| Home Re 2021-1 Ltd. Class M-1C 144A Series 2021-1 Mortgage Insurance-Linked Notes due July 25, 2033. |
| Home Re 2021-1 Ltd. Class M-1C Series 2021-1 Reg S Mortgage Insurance-Linked Notes due July 25, 2033 |
| Home Re 2021-1 Ltd. Class M-2 144A Series 2021-1 Mortgage Insurance-Linked Notes due July 25, 2033. |
| Home Re 2021-1 Ltd. Class M-2 Series 2021-1 Reg S Mortgage Insurance-Linked Notes due July 25, 2033 |
| Home Re 2021-2 Ltd. Class B-1 144A Series 2021-2 Mortgage Insurance-Linked Notes due Jan 25, 2034., |
| Home Re 2021-2 Ltd. Class B-1 Series 2021-2 Reg S Mortgage Insurance-Linked Notes due Jan 25, 2034., |
| Home Re 2021-2 Ltd. Class M-1A 144A Series 2021-2 Mortgage Insurance-Linked Notes due Jan 25, 2034., |
| Home Re 2021-2 Ltd. Class M-1A Series 2021-2 Reg S Mortgage Insurance-Linked Notes due Jan 25, 2034. |
| Home Re 2021-2 Ltd. Class M-1B 144A Series 2021-2 Mortgage Insurance-Linked Notes due Jan 25, 2034., |
| Home Re 2021-2 Ltd. Class M-1B Series 2021-2 Reg S Mortgage Insurance-Linked Notes due Jan 25, 2034. |
| Home Re 2021-2 Ltd. Class M-1C 144A Series 2021-2 Mortgage Insurance-Linked Notes due Jan 25, 2034., |
| Home Re 2021-2 Ltd. Class M-1C Series 2021-2 Reg S Mortgage Insurance-Linked Notes due Jan 25, 2034. |
| Home Re 2021-2 Ltd. Class M-2 144A Series 2021-2 Mortgage Insurance-Linked Notes due Jan 25, 2034., |
| Home Re 2021-2 Ltd. Class M-2 Series 2021-2 Reg S Mortgage Insurance-Linked Notes due Jan 25, 2034. |
| Hongkong Land Holdings Limited |
| Horizon Therapeutics Ireland DAC., |
| Horizon Therapeutics Treasury DAC., |
| HSBC Corporate Money Funds - Canadian Dollar Fund Class A |
| HSBC Corporate Money Funds - Canadian Dollar Fund Class B |
| HSBC Corporate Money Funds - Canadian Dollar Fund Class C |
| HSBC Corporate Money Funds - Canadian Dollar Fund Class I |
| HSBC Corporate Money Funds - Canadian Dollar Fund Class R |
| HSBC Corporate Money Funds - Euro Fund Class A |
| HSBC Corporate Money Funds - Euro Fund Class B |
| HSBC Corporate Money Funds - Euro Fund Class I |
| HSBC Corporate Money Funds - Euro Fund Class R |
| HSBC Corporate Money Funds - Sterling ESG Fund Class A |
| HSBC Corporate Money Funds - Sterling ESG Fund Class A - Series AIS |
| HSBC Corporate Money Funds - Sterling ESG Fund Class B |
| HSBC Corporate Money Funds - Sterling ESG Fund Class B - Series AIS |
| HSBC Corporate Money Funds - Sterling ESG Fund Class C |
| HSBC Corporate Money Funds - Sterling ESG Fund Class I |
| HSBC Corporate Money Funds - Sterling ESG Fund Class R |
| HSBC Corporate Money Funds - Sterling Fund Class A |
| HSBC Corporate Money Funds - Sterling Fund Class A - Series AIS |
| HSBC Corporate Money Funds - Sterling Fund Class B |
| HSBC Corporate Money Funds - Sterling Fund Class B - Series AIS |
| HSBC Corporate Money Funds - Sterling Fund Class C |
| HSBC Corporate Money Funds - Sterling Fund Class I |
| HSBC Corporate Money Funds - Sterling Fund Class R |
| HSBC Corporate Money Funds - US Dollar Fund Class A |
| HSBC Corporate Money Funds - US Dollar Fund Class A - Series AIS |
| HSBC Corporate Money Funds - US Dollar Fund Class B |
| HSBC Corporate Money Funds - US Dollar Fund Class B - Series AIS |
| HSBC Corporate Money Funds - US Dollar Fund Class C |
| HSBC Corporate Money Funds - US Dollar Fund Class I |
| HSBC Corporate Money Funds - US Dollar Fund Class R |
| HSBC Corporate Money Funds - US Treasury Fund - Class A |
| HSBC Corporate Money Funds - US Treasury Fund - Class B |
| HSBC Corporate Money Funds - US Treasury Fund - Class C |
| HSBC Corporate Money Funds - US Treasury Fund - Class I |
| HSBC Corporate Money Funds - US Treasury Fund Class A - Series AIS |
| HSBC Corporate Money Funds - US Treasury Fund Class B - Series AIS |
| HSBC Holdings plc |
| HSBC Managed Portfolios Ltd. - World Selection - 1 - Class AC |
| HSBC Managed Portfolios Ltd. - World Selection - 1 - Class AD |
| HSBC Managed Portfolios Ltd. - World Selection - 1 - Class IC |
| HSBC Managed Portfolios Ltd. - World Selection - 1 - Class ID |
| HSBC Managed Portfolios Ltd. - World Selection - 1 - Class LC |
| HSBC Managed Portfolios Ltd. - World Selection - 2 - Class AC |
| HSBC Managed Portfolios Ltd. - World Selection - 2 - Class AD |
| HSBC Managed Portfolios Ltd. - World Selection - 2 - Class IC |
| HSBC Managed Portfolios Ltd. - World Selection - 2 - Class LC |
| HSBC Managed Portfolios Ltd. - World Selection - 3 - Class AC |
| HSBC Managed Portfolios Ltd. - World Selection - 3 - Class AD |
| HSBC Managed Portfolios Ltd. - World Selection - 3 - Class IC |
| HSBC Managed Portfolios Ltd. - World Selection - 3 - Class LC |
| HSBC Managed Portfolios Ltd. - World Selection - 4 - Class AC |
| HSBC Managed Portfolios Ltd. - World Selection - 4 - Class IC |
| HSBC Managed Portfolios Ltd. - World Selection - 4 - Class LC |
| HSBC Managed Portfolios Ltd. - World Selection - 5 - Class AC |
| HSBC Managed Portfolios Ltd. - World Selection - 5 - Class IC |
| HSBC Managed Portfolios Ltd. - World Selection - 5 - Class LC |
| HSBC Specialist Funds - Alternative Class AC |
| HSBC Specialist Funds - Alternative Class LC |
| HSBC Specialist Funds: Short Duration Income Fund Class AC |
| HSBC Specialist Funds: Short Duration Income Fund Class AD |
| HSBC Specialist Funds: Short Duration Income Fund Class CC |
| Hypatia Ltd., Principal At-Risk Variable Rate Note Program |
| Hypatia Ltd., Series 2020-1 Class A Principal At-Risk Variable Rate Notes Due June 7, 2023; |
| Hypatia Ltd., Series 2020-1 Class B Principal At-Risk Variable Rate Notes Due June 7, 2023; |
| IBIM Africa Holdings (IAH) Limited |
| ILN SAC Ltd., Insurance Linked Notes Programme |
| ILN SAC Ltd., US$3,125,000 ILN-US-W-OCC-30B-40B-LIN-30DEC21 PB Notes Series 1 Due 11 April, 2022 |
| ILN SAC Ltd., US$301,000 ILNTKY-Q BESPOKE-10 FEB 2021-1 Class PB Notes Due February 10, 2021; |
| ILN SAC Ltd., US$475,000 Class PB Notes due September 18, 2020; |
| ILN SAC Ltd., US$6,699,000 ILNTKY-Q BESPOKE-10 FEB 2021-1 Class PS Notes Due February 10, 2021; |
| ILN SAC Ltd., US$6,875,00 ILN-US-W-OCC-30B-40B-LIN-30DEC21 PS Notes Series 1 Due 11 April, 2022 |
| ILN SAC Ltd., US$9,525,000 Class PS Notes due September 18, 2020; |
| Integrity Re II Pte. Ltd., Principal At-Risk Variable Rate Notes Program; |
| Integrity Re II Pte. Ltd., US$150,000,000 Series 2020-1 Class A PAR VR Notes due April 12, 2023; |
| Integrity Re Ltd., Principal at Risk Variable Rate Note Program |
| Integrity Re Ltd.,- Series 2018-1 Class A Principal At-Risk Variable Rate Notes due 10 June 2022 |
| Integrity Re Ltd.,- Series 2018-1 Class B Principal At-Risk Variable Rate Notes due 10 June 2022 |
| Integrity Re Ltd.,- Series 2019-1 Class A Principal At-Risk Variable Rate Notes due June 12, 2023 |
| International Capital Investments Limited |
| International Titans Basket Limited - Class A Shares |
| International Titans Basket Limited - Class B Shares |
