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 102 1 495 033 995 764
CNY 1 3 000 000 000
municipal
GBP 4 1 084 971 000
corporate
USD 1468 603 335 372 804
GBP 1384 422 615 235 170
EUR 883 760 110 242 490
RUR 210 104 661 981 500
CHF 46 9 676 000 000
HKD 36 14 731 000 000
ZAR 32 51 709 100 000
IDR 31 12 746 500 000 000
AUD 31 5 766 300 000
NOK 30 25 486 500 000
BRL 28 3 248 418 000
JPY 27 481 588 000 000
INR 21 42 601 000 000
CNY 19 10 079 000 000
CAD 13 5 695 000 000
TRY 11 1 278 700 000
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
GEL 2 132 000 000
DKK 2 5 330 000 000
FRF 2 1 316 000 000
ARS 1 250 000 000
ZMW 1 50 000 000
UYU 1 181 000 000
COP 1 15 000 000 000
RSD 1 2 500 000 000
PLN 1 100 000 000

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
United Kingdom, Bills 27nov2017 6m - Domestic bonds GB00BDXCHB30 0% 1 000 000 000  GBP 05/26/2017 11/27/2017
Global Switch Holdings, 2.25% 31may2027, EUR - International bonds XS1623616783 2.25% 500 000 000  EUR 05/24/2017 05/31/2027
Global Switch Holdings, 1.5% 31jan2024, EUR - International bonds XS1623615546 1.5% 500 000 000  EUR 05/24/2017 01/31/2024
Heathrow Airport Holdings, 3.875% 1mar2027, GBP - International bonds XS1622694617 3.875% 275 000 000  GBP 05/24/2017 03/01/2027
G4S, 1.5% 2jun2024, EUR - International bonds XS1619992883 1.5% 500 000 000  EUR 05/22/2017 06/02/2024
Channel Link Enterprises Finance (CLEF), 3.043% 30jun2050, GBP - International bonds XS1620778131 3.043% until 30.06.2029, then 6M Libor GBP + 4% 350 000 000  GBP 05/19/2017 06/30/2050
Channel Link Enterprises Finance (CLEF), 1.761% 30jun2050, EUR - International bonds XS1620779964 1.761% until 30.12.2022, then floating rate 425 000 000  EUR 05/19/2017 06/30/2050
Channel Link Enterprises Finance (CLEF), 3.748% 30jun2050, EUR - International bonds XS1620781606 3.748% 223 000 000  EUR 05/19/2017 06/30/2050
Channel Link Enterprises Finance (CLEF), 3.748% 30jun2050, EUR - International bonds XS1620780897 3.748% 223 000 000  EUR 05/19/2017 06/30/2050
Channel Link Enterprises Finance (CLEF), 2.706% 30jun2050, EUR - International bonds XS1620780202 2.706% until 30.06.2027, then 6M EURIBOR + 4.706% 528 000 000  EUR 05/19/2017 06/30/2050

World Bond Market Indicators

Daily indices

Type: 05/26/2017 05/25/2017 05/24/2017 05/23/2017 05/22/2017 05/19/2017 05/18/2017
Treasuries
Gilt 10Y YTM 1.01 1.04 1.07 1.08 1.09 1.09 1.06
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Monthly indices

Type Apr 2017 Mar 2017 Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016
EU Long-term interest rates
United Kingdom, % 1.00 1.13 1.24 1.38 1.25 1.22 0.94
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World Bond market statistics

Monthly indices

Type Apr 2017 Mar 2017 Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 768.16 1 750.29 1 760.43 1 741.54 1 771.73 1 766.67 1 662.38
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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 Apr 2017 Mar 2017 Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 8.219 22.342 17.705 27.904 6.209 16.491 8.635
Number of new international bond issues (UK) 51 100 78 88 48 74 67
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Developed Markets International Bonds

Monthly indices

Type Apr 2017 Mar 2017 Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 0.693 0.685 0.686 0.686 0.676 0.686 0.686
United Kingdom municipal international bonds, USD bln 1.122 0.837 0.835 0.839 0.819 0.838 0.364
United Kingdom corporate international bonds, USD bln 1 487.339 1 506.293 1 505.122 1 528.903 1 494.718 1 520.498 1 529.962
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Money market

Daily indices

Type: 05/26/2017 05/25/2017 05/24/2017 05/23/2017 05/22/2017 05/19/2017 05/18/2017
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: 05/25/2017 05/24/2017 05/23/2017 05/22/2017 05/19/2017 05/18/2017 05/17/2017
RMI CVI - Europe
UK CVI value weighted  14.43 14.38 14.38 14.33 14.33 14.53 14.45
UK CVI tail  102.16 103.30 102.95 104.41 102.60 102.63 105.29
UK CVI equally weighted  31.70 31.33 30.13 30.38 29.92 30.37 30.09
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Macroeconomic Indicators (World economy)

Monthly indices

Type Apr 2017 Mar 2017 Feb 2017 Jan 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United Kingdom) 2.70 2.30 2.30 1.80
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Yearly indices

Type 2016 2015 2014
Government Debt to GDP (World), %
Government Debt to GDP(United Kingdom) 89.30 89.20 88.20

Stock market (World)

