United Kingdom: bonds

The British public debt is the total quantity of money borrowed by the Government of the United Kingdom at any one time through the issue of securities by the British Treasury and other government agencies. The government bonds called gilts or stocks.

As of Q1 2013 total amount outstanding is £1,278 billion, including inflation uplift for index-linked gilts.

UK sovereign debt market is dominated by long and super-long issues: with fixed coupon (conventional gilts), and, less frequently, with inflation-linked coupon (index-linked gilts). Gilt-edged securities are listed on the London Stock Exchange. Auctions are take place every week (round £2.3 billion each week).

Outstanding bond issues

Сurrency Outstanding bond issues Cumulative volume
sovereign
GBP 101 1 488 537 935 794
CNY 1 3 000 000 000
municipal
GBP 4 1 084 971 000
corporate
USD 1452 603 632 335 964
GBP 1383 423 348 023 010
EUR 893 784 817 050 490
RUR 206 116 116 981 500
CHF 46 10 157 000 000
HKD 36 14 731 000 000
IDR 32 12 856 500 000 000
ZAR 32 53 509 100 000
NOK 31 26 486 500 000
AUD 31 5 766 300 000
BRL 27 2 567 388 000
JPY 27 481 588 000 000
INR 21 38 851 000 000
CNY 18 9 729 000 000
CAD 13 5 695 000 000
TRY 10 1 040 000 000
SEK 10 11 525 600 000
MXN 9 9 429 650 000
KZT 7 97 450 000 000
NZD 5 272 100 000
RON 5 561 750 000
SGD 4 1 470 000 000
ITL 4 2 525 000 000 000
AMD 4 20 016 000 000
KRW 3 100 000 000 000
DKK 2 5 330 000 000
UYU 2 478 975 000
FRF 2 1 316 000 000
GEL 2 132 000 000
ZMW 1 50 000 000
ARS 1 250 000 000
COP 1 15 000 000 000
PLN 1 100 000 000
RSD 1 2 500 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
RIA Rating *** Sovereign ratings ***
Dagong Credit *** International scale rating (foreign curr.) ***
Dagong Credit *** International scale rating (local curr.) ***
Organisation for Economic Co-operation and Development (OECD) *** Country Risk Classifications ***
Moody's Investors Service *** LT- foreign currency ***
Moody's Investors Service *** LT- local currency ***
S&P Global Ratings *** Foreign Currency LT ***
S&P Global Ratings *** Local Currency LT ***
Fitch Ratings *** LT Int. Scale (foreign curr.) ***
Fitch Ratings *** LT Int. Scale (local curr.) ***
Rating Agency RAEX (Expert RA) *** Foriegn curr. scale ***
Rating Agency RAEX (Expert RA) *** Local curr. scale ***
National Rating Agency *** Global scale ***
Registration required. Please log in or fill in the registration form.

Latest bond issues

issue ISIN coupon volume end of placement maturity date
Thames Water Utilities, 2.875% 3may2027, GBP - International bonds XS1605393054 2.875% 250 000 000  GBP 04/25/2017 05/03/2027
Thames Water Utilities, 2.375% 3may2023, GBP - International bonds XS1605392676 2.375% 300 000 000  GBP 04/25/2017 05/03/2023
EBRD, 1.625% 5may2020, USD - International bonds US29874QDC50 1.625% 1 500 000 000  USD 04/25/2017 05/05/2020
PGH Capital, 4.125% 20jul2022, GBP - International bonds XS1551285007 4.125% 450 000 000  GBP 04/25/2017 07/20/2022
Voyage Care, 5.875% 1may2023, GBP - International bonds XS1533911142 5.875% 215 000 000  GBP 04/21/2017 05/01/2023
Voyage Care, 10% 1nov2023, GBP - International bonds XS1533910847 10% 35 000 000  GBP 04/21/2017 11/01/2023
Credit Suisse International, FRN 18apr2024, USD - International bonds XS1583916942 10 000  USD 04/21/2017 04/18/2024
Credit Suisse International, FRN 20apr2022, USD - International bonds XS1583917320 600 000  USD 04/21/2017 04/20/2022
Credit Suisse International, FRN 20apr2022, USD - International bonds XS1583917676 30 000 000  USD 04/21/2017 04/20/2022
Credit Suisse International, FRN 19apr2027, USD - International bonds XS1583926313 1 200 000  USD 04/21/2017 04/19/2027

World Bond Market Indicators

Daily indices

Type: 04/25/2017 04/24/2017 04/21/2017 04/20/2017 04/19/2017 04/18/2017 04/17/2017
Treasuries
Gilt 10Y YTM 1.09 1.05 1.03 1.07 1.07 1.01 1.04
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Monthly indices

Type Mar 2017 Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016
EU Long-term interest rates
United Kingdom, % 1.13 1.24 1.38 1.25 1.22 0.94 0.67
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World Bond market statistics

Monthly indices

Type Mar 2017 Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 750.29 1 760.43 1 741.54 1 771.73 1 766.67 1 662.38 1 729.82
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Quarterly indices

Type IV 2016 III 2016 II 2016 I 2016 IV 2015 III 2015 II 2015
BIS volume of international-bond market of developed countries
British international bonds, USD bln 868.300 974.600 988.800 3.082 3.050 3.140 3.204
BIS net issues of international-bond market of developed countries
International-bond net issue of the United Kingdom, USD bln 12.900 23.700 3.400 23.200 -33.400 -18.200 15.900

New issues of Developed markets International Bonds

Monthly indices

Type Mar 2017 Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 22.343 17.251 27.904 6.162 16.455 8.635 31.980
Number of new international bond issues (UK) 101 73 88 47 71 67 101
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Developed Markets International Bonds

Monthly indices

Type Mar 2017 Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 0.685 0.686 0.686 0.676 0.686 0.686 0.709
United Kingdom municipal international bonds, USD bln 0.837 0.835 0.839 0.819 0.838 0.364 0.389
United Kingdom corporate international bonds, USD bln 1 506.293 1 505.122 1 528.903 1 494.718 1 520.498 1 529.962 1 587.282
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Money market

Daily indices

Type: 04/24/2017 04/21/2017 04/20/2017 04/19/2017 04/18/2017 04/17/2017 04/14/2017
IRS GBP (Annual Fixed vs 6M Libor) 
IRS GBP 1Y vs 6M Libor mid * * * * * * *
IRS GBP 2Y vs 6M Libor mid * * * * * * *
IRS GBP 3Y vs 6M Libor mid * * * * * * *
IRS GBP 4Y vs 6M Libor mid * * * * * * *
IRS GBP 5Y vs 6M Libor mid * * * * * * *
IRS GBP 6Y vs 6M Libor mid * * * * * * *
IRS GBP 7Y vs 6M Libor mid * * * * * * *
IRS GBP 8Y vs 6M Libor mid * * * * * * *
IRS GBP 9Y vs 6M Libor mid * * * * * * *
IRS GBP 10Y vs 6M Libor mid * * * * * * *
IRS GBP 12Y vs 6M Libor mid * * * * *    
IRS GBP 15Y vs 6M Libor mid * * * * *    
IRS GBP 20Y vs 6M Libor mid * * * * *    
IRS GBP 25Y vs 6M Libor mid * * * * *    
IRS GBP 30Y vs 6M Libor mid * * * * * *  
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Risk Management Institute

Daily indices

Type: 04/24/2017 04/21/2017 04/20/2017 04/19/2017 04/18/2017 04/17/2017 04/14/2017
RMI CVI - Europe
UK CVI value weighted  12.49 12.95 12.96 13.00 13.04 12.77 12.75
UK CVI tail  113.08 112.43 113.26 114.89 112.44 113.93 117.56
UK CVI equally weighted  29.85 30.17 30.38 30.64 30.88 31.18 31.23
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Macroeconomic Indicators (World economy)

Monthly indices

Type Mar 2017 Feb 2017 Jan 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United Kingdom) 2.30 2.30 1.80
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Yearly indices

Type 2015 2014
Government Debt to GDP (World), %
Government Debt to GDP(United Kingdom) 89.20 88.20

Stock market (World)

