LONDON--(BUSINESS WIRE)--
| ISSUER | ISIN | CCY | Nominal | Markdown Amount | Remaining Balance | Value date | |||||||
| MORGAN STANLEY B.V. | XS1374814132 | GBP | 1,515,000.00 | 93,000.00 | 1,422,000.00 | 14/02/2018 | |||||||
| MORGAN STANLEY B.V. | XS1437469767 | USD | 1,456,000.00 | 67,000.00 | 1,389,000.00 | 14/02/2018 | |||||||
| MORGAN STANLEY B.V. | XS1437469411 | USD | 2,169,000.00 | 11,000.00 | 2,158,000.00 | 14/02/2018 | |||||||
| AVOCA CLO XV DESIGNATED ACTIVITY COMPANY | XS1291085840 / XS1291087549 | EUR | 5,000,000.00 | 5,000,000.00 | 0.00 | 20/02/2018 | |||||||
| AVOCA CLO XV DESIGNATED ACTIVITY COMPANY | XS1291086061 / XS1291087622 | EUR | 291,200,000.00 | 291,200,000.00 | 0.00 | 20/02/2018 | |||||||
| AVOCA CLO XV DESIGNATED ACTIVITY COMPANY | XS1291086145 / XS1291087978 | EUR | 10,000,000.00 | 10,000,000.00 | 0.00 | 20/02/2018 | |||||||
| AVOCA CLO XV DESIGNATED ACTIVITY COMPANY | XS1291086228 / XS1291088273 | EUR | 49,400,000.00 | 49,400,000.00 | 0.00 | 20/02/2018 | |||||||
| AVOCA CLO XV DESIGNATED ACTIVITY COMPANY | XS1291086491 / XS1291088356 | EUR | 30,700,000.00 | 30,700,000.00 | 0.00 | 20/02/2018 | |||||||
| AVOCA CLO XV DESIGNATED ACTIVITY COMPANY | XS1291086574 / XS1291088430 | EUR | 27,100,000.00 | 27,100,000.00 | 0.00 | 20/02/2018 | |||||||
| AVOCA CLO XV DESIGNATED ACTIVITY COMPANY | XS1291086905 / XS1291088604 | EUR | 34,000,000.00 | 34,000,000.00 | 0.00 | 20/02/2018 | |||||||
| AVOCA CLO XV DESIGNATED ACTIVITY COMPANY | XS1291087119 / XS1291088786 | EUR | 16,300,000.00 | 16,300,000.00 | 0.00 | 20/02/2018 | |||||||
| NATIONAL AUSTRALIA BANK | GB0006241326 | USD | 98,150,000.00 | 11,410,000.00 | 86,740,000.00 | 15/02/2018 |
Category Code: MSCU
Sequence Number: 641740
Time of Receipt (offset from UTC): 20180220T161901+0000