| HSBC USA, 0% 31jan2022, USD (1826D, Structured) (US40435C8156) |
| HSBC USA, 0% 20jun2023, USD (1826D, Structured) (US40435X3061) |
| HSBC USA, 0% 29sep2023, USD (1821D, Structured) (US40435X3715) |
| HSBC USA, 8.85% 3sep2021, USD (Structured) (US40435X4390) |
| HSBC USA, 0% 24nov2023, USD (Structured) (US40436A8264) |
| HSBC USA, 0% 22nov2024, USD (Structured) (US40436A8595) |
| HSBC USA, 0% 25jun2021, USD (721D, Structured) (US40436B6341) |
| HSBC USA, 0% 20jun2028, USD (Structured) (US40432XGY13) |
| HSBC USA, 0% 28apr2021, USD (1461D, Structured) (US40433U3B08) |
| HSBC USA, 3% 21apr2027, USD (Structured) (US40433U3D63) |
| HSBC USA, 9.25% 31jan2024, USD (Structured) (US40433UG422) |
| HSBC USA, 0% 27may2021, USD (1826D, Structured) (US40433ULP92) |
| HSBC USA, 0% 29jan2021, USD (1645D, Structured) (US40433URH13) |
| HSBC USA, 0% 31aug2021, USD (1826D, Structured) (US40433USG21) |
| HSBC USA, 0% 29oct2021, USD (1824D, Structured) (US40433UWH57) |
| HSBC USA, 0% 22mar2022, USD (Structured) (US40433UX351) |
| HSBC USA, 0% 29nov2021, USD (1463D, Structured) (US40435FJV04) |
| HSBC USA, 0% 31jul2023, USD (1826D, Structured) (US40435FK636) |
| HSBC USA, 0% 28sep2023, USD (1826D, Structured) (US40435FZ832) |
| HSBC USA, 0% 6feb2023, USD (1098D, Structured) (US40435U3S12) |
| HSBC USA, 0% 29aug2022, USD (913D, Structured) (US40435U4H48) |
| HSBC USA, 0% 2may2022, USD (914D, Structured) (US40435UA537) |
| HSBC USA, 0% 21dec2023, USD (Structured) (US40435UCN28) |
| HSBC USA, 0% 2aug2021, USD (Structured) (US40435UDN19) |
| HSBC USA, 0% 5feb2024, USD (1827D, Structured) (US40435UEM27) |
| HSBC USA, 0% 28feb2024, USD (1826D, Structured) (US40435UFS87) |
| HSBC USA, 0% 29sep2021, USD (Structured) (US40435UHP21) |
| HSBC USA, 8.5% 20nov2024, USD (Structured) (US40435UJ702) |
| HSBC USA, 0% 31mar2025, USD (2194D, Structured) (US40435UJA34) |
| HSBC USA, 6.3% 30apr2024, USD (Structured) (US40435UKZ65) |
| HSBC USA, 9.5% 12jul2024, USD (Structured) (US40435USF20) |
| HSBC USA, 10.25% 12mar2021, USD (Structured) (US40435UXE99) |
| HSBC USA, 0% 22apr2022, USD (760D, Structured) (US40438CCC38) |
| HSBC USA, 0% 31mar2025, USD (Structured) (US40438CCM10) |
| IBRD, 0% 2jun2032, UYU (101153, 4383D) (XS2175970487) |
| IBRD, 0% 7may2032, UYU (101139, 4383D) (XS2161831859) |
| Morgan Stanley, 7.5% 16mar2027, USD (Structured) (US617482H239) |
| Morgan Stanley, 5.05% 1sep2022, USD (Structured) (US61760LAD73) |
| Morgan Stanley, 3.9% 7mar2028, USD (Structured) (US61760LCT08) |
| Morgan Stanley, 3.85% 14mar2028, USD (Structured) (US61760LCW37) |
| Morgan Stanley, 4.15% 14aug2034, USD (Structured) (US61760LGK52) |
| Morgan Stanley, 7% 31jul2030, USD (Structured) (US61761JB655) |
| Morgan Stanley, 0% 2aug2021, USD (2194D, Structured) (US61761JC315) |
| Morgan Stanley, 8% 15mar2028, USD (Structured) (US61761JDM80) |
| IBRD, 0% 13aug2029, USD (100877, 3653D) (XS2037085300) |
| Fairfield Woodrose, 3.47% 1jan2027, USD (US304841AA72) |
| FN MA4017, 3% 1may2040, USD (ABS) (US31418DPB28) |
| Morgan Stanley, 7% 29may2035, USD (Structured) (US61761JYU77) |
| Morgan Stanley, 6.85% 29jan2021, USD (Structured) (US61761M2504) |
| Morgan Stanley, 8% 27feb2025, USD (Structured) (US61762GDB77) |
| Morgan Stanley, 0% 30apr2025, USD (3653D, Structured) (US61764V6790) |
| Morgan Stanley, 0% 30jun2025, USD (3653D, Structured) (US61765G3589) |
| Morgan Stanley, 0% 4aug2021, USD (2191D, Structured) (US61765G5311) |
| Morgan Stanley Finance, 0% 3apr2025, USD (2555D, Structured) (US61768P1571) |