Daily indices

Type: 04/26/2017 04/25/2017 04/24/2017 04/21/2017 04/20/2017 04/19/2017 04/18/2017
Stock market (Developed countries)
FTSE 100  7 271 7 276 7 265 7 115 7 119 7 114 7 148
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Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
United Kingdom, 2.036% 22jul2019, GBP   GBP 07/22/2019 04/25/2017 ***.**** *.** 04/25/2017 ***.**** -*.**
United Kingdom, 2.7% 21oct2017, CNY   CNY 10/21/2017 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 04/25/2017 *** *.** 04/25/2017 *** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
AA Bond Co, 3.781% 31jul2019, GBP   GBP 07/31/2019 04/25/2017 ***.*** *.** 04/25/2017 ***.**** *.**
AA Plc, 4.2487% 31jul2020, GBP   GBP 07/31/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 04/21/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 04/25/2017 ***.* *.* 04/25/2017 ***.** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
Abbey National Treasury Services, 1.75% 15jan2018, EUR   EUR 01/15/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 3.625% 5oct2017, EUR (ABS)   EUR 10/05/2017 04/25/2017 ***.*** -*.** 04/25/2017 ***.*** -*.**
Abbey National Treasury Services, 4.125% 14sep2017, GBP   GBP 09/14/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 04/12/2021 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Abbey National Treasury Services, 5.125% 14apr2021, GBP (ABS)   GBP 04/14/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 02/16/2029 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP (ABS)   GBP 03/02/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Abbey National Treasury Services, 8.963% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
Abbey National Treasury Services, FRN 12feb2018, EUR   EUR 02/12/2018 04/25/2017 ***.* * 04/25/2017 ***.** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 04/25/2017 ***.** * 04/25/2017 ***.* *
Abbey National Treasury Services, FRN 24oct2017, EUR   EUR 10/24/2017 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Abbey National Treasury Services, FRN 29may2018, GBP (ABS)   GBP 05/29/2018 04/25/2017 **.** * 04/25/2017 ***.** *
Aberdeen Asset Management, 7% perp., USD   USD 04/25/2017 ***.*** * 04/25/2017 ***.** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Affinity Sutton, 4.25% 8oct2042, GBP   GBP 10/08/2042 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Affinity Sutton, 5.981% 17sep2038, GBP (ABS)   GBP 09/17/2038 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 04/25/2017 ***.**** *.** 04/25/2017 ***.* *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Algeco Scotsman Global, 9% 15oct2018, EUR   EUR 10/15/2018 04/25/2017 ** **.** 04/25/2017 **.** **.**
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Alpha Plus Holdings, 5.75% 18dec2019, GBP (ABS)   GBP 12/18/2019 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP (ABS)   GBP 03/13/2043 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 04/25/2017 ***.*** -*.** 04/25/2017 ***.*** -*.**
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Anglian Water, 5% 30apr2023, GBP (ABS)   GBP 04/30/2023 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Anglian Water, 7% 31jan2018, GBP   GBP 01/31/2018 04/25/2017 ***.*** *.** 04/25/2017 ***.**** *.**
Anglian Water, FRN 10oct2040   GBP 10/10/2040 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Anglo American Capital Plc, 4.45% 27sep2020, USD   USD 09/27/2020 04/25/2017 *** *.** 04/25/2017 ***.* *.**
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 06/30/2031 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Annington, 0% 10jan2023, GBP (9150D, ABS)   GBP 01/10/2023 04/25/2017 **.*** *.** 04/25/2017 **.**** *.**
Annington, 0% 7dec2022, GBP (9116D, ABS)   GBP 12/07/2022 04/25/2017 **.**** *.** 04/25/2017 **.** *.**
Annington, 8% 2oct2021, GBP (ABS)   GBP 10/02/2021 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 04/25/2017 **.* *.** 04/25/2017 *** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 04/25/2017 **.** *.** 04/25/2017 **.** *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 10/02/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.6% 23sep2019, USD   USD 09/23/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.85% 6aug2020, USD   USD 08/06/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Arkle Master Issuer, 3.986% 17aug2017, GBP   GBP 08/17/2017 04/25/2017 ***.**** *.** 04/25/2017 ***.**** -*.**
Arkle Master Issuer, FRN 17may2060, GBP   GBP 05/17/2060 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Arqiva, 5.34% 30jun2030, GBP   GBP 06/30/2030 04/25/2017 ***.** *.* 04/25/2017 ***.**** *.**
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 03/31/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 04/25/2017 **.*** * 04/25/2017 ***.** *
Arrow Global, FRN 1may2023, EUR   EUR 05/01/2023 04/25/2017 ***.** * 04/25/2017 ***.** *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 09/01/2029 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
ASB Finance, 1.875% 10jul2017, EUR (ABS)   EUR 07/10/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Aston Martin, 0% 15jul2018, USD (1584D)   USD 07/15/2018 04/25/2017 **.*** *.** 04/25/2017 *
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 04/25/2017 ***.** * 04/25/2017 *** *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 04/25/2017 **.*** *.** 04/25/2017 **.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 04/25/2017 **.** *.** 04/25/2017 **.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.*
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 04/25/2017 **.*** *.* 04/25/2017 **.*** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
AstraZeneca, 5.9% 15sep2017, USD   USD 09/15/2017 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Auburn Securities, FRN 1oct2041, GBP (ABS)   GBP 10/01/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP (ABS)   GBP 06/15/2022 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 04/25/2017 **.** *.** 04/25/2017 **.** *.*
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 04/25/2017 ***.*** * 04/25/2017 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 04/25/2017 ***.** * 04/25/2017 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 04/25/2017 **.** * 04/25/2017 ***.** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 04/25/2017 ***.** * 04/25/2017 ***.* *
Aviva, 5.902% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Aviva, 6.125% perp., GBP   GBP 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 04/25/2017 ***.* * 04/25/2017 ***.* *
Aviva, 6.875% 22may2038, EUR   EUR 05/22/2038 04/25/2017 ***.* * 04/25/2017 ***.** *
Aviva, 6.875% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Aviva, 8.25% perp., USD   USD 04/25/2017 ***.*** * 04/25/2017 ***.* *
Aviva, FRN 14nov2036   GBP 11/14/2036 04/25/2017 ***.** * 04/25/2017 ***.* *
Aviva, FRN 20may2058   GBP 05/20/2058 04/25/2017 ***.** * 04/25/2017 ***.** *
Aviva, FRN 5jul2043   EUR 07/05/2043 04/25/2017 ***.** * 04/25/2017 ***.** *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 04/25/2017 **.** *.** 04/25/2017 **.** *.*
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 12/03/2018 04/25/2017 ***.* *.** 04/25/2017 ***.* -*.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Banco Santander, London Branch, 10.125% 4jan2023, GBP   GBP 01/04/2023 04/25/2017 ***.** * 04/25/2017 ***.** *
Banco Santander, London Branch, 2% 24aug2018, USD   USD 08/24/2018 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Banco Santander, London Branch, 2.875% 5aug2021, USD   USD 08/05/2021 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 08/23/2018 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Banco Santander, London Branch, 4% 13mar2024, USD   USD 03/13/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Banco Santander, London Branch, 4.375% 24jan2018, EUR (ABS)   EUR 01/24/2018 04/25/2017 ***.*** -*.** 04/25/2017 ***.** -*.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 10/30/2023 04/25/2017 ***.** * 04/25/2017 ***.** *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Bank of England, 1.25% 16mar2018, USD   USD 03/16/2018 04/25/2017 **.** *.** 04/25/2017 *** *.**
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 04/25/2017 ***.** *.* 04/25/2017 ***.** *.*
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 02/07/2020 04/25/2017 ***.** -*.** 04/25/2017 ***.*** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 07/13/2021 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.*
Bank of Scotland, 4.625% 8jun2017, EUR (ABS)   EUR 06/08/2017 04/25/2017 ***.** -*.* 04/25/2017 ***.** -*.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 06/08/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Bank of Scotland, 4.875% 20dec2024, GBP (ABS)   GBP 12/20/2024 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
Bank of Scotland, 4.875% 4jun2019, EUR (ABS)   EUR 06/04/2019 04/25/2017 ***.* -*.** 04/25/2017 ***.** -*.**
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Bank of Scotland, FRN 14oct2025   EUR 10/14/2025 04/25/2017 **.** * 04/25/2017 ***.** *
Bank of Scotland, FRN 16apr2020   GBP 04/16/2020 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Bank of Scotland, FRN 16mar2020, EUR   EUR 03/16/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
Bank of Scotland, FRN 7feb2035   EUR 02/07/2035 04/25/2017 ***.* * 04/25/2017 ***.** *
Bank of Scotland, FRN 8jun2020, EUR (Structured)   EUR 06/08/2020 04/25/2017 **.** * 04/25/2017 ***.** *
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 04/25/2017 ***.**** -*.* 04/25/2017 ***.**** -*.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 04/25/2017 ***.**** -*.* 04/25/2017 ***.**** -*.**
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 10% 28jul2034, USD   USD 07/28/2034 04/25/2017 **.* * 04/25/2017 **.* *
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Barclays, 14% perp., GBP   GBP 04/25/2017 ***.* * 04/25/2017 ***.* *
Barclays, 2% 16mar2018, USD   USD 03/16/2018 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 2.25% 10may2017, USD (ABS)   USD 05/10/2017 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 04/25/2017 ***.** *.** 04/25/2017 *** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 04/25/2017 ***.* * 04/25/2017 ***.** *
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.*
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 04/25/2017 ***.* *.** 04/25/2017 ***.*** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 4% 12jan2021, EUR (ABS)   EUR 01/12/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 10/07/2019 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Barclays, 4.25% 12jan2022, GBP (ABS)   GBP 01/12/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 03/02/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Barclays, 4.75% perp., EUR   EUR 04/25/2017 **.** * 04/25/2017 **.** *
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.*
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 04/25/2017 ***.** * 04/25/2017 ***.** *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Barclays, 5.33% perp., GBP   GBP 04/25/2017 **.** * 04/25/2017 **.** *
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 6% 23jan2018, EUR   EUR 01/23/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 6% perp., GBP   GBP 04/25/2017 **.*** * 04/25/2017 **.** *
Barclays, 6% perp., GBP   GBP 04/25/2017 **.** * 04/25/2017 ***.** *
Barclays, 6.05% 4dec2017, USD   USD 12/04/2017 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Barclays, 6.125% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Barclays, 6.369% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Barclays, 6.5% perp., EUR   EUR 04/25/2017 ***.** * 04/25/2017 ***.** *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 6.625% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.*** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays, 7% perp., GBP   GBP 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Barclays, 7.125% perp., GBP   GBP 04/25/2017 *** * 04/25/2017 ***.** *
Barclays, 7.25% perp., GBP (Conv.)   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Barclays, 7.434% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Barclays, 7.75% 10apr2023, USD   USD 04/10/2023 04/25/2017 ***.* * 04/25/2017 ***.* *
Barclays, 7.875% perp., USD   USD 04/25/2017 ***.* * 04/25/2017 ***.** *
Barclays, 8% perp., EUR   EUR 04/25/2017 ***.* * 04/25/2017 ***.** *
Barclays, 8.25% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Barclays, 8.25% perp., USD (Conv.)   USD 04/25/2017 *** * 04/25/2017 ***.* *
Barclays, 9% perp., GBP   GBP 04/25/2017 *** * 04/25/2017 *** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 04/25/2017 ***.* *.* 04/25/2017 *** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 04/25/2017 ***.** * 04/25/2017 ***.** *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 04/25/2017 ***.** * 04/25/2017 ***.** *
Barclays, FRN 12feb2018, GBP (ABS)   GBP 02/12/2018 04/25/2017 **.** * 04/25/2017 ***.** *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 04/25/2017 **.**** * 04/25/2017 **.**** *
Barclays, FRN 15sep2017, GBP   GBP 09/15/2017 04/25/2017 **.** * 04/25/2017 ***.** *
Barclays, FRN 16jan2023   GBP 01/16/2023 04/25/2017 ***.*** * 04/25/2017 ***.** *
Barclays, FRN 19feb2029, EUR   EUR 02/19/2029 04/25/2017 **.* * 04/25/2017 **.* *
Barclays, FRN 19jul2017, GBP   GBP 07/19/2017 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 04/25/2017 **.**** * 04/25/2017 **.**** *
Barclays, FRN 23dec2023, EUR   EUR 12/23/2023 04/25/2017 **.** * 04/25/2017 **.** *
Barclays, FRN 28dec2040, EUR   EUR 12/28/2040 04/25/2017 **.** * 04/25/2017 **.** *
Barclays, FRN perp., GBP   GBP 04/25/2017 ***.* * 04/25/2017 ***.*** *
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Barclays Bank PLC, 6% 7jan2025, EUR   EUR 01/07/2025 04/25/2017 ***.** * 04/25/2017 ***.** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BAT International Finance PLC, 1.85% 2018, USD   USD 06/15/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
BAT International Finance PLC, FRN 2018, USD   USD 06/15/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
BG Energy Holdings, 5.125% 7dec2017, GBP   GBP 12/07/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BG Energy Holdings, 6.5% 30nov2072, USD   USD 11/30/2072 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BG Energy Holdings, FRN 30nov2072   GBP 11/30/2072 04/25/2017 ***.** * 04/25/2017 ***.** *
BG Energy Holdings, FRN 30nov2072 (Step-up)   EUR 11/30/2072 04/25/2017 ***.** * 04/25/2017 ***.** *
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 04/25/2017 **.* **.** 04/25/2017 **.**** **.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.*
BL Superstores Finance, 4.482% 4oct2030, GBP (ABS)   GBP 10/04/2025 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP (ABS)   GBP 07/04/2025 04/25/2017 ***.*** *.* 04/25/2017 ***.**** *.**
Bluestone Securities, FRN 9jun2043, EUR (ABS)   EUR 06/09/2043 04/25/2017 **.**** * 04/25/2017 **.**** *
Bluestone Securities, FRN 9jun2044, GBP   GBP 06/09/2044 04/25/2017 **.**** * 04/25/2017 **.**** *
BMW UK Capital, 5% 2oct2017, GBP   GBP 10/02/2017 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 04/25/2017 **.** *.** 04/25/2017 **.** *.**
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 04/25/2017 ***.** *.** 04/25/2017 ***.* -*.**
BNZ International Funding, 1.26% 26jul2017, JPY   JPY 07/26/2017 04/25/2017 ***.** *.** 04/25/2017 ***.**** *.**
BNZ International Funding, 1.375% 26jan2018, HKD   HKD 01/26/2018 04/25/2017 **.**** *.* 04/25/2017 **.**** *.*
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Boing Group Financing, 6.625% 15jul2019, EUR   EUR 07/15/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 04/25/2017 **.* *.** 04/25/2017 ***.* *.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 04/25/2017 ***.* *.** 04/25/2017 ***.* -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 04/25/2017 ***.** -*.** 04/25/2017 ***.* -*.*
