Early Repurchase(s)

Settlement Date   ISIN   Issuer   Pre Repurchase Balance   Nominal Amount   Post Repurchase Balance   CCY
13-Mar-18 XS0450786800 NATIONAL BUILDING 700,000,000 347,909,000 352,091,000 GBP
13-Mar-18 XS1052676142 NATIONAL BUILDING 750,000,000 300,365,000 449,635,000 EUR
13-Mar-18 XS1196797614 NATIONAL BUILDING 1,250,000,000 354,272,000 895,728,000 EUR
13-Mar-18 XS1225626974 NATIONAL BUILDING 500,000,000 278,692,000 221,308,000 GBP
13-Mar-18 XS1241546420 NATIONAL BUILDING 1,000,000,000 360,651,000 639,349,000 EUR
13-Mar-18 XS1402175811 NATIONAL BUILDING 1,250,000,000 800,552,000 449,448,000 EUR
13-Mar-18 XS1405807592 NATIONAL BUILDING 500,000,000 250,000,000 250,000,000 GBP
12-Mar-18 US15639KAB89 CENTRICA 365,930,000 167,250,000 198,680,000 USD
12-Mar-18 USG2071AAF78 CENTRICA 234,070,000 65,870,000 168,200,000 USD
22-Mar-18 DE000MS0ABU9 MORGAN STANLEY 7,998,000 178,000 7,820,000 EUR
22-Mar-18 XS0756069828 MORGAN STANLEY 970,761 37,500 933,261 GBP
16-Mar-18 XS0789283792 ANGLO AMERICA 357,496,000 78,075,000 279,421,000 EUR
22-Mar-18 XS0791899288 MORGAN STANLEY 974,643 20,000 954,643 GBP
22-Mar-18 XS0808704349 MORGAN STANLEY 723,995 40,000 683,995 GBP
22-Mar-18 XS0819831198 MORGAN STANLEY 511,309 10,000 501,309 GBP
22-Mar-18 XS0853256393 MORGAN STANLEY 661,598 19,221 642,377 GBP
22-Mar-18 XS0896937645 MORGAN STANLEY 2,351,753 162,403 2,189,350 GBP
22-Mar-18 XS0912081139 MORGAN STANLEY 2,129,411 29,754 2,099,657 GBP
16-Mar-18 XS0995040051 ANGLO AMERICA 354,277,000 73,742,000 280,535,000 EUR
16-Mar-18 XS1211292484 ANGLO AMERICA 205,369,000 66,769,000 138,600,000 EUR

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