| Iris Financial Services Limited |
| Isosceles Insurance Ltd. ILS Notes Program; |
| Isosceles Insurance Ltd. Series 2021-A1 Discounted Zero Coupon Participating Notes due May 5, 2022. |
| Isosceles Insurance Ltd. Series 2021-B1 Discounted Zero Coupon Participating Notes due Mar 30, 2022. |
| Isosceles Insurance Ltd. Series 2021-C1 Discounted Zero Coupon Participating Notes due June 6, 2022 |
| Isosceles Insurance Ltd. Series 2021-E1 Discounted Zero Coupon Participating Notes due June 6, 2022. |
| Isosceles Insurance Ltd. Series 2021-H Discounted Zero Coupon Participating Notes due Aug 5, 2022. |
| Iterum Therapeutics Bermuda Ltd. Exchangeable Senior Subordinated Notes due January 31, 2025. |
| Iterum Therapeutics Bermuda Ltd. Limited Recourse Royalty Linked Subordinated Notes due Dec 31 2045. |
| Jardine Matheson Holdings Limited |
| Jazz Financing I DAC - 5.2% Fixed Rate Note Program |
| Jazz Financing I DAC; US$1,851,681,957.80 - 5.2% Fixed Rate Note due July 1, 2025; |
| Jazz Investments I Limited, $575,000,000 1.50% Exchangeable Senior Notes due 15 August 2024 |
| Jazz Investments I Limited. $1,000,000,000 2.00% Exchangeable Senior Notes due 15 June 2026 |
| Jazz Pharmaceuticals UK Holdings Limited - 4.6% Fixed Rate Note due 15 January 2029. |
| Jazz Securities DAC USD$1,495,402,000 - 4.375% 144A Senior Secured Notes due January 15, 2029. |
| Jazz Securities DAC USD$4,598,000 - 4.375% Reg S Senior Secured Notes due January 15, 2029. |
| Kaith Re Ltd. (SAC) "LI Re" 2022- 1 Bond Due February 15, 2023., |
| Kaith Re Ltd. (SAC) "LI Re" Bond Programme |
| Kendall Re Ltd., Principal At-Risk Variable Rate Note Program |
| Kendall Re Ltd., Series 2021-1 Class A Principal At-Risk Variable Rate Notes Due 2 May 2024. |
| Kendall Re Ltd., Series 2021-1 Class B Principal At-Risk Variable Rate Notes Due 2 May 2024. |
| Kilimanjaro II Re Limited Principal at Risk Variable Rate Note Program |
| Kilimanjaro II Re Limited Series 2017-2 ClassA2 Principal at Risk VR Notes due 20 April 2022 |
| Kilimanjaro II Re Limited Series 2017-2 ClassB2 Principal at Risk VR Notes due 20 April 2022 |
| Kilimanjaro II Re Limited Series 2017-2 ClassC2 Principal at Risk VR Notes due 20 April 2022 |
| Kilimanjaro III Re Limited Principal At-Risk Variable Rate Note Program |
| Kilimanjaro III Re Limited Series 2019-1 Class A-1 PAR VR Notes due December 19, 2023 |
| Kilimanjaro III Re Limited Series 2019-1 Class B-1 PAR VR Notes due December 19, 2023 |
| Kilimanjaro III Re Limited Series 2019-2 Class A-2 PAR VR Notes due December 19, 2024 |
| Kilimanjaro III Re Limited Series 2019-2 Class B-2 PAR VR Notes due December 19, 2024 |
| Kilimanjaro III Re Limited Series 2021-1 Class A-1 PAR VR Notes due April 21, 2025. |
| Kilimanjaro III Re Limited Series 2021-1 Class B-1 PAR VR Notes due April 21, 2025. |
| Kilimanjaro III Re Limited Series 2021-1 Class C-1 PAR VR Notes due April 21, 2025. |
| Kilimanjaro III Re Limited Series 2021-2 Class A-2 PAR VR Notes due April 20, 2026. |
| Kilimanjaro III Re Limited Series 2021-2 Class B-2 PAR VR Notes due April 20, 2026. |
| Kilimanjaro III Re Limited Series 2021-2 Class C-2 PAR VR Notes due April 20, 2026. |
| Kilimanjaro Re Limited Principal At-Risk Variable Rate Program |
| Kilimanjaro Re Limited Series 2018-1 Class A-1 Principal At-Risk Variable Rate Notes due 6 May 2022 |
| Kilimanjaro Re Limited Series 2018-1 Class B-1 Principal At-Risk Variable Rate Notes due 6 May 2022 |
| Kilimanjaro Re Limited Series 2018-2 Class A-2 Principal At-Risk Variable Rate Notes due 6 May 2022 |
| Kilimanjaro Re Limited Series 2018-2 Class B-2 Principal At-Risk Variable Rate Notes due 6 May 2022 |
| Kizuna Re III Pte. Ltd. 2021-1 Class A Principal At-Risk Variable Rate Notes due 7 April 2026 |
| Kizuna Re III Pte. Ltd. PAR VR Note Program |
| La Vie Re Limited., Principal At-Risk Variable Rate Note Program; |
| La Vie Re Limited., Series 2020-1 Class A Principal At-Risk Variable Rate Notes due October 6 2023; |
| Lancashire Holdings Limited |
| Leo Re Ltd - Segregated Account 2018-1 Series 2018-1 Class A Participating Notes Due March 22, 2022 |
| Leo Re Ltd - Segregated Account 2018-1 Series 2018-1 Class B Participating Notes Due March 22, 2022 |
| Leo Re Ltd - Segregated Account 2019-1 Series 2019-1 Class A Participating Notes Due March 22, 2023 |
| Leo Re Ltd - Segregated Account 2019-1 Series 2019-1 Class B Participating Notes Due March 22, 2023 |
| Leo Re Ltd - Segregated Account 2020-1 Series 2020-1 Class A Participating Notes Due March 22, 2024 |
| Leo Re Ltd - Segregated Account 2020-1 Series 2020-1 Class B Participating Notes Due March 22, 2024 |
| Limestone Re Ltd- SAC-Series 2016-1 Class A Participating Non-Voting Notes due August 31, 2021 |
| Limestone Re Ltd- SAC-Series 2016-1 Class A Participating Voting Notes due August 31, 2021 |
| Limestone Re Ltd- SAC-Series 2018-1 Class A Participating Voting Notes due March 1, 2022 |
| Limestone Re Ltd- SAC-Series 2019-1 Class A Participating Notes Due September 9, 2022 |
| Limestone Re Ltd- SAC-Series 2019-1 Class B Participating Notes Due September 9, 2022 |
| Limestone Re Ltd- SAC-Series 2019-2 Class A Participating Notes Due October 1, 2023 |
| Limestone Re Ltd- SAC-Series 2019-2 Class B Participating Notes Due October 1, 2023 |
| Limestone Re Ltd- SAC-Series 2020-1 Class A Participating Notes Due 1 March 2024; |
| Limestone Re Ltd- SAC-Series 2020-1 Class B Participating Notes Due 1 March 2024; |
| Limestone Re Ltd- SAC-Series 2020-2 Class A Participating Notes Due 1 October 2024; |
| Limestone Re Ltd- SAC-Series 2020-2 Class B Participating Notes Due 1 October 2024; |
| Lion III Re DAC., Principal At-Risk Variable Rates Notes due July 16, 2025 |
| Lion Rock Re Ltd., Series 2020-1 C Participating Notes due on 1 April 2023; |
| Lion Rock Re Ltd., Series 2021-1 C Participating Notes due on 1 April 2022., |
| Logistics Re Ltd. Series 2021-1 Class A Principal At-Risk Variable Rate Notes due December 20, 2024 |
| Logistics Re Ltd. Principal At-Risk Variable Rate Program |
| LOM Financial Limited |
| LOM Funds SAC Ltd. - LOM Balanced Fund |
| LOM Funds SAC Ltd. - LOM Emerging Market Fund |
| LOM Funds SAC Ltd. - LOM Equity Growth Fund |
| LOM Funds SAC Ltd. - LOM Fixed Income Fund CAD |
| LOM Funds SAC Ltd. - LOM Fixed Income Fund EUR |
| LOM Funds SAC Ltd. - LOM Fixed Income Fund GBP |
| LOM Funds SAC Ltd. - LOM Fixed Income Fund USD |
| LOM Funds SAC Ltd. - LOM Innovation and Opportunity Fund |
| LOM Funds SAC Ltd. - LOM Money Market Fund CAD |
| LOM Funds SAC Ltd. - LOM Money Market Fund GBP |
| LOM Funds SAC Ltd. - LOM Money Market Fund USD |
| LOM Funds SAC Ltd. - LOM Stable Income Fund |
| Loma Re (Bda) Ltd - Series 2013-1 Class C - PAR Variable Rate Notes Due 8 July 2020 |
| Loma Reinsurance (Bermuda) Ltd. Principal At-Risk Variable Rates Notes Programme |
| Madison Point Holdings S.A. Class A Shares |
| Madison Point Holdings S.A. Class B Shares |
