Source - BUS

Early Repurchase

Bank of New York Mellon

ISSUER   ISIN   CCY   Nominal   Markdown Amount   Remaining Balance   Value date
MORGAN STANLEY XS0629747022 GBP 364,290.00 21,000.00 343,290.00 02/09/2016
MORGAN STANLEY B.V XS1084565156 GBP 381,770.00 17,930.00 363,840.00 02/09/2016
MORGAN STANLEY B.V XS0996772520 GBP 2,793,526.00 1,000.00 2,792,526.00 02/09/2016
MORGAN STANLEY XS1131309202 EUR 811,000.00 55,000.00 756,000.00 02/09/2016
MORGAN STANLEY XS1029697155 EUR 698,000.00 58,000.00 640,000.00 02/09/2016
MORGAN STANLEY XS0820785250 EUR 2,557,000.00 100,000.00 2,457,000.00 02/09/2016
MORGAN STANLEY XS1042453313 EUR 745,000.00 33,000.00 712,000.00 02/09/2016
MORGAN STANLEY XS0852744654 EUR 8,559,000.00 20,000.00 8,539,000.00 02/09/2016
MORGAN STANLEY XS0991297606 EUR 455,000.00 45,000.00 410,000.00 02/09/2016
MORGAN STANLEY B.V XS1060731475 GBP 4,425,380.00 22,979.00 4,402,401.00 02/09/2016
MORGAN STANLEY B.V XS1084811881 GBP 819,750.00 3,500.00 816,250.00 02/09/2016
MORGAN STANLEY B.V XS0975851725 GBP 368,850.00 10,000.00 358,850.00 02/09/2016
MORGAN STANLEY B.V XS0956295041 GBP 2,654,671.00 41,351.00 2,613,320.00 02/09/2016
MORGAN STANLEY B.V XS0669208018 EUR 2,562,000.00 70,000.00 2,492,000.00 02/09/2016
MORGAN STANLEY B.V XS0975413294 GBP 1,069,000.00 29,000.00 1,040,000.00 02/09/2016
WESTPAC BANKING CORPORATION XS0801654475 USD 87,000,000.00 87,000,000.00 0.00 13/07/2016
MORGAN STANLEY B.V. XS0669882796 GBP 3,496,850.00 5,000.00 3,491,850.00 02/09/2016
MORGAN STANLEY XS0691555964 GBP 527,458.00 43,000.00 484,458.00 02/09/2016
MORGAN STANLEY B.V. XS0722506481 GBP 2,159,956.00 70,000.00 2,089,956.00 02/09/2016
MORGAN STANLEY B.V. XS0831920979 GBP 4,136,806.00 67,170.00 4,069,636.00 02/09/2016
MORGAN STANLEY B.V. XS0674426951 GBP 859,031.00 19,747.00 839,284.00 02/09/2016
MORGAN STANLEY B.V. XS0742816993 GBP 1,845,990.00 75,780.00 1,770,210.00 02/09/2106
MORGAN STANLEY B.V. XS1067866076 GBP 840,430.00 50,000.00 790,430.00 02/09/2016
MORGAN STANLEY B.V. XS0669882366 GBP 1,060,779.00 75,000.00 985,779.00 02/09/2016
MORGAN STANLEY XS0580519691 GBP 9,028,453.00 575,687.00 8,452,766.00 02/09/2016
MORGAN STANLEY XS0580520277 GBP 2,335,332.00 182,500.00 2,152,832.00 02/09/2016
MORGAN STANLEY XS0604214394 GBP 2,672,523.00 140,000.00 2,532,523.00 02/09/2016
MORGAN STANLEY XS1003007884 USD 1,408,000.00 240,000.00 1,168,000.00 02/09/2016
MORGAN STANLEY & CO INT'L PLC XS0999556433 EUR 17,900,000.00 100,000.00 17,800,000.00 02/09/2016
MORGAN STANLEY B.V. XS1138832784 GBP 388,773.00 24,363.00 364,410.00 02/09/2016
MORGAN STANLEY B.V. XS1289402270 USD 3,000,000.00 40,000.00 2,960,000.00 02/09/2016
MORGAN STANLEY B.V. XS1289423607 USD 1,650,000.00 100,000.00 1,550,000.00 02/09/2016
MORGAN STANLEY B.V XS1289415769 USD 1,250,000.00 240,000.00 1,010,000.00 02/09/2016
MORGAN STANLEY B.V XS1099723980 GBP 630,206.00 57,319.00 572,887.00 02/09/2016
MORGAN STANLEY B.V XS1043551883 GBP 3,091,535.00 8,640.00 3,082,895.00 02/09/2016