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
BP Capital Markets, 1.674% 13feb2018, USD   USD 02/13/2018 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 04/25/2017 **.** *.** 04/25/2017 **.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 04/25/2017 **.** *.** 04/25/2017 **.** *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 04/25/2017 ***.* *.** 04/25/2017 ***.*** *.**
BP Capital Markets, FRN 13feb2018, USD   USD 02/13/2018 04/25/2017 **.** * 04/25/2017 ***.** *
BP Group (plc), 0.83% 19sep2024, EUR   EUR 09/19/2024 04/25/2017 **.* * 04/25/2017 **.** *.**
BP Group (plc), 1% 28aug2020, CHF   CHF 08/28/2020 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
BP Group (plc), 1.117% 25jan2024, EUR   EUR 01/25/2024 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
BP Group (plc), 1.177% 12aug2023, GBP   GBP 08/12/2023 04/25/2017 **.** *.** 04/25/2017 **.** *.**
BP Group (plc), 1.375% 10may2018, USD   USD 05/10/2018 04/25/2017 **.** *.** 04/25/2017 **.** *.**
BP Group (plc), 1.375% 6nov2017, USD   USD 11/06/2017 04/25/2017 *** *.** 04/25/2017 ***.** *.**
BP Group (plc), 1.526% 26sep2022, EUR   EUR 09/26/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
BP Group (plc), 1.625% 17aug2017, USD   USD 08/17/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 1.75% 28feb2024, CHF   CHF 02/28/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 1.846% 5may2017, USD   USD 05/05/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 2.112% 16sep2021, USD   USD 09/16/2021 04/25/2017 **.** *.** 04/25/2017 **.** *.*
BP Group (plc), 2.177% 28sep2021, EUR   EUR 09/28/2021 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
BP Group (plc), 2.213% 25sep2026, EUR   EUR 09/25/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 2.237% 10may2019, USD   USD 05/10/2019 04/25/2017 ***.* *.* 04/25/2017 ***.** *.**
BP Group (plc), 2.241% 26sep2018, USD   USD 09/26/2018 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
BP Group (plc), 2.315% 13feb2020, USD   USD 02/13/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 2.5% 6nov2022, USD   USD 11/06/2022 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
BP Group (plc), 2.517% 17feb2021, EUR   EUR 02/17/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 2.518% 16jan2020, USD   USD 01/16/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 2.75% 10may2023, USD   USD 05/10/2023 04/25/2017 **.** *.** 04/25/2017 **.** *.**
BP Group (plc), 2.972% 27feb2026, EUR   EUR 02/27/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 2.994% 18feb2019, EUR   EUR 02/18/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
BP Group (plc), 3% 14jun2017, CHF   CHF 06/14/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
BP Group (plc), 3.017% 16jan2027, USD   USD 01/16/2027 04/25/2017 **.* *.** 04/25/2017 **.** *.*
BP Group (plc), 3.216% 28nov2023, USD   USD 11/28/2023 04/25/2017 ***.** *.** 04/25/2017 ***.*** *
BP Group (plc), 3.224% 14apr2024, USD   USD 04/14/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
BP Group (plc), 3.245% 6may2022, USD   USD 05/06/2022 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
BP Group (plc), 3.561% 1nov2021, USD   USD 11/01/2021 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
BP Group (plc), 3.588% 14apr2027, USD   USD 04/14/2027 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
BP Group (plc), 3.65% 28feb2019, CNY   CNY 02/28/2019 04/25/2017 **.** *.** 04/25/2017 **.** *.**
BP Group (plc), 3.723% 28nov2028, USD   USD 11/28/2028 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 3.814% 10feb2024, USD   USD 02/10/2024 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
BP Group (plc), 3.83% 6oct2017, EUR   EUR 10/06/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.* -*.**
BP Group (plc), 3.95% 8oct2018, CNY   CNY 10/08/2018 04/25/2017 **.** *.** 04/25/2017 **.** *.**
BP Group (plc), 3.994% 26sep2023, USD   USD 09/26/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 4.154% 1jun2020, EUR   EUR 06/01/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 4.325% 10dec2018, GBP   GBP 12/10/2018 04/25/2017 ***.* *.** 04/25/2017 ***.*** *.**
BP Group (plc), 4.5% 1oct2020, USD   USD 10/01/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
BP Group (plc), 4.742% 11mar2021, USD   USD 03/11/2021 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
BP Group (plc), 4.75% 10mar2019, USD   USD 03/10/2019 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
BP Group (plc), FRN 10may2019, USD   USD 05/10/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
BP Group (plc), FRN 14aug2018, USD   USD 08/14/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
BP Group (plc), FRN 16sep2021, USD   USD 09/16/2021 04/25/2017 ***.** * 04/25/2017 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 04/11/2044 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Brighthouse Group, 7.875% 15may2018, GBP   GBP 05/15/2018 04/25/2017 ** **.** 04/25/2017 **.**** **.**
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 04/25/2017 ***.* -*.** 04/25/2017 ***.* -*.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 04/25/2017 **.** *.** 04/25/2017 **.** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 04/25/2017 ** *.** 04/25/2017 **.*** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 04/25/2017 **.** *.** 04/25/2017 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 04/25/2017 ***.** *.* 04/25/2017 ***.*** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 04/25/2017 **.*** *.** 04/25/2017 **.** *.**
British American Tobacco, 2.125% 7jun2017, USD   USD 06/07/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 04/25/2017 **.*** *.** 04/25/2017 **.*** *
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 04/25/2017 ***.* *.* 04/25/2017 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
British American Tobacco, 3.25% 7jun2022, USD   USD 06/07/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.*
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
British American Tobacco, 5.375% 29jun2017, EUR   EUR 06/29/2017 04/25/2017 ***.*** *.** 04/25/2017 ***.** -*.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 04/25/2017 ***.** *.** 04/25/2017 *** *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 03/12/2024 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
British American Tobacco, FRN 6mar2018, EUR   EUR 03/06/2018 04/25/2017 ***.** * 04/25/2017 ***.* *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 04/25/2017 **.* *.** 04/25/2017 **.** *.**
British Land, 1.5% 10sep2017, GBP (Conv.)   GBP 09/10/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.* -*.*
British Land, 5.006% 24sep2035, GBP (ABS)   GBP 09/24/2035 04/25/2017 *** *.** 04/25/2017 *** *.**
British Land, 5.264% 24sep2035, GBP (ABS)   GBP 09/24/2035 04/25/2017 *** *.** 04/25/2017 *** *.**
British Land, 5.357% 31mar2028, GBP (ABS)   GBP 03/31/2028 04/25/2017 *** *.** 04/25/2017 *** *.*
British Land, 9.125% 31dec2020, GBP (ABS)   GBP 12/31/2020 04/25/2017 *** *.** 04/25/2017 *** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.*
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
British Telecommunications, 5.95% 15jan2018, USD   USD 01/15/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
British Telecommunications, 6.625% 23jun2017, GBP   GBP 06/23/2017 04/25/2017 ***.** *.** 04/25/2017 ***.* -*.**
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
British Telecommunications, FRN 25apr2025   GBP 04/25/2025 04/25/2017 ***.** * 04/25/2017 ***.* *
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Broadgate Financing, 4.851% 5apr2033, GBP (ABS)   GBP 04/05/2031 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 04/25/2017 ***.** * 04/25/2017 ***.** *
Broadgate Financing, 4.999% 5oct2033, GBP (ABS)   GBP 10/05/2031 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 04/25/2017 ***.** * 04/25/2017 ***.** *
Broadgate Financing, FRN 5jan2032, GBP (ABS)   GBP 01/05/2030 04/25/2017 **.**** * 04/25/2017 **.*** *
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 07/24/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 04/25/2017 **.* *.** 04/25/2017 ***.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Bupa, 6.125% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.* *
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Cable & Wireless, 8.625% 25mar2019, GBP   GBP 03/25/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Cabot Credit Management, 10.5% 1aug2020, GBP   GBP 08/01/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 04/25/2017 ***.* *.* 04/25/2017 ***.** *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 04/25/2017 **.**** * 04/25/2017 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 04/25/2017 **.**** * 04/25/2017 **.**** *
Care UK Health Social Care Investments, FRN 15jan2020, GBP   GBP 01/15/2020 04/25/2017 **.** * 04/25/2017 **.* *
Care UK Health Social Care Investments, FRN 15jul2019, GBP   GBP 07/15/2019 04/25/2017 **.** * 04/25/2017 ***.** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Carnival, 1.875% 15dec2017, USD   USD 12/15/2017 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.*
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.* *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 04/25/2017 ***.** * 04/25/2017 ***.** *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 04/25/2017 ***.** * 04/25/2017 ***.* *
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.*
Centrica, 7% 19sep2018, GBP   GBP 09/19/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Channel Link Enterprises Finance (CLEF), FRN 30jun2050, EUR (ABS)   EUR 06/30/2050 04/25/2017 ***.* * 04/25/2017 ***.** *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP (ABS)   GBP 11/12/2038 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 10/11/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 04/25/2017 **.**** * 04/25/2017 **.**** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
CLS Holdings, 5.5% 31dec2019, GBP   GBP 12/31/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 04/25/2017 *** * 04/25/2017 *** *
Co-Operative Bank, 5.125% 20sep2017, GBP   GBP 09/20/2017 04/25/2017 **.** **.** 04/25/2017 **.** **.**
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 04/25/2017 ***.* *.* 04/25/2017 ***.** *.**
Coca-Cola European Partners, FRN 26nov2017, EUR   EUR 11/26/2017 04/25/2017 ***.** * 04/25/2017 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 08/15/2021 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 07/31/2034 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 04/25/2017 **.**** *.* 04/25/2017 **.**** *.*
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 04/25/2017 **.*** *.** 04/25/2017 **.** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 04/25/2017 ***.*** *.* 04/25/2017 ***.** *.**
Coventry Building Society, 2.25% 4dec2017, EUR   EUR 12/04/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Coventry Building Society, 4.625% 19apr2018, GBP (ABS)   GBP 04/19/2018 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 04/25/2017 **.** * 04/25/2017 ***.** *
Coventry Building Society, FRN 17mar2020, GBP (ABS)   GBP 03/17/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
Covestro, 1% 7oct2021, EUR   EUR 10/07/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Covestro, 1.75% 25sep2024, EUR   EUR 09/25/2024 04/25/2017 ***.** * 04/25/2017 ***.** *.**
Covestro, FRN 10mar2018, EUR   EUR 03/10/2018 04/25/2017 ***.*** * 04/25/2017 ***.*** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 02/28/2020 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 08/28/2025 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
CPUK Finance, 7% 28aug2020, GBP   GBP 08/28/2020 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 04/25/2017 ***.* -*.** 04/25/2017 ***.* -*.*
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 04/25/2017 **.** *.** 04/25/2017 **.* *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 04/25/2017 **.** *.** 04/25/2017 ***.* *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 04/25/2017 ***.** * 04/25/2017 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 04/25/2017 *** *.* 04/25/2017 ***.* -*.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 04/25/2017 ***.** *.** 04/25/2017 ***.* -*.**
Credit Agricole London, 1.75% 12mar2018, EUR   EUR 03/12/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Credit Agricole London, 1.875% 18oct2017, EUR   EUR 10/18/2017 04/25/2017 *** -*.** 04/25/2017 ***.** -*.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Credit Agricole London, 2.125% 17apr2018, USD   USD 04/17/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
Credit Agricole London, 2.375% 1jul2021, USD   USD 07/01/2021 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 4.7% 1dec2025, AUD   AUD 12/01/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 04/25/2017 **.** * 04/25/2017 ***.** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 04/25/2017 ***.** * 04/25/2017 ***.** *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 04/25/2017 ***.**** -*.** 04/25/2017 ***.**** -*.**
Credit Suisse AG (London) Branch, 0.5% 29mar2018, EUR   EUR 03/29/2018 04/25/2017 ***.* -*.** 04/25/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 04/25/2017 *** -*.** 04/25/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 04/25/2017 ***.** *.** 04/25/2017 *** *.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 04/25/2017 **.** *.** 04/25/2017 **.* *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 04/25/2017 **.** * 04/25/2017 **.* *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 04/25/2017 **.** * 04/25/2017 **.** *
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 04/25/2017 **.** * 04/25/2017 **.** *
Credit Suisse AG (London) Branch, 2.2% 9aug2018, EUR   EUR 08/09/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 04/25/2017 **.** * 04/25/2017 **.** *
Credit Suisse AG (London) Branch, 3.5% 26nov2025, USD   USD 11/26/2025 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Credit Suisse AG (London) Branch, 6% 26feb2026, USD   USD 02/26/2026 04/25/2017 **.* *.** 04/25/2017 ***.** *.**
Credit Suisse AG (London) Branch, 6.5% 13jul2026, USD   USD 07/13/2026 04/25/2017 **.** * 04/25/2017 *** *
Credit Suisse AG (London) Branch, FRN 10nov2017, EUR   EUR 11/10/2017 04/25/2017 ***.** * 04/25/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 15dec2017, EUR   EUR 12/15/2017 04/25/2017 ***.** * 04/25/2017 ***.* *
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 19feb2018, EUR   EUR 02/19/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 04/25/2017 **.** *.* 04/25/2017 ***.** *.**
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 04/25/2017 **.** * 04/25/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 04/25/2017 **.** * 04/25/2017 ***.** *
Credit Suisse International, 5.125% 18sep2017, EUR   EUR 09/18/2017 04/25/2017 ***.*** -*.** 04/25/2017 ***.** -*.**
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 04/25/2017 *** *.** 04/25/2017 *** *.**
Delphi Automotive, 1.5% 10mar2025, EUR   EUR 03/10/2025 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Delphi Automotive, 1.6% 15sep2028, EUR   EUR 09/15/2028 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Delphi Automotive, 3.15% 19nov2020, USD   USD 11/19/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Delphi Automotive, 4.25% 15jan2026, USD   USD 01/15/2026 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Derby Healthcare, 5.564% 30jun2041, GBP (ABS)   GBP 06/30/2041 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 04/25/2017 ***.* -*.** 04/25/2017 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 12jan2019, EUR (3652D)   EUR 01/12/2019 04/25/2017 **.** *.** 04/25/2017 ** *.**
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 04/25/2017 ** *.** 04/25/2017 **.* *.**