| Madison Point Holdings S.A. Class C Shares |
| Madison Point Holdings S.A. Class D Shares |
| Madison Point Holdings S.A. Class E Shares |
| Madison Point Holdings S.A. Class F Shares |
| Madison Point Holdings S.A. Class G Shares |
| Madison Point Holdings S.A. Class H Shares |
| Madison Point Holdings S.A. Class I Shares |
| Madison Point Holdings S.A. Class J Shares |
| Manatee Re III Pte. Ltd., Principal-at-Risk Variable Rate Note Program |
| Manatee Re III Pte. Ltd., US$20,000,000 Series 2019-1, Class A PAR VR Notes Due 7 June 2022 |
| Manatee Re III Pte. Ltd., US$20,000,000 Series 2019-1, Class B PAR VR Notes Due 7 June 2022 |
| Mandarin Oriental International Ltd |
| Maple Bidco Limited (formerley Axio Technical Intelligence Holdco Limited) PIK Note Programme |
| Maple Bidco Limited (formerley Axio Technical Intelligence Holdco Ltd) Unsecured Loan Note Programme |
| MAPS 2021-1 Aviation (Ireland) DAC - 2.521% Series A AOE Notes due June 15, 2046 |
| MAPS 2021-1 Aviation (Ireland) DAC - 3.425% Series B AOE Notes due June 15, 2046 |
| MAPS 2021-1 Aviation (Ireland) DAC - 5.437% Series C AOE Notes due June 15, 2046 |
| MAPS 2021-1 Trust - 2.521% Class A Reg S Fixed Rate Secured Notes due June 15, 2046., |
| MAPS 2021-1 Trust - 2.521% Class A Rule 144A Fixed Rate Secured Notes due June 15, 2046., |
| MAPS 2021-1 Trust - 3.425% Class B Reg S Fixed Rate Secured Notes due June 15, 2046., |
| MAPS 2021-1 Trust - 3.425% Class B Rule 144A Fixed Rate Secured Notes due June 15, 2046., |
| MAPS 2021-1 Trust - 5.437% Class C Reg S Fixed Rate Secured Notes due June 15, 2046., |
| MAPS 2021-1 Trust - 5.437% Class C Rule 144A Fixed Rate Secured Notes due June 15, 2046., |
| MAPS-2018-1 Limited & MAPS-2018-1 U.S. LLC 4.212% Series A 144A Notes Due 15 May 2043 |
| MAPS-2018-1 Limited & MAPS-2018-1 U.S. LLC 4.212% Series A RegS Notes Due 15 May 2043 |
| MAPS-2018-1 Limited & MAPS-2018-1 U.S. LLC 5.193% Series B 144A Notes Due 15 May 2043 |
| MAPS-2018-1 Limited & MAPS-2018-1 U.S. LLC 5.193% Series B RegS Notes Due 15 May 2043 |
| MAPS-2018-1 Limited & MAPS-2018-1 U.S. LLC 6.413% Series C 144A Notes Due 15 May 2043 |
| MAPS-2018-1 Limited & MAPS-2018-1 U.S. LLC 6.413% Series C RegS Notes Due 15 May 2043 |
| MAPS-2019-1 Limited and MAPS-2019-1 U.S. LLC US$0 - 4.458% RegS Series A Notes |
| MAPS-2019-1 Limited and MAPS-2019-1 U.S. LLC US$0 - 5.560% RegS Series B Notes |
| MAPS-2019-1 Limited and MAPS-2019-1 U.S. LLC US$0 - 7.385% RegS Series C Notes |
| MAPS-2019-1 Limited and MAPS-2019-1 U.S. LLC US$31,017,000 - 7.385% Rule 144A Series C Notes |
| MAPS-2019-1 Limited and MAPS-2019-1 U.S. LLC US$325,675,000 - 4.458% Rule 144A Series A Notes |
| MAPS-2019-1 Limited and MAPS-2019-1 U.S. LLC US$72,372,000 - 5.560% Rule 144A Series B Notes |
| Matterhorn Re Ltd - SR144A Segregated Account - Principal At-Risk Variable Rate Note Program |
| Matterhorn Re Ltd - SR144A Segregated Account - Series 2020-2 Class A PAR VRN Due January 8, 2024 |
| Matterhorn Re Ltd - SR144A Segregated Account - Series 2020-5 Class A PAR VRN Due December 7, 2022; |
| Matterhorn Re Ltd - SR144A Segregated Account - Series 2020-5 Class B PAR VRN Due December 7, 2022; |
| Matterhorn Re Ltd - SR144A Segregated Account - Series 2021-1 Class A PAR VRN Due December 8, 2025; |
| Merna Re II Ltd; Principal-at-Risk Variable Rate Note Program |
| Merna Re II Ltd; Series 2019-1 Class A Principal-at-Risk Variable Rate Notes due April 7, 2022; |
| Merna Re II Ltd; Series 2020-1 Class A Principal-at-Risk Variable Rate Notes due April 7, 2023; |
| Merna Re II Ltd; Series 2021-1 Class A Principal-at-Risk Variable Rate Notes due April 5, 2024; |
| Merna Re II Ltd; Series 2021-2 Class A Principal-at-Risk Variable Rate Notes due July 8, 2024; |
| Metrocat Re Ltd - Principal At-Risk Variable Note Program |
| MetroCat Re Ltd., Series 2020-1 Class A Principal At-Risk Variable Rate Notes due May 8, 2023; |
| Mona Lisa Re Ltd., Program; |
| Mona Lisa Re Ltd., US$150,000,000 Series 2020-1 Class B PAR VR Notes due January 9, 2023; |
| Mona Lisa Re Ltd., US$250,000,000 Series 2020-1 Class A PAR VR Notes due January 9, 2023; |
| Mona Lisa Re Ltd., US$250,000,000 Series 2021-1 Class A PAR VR Notes due July 8, 2025; |
| Moneda Chile Fund Limited |
| Mystic Re IV Ltd., Series 2021-1 Class A PAR VR Notes due January 8, 2024; |
| Mystic Re IV Ltd., Principal At-Risk Variable Rate Note Program |
| Mystic Re IV Ltd., Series 2021-2 Class A PAR VR Notes due January 8, 2025; |
| Mystic Re IV Ltd., Series 2021-2 Class B PAR VR Notes due January 8, 2025; |
| Nakama Re Ltd - Principal At-Risk Variable Note Programme |
| Nakama Re Ltd - Series 2018-1 Class 1 Principal At-Risk Variable Rate Notes Due 13 April 2023 |
| Nakama Re Ltd - Series 2018-1 Class 2 Principal At-Risk Variable Rate Notes Due 13 April 2023 |
| Nakama Re Ltd - Series 2020-1 Class 1 Principal At-Risk Variable Rate Notes Due 14 January 2025 |
| Nakama Re Pte. Ltd. |
| Nakama Re Pte. Ltd. Series 2021-1 Class 1 Principal At-Risk Variable Rate Notes due October 13, 2026 |
| Nakama Re Pte. Ltd. Series 2021-1 Class 2 Principal At-Risk Variable Rate Notes due October 13, 2026 |
| NB Reinsurance Ltd. |
| NCL Corporation Ltd., 5.375% Senior Secured Notes due 1 August, 2025. |
| NCL Corporation Ltd., 5.875% Senior Secured Notes due 15 March, 2026. |
| NCL Corporation Ltd., 1.125% Exchangeable Senior Notes Due February 15, 2027. |
| NCL Corporation Ltd., 10.25% Senior Secured Notes due 1 February, 2026. |
| NCL Corporation Ltd., 12.25% Senior Secured Notes due 15 May, 2024. |
| NCL Corporation Ltd., 6.00% Senior Secured Notes due 15 May, 2024. |
| NCL Finance Ltd., 6.125% Senior Notes Due 15 March 2028. |
| Nordica Life (Bermuda) Ltd |
| Northshore Re II Ltd - Principal At-Risk Variable Note Program |
| Northshore Re II Ltd - Series 2018-1 Class A Principal At-Risk Variable Rate Notes Due July 8, 2022 |
| Northshore Re II Ltd., Series 2019-1 Class A Principal At-Risk Variable Rate Notes Due 7 July, 2023 |
| Northshore Re II Ltd., Series 2021-1 Class A Principal At Risk Variable Rate Notes Due Jan 8, 2024 |
| Oaktown Re II Ltd-Class B-1 Series 2018-1-Mortgage Insurance-Linked Notes Due July 25, 2028-Reg144A |
| Oaktown Re II Ltd-Class B-1 Series 2018-1-Mortgage Insurance-Linked Notes Due July 25, 2028-RegS |
| Oaktown Re II Ltd-Class M-1 Series 2018-1-Mortgage Insurance-Linked Notes Due July 25, 2028-Reg144A |
| Oaktown Re II Ltd-Class M-1 Series 2018-1-Mortgage Insurance-Linked Notes Due July 25, 2028-RegS |
| Oaktown Re II Ltd-Class M-2 Series 2018-1-Mortgage Insurance-Linked Notes Due July 25, 2028-Reg144A |
| Oaktown Re II Ltd-Class M-2 Series 2018-1-Mortgage Insurance-Linked Notes Due July 25, 2028-RegS |
| Oaktown Re III Ltd 144A Class B-1A Series 2019-1 Mortgage Insurance Linked Notes Due July 25, 2029; |
| Oaktown Re III Ltd 144A Class B-1B Series 2019-1 Mortgage Insurance Linked Notes Due July 25, 2029; |