Daily indices

Type: 05/26/2017 05/25/2017 05/24/2017 05/23/2017 05/22/2017 05/19/2017 05/18/2017
Stock market (Developed countries)
FTSE 100  7 548 7 518 7 515 7 485 7 496 7 471 7 436
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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 05/26/2017 ***.**** *.** 05/26/2017 ***.**** -*.**
United Kingdom, 2.7% 21oct2017, CNY   CNY 10/21/2017 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
AA Bond Co, 3.781% 31jul2019, GBP   GBP 07/31/2019 05/26/2017 ***.**** *.* 05/26/2017 ***.**** *.**
AA Plc, 4.2487% 31jul2020, GBP   GBP 07/31/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 04/21/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 05/26/2017 ***.*** *.** 05/26/2017 ***.* *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 05/26/2017 ***.*** -*.** 05/26/2017 ***.** -*.**
Abbey National Treasury Services, 1.75% 15jan2018, EUR   EUR 01/15/2018 05/26/2017 ***.** -*.* 05/26/2017 ***.** -*.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 05/26/2017 ***.** *.** 05/26/2017 ***.**** *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** -*
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Abbey National Treasury Services, 3.625% 5oct2017, EUR (ABS)   EUR 10/05/2017 05/26/2017 ***.** * 05/26/2017 ***.** -*.*
Abbey National Treasury Services, 4.125% 14sep2017, GBP   GBP 09/14/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 04/12/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Abbey National Treasury Services, 5.125% 14apr2021, GBP (ABS)   GBP 04/14/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 02/16/2029 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP (ABS)   GBP 03/02/2026 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Abbey National Treasury Services, 8.963% perp., USD   USD 05/26/2017 ***.* * 05/26/2017 ***.* *
Abbey National Treasury Services, FRN 12feb2018, EUR   EUR 02/12/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
Abbey National Treasury Services, FRN 24oct2017, EUR   EUR 10/24/2017 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Abbey National Treasury Services, FRN 29may2018, GBP (ABS)   GBP 05/29/2018 05/26/2017 **.** * 05/26/2017 ***.** *
Aberdeen Asset Management, 7% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Affinity Sutton, 4.25% 8oct2042, GBP   GBP 10/08/2042 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Affinity Sutton, 5.981% 17sep2038, GBP (ABS)   GBP 09/17/2038 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.*
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Algeco Scotsman Global, 9% 15oct2018, EUR   EUR 10/15/2018 05/26/2017 **.** **.** 05/26/2017 **.** **.**
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 05/26/2017 ***.** *.* 05/26/2017 *** *.*
Alpha Plus Holdings, 5.75% 18dec2019, GBP (ABS)   GBP 12/18/2019 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP (ABS)   GBP 03/13/2043 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 05/26/2017 ***.*** -*.** 05/26/2017 ***.*** -*.**
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 05/26/2017 ***.**** * 05/26/2017 ***.*** *
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Anglian Water, 5% 30apr2023, GBP (ABS)   GBP 04/30/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Anglian Water, 7% 31jan2018, GBP   GBP 01/31/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Anglian Water, FRN 10oct2040   GBP 10/10/2040 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Anglo American Capital Plc, 4.45% 27sep2020, USD   USD 09/27/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 06/30/2031 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Annington, 0% 10jan2023, GBP (9150D, ABS)   GBP 01/10/2023 05/26/2017 **.**** *.** 05/26/2017 **.**** *.**
Annington, 0% 7dec2022, GBP (9116D, ABS)   GBP 12/07/2022 05/26/2017 **.**** *.** 05/26/2017 **.*** *.*
Annington, 8% 2oct2021, GBP (ABS)   GBP 10/02/2021 05/26/2017 ***.**** *.* 05/26/2017 ***.**** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 05/26/2017 **.** *.** 05/26/2017 ***.* *.*
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 05/26/2017 **.** *.** 05/26/2017 **.** *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 10/02/2018 05/26/2017 ***.** -*.* 05/26/2017 ***.*** -*.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 05/26/2017 ***.** * 05/26/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.6% 23sep2019, USD   USD 09/23/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.85% 6aug2020, USD   USD 08/06/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Arkle Master Issuer, 3.986% 17aug2017, GBP   GBP 08/17/2017 05/26/2017 ***.**** *.** 05/26/2017 ***.**** -*.**
Arkle Master Issuer, FRN 17may2060, GBP   GBP 05/17/2060 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2020 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Arqiva, 5.34% 30jun2030, GBP   GBP 06/30/2030 05/26/2017 ***.**** *.** 05/26/2017 ***.** *.**
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 03/31/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 05/26/2017 ***.*** * 05/26/2017 ***.** *
Arrow Global, FRN 1may2023, EUR   EUR 05/01/2023 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 09/01/2029 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
ASB Finance, 1.875% 10jul2017, EUR (ABS)   EUR 07/10/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** -*.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 05/26/2017 **.** *.** 05/26/2017 **.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 05/26/2017 **.*** *.** 05/26/2017 **.** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
AstraZeneca, 5.9% 15sep2017, USD   USD 09/15/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 05/26/2017 **.**** * 05/26/2017 **.**** *
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 05/26/2017 **.**** * 05/26/2017 **.**** *
Auburn Securities, FRN 1oct2041, GBP (ABS)   GBP 10/01/2041 05/26/2017 **.**** * 05/26/2017 **.**** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP (ABS)   GBP 06/15/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, 5.902% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, 6.125% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.*** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, 6.875% 22may2038, EUR   EUR 05/22/2038 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, 6.875% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, 8.25% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, FRN 14nov2036   GBP 11/14/2036 05/26/2017 ***.** * 05/26/2017 ***.** *
Aviva, FRN 20may2058   GBP 05/20/2058 05/26/2017 ***.* * 05/26/2017 ***.** *
Aviva, FRN 5jul2043   EUR 07/05/2043 05/26/2017 ***.** * 05/26/2017 ***.** *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 05/26/2017 **.* *.** 05/26/2017 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 12/03/2018 05/26/2017 **.* *.** 05/26/2017 ***.** -*.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 05/26/2017 ***.*** -*.* 05/26/2017 ***.*** -*.**
Banco Santander, London Branch, 10.125% 4jan2023, GBP   GBP 01/04/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
Banco Santander, London Branch, 2% 24aug2018, USD   USD 08/24/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Banco Santander, London Branch, 2.875% 5aug2021, USD   USD 08/05/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 08/23/2018 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Banco Santander, London Branch, 4% 13mar2024, USD   USD 03/13/2024 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Banco Santander, London Branch, 4.375% 24jan2018, EUR (ABS)   EUR 01/24/2018 05/26/2017 ***.*** -*.** 05/26/2017 ***.*** -*.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Banco Santander, London Branch, 7.125% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Banco Santander, London Branch, FRN 24aug2018, USD   USD 08/24/2018 05/26/2017 ***.* * 05/26/2017 ***.** *
Banco Santander, London Branch, FRN 29sep2017, USD   USD 09/29/2017 05/26/2017 **.** * 05/26/2017 ***.** *
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 10/30/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
Banco Santander, London Branch, FRN 5may2020, GBP   GBP 05/05/2020 05/26/2017 ***.** * 05/26/2017 ***.* *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 05/26/2017 **.** *.* 05/26/2017 **.** *.**
Bank of England, 1.25% 16mar2018, USD   USD 03/16/2018 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 02/07/2020 05/26/2017 ***.*** -*.** 05/26/2017 ***.* -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 07/13/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.* *.**
Bank of Scotland, 4.625% 8jun2017, EUR (ABS)   EUR 06/08/2017 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 06/08/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.*
Bank of Scotland, 4.875% 20dec2024, GBP (ABS)   GBP 12/20/2024 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Bank of Scotland, 4.875% 4jun2019, EUR (ABS)   EUR 06/04/2019 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Bank of Scotland, FRN 14oct2025   EUR 10/14/2025 05/26/2017 **.** * 05/26/2017 ***.* *
Bank of Scotland, FRN 16apr2020   GBP 04/16/2020 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Bank of Scotland, FRN 16mar2020, EUR   EUR 03/16/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Bank of Scotland, FRN 7feb2035   EUR 02/07/2035 05/26/2017 ***.** * 05/26/2017 ***.** *
Bank of Scotland, FRN 8jun2020, EUR (Structured)   EUR 06/08/2020 05/26/2017 **.** * 05/26/2017 ***.** *
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 05/26/2017 ***.**** -*.** 05/26/2017 ***.**** -*.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 05/26/2017 ***.**** -*.** 05/26/2017 ***.**** -*.**
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 14% perp., GBP   GBP 05/26/2017 ***.* * 05/26/2017 ***.** *
Barclays, 2% 16mar2018, USD   USD 03/16/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 05/26/2017 ***.*** *.** 05/26/2017 ***.* *.**
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 05/26/2017 ***.** *.* 05/26/2017 ***.* *.**
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 4% 12jan2021, EUR (ABS)   EUR 01/12/2021 05/26/2017 ***.** -* 05/26/2017 ***.** -*.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 10/07/2019 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Barclays, 4.25% 12jan2022, GBP (ABS)   GBP 01/12/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 03/02/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.* *.**
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 05/26/2017 ***.** * 05/26/2017 ***.** *.**
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 4.75% perp., EUR   EUR 05/26/2017 **.** * 05/26/2017 **.** *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 05/26/2017 ***.*** -*.** 05/26/2017 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 5.33% perp., GBP   GBP 05/26/2017 **.** * 05/26/2017 **.** *
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 05/26/2017 ***.** * 05/26/2017 ***.** *.**
Barclays, 6% 23jan2018, EUR   EUR 01/23/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 6% perp., GBP   GBP 05/26/2017 **.*** * 05/26/2017 **.** *
Barclays, 6% perp., GBP   GBP 05/26/2017 **.** * 05/26/2017 ***.** *
Barclays, 6.05% 4dec2017, USD   USD 12/04/2017 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Barclays, 6.125% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, 6.369% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.* *
Barclays, 6.5% perp., EUR   EUR 05/26/2017 ***.** * 05/26/2017 ***.* *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Barclays, 6.625% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays, 6.86% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, 7% perp., GBP   GBP 05/26/2017 ***.*** * 05/26/2017 ***.* *
Barclays, 7.125% perp., GBP   GBP 05/26/2017 *** * 05/26/2017 ***.** *
Barclays, 7.25% perp., GBP (Conv.)   GBP 05/26/2017 ***.* * 05/26/2017 ***.* *
Barclays, 7.434% perp., USD   USD 05/26/2017 ***.* * 05/26/2017 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Barclays, 7.75% 10apr2023, USD   USD 04/10/2023 05/26/2017 ***.** * 05/26/2017 *** *
Barclays, 7.875% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, 8% perp., EUR   EUR 05/26/2017 ***.** * 05/26/2017 ***.* *
Barclays, 8.25% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, 8.25% perp., USD (Conv.)   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, 9% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 05/26/2017 ***.** * 05/26/2017 ***.* *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, FRN 12feb2018, GBP (ABS)   GBP 02/12/2018 05/26/2017 **.** * 05/26/2017 ***.** *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 05/26/2017 **.**** * 05/26/2017 **.**** *
Barclays, FRN 15sep2017, GBP   GBP 09/15/2017 05/26/2017 **.** * 05/26/2017 ***.** *
Barclays, FRN 16jan2023   GBP 01/16/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays, FRN 19feb2029, EUR   EUR 02/19/2029 05/26/2017 **.* * 05/26/2017 **.* *
Barclays, FRN 19jul2017, GBP   GBP 07/19/2017 05/26/2017 ***.**** * 05/26/2017 ***.*** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 05/26/2017 **.**** * 05/26/2017 **.**** *
Barclays, FRN 22may2020, GBP   GBP 05/22/2020 05/26/2017 ***.** * 05/26/2017 ***.* *
Barclays, FRN 23dec2023, EUR   EUR 12/23/2023 05/26/2017 **.** * 05/26/2017 **.** *
Barclays, FRN 28dec2040, EUR   EUR 12/28/2040 05/26/2017 **.** * 05/26/2017 **.** *
Barclays, FRN perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Barclays Bank PLC, 0% 6oct2019, EUR   EUR 10/06/2019 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Barclays Capital, 6.278% perp., USD   USD 05/26/2017 ***.* * 05/26/2017 ***.* *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BAT International Finance PLC, 1.85% 2018, USD   USD 06/15/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 05/26/2017 *** *.** 05/26/2017 ***.* *.**
BAT International Finance PLC, FRN 2018, USD   USD 06/15/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 05/26/2017 ***.** *.** 05/26/2017 ***.* *.*
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
BG Energy Holdings, 5.125% 7dec2017, GBP   GBP 12/07/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BG Energy Holdings, 6.5% 30nov2072, USD   USD 11/30/2072 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BG Energy Holdings, FRN 30nov2072   GBP 11/30/2072 05/26/2017 ***.** * 05/26/2017 ***.** *
BG Energy Holdings, FRN 30nov2072 (Step-up)   EUR 11/30/2072 05/26/2017 ***.** * 05/26/2017 ***.** *
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
BL Superstores Finance, 4.482% 4oct2030, GBP (ABS)   GBP 10/04/2025 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP (ABS)   GBP 07/04/2025 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Bluestone Securities, FRN 9jun2043, EUR (ABS)   EUR 06/09/2043 05/26/2017 **.**** * 05/26/2017 **.**** *
Bluestone Securities, FRN 9jun2044, GBP   GBP 06/09/2044 05/26/2017 **.**** * 05/26/2017 **.**** *
BMW UK Capital, 5% 2oct2017, GBP   GBP 10/02/2017 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 05/26/2017 **.** *.** 05/26/2017 *** *.**
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 05/26/2017 ***.** * 05/26/2017 ***.** -*.**
BNZ International Funding, 1.26% 26jul2017, JPY   JPY 07/26/2017 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
