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Legend:   Debt Security Programme   Debt Security Non-Programme   Debt Security Tranche   Debt Security Document
 Expand  H.E.A.T MEZZANINE S.A. 3 1
 Expand  H/2 ASSET FUNDING 2014-1 LTD 0 2
 Expand  H2 TARGETED RETURN STRATEGIES II LTD & H2 Targeted Return Strategies II LLC 0 2
 Expand  HALCYON 2005-1 LTD 1 3
 Expand  HALCYON 2005-2 LTD 1 3
 Expand  HALCYON LOAN ADVISORS FUNDING 2012-1 LTD. 1 2
 Expand  HALCYON LOAN ADVISORS FUNDING 2012-1 LTD. & HALCYON LOAN ADVISORS FUNDING 2012-1 LLC 1 4
 Expand  HALCYON LOAN ADVISORS FUNDING 2012-2 LTD. 1 2
 Expand  HALCYON LOAN ADVISORS FUNDING 2012-2 LTD. & Halcyon Loan Advisors Funding 2012-2 LLC 1 5
 Expand  HALCYON LOAN ADVISORS FUNDING 2013-1 LTD & Halcyon Loan Advisors Funding 2013-1 LLC 0 7
 Expand  HALCYON LOAN ADVISORS FUNDING 2013-2 LTD. & Halcyon Loan Advisors Funding 2013-2 LLC 1 7
 Expand  HALCYON LOAN ADVISORS FUNDING 2014-1 LTD 1 3
 Expand  HALCYON LOAN ADVISORS FUNDING 2014-1 LTD & Halcyon Loan Advisors Funding 2014-1 LLC 1 6
 Expand  HALCYON LOAN ADVISORS FUNDING 2014-2 LTD. 1 3
 Expand  HALCYON LOAN ADVISORS FUNDING 2014-2 LTD. & Halcyon Loan Advisors Funding 2014-2 LLC 1 5
 Expand  HALCYON LOAN ADVISORS FUNDING 2014-3 LTD. 1 4
 Expand  HALCYON LOAN ADVISORS FUNDING 2014-3 LTD. & Halcyon Loan Advisors Funding 2014-3 LLC 1 6
 Expand  HALCYON LOAN INVESTORS CLO I, LTD 1 2
 Expand  HALCYON LOAN INVESTORS CLO I, LTD & HALCYON LOAN INVESTORS CLO I, INC. 0 5
 Expand  HALCYON LOAN INVESTORS CLO II, LTD. 1 2
 Expand  HALCYON LOAN INVESTORS CLO II, LTD. & Halcyon Loan Investors CLO II, Inc. 0 5
 Expand  HALCYON STRUCTURED ASSET MANAGEMENT CLO 2008-II B.V. 1 8
 Expand  HALCYON STRUCTURED ASSET MANAGEMENT EUROPEAN CLO 2006-1 B.V 1 7
 Expand  HALCYON STRUCTURED ASSET MANAGEMENT EUROPEAN CLO 2006-II B.V. 1 9
 Expand  HALCYON STRUCTURED ASSET MANAGEMENT EUROPEAN CLO 2007-I B.V. 1 8
 Expand  HALCYON STRUCTURED ASSET MANAGEMENT EUROPEAN LONG SECURED SHORT UNSECURED CLO 2008-1 BV 1 6
 Expand  HALCYON STRUCTURED ASSET MANAGEMENT LONG SECURED/SHORT UNSECURED 2007-1 LTD 1 1
 Expand  HALCYON STRUCTURED ASSET MANAGEMENT LONG SECURED/SHORT UNSECURED 2007-1 LTD & Halcyon Structured Asset Management Long Secured/S 0 5
 Expand  HAMILTON GARDENS CDO LTD & Hamilton Gardens CDO Corp 0 5
 Expand  HAMLET II, LTD. 1 2

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