| Oaktown Re III Ltd 144A Class M-1A Series 2019-1 Mortgage Insurance Linked Notes Due July 25, 2029; |
| Oaktown Re III Ltd 144A Class M-1B Series 2019-1 Mortgage Insurance Linked Notes Due July 25, 2029; |
| Oaktown Re III Ltd 144A Class M-2 Series 2019-1 Mortgage Insurance Linked Notes Due July 25, 2029; |
| Oaktown Re III Ltd Reg S Class B-1A Series 2019-1 Mortgage Insurance-Linked Notes Due July 25, 2029; |
| Oaktown Re III Ltd Reg S Class B-1B Series 2019-1 Mortgage Insurance-Linked Notes Due July 25, 2029; |
| Oaktown Re III Ltd Reg S Class M-1A Series 2019-1 Mortgage Insurance-Linked Notes Due July 25, 2029; |
| Oaktown Re III Ltd Reg S Class M-1B Series 2019-1 Mortgage Insurance-Linked Notes Due July 25, 2029; |
| Oaktown Re III Ltd Reg S Class M-2 Series 2019-1 Mortgage Insurance-Linked Notes Due July 25, 2029; |
| Oaktown Re IV Ltd 144A Class B-1 Series 2020-1 Mortgage Insurance-Linked Notes due July 25 2030; |
| Oaktown Re IV Ltd 144A Class M-1A Series 2020-1 Mortgage Insurance-Linked Notes due July 25, 2030; |
| Oaktown Re IV Ltd 144A Class M-1B Series 2020-1 Mortgage Insurance-Linked Notes due July 25 2030; |
| Oaktown Re IV Ltd 144A Class M-2 Series 2020-1 Mortgage Insurance-Linked Notes due July 25 2030; |
| Oaktown Re IV Ltd Reg S Class B-1 Series 2020-1 Mortgage Insurance-Linked Notes due July 25 2030; |
| Oaktown Re IV Ltd Reg S Class M-1A Series 2020-1 Mortgage Insurance-Linked Notes due July 25, 2030; |
| Oaktown Re IV Ltd Reg S Class M-1B Series 2020-1 Mortgage Insurance-Linked Notes due July 25 2030; |
| Oaktown Re IV Ltd Reg S Class M-2 Series 2020-1 Mortgage Insurance-Linked Notes due July 25 2030; |
| Oaktown Re Ltd., - Class B-1, Series 2017-1 Mortgage Insurance-Linked Notes due April 25, 2027 |
| Oaktown Re Ltd., - Class M-2, Series 2017-1 Mortgage Insurance-Linked Notes due April 25, 2027 |
| Oaktown Re V Ltd. 144A Class B-1 Series 2020-2 Mortgage Insurance-Linked Notes due October 25, 2030; |
| Oaktown Re V Ltd. 144A Class M-1A Series 2020-2 Mortgage Insurance-Linked Notes due October 25, 2030 |
| Oaktown Re V Ltd. 144A Class M-1B Series 2020-2 Mortgage Insurance-Linked Notes due October 25, 2030 |
| Oaktown Re V Ltd. 144A Class M-2 Series 2020-2 Mortgage Insurance-Linked Notes due October 25, 2030 |
| Oaktown Re V Ltd. Reg S Class B-1 Series 2020-2 Mortgage Insurance-Linked Notes due October 25, 2030 |
| Oaktown Re V Ltd. Reg S Class M-1A Series 2020-2 Mortgage Insurance-Linked Notes due Oct 25, 2030 |
| Oaktown Re V Ltd. Reg S Class M-1B Series 2020-2 Mortgage Insurance-Linked Notes due Oct 25, 2030 |
| Oaktown Re V Ltd. Reg S Class M-2 Series 2020-2 Mortgage Insurance-Linked Notes due Oct 25, 2030 |
| Oaktown Re VI Ltd. 144A Class B-1 Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033; |
| Oaktown Re VI Ltd. 144A Class M-1A Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033; |
| Oaktown Re VI Ltd. 144A Class M-1B Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033; |
| Oaktown Re VI Ltd. 144A Class M-1C Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033; |
| Oaktown Re VI Ltd. 144A Class M-2 Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033; |
| Oaktown Re VI Ltd. Reg S Class B-1 Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033 |
| Oaktown Re VI Ltd. Reg S Class M-1A Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033 |
| Oaktown Re VI Ltd. Reg S Class M-1B Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033 |
| Oaktown Re VI Ltd. Reg S Class M-1C Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033 |
| Oaktown Re VI Ltd. Reg S Class M-2 Series 2021-1 Mortgage Insurance-Linked Notes due Oct 25, 2033 |
| Oaktown Re VII Ltd. 144A Class M-1A Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Oaktown Re VII Ltd. 144A Class M-1B Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Oaktown Re VII Ltd. 144A Class M-1C Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Oaktown Re VII Ltd. 144A Class B-1 Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Oaktown Re VII Ltd. 144A Class M-2 Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Oaktown Re VII Ltd. Reg S Class M-1A Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Oaktown Re VII Ltd. Reg S Class M-1B Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Oaktown Re VII Ltd. Reg S Class M-1C Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Oaktown Re VII Ltd. Reg S Class M-2 Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Oaktown Re VII Ltd., Reg S, Class B-1, Series 2021-2 Mortgage Insurance-Linked Notes April 25, 2034. |
| Ocean Wilsons Holdings Ltd |
| Operational Re III Ltd., 144A Class A Principal-at-Risk Variable Rate Notes due January 10, 2024; - |
| Operational Re III Ltd., 144A Class B Principal-at-Risk Variable Rate Notes due January 10, 2024; |
| Operational Re III Ltd., 144A Class C Principal-at-Risk Variable Rate Notes due January 10, 2024; |
| Operational Re III Ltd., 144A Class D Principal-at-Risk Variable Rate Notes due January 10, 2024; |
| Operational Re III Ltd., RegS Class A Principal-at-Risk Variable Rate Notes due January 10, 2024; |
| Operational Re III Ltd., RegS Class B Principal-at-Risk Variable Rate Notes due January 10, 2024; |
| Operational Re III Ltd., RegS Class C Principal-at-Risk Variable Rate Notes due January 10, 2024; - |
| Operational Re III Ltd., RegS Class D Principal-at-Risk Variable Rate Notes due January 10, 2024; |
| Optimal Investment Growth Basket Limited - Class A Ordinary Shares |
| Optimal Investment Growth Basket Limited - Class B Ordinary Shares |
| Orange Capital Re DAC Series 2021-1 Class A Principal At-Risk Variable Rate Notes Due Jan 17, 2025 |
| Orange Capital Re DAC Principal At-Risk Variable Rate Note Program |
| Orbis Global Equity Fund Limited - Investor Class Shares |
| Orbis Institutional Global Equity Fund, Base Refundable Reserve Fee Class A-14 |
| Orbis Institutional Global Equity Fund, Base Refundable Reserve Fee Class A-16 |
| Orbis Institutional Global Equity Fund, Base Refundable Reserve Fee Class A-19 |
| Orbis Institutional Global Equity Fund, Base Refundable Reserve Fee Class L-4 |
| Orbis Institutional Global Equity Fund, Base Refundable Reserve Fee Class P-6 |
| Orbis Institutional Global Equity Fund, Core Refundable Reserve Fee Class C-18 |
| Orbis Institutional Global Equity Fund, Core Refundable Reserve Fee Class N-6 |
| Orbis Institutional Global Equity Fund, Core Refundable Reserve Fee Class P-10 |
| Orbis Institutional Global Equity Fund, Core Refundable Reserve Fee Class P-5 |
| Orbis Institutional Global Equity Fund, Core Refundable Reserve Fee Class S-13 |
| Orbis Institutional Global Equity Fund, Core Refundable Reserve Fee Class U-10 |