| Morgan Stanley Finance, 0% 5may2021, USD (1098D, Structured) (US61768P6943) |
| Morgan Stanley, FRN 28nov2026, USD (F, Structured) (US61745E2F75) |
| Morgan Stanley, 1.372% 28feb2032, USD (Structured) (US61745E7F21) |
| Morgan Stanley Finance, 0% 5dec2023, USD (2741D, Structured) (US61766B3666) |
| Morgan Stanley Finance, 0% 3nov2023, USD (2375D, Structured) (US61766V8679) |
| Morgan Stanley Finance, 0% 15apr2021, USD (1458D, Structured) (US61766W2127) |
| Morgan Stanley Finance, 0% 5mar2024, USD (2372D, Structured) (US61766X4593) |
| Morgan Stanley Finance, 0% 31aug2027, USD (3652D, Structured) (US61766X5095) |
| Morgan Stanley Finance, 7.2% 5jul2023, USD (Structured) (US61768C5Q67) |
| Morgan Stanley Finance, 0% 16feb2024, USD (2191D, Structured) (US61768CD792) |
| Morgan Stanley Finance, 0% 1oct2025, USD (2743D, Structured) (US61768CH918) |
| Morgan Stanley Finance, 7% 28may2027, USD (Structured) (US61768CHW01) |
| Morgan Stanley Finance, 0% 26oct2023, USD (2253D, Structured) (US61768CPA98) |
| Matterhorn Re, FRN 7dec2024, USD (2020-5B) |
| Morgan Stanley Finance, 0% 3dec2025, USD (2924D, Structured) (US61768CVF12) |
| Morgan Stanley Finance, 0% 27dec2022, USD (Structured) (US61768CVK07) |
| Morgan Stanley Finance, 0% 13feb2023, USD (Structured) (US61768CYT88) |
| Morgan Stanley Finance, 0% 5jun2024, USD (1827D, Structured) (US61768D7V17) |
| Morgan Stanley Finance, 0% 12may2021, USD (727D, Structured) (US61768D8M09) |
| Morgan Stanley Finance, 7% 1sep2033, USD (Structured) (US61768DBA28) |
| Morgan Stanley Finance, 0% 11aug2025, USD (2559D, Structured) (US61768DBW48) |
| Morgan Stanley Finance, 8% 29sep2033, USD (Structured) (US61768DEC56) |
| Morgan Stanley Finance, 0% 3nov2023, USD (1824D, Structured) (US61768DGL38) |
| Morgan Stanley Finance, 1% 1may2023, USD (Structured) (US61768DHE85) |
| Morgan Stanley Finance, 0% 29feb2024, USD (1827D, Structured) (US61768DM361) |
| Morgan Stanley Finance, 0% 5dec2023, USD (1826D, Structured) (US61768DQJ71) |
| Morgan Stanley Finance, 0% 27dec2023, USD (1826D, Structured) (US61768DRZ05) |
| Morgan Stanley Finance, 0% 3jan2024, USD (1826D, Structured) (US61768DSB28) |
| Morgan Stanley Finance, 0% 1apr2024, USD (1830D, Structured) (US61768DV776) |
| Morgan Stanley Finance, 0% 2feb2022, USD (Structured) (US61768DXP58) |
| Morgan Stanley Finance, 0% 1apr2022, USD (1094D, Structured) (US61768DY820) |
| Term A/B Trust Series AB-1001, FRN 10aug2021, USD (US87677AAL08) |
| Morgan Stanley Finance, 0% 31oct2022, USD (1826D, Structured) (US61768J6073) |
| Morgan Stanley Finance, 0% 5dec2022, USD (1826D, Structured) (US61768K5213) |
| Morgan Stanley Finance, 0% 30jun2025, USD (2559D, Structured) (US61768Q8740) |
| Morgan Stanley Finance, 8.7% 16jul2021, USD (Structured) (US61768R3021) |
| Morgan Stanley Finance, 8.7% 20aug2021, USD (Structured) (US61768R6172) |
| Morgan Stanley Finance, 0% 27aug2021, USD (Structured) (US61768R6909) |
| Morgan Stanley Finance, 0% 29sep2028, USD (3654D, Structured) (US61768R8152) |
| Morgan Stanley Finance, 0% 5dec2022, USD (1461D, Structured) (US61768T6212) |
| Morgan Stanley Finance, 0% 31jan2024, USD (1826D, Structured) (US61768W6084) |
| Morgan Stanley Finance, 0% 31jan2024, USD (1826D, Structured) (US61768W8718) |
| Morgan Stanley Finance, 0% 3apr2025, USD (2192D, Structured) (US61768X3254) |
| Morgan Stanley Finance, 0% 5oct2021, USD (Structured) (US61768X5648) |
| Morgan Stanley Finance, 8% 29apr2022, USD (Structured) (US61768Y2081) |
| Morgan Stanley Finance, 0% 2jan2025, USD (1827D, Structured) (US61769H6F74) |