BNZ International Funding, 1.375% 26jan2018, HKD   HKD 01/26/2018 05/26/2017 **.**** *.** 05/26/2017 ***.**** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Boing Group Financing, 6.625% 15jul2019, EUR   EUR 07/15/2019 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 05/26/2017 ***.** * 05/26/2017 ***.* -*.*
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 05/26/2017 ***.* -*.** 05/26/2017 ***.** -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Capital Markets, 1.674% 13feb2018, USD   USD 02/13/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 05/26/2017 **.** *.** 05/26/2017 **.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 05/26/2017 ***.*** *.* 05/26/2017 ***.** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 05/26/2017 **.** *.* 05/26/2017 **.** *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
BP Capital Markets, FRN 13feb2018, USD   USD 02/13/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
BP Group (plc), 0.83% 19sep2024, EUR   EUR 09/19/2024 05/26/2017 **.** *.** 05/26/2017 **.** *.*
BP Group (plc), 1% 28aug2020, CHF   CHF 08/28/2020 05/26/2017 ***.** -*.** 05/26/2017 ***.* -*.**
BP Group (plc), 1.117% 25jan2024, EUR   EUR 01/25/2024 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
BP Group (plc), 1.177% 12aug2023, GBP   GBP 08/12/2023 05/26/2017 **.*** *.** 05/26/2017 **.* *.**
BP Group (plc), 1.375% 10may2018, USD   USD 05/10/2018 05/26/2017 **.** *.** 05/26/2017 **.** *.**
BP Group (plc), 1.375% 6nov2017, USD   USD 11/06/2017 05/26/2017 **.** *.* 05/26/2017 **.** *.**
BP Group (plc), 1.526% 26sep2022, EUR   EUR 09/26/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 1.625% 17aug2017, USD   USD 08/17/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 1.75% 28feb2024, CHF   CHF 02/28/2024 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
BP Group (plc), 2.03% 14feb2025, GBP   GBP 02/14/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 2.112% 16sep2021, USD   USD 09/16/2021 05/26/2017 **.** *.** 05/26/2017 **.** *.**
BP Group (plc), 2.177% 28sep2021, EUR   EUR 09/28/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 2.213% 25sep2026, EUR   EUR 09/25/2026 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
BP Group (plc), 2.237% 10may2019, USD   USD 05/10/2019 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
BP Group (plc), 2.241% 26sep2018, USD   USD 09/26/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.* *.**
BP Group (plc), 2.315% 13feb2020, USD   USD 02/13/2020 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
BP Group (plc), 2.5% 6nov2022, USD   USD 11/06/2022 05/26/2017 **.** *.** 05/26/2017 **.*** *.**
BP Group (plc), 2.517% 17feb2021, EUR   EUR 02/17/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 2.518% 16jan2020, USD   USD 01/16/2020 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
BP Group (plc), 2.75% 10may2023, USD   USD 05/10/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
BP Group (plc), 2.972% 27feb2026, EUR   EUR 02/27/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 2.994% 18feb2019, EUR   EUR 02/18/2019 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
BP Group (plc), 3% 14jun2017, CHF   CHF 06/14/2017 05/26/2017 ***.** * 05/26/2017 ***.** -*.**
BP Group (plc), 3.017% 16jan2027, USD   USD 01/16/2027 05/26/2017 **.** *.* 05/26/2017 **.** *.**
BP Group (plc), 3.216% 28nov2023, USD   USD 11/28/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 3.224% 14apr2024, USD   USD 04/14/2024 05/26/2017 ***.* *.** 05/26/2017 ***.** *
BP Group (plc), 3.245% 6may2022, USD   USD 05/06/2022 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
BP Group (plc), 3.561% 1nov2021, USD   USD 11/01/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 3.588% 14apr2027, USD   USD 04/14/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 3.65% 28feb2019, CNY   CNY 02/28/2019 05/26/2017 **.* *.** 05/26/2017 **.** *.**
BP Group (plc), 3.723% 28nov2028, USD   USD 11/28/2028 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
BP Group (plc), 3.814% 10feb2024, USD   USD 02/10/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 3.83% 6oct2017, EUR   EUR 10/06/2017 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
BP Group (plc), 3.95% 8oct2018, CNY   CNY 10/08/2018 05/26/2017 **.** *.** 05/26/2017 **.** *.*
BP Group (plc), 3.994% 26sep2023, USD   USD 09/26/2023 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
BP Group (plc), 4.154% 1jun2020, EUR   EUR 06/01/2020 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
BP Group (plc), 4.325% 10dec2018, GBP   GBP 12/10/2018 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
BP Group (plc), 4.5% 1oct2020, USD   USD 10/01/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
BP Group (plc), 4.742% 11mar2021, USD   USD 03/11/2021 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
BP Group (plc), 4.75% 10mar2019, USD   USD 03/10/2019 05/26/2017 ***.* *.** 05/26/2017 ***.*** *.**
BP Group (plc), FRN 10may2019, USD   USD 05/10/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
BP Group (plc), FRN 14aug2018, USD   USD 08/14/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
BP Group (plc), FRN 16sep2021, USD   USD 09/16/2021 05/26/2017 ***.** * 05/26/2017 ***.** *
BP Group (plc), FRN 26sep2018, USD   USD 09/26/2018 05/26/2017 ***.* * 05/26/2017 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 04/11/2044 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Brighthouse Group, 7.875% 15may2018, GBP   GBP 05/15/2018 05/26/2017 **.** **.** 05/26/2017 **.* **.**
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 05/26/2017 ***.** -*.** 05/26/2017 *** -*.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 05/26/2017 **.** *.** 05/26/2017 **.** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 05/26/2017 **.** *.** 05/26/2017 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 05/26/2017 ***.* *.** 05/26/2017 ***.* *.*
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 05/26/2017 **.** *.* 05/26/2017 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 05/26/2017 **.** *.** 05/26/2017 **.** *.**
British American Tobacco, 2.125% 7jun2017, USD   USD 06/07/2017 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 05/26/2017 **.** *.** 05/26/2017 **.* *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
British American Tobacco, 3.25% 7jun2022, USD   USD 06/07/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British American Tobacco, 5.375% 29jun2017, EUR   EUR 06/29/2017 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.*
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 03/12/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
British American Tobacco, FRN 6mar2018, EUR   EUR 03/06/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 05/26/2017 **.* *.* 05/26/2017 **.** *.**
British Land, 1.5% 10sep2017, GBP (Conv.)   GBP 09/10/2017 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
British Land, 5.006% 24sep2035, GBP (ABS)   GBP 09/24/2035 05/26/2017 *** *.** 05/26/2017 *** *.**
British Land, 5.264% 24sep2035, GBP (ABS)   GBP 09/24/2035 05/26/2017 *** *.** 05/26/2017 *** *.**
British Land, 5.357% 31mar2028, GBP (ABS)   GBP 03/31/2028 05/26/2017 *** *.** 05/26/2017 *** *.**
British Land, 9.125% 31dec2020, GBP (ABS)   GBP 12/31/2020 05/26/2017 *** *.** 05/26/2017 *** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 05/26/2017 ***.** *.* 05/26/2017 *** *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 05/26/2017 ***.** * 05/26/2017 ***.** *
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 05/26/2017 ***.* *.** 05/26/2017 ***.*** *.**
British Telecommunications, 5.95% 15jan2018, USD   USD 01/15/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
British Telecommunications, 6.625% 23jun2017, GBP   GBP 06/23/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** -*.**
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 05/26/2017 ***.** * 05/26/2017 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Broadgate Financing, 4.851% 5apr2033, GBP (ABS)   GBP 04/05/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 05/26/2017 ***.** * 05/26/2017 ***.** *
Broadgate Financing, 4.999% 5oct2033, GBP (ABS)   GBP 10/05/2031 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 05/26/2017 ***.** * 05/26/2017 ***.** *
Broadgate Financing, FRN 5jan2032, GBP (ABS)   GBP 01/05/2030 05/26/2017 **.**** * 05/26/2017 **.**** *
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 07/24/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Bupa, 6.125% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.* *
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Cable & Wireless, 6.875% 1aug2022, USD   USD 08/01/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Cable & Wireless, 8.625% 25mar2019, GBP   GBP 03/25/2019 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Cabot Credit Management, 10.5% 1aug2020, GBP   GBP 08/01/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 05/26/2017 **.**** * 05/26/2017 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 05/26/2017 **.**** * 05/26/2017 **.**** *
Care UK Health Social Care Investments, FRN 15jan2020, GBP   GBP 01/15/2020 05/26/2017 ** * 05/26/2017 ***.* *
Care UK Health Social Care Investments, FRN 15jul2019, GBP   GBP 07/15/2019 05/26/2017 **.* * 05/26/2017 ***.** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 05/26/2017 **.* *.** 05/26/2017 **.* *.**
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Carnival, 1.875% 15dec2017, USD   USD 12/15/2017 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Carnival, 6.65% 15jan2028, USD   USD 01/15/2028 05/26/2017 ***.*** *.* 05/26/2017 ***.*** *.**
Carnival, 7.875% 1jun2027, USD   USD 06/01/2027 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 05/26/2017 ***.* * 05/26/2017 ***.* *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 05/26/2017 ***.**** *.* 05/26/2017 ***.**** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 05/26/2017 ***.* * 05/26/2017 ***.** *
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Centrica, 7% 19sep2018, GBP   GBP 09/19/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Channel Link Enterprises Finance (CLEF), FRN 30jun2050, EUR (ABS)   EUR 06/30/2050 05/26/2017 ***.** * 05/26/2017 ***.** *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP (ABS)   GBP 11/12/2038 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 10/11/2020 05/26/2017 ***.**** *.* 05/26/2017 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
CLS Holdings, 5.5% 31dec2019, GBP   GBP 12/31/2019 05/26/2017 ***.** *.** 05/26/2017 *** *.*
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 05/26/2017 **.* *.* 05/26/2017 **.** *.*
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Co-Operative Bank, 5.125% 20sep2017, GBP   GBP 09/20/2017 05/26/2017 **.** **.** 05/26/2017 **.** **.**
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Coca-Cola European Partners, FRN 26nov2017, EUR   EUR 11/26/2017 05/26/2017 ***.** * 05/26/2017 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 08/15/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 07/31/2034 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.*
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 05/26/2017 ***.*** *.** 05/26/2017 ***.** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 05/26/2017 **.**** *.** 05/26/2017 **.**** *.**
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 05/26/2017 **.* *.** 05/26/2017 **.** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Coventry Building Society, 2.25% 4dec2017, EUR   EUR 12/04/2017 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Coventry Building Society, 4.625% 19apr2018, GBP (ABS)   GBP 04/19/2018 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.* *
Coventry Building Society, FRN 17mar2020, GBP (ABS)   GBP 03/17/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Covestro, 1% 7oct2021, EUR   EUR 10/07/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Covestro, 1.75% 25sep2024, EUR   EUR 09/25/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Covestro, FRN 10mar2018, EUR   EUR 03/10/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 02/28/2020 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 08/28/2025 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
CPUK Finance, 7% 28aug2020, GBP   GBP 08/28/2020 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.*
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 05/26/2017 ***.* *.** 05/26/2017 ***.* -*.*
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 05/26/2017 ***.* -*.** 05/26/2017 ***.** -*.**
Credit Agricole London, 1.75% 12mar2018, EUR   EUR 03/12/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Credit Agricole London, 1.875% 18oct2017, EUR   EUR 10/18/2017 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 2.125% 17apr2018, USD   USD 04/17/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 09/29/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 2.375% 1jul2021, USD   USD 07/01/2021 05/26/2017 **.* *.** 05/26/2017 *** *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 05/26/2017 ***.* -*.** 05/26/2017 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 4.7% 1dec2025, AUD   AUD 12/01/2025 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 05/26/2017 ***.** * 05/26/2017 ***.** *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 05/26/2017 ***.**** -*.* 05/26/2017 ***.**** -*.*
Credit Suisse AG (London) Branch, 0.5% 29mar2018, EUR   EUR 03/29/2018 05/26/2017 ***.** -*.* 05/26/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.*
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 05/26/2017 ***.* *.* 05/26/2017 ***.* *.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 05/26/2017 **.** *.** 05/26/2017 **.** *.*
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 05/26/2017 **.** *.* 05/26/2017 ***.** *.*
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 05/26/2017 **.** * 05/26/2017 **.** *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 05/26/2017 **.** * 05/26/2017 **.** *
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 05/26/2017 **.** * 05/26/2017 **.** *
Credit Suisse AG (London) Branch, 2.2% 9aug2018, EUR   EUR 08/09/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 12/03/2020 05/26/2017 **.** * 05/26/2017 **.** *
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 05/26/2017 **.** * 05/26/2017 **.** *
Credit Suisse AG (London) Branch, 3% 12oct2026, USD   USD 10/12/2026 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Credit Suisse AG (London) Branch, 3.5% 26jan2026, USD   USD 01/26/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 3.5% 26nov2025, USD   USD 11/26/2025 05/26/2017 **.* *.** 05/26/2017 **.** *.**
Credit Suisse AG (London) Branch, 4% 15mar2027, GBP   GBP 03/15/2027 05/26/2017 **.** * 05/26/2017 ***.** *
Credit Suisse AG (London) Branch, 4% 21feb2027, USD   USD 02/21/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 4% 7jun2024, USD   USD 06/07/2024 05/26/2017 **.** * 05/26/2017 **.** *
Credit Suisse AG (London) Branch, 4% 7jun2026, GBP   GBP 06/07/2026 05/26/2017 ***.** * 05/26/2017 ***.** *
Credit Suisse AG (London) Branch, 4.3% 29apr2026, USD   USD 04/29/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 6% 26feb2026, USD   USD 02/26/2026 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Credit Suisse AG (London) Branch, 6% 9jan2027, USD   USD 01/09/2027 05/26/2017 ***.** * 05/26/2017 ***.** *
Credit Suisse AG (London) Branch, 6.5% 13jul2026, USD   USD 07/13/2026 05/26/2017 **.** * 05/26/2017 **.** *