| Orbis Institutional Global Equity Fund, Core Refundable Reserve Fee Class V-3 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class D-2 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class J-2 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class M-2 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class M-6 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class N-4 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class O-11 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class S-5 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class T-3 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class U-4 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class U-6 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class U-7 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class U-8 |
| Orbis Institutional Global Equity Fund, Founding Refundable Reserve Fee Class W-2 |
| Orbis Institutional Optimal (Euro) Fund, Core Refundable Reserve Fee Class E-6 |
| Orbis Institutional Optimal (US$) Fund, Core Refundable Reserve Fee Class E-6 |
| Orbis Institutional Optimal (US$) Fund, Core Refundable Reserve Fee Class G-5 |
| Orbis Institutional Optimal (US$) Fund, Core Refundable Reserve Fee Class N-8 |
| Orbis Institutional Optimal (US$) Fund, Core Refundable Reserve Fee Class R-3 |
| Orbis Institutional Optimal (US$) Fund, Core Refundable Reserve Fee Class S-13 |
| Orbis Japan Equity (US$) Fund |
| Orbis Optimal (EURO) Fund |
| Orbis Optimal (US$) Fund |
| Orbis Optimal (Yen) Fund |
| Orbis Optimal SA Fund Limited - Euro Class Fund Shares |
| Orbis Optimal SA Fund Limited - US$ Class Fund Shares |
| Orbis SICAV Emerging Markets Equity Fund - Investor Class Shares |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class E-6 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class E-7 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class E-8 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class G-5 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class G-6 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class N-10 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class N-8 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class N-9 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class O-1 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class R-3 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class R-6 |
| Orbis SICAV Emerging Markets Equity Fund Core Refundable Reserve Fee Shares Class R-7 |
| Orbis SICAV Global Equity Fund, Base Refundable Reserve Fee Shares Class K-7 |
| Orbis SICAV Global Equity Fund, Founding Refundable Reserve Fee Shares Class F-2 |
| Orbis SICAV Global Equity Fund, Founding Refundable Reserve Fee Shares Class F-5 |
| Orbis SICAV Global Equity Fund, Founding Refundable Reserve Fee Shares Class G-6 |
| Orbis SICAV Global Equity Fund, Founding Refundable Reserve Fee Shares Class T-5 |
| Orbis SICAV Global Equity Fund, Zero Base Refundable Reserve Fee Shares Class C-19 |
| Orbis SICAV Japan Equity (Yen) Fund, Core Refundable Reserve Fee Shares Class E-9 |
| Orbis SICAV Japan Equity (Yen) Fund, Founding Refundable Reserve Fee Shares Class S-11 |
| Orbis SICAV Japan Equity (Yen) Fund, Founding Refundable Reserve Fee Shares Class S-12 |
| Orbis SICAV Japan Equity (Yen) Fund, Founding Refundable Reserve Fee Shares Class U-2 |
| Orbis SICAV Japan Equity Fund - Euro Class Shares |
| Orbis SICAV Japan Equity Fund - Yen Class Shares |
| Pan European Logistics Property Holdings Limited |
| Pancurri Investments Ltd |
| Panthera Re Limited Principal At-Risk Variable Rate Note Program |
| Pelican IV Re Ltd., Principal At-Risk Variable Rate Note Program |
| Pelican IV Re Ltd., Series 2018-1 Class A Principal At-Risk Variable Rate Notes due 7 May 2021 |
| Pelican IV Re Ltd., Series 2021-1 Class A Principal At-Risk Variable Rate Notes due 7 May 2024 |
| Pelican IV Re Ltd., Series 2021-1 Class B Principal At-Risk Variable Rate Notes due 7 May 2024 |
| Phoenician Re Ltd., Principal At-Risk Variable Rate Note Program; |
| Phoenician Re Ltd., US$ Series 2020-1 Class A Principal At-Risk VR Notes due 14 December 2023 |
| Phoenician Re Ltd., US$ Series 2020-2 Class A Principal At-Risk VR Notes due 14 December 2023 |
| Phoenician Re Ltd., US$ Series 2021-1 Class A Principal-at-Risk VR Notes due 14 December 2024 |
| Phoenix 1 Re Pte. Ltd., 2021-1 Class A Participating Notes due 4 January 2027., |
| Phoenix 2 Re Pte. Ltd. Series 2022-1 Class A Participating Notes due January 4, 2028. |
| Phoenix 2 Re Pte. Ltd. Series 2022-1 Class B Participating Notes due January 4, 2028. |
| Polaris Holding Company Ltd |
| Power Protective Re Ltd., Principal At-Risk Variable Rate Note Program |
| Power Protective Re Ltd., Series 2020-1 Class A PAR VRN due December 15, 2023., |
| Power Protective Re Ltd., Series 2021-1 Class A PAR VRN due October 9,, 2024., |
| Putnam Re Pte. Ltd. Principal At-Risk Variable Rate Notes Program., |
| Putnam Re Pte. Ltd. Series 2021-1 Class A Principal At-Risk Variable Rate Notes due June 7, 2024. |
| Radnor Re 2018-1 Ltd. 144A Class B-1 Series 2018-1 Mortgage Insurance-Linked Notes due 25 March 2028 |
| Radnor Re 2018-1 Ltd. 144A Class M-1 Series 2018-1 Mortgage Insurance-Linked Notes due 25 March 2028 |
| Radnor Re 2018-1 Ltd. 144A Class M-2 Series 2018-1 Mortgage Insurance-Linked Notes due 25 March 2028 |
| Radnor Re 2018-1 Ltd. RegS Class B-1 Series 2018-1 Mortgage Insurance-Linked Notes due 25 March 2028 |
| Radnor Re 2018-1 Ltd. RegS Class M-1 Series 2018-1 Mortgage Insurance-Linked Notes due 25 March 2028 |
| Radnor Re 2018-1 Ltd. RegS Class M-2 Series 2018-1 Mortgage Insurance-Linked Notes due 25 March 2028 |
| Radnor Re 2019-1 Ltd 144A Class B-1 Series 2019-1 Mortgage Insurance-Linked Notes due Feb 25, 2029 |
| Radnor Re 2019-1 Ltd 144A Class M-1 A Series 2019-1 Mortgage Insurance-Linked Notes due Feb 25, 2029 |
| Radnor Re 2019-1 Ltd 144A Class M-1 B Series 2019-1 Mortgage Insurance-Linked Notes due Feb 25, 2029 |
| Radnor Re 2019-1 Ltd 144A Class M-2 Series 2019-1 Mortgage Insurance-Linked Notes due Feb 25, 2029 |
| Radnor Re 2019-1 Ltd RegS Class B-1 Series 2019-1 Mortgage Insurance-Linked Notes due Feb 25, 2029 |
| Radnor Re 2019-1 Ltd RegS Class M-1 A Series 2019-1 Mortgage Insurance-Linked Notes due Feb 25, 2029 |
| Radnor Re 2019-1 Ltd RegS Class M-1 B Series 2019-1 Mortgage Insurance-Linked Notes due Feb 25, 2029 |
| Radnor Re 2019-1 Ltd RegS Class M-2 Series 2019-1 Mortgage Insurance-Linked Notes due Feb 25, 2029 |
| Radnor Re 2020-1 Ltd 144A Class B-1 Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd 144A Class B-1 Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 - |
| Radnor Re 2020-1 Ltd 144A Class M-1A Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd 144A Class M-1B Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd 144A Class M-1C Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd 144A Class M-2A Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd 144A Class M-2B Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd RegS Class M-1A Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd RegS Class M-1B Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd RegS Class M-1C Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd RegS Class M-2A Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-1 Ltd RegS Class M-2B Series 2020-1 Mortgage Insurance-Linked Notes January 25, 2030 |
