LONDON--(BUSINESS WIRE)--
| ISSUER | ISIN | CCY | Nominal | Markdown Amount | Remaining Balance | Value date | |||||||
| BNPP IP EURO CLO 2015-1 | XS1579403764 / XS1579409969 | EUR | 176,236,000.00 | 176,236,000.00 | 0.00 | 16/04/2018 | |||||||
| BNPP IP EURO CLO 2015-1 | XS1579404069 / XS1579410207 | EUR | 5,264,000.00 | 5,264,000.00 | 0.00 | 16/04/2018 | |||||||
| BNPP IP EURO CLO 2015-1 | XS1579405975 / XS1579410462 | EUR | 20,868,000.00 | 20,868,000.00 | 0.00 | 16/04/2018 | |||||||
| BNPP IP EURO CLO 2015-1 | XS1579406353 / XS1579410629 | EUR | 12,632,000.00 | 12,632,000.00 | 0.00 | 16/04/2018 | |||||||
| BNPP IP EURO CLO 2015-1 | XS1579407328 / XS1579410892 | EUR | 17,500,000.00 | 17,500,000.00 | 0.00 | 16/04/2018 | |||||||
| BNPP IP EURO CLO 2015-1 | XS1579409456 / XS1579412161 | EUR | 15,000,000.00 | 15,000,000.00 | 0.00 | 16/04/2018 | |||||||
| BNPP IP EURO CLO 2015-1 | XS1209233318 / XS1209232690 | EUR | 21,000,000.00 | 21,000,000.00 | 0.00 | 16/04/2018 | |||||||
| BNPP IP EURO CLO 2015-1 | XS1209232005 / XS1209234985 | EUR | 8,000,000.00 | 8,000,000.00 | 0.00 | 16/04/2018 | |||||||
| BOSPHORUS CLO II | XS1386390709 / US10011WAA36 | EUR | 163,600,000.00 | 163,600,000.00 | 0.00 | 16/04/2018 | |||||||
| BOSPHORUS CLO II | XS1386391186 / US10011WAB19 | EUR | 30,500,000.00 | 30,500,000.00 | 0.00 | 16/04/2018 | |||||||
| BOSPHORUS CLO II | XS1386391699 / US10011WAC91 | EUR | 22,200,000.00 | 22,200,000.00 | 0.00 | 16/04/2018 | |||||||
| BOSPHORUS CLO II | XS1386391855 / US10011WAD74 | EUR | 13,900,000.00 | 13,900,000.00 | 0.00 | 16/04/2018 | |||||||
| BOSPHORUS CLO II | XS1386392077 / US10011WAE57 | EUR | 16,200,000.00 | 16,200,000.00 | 0.00 | 16/04/2018 | |||||||
| BOSPHORUS CLO II | XS1386392150 / US10011WAF23 | EUR | 8,000,000.00 | 8,000,000.00 | 0.00 | 16/04/2018 |
Category Code: MSCU
Sequence Number: 645058
Time of Receipt (offset from UTC): 20180416T172018+0100