Credit Suisse AG (London) Branch, 6.5% 14sep2026, AUD   AUD 09/14/2026 05/26/2017 **.** * 05/26/2017 **.** *
Credit Suisse AG (London) Branch, FRN 10nov2017, EUR   EUR 11/10/2017 05/26/2017 ***.** * 05/26/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 15dec2017, EUR   EUR 12/15/2017 05/26/2017 ***.** * 05/26/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 19feb2018, EUR   EUR 02/19/2018 05/26/2017 ***.* * 05/26/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 05/26/2017 **.** *.** 05/26/2017 ***.* *.**
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 05/26/2017 **.** * 05/26/2017 ***.* *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
Credit Suisse International, 5.125% 18sep2017, EUR   EUR 09/18/2017 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.*
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 05/26/2017 *** *.** 05/26/2017 *** *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Daily Mail & General Trust, 6.375% 21jun2027, GBP   GBP 06/21/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Delphi Automotive, 1.5% 10mar2025, EUR   EUR 03/10/2025 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Delphi Automotive, 1.6% 15sep2028, EUR   EUR 09/15/2028 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Delphi Automotive, 3.15% 19nov2020, USD   USD 11/19/2020 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Delphi Automotive, 4.25% 15jan2026, USD   USD 01/15/2026 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.*
Derby Healthcare, 5.564% 30jun2041, GBP (ABS)   GBP 06/30/2041 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 05/26/2017 ***.** -*.** 05/26/2017 ***.* -*.**
Deutsche Bank AG (London Branch), 0% 12jan2019, EUR (3652D)   EUR 01/12/2019 05/26/2017 **.** *.** 05/26/2017 ** *.**
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 05/26/2017 ** *.** 05/26/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 21aug2032, ZAR (7305D)   ZAR 08/21/2032 05/26/2017 **.** **.** 05/26/2017 **.** **.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 27feb2019, EUR (3652D)   EUR 02/27/2019 05/26/2017 **.* *.** 05/26/2017 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 10/30/2025 05/26/2017 **.* **.** 05/26/2017 **.** **.**
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 7nov2022, USD (2191D)   USD 11/07/2022 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Deutsche Bank AG (London Branch), 1.35% 30may2017, USD   USD 05/30/2017 05/26/2017 *** *.** 05/26/2017 ***.** *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 05/26/2017 **.* *.** 05/26/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 05/26/2017 **.** *.** 05/26/2017 **.* *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 05/26/2017 **.* *.** 05/26/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 05/26/2017 **.** * 05/26/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 09/20/2020 05/26/2017 **.** * 05/26/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 05/26/2017 ** *.* 05/26/2017 **.** *.**
Deutsche Bank AG (London Branch), 2.25% 28jun2020, EUR   EUR 06/28/2020 05/26/2017 **.** * 05/26/2017 **.* *
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 06/05/2019 05/26/2017 **.** *.** 05/26/2017 *** *.**
Deutsche Bank AG (London Branch), 2.4% 20sep2020, EUR   EUR 09/20/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 05/26/2017 **.** * 05/26/2017 **.** *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 05/26/2017 **.** * 05/26/2017 **.** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 05/26/2017 **.* * 05/26/2017 **.** *
Deutsche Bank AG (London Branch), 3.08% 27jul2030, EUR   EUR 07/27/2030 05/26/2017 ** * 05/26/2017 ** *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 07/25/2019 05/26/2017 **.** *.** 05/26/2017 ***.* *.**
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 05/26/2017 **.** *.** 05/26/2017 **.** *.*
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 05/26/2017 ***.** * 05/26/2017 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Deutsche Bank AG (London Branch), 6% 1sep2017, USD   USD 09/01/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Deutsche Bank AG (London Branch), 7.10% 31jul2017, TRY   TRY 07/31/2017 05/26/2017 **.** **.** 05/26/2017 **.* **.**
Deutsche Bank AG (London Branch), FRN 12jan2019 (Fix-to-Float)   EUR 01/12/2019 05/26/2017 **.** * 05/26/2017 **.** *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 05/26/2017 **.** * 05/26/2017 **.** *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 10/20/2022 05/26/2017 **.** * 05/26/2017 **.** *
Deutsche Bank AG (London Branch), FRN 20sep2020, EUR   EUR 09/20/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 22mar2018, IDR   IDR 03/22/2018 05/26/2017 **.** * 05/26/2017 **.** *
Deutsche Bank AG (London Branch), FRN 25aug2017, EUR   EUR 08/25/2017 05/26/2017 ***.** * 05/26/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 30may2017, USD   USD 05/30/2017 05/26/2017 *** * 05/26/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 05/26/2017 **.* * 05/26/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 05/26/2017 **.** * 05/26/2017 **.** *
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Diageo, 1.125% 29apr2018, USD   USD 04/29/2018 05/26/2017 **.** *.** 05/26/2017 **.** *.*
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 05/26/2017 ***.*** *.** 05/26/2017 ***.** *
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Diageo, 4.85% 15may2018, USD   USD 05/15/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Diageo, 5.75% 23oct2017, USD   USD 10/23/2017 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 05/26/2017 *** *.** 05/26/2017 ***.** *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.* *.**
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 05/26/2017 ***.** * 05/26/2017 ***.** *
Doosan Power Systems, 2.5% 3dec2045, USD   USD 12/03/2045 05/26/2017 **.*** * 05/26/2017 **.*** *
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 05/26/2017 ***.** * 05/26/2017 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 05/26/2017 ***.** * 05/26/2017 ***.* *
Dwr Cymru, FRN 31mar2031, GBP (ABS)   GBP 03/31/2031 05/26/2017 ***.** * 05/26/2017 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 05/26/2017 ***.** *.** 05/26/2017 ***.* *.*
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 05/26/2017 ***.* * 05/26/2017 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
Eastern Power Networks, FRN 12nov2036   GBP 11/12/2036 05/26/2017 ***.** * 05/26/2017 ***.** *
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 05/26/2017 **.* *.** 05/26/2017 **.** *.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 05/26/2017 **.** *.* 05/26/2017 **.* *.**
EBRD, 0% 22jan2026, RUR (3653D)   RUR 01/22/2026 05/26/2017 **.** *.** 05/26/2017 **.* *.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 05/26/2017 **.** *.** 05/26/2017 **.* *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 05/26/2017 **.* *.** 05/26/2017 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 05/26/2017 ** *.** 05/26/2017 **.** *.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 05/26/2017 **.* *.** 05/26/2017 **.* *.**
EBRD, 0.5% 13jul2017, BRL   BRL 07/13/2017 05/26/2017 **.** **.** 05/26/2017 **.* *.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 05/26/2017 **.* *.** 05/26/2017 **.** *.**
EBRD, 0.5% 20dec2018, AUD   AUD 12/20/2018 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 0.5% 20dec2028, CAD   CAD 12/20/2028 05/26/2017 **.* *.** 05/26/2017 **.** *.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 05/26/2017 **.** *.* 05/26/2017 **.** *.**
EBRD, 0.5% 23jun2017, BRL   BRL 06/23/2017 05/26/2017 **.** **.** 05/26/2017 **.** **.**
EBRD, 0.5% 24jan2018, BRL   BRL 01/24/2018 05/26/2017 **.*** *.** 05/26/2017 **.** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 0.75% 1sep2017, USD   USD 09/01/2017 05/26/2017 **.* *.** 05/26/2017 **.** *.**
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 1% 15jun2018, USD   USD 06/15/2018 05/26/2017 **.** *.* 05/26/2017 **.** *.**
EBRD, 1% 17sep2018, USD   USD 09/17/2018 05/26/2017 **.* *.** 05/26/2017 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 05/26/2017 **.** *.** 05/26/2017 **.** *.*
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 05/26/2017 **.** *.* 05/26/2017 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 05/26/2017 **.* *.** 05/26/2017 **.** *.**
EBRD, 1.625% 10apr2018, USD   USD 04/10/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 05/26/2017 ***.** *.* 05/26/2017 ***.** *.*
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 10% 5nov2018, ITL (Structured)   ITL 11/05/2018 05/26/2017 **.** * 05/26/2017 **.** *
EBRD, 10% 9nov2018, USD   USD 11/09/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
EBRD, 2% 1feb2021, USD   USD 02/01/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
EBRD, 4.16% 14jun2018, IDR   IDR 06/14/2018 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 05/26/2017 **.** *.** 05/26/2017 **.* *.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 05/26/2017 ***.** * 05/26/2017 ***.** *
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 05/26/2017 **.** **.** 05/26/2017 **.** **.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
EBRD, 5.75% 19mar2018, INR   INR 03/19/2018 05/26/2017 *** *.** 05/26/2017 ***.* *.**
EBRD, 6% 24jul2023, RUR   RUR 07/24/2023 05/26/2017 **.** *.** 05/26/2017 **.*** *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 05/26/2017 ***.** * 05/26/2017 ***.** *.*
EBRD, 6.5% 27jun2017, RUR   RUR 06/27/2017 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
EBRD, 7.25% 22aug2017, IDR   IDR 08/22/2017 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
EBRD, 7.25% 8feb2018, RUR   RUR 02/08/2018 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 05/26/2017 **.** *.** 05/26/2017 **.** *.**
EBRD, 7.5% 29nov2019, RUR   RUR 11/29/2019 05/26/2017 ***.* *.* 05/26/2017 ***.* *.**
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 05/26/2017 **.** **.** 05/26/2017 **.** **.**
EBRD, 8% 26apr2018, RUR   RUR 04/26/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EBRD, 8.58% 28jun2017, BRL   BRL 06/28/2017 05/26/2017 **.** **.** 05/26/2017 **.* **.**
EBRD, 9.12% 28sep2017, BRL   BRL 09/28/2017 05/26/2017 **.** **.* 05/26/2017 **.** **.**
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
EBRD, 9.45% 1feb2018, BRL   BRL 02/01/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *
EBRD, FRN 10jan2020, USD   USD 01/10/2020 05/26/2017 ***.* * 05/26/2017 ***.* *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 05/26/2017 **.** * 05/26/2017 ***.** *
EE Limited, 3.25% 3aug2018, EUR   EUR 08/03/2018 05/26/2017 ***.** * 05/26/2017 ***.* -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Elli Investments, 12.25% 15jun2020, GBP   GBP 06/15/2020 05/26/2017 **.** **.** 05/26/2017 **.** **.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 05/26/2017 **.* *.** 05/26/2017 *** *.**
EMH Treasury, 4.5% 29jan2044, GBP   GBP 01/29/2044 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
EnQuest, 5.5% 15feb2022, GBP   GBP 02/15/2022 05/26/2017 **.** **.** 05/26/2017 **.* **.**
Enterprise Inns, 5.659% 30jun2027, GBP   GBP 06/30/2027 05/26/2017 ***.** * 05/26/2017 ***.** *
Enterprise Inns, 6% 6oct2023, GBP   GBP 10/06/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Enterprise Inns, 6.375% 15feb2022, GBP   GBP 02/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Enterprise Inns, 6.375% 26sep2031, GBP (ABS)   GBP 09/26/2031 05/26/2017 ***.* *.** 05/26/2017 ***.* *.*
Enterprise Inns, 6.464% 30mar2032, GBP   GBP 03/30/2032 05/26/2017 **.* *.** 05/26/2017 **.* *.**
Enterprise Inns, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Enterprise Inns, 6.875% 15feb2021, GBP (ABS)   GBP 02/15/2021 05/26/2017 *** *.** 05/26/2017 ***.* *.**
Enterprise Inns, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 05/26/2017 ***.** *.* 05/26/2017 ***.**** *.**
Enterprise Inns, 7.395% 30mar2024, GBP   GBP 03/28/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 05/26/2017 ***.**** * 05/26/2017 ***.**** *.**
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 05/26/2017 ***.**** *.* 05/26/2017 ***.**** *.**
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP (ABS)   GBP 07/13/2036 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
FCE Bank, 1.75% 21may2018, EUR   EUR 05/21/2018 05/26/2017 ***.** -* 05/26/2017 ***.** -*.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 05/26/2017 ***.** *.* 05/26/2017 ***.* *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 05/26/2017 ***.* *.** 05/26/2017 *** *.**
FCE Bank, 2.875% 3oct2017, EUR   EUR 10/03/2017 05/26/2017 ***.*** -* 05/26/2017 ***.** -*.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
FCE Bank, FRN 10feb2018, EUR   EUR 02/10/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
FCE Bank, FRN 11aug2018, EUR   EUR 08/11/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 05/26/2017 **.*** * 05/26/2017 **.*** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 05/26/2017 **.**** * 05/26/2017 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 05/26/2017 **.**** * 05/26/2017 **.**** *
First Flexible, FRN 1dec2035, GBP (ABS)   GBP 12/01/2035 05/26/2017 **.**** * 05/26/2017 **.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 05/26/2017 ***.**** * 05/26/2017 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 05/26/2017 **.**** * 05/26/2017 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 07/31/2021 05/26/2017 ***.**** *.** 05/26/2017 ***.*** *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Firstgroup, 8.125% 19sep2018, GBP   GBP 09/19/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Fosse Master Issuer, FRN 18apr2054, GBP (ABS)   GBP 04/18/2054 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Fosse Master Issuer, FRN 18oct2054, GBP   GBP 10/18/2054 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 05/26/2017 ***.*** * 05/26/2017 ***.** *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Gatwick Airport, 2.625% 7oct2046, GBP   GBP 10/07/2046 05/26/2017 **.** *.* 05/26/2017 **.** *.**
Gatwick Airport, 4.625% 27mar2034, GBP (ABS)   GBP 03/27/2034 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Gatwick Airport, 5.25% 23jan2024, GBP (ABS)   GBP 01/23/2024 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Gatwick Airport, 6.125% 2mar2026, GBP (ABS)   GBP 03/02/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Gatwick Airport, 6.5% 2mar2041, GBP   GBP 03/02/2041 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
GESB, 8.35% 15nov2018, GBP   GBP 11/15/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 0.625% 2dec2019, EUR   EUR 12/02/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 1.375% 2dec2024, EUR   EUR 12/02/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 2.8% 18mar2023, USD   USD 03/18/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 2.85% 8may2022, USD   USD 05/08/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 3.375% 20dec2027, GBP   GBP 12/20/2027 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 4% 16jun2025, EUR   EUR 06/16/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Glaxosmithkline, 4.2% 18mar2043, USD   USD 03/18/2043 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 4.25% 18dec2045, GBP   GBP 12/18/2045 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 5.25% 10apr2042, GBP   GBP 04/10/2042 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 5.25% 19dec2033, GBP   GBP 12/19/2033 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Glaxosmithkline, 5.375% 15apr2034, USD   USD 04/15/2034 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 5.625% 13dec2017, EUR   EUR 12/13/2017 05/26/2017 ***.*** -*.** 05/26/2017 ***.** -*.**