Deutsche Bank AG (London Branch), 0% 21aug2032, ZAR (7305D)   ZAR 08/21/2032 04/25/2017 **.** **.** 04/25/2017 **.* **.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 27feb2019, EUR (3652D)   EUR 02/27/2019 04/25/2017 **.** *.** 04/25/2017 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 4feb2019, EUR (3652D)   EUR 02/04/2019 04/25/2017 **.** *.** 04/25/2017 ** *.**
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Deutsche Bank AG (London Branch), 1.35% 30may2017, USD   USD 05/30/2017 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 04/25/2017 *** *.** 04/25/2017 ***.* *.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 04/25/2017 **.** * 04/25/2017 **.* *
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 09/20/2020 04/25/2017 **.** * 04/25/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 04/25/2017 **.* *.** 04/25/2017 **.** *.*
Deutsche Bank AG (London Branch), 2.25% 28jun2020, EUR   EUR 06/28/2020 04/25/2017 **.** * 04/25/2017 ** *
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 06/05/2019 04/25/2017 **.** *.** 04/25/2017 *** *.**
Deutsche Bank AG (London Branch), 2.4% 20sep2020, EUR   EUR 09/20/2020 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 04/25/2017 **.** * 04/25/2017 **.* *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 04/25/2017 **.** * 04/25/2017 **.* *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 04/25/2017 **.** * 04/25/2017 **.* *
Deutsche Bank AG (London Branch), 3.08% 27jul2030, EUR   EUR 07/27/2030 04/25/2017 ** * 04/25/2017 ** *
Deutsche Bank AG (London Branch), 3.2% 30jun2020, USD   USD 06/30/2020 04/25/2017 **.** * 04/25/2017 **.** *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 07/25/2019 04/25/2017 **.** *.** 04/25/2017 **.** *.*
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 04/25/2017 ***.** * 04/25/2017 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Deutsche Bank AG (London Branch), 6% 1sep2017, USD   USD 09/01/2017 04/25/2017 ***.* *.** 04/25/2017 ***.** *
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 04/25/2017 ** *.** 04/25/2017 **.** *.**
Deutsche Bank AG (London Branch), 7.10% 31jul2017, TRY   TRY 07/31/2017 04/25/2017 **.** **.** 04/25/2017 **.* **.**
Deutsche Bank AG (London Branch), FRN 12jan2019 (Fix-to-Float)   EUR 01/12/2019 04/25/2017 **.** * 04/25/2017 **.** *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 04/25/2017 **.** * 04/25/2017 **.** *
Deutsche Bank AG (London Branch), FRN 20sep2020, EUR   EUR 09/20/2020 04/25/2017 ***.** * 04/25/2017 ***.* *
Deutsche Bank AG (London Branch), FRN 22mar2018, IDR   IDR 03/22/2018 04/25/2017 **.** * 04/25/2017 **.** *
Deutsche Bank AG (London Branch), FRN 25aug2017, EUR   EUR 08/25/2017 04/25/2017 ***.** * 04/25/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 28jun2020, EUR   EUR 06/28/2020 04/25/2017 ***.** * 04/25/2017 ***.* *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 04/25/2017 **.** * 04/25/2017 ***.* *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 04/25/2017 **.** * 04/25/2017 **.** *
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Diageo, 1.125% 29apr2018, USD   USD 04/29/2018 04/25/2017 **.** *.* 04/25/2017 **.*** *.**
Diageo, 1.5% 11may2017, USD   USD 05/11/2017 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 04/25/2017 **.** *.** 04/25/2017 ***.*** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.*
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Diageo, 4.85% 15may2018, USD   USD 05/15/2018 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Diageo, 5.75% 23oct2017, USD   USD 10/23/2017 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 04/25/2017 ***.** * 04/25/2017 ***.** *
Doosan Power Systems, 2.5% 3dec2045, USD   USD 12/03/2045 04/25/2017 **.*** * 04/25/2017 ***.*** *
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 04/25/2017 ***.** * 04/25/2017 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 04/25/2017 ***.** * 04/25/2017 ***.* *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Eastern Power Networks, FRN 12nov2036   GBP 11/12/2036 04/25/2017 ***.** * 04/25/2017 ***.** *
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 04/25/2017 **.* *.** 04/25/2017 **.** *.*
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.*
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 04/25/2017 **.** *.** 04/25/2017 ** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 04/25/2017 **.* *.** 04/25/2017 **.** *.**
EBRD, 0% 22jan2026, RUR (3653D)   RUR 01/22/2026 04/25/2017 **.*** *.** 04/25/2017 **.*** *.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 04/25/2017 **.* *.** 04/25/2017 **.*** *.*
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
EBRD, 0.5% 13jul2017, BRL   BRL 07/13/2017 04/25/2017 **.** **.** 04/25/2017 **.** *.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 0.5% 20dec2018, AUD   AUD 12/20/2018 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 0.5% 20dec2028, CAD   CAD 12/20/2028 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 04/25/2017 **.** *.* 04/25/2017 **.** *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 0.5% 24jan2018, BRL   BRL 01/24/2018 04/25/2017 **.** *.* 04/25/2017 **.** *.**
EBRD, 0.5% 25may2017, BRL   BRL 05/25/2017 04/25/2017 **.** **.** 04/25/2017 **.** **.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 0.75% 1sep2017, USD   USD 09/01/2017 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 04/25/2017 **.* *.** 04/25/2017 **.** *.**
EBRD, 1% 15jun2018, USD   USD 06/15/2018 04/25/2017 **.* *.** 04/25/2017 **.** *.**
EBRD, 1% 17sep2018, USD   USD 09/17/2018 04/25/2017 **.* *.** 04/25/2017 **.** *.**
EBRD, 1% 19mar2018, USD   USD 03/19/2018 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 04/25/2017 **.** * 04/25/2017 **.** *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 1.625% 10apr2018, USD   USD 04/10/2018 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
EBRD, 10% 5nov2018, ITL (Structured)   ITL 11/05/2018 04/25/2017 **.** * 04/25/2017 **.** *
EBRD, 10% 9nov2018, USD   USD 11/09/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
EBRD, 11% 5feb2024, EUR   EUR 02/05/2024 04/25/2017 ***.** * 04/25/2017 ***.* *
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
EBRD, 2% 1feb2021, USD   USD 02/01/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
EBRD, 4% 11may2017, NOK   NOK 05/11/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -**.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 04/25/2017 ** *.** 04/25/2017 **.** *.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 04/25/2017 ***.* * 04/25/2017 ***.** *
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 04/25/2017 **.** **.** 04/25/2017 **.** **.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
EBRD, 5.75% 19mar2018, INR   INR 03/19/2018 04/25/2017 *** *.** 04/25/2017 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUR 07/24/2023 04/25/2017 **.*** *.** 04/25/2017 **.*** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
EBRD, 6.5% 27jun2017, RUR   RUR 06/27/2017 04/25/2017 **.* *.* 04/25/2017 **.** *.*
EBRD, 6.75% 12may2017, RUR   RUR 05/12/2017 04/25/2017 **.** **.** 04/25/2017 **.** *.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
EBRD, 7.25% 22aug2017, IDR   IDR 08/22/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
EBRD, 7.25% 8feb2018, RUR   RUR 02/08/2018 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 04/25/2017 **.** *.** 04/25/2017 **.** *.**
EBRD, 7.5% 29nov2019, RUR   RUR 11/29/2019 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 04/25/2017 **.** **.** 04/25/2017 **.** **.**
EBRD, 8.01% 26may2017, BRL   BRL 05/26/2017 04/25/2017 **.* **.** 04/25/2017 **.* **.**
EBRD, 8.58% 28jun2017, BRL   BRL 06/28/2017 04/25/2017 **.** **.** 04/25/2017 **.* **.**
EBRD, 9.12% 28sep2017, BRL   BRL 09/28/2017 04/25/2017 **.** **.** 04/25/2017 **.** **.**
EBRD, 9.45% 1feb2018, BRL   BRL 02/01/2018 04/25/2017 **.** **.* 04/25/2017 **.** **.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
EBRD, FRN 18dec2018, ITL   ITL 12/18/2018 04/25/2017 ***.** -**.** 04/25/2017 ***.* -**.**
EBRD, FRN 23mar2020, USD   USD 03/23/2020 04/25/2017 **.** * 04/25/2017 ***.** *
EE Limited, 3.25% 3aug2018, EUR   EUR 08/03/2018 04/25/2017 ***.** *.** 04/25/2017 ***.* -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Elli Investments, 12.25% 15jun2020, GBP   GBP 06/15/2020 04/25/2017 **.** **.** 04/25/2017 **.** **.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 04/25/2017 **.** **.** 04/25/2017 ***.** *.**
EnQuest, 5.5% 15feb2022, GBP   GBP 02/15/2022 04/25/2017 **.** **.** 04/25/2017 **.** **.**
Enterprise Inns, 6% 6oct2023, GBP   GBP 10/06/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Enterprise Inns, 6.375% 15feb2022, GBP   GBP 02/15/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Enterprise Inns, 6.375% 26sep2031, GBP (ABS)   GBP 09/26/2031 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Enterprise Inns, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Enterprise Inns, 6.875% 15feb2021, GBP (ABS)   GBP 02/15/2021 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Enterprise Inns, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Enterprise Inns, 7.395% 30mar2024, GBP   GBP 03/28/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 04/25/2017 ***.*** *.** 04/25/2017 ***.**** *.**
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP (ABS)   GBP 07/13/2036 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
FCE Bank, 1.75% 21may2018, EUR   EUR 05/21/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
FCE Bank, 2.875% 3oct2017, EUR   EUR 10/03/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 04/25/2017 ***.* *.* 04/25/2017 ***.* *.**
FCE Bank, FRN 10feb2018, EUR   EUR 02/10/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
FCE Bank, FRN 11aug2018, EUR   EUR 08/11/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 04/25/2017 **.**** * 04/25/2017 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 04/25/2017 **.**** * 04/25/2017 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 04/25/2017 **.**** * 04/25/2017 **.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 04/25/2017 **.**** * 04/25/2017 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 04/25/2017 ***.**** * 04/25/2017 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 07/31/2021 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Firstgroup, 8.125% 19sep2018, GBP   GBP 09/19/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Fosse Master Issuer, FRN 18apr2054, GBP (ABS)   GBP 04/18/2054 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Fosse Master Issuer, FRN 18oct2054, GBP   GBP 10/18/2054 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
G4S, 2.875% 2may2017, EUR   EUR 05/02/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Gatwick Airport, 2.625% 7oct2046, GBP   GBP 10/07/2046 04/25/2017 **.** * 04/25/2017 **.** *.*
Gatwick Airport, 4.625% 27mar2034, GBP (ABS)   GBP 03/27/2034 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Gatwick Airport, 5.25% 23jan2024, GBP (ABS)   GBP 01/23/2024 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Gatwick Airport, 6.125% 2mar2026, GBP (ABS)   GBP 03/02/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Gatwick Airport, 6.5% 2mar2041, GBP   GBP 03/02/2041 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 04/25/2017 ***.** *.** 04/25/2017 ***.**** *.**
GESB, 8.35% 15nov2018, GBP   GBP 11/15/2018 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Glaxosmithkline, 0.625% 2dec2019, EUR   EUR 12/02/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Glaxosmithkline, 1.375% 2dec2024, EUR   EUR 12/02/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Glaxosmithkline, 1.5% 8may2017, USD   USD 05/08/2017 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Glaxosmithkline, 2.8% 18mar2023, USD   USD 03/18/2023 04/25/2017 ***.** *.* 04/25/2017 ***.*** *.**
Glaxosmithkline, 2.85% 8may2022, USD   USD 05/08/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Glaxosmithkline, 3.375% 20dec2027, GBP   GBP 12/20/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Glaxosmithkline, 4% 16jun2025, EUR   EUR 06/16/2025 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Glaxosmithkline, 4.2% 18mar2043, USD   USD 03/18/2043 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Glaxosmithkline, 4.25% 18dec2045, GBP   GBP 12/18/2045 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Glaxosmithkline, 5.25% 10apr2042, GBP   GBP 04/10/2042 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Glaxosmithkline, 5.25% 19dec2033, GBP   GBP 12/19/2033 04/25/2017 *** *.** 04/25/2017 ***.* *.**
Glaxosmithkline, 5.375% 15apr2034, USD   USD 04/15/2034 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Glaxosmithkline, 5.625% 13dec2017, EUR   EUR 12/13/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Glaxosmithkline, 5.65% 15may2018, USD   USD 05/15/2018 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Glaxosmithkline, 6.375% 15may2038, USD   USD 05/15/2038 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Glaxosmithkline, 6.375% 9mar2039, GBP   GBP 03/09/2039 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
Global Switch Holdings, 5.5% 18apr2018, EUR   EUR 04/18/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Go-Ahead Group, FRN 29sep2017, GBP   GBP 09/29/2017 04/25/2017 ***.** * 04/25/2017 ***.** *
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 10/28/2020 04/25/2017 ***.** -*.* 04/25/2017 ***.** -*.**
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 10/28/2020 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Goldman Sachs International, 2% 6dec2020, EUR (Structured)   EUR 06/12/2020 04/25/2017 **.** * 04/25/2017 **.** *
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 04/25/2017 **.** * 04/25/2017 **.** *
Goldman Sachs International, 3% 23jan2025, USD   USD 01/23/2025 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Goldman Sachs International, 3.5% 15sep2025, USD   USD 09/15/2025 04/25/2017 **.* *.** 04/25/2017 *** *.*
Goldman Sachs International, 3.5% 28apr2023, AUD   AUD 04/28/2023 04/25/2017 **.* *.** 04/25/2017 **.* *.**
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 04/25/2017 ***.** * 04/25/2017 ***.** *
Goldman Sachs International, 6% 15jan2026, USD   USD 01/15/2026 04/25/2017 **.* * 04/25/2017 **.** *
Goldman Sachs International, 6% 20jan2027, USD   USD 01/20/2027 04/25/2017 ***.** * 04/25/2017 ***.** *
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 04/25/2017 ***.* * 04/25/2017 ***.* *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 08/17/2018 04/25/2017 ***.* * 04/25/2017 ***.* *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
Goldman Sachs International, FRN 25nov2017, USD   USD 11/25/2017 04/25/2017 **.* * 04/25/2017 ***.** *
Goldman Sachs International, FRN 4dec2019, USD   USD 12/04/2019 04/25/2017 **.* * 04/25/2017 **.* *
Goldman Sachs International, FRN 6dec2017, EUR   EUR 12/06/2017 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Goodyear Dunlop Tires, 3.75% 15dec2023, EUR   EUR 12/15/2023 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Goodyear Dunlop Tires, 6.75% 15apr2019, EUR   EUR 04/15/2019 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Grainer PLC, 5% 16dec2020, GBP   GBP 12/16/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 04/25/2017 **.**** * 04/25/2017 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 04/25/2017 **.*** * 04/25/2017 **.*** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 04/25/2017 **.**** * 04/25/2017 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP (ABS)   GBP 10/22/2042 04/25/2017 ***.** *.** 04/25/2017 ***.** *
Greater Gabbard OFTO, 4.137% 2032, GBP (ABS)   GBP 11/29/2032 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 04/25/2017 ***.** * 04/25/2017 ***.** *
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 04/25/2017 **.**** * 04/25/2017 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 04/25/2017 **.** *.** 04/25/2017 **.* *.**