MORGAN STANLEY B.V XS0956291305 GBP 8,345,000.00 380,000.00 7,965,000.00 02/09/2016
MORGAN STANLEY B.V XS1110971352 GBP 2,299,575.00 47,441.00 2,252,134.00 02/09/2016
MORGAN STANLEY B.V XS0981909533 GBP 2,048,982.00 55,731.00 1,993,251.00 02/09/2016
MORGAN STANLEY B.V XS0908826943 EUR 435,000.00 25,000.00 410,000.00 02/09/2106
MORGAN STANLEY B.V XS1040952837 GBP 1,214,280.00 173,380.00 1,040,900.00 02/09/2106
MORGAN STANLEY XS1108842813 EUR 3,267,000.00 20,000.00 3,247,000.00 02/09/2106
MORGAN STANLEY XS0763741633 GBP 1,084,946.00 5,000.00 1,079,946.00 02/09/2106
MORGAN STANLEY & CO INTL PLC XS1138843476 EUR 2,300,000.00 50,000.00 2,250,000.00 02/09/2106
MORGAN STANLEY B.V XS0955612170 USD 3,752,000.00 1,031,000.00 2,721,000.00 02/09/2106
MORGAN STANLEY B.V XS0847971206 USD 4,060,000.00 70,000.00 3,990,000.00 02/09/2106
MORGAN STANLEY XS0626195209 GBP 1,245,497.00 146,782.00 1,098,715.00 02/09/2106
MORGAN STANLEY B.V XS1073007244 GBP 2,352,304.00 21,800.00 2,330,504.00 02/09/2106
MORGAN STANLEY B.V. XS1084305751 GBP 2,849,369.00 10,003.00 2,839,366.00 02/09/2106
MORGAN STANLEY B.V. XS0956290752 GBP 990,956.00 9,952.00 981,004.00 02/09/2106
MORGAN STANLEY B.V. XS1289411263 EUR 600,000.00 15,000.00 585,000.00 02/09/2016
MORGAN STANLEY B.V XS1023432120 GBP 1,767,992.00 29,930.00 1,738,062.00 02/09/2016
MORGAN STANLEY B.V XS0966319369 GBP 5,525,534.00 43,239.00 5,482,295.00 02/09/2016
MORGAN STANLEY B.V XS1099723717 GBP 4,805,593.00 15,707.00 4,789,886.00 02/09/2016
MORGAN STANLEY B.V XS1048225178 GBP 1,591,940.00 10,000.00 1,581,940.00 02/09/2016
MORGAN STANLEY B.V XS1289426618 USD 1,750,000.00 50,000.00 1,700,000.00 02/09/2016
MORGAN STANLEY B.V XS0578778390 GBP 1,979,329.00 50,025.00 1,929,304.00 02/09/2016
MORGAN STANLEY B.V XS0605908267 GBP 808,576.00 18,545.00 790,031.00 02/09/2016
MORGAN STANLEY B.V XS0805377354 EUR 1,288,000.00 31,000.00 1,257,000.00 02/09/2016
MORGAN STANLEY B.V XS0664403382 GBP 17,500.00 17,500.00 0.00 02/09/2016
MORGAN STANLEY B.V XS0731405956 GBP 248,384.00 21,924.00 226,460.00 02/09/2016
MORGAN STANLEY B.V XS0955858500 GBP 2,299,362.00 22,884.00 2,276,478.00 02/09/2016
MORGAN STANLEY B.V XS0772552732 GBP 504,148.00 14,000.00 490,148.00 02/09/2016
MORGAN STANLEY B.V XS0536150153 GBP 2,812,362.00 17,000.00 2,795,362.00 02/09/2016
MORGAN STANLEY B.V XS0620542398 GBP 1,612,270.00 26,864.00 1,585,406.00 02/09/2016
MORGAN STANLEY B.V XS0644061599 GBP 1,274,181.00 57,720.00 1,216,461.00 02/09/2016
MORGAN STANLEY B.V XS0778043405 GBP 4,283,078.00 29,535.00 4,253,543.00 02/09/2016
MORGAN STANLEY B.V XS0871506662 GBP 1,355,088.00 73,563.00 1,281,525.00 02/09/2016
MORGAN STANLEY B.V XS0869234087 GBP 1,625,938.00 15,462.00 1,610,476.00 02/09/2016
MORGAN STANLEY B.V XS0751134809 GBP 4,931,689.00 21,960.00 4,909,729.00 02/09/2016
MORGAN STANLEY B.V XS0572325016 GBP 1,263,653.00 25,500.00 1,238,153.00 02/09/2016
MORGAN STANLEY B.V XS1138840704 USD 1,021,000.00 145,000.00 876,000.00 02/09/2016
MORGAN STANLEY B.V XS1129692767 SHS 3,422.00 102.00 3,320.00 07/09/2016