Glaxosmithkline, 5.65% 15may2018, USD   USD 05/15/2018 05/26/2017 *** *.** 05/26/2017 ***.** *.**
Glaxosmithkline, 6.375% 15may2038, USD   USD 05/15/2038 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Glaxosmithkline, 6.375% 9mar2039, GBP   GBP 03/09/2039 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 05/26/2017 ***.**** * 05/26/2017 ***.**** *.**
Global Switch Holdings, 5.5% 18apr2018, EUR   EUR 04/18/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** -*.**
Go-Ahead Group, FRN 29sep2017, GBP   GBP 09/29/2017 05/26/2017 ***.** * 05/26/2017 ***.** *
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 10/28/2020 05/26/2017 **.** *.** 05/26/2017 ***.** -*.**
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 10/28/2020 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.*
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Goldman Sachs International, 3% 23jan2025, USD   USD 01/23/2025 05/26/2017 **.* *.** 05/26/2017 **.** *.**
Goldman Sachs International, 3.5% 15sep2025, USD   USD 09/15/2025 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Goldman Sachs International, 3.5% 28apr2023, AUD   AUD 04/28/2023 05/26/2017 **.** *.** 05/26/2017 *** *.**
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 05/26/2017 ***.** * 05/26/2017 ***.** *
Goldman Sachs International, 4.25% 22apr2026, USD   USD 04/22/2026 05/26/2017 **.** * 05/26/2017 **.** *
Goldman Sachs International, 6% 15jan2026, USD   USD 01/15/2026 05/26/2017 **.** * 05/26/2017 **.** *
Goldman Sachs International, 6% 20jan2027, USD   USD 01/20/2027 05/26/2017 ***.* * 05/26/2017 ***.** *
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 03/17/2020 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Goldman Sachs International, 7.25% 17mar2020, ZAR   ZAR 03/17/2020 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 05/26/2017 ***.* * 05/26/2017 ***.* *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 08/17/2018 05/26/2017 ***.* * 05/26/2017 ***.* *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Goldman Sachs International, FRN 25nov2017, USD   USD 11/25/2017 05/26/2017 **.** * 05/26/2017 ***.** *
Goldman Sachs International, FRN 31may2019, EUR   EUR 05/31/2019 05/26/2017 **.* * 05/26/2017 ***.** *
Goldman Sachs International, FRN 4dec2019, USD   USD 12/04/2019 05/26/2017 **.** * 05/26/2017 **.* *
Goldman Sachs International, FRN 6dec2017, EUR   EUR 12/06/2017 05/26/2017 ***.* * 05/26/2017 ***.* *
Goodyear Dunlop Tires, 3.75% 15dec2023, EUR   EUR 12/15/2023 05/26/2017 *** *.** 05/26/2017 ***.** *.**
Goodyear Dunlop Tires, 6.75% 15apr2019, EUR   EUR 04/15/2019 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
Grainer PLC, 5% 16dec2020, GBP   GBP 12/16/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Grand Union Housing Group, 4.625% 4dec2043, GBP   GBP 12/04/2043 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 05/26/2017 **.**** * 05/26/2017 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 05/26/2017 **.**** * 05/26/2017 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP (ABS)   GBP 10/22/2042 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Greater Gabbard OFTO, 4.137% 2032, GBP (ABS)   GBP 11/29/2032 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.*
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 05/26/2017 ***.** * 05/26/2017 ***.** *
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 05/26/2017 **.* * 05/26/2017 **.** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Greensands, 8.5% 15apr2019, GBP (ABS)   GBP 04/15/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.*
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 05/26/2017 ***.** *.* 05/26/2017 ***.* *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Hammerson, 2.75% 26sep2019, EUR   EUR 09/26/2019 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Hammerson, 6.875% 31mar2020, GBP   GBP 03/31/2020 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Hansteen (Jersey) Securities, 4% 15jul2018, EUR (Conv.)   EUR 07/15/2018 05/26/2017 ***.* -**.** 05/26/2017 ***.* -**.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 05/26/2017 ***.**** *.* 05/26/2017 ***.**** *.**
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 05/26/2017 ***.**** *.* 05/26/2017 ***.**** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 05/26/2017 ***.** * 05/26/2017 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
HBOS, 6.75% 21may2018, USD   USD 05/21/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HBOS, 6.85% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
HBOS, 9.54% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Heathrow Airport Holdings, 1.5% 11feb2030, EUR (ABS)   EUR 02/11/2030 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Heathrow Airport Holdings, 1.875% 23may2022, EUR   EUR 05/23/2022 05/26/2017 ***.** *.* 05/26/2017 ***.* *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 08/06/2026 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Heathrow Airport Holdings, 4.6% 15feb2018, EUR   EUR 02/15/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Heathrow Airport Holdings, 4.625% 31oct2046, GBP   GBP 10/31/2046 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Heathrow Airport Holdings, 5.225% 15feb2023, GBP   GBP 02/15/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Heathrow Airport Holdings, 5.375% 2sep2019, GBP   GBP 09/01/2019 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/2025 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.*
Heathrow Airport Holdings, 5.875% 13may2041, GBP   GBP 05/13/2041 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Heathrow Airport Holdings, 6.25% 10sep2018, GBP   GBP 09/10/2018 05/26/2017 ***.*** *.* 05/26/2017 ***.** *.**
Heathrow Airport Holdings, 6.45% 10dec2033, GBP   GBP 12/10/2031 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 12/03/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Heathrow Airport Holdings, 7.075% 4aug2028, GBP   GBP 08/04/2028 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Heathrow Airport Holdings, 9.2% 29mar2021, GBP   GBP 03/29/2021 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Heathrow SP, 2.75% 9aug2049, GBP   GBP 08/09/2049 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Helical Bar, 4% 17jun2019, GBP (Conv.)   GBP 06/17/2019 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Helical Bar, 6% 24jun2020, GBP   GBP 06/24/2020 05/26/2017 ***.* *.** 05/26/2017 *** *.**
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
Highland Acquisitions, FRN 15sep2020, GBP (ABS)   GBP 09/15/2020 05/26/2017 ** * 05/26/2017 **.* *
Hiscox, 6.125% 24nov2045, GBP   GBP 11/24/2045 05/26/2017 ***.** * 05/26/2017 ***.** *
Hochschild Mining, 7.75% 23jan2021, USD   USD 01/23/2021 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Holmes Master Issuer, FRN 15oct2054, A5 (2010)   GBP 10/15/2054 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Holmes Master Issuer, FRN 15oct2054, GBP (ABS)   GBP 10/15/2054 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Holmes Master Issuer, FRN 15oct2054, GBP (ABS)   GBP 10/15/2054 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
HSBC, 0% 10mar2021, GBP (1827D)   GBP 03/10/2021 05/26/2017 ***.** * 05/26/2017 ***.** *
HSBC, 0% 13sep2017, USD (548D)   USD 09/13/2017 05/26/2017 ***.** -*.** 05/26/2017 ***.** -**.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 05/26/2017 **.**** *.** 05/26/2017 **.**** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 05/26/2017 **.**** *.** 05/26/2017 **.**** *.**
HSBC, 0.5% 30jan2018, BRL   BRL 01/30/2018 05/26/2017 **.** **.** 05/26/2017 **.** **
HSBC, 1.5% 15may2018, USD   USD 05/15/2018 05/26/2017 **.** *.** 05/26/2017 **.** *.**
HSBC, 10.176% perp., USD   USD 05/26/2017 ***.* * 05/26/2017 ***.* *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 3.125% 15nov2017, EUR   EUR 11/15/2017 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.*
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 4.75% 19jan2021, USD   USD 01/19/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 4.875% 30may2017, EUR   EUR 05/30/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 5.25% perp., EUR   EUR 05/26/2017 ***.* * 05/26/2017 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 05/26/2017 ***.** * 05/26/2017 ***.* *
HSBC, 5.625% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 05/26/2017 *** *.** 05/26/2017 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 05/26/2017 ***.**** * 05/26/2017 ***.**** *
HSBC, 5.844% perp., GBP   GBP 05/26/2017 ***.* * 05/26/2017 ***.** *
HSBC, 5.862% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.* *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 05/26/2017 ***.*** *.** 05/26/2017 ***.* *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 6.25% 19mar2018, EUR   EUR 03/19/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** -*.**
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 6.375% 18oct2022, GBP   GBP 10/18/2022 05/26/2017 ***.** * 05/26/2017 ***.* *
HSBC, 6.375% perp., USD   USD 05/26/2017 ***.*** * 05/26/2017 ***.** *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 05/26/2017 *** *.** 05/26/2017 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
HSBC, 7.35% 27nov2032, USD   USD 11/27/2032 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
HSBC, 7.625% 17may2032, USD   USD 05/17/2032 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
HSBC, FRN 11feb2021, USD   USD 02/11/2021 05/26/2017 ***.*** * 05/26/2017 ***.*** *
HSBC, FRN 16nov2017, CHF (365D)   CHF 11/16/2017 05/26/2017 **.** * 05/26/2017 **.** *
HSBC, FRN 20mar2023 (Step Up)   GBP 03/20/2023 05/26/2017 ***.* * 05/26/2017 *** *
HSBC, FRN 21dec2018, EUR   EUR 12/21/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 05/26/2017 ***.** * 05/26/2017 ***.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 05/26/2017 **.* *.** 05/26/2017 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 05/26/2017 ***.* *.** 05/26/2017 ***.*** *.*
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.*
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 05/26/2017 **.** *.** 05/26/2017 **.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 05/26/2017 ***.*** *.* 05/26/2017 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 05/26/2017 ***.** * 05/26/2017 ***.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC Holdings plc, 6% perp., EUR   EUR 05/26/2017 ***.** * 05/26/2017 ***.* *
HSBC Holdings plc, 6% perp., USD (Conv.)   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
HSBC Holdings plc, 6.375% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
HSBC Holdings plc, 6.875% perp., USD   USD 05/26/2017 ***.*** * 05/26/2017 ***.* *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 05/26/2017 ***.** * 05/26/2017 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 05/26/2017 ***.** * 05/26/2017 ***.** *
HSS Hire, 6.75% 1aug2019, GBP   GBP 08/01/2019 05/26/2017 **.* *.** 05/26/2017 ***.* *.*
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
ICICI Bank UK PLC, 2.5% 29sep2017, SGD   SGD 09/29/2017 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, 2.05% 11feb2018, USD   USD 02/11/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
Imperial Brands, 2.05% 20jul2018, USD   USD 07/20/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 05/26/2017 ***.* * 05/26/2017 ***.** *
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 05/26/2017 ***.* *.** 05/26/2017 ***.* *.*
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, FRN 15mar2024   GBP 03/15/2024 05/26/2017 ***.* * 05/26/2017 ***.** *.**
Imperial Brands, FRN 17feb2022   GBP 02/17/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, FRN 28sep2026   GBP 09/28/2026 05/26/2017 *** *.** 05/26/2017 ***.* *.**
Imperial Brands, FRN 2dec2019   EUR 12/02/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Imperial Brands, FRN 4dec2018   GBP 12/04/2018 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Imperial Brands, FRN 5jul2018   EUR 07/05/2018 05/26/2017 ***.** *.** 05/26/2017 ***.*** -*.**
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Inovyn Finance, 6.25% 15may2021, EUR   EUR 05/15/2021 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 05/26/2017 **.** **.** 05/26/2017 **.* *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 05/26/2017 **.** *.** 05/26/2017 **.** *.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 05/26/2017 ** *.** 05/26/2017 **.* *.**
International Power, 4.524% 19apr2027, EUR   EUR 04/19/2027 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Interoute Group, 7.375% 15oct2020, EUR   EUR 10/15/2020 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** -*.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Investec Bank Plc, 4.2% 10dec2025, GBP (ABS)   GBP 12/10/2025 05/26/2017 ** * 05/26/2017 *** *
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Investec Bank Plc, 5.125% 4jun2050, GBP (ABS)   GBP 06/04/2050 05/26/2017 ** * 05/26/2017 ***.** *
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 05/26/2017 ***.** -*.** 05/26/2017 ***.* -*.**
J Sainsbury, 6.5% perp., GBP   GBP 05/26/2017 *** * 05/26/2017 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 05/26/2017 ***.* *.** 05/26/2017 *** *.**
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 05/26/2017 ** **.** 05/26/2017 **.* **.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 05/26/2017 *** *.** 05/26/2017 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Ladbrokes, 5.125% 8sep2023, GBP   GBP 09/08/2023 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Lake Bridge International, 8% 2020, GBP (ABS)   GBP 07/23/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lanark Master Issuer, FRN 22dec2054, GBP (ABS)   GBP 12/22/2054 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 09/29/2025 05/26/2017 ***.* * 05/26/2017 ***.** *
Land Securities, FRN 30sep2029, GBP (ABS)   GBP 09/30/2029 05/26/2017 ***.** * 05/26/2017 ***.** *
Land Securities, FRN 31mar2022, GBP (ABS)   GBP 03/31/2022 05/26/2017 ***.** * 05/26/2017 ***.** *
Land Securities, FRN 31mar2027, GBP (ABS)   GBP 03/31/2027 05/26/2017 ***.** * 05/26/2017 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 05/26/2017 ***.*** -*.** 05/26/2017 ***.** -*.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Leeds Building Society, FRN 9feb2018, GBP (ABS)   GBP 02/09/2018 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Leeds Permanent Building Society, 10.5% 16feb2018, GBP   GBP 02/16/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 05/26/2017 ***.** * 05/26/2017 *** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 05/26/2017 ***.** * 05/26/2017 *** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 05/26/2017 ***.** * 05/26/2017 ***.** *
Liberty Global, 6.375% 15sep2022, EUR   EUR 09/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Liberty Global, 6.75% 15mar2023, EUR   EUR 03/15/2023 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Liverpool Victoria Friendly Society, FRN 22may2043   GBP 05/22/2043 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 05/26/2017 ***.**** -*.** 05/26/2017 ***.**** -*.*