Greensands, 8.5% 15apr2019, GBP (ABS)   GBP 04/15/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 04/25/2017 ***.** *.** 04/25/2017 ***.* *.*
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Hammerson, 2.75% 26sep2019, EUR   EUR 09/26/2019 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 04/25/2017 ***.** *.* 04/25/2017 ***.** *.*
Hammerson, 6.875% 31mar2020, GBP   GBP 03/31/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 04/25/2017 ***.* *.* 04/25/2017 ***.** *.**
Hansteen (Jersey) Securities, 4% 15jul2018, EUR (Conv.)   EUR 07/15/2018 04/25/2017 ***.** -**.** 04/25/2017 ***.** -**.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 04/25/2017 ***.** * 04/25/2017 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
HBOS, 6.75% 21may2018, USD   USD 05/21/2018 04/25/2017 ***.** *.* 04/25/2017 ***.* *.*
HBOS, 6.85% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
HBOS, 9.54% perp., GBP   GBP 04/25/2017 ** * 04/25/2017 *** *
Heathrow Airport, 0.5% 17may2024, CHF   CHF 05/17/2024 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Heathrow Airport, 1.5% 11feb2030, EUR (ABS)   EUR 02/11/2030 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Heathrow Airport, 1.875% 23may2022, EUR   EUR 05/23/2022 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Heathrow Airport, 4.221% 6aug2026, GBP   GBP 08/06/2026 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Heathrow Airport, 4.6% 15feb2018, EUR   EUR 02/15/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Heathrow Airport, 4.625% 31oct2046, GBP   GBP 10/31/2046 04/25/2017 ***.** * 04/25/2017 ***.* *.**
Heathrow Airport, 5.225% 15feb2023, GBP   GBP 02/15/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Heathrow Airport, 5.375% 2sep2019, GBP   GBP 09/01/2019 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Heathrow Airport, 5.75% 3mar2025, GBP   GBP 03/03/2025 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Heathrow Airport, 5.875% 13may2041, GBP   GBP 05/13/2041 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Heathrow Airport, 6% 20mar2020, GBP   GBP 03/20/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Heathrow Airport, 6.25% 10sep2018, GBP   GBP 09/10/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Heathrow Airport, 6.45% 10dec2033, GBP   GBP 12/10/2031 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Heathrow Airport, 6.75% 3dec2026, GBP   GBP 12/03/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Heathrow Airport, 7.075% 4aug2028, GBP   GBP 08/04/2028 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Heathrow Airport, 7.125% 14feb2024, GBP   GBP 02/14/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Heathrow Airport, 9.2% 29mar2021, GBP   GBP 03/29/2021 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.*
Heathrow SP, 2.75% 9aug2049, GBP   GBP 08/09/2049 04/25/2017 **.** *.** 04/25/2017 **.** *.*
Helical Bar, 6% 24jun2020, GBP   GBP 06/24/2020 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Highland Acquisitions, FRN 15sep2020, GBP (ABS)   GBP 09/15/2020 04/25/2017 ** * 04/25/2017 **.*** *
Hiscox, 6.125% 24nov2045, GBP   GBP 11/24/2045 04/25/2017 ***.** * 04/25/2017 ***.** *
Hochschild Mining, 7.75% 23jan2021, USD   USD 01/23/2021 04/25/2017 ***.** *.* 04/25/2017 ***.** *.*
Holmes Master Issuer, FRN 15oct2054, A5 (2010)   GBP 10/15/2054 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Holmes Master Issuer, FRN 15oct2054, GBP (ABS)   GBP 10/15/2054 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Holmes Master Issuer, FRN 15oct2054, GBP (ABS)   GBP 10/15/2054 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
HSBC, 0% 10mar2021, GBP (1827D)   GBP 03/10/2021 04/25/2017 ***.** * 04/25/2017 ***.** *
HSBC, 0% 13sep2017, USD (548D)   USD 09/13/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
HSBC, 0% 18may2017, EUR (365D)   EUR 05/18/2017 04/25/2017 **.** *.** 04/25/2017 ***.** -*.**
HSBC, 0% 18may2017, USD (365D)   USD 05/18/2017 04/25/2017 **.** **.** 04/25/2017 ***.** -*.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 04/25/2017 **.**** *.** 04/25/2017 **.**** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 04/25/2017 **.**** *.** 04/25/2017 **.**** *.**
HSBC, 0% 4may2017, USD (0D)   USD 05/04/2017 04/25/2017 **.** **.** 04/25/2017 **.** **.**
HSBC, 0% 5may2017, GBP (365D)   GBP 05/05/2017 04/25/2017 **.** **.** 04/25/2017 **.** *.*
HSBC, 1.5% 15may2018, USD   USD 05/15/2018 04/25/2017 **.** *.** 04/25/2017 **.** *.**
HSBC, 10.176% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 *** *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
HSBC, 3.125% 15nov2017, EUR   EUR 11/15/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.*** -*.**
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC, 4.75% 19jan2021, USD   USD 01/19/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
HSBC, 4.875% 30may2017, EUR   EUR 05/30/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
HSBC, 5.25% perp., EUR   EUR 04/25/2017 ***.** * 04/25/2017 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 04/25/2017 *** * 04/25/2017 ***.* *
HSBC, 5.625% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 04/25/2017 *** *.** 04/25/2017 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 04/25/2017 ***.**** * 04/25/2017 ***.**** *
HSBC, 5.844% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
HSBC, 5.862% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
HSBC, 6.25% 19mar2018, EUR   EUR 03/19/2018 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC, 6.375% 18oct2022, GBP   GBP 10/18/2022 04/25/2017 ***.** * 04/25/2017 ***.* *
HSBC, 6.375% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.*** *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
HSBC, 7.35% 27nov2032, USD   USD 11/27/2032 04/25/2017 ***.*** *.* 04/25/2017 ***.*** *.**
HSBC, 7.625% 17may2032, USD   USD 05/17/2032 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.*
HSBC, FRN 11feb2021, USD   USD 02/11/2021 04/25/2017 ***.**** * 04/25/2017 ***.**** *
HSBC, FRN 20mar2023 (Step Up)   GBP 03/20/2023 04/25/2017 ***.* * 04/25/2017 ***.** *
HSBC, FRN 21dec2018, EUR   EUR 12/21/2018 04/25/2017 ***.* * 04/25/2017 ***.** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 04/25/2017 ***.** * 04/25/2017 ***.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 04/25/2017 **.** *.** 04/25/2017 **.* *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 04/25/2017 ***.** * 04/25/2017 ***.** *
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 04/25/2017 ***.** * 04/25/2017 *** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 04/25/2017 ***.* *.* 04/25/2017 ***.* *.**
HSBC Holdings plc, 6% perp., EUR   EUR 04/25/2017 ***.*** * 04/25/2017 ***.*** *
HSBC Holdings plc, 6.375% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.*** *
HSBC Holdings plc, 6.875% perp., USD   USD 04/25/2017 ***.*** * 04/25/2017 ***.** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 04/25/2017 ***.** * 04/25/2017 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 04/25/2017 ***.** * 04/25/2017 ***.** *
HSS Hire, 6.75% 1aug2019, GBP   GBP 08/01/2019 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 04/25/2017 ***.*** * 04/25/2017 ***.**** *.*
ICICI Bank UK PLC, 2.5% 29sep2017, SGD   SGD 09/29/2017 04/25/2017 ***.*** *.* 04/25/2017 ***.*** *.**
Iglo Foods, FRN 15jun2020, EUR   EUR 06/15/2020 04/25/2017 ***.* * 04/25/2017 ***.* *
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 04/25/2017 **.** *.** 04/25/2017 **.* *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Imperial Brands, 2.05% 20jul2018, USD   USD 07/20/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 04/25/2017 ***.** *.* 04/25/2017 ***.** *.*
Imperial Brands, FRN 11feb2018   USD 02/11/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Imperial Brands, FRN 11feb2023   USD 02/11/2023 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
Imperial Brands, FRN 15mar2024   GBP 03/15/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Imperial Brands, FRN 17feb2022   GBP 02/17/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Imperial Brands, FRN 28sep2026   GBP 09/28/2026 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Imperial Brands, FRN 2dec2019   EUR 12/02/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Imperial Brands, FRN 4dec2018   GBP 12/04/2018 04/25/2017 ***.** *.** 04/25/2017 ***.* *.*
Imperial Brands, FRN 5jul2018   EUR 07/05/2018 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Inovyn Finance, 6.25% 15may2021, EUR   EUR 05/15/2021 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 04/25/2017 **.** **.** 04/25/2017 **.* *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 04/25/2017 **.** **.** 04/25/2017 **.** **.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 04/25/2017 **.** *.** 04/25/2017 ** *.**
Interoute Group, 7.375% 15oct2020, EUR   EUR 10/15/2020 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 04/25/2017 ***.* *.** 04/25/2017 ***.** -*.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 04/25/2017 **.* *.** 04/25/2017 **.* *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Investec Bank Plc, 4.2% 10dec2025, GBP (ABS)   GBP 12/10/2025 04/25/2017 **.** * 04/25/2017 ***.** *
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Investec Bank Plc, 5.125% 4jun2050, GBP (ABS)   GBP 06/04/2050 04/25/2017 **.** * 04/25/2017 **.** *
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 04/25/2017 ***.** * 04/25/2017 *** *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 04/25/2017 ***.** * 04/25/2017 ***.** *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 04/25/2017 ***.* -*.** 04/25/2017 ***.** -*.**
J Sainsbury, 6.5% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.* *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 04/25/2017 **.*** *.** 04/25/2017 **.** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 04/25/2017 ***.** *.* 04/25/2017 ***.* *.*
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 04/25/2017 ***.* *.** 04/25/2017 *** *.**
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 04/25/2017 ** **.** 04/25/2017 **.* **.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 04/25/2017 *** *.** 04/25/2017 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Ladbrokes, 5.125% 8sep2023, GBP   GBP 09/08/2023 04/25/2017 *** *.* 04/25/2017 ***.* *.**
Lake Bridge International, 8% 2020, GBP (ABS)   GBP 07/23/2020 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
Lanark Master Issuer, FRN 22dec2054, GBP (ABS)   GBP 12/22/2054 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 09/29/2025 04/25/2017 ***.** * 04/25/2017 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.*** -*.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Leeds Building Society, FRN 9feb2018, GBP (ABS)   GBP 02/09/2018 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Leeds Permanent Building Society, 10.5% 16feb2018, GBP   GBP 02/16/2018 04/25/2017 ***.**** *.** 04/25/2017 ***.** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 04/25/2017 ***.** * 04/25/2017 ***.** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 04/25/2017 *** * 04/25/2017 ***.* *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Legal & General Group, 5.875% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Legal & General Group, 6.385% perp., GBP   GBP 04/25/2017 **.** * 04/25/2017 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 04/25/2017 ***.** * 04/25/2017 ***.** *
Liberty Global, 6.375% 15sep2022, EUR   EUR 09/15/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Liberty Global, 6.75% 15mar2023, EUR   EUR 03/15/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Liverpool Victoria Friendly Society, FRN 22may2043   GBP 05/22/2043 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 04/25/2017 ***.**** -*.** 04/25/2017 ***.**** -*.**
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 04/25/2017 ***.**** -*.** 04/25/2017 ***.**** -*.*
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 07/22/2020 04/25/2017 ***.* -*.** 04/25/2017 ***.** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 04/25/2017 ***.*** *.* 04/25/2017 ***.*** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 04/25/2017 ***.*** *.* 04/25/2017 ***.** *.*
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 1.5% 2may2017, GBP   GBP 05/02/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 1.75% 14may2018, USD   USD 05/14/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 1.75% 16mar2018, USD   USD 03/16/2018 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 03/31/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.*
Lloyds Bank, 12% perp., USD   USD 04/25/2017 ***.* * 04/25/2017 ***.* *
Lloyds Bank, 13% perp., EUR   EUR 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, 13% perp., GBP   GBP 04/25/2017 *** * 04/25/2017 *** *
Lloyds Bank, 2% 17aug2018, USD   USD 08/17/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 04/25/2017 ***.* *.* 04/25/2017 ***.* *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 3.1% 28aug2018, AUD   AUD 08/28/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 4% 25jun2018, EUR   EUR 06/25/2018 04/25/2017 ***.*** -*.** 04/25/2017 ***.** -*.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.*** -*.**
Lloyds Bank, 4.125% 5jun2018, NZD   NZD 06/05/2018 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Lloyds Bank, 4.385% perp., EUR   EUR 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 04/25/2017 ***.** -* 04/25/2017 ***.** -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 6% 8feb2029, GBP   GBP 02/08/2029 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Bank, 7.5% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 04/25/2017 ***.** *.** 04/25/2017 ***.* *.*
Lloyds Bank, 8% perp., GBP   GBP 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, FRN 12feb2024 (Step Up)   EUR 02/12/2024 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, FRN 14jan2019, GBP   GBP 01/14/2019 04/25/2017 **.** * 04/25/2017 ***.** *
Lloyds Bank, FRN 14may2018, USD   USD 05/14/2018 04/25/2017 **.** * 04/25/2017 ***.** *
Lloyds Bank, FRN 16jan2020, GBP   GBP 01/16/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, FRN 16mar2018, USD   USD 03/16/2018 04/25/2017 ***.* * 04/25/2017 ***.** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, FRN 19jan2018, GBP (ABS)   GBP 01/19/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, FRN 21aug2017, EUR   EUR 08/21/2017 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 04/25/2017 **.**** * 04/25/2017 **.**** *
Lloyds Bank, FRN 4dec2020, EUR   EUR 12/04/2020 04/25/2017 **.* * 04/25/2017 **.** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 04/25/2017 ***.*** *.* 04/25/2017 ***.** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 04/25/2017 **.** *.* 04/25/2017 **.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Lloyds Banking Group, 6.367% perp., GBP   GBP 04/25/2017 ** * 04/25/2017 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 04/25/2017 ***.** * 04/25/2017 ***.** *
Lloyds Banking Group, 7% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.*** *
Lloyds Banking Group, FRN perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.* *
Lloyds Banking Group, FRN perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP (ABS)   GBP 12/05/2033 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP (ABS)   GBP 01/27/2040 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 04/25/2017 ***.** * 04/25/2017 ***.** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 04/25/2017 ***.* *.** 04/25/2017 *** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Marks&Spencer, 6.25% 1dec2017, USD   USD 12/01/2017 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 04/25/2017 **.* * 04/25/2017 **.**** *
Marstons Issuer, FRN 15jul2032 (Step Up)   GBP 07/15/2032 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Marstons Issuer, FRN 15jul2035 (Step Up)   GBP 07/15/2035 04/25/2017 **.**** * 04/25/2017 **.**** *
