LONDON--(BUSINESS WIRE)--
| ISSUER | ISIN | CCY | Nominal | Mark down amount | Remaining balance | Value date | |||||||
| LBG CAPITAL | XS0459091582 | GBP | 41,097,000.00 | 1,151,000.00 | 39,946,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459091665 | GBP | 15,609,000.00 | 547,000.00 | 15,062,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459089255 | GBP | 704,152,000.00 | 687,000.00 | 703,465,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459088109 | GBP | 23,879,000.00 | 3,316,000.00 | 20,563,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459090188 | GBP | 47,637,000.00 | 1,274,000.00 | 46,363,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459091079 | GBP | 13,580,000.00 | 420,000.00 | 13,160,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459090691 | GBP | 4,889,000.00 | 816,000.00 | 4,073,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459091822 | GBP | 17,850,000.00 | 2,850,000.00 | 15,000,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459092127 | GBP | 5,543,000.00 | 430,000.00 | 5,113,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459092390 | GBP | 21,950,000.00 | 3,200,000.00 | 18,750,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459092473 | GBP | 9,182,000.00 | 500,000.00 | 8,682,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459092556 | GBP | 19,539,000.00 | 3,617,000.00 | 15,922,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459093281 | GBP | 15,300,000.00 | 1,000,000.00 | 14,300,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459092804 | GBP | 1,048,000.00 | 428,000.00 | 620,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459092986 | GBP | 4,672,000.00 | 1,194,000.00 | 3,478,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459091749 | GBP | 3,780,000.00 | 106,000.00 | 3,674,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459086749 | GBP | 21,533,000.00 | 4,366,000.00 | 17,167,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459088877 | GBP | 65,543,000.00 | 7,297,000.00 | 58,246,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459086582 | GBP | 79,166,000.00 | 18,655,000.00 | 60,511,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459093364 | GBP | 27,465,000.00 | 1,433,000.00 | 26,032,000.00 | 4/24/2014 | |||||||
| LBG CAPITAL | XS0459086822 | GBP | 32,532,170.00 | 5,205,336.00 | 27,326,834.00 | 4/24/2014 |
Category Code: MSC
Sequence Number: 415527
Time of Receipt (offset from UTC): 20140424T175437+0100