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 05/26/2017 ***.**** -*.** 05/26/2017 ***.**** -*.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 07/22/2020 05/26/2017 ***.*** -*.** 05/26/2017 ***.** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 05/26/2017 ***.* *.* 05/26/2017 ***.** *.*
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** -*
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.* *.**
Lloyds Bank, 1.75% 14may2018, USD   USD 05/14/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
Lloyds Bank, 1.75% 16mar2018, USD   USD 03/16/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 03/31/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Lloyds Bank, 12% perp., USD   USD 05/26/2017 ***.* * 05/26/2017 ***.* *
Lloyds Bank, 13% perp., EUR   EUR 05/26/2017 ***.** * 05/26/2017 ***.** *
Lloyds Bank, 13% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.* *
Lloyds Bank, 2% 17aug2018, USD   USD 08/17/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.*
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Lloyds Bank, 3.1% 28aug2018, AUD   AUD 08/28/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Lloyds Bank, 4% 25jun2018, EUR   EUR 06/25/2018 05/26/2017 ***.*** -*.** 05/26/2017 ***.** -*.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 05/26/2017 ***.*** -*.** 05/26/2017 ***.*** -*.**
Lloyds Bank, 4.125% 5jun2018, NZD   NZD 06/05/2018 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.*
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 05/26/2017 ***.** * 05/26/2017 ***.** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Lloyds Bank, 6% 8feb2029, GBP   GBP 02/08/2029 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 6.2% 24apr2018, RUR   RUR 04/24/2018 05/26/2017 **.** **.** 05/26/2017 **.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 05/26/2017 ***.* *.** 05/26/2017 ***.*** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Lloyds Bank, 7.5% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 05/26/2017 *** *.** 05/26/2017 ***.** *.*
Lloyds Bank, 8% perp., GBP   GBP 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 05/26/2017 ***.* * 05/26/2017 ***.** *
Lloyds Bank, FRN 12feb2024 (Step Up)   EUR 02/12/2024 05/26/2017 ***.** * 05/26/2017 ***.** *
Lloyds Bank, FRN 14jan2019, GBP   GBP 01/14/2019 05/26/2017 **.** * 05/26/2017 ***.** *
Lloyds Bank, FRN 14may2018, USD   USD 05/14/2018 05/26/2017 **.** * 05/26/2017 ***.** *
Lloyds Bank, FRN 16jan2020, GBP   GBP 01/16/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Lloyds Bank, FRN 16mar2018, USD   USD 03/16/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Lloyds Bank, FRN 19jan2018, GBP (ABS)   GBP 01/19/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
Lloyds Bank, FRN 21aug2017, EUR   EUR 08/21/2017 05/26/2017 ***.** * 05/26/2017 ***.** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 05/26/2017 **.**** * 05/26/2017 **.** *
Lloyds Bank, FRN 4dec2020, EUR   EUR 12/04/2020 05/26/2017 **.** * 05/26/2017 **.** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 05/26/2017 ***.*** * 05/26/2017 ***.**** *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 05/26/2017 ***.* * 05/26/2017 ***.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Lloyds Banking Group, 6.367% perp., GBP   GBP 05/26/2017 ** * 05/26/2017 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 05/26/2017 ***.* * 05/26/2017 ***.** *
Lloyds Banking Group, 6.413% perp., USD   USD 05/26/2017 *** * 05/26/2017 ***.* *
Lloyds Banking Group, 7% perp., GBP   GBP 05/26/2017 ***.*** * 05/26/2017 ***.* *
Lloyds Banking Group, FRN perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP (ABS)   GBP 12/05/2033 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.*
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP (ABS)   GBP 01/27/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Marks&Spencer, 6.25% 1dec2017, USD   USD 12/01/2017 05/26/2017 ***.*** *.* 05/26/2017 ***.*** *.**
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 05/26/2017 **.* * 05/26/2017 **.**** *
Marstons Issuer, FRN 15jul2032 (Step Up)   GBP 07/15/2032 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Marstons Issuer, FRN 15jul2035 (Step Up)   GBP 07/15/2035 05/26/2017 **.**** * 05/26/2017 **.**** *
Marstons Issuer, FRN 15oct2027 (Step Up)   GBP 10/15/2027 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Matalan Finance, 6.875% 1jun2019, GBP   GBP 06/01/2019 05/26/2017 **.** **.** 05/26/2017 **.** **.**
Matalan Finance, 8.875% 1jun2020, GBP   GBP 06/01/2020 05/26/2017 **.** **.** 05/26/2017 **.** **.**
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 01/12/2032 05/26/2017 ***.*** *.* 05/26/2017 ***.*** *.**
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 01/12/2032 05/26/2017 ***.**** *.* 05/26/2017 ***.** *.*
MEIF Renewable Energy UK, 6.75% 1feb2020, GBP   GBP 02/01/2020 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.*
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Merseylink, 3.842% 31mar2043, GBP   GBP 03/31/2043 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Moat Homes Finance, 5% 23sep2041, GBP (ABS)   GBP 09/23/2041 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Mondi, 1.5% 15apr2024, EUR   EUR 04/15/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Mondi, 3.375% 28sep2020, EUR   EUR 09/28/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 05/26/2017 ***.** *.* 05/26/2017 ***.* *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 05/26/2017 **.** *.* 05/26/2017 **.*** *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Motability Operations, 3.75% 29nov2017, EUR   EUR 11/29/2017 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Moy Park, 6.25% 29may2021, GBP   GBP 05/29/2021 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
National Grid, 1.875% 6aug2018, GBP   GBP 08/06/2018 05/26/2017 **.** *.** 05/26/2017 ***.** -*.**
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
National Grid, 5% 2jul2018, EUR   EUR 07/02/2018 05/26/2017 ***.*** -*.** 05/26/2017 ***.** -*.**
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
National Grid, FRN 06oct2021   GBP 10/06/2021 05/26/2017 ***.** * 05/26/2017 ***.** *
National Grid, FRN 18jun2073 (Step Up)   GBP 06/18/2073 05/26/2017 ***.* * 05/26/2017 ***.** *
National Grid, FRN 18jun2076 (Step Up)   EUR 06/18/2076 05/26/2017 ***.** * 05/26/2017 ***.** *
National Grid Electricity Transmission, 2.983% 8jul2018, GBP   GBP 07/08/2018 05/26/2017 ***.*** * 05/26/2017 ***.*** *
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 05/26/2017 ***.** * 05/26/2017 ***.** *.**
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
National Grid Electricity Transmission, 7.375% 13jan2031, GBP   GBP 01/13/2031 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 05/26/2017 ***.*** * 05/26/2017 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 05/26/2017 **.** *.** 05/26/2017 **.** *
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 05/26/2017 **.** *.** 05/26/2017 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 05/26/2017 ***.** * 05/26/2017 ***.* *
National Grid Gas, 6% 13may2038, GBP   GBP 05/13/2038 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
National Grid Gas, 6% 7jun2017, GBP   GBP 06/07/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
National Grid Gas, 8.75% 27jun2025, GBP   GBP 06/27/2025 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
National Westminster Bank, 11.5% perp., GBP   GBP 05/26/2017 *** * 05/26/2017 *** *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
National Westminster Bank, 6.625% perp., EUR   EUR 05/26/2017 **.** * 05/26/2017 ** *
National Westminster Bank, 7.125% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 07/30/2020 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 05/26/2017 *** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 03/25/2027 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 05/26/2017 ***.*** -*.** 05/26/2017 ***.** -*.*
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 10/29/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR (ABS)   EUR 06/05/2034 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** -*.**
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 05/26/2017 **.**** *.** 05/26/2017 **.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 05/26/2017 *** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 4.125% 20mar2023, EUR   EUR 03/20/2023 05/26/2017 *** * 05/26/2017 ***.** *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 02/28/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 02/08/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 01/28/2026 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Nationwide Building Society, 6.024% perp., GBP   GBP 05/26/2017 **.* * 05/26/2017 **.** *
Nationwide Building Society, 6.25% 25feb2020, USD   USD 02/25/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Nationwide Building Society, 8.625% 29mar2018, GBP   GBP 03/29/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Nationwide Building Society, FRN 17jul2017, GBP   GBP 07/17/2017 05/26/2017 **.** * 05/26/2017 ***.** *
Nationwide Building Society, FRN 23mar2018, EUR   EUR 03/23/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 04/25/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
Nationwide Building Society, FRN 27apr2018, GBP (ABS)   GBP 04/27/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 05/26/2017 ***.* * 05/26/2017 ***.** *
NATS (En Route), 5.25% 31mar2026, GBP (ABS)   GBP 03/31/2026 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Network Rail Infrastructure Finance, 0.75% 3oct2017, USD   USD 10/03/2017 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Network Rail Infrastructure Finance, 0.875% 15may2018, USD   USD 05/15/2018 05/26/2017 **.* *.* 05/26/2017 **.** *.**
Network Rail Infrastructure Finance, 1% 7dec2017, GBP   GBP 12/07/2017 05/26/2017 **.* *.** 05/26/2017 ***.* -*.**
Network Rail Infrastructure Finance, 1.125% 22nov2047, GBP (ABS)   GBP 11/22/2047 05/26/2017 ***.** * 05/26/2017 ***.** *
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 05/26/2017 ***.** * 05/26/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 05/26/2017 ***.** * 05/26/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
New look finance, 6.5% 1jul2022, GBP (ABS)   GBP 07/01/2022 05/26/2017 **.** **.* 05/26/2017 **.** **.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 05/26/2017 **.* **.** 05/26/2017 **.* **.**
New look finance, FRN 1jul2022, EUR (ABS)   EUR 07/01/2022 05/26/2017 **.** * 05/26/2017 **.** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 05/04/2035 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 05/26/2017 ***.**** *.** 05/26/2017 ***.*** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 09/18/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.* *.**
Northern Powergrid (Yorkshire), 4.375% 5jul2032, GBP   GBP 07/05/2032 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Northumbrian Water, 6% 11oct2017, GBP   GBP 10/11/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP (ABS)   GBP 12/20/2032 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.*
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP (ABS)   GBP 07/07/2042 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
NYSE Euronext, 2% 5oct2017, USD   USD 10/05/2017 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 05/26/2017 *** *.** 05/26/2017 *** *.**
Old Mutual, 8% 3jun2021, GBP   GBP 06/03/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
OM Asset Managment, 4.8% 27jul2026, USD   USD 07/27/2026 05/26/2017 ***.*** *.* 05/26/2017 ***.*** *.*
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 05/26/2017 ***.* * 05/26/2017 ***.** *
Paragon Mortgages, FRN 15apr2035, EUR (ABS)   EUR 04/15/2035 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15apr2035, GBP (ABS)   GBP 04/15/2035 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15apr2044, GBP (ABS)   GBP 04/15/2044 05/26/2017 **.*** * 05/26/2017 **.*** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 05/26/2017 **.*** * 05/26/2017 **.*** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 05/26/2017 **.*** * 05/26/2017 **.*** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 05/26/2017 **.**** * 05/26/2017 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 05/26/2017 **.*** * 05/26/2017 **.*** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 05/26/2017 **.**** * 05/26/2017 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Peabody Capital, 4.625% 12dec2053, GBP   GBP 12/12/2053 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Peabody Capital, 5.25% 17mar2043, GBP (ABS)   GBP 03/17/2043 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 05/26/2017 **.** *.** 05/26/2017 **.** *.*
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Phoenix Group, 5.5% 10jul2017, GBP   GBP 07/10/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** -*.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Places for People Homes, 1% 31jan2022, GBP   GBP 01/31/2022 05/26/2017 ***.* * 05/26/2017 ***.** *
Places for People Homes, 4.25% 15dec2023, GBP   GBP 12/15/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Places for People Homes, 5.09% 31jul2043, GBP   GBP 07/31/2024 05/26/2017 ***.**** *.* 05/26/2017 ***.*** *
Places for People Homes, 5.875% 23may2031, GBP   GBP 05/23/2031 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Places for People Homes, 6.625% 30sep2038, GBP   GBP 09/30/2038 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 05/26/2017 ***.** -*.** 05/26/2017 ***.* -**.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Preferred Residential Securities, FRN 15dec2041, GBP (ABS)   GBP 12/15/2041 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Preferred Residential Securities, FRN 15dec2042, EUR (ABS)   EUR 12/15/2042 05/26/2017 **.*** * 05/26/2017 **.*** *
Premier Foods Investments, 6.5% 15mar2021, GBP   GBP 03/15/2021 05/26/2017 ***.** *.** 05/26/2017 ***.**** *.**
Premier Foods Investments, FRN 15mar2020, GBP   GBP 03/16/2020 05/26/2017 ***.*** * 05/26/2017 *** *
Premier Oil, 2.5% 27jul2018, USD (Conv.)   USD 07/27/2018 05/26/2017 **.** **.** 05/26/2017 **.** *.**
Premier Oil, 5% 11dec2020, GBP   GBP 12/11/2020 05/26/2017 **.* *.** 05/26/2017 **.* *.**
Premier Transmission, 5.202% 31mar2030, GBP (ABS)   GBP 03/31/2030 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Provident Financial, 7% 4oct2017, GBP   GBP 10/04/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Provident Financial, FRN 4mar2018, GBP   GBP 03/04/2018 05/26/2017 **.**** * 05/26/2017 **.**** *
Prudential, 1.375% 19jan2018, GBP   GBP 01/19/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 05/26/2017 ***.** * 05/26/2017 ***.** *
Prudential, 4.375% perp., USD   USD 05/26/2017 **.** * 05/26/2017 **.** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 05/26/2017 ***.** * 05/26/2017 ***.** *
Prudential, 5.25% perp., USD   USD 05/26/2017 ***.*** * 05/26/2017 ***.** *
Prudential, 5.25% perp., USD   USD 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Prudential, 6.5% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Prudential, 7.75% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Prudential, FRN 19dec2063 (Step-up)   GBP 12/19/2063 05/26/2017 ***.** * 05/26/2017 ***.** *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Punch Taverns Finance, FRN 15oct2017, GBP (ABS)   GBP 10/15/2027 05/26/2017 **.**** * 05/26/2017 ***.**** *