Marstons Issuer, FRN 15oct2027 (Step Up)   GBP 10/15/2027 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Matalan Finance, 6.875% 1jun2019, GBP   GBP 06/01/2019 04/25/2017 **.** **.** 04/25/2017 **.** **.**
Matalan Finance, 8.875% 1jun2020, GBP   GBP 06/01/2020 04/25/2017 **.** **.** 04/25/2017 **.** **.*
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 01/12/2032 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 01/12/2032 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.**
MEIF Renewable Energy UK, 6.75% 1feb2020, GBP   GBP 02/01/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Merseylink, 3.842% 31mar2043, GBP   GBP 03/31/2043 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Moat Homes Finance, 5% 23sep2041, GBP (ABS)   GBP 09/23/2041 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Mondi, 1.5% 15apr2024, EUR   EUR 04/15/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Mondi, 3.375% 28sep2020, EUR   EUR 09/28/2020 04/25/2017 ***.*** *.* 04/25/2017 ***.*** *.**
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Motability Operations, 3.75% 29nov2017, EUR   EUR 11/29/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 04/25/2017 ***.* *.* 04/25/2017 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Moy Park, 6.25% 29may2021, GBP   GBP 05/29/2021 04/25/2017 *** *.** 04/25/2017 *** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
National Grid, 1.875% 6aug2018, GBP   GBP 08/06/2018 04/25/2017 **.* *.** 04/25/2017 ***.** -*.**
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
National Grid, 5% 2jul2018, EUR   EUR 07/02/2018 04/25/2017 ***.*** -*.** 04/25/2017 ***.** -*.**
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
National Grid, FRN 06oct2021   GBP 10/06/2021 04/25/2017 ***.* * 04/25/2017 ***.* *
National Grid, FRN 18jun2073 (Step Up)   GBP 06/18/2073 04/25/2017 ***.* * 04/25/2017 ***.* *
National Grid, FRN 18jun2076 (Step Up)   EUR 06/18/2076 04/25/2017 ***.** * 04/25/2017 ***.* *
National Grid Electricity Transmission, 2.983% 8jul2018, GBP   GBP 07/08/2018 04/25/2017 ***.*** * 04/25/2017 ***.*** *
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
National Grid Electricity Transmission, 7.375% 13jan2031, GBP   GBP 01/13/2031 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 04/25/2017 ***.*** * 04/25/2017 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 04/25/2017 **.** *.** 04/25/2017 **.* *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 04/25/2017 **.** *.** 04/25/2017 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 04/25/2017 **.** *.** 04/25/2017 **.** *.**
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 04/25/2017 **.** *.** 04/25/2017 **.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 04/25/2017 **.** *.** 04/25/2017 **.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 04/25/2017 ***.** * 04/25/2017 ***.* *
National Grid Gas, 6% 13may2038, GBP   GBP 05/13/2038 04/25/2017 *** *.** 04/25/2017 ***.** *.**
National Grid Gas, 6% 7jun2017, GBP   GBP 06/07/2017 04/25/2017 **.** **.** 04/25/2017 ***.** -**.**
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
National Grid Gas, 8.75% 27jun2025, GBP   GBP 06/27/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
National Westminster Bank, 11.5% perp., GBP   GBP 04/25/2017 *** * 04/25/2017 *** *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
National Westminster Bank, FRN perp.   EUR 04/25/2017 **.*** * 04/25/2017 **.** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 07/30/2020 04/25/2017 ***.* -*.** 04/25/2017 ***.** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 04/25/2017 **.** *.** 04/25/2017 *** *.*
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 03/25/2027 04/25/2017 **.*** *.** 04/25/2017 **.** *.**
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 10/29/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR (ABS)   EUR 06/05/2034 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 04/25/2017 **.**** *.** 04/25/2017 **.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 04/25/2017 **.* *.** 04/25/2017 **.* *.**
Nationwide Building Society, 4.125% 20mar2023, EUR   EUR 03/20/2023 04/25/2017 ***.** * 04/25/2017 ***.** *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 02/28/2022 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 02/08/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 01/28/2026 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 6.024% perp., GBP   GBP 04/25/2017 ** * 04/25/2017 *** *
Nationwide Building Society, 6.25% 25feb2020, USD   USD 02/25/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.* *
Nationwide Building Society, 8.625% 29mar2018, GBP   GBP 03/29/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Nationwide Building Society, FRN 17jul2017, GBP   GBP 07/17/2017 04/25/2017 **.** * 04/25/2017 ***.** *
Nationwide Building Society, FRN 23mar2018, EUR   EUR 03/23/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 04/25/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
Nationwide Building Society, FRN 27apr2018, GBP (ABS)   GBP 04/27/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
NATS (En Route), 5.25% 31mar2026, GBP (ABS)   GBP 03/31/2026 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Network Rail Infrastructure Finance, 0.75% 3oct2017, USD   USD 10/03/2017 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Network Rail Infrastructure Finance, 0.875% 15may2018, USD   USD 05/15/2018 04/25/2017 **.** *.* 04/25/2017 **.** *.**
Network Rail Infrastructure Finance, 1% 7dec2017, GBP   GBP 12/07/2017 04/25/2017 **.** *.** 04/25/2017 *** -*.**
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 04/25/2017 ***.** * 04/25/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 04/25/2017 ***.** * 04/25/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
New look finance, 6.5% 1jul2022, GBP (ABS)   GBP 07/01/2022 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 04/25/2017 **.* **.** 04/25/2017 **.**** **.**
New look finance, FRN 1jul2022, EUR (ABS)   EUR 07/01/2022 04/25/2017 **.** * 04/25/2017 **.** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 04/25/2017 ***.** *.** 04/25/2017 *** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 05/04/2035 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 09/18/2018 04/25/2017 ***.* *.** 04/25/2017 ***.* *
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Northumbrian Water, 6% 11oct2017, GBP   GBP 10/11/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Notting Hill Housing Trust, 3.75% 20dec2032, GBP (ABS)   GBP 12/20/2032 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP (ABS)   GBP 07/07/2042 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
NYSE Euronext, 2% 5oct2017, USD   USD 10/05/2017 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Old Mutual, 8% 3jun2021, GBP   GBP 06/03/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
OM Asset Managment, 4.8% 27jul2026, USD   USD 07/27/2026 04/25/2017 **.*** *.** 04/25/2017 ***.*** *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 04/25/2017 ***.* *.* 04/25/2017 *** *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 04/25/2017 ***.** * 04/25/2017 ***.** *
Paragon Mortgages, FRN 15apr2035, EUR (ABS)   EUR 04/15/2035 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15apr2035, GBP (ABS)   GBP 04/15/2035 04/25/2017 **.*** * 04/25/2017 **.*** *
Paragon Mortgages, FRN 15apr2044, GBP (ABS)   GBP 04/15/2044 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 04/25/2017 **.** * 04/25/2017 **.** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 04/25/2017 **.** * 04/25/2017 **.** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 04/25/2017 **.*** * 04/25/2017 **.*** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 04/25/2017 **.**** * 04/25/2017 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 04/25/2017 **.*** * 04/25/2017 **.*** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Peabody Capital, 4.625% 12dec2053, GBP   GBP 12/12/2053 04/25/2017 ***.*** *.* 04/25/2017 ***.**** *.*
Peabody Capital, 5.25% 17mar2043, GBP (ABS)   GBP 03/17/2043 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 04/25/2017 ***.* *.** 04/25/2017 ***.* *.*
Phoenix Group, 5.5% 10jul2017, GBP   GBP 07/10/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Places for People Homes, 1% 31jan2022, GBP   GBP 01/31/2022 04/25/2017 ***.** * 04/25/2017 ***.** *
Places for People Homes, 4.25% 15dec2023, GBP   GBP 12/15/2023 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
Places for People Homes, 5.09% 31jul2043, GBP   GBP 07/31/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.**** *.**
Places for People Homes, 5.875% 23may2031, GBP   GBP 05/23/2031 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Places for People Homes, 6.625% 30sep2038, GBP   GBP 09/30/2038 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 04/25/2017 ***.** *.** 04/25/2017 *** *.**
Preferred Residential Securities, FRN 15dec2041, GBP (ABS)   GBP 12/15/2041 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Preferred Residential Securities, FRN 15dec2042, EUR (ABS)   EUR 12/15/2042 04/25/2017 **.**** * 04/25/2017 **.**** *
Premier Foods Investments, 6.5% 15mar2021, GBP   GBP 03/15/2021 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Premier Foods Investments, FRN 15mar2020, GBP   GBP 03/16/2020 04/25/2017 **.** * 04/25/2017 ***.*** *
Premier Oil, 2.5% 27jul2018, USD (Conv.)   USD 07/27/2018 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
Premier Oil, 5% 11dec2020, GBP   GBP 12/11/2020 04/25/2017 **.* *.** 04/25/2017 **.* *.**
Premier Transmission, 5.202% 31mar2030, GBP (ABS)   GBP 03/31/2030 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 04/25/2017 ***.* *.** 04/25/2017 *** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Provident Financial, 7% 4oct2017, GBP   GBP 10/04/2017 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Provident Financial, FRN 4mar2018, GBP   GBP 03/04/2018 04/25/2017 **.**** * 04/25/2017 **.**** *
Prudential, 1.375% 19jan2018, GBP   GBP 01/19/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 04/25/2017 ***.** * 04/25/2017 ***.** *
Prudential, 4.375% perp., USD   USD 04/25/2017 **.*** * 04/25/2017 **.** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 04/25/2017 ***.* * 04/25/2017 ***.** *
Prudential, 5.25% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.*** *
Prudential, 5.25% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Prudential, 6.5% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.*** *
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Prudential, 7.75% perp., USD   USD 04/25/2017 ***.* * 04/25/2017 *** *
Prudential, FRN 19dec2063 (Step-up)   GBP 12/19/2063 04/25/2017 ***.* * 04/25/2017 ***.* *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Punch Taverns Finance, FRN 15oct2017, GBP (ABS)   GBP 10/15/2027 04/25/2017 **.**** * 04/25/2017 ***.**** *
Quadrant Housing Finance, 4.94% 10feb2033, GBP (ABS)   GBP 02/10/2033 04/25/2017 ***.*** *.** 04/25/2017 ***.**** *.**
RAC Bond, 4.565% 6may2023, GBP   GBP 05/06/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RAC Bond, 4.87% 6may2026, GBP   GBP 05/06/2026 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 04/25/2017 ***.** * 04/25/2017 ***.* *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 04/25/2017 ***.*** * 04/25/2017 ***.** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 10/19/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *
RBS, 4.125% 15jan2018, EUR (ABS)   EUR 01/15/2018 04/25/2017 ***.*** -*.** 04/25/2017 ***.*** -*.**
RBS, 4.5% 30nov2020, EUR   EUR 11/30/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
RBS, 4.65% 4jun2018, USD   USD 06/04/2018 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.*
RBS, 4.7% 3jul2018, USD   USD 07/03/2018 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 01/13/2024 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
RBS, 5.125% 28may2024, USD   USD 05/28/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
RBS, 5.5% perp., EUR   EUR 04/25/2017 **.** * 04/25/2017 **.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
RBS, 5.65% 18oct2017, NOK   NOK 10/18/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 6% 17may2017, GBP   GBP 05/17/2017 04/25/2017 **.** **.** 04/25/2017 ***.** -**.**
RBS, 6% 19dec2023, USD   USD 12/19/2023 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
RBS, 6.50% 30sep2017, EUR   EUR 09/30/2017 04/25/2017 **.** * 04/25/2017 ***.** *
RBS, 6.625% 17sep2018, GBP   GBP 09/17/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 6.934% 9apr2018, EUR   EUR 04/09/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 6.99% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.* *
RBS, 7.092% perp., EUR   EUR 04/25/2017 **.** * 04/25/2017 **.* *
RBS, 7.375% perp., GBP   GBP 04/25/2017 **.*** * 04/25/2017 **.*** *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS, 7.5% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
RBS, 7.64% perp., USD   USD 04/25/2017 **.** * 04/25/2017 **.** *
RBS, 7.648% perp., USD   USD 04/25/2017 *** * 04/25/2017 *** *
RBS, 8% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
RBS, 9.5% perp., GBP   GBP 04/25/2017 ***.* * 04/25/2017 ***.* *
RBS, FRN 14jun2022, EUR   EUR 06/14/2022 04/25/2017 **.* * 04/25/2017 **.** *
RBS, FRN 23oct2017, EUR   EUR 10/23/2017 04/25/2017 **.** * 04/25/2017 **.** *
RBS Group PLC, 3.87% 12sep2023, USD   USD 09/12/2023 04/25/2017 **.** *.** 04/25/2017 **.** *.**
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RBS Group PLC, 8.625% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.*** *
RELX, 0.375% 22mar2021, EUR   EUR 03/22/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RELX, 1% 22mar2024, EUR   EUR 03/22/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
RELX, 2.5% 24sep2020, EUR (ABS)   EUR 09/24/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
RELX, FRN 20may2017, EUR   EUR 05/20/2017 04/25/2017 ***.** * 04/25/2017 ***.** *
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RELX (Investments), 7% 11dec2017, GBP   GBP 12/11/2017 04/25/2017 ***.** * 04/25/2017 ***.* *.**
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 03/30/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 04/30/2025 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rio Tinto, 2.875% 21aug2022, USD   USD 08/21/2022 04/25/2017 ***.** *.* 04/25/2017 ***.*** *.**
Rio Tinto, 3.5% 22mar2022, USD   USD 03/22/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rio Tinto, 3.5% 2nov2020, USD   USD 11/02/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rio Tinto, 3.75% 20sep2021, USD   USD 09/20/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rio Tinto, 4.125% 20may2021, USD   USD 05/20/2021 04/25/2017 ***.** *.* 04/25/2017 ***.*** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 04/25/2017 **.*** *.** 04/25/2017 **.** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Rio Tinto, 9% 1may2019, USD   USD 05/01/2019 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Riverside Group, 3.875% 5dec2044, GBP (ABS)   GBP 12/05/2044 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
RMAC, FRN 12dec2036, GBP (ABS)   GBP 12/12/2036 04/25/2017 **.**** * 04/25/2017 **.**** *
RMAC, FRN 12jun2037, EUR (ABS)   EUR 06/12/2037 04/25/2017 **.**** * 04/25/2017 **.**** *
RMAC, FRN 12jun2037, GBP (ABS)   GBP 06/12/2037 04/25/2017 **.**** * 04/25/2017 **.**** *
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rolls-Royce Holdings, 2.375% 14oct2020, USD   USD 10/14/2020 04/25/2017 **.** *.** 04/25/2017 ***.* *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Rothschild, 9% perp., GBP   GBP 04/25/2017 ***.* * 04/25/2017 *** *
Rothschild, FRN perp., EUR   EUR 04/25/2017 **.* * 04/25/2017 **.** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 04/25/2017 **.*** *.** 04/25/2017 **.** *.*
