| HALCYON STRUCTURED ASSET MANAGEMENT EUROPEAN CLO 2007-1 B.V. | Securitized Asset Fund | — | 0 | $664.0M | $250K |
| HALCYON STRUCTURED ASSET MANAGEMENT LONG SECURED/SHORT UNSECURED 2007-I LTD. | Securitized Asset Fund | — | 0 | $487.9M | $250K |
| HALCYON STRUCTURED ASSET MANAGEMENT LONG SECURED/SHORT UNSECURED 2007-2 LTD. | Securitized Asset Fund | — | 0 | $486.4M | $250K |
| HALCYON STRUCTURED ASSET MANAGEMENT EUROPEAN LONG SECURED/SHORT UNSECURED CLO 2008-I B.V. | Securitized Asset Fund | — | 0 | $441.4M | $250K |
| HALCYON STRUCTURED ASSET MANAGEMENT LONG SECURED/SHORT UNSECURED 2007-3 LTD. | Securitized Asset Fund | — | 0 | $431.8M | $250K |
| HALCYON STRUCTURED ASSET MANAGEMENT EUROPEAN CLO 2006-II B.V. | Securitized Asset Fund | — | 0 | $429.1M | $250K |
| HALCYON LOAN INVESTORS CLO II, LTD. | Securitized Asset Fund | — | 0 | $396.7M | $500K |
| HALCYON LOAN INVESTORS CLO I, LTD. | Securitized Asset Fund | — | 0 | $385.2M | $500K |
| HALCYON STRUCTURED ASSET MANAGEMENT EUROPEAN CLO 2006-1 B.V. | Securitized Asset Fund | — | 0 | $362.2M | $250K |
| HALCYON STRUCTURED ASSET MANAGEMENT CLO I LTD. | Securitized Asset Fund | — | 0 | $318.4M | $250K |
| HALCYON STRUCTURED ASSET MANAGEMENT LONG SECURED/SHORT UNSECURED CLO 2006-1 LTD. | Securitized Asset Fund | — | 0 | $306.9M | $250K |
| HALCYON STRUCTURED ASSET MANAGEMENT EUROPEAN CLO 2008-II, B.V. | Securitized Asset Fund | — | 0 | $209.5M | $250K |