Quadrant Housing Finance, 4.94% 10feb2033, GBP (ABS)   GBP 02/10/2033 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
RAC Bond, 4.565% 6may2023, GBP   GBP 05/06/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
RAC Bond, 4.87% 6may2026, GBP   GBP 05/06/2026 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
RBS, 0.5% 15may2024, EUR   EUR 05/15/2024 05/26/2017 **.** *.** 05/26/2017 **.** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 05/26/2017 ***.**** *.* 05/26/2017 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RBS, 3.498% 15may2023, USD   USD 05/15/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 05/26/2017 ***.*** * 05/26/2017 ***.** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 10/19/2020 05/26/2017 ***.** * 05/26/2017 ***.** -*.**
RBS, 4.125% 15jan2018, EUR (ABS)   EUR 01/15/2018 05/26/2017 ***.*** -*.** 05/26/2017 ***.*** -*.**
RBS, 4.2% 29oct2017, EUR   EUR 10/29/2017 05/26/2017 **.** * 05/26/2017 ***.** *
RBS, 4.25% 30sep2017, EUR   EUR 09/30/2017 05/26/2017 **.** * 05/26/2017 ***.* *
RBS, 4.25% 31aug2017, EUR   EUR 08/31/2017 05/26/2017 **.** * 05/26/2017 ***.** *
RBS, 4.5% 30nov2020, EUR   EUR 11/30/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
RBS, 4.65% 4jun2018, USD   USD 06/04/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
RBS, 4.7% 3jul2018, USD   USD 07/03/2018 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 01/13/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
RBS, 5.5% perp., EUR   EUR 05/26/2017 ***.* * 05/26/2017 ***.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
RBS, 5.625% perp., GBP   GBP 05/26/2017 **.** * 05/26/2017 ***.** *
RBS, 5.65% 18oct2017, NOK   NOK 10/18/2017 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
RBS, 6% 19dec2023, USD   USD 12/19/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RBS, 6.50% 30sep2017, EUR   EUR 09/30/2017 05/26/2017 **.** * 05/26/2017 ***.** *
RBS, 6.625% 17sep2018, GBP   GBP 09/17/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *
RBS, 6.934% 9apr2018, EUR   EUR 04/09/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
RBS, 6.99% perp., USD   USD 05/26/2017 ***.* * 05/26/2017 ***.** *
RBS, 7.092% perp., EUR   EUR 05/26/2017 **.** * 05/26/2017 **.** *
RBS, 7.375% perp., GBP   GBP 05/26/2017 **.*** * 05/26/2017 **.*** *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RBS, 7.5% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
RBS, 7.64% perp., USD   USD 05/26/2017 **.* * 05/26/2017 **.** *
RBS, 7.648% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
RBS, 8% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.*** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
RBS, 9.5% perp., GBP   GBP 05/26/2017 ***.* * 05/26/2017 ***.* *
RBS, FRN 14jun2022, EUR   EUR 06/14/2022 05/26/2017 **.** * 05/26/2017 **.** *
RBS, FRN 15may2020, GBP   GBP 05/15/2020 05/26/2017 ***.** * 05/26/2017 ***.*** *
RBS, FRN 15may2023, USD   USD 05/15/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
RBS, FRN 23apr2023, EUR   EUR 04/23/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
RBS, FRN 23oct2017, EUR   EUR 10/23/2017 05/26/2017 **.** * 05/26/2017 **.** *
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RBS Group PLC, 8.625% perp., USD   USD 05/26/2017 ***.*** * 05/26/2017 ***.** *
RELX, 0.375% 22mar2021, EUR   EUR 03/22/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
RELX, 1% 22mar2024, EUR   EUR 03/22/2024 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
RELX, 2.5% 24sep2020, EUR (ABS)   EUR 09/24/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RELX (Investments), 7% 11dec2017, GBP   GBP 12/11/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 03/30/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 04/30/2025 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Rio Tinto, 2.875% 21aug2022, USD   USD 08/21/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Rio Tinto, 3.5% 22mar2022, USD   USD 03/22/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Rio Tinto, 3.5% 2nov2020, USD   USD 11/02/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Rio Tinto, 3.75% 20sep2021, USD   USD 09/20/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 05/26/2017 ***.* *.* 05/26/2017 ***.* *.**
Rio Tinto, 4.125% 20may2021, USD   USD 05/20/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 05/26/2017 ** *.** 05/26/2017 ** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Rio Tinto, 9% 1may2019, USD   USD 05/01/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Riverside Group, 3.875% 5dec2044, GBP (ABS)   GBP 12/05/2044 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RMAC, FRN 12dec2036, GBP (ABS)   GBP 12/12/2036 05/26/2017 **.**** * 05/26/2017 **.**** *
RMAC, FRN 12jun2037, EUR (ABS)   EUR 06/12/2037 05/26/2017 **.**** * 05/26/2017 **.**** *
RMAC, FRN 12jun2037, GBP (ABS)   GBP 06/12/2037 05/26/2017 **.**** * 05/26/2017 **.**** *
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 05/26/2017 ***.*** * 05/26/2017 ***.**** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Rolls-Royce Holdings, 2.375% 14oct2020, USD   USD 10/14/2020 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Rothschild, 9% perp., GBP   GBP 05/26/2017 ***.* * 05/26/2017 *** *
Rothschild, FRN perp., EUR   EUR 05/26/2017 **.** * 05/26/2017 **.* *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 05/26/2017 **.** *.** 05/26/2017 **.* *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 1.125% 21aug2017, USD   USD 08/21/2017 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Royal Dutch Shell, 1.25% 10nov2017, USD   USD 11/10/2017 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 05/26/2017 **.*** *.** 05/26/2017 **.*** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 08/10/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 05/26/2017 **.* *.** 05/26/2017 **.* *.*
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 05/26/2017 **.** *.** 05/26/2017 **.*** *.*
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 05/26/2017 **.** *.** 05/26/2017 **.*** *.*
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 4.375% 14may2018, EUR   EUR 05/14/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.*
Royal Dutch Shell, FRN 10nov2018, USD   USD 11/10/2018 05/26/2017 ***.** * 05/26/2017 ***.** *
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 05/26/2017 ***.** * 05/26/2017 ***.** *
RSA Insurance Group, 6.701% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
RSA Insurance Group, FRN 20may2039   GBP 05/20/2039 05/26/2017 ***.** * 05/26/2017 ***.** *
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 05/26/2017 *** *.** 05/26/2017 ***.* *.**
Sanctuary Capital, 5% 26apr2047, GBP (ABS)   GBP 04/26/2047 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Santander UK Group Holdings, 5.625% 15sep2045, USD   USD 09/15/2045 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 05/26/2017 ***.* * 05/26/2017 ***.** *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 05/26/2017 ***.** * 05/26/2017 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 05/26/2017 ***.** * 05/26/2017 ***.*** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.* *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 10/01/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Scottish & Southern Energy (SSE), 5.625% perp., EUR   EUR 05/26/2017 ***.** * 05/26/2017 ***.** *
Scottish & Southern Energy (SSE), 5.625% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 ***.** *
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
SD Distribution, 5.875% 17jul2026, GBP   GBP 07/17/2026 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
SeaDrill, 5.625% 15sep2017, USD   USD 09/15/2017 05/26/2017 ** ****.** 05/26/2017 ** ****.**
SeaDrill, 6.125% 15sep2020, USD   USD 09/15/2020 05/26/2017 **.** **.** 05/26/2017 **.* **.**
Segro, 5.5% 20jun2018, GBP   GBP 06/20/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Segro, 5.625% 7dec2020, GBP   GBP 12/07/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Segro, 6% 30sep2019, GBP   GBP 09/30/2019 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 05/26/2017 ***.* * 05/26/2017 ***.* *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 05/26/2017 ***.** *.* 05/26/2017 ***.* *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Severn Trent, 6% 22jan2018, GBP   GBP 01/22/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Shanks Group, 4.23% 2019, EUR   EUR 07/30/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Sigma Finance Corp, 1.75% 21sep2011, CHF   CHF 09/21/2011 05/26/2017 *.** * 05/26/2017 *.* *
Sigma Finance Corp, 2.375% 29jul2009, CHF (ABS)   CHF 07/29/2009 05/26/2017 *.** * 05/26/2017 *.* *
Sigma Finance Corp, FRN 6feb2009, CHF (ABS)   CHF 02/06/2009 05/26/2017 *.** * 05/26/2017 *.** *
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 05/26/2017 **.*** *.** 05/26/2017 **.*** *.**
Silverstone Master Issuer, FRN 21jan2055, GBP (ABS)   GBP 01/21/2055 05/26/2017 ***.**** * 05/26/2017 ***.**** *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 05/26/2017 ***.** * 05/26/2017 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Sky plc, 3.75% 16sep2024, USD   USD 09/16/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Sky plc, 5.75% 20oct2017, GBP   GBP 10/20/2017 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 05/26/2017 ***.** * 05/26/2017 ***.** *
Society of Lloyds, 7.421% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 05/26/2017 **.** *.** 05/26/2017 ***.* *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 05/26/2017 ***.**** *.** 05/26/2017 ***.*** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 05/26/2017 ***.** *.** 05/26/2017 ***.** *
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Southern Gas Networks, 5.125% 2nov2018, GBP   GBP 11/02/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 05/26/2017 **.**** * 05/26/2017 **.**** *
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 05/26/2017 **.**** * 05/26/2017 **.**** *
Southern Pacific Securities, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 05/26/2017 **.**** * 05/26/2017 **.**** *
Southern Water Services, 4.5% 31mar2038, GBP   GBP 03/31/2038 05/26/2017 ***.** * 05/26/2017 ***.** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 05/26/2017 ***.**** * 05/26/2017 ***.**** *.**
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP (ABS)   GBP 06/01/2043 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP (ABS)   GBP 09/10/2039 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 05/26/2017 ***.** * 05/26/2017 ***.* *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 05/26/2017 ***.** * 05/26/2017 ***.** *
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 05/26/2017 **.* *.** 05/26/2017 ***.* *.**
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 11/07/2019 05/26/2017 *** *.* 05/26/2017 ***.* *.**
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Standard Chartered Bank, 1.5% 8sep2017, USD   USD 09/08/2017 05/26/2017 **.** * 05/26/2017 **.** *.**
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 05/26/2017 **.* *.* 05/26/2017 **.*** *.**
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 05/26/2017 ***.** *.* 05/26/2017 ***.*** *.**
Standard Chartered Bank, 4.1% 23may2018, CNY   CNY 05/23/2018 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Standard Chartered Bank, 4.25% 9may2018, CNY   CNY 05/09/2018 05/26/2017 **.* *.** 05/26/2017 ***.* *.*
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 05/26/2017 **.*** *.** 05/26/2017 ***.** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Standard Chartered Bank, 5.25% 10apr2023, SGD   SGD 04/10/2023 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Standard Chartered Bank, 6.4% 26sep2017, USD   USD 09/26/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 05/26/2017 ***.*** * 05/26/2017 ***.** *
Standard Chartered Bank, 7.75% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Standard Chartered Bank, 7.75% perp., USD (Conv.)   USD 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Standard Chartered Plc, 1.7% 17apr2018, USD   USD 04/17/2018 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Standard Chartered Plc, 1.75% 29oct2017, EUR   EUR 10/29/2017 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 05/26/2017 **.** *.** 05/26/2017 **.* *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 05/26/2017 ** *.** 05/26/2017 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 05/26/2017 ***.** * 05/26/2017 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** -*.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 01/23/2026 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 05/26/2017 ***.* *.** 05/26/2017 ***.*** *.*
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.* *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Standard Chartered Plc, 5.875% 26sep2017, EUR   EUR 09/26/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Standard Chartered Plc, 6.409% perp., USD   USD 05/26/2017 **.*** * 05/26/2017 **.*** *
Standard Chartered Plc, 6.5% perp., USD   USD 05/26/2017 ***.*** * 05/26/2017 ***.*** *
Standard Chartered Plc, 7.014% perp., USD   USD 05/26/2017 ***.** * 05/26/2017 *** *
Standard Chartered Plc, 7.75% 3apr2018, GBP   GBP 04/03/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Standard Chartered Plc, FRN 12jul2022 (STEP-UP)   USD 07/12/2022 05/26/2017 ***.*** * 05/26/2017 ***.** *
Standard Chartered Plc, FRN 13jun2017, EUR   EUR 06/13/2017 05/26/2017 ***.** * 05/26/2017 ***.** *
Standard Chartered Plc, FRN 17apr2018, USD   USD 04/17/2018 05/26/2017 **.**** * 05/26/2017 ***.**** *
Standard Chartered Plc, FRN perp., USD   USD 05/26/2017 **.* * 05/26/2017 **.* *
Standard Chartered Plc, FRN perp., USD   USD 05/26/2017 ** * 05/26/2017 ** *
Standard Life, 5.5% 4dec2042, GBP   GBP 12/04/2042 05/26/2017 ***.* * 05/26/2017 ***.* *
Standard Life, 6.546% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Standard Life, 6.75% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP (ABS)   GBP 09/26/2026 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Stretford 79, 6.25% 15jul2021, GBP   GBP 07/15/2021 05/26/2017 ***.** *.* 05/26/2017 ***.** *.*
Stretford 79, 6.75% 15jul2024, GBP   GBP 07/15/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Stretford 79, FRN 15jul2020, GBP   GBP 07/15/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Sutton and East Surrey Water, 2.874% 31may2031, GBP (ABS)   GBP 05/31/2031 05/26/2017 ***.*** * 05/26/2017 ***.*** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 05/26/2017 ***.* *.* 05/26/2017 ***.* *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Swan Housing Group, 3.625% 5mar2048, GBP (ABS)   GBP 03/05/2048 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
T.H.F.C, 5.125% 21dec2037, GBP (ABS)   GBP 12/21/2035 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
T.H.F.C, 5.2% 11oct2045, GBP (ABS)   GBP 10/11/2043 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
T.H.F.C, 6.35% 8jul2041, GBP (ABS)   GBP 07/08/2039 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Telereal, 5.3887% 10dec2031, GBP (ABS)   GBP 12/10/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Telereal, 5.4252% 10dec2031, GBP (ABS)   GBP 12/10/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Telereal, 5.5534% 10dec2031, GBP (ABS)   GBP 12/10/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Telereal, 5.9478% 10dec2031, GBP (ABS)   GBP 12/10/2031 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tesco, 1% 16dec2019, GBP   GBP 12/16/2019 05/26/2017 ***.* -*.** 05/26/2017 ***.* -*.**