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, 1.125% 21aug2017, USD   USD 08/21/2017 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Royal Dutch Shell, 1.25% 10nov2017, USD   USD 11/10/2017 04/25/2017 **.** *.** 04/25/2017 **.* *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 04/25/2017 **.*** *.** 04/25/2017 **.** *.*
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 04/25/2017 **.*** *.** 04/25/2017 **.*** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 08/10/2018 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 04/25/2017 **.*** *.* 04/25/2017 **.*** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, 4.375% 14may2018, EUR   EUR 05/14/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 04/25/2017 ***.** *.* 04/25/2017 ***.*** *.**
Royal Dutch Shell, 4.625% 22may2017, EUR   EUR 05/22/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Royal Dutch Shell, FRN 10may2017, USD   USD 05/10/2017 04/25/2017 **.** * 04/25/2017 ***.** *
Royal Dutch Shell, FRN 10nov2018, USD   USD 11/10/2018 04/25/2017 ***.** * 04/25/2017 ***.** *
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 04/25/2017 *** *.** 04/25/2017 ***.* *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 04/25/2017 ***.** * 04/25/2017 ***.** *
RSA Insurance Group, 6.701% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
RSA Insurance Group, FRN 20may2039   GBP 05/20/2039 04/25/2017 ***.** * 04/25/2017 ***.** *
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Sanctuary Capital, 5% 26apr2047, GBP (ABS)   GBP 04/26/2047 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 04/25/2017 ***.* *.** 04/25/2017 ***.*** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 04/25/2017 ***.* *.** 04/25/2017 *** *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Santander UK Group Holdings, 5.625% 15sep2045, USD   USD 09/15/2045 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 04/25/2017 ***.* * 04/25/2017 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 04/25/2017 ***.** *.** 04/25/2017 *** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 04/25/2017 ***.** * 04/25/2017 ***.*** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.* *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 10/01/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Scottish & Southern Energy (SSE), 5.625% perp., EUR   EUR 04/25/2017 ***.** * 04/25/2017 ***.** *
Scottish & Southern Energy (SSE), 5.625% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
SeaDrill, 5.625% 15sep2017, USD   USD 09/15/2017 04/25/2017 ** ****.** 04/25/2017 ** ***.**
SeaDrill, 6.125% 15sep2020, USD   USD 09/15/2020 04/25/2017 **.* **.** 04/25/2017 **.* **.**
Segro, 5.5% 20jun2018, GBP   GBP 06/20/2018 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Segro, 5.625% 7dec2020, GBP   GBP 12/07/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Segro, 6% 30sep2019, GBP   GBP 09/30/2019 04/25/2017 ***.** *.** 04/25/2017 ***.* -*.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 04/25/2017 ***.** * 04/25/2017 ***.** *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Severn Trent, 6% 22jan2018, GBP   GBP 01/22/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 04/25/2017 ***.** *.** 04/25/2017 *** *.*
Shanks Group, 4.23% 2019, EUR   EUR 07/30/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Sigma Finance Corp, 1.75% 21sep2011, CHF   CHF 09/21/2011 04/25/2017 *.** * 04/25/2017 *.* *
Sigma Finance Corp, 2.375% 29jul2009, CHF (ABS)   CHF 07/29/2009 04/25/2017 *.** * 04/25/2017 *.* *
Sigma Finance Corp, FRN 6feb2009, CHF (ABS)   CHF 02/06/2009 04/25/2017 *.** * 04/25/2017 *.** *
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Silverstone Master Issuer, FRN 21jan2055, GBP (ABS)   GBP 01/21/2055 04/25/2017 ***.**** * 04/25/2017 ***.**** *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 04/25/2017 ***.* *.** 04/25/2017 *** *.*
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Sky plc, 3.75% 16sep2024, USD   USD 09/16/2024 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
Sky plc, 5.75% 20oct2017, GBP   GBP 10/20/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Smiths Group, 4.125% 5may2017, EUR   EUR 05/05/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 04/25/2017 ***.** * 04/25/2017 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 04/25/2017 ***.** * 04/25/2017 ***.** *
Society of Lloyds, 7.421% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 04/25/2017 **.* *.** 04/25/2017 ***.** *.*
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 04/25/2017 ***.* *.** 04/25/2017 ***.**** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 04/25/2017 ***.*** *.** 04/25/2017 ***.**** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 04/25/2017 ***.* *.* 04/25/2017 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Southern Gas Networks, 5.125% 2nov2018, GBP   GBP 11/02/2018 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 04/25/2017 **.**** * 04/25/2017 **.**** *
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 04/25/2017 **.**** * 04/25/2017 **.**** *
Southern Pacific Securities, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 04/25/2017 **.**** * 04/25/2017 **.**** *
Southern Water Services, 4.5% 31mar2038, GBP   GBP 03/31/2038 04/25/2017 ***.** * 04/25/2017 ***.** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP (ABS)   GBP 06/01/2043 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP (ABS)   GBP 09/10/2039 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 04/25/2017 ***.** * 04/25/2017 ***.* *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 04/25/2017 ***.** * 04/25/2017 ***.** *
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 04/25/2017 **.** *.** 04/25/2017 **.** *.**
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 11/07/2019 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Standard Chartered Bank, 1.5% 8sep2017, USD   USD 09/08/2017 04/25/2017 **.** * 04/25/2017 **.** *.**
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 04/25/2017 **.* *.** 04/25/2017 **.*** *.**
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 04/25/2017 **.** *.** 04/25/2017 ***.** *.*
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Standard Chartered Bank, 4.1% 23may2018, CNY   CNY 05/23/2018 04/25/2017 **.** *.** 04/25/2017 *** *.**
Standard Chartered Bank, 4.25% 9may2018, CNY   CNY 05/09/2018 04/25/2017 **.** *.** 04/25/2017 ***.** *
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 04/25/2017 **.*** *.** 04/25/2017 **.** *.**
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 04/25/2017 **.** *.** 04/25/2017 ***.*** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.*
Standard Chartered Bank, 5.25% 10apr2023, SGD   SGD 04/10/2023 04/25/2017 ***.** * 04/25/2017 ***.*** *
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Standard Chartered Bank, 6.4% 26sep2017, USD   USD 09/26/2017 04/25/2017 ***.*** *.* 04/25/2017 ***.** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.*** *
Standard Chartered Bank, 7.75% perp., USD (Conv.)   USD 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Standard Chartered Plc, 1.7% 17apr2018, USD   USD 04/17/2018 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Standard Chartered Plc, 1.75% 29oct2017, EUR   EUR 10/29/2017 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 04/25/2017 **.** *.** 04/25/2017 **.* *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 04/25/2017 **.** *.* 04/25/2017 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 04/25/2017 ***.** * 04/25/2017 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 04/25/2017 ***.** *.** 04/25/2017 *** *.**
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 01/23/2026 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.*
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 04/25/2017 **.*** *.** 04/25/2017 ***.*** *.*
Standard Chartered Plc, 5.375% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 04/25/2017 ***.*** *.** 04/25/2017 ***.* *.**
Standard Chartered Plc, 5.875% 26sep2017, EUR   EUR 09/26/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
Standard Chartered Plc, 6.409% perp., USD   USD 04/25/2017 **.*** * 04/25/2017 **.** *
Standard Chartered Plc, 6.5% perp., USD   USD 04/25/2017 ***.*** * 04/25/2017 ***.*** *
Standard Chartered Plc, 7.014% perp., USD   USD 04/25/2017 ***.** * 04/25/2017 ***.** *
Standard Chartered Plc, 7.75% 3apr2018, GBP   GBP 04/03/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Standard Chartered Plc, FRN 12jul2022 (STEP-UP)   USD 07/12/2022 04/25/2017 ***.*** * 04/25/2017 ***.** *
Standard Chartered Plc, FRN 13jun2017, EUR   EUR 06/13/2017 04/25/2017 ***.** * 04/25/2017 ***.** *
Standard Chartered Plc, FRN 17apr2018, USD   USD 04/17/2018 04/25/2017 **.**** * 04/25/2017 ***.**** *
Standard Chartered Plc, FRN perp., USD   USD 04/25/2017 ** * 04/25/2017 ** *
Standard Chartered Plc, FRN perp., USD   USD 04/25/2017 ** * 04/25/2017 ** *
Standard Life, 5.5% 4dec2042, GBP   GBP 12/04/2042 04/25/2017 ***.* * 04/25/2017 ***.* *
Standard Life, 6.546% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Standard Life, 6.75% perp., GBP   GBP 04/25/2017 *** * 04/25/2017 ***.* *
State Bank of India (London), FRN 6apr2020, USD   USD 04/06/2020 04/25/2017 **.** * 04/25/2017 ***.** *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP (ABS)   GBP 09/26/2026 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Stretford 79, 6.25% 15jul2021, GBP   GBP 07/15/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Stretford 79, 6.75% 15jul2024, GBP   GBP 07/15/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Stretford 79, FRN 15jul2020, GBP   GBP 07/15/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
Sutton and East Surrey Water, 2.874% 31may2031, GBP (ABS)   GBP 05/31/2031 04/25/2017 ***.**** * 04/25/2017 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Swan Housing Group, 3.625% 5mar2048, GBP (ABS)   GBP 03/05/2048 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *
T.H.F.C, 5.125% 21dec2037, GBP (ABS)   GBP 12/21/2035 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
T.H.F.C, 6.35% 8jul2041, GBP (ABS)   GBP 07/08/2039 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 04/25/2017 ***.*** *.** 04/25/2017 ***.* *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2031 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Telereal, 5.3887% 10dec2031, GBP (ABS)   GBP 12/10/2031 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Telereal, 5.4252% 10dec2031, GBP (ABS)   GBP 12/10/2031 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, 1% 16dec2019, GBP   GBP 12/16/2019 04/25/2017 ***.** -*.** 04/25/2017 ***.* -*.**
Tesco, 1.25% 13nov2017, EUR   EUR 11/13/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, 1.375% 1jul2019, EUR   EUR 07/01/2019 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 04/25/2017 *** -*.** 04/25/2017 *** -*.**
Tesco, 3.375% 2nov2018, EUR   EUR 11/02/2018 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 04/25/2017 **.** *.** 04/25/2017 **.* *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 04/25/2017 ***.** *.** 04/25/2017 *** *.**
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, 5.2% 24aug2018, GBP   GBP 08/24/2018 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 04/25/2017 **.* *.** 04/25/2017 **.** *.*
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, 6.125% 24feb2022, GBP   GBP 02/24/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Tesco, FRN 24mar2036, GBP   GBP 03/24/2036 04/25/2017 *** * 04/25/2017 *** *
Thames Water, 3.5% 25feb2028, GBP   GBP 02/25/2028 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Thames Water, 4% 19jun2025, GBP   GBP 06/19/2025 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Thames Water, 4.625% 4jun2046, GBP (ABS)   GBP 06/04/2046 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 09/28/2037 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Thames Water, 5.5% 11feb2041, GBP   GBP 02/11/2041 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 04/25/2017 ***.** * 04/25/2017 ***.** *
Thames Water, 5.875% 15jul2022, GBP (ABS)   GBP 07/15/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
Thames Water, 6.5% 9feb2032, GBP   GBP 02/09/2032 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Thames Water, 6.75% 16nov2028, GBP   GBP 11/16/2028 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Thames Water, 7.75% 1apr2019, GBP (ABS)   GBP 04/01/2019 04/25/2017 ***.* *.** 04/25/2017 ***.** *.*
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 07/27/2035 04/25/2017 ***.**** *.** 04/25/2017 ***.*** *.**
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Thomas Cook Group, 6.75% 15jun2021, EUR   EUR 06/15/2021 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Thomson Reuters, 1.65% 29sep2017, USD   USD 09/29/2017 04/25/2017 **.** *.** 04/25/2017 ***.*** *.**
Thomson Reuters, 3.85% 29sep2024, USD   USD 09/29/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 09/30/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 11/23/2023 04/25/2017 ***.*** *.* 04/25/2017 ***.*** *.**
Thomson Reuters, 4.5% 23may2043, USD   USD 05/23/2043 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Thomson Reuters, 4.7% 15oct2019, USD   USD 10/15/2019 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Thomson Reuters, 5.65% 23nov2043, USD   USD 11/23/2043 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Thomson Reuters, 6.5% 15jul2018, USD   USD 07/15/2018 04/25/2017 ***.*** * 04/25/2017 ***.*** *.**
Together Housing Finance, 4.5% 17dec2042, GBP (ABS)   GBP 12/17/2042 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
TP ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
TP ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 04/25/2017 *** *.** 04/25/2017 ***.** *.**
TP ICAP, FRN 31jul2018, GBP   GBP 07/31/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Transport for London, 1.25% 21nov2017, GBP   GBP 11/21/2017 04/25/2017 **.** *.** 04/25/2017 ***.** -*.**
Transport for London, 2.125% 24apr2025, GBP   GBP 04/24/2025 04/25/2017 ***.* *.* 04/25/2017 ***.** *.*
Transport for London, 2.25% 9aug2022, GBP   GBP 08/09/2022 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Transport for London, 2.474% 30apr2030, GBP   GBP 04/30/2030 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Transport for London, 3.625% 15may2045, GBP   GBP 05/15/2045 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Transport for London, 3.875% 23jul2042, GBP   GBP 07/23/2042 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Transport for London, 4% 12sep2033, GBP   GBP 09/12/2033 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Transport for London, 4% 7apr2064, GBP   GBP 04/07/2064 04/25/2017 ***.** *.* 04/25/2017 ***.**** *.**
Travelodge Hotels, 8.5% 15may2023, GBP   GBP 05/15/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 09/15/2021 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.**
Travis Perkins, 4.5% 7sep2023, GBP   GBP 09/07/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 05/26/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Trinity Acquisition, 3.5% 15sep2021, USD   USD 09/15/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Trinity Acquisition, 4.4% 15mar2026, USD   USD 03/15/2026 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
TSL Education, 6.75% 15jul2020, GBP   GBP 07/15/2020 04/25/2017 **.**** **.** 04/25/2017 **.** **.**
TSL Education, FRN 15jul2020, GBP   GBP 07/15/2020 04/25/2017 **.**** * 04/25/2017 **.**** *
Tullett Prebon plc, 5.25% 11jun2019, GBP   GBP 06/11/2019 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Tullow Oil, 6% 1nov2020, USD   USD 11/01/2020 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Tullow Oil, 6.25% 15apr2022, USD   USD 04/15/2022 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Twinkle Pizza, 6.625% 1aug2021, GBP   GBP 08/01/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 08/01/2022 04/25/2017 **.**** *.** 04/25/2017 **.**** *.**