| Radnor Re 2020-2 Ltd 144A Class B-1 Series 2020-1 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2020-2 Ltd 144A Class M-1A Series 2020-1 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2020-2 Ltd 144A Class M-1B Series 2020-1 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2020-2 Ltd 144A Class M-1C Series 2020-1 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2020-2 Ltd 144A Class M-2 Series 2020-1 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2020-2 Ltd RegS Class B-1 Series 2020-2 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2020-2 Ltd RegS Class M-1A Series 2020-2 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2020-2 Ltd RegS Class M-1B Series 2020-2 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2020-2 Ltd RegS Class M-1C Series 2020-2 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2020-2 Ltd RegS Class M-2 Series 2020-2 Mortgage Insurance-Linked Notes October 25, 2030; |
| Radnor Re 2021-1 Ltd 144A Class B-1 Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033. |
| Radnor Re 2021-1 Ltd 144A Class M-1A Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033 |
| Radnor Re 2021-1 Ltd 144A Class M-1B Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033 |
| Radnor Re 2021-1 Ltd 144A Class M-1C Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033 |
| Radnor Re 2021-1 Ltd 144A Class M-2 Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033 |
| Radnor Re 2021-1 Ltd RegS Class B-1 Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033. |
| Radnor Re 2021-1 Ltd RegS Class M-1A Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033 |
| Radnor Re 2021-1 Ltd RegS Class M-1B Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033 |
| Radnor Re 2021-1 Ltd RegS Class M-1C Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033 |
| Radnor Re 2021-1 Ltd RegS Class M-2 Series 2021-1 Mortgage Insurance-Linked Notes December 27, 2033 |
| Radnor Re 2021-2 Ltd 144A Class B-1 Series 2021-2 Mortgage Insurance-Linked Notes November 25, 2031 |
| Radnor Re 2021-2 Ltd 144A Class M-1A Series 2021-2 Mortgage Insurance-Linked Notes November 25, 2031 |
| Radnor Re 2021-2 Ltd 144A Class M-1B Series 2021-2 Mortgage Insurance-Linked Notes November 25, 2031 |
| Radnor Re 2021-2 Ltd 144A Class M-2 Series 2021-2 Mortgage Insurance-Linked Notes November 25, 2031 |
| Radnor Re 2021-2 Ltd RegS Class B-1 Series 2021-2 Mortgage Insurance-Linked Notes November 25, 2031 |
| Radnor Re 2021-2 Ltd RegS Class M-1A Series 2021-2 Mortgage Insurance-Linked Notes November 25, 2031 |
| Radnor Re 2021-2 Ltd RegS Class M-1B Series 2021-2 Mortgage Insurance-Linked Notes November 25, 2031 |
| Radnor Re 2021-2 Ltd RegS Class M-2 Series 2021-2 Mortgage Insurance-Linked Notes November 25, 2031 |
| Renfin II Ltd |
| Resilience Re Ltd - Principal At-Risk or Zero Coupon Note Program |
| Resilience Re Ltd – Series 1711A - Discounted Zero Coupon Participating Notes Due 1 May 2022 |
| Riverfront Re Ltd., Class A Principal At-Risk Variable Rate Notes due January 07, 2025. |
| Riverfront Re Ltd., Class B Principal At-Risk Variable Rate Notes due January 07, 2025. |
| Rivers Leasing Ltd - Issue #30 - 8.00% Notes Due March 31, 2022 |
| Rivers Leasing Ltd - Issue #33 - 8.00% Notes Due May 28, 2022 |
| Rivers Leasing Ltd - Issue #34 - 8.00% Notes Due August 31, 2022 |
| Rivers Leasing Ltd - Issue #36 - 8.5% Notes Due August 31, 2022 |
| Rivers Leasing Ltd - Issue #37 - 8.00% Notes Due November 30, 2022 |
| Rivers Leasing Ltd - Issue #38 - 8.00% Notes Due January 31, 2023 |
| Rivers Leasing Ltd - Issue #39 - 8.00% Notes Due March 31, 2023 |
| Rivers Leasing Ltd - Issue #40 - 8.00% Notes Due June 30, 2023 |
| Rivers Leasing Ltd - Issue #41 - 8.00% Notes Due September 30, 2023 |
| Rivers Leasing Ltd - Issue #42 - 8.00% Notes DueJune 28, 2024. |
| Rivers Leasing PLC - Note Programme |
| S-JETS 2017-1 Limited Series A-144A- 3.967% Notes Due 15 August 2042 |
| S-JETS 2017-1 Limited Series A-RegS- 3.967% Notes Due 15 August 2042 |
| S-JETS 2017-1 Limited Series B-144A- 5.682% Notes Due 15 August 2042 |
| S-JETS 2017-1 Limited Series B-RegS- 5.682% Notes Due 15 August 2042 |
| S-JETS 2017-1 Limited Series C-144A- 7.021% Notes Due 15 August 2042 |
| S-JETS 2017-1 Limited Series C-RegS- 7.021% Notes Due 15 August 2042 |
| SAF Group Finance Limited., GBP£3,645,000 -10% Secured Medium Term Notes Due March 19, 2023; |
| SAF Group Finance Limited., GBP£545,000 -10% Secured Medium Term Notes Due May 28, 2023; |
| SAF Group Finance Limited., GPB£10,000,000 - 10% Secured Medium Term Note Due September 30, 2023; |
| SAF Group Finance Limited., GPB£2,040,000 - 10% Secured Medium Term Note Due June 30, 2024., |
| SAF Group Finance Limited., GPB£250,000 - 10% Secured Medium Term Note Due March 26, 2024., |
| SAF Group Finance Limited., GPB£500,000 - 10% Secured Medium Term Note Due December 4, 2023., |
| SAF Group Finance Limited., Medium Term Note Programme |
| Sakura Re Ltd. PAR VR Note Program |
| Sakura Re Ltd., Series 2021-1 Class A PAR VR Notes due April 7, 2025., |
| Sakura Re Ltd., Series 2021-1 Class B PAR VR Notes due April 7, 2025., |
| Sanders Re II Ltd., Principal-at-Risk Variable Rate Note Program |
| Sanders Re II Ltd., Series 2019-1 Class B Principal-at-Risk Variable Rate Notes due 7 April 2023; |
| Sanders Re II Ltd., Series 2020-1, Class A Principal-at-Risk Variable Rate Notes due April 7, 2024; |
| Sanders Re II Ltd., Series 2020-1, Class B Principal-at-Risk Variable Rate Notes due April 7, 2024; |
| Sanders Re II Ltd., Series 2020-2 Class A Principal-at-Risk Variable Rate Notes due 7 June 2023; |
| Sanders Re II Ltd., Series 2021-1 Class A Principal-at-Risk Variable Rate Notes due April 7, 2025; |
| Sanders Re II Ltd., Series 2021-2 Class A Principal-at-Risk Variable Rate Notes due April 7, 2025; |
| Sanders Re II Ltd., Series 2021-2 Class B Principal-at-Risk Variable Rate Notes due April 7, 2025; |
| Sanders Re Ltd - Principal-At-Risk Variable Rate Note Program |
| Sanders Re Ltd - Series 2017-1 Class A Principal-At-Risk Variable Rate Notes, Due 6 December 2021 |
| Sanders Re Ltd - Series 2018-1 Class A Principal At-Risk Variable Rate Notes Due 7 April 2022 |
| SCP I Holdco (UK) Ltd. 4.80% Sterling Unsecured Fixed Rate Loan Notes Due 7 July, 2025(GBP76.988m) |
| SCP I Holdco (UK) Ltd. 4.80% Euro Unsecured Fixed Rate Loan Notes Due 30 June, 2025 (XEU10.864mil) |
| SD Re Ltd - Principal At-Risk Variable Rate Note Program |
| SD Re Ltd - Series 2020-1 Class A Principal At-Risk Variable Rate Notes Due 14 July 2023; |
