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Legend:   Debt Security Programme   Debt Security Non-Programme   Debt Security Tranche   Debt Security Document
 Expand  CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LIMITED 1 8
 Expand  CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 LTD 1 9
 Expand  CARLYLE HIGH YIELD PARTNERS IX, LTD. 1 7
 Expand  CARLYLE HIGH YIELD PARTNERS VII, LTD. 1 8
 Expand  CARLYLE HIGH YIELD PARTNERS VIII, LTD. 1 9
 Expand  CARLYLE HIGH YIELD PARTNERS X, LTD. 1 7
 Expand  CARLYLE MCLAREN CLO, LTD. 1 2
 Expand  CARLYLE MCLAREN CLO, LTD. & CARLYLE MCLAREN CLO (DELAWARE) CORP. 0 5
 Expand  CARLYLE VEYRON CLO, LTD. 1 1
 Expand  CARLYLE VEYRON CLO, LTD. & CARLYLE VEYRON CLO, CORP. 0 6
Close  Carmine Protective Bond Portfolio Limited - €40,000,000,000 Programme for the issue of Notes 8 1 5
Close  CARMINE PROTECTIVE BOND PORTFOLIO LIMITED 8 5
          Series 2010-1 Issue of EUR 48496000 Floating rate secured senior notes due January 2015 Sedol: B4TCM64
          Series 2010-2 Issue of EUR 79764000 floating rate secured senior notes due September 2015 Sedol: B51K5R5
          Series 2010-3 Issue of EUR 57696000 Floating rate secured senior notes due October 2015 Sedol: B4X4147
          Series 2010-4 Issue of EUR 61736000 Floating rates secured senior notes due November 2015 Sedol: B4Q6M92
          Series 2010-5 Issue of EUR 26918000 Floating rate secured senior notes due June 2015 Sedol: B58XH26
 Expand  CARRINGTON HOLDING COMPANY, LLC 1 3
 Expand  CART 1 LTD 0 6
 Expand  CARTESIAN RESIDENTIAL MORTGAGES 1 S.A. 1 6
 Expand  CASAFORTE S.R.L. 1 1
 Expand  CASSA CENTRALE FINANCE 3 S.R.L. 1 1
 Expand  CASTELLANA FINANCE LIMITED 0 6
 Expand  CASTLE BAY INVESTMENTS PLC 0 8
 Expand  CASTLE GARDEN FUNDING 1 16
 Expand  CASTLE HILL CREDIT OPPORTUNITIES HOLDINGS LIMITED 0 2
 Expand  Castle Hill III CLO, Limited 0 3
 Expand  CATAMARAN CLO 2012-1 LTD 0 3
 Expand  CATAMARAN CLO 2012-1 LTD & Catamaran CLO 2012-1 LLC 0 4
 Expand  CATAMARAN CLO 2013-1 LTD. 0 3
 Expand  CATAMARAN CLO 2013-1 LTD. & Catamaran CLO 2013-1 LLC 0 5
 Expand  CATAMARAN CLO 2014-1 LTD 0 3
 Expand  CATAMARAN CLO 2014-1 LTD & Catamaran CLO 2014-1 LLC 0 4
 Expand  CATAMARAN CLO 2014-2 LTD 1 3
 Expand  CATAMARAN CLO 2014-2 LTD & CATAMARAN CLO 2014-2 LLC 1 4
 Expand  CATHEDRAL CAPITAL HOLDINGS LIMITED 1 4

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