UBS AG, London Branch, 0.5% 15may2018, EUR   EUR 05/15/2018 04/25/2017 ***.** -*.* 04/25/2017 ***.** -*.**
UBS AG, London Branch, 1.125% 30jun2020, EUR   EUR 06/30/2020 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
UBS AG, London Branch, 1.25% 3sep2021, EUR   EUR 09/03/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
UBS AG, London Branch, 3.5% 15sep2020, EUR   EUR 09/15/2020 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
UBS AG, London Branch, 3.50% 1apr2021, EUR   EUR 04/01/2021 04/25/2017 ***.** * 04/25/2017 ***.** *
UBS AG, London Branch, 3.875% 2dec2019, EUR (ABS)   EUR 12/02/2019 04/25/2017 ***.** -*.** 04/25/2017 ***.*** -*.**
UBS AG, London Branch, 4% 8apr2022, EUR (ABS)   EUR 04/08/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
UBS AG, London Branch, 6% 18apr2018, EUR   EUR 04/18/2018 04/25/2017 ***.** -*.* 04/25/2017 ***.** -*.**
UBS AG, London Branch, 6.625% 11apr2018, GBP   GBP 04/11/2018 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
UBS AG, London Branch, FRN 14aug2019, USD   USD 08/14/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
UBS AG, London Branch, FRN 15may2017, EUR   EUR 05/15/2017 04/25/2017 ***.** * 04/25/2017 ***.** *
UBS AG, London Branch, FRN 20apr2022, EUR   EUR 04/20/2022 04/25/2017 ***.** * 04/25/2017 ***.** *
UBS AG, London Branch, FRN 23nov2025, EUR   EUR 11/23/2025 04/25/2017 ***.** * 04/25/2017 ***.** *
UBS AG, London Branch, FRN 24nov2020, EUR   EUR 11/24/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
UK Department of Transport, 4.5% 7dec2028, GBP (ABS)   GBP 12/07/2028 04/25/2017 ***.** *.* 04/25/2017 ***.* *.**
UK Department of Transport, 4.5% 7dec2038, GBP   GBP 12/07/2038 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
UK Department of Transport, 5.234% 2may2035, GBP (ABS)   GBP 05/02/2035 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Unifund, 5.32% 7dec2047, GBP (ABS)   GBP 12/07/2047 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Unilever, 2% 19dec2018, GBP   GBP 12/19/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Unilever, 4.75% 16jun2017, GBP   GBP 06/16/2017 04/25/2017 ***.* *.** 04/25/2017 ***.* -*.**
UNITE (USAF) II PLC, 3.921% 30jun2025, GBP   GBP 06/30/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Unite Group, 3.374% 30jun2023, GBP (ABS)   GBP 06/30/2023 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Unite Group, 6.125% 12jun2020, GBP   GBP 06/12/2020 04/25/2017 *** *.** 04/25/2017 ***.** *.**
United Utilities, 5.625% 20dec2027, GBP   GBP 12/20/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
United Utilities, 6.875% 15aug2028, USD   USD 08/15/2028 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
United Utilities Water, 4.25% 24jan2020, EUR   EUR 01/24/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
United Utilities Water, 5% 28feb2035, GBP   GBP 02/28/2035 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
United Utilities Water, 5.375% 14may2018, GBP   GBP 05/14/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** -*.**
United Utilities Water, 5.75% 25mar2022, GBP   GBP 03/25/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Urenco, 2.25% 5aug2022, EUR   EUR 08/05/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Urenco, 2.375% 2dec2024, EUR   EUR 12/02/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Urenco, 2.5% 15feb2021, EUR   EUR 02/15/2021 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Urenco, 4% 5may2017, EUR   EUR 05/05/2017 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Virgin Media, 4.875% 15jan2027, GBP   GBP 01/15/2027 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Virgin Media, 5% 15apr2027, GBP   GBP 04/15/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Virgin Media, 5.125% 15jan2025, GBP   GBP 01/15/2025 04/25/2017 ***.*** *.** 04/25/2017 ***.* *.**
Virgin Media, 5.25% 15jan2026, USD   USD 01/15/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Virgin Media, 5.5% 15jan2021, GBP   GBP 01/15/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Virgin Media, 5.5% 15jan2025, GBP   GBP 01/15/2025 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Virgin Media, 5.5% 15jan2025, USD   USD 01/15/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Virgin Media, 5.5% 15sep2024, GBP   GBP 09/15/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Virgin Media, 6.25% 28mar2029, GBP   GBP 03/28/2029 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Virgin Media, 6.375% 15oct2024, GBP   GBP 10/15/2024 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Virgin Media Communications, 4.5% 15jan2025, EUR   EUR 01/15/2025 04/25/2017 ***.* *.** 04/25/2017 *** *.**
Virgin Media Communications, 5.125% 15feb2022, GBP   GBP 02/15/2022 04/25/2017 ** *.** 04/25/2017 *** *.**
Virgin Media Communications, 5.75% 15jan2025, USD   USD 01/15/2025 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Virgin Media Communications, 7% 15apr2023, GBP   GBP 04/15/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Virgin Media Secured Finance, 5.5% 15aug2026, USD   USD 08/15/2026 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Virgin Money, 2.25% 21apr2020, GBP   GBP 04/21/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Virgin Money, 7.875% perp., GBP   GBP 04/25/2017 ***.** * 04/25/2017 ***.** *
Viridian Group, 7.5% 1mar2020, EUR (ABS)   EUR 03/01/2020 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Vodafone Group, 0% 26nov2020, GBP (1827D)   GBP 11/26/2020 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Vodafone Group, 0.375% 22nov2021, EUR   EUR 11/22/2021 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Vodafone Group, 0.375% 3dec2024, CHF   CHF 12/03/2024 04/25/2017 **.* *.* 04/25/2017 ***.** *.*
Vodafone Group, 0.5% 19sep2031, CHF   CHF 09/19/2031 04/25/2017 **.* *.** 04/25/2017 **.* *.**
Vodafone Group, 0.5% 30jan2024, EUR   EUR 01/30/2024 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Vodafone Group, 0.625% 15mar2027, CHF   CHF 03/15/2027 04/25/2017 **.* *.* 04/25/2017 **.* *.**
Vodafone Group, 0.875% 17nov2020, EUR   EUR 11/17/2020 04/25/2017 ***.* *.** 04/25/2017 ***.*** *.**
Vodafone Group, 1% 11sep2020, EUR   EUR 09/11/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Vodafone Group, 1.25% 25aug2021, EUR   EUR 08/25/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Vodafone Group, 1.25% 26sep2017, USD   USD 09/26/2017 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Vodafone Group, 1.5% 19feb2018, USD   USD 02/19/2018 04/25/2017 **.** *.** 04/25/2017 **.** *.**
Vodafone Group, 1.5% 25aug2017, GBP (Conv.)   GBP 08/25/2017 04/25/2017 **.* *.** 04/25/2017 ***.** *.**
Vodafone Group, 1.6% 29jul2031, EUR   EUR 07/29/2031 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Vodafone Group, 1.75% 25aug2023, EUR   EUR 08/25/2023 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Vodafone Group, 1.875% 11sep2025, EUR   EUR 09/11/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Vodafone Group, 2% 25feb2019, GBP (Conv.)   GBP 02/25/2019 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
Vodafone Group, 2.2% 25aug2026, EUR   EUR 08/25/2026 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Vodafone Group, 2.5% 26sep2022, USD   USD 09/26/2022 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Vodafone Group, 2.95% 19feb2023, USD   USD 02/19/2023 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Vodafone Group, 3% 12aug2056, GBP   GBP 08/12/2056 04/25/2017 **.** *.* 04/25/2017 **.** *.**
Vodafone Group, 3.375% 8aug2049, GBP   GBP 08/08/2049 04/25/2017 **.* *.** 04/25/2017 **.** *.**
Vodafone Group, 4.375% 16mar2021, USD   USD 03/16/2021 04/25/2017 ***.** *.* 04/25/2017 ***.*** *.**
Vodafone Group, 4.375% 19feb2043, USD   USD 02/19/2043 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Vodafone Group, 4.625% 15jul2018, USD   USD 07/15/2018 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Vodafone Group, 4.65% 20jan2022, EUR   EUR 01/20/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Vodafone Group, 5.0% 4jun2018, EUR   EUR 06/04/2018 04/25/2017 ***.** -*.** 04/25/2017 ***.** -*.**
Vodafone Group, 5.375% 5dec2017, GBP   GBP 12/05/2017 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Vodafone Group, 5.375% 6jun2022, EUR   EUR 06/06/2022 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Vodafone Group, 5.45% 10jun2019, USD   USD 06/10/2019 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Vodafone Group, 5.625% 4dec2025, GBP   GBP 12/04/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Vodafone Group, 5.9% 26nov2032, GBP   GBP 11/26/2032 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Vodafone Group, 6.15% 27feb2037, USD   USD 02/27/2037 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Vodafone Group, 6.25% 30nov2032, USD   USD 11/30/2032 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Vodafone Group, 7.875% 15feb2030, USD   USD 02/15/2030 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Vodafone Group, 8.125% 26nov2018, GBP   GBP 11/26/2018 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Vodafone Group, FRN 25feb2019, EUR   EUR 02/25/2019 04/25/2017 ***.** * 04/25/2017 ***.** *
Vougeot Bidco, 7.875% 15jul2020, GBP   GBP 07/15/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Vougeot Bidco, FRN 15jul2020, EUR   EUR 07/15/2020 04/25/2017 ***.** * 04/25/2017 ***.** *
Voyage Care, 6.5% 1aug2018, GBP   GBP 08/01/2018 04/25/2017 **.** *.** 04/25/2017 ***.** *.**
Wagamama, 7.875% 1feb2020, GBP   GBP 02/01/2020 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Wales & West Utilities, 4.625% 13dec2023, GBP   GBP 12/13/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Wales & West Utilities, 5.75% 29mar2030, GBP   GBP 03/29/2030 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Wales & West Utilities, 6.25% 30nov2021, GBP   GBP 11/30/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Wales & West Utilities, 6.75% 17dec2036, GBP   GBP 12/17/2036 04/25/2017 ***.** * 04/25/2017 ***.** *
Wasps Finance, 6.5% 13may2022   GBP 05/13/2022 04/25/2017 *** *.** 04/25/2017 ***.** *.**
Wellcome Trust, 1.125% 21jan2027, EUR   EUR 01/21/2027 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Wellcome Trust, 4% 9may2059, GBP   GBP 05/09/2059 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Wellcome Trust, 4.625% 25jul2036, GBP   GBP 07/25/2036 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Wellcome Trust, 4.75% 28may2021, GBP   GBP 05/28/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
Wellington Pub Co, 6.735% 15jan2029, GBP   GBP 01/15/2029 04/25/2017 ***.**** *.* 04/25/2017 ***.**** *.**
Wessex Water Services, 4% 24sep2021, GBP   GBP 09/24/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Wessex Water Services, 5.375% 10mar2028, GBP   GBP 03/10/2028 04/25/2017 ***.* *.** 04/25/2017 ***.** *.**
Wessex Water Services, 5.75% 14oct2033, GBP   GBP 10/14/2033 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Western Power Distribution, 3.625% 6nov2023, GBP   GBP 11/06/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Western Power Distribution, 3.875% 17oct2024, GBP   GBP 10/17/2024 04/25/2017 ***.** *.* 04/25/2017 ***.** *.**
Western Power Distribution, 5.25% 17jan2023, GBP   GBP 01/17/2023 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
Western Power Distribution, 5.5% 9may2025, GBP   GBP 05/09/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Western Power Distribution, 5.75% 10dec2040, GBP   GBP 12/10/2040 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Western Power Distribution, 5.75% 16apr2032, GBP   GBP 04/16/2032 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Western Power Distribution, 9.25% 9nov2020, GBP   GBP 11/09/2020 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Westpac Securities NZ (London Branch), 0.125% 16jun2021, EUR   EUR 06/16/2021 04/25/2017 **.** *.** 04/25/2017 *** *.**
Westpac Securities NZ (London Branch), 0.25% 6apr2022, EUR   EUR 04/06/2022 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Wheatley Group, 4.375% 28nov2044, GBP (ABS)   GBP 11/28/2044 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
WHG, 4.25% 6oct2045, GBP   GBP 10/06/2045 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Whitbread, 3.375% 16oct2025, GBP   GBP 10/16/2025 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
William Hill, 4.25% 5jun2020, GBP   GBP 06/05/2020 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
William Hill, 4.875% 7sep2023, GBP   GBP 09/07/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Willis Group Hldng, 4.625% 15aug2023, USD   USD 08/15/2023 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Willis Group Hldng, 5.75% 15mar2021, USD   USD 03/15/2021 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *
Witan Investment Trust, 6.125% 15dec2025, GBP   GBP 12/15/2025 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
WM Treasury, 4.625% 3dec2042, GBP   GBP 12/03/2042 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Workspace Group, 6% 9oct2019, GBP   GBP 10/09/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Worldpay, 3.75% 15nov2022, EUR   EUR 11/15/2022 04/25/2017 ***.* *.** 04/25/2017 ***.* *.**
WPP, 0.75% 18nov2019, EUR   EUR 11/18/2019 04/25/2017 ***.** *.** 04/25/2017 ***.** *.*
WPP, 1.625% 23mar2030, EUR   EUR 03/23/2030 04/25/2017 **.** *.** 04/25/2017 **.** *.**
WPP, 2.25% 22sep2026, EUR   EUR 09/22/2026 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
WPP, 2.875% 14sep2046, GBP   GBP 09/14/2046 04/25/2017 **.** *.** 04/25/2017 **.** *.**
WPP, 3% 20nov2023, EUR   EUR 11/20/2023 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
WPP, 3.75% 19sep2024, USD   USD 09/19/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
WPP, 6.375% 6nov2020, GBP   GBP 11/06/2020 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Yorkshire Building Society, 0.375% 11apr2023, EUR   EUR 04/11/2023 04/25/2017 **.** *.** 04/25/2017 **.*** *.**
Yorkshire Building Society, 0.5% 19jun2020, EUR (ABS)   EUR 06/19/2020 04/25/2017 ***.** *.** 04/25/2017 ***.* -*.**
Yorkshire Building Society, 0.75% 10nov2022, EUR   EUR 11/10/2022 04/25/2017 ***.*** *.** 04/25/2017 ***.** *.**
Yorkshire Building Society, 1.25% 11jun2021, EUR   EUR 06/11/2021 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Yorkshire Building Society, 1.25% 17mar2022, EUR   EUR 03/17/2022 04/25/2017 ***.** *.** 04/25/2017 ***.*** *.**
Yorkshire Building Society, 2.125% 18mar2019, EUR   EUR 03/18/2019 04/25/2017 ***.* *.** 04/25/2017 ***.*** *.**
Yorkshire Building Society, 3.5% 21apr2026, GBP   GBP 04/21/2026 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Yorkshire Building Society, 5.649% perp., GBP   GBP 04/25/2017 ** * 04/25/2017 *** *
Yorkshire Building Society, 6.375% 26apr2024, GBP   GBP 04/26/2024 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
Yorkshire Housing, 4.125% 31oct2044, GBP   GBP 10/31/2044 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Yorkshire Power, 7.25% 4aug2028, GBP   GBP 08/04/2028 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Yorkshire Water Services, 3.625% 1aug2029, GBP   GBP 08/01/2029 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Yorkshire Water Services, 3.75% 22mar2046, GBP   GBP 03/22/2046 04/25/2017 ***.** * 04/25/2017 ***.** *
Yorkshire Water Services, 5.125% 28may2037, GBP   GBP 05/28/2037 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Yorkshire Water Services, 5.5% 28may2027, GBP   GBP 05/28/2027 04/25/2017 ***.**** *.** 04/25/2017 ***.**** *.**
Yorkshire Water Services, 6% 21aug2019, GBP   GBP 08/21/2019 04/25/2017 ***.** *.** 04/25/2017 ***.* *.**
Yorkshire Water Services, 6.375% 19aug2039, GBP   GBP 08/19/2039 04/25/2017 ***.** *.** 04/25/2017 ***.** *.**
Yorkshire Water Services, 6.6011% 17apr2031, GBP   GBP 04/17/2031 04/25/2017 ***.*** *.** 04/25/2017 ***.*** *.**
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