| SD Re Ltd - Series 2021-1 Class A Principal At-Risk Variable Rate Notes Due Nov 19, 2024. |
| SD Re Ltd - Series 2021-1 Class B Principal At-Risk Variable Rate Notes Due Nov 19, 2024. |
| Seaside Re 2020-21 Bond Due 31 December 2021 |
| Seaside Re 2020-22 Bond Due 31 December 2021 |
| Seaside Re 2020-31 Bond Due 31 December 2021 |
| Seaside Re 2020-41 Bond Due 31 December 2021 |
| Seaside Re 2021-1 Bond Due 15 January 2022 |
| Seaside Re 2021-11 Bond Due 15 January 2022 |
| Seaside Re 2021-12 Bond Due 15 January 2022 |
| Seaside Re 2021-21 Bond Due 15 January 2022 |
| Seaside Re 2021-22 Bond Due 15 January 2022 |
| Seaside Re 2021-23 Bond Due 15 January 2022 |
| Seaside Re 2021-31 Bond Due 15 January 2022 |
| Seaside Re 2021-41 Bond Due 15 January 2022 |
| Seaside Re 2021-42 Bond Due 15 January 2022 |
| Seaside Re 2021-51 Bond Due 15 January 2022 |
| Seaside Re 2022-1 Bond Due 15 January 2023 |
| Seaside Re 2022-11 Bond Due 15 January 2023 |
| Seaside Re 2022-12 Bond Due 15 January 2023 |
| Seaside Re 2022-21 Bond Due 15 January 2023 |
| Seaside Re 2022-22 Bond Due 15 January 2023 |
| Seaside Re 2022-23 Bond Due 15 January 2023 |
| Seaside Re 2022-31 Bond Due 15 January 2023 |
| Seaside Re 2022-41 Bond Due 15 January 2023 |
| Seaside Re 2022-42 Bond Due 15 January 2023 |
| Seaside Re Bond Programme |
| Sema Lease UK Limited - Secured Loan Note Programme |
| Sema Lease UK Ltd - Series 27 - Issue 064, £230,000 8.00% Notes Due 19 April 2022 |
| Sema Lease UK Ltd - Series 28 - Issue 065, £500,000 - 8.00% Notes Due 15 August, 2022. |
| Sema Lease UK Ltd - Series 29 - Issue 068 - £725,000 - 8.0% Notes Due November 25, 2022 |
| Sema Lease UK Ltd - Series 30 - Issue 069, EURO1,000,000 - 7.25% Notes Due 16 December, 2022. |
| Sema Lease UK Ltd - Series 31 - Issue 070, £100,000 - 8.00% Notes Due 20 January, 2023. |
| Sema Lease UK Ltd - Series 33 - Issue 072, £700,000 - 8.00% Notes Due 19 November, 2023. |
| Sema Lease UK Ltd - Series 35 - Issue 074, £150,000 - 6.00% Notes Due 19 April, 2022 |
| Sema Lease UK Ltd - Series 35 - Issue 075, £100,000 - 7.00% Notes Due 19 April, 2023 |
| Sema Lease UK Ltd - Series 35 - Issue 076, £925,000 - 8.00% Notes Due 19 April, 2024 |
| Sema Lease UK Ltd - Series 36 - Issue 077, £75,000 - 6.00% Notes Due June 13, 2022. |
| Sema Lease UK Ltd - Series 36 - Issue 078, £100,000 - 7.00% Notes Due June 13, 2023. |
| Sema Lease UK Ltd - Series 36 - Issue 079, £825,000 - 8.00% Notes Due June 13, 2024. |
| Sema Lease UK Ltd - Series 37 - Issue 080, £25,000 - 6.00% Notes Due October 23, 2022. |
| Sema Lease UK Ltd - Series 37 - Issue 081, £310,000 - 7.00% Notes Due October 23, 2023. |
| Sema Lease UK Ltd - Series 37 - Issue 082, £915,000 - 8.00% Notes Due October 23, 2024. |
| Sema Lease UK Ltd - Series 38- Issue 083- £175,000 - 7% - Notes due January 17, 2024. |
| Sema Lease UK Ltd - Series 38- Issue 084- £650,000 - 8% - Notes due January 17, 2025. |
| Shore Capital Group Ltd |
| Sierra Ltd - Principal At-Risk Variable Rate Note Program |
| Sierra Ltd - Series 2020-1 Class A Principal At-Risk Variable Rate Notes due December 28, 2022 |
| Sierra Ltd - Series 2020-1 Class B Principal At-Risk Variable Rate Notes due December 28, 2022 |
| Sierra Ltd., Series 2021-1 Class A Principal At-Risk Variable Rate Notes Due January 31, 2024., |
| Sierra Ltd., Series 2021-1 Class B Principal At-Risk Variable Rate Notes Due January 31, 2024., |
| Sirius International Group, Ltd., 4.600% Senior Notes due 1 November 2026 |
| Sirius International UK Holdings II Ltd - Floating Rate Eurobond Loan Notes Due 13 December, 2049 |
| Solo Properties Knightsbridge Ltd - GBP 100 Million Unsecured Loan Note Program Due 2040 |
| Solo Properties Knightsbridge Ltd - Tranche #1 - GBP 33 Million Due 30 October, 2040 |
| Somers Limited |
| SONS Investments Ltd |
| SRT Marine Systems PLC - Secured Loan Note Programme |
| SRT Marine Systems PLC - Secured Loan Notes - Supplement # 3 - 8% £1,840,000 Due 22 March, 2022 |
| SRT Marine Systems PLC - Secured Loan Notes - Supplement # 5 - 8% £2,025,000 Due 14 December, 2022 |
| SRT Marine Systems PLC - Secured Loan Notes - Supplement # 6 - 8% £415,000 Due 7 June 2024., |
| SRT Marine Systems PLC - Secured Loan Notes - Supplement # 7 - 10% £1,000,000 Due 31 March 2023.., |
| Stratosphere Re Ltd., Principal at Risk Variable Rate Note Program; |
| Stratosphere Re Ltd., US$100,000,000 Series 2020-1 Class A PAR VR Notes due February 7, 2023; |
| Sussex Capital UK PCC Limited., Series 2020-1 Principal At-Risk VR Notes due 8 January 2025 |
| Sutter Re Ltd., Principal At-Risk Variable Rate Note Program; |
| Sutter Re Ltd., Series 2020-1 Class A Principal At-Risk Variable Rate Notes due May 23, 2023; |
| Sutter Re Ltd., Series 2020-1 Class F Principal At-Risk Variable Rate Notes due May 23, 2023; |
| Sutter Re Ltd., Series 2020-2 Class A Principal At-Risk Variable Rate Notes due June 6, 2022; |
| Sutter Re Ltd., Series 2020-2 Class F Principal At-Risk Variable Rate Notes due June 6, 2022; |
| Tailwind Re Ltd - Principal At-Risk Variable Rate Notes Program |
| Tailwind Re Ltd., Series 2017-1 Class A Principal At-Risk Variable Rate Notes due January 8, 2022 |
| Tailwind Re Ltd., Series 2017-1 Class B Principal At-Risk Variable Rate Notes due January 8, 2022 |
| Tailwind Re Ltd., Series 2017-1 Class C Principal At-Risk Variable Rate Notes due January 8, 2022 |
| Tailwind Re Ltd., Series 2022-1 Class A Principal At-Risk Variable Rate Notes due January 8, 2025. |
| Tailwind Re Ltd., Series 2022-1 Class B Principal At-Risk Variable Rate Notes due January 8, 2025. |
| Tailwind Re Ltd., Series 2022-1 Class C Principal At-Risk Variable Rate Notes due January 8, 2025. |
| Tailwind Re Ltd., Series 2022-1 Class D Principal At-Risk Variable Rate Notes due January 8, 2025. |
| The 600 Group plc - 8% Loan Notes - Tranche #1 Issued 18 February, 2015 & Due 14 August, 2023 |
| The 600 Group plc - 8% Loan Notes - Tranche #2 Issued 17 March, 2015 & Due 14 August, 2023 |
| The 600 Group plc - 8% Loan Notes - Tranche #3 Issued 28 August, 2015 & Due 14 August, 2023 |
| The 600 Group Public Limited Company Secured Second-Ranking Loan Note Programme |
| The Bank of N.T. Butterfield & Son Ltd |
| Time Finance plc (formerly 1pm plc) Secured Loan Note Issue #14 7.00% Notes Due 17 February 2024 |
| Time Finance plc (formerly 1pm plc) Secured Loan Note Issue #15 7.00% Notes Due 1 October 2024 |
| Titania Re Ltd., Principal At-Risk Variable Rate Note Program |
| Titania Re Ltd., Series 2021-1 Class A Principal-at-Risk Variable Rate Notes due June 21, 2024 |
| Titania Re Ltd., Series 2021-2 Class A Principal-at-Risk Variable Rate Notes due December 27, 2024 |
| Topanga Re Ltd. Principal At-Risk Variable Rate Notes Program |
| Topanga Re Ltd. Series 2021-1 Class A Principal At-Risk Variable Rate Notes due January 8, 2026., |
| Topanga Re Ltd. Series 2021-1 Class B Principal At-Risk Variable Rate Notes due January 8, 2024., |
| Torrey Pines Re Pte Ltd., Principal At-Risk Variable Rate Notes Program |
| Torrey Pines Re Pte. Ltd. Series 2021-1 Class A PAR VR Notes due 7 June 2024., |
| Torrey Pines Re Pte. Ltd. Series 2021-1 Class B PAR VR Notes due 7 June 2024., |
| Triangle Re 2019-1 Ltd., Class B-1 US$ 144A Mortgage Insurance-Linked Notes due November 26, 2029; |
| Triangle Re 2019-1 Ltd., Class B-1 US$ Reg S Mortgage Insurance-Linked Notes due November 26, 2029; |
| Triangle Re 2019-1 Ltd., Class M-1 US$ 144A Mortgage Insurance-Linked Notes due November 26, 2029; |
| Triangle Re 2019-1 Ltd., Class M-1 US$ Reg S Mortgage Insurance-Linked Notes due November 26, 2029; |
| Triangle Re 2019-1 Ltd., Class M-2 US$ 144A Mortgage Insurance-Linked Notes due November 26, 2029; |
| Triangle Re 2019-1 Ltd., Class M-2 US$ Reg S Mortgage Insurance-Linked Notes due November 26, 2029; |
| Triangle Re 2020-1 Ltd., Class B-1 US$ 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2020-1 Ltd., Class B-1 US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2020-1 Ltd., Class M-1A US$ 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2020-1 Ltd., Class M-1A US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2020-1 Ltd., Class M-1B US$ 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2020-1 Ltd., Class M-1B US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2020-1 Ltd., Class M-1C US$ 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2020-1 Ltd., Class M-1C US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2020-1 Ltd., Class M-2 US$ 144A Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2020-1 Ltd., Class M-2 US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2030; |
| Triangle Re 2021-1 Ltd., Class B-1 US$ 144A Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-1 Ltd., Class B-1 US$ Reg S Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-1 Ltd., Class M-1A US$ 144A Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-1 Ltd., Class M-1A US$ Reg S Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-1 Ltd., Class M-1B US$ 144A Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-1 Ltd., Class M-1B US$ Reg S Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-1 Ltd., Class M-1C US$ 144A Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-1 Ltd., Class M-1C US$ Reg S Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-1 Ltd., Class M-2 US$ 144A Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-1 Ltd., Class M-2 US$ Reg S Mortgage Insurance-Linked Notes due August 25, 2033; |
| Triangle Re 2021-2 Ltd. Class B-1 US$ 144A Mortgage Insurance-Linked Notes due October 25, 2033; |
| Triangle Re 2021-2 Ltd. Class M-1A US$ 144A Mortgage Insurance-Linked Notes due October 25, 2033; |
| Triangle Re 2021-2 Ltd. Class M-1B US$ 144A Mortgage Insurance-Linked Notes due October 25, 2033; |
| Triangle Re 2021-2 Ltd. Class M-1C US$ 144A Mortgage Insurance-Linked Notes due October 25, 2033; |
| Triangle Re 2021-2 Ltd. Class M-2 US$ 144A Mortgage Insurance-Linked Notes due October 25, 2033; |
| Triangle Re 2021-2 Ltd., Class B-1 US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2033., |
| Triangle Re 2021-2 Ltd., Class M-1A US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2033. |
| Triangle Re 2021-2 Ltd., Class M-1B US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2033. |
| Triangle Re 2021-2 Ltd., Class M-1C US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2033. |
| Triangle Re 2021-2 Ltd., Class M-2 US$ Reg S Mortgage Insurance-Linked Notes due October 25, 2033., |
| Triangle Re 2021-3 Ltd., Class B-1 US$ 144A Mortgage Insurance-Linked Notes due February 25, 2034. |
| Triangle Re 2021-3 Ltd., Class B-1 US$ Reg S Mortgage Insurance-Linked Notes due February 25, 2034. |
| Triangle Re 2021-3 Ltd., Class M-1A US$ 144A Mortgage Insurance-Linked Notes due February 25, 2034. |
| Triangle Re 2021-3 Ltd., Class M-1A US$ Reg S Mortgage Insurance-Linked Notes due February 25, 2034. |
| Triangle Re 2021-3 Ltd., Class M-1B US$ 144A Mortgage Insurance-Linked Notes due February 25, 2034. |
| Triangle Re 2021-3 Ltd., Class M-1B US$ Reg S Mortgage Insurance-Linked Notes due February 25, 2034. |
| Triangle Re 2021-3 Ltd., Class M-2 US$ 144A Mortgage Insurance-Linked Notes due February 25, 2034. |
| Triangle Re 2021-3 Ltd., Class M-2 US$ Reg S Mortgage Insurance-Linked Notes due February 25, 2034. |
| Tsakos Energy Navigation Ltd |
| UIL Limited |
| Umigame Re Pte. Ltd. Series 2021-1 Class A-1 Principal At-Risk Variable Rate Notes due April 7, 2025 |
| Umigame Re Pte. Ltd. Series 2021-1 Class A-2 Principal At-Risk Variable Rate Notes due April 7, 2025 |
| Umigame Re Pte. Ltd. Series 2021-1 Class B Principal At-Risk Variable Rate Notes due April 7, 2025. |
| Umigame Re Pte. Ltd., Principal At-Risk Variable Rate Note Program |
| Ursa Re II Ltd., Principal At-Risk Variable Rate Note Program |
| Ursa Re II Ltd., Series 2020-1 Class AA Principal At-Risk Variable Rate Notes Due December 7, 2023; |
| Ursa Re II Ltd., Series 2020-1 Class D Principal At-Risk Variable Rate Notes Due December 7, 2023; |
| Ursa Re II Ltd., Series 2021-1 Class F Principal At-Risk Variable Rate Notes Due December 6, 2024; |
| Ursa Re Ltd - Principal At-Risk Variable Rate Note Programme |
| Ursa Re Ltd.- Series 2018-1 Class D, Principal At-Risk Variable Rate Notes due September 24, 2021 |
| Ursa Re Ltd.- Series 2019-1 Class C, Principal At-Risk Variable Rate Notes due December 10, 2022; |
| US Multifamily Investment Limited |
| Veritas Group Ltd. |
| Vista Re Ltd., Principal At-Risk Variable Rate Note Program |
| Vista Re Ltd., Series 2021-1 Class A Principal At-Risk Variable Rate Notes due May 21, 2024., |
| Voussoir Re Ltd., Participating Notes Program |
| Voussoir Re Ltd., SAC “Voussoir Re Ltd. 2021-9” Series 2021-9 Preferred Shares |
| Voussoir Re Ltd., Series 2020-1 Class A Participating Notes due 1 March, 2023; |
| Voussoir Re Ltd., Series 2020-1 Class B Participating Notes due 1 March, 2023; |
| Voussoir Re Ltd., Series 2021-1 Class B Participating Notes due 1 March, 2024; |
| Waterloo Investment Holdings Ltd |
| Watlington Waterworks Ltd |
| West Hamilton Holdings Ltd |
| White Mountains Insurance Group Ltd |
| White Rock Insurance (SAC) Ltd - PS#6 - T84-Asagao III Notes Due April 28, 2022. |
| White Rock Insurance (SAC) Ltd - PS#7 - T87-Asagao IV Notes Due July 25, 2023. |
| White Rock Insurance (SAC) Ltd ILS Program |
| White Rock Insurance (SAC) Ltd. Randolph Re Series 2021-1 PAR VR Notes due July 6, 2022; |
| White Rock Insurance (SAC) Ltd., - Randolph Re Program |
| Windmill II Re DAC, €100,000,000 Principal At-Risk Variable Rate Notes due July 5, 2024; |
| Wrigley Re Ltd., Ltd. Principal At-Risk Variable Rate Notes Program., |
| Wrigley Re Ltd., Series 2021-1 Class A Principal-at-Risk Variable Rate Notes due July 8, 2024 |
| Zeno Capital Limited |
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