Tesco, 1.25% 13nov2017, EUR   EUR 11/13/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tesco, 1.375% 1jul2019, EUR   EUR 07/01/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 05/26/2017 ***.** *.** 05/26/2017 ***.* *.*
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 05/26/2017 ***.* -*.** 05/26/2017 ***.** -*.**
Tesco, 3.375% 2nov2018, EUR   EUR 11/02/2018 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.*
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 05/26/2017 **.** *.* 05/26/2017 **.* *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Tesco, 5.2% 24aug2018, GBP   GBP 08/24/2018 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 05/26/2017 **.** *.** 05/26/2017 *** *.**
Tesco, 5.4111% 13jul2044, GBP   GBP 07/13/2044 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 05/26/2017 ***.** *.* 05/26/2017 ***.* *.**
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Tesco, 5.744% 13apr2040, GBP   GBP 04/13/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Tesco, 6.125% 24feb2022, GBP   GBP 02/24/2022 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 05/26/2017 ***.** * 05/26/2017 ***.* *.**
Tesco, FRN 24mar2036, GBP   GBP 03/24/2036 05/26/2017 *** * 05/26/2017 *** *
Thames Water, 3.5% 25feb2028, GBP   GBP 02/25/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water, 4% 19jun2025, GBP   GBP 06/19/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water, 4.625% 4jun2046, GBP (ABS)   GBP 06/04/2046 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 09/28/2037 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water, 5.5% 11feb2041, GBP   GBP 02/11/2041 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 05/26/2017 ***.* * 05/26/2017 ***.* *
Thames Water, 5.875% 15jul2022, GBP (ABS)   GBP 07/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water, 6.5% 9feb2032, GBP   GBP 02/09/2032 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water, 6.75% 16nov2028, GBP   GBP 11/16/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *
Thames Water, 7.75% 1apr2019, GBP (ABS)   GBP 04/01/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water Utilities, 2.375% 3may2023, GBP   GBP 05/03/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thames Water Utilities, 2.875% 3may2027, GBP   GBP 05/03/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 07/27/2035 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thomas Cook Group, 6.75% 15jun2021, EUR   EUR 06/15/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Thomson Reuters, 1.65% 29sep2017, USD   USD 09/29/2017 05/26/2017 **.** *.* 05/26/2017 ***.** *.**
Thomson Reuters, 3.85% 29sep2024, USD   USD 09/29/2024 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 09/30/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 11/23/2023 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Thomson Reuters, 4.5% 23may2043, USD   USD 05/23/2043 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Thomson Reuters, 5.65% 23nov2043, USD   USD 11/23/2043 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Thomson Reuters, 6.5% 15jul2018, USD   USD 07/15/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Together Housing Finance, 4.5% 17dec2042, GBP (ABS)   GBP 12/17/2042 05/26/2017 ***.**** *.** 05/26/2017 ***.*** *.**
TP ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 05/26/2017 ***.** *.** 05/26/2017 *** *.*
TP ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
TP ICAP, FRN 31jul2018, GBP   GBP 07/31/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Transport for London, 1.25% 21nov2017, GBP   GBP 11/21/2017 05/26/2017 **.** *.** 05/26/2017 ***.** -*.**
Transport for London, 2.125% 24apr2025, GBP   GBP 04/24/2025 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Transport for London, 2.25% 9aug2022, GBP   GBP 08/09/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Transport for London, 2.474% 30apr2030, GBP   GBP 04/30/2030 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.*
Transport for London, 3.625% 15may2045, GBP   GBP 05/15/2045 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Transport for London, 3.875% 23jul2042, GBP   GBP 07/23/2042 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Transport for London, 4% 12sep2033, GBP   GBP 09/12/2033 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Transport for London, 4% 7apr2064, GBP   GBP 04/07/2064 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Travelex, 8% 15may2022, EUR   EUR 05/15/2022 05/26/2017 ***.* *.** 05/26/2017 ***.*** *.**
Travelodge Hotels, 8.5% 15may2023, GBP   GBP 05/15/2023 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 09/15/2021 05/26/2017 ***.**** *.* 05/26/2017 ***.**** *.**
Travis Perkins, 4.5% 7sep2023, GBP   GBP 09/07/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 05/26/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Trinity Acquisition, 3.5% 15sep2021, USD   USD 09/15/2021 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Trinity Acquisition, 4.4% 15mar2026, USD   USD 03/15/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tullett Prebon plc, 5.25% 11jun2019, GBP   GBP 06/11/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Tullow Oil, 6% 1nov2020, USD   USD 11/01/2020 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Tullow Oil, 6.25% 15apr2022, USD   USD 04/15/2022 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Twinkle Pizza, 6.625% 1aug2021, GBP   GBP 08/01/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 08/01/2022 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
UBS AG, London Branch, 0.5% 15may2018, EUR   EUR 05/15/2018 05/26/2017 ***.* -*.** 05/26/2017 ***.** -*.**
UBS AG, London Branch, 1.125% 30jun2020, EUR   EUR 06/30/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
UBS AG, London Branch, 1.25% 3sep2021, EUR   EUR 09/03/2021 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
UBS AG, London Branch, 3.5% 15sep2020, EUR   EUR 09/15/2020 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
UBS AG, London Branch, 3.50% 1apr2021, EUR   EUR 04/01/2021 05/26/2017 ***.** * 05/26/2017 ***.** *
UBS AG, London Branch, 3.875% 2dec2019, EUR (ABS)   EUR 12/02/2019 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
UBS AG, London Branch, 4% 8apr2022, EUR (ABS)   EUR 04/08/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
UBS AG, London Branch, 6% 18apr2018, EUR   EUR 04/18/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
UBS AG, London Branch, 6.625% 11apr2018, GBP   GBP 04/11/2018 05/26/2017 ***.* *.** 05/26/2017 ***.** *.*
UBS AG, London Branch, FRN 14aug2019, USD   USD 08/14/2019 05/26/2017 ***.** * 05/26/2017 ***.* *
UBS AG, London Branch, FRN 20apr2022, EUR   EUR 04/20/2022 05/26/2017 ***.** * 05/26/2017 ***.** *
UBS AG, London Branch, FRN 23nov2025, EUR   EUR 11/23/2025 05/26/2017 ***.** * 05/26/2017 *** *
UBS AG, London Branch, FRN 24nov2020, EUR   EUR 11/24/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
UK Department of Transport, 4.5% 7dec2028, GBP (ABS)   GBP 12/07/2028 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
UK Department of Transport, 4.5% 7dec2038, GBP   GBP 12/07/2038 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
UK Department of Transport, 5.1% 7mar2051, GBP (ABS)   GBP 03/07/2051 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
UK Department of Transport, 5.234% 2may2035, GBP (ABS)   GBP 05/02/2035 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Unifund, 5.32% 7dec2047, GBP (ABS)   GBP 12/07/2047 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Unilever, 1.8% 5may2020, USD   USD 05/05/2020 05/26/2017 **.** *.** 05/26/2017 ***.** *.*
Unilever, 2% 19dec2018, GBP   GBP 12/19/2018 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Unilever, 2.2% 5may2022, USD   USD 05/05/2022 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Unilever, 2.6% 5may2024, USD   USD 05/05/2024 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Unilever, 2.9% 5may2027, USD   USD 05/05/2027 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Unilever, 4.75% 16jun2017, GBP   GBP 06/16/2017 05/26/2017 **.** *.** 05/26/2017 ***.** -*.**
UNITE (USAF) II PLC, 3.921% 30jun2025, GBP   GBP 06/30/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Unite Group, 3.374% 30jun2023, GBP (ABS)   GBP 06/30/2023 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Unite Group, 6.125% 12jun2020, GBP   GBP 06/12/2020 05/26/2017 *** *.** 05/26/2017 ***.** *.**
United Utilities, 4.55% 19jun2018, USD   USD 06/19/2018 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
United Utilities, 5.625% 20dec2027, GBP   GBP 12/20/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
United Utilities Water, 4.25% 24jan2020, EUR   EUR 01/24/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
United Utilities Water, 5% 28feb2035, GBP   GBP 02/28/2035 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
United Utilities Water, 5.375% 14may2018, GBP   GBP 05/14/2018 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
United Utilities Water, 5.75% 25mar2022, GBP   GBP 03/25/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
University of Liverpool, 3.375% 2055, GBP   GBP 06/25/2055 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Urenco, 2.25% 5aug2022, EUR   EUR 08/05/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Urenco, 2.375% 2dec2024, EUR   EUR 12/02/2024 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Urenco, 2.5% 15feb2021, EUR   EUR 02/15/2021 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Virgin Media, 4.875% 15jan2027, GBP   GBP 01/15/2027 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Virgin Media, 5% 15apr2027, GBP   GBP 04/15/2027 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Virgin Media, 5.125% 15jan2025, GBP   GBP 01/15/2025 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Virgin Media, 5.25% 15jan2026, USD   USD 01/15/2026 05/26/2017 *** *.** 05/26/2017 *** *.**
Virgin Media, 5.5% 15jan2021, GBP   GBP 01/15/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Virgin Media, 5.5% 15jan2025, GBP   GBP 01/15/2025 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Virgin Media, 5.5% 15jan2025, USD   USD 01/15/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Virgin Media, 5.5% 15sep2024, GBP   GBP 09/15/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Virgin Media, 6.25% 28mar2029, GBP   GBP 03/28/2029 05/26/2017 ***.** *.** 05/26/2017 ***.** *
Virgin Media, 6.375% 15oct2024, GBP   GBP 10/15/2024 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Virgin Media Communications, 4.5% 15jan2025, EUR   EUR 01/15/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Virgin Media Communications, 5.125% 15feb2022, GBP   GBP 02/15/2022 05/26/2017 ** *.** 05/26/2017 *** *.**
Virgin Media Communications, 5.75% 15jan2025, USD   USD 01/15/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Virgin Media Communications, 7% 15apr2023, GBP   GBP 04/15/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Virgin Media Secured Finance, 5.5% 15aug2026, USD   USD 08/15/2026 05/26/2017 ***.** *.* 05/26/2017 ***.** *.*
Virgin Money, 2.25% 21apr2020, GBP   GBP 04/21/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Virgin Money, 7.875% perp., GBP   GBP 05/26/2017 ***.* * 05/26/2017 ***.* *
Virgin Money, 8.75% perp., GBP   GBP 05/26/2017 ***.** * 05/26/2017 ***.** *
Viridian Group, 7.5% 1mar2020, EUR (ABS)   EUR 03/01/2020 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Vodafone Group, 0% 26nov2020, GBP (1827D)   GBP 11/26/2020 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Vodafone Group, 0.375% 22nov2021, EUR   EUR 11/22/2021 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Vodafone Group, 0.375% 3dec2024, CHF   CHF 12/03/2024 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Vodafone Group, 0.5% 19sep2031, CHF   CHF 09/19/2031 05/26/2017 **.* *.** 05/26/2017 **.* *.**
Vodafone Group, 0.5% 30jan2024, EUR   EUR 01/30/2024 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Vodafone Group, 0.625% 15mar2027, CHF   CHF 03/15/2027 05/26/2017 **.* *.** 05/26/2017 **.** *.**
Vodafone Group, 0.875% 17nov2020, EUR   EUR 11/17/2020 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Vodafone Group, 1% 11sep2020, EUR   EUR 09/11/2020 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Vodafone Group, 1.25% 25aug2021, EUR   EUR 08/25/2021 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Vodafone Group, 1.25% 26sep2017, USD   USD 09/26/2017 05/26/2017 **.* *.** 05/26/2017 **.** *.*
Vodafone Group, 1.5% 19feb2018, USD   USD 02/19/2018 05/26/2017 **.* *.** 05/26/2017 **.** *.**
Vodafone Group, 1.5% 25aug2017, GBP (Conv.)   GBP 08/25/2017 05/26/2017 ***.** -**.** 05/26/2017 ***.** -**.**
Vodafone Group, 1.6% 29jul2031, EUR   EUR 07/29/2031 05/26/2017 **.** *.** 05/26/2017 **.* *
Vodafone Group, 1.75% 25aug2023, EUR   EUR 08/25/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 1.875% 11sep2025, EUR   EUR 09/11/2025 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Vodafone Group, 2% 25feb2019, GBP (Conv.)   GBP 02/25/2019 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Vodafone Group, 2.2% 25aug2026, EUR   EUR 08/25/2026 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 2.5% 26sep2022, USD   USD 09/26/2022 05/26/2017 **.*** *.** 05/26/2017 **.** *.**
Vodafone Group, 2.75% 1dec2034, EUR   EUR 12/01/2034 05/26/2017 ***.*** *.* 05/26/2017 ***.*** *.**
Vodafone Group, 2.95% 19feb2023, USD   USD 02/19/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 3% 12aug2056, GBP   GBP 08/12/2056 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Vodafone Group, 3.375% 8aug2049, GBP   GBP 08/08/2049 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Vodafone Group, 4.375% 16mar2021, USD   USD 03/16/2021 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.*
Vodafone Group, 4.375% 19feb2043, USD   USD 02/19/2043 05/26/2017 **.** *.** 05/26/2017 **.** *.*
Vodafone Group, 4.625% 15jul2018, USD   USD 07/15/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 4.65% 20jan2022, EUR   EUR 01/20/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 5.0% 4jun2018, EUR   EUR 06/04/2018 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Vodafone Group, 5.375% 5dec2017, GBP   GBP 12/05/2017 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 5.375% 6jun2022, EUR   EUR 06/06/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 5.45% 10jun2019, USD   USD 06/10/2019 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Vodafone Group, 5.625% 4dec2025, GBP   GBP 12/04/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 5.9% 26nov2032, GBP   GBP 11/26/2032 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 6.15% 27feb2037, USD   USD 02/27/2037 05/26/2017 ***.** *.** 05/26/2017 ***.*** *.**
Vodafone Group, 6.25% 30nov2032, USD   USD 11/30/2032 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Vodafone Group, 7.875% 15feb2030, USD   USD 02/15/2030 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, 8.125% 26nov2018, GBP   GBP 11/26/2018 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vodafone Group, FRN 25feb2019, EUR   EUR 02/25/2019 05/26/2017 ***.** * 05/26/2017 ***.** *
Vougeot Bidco, 7.875% 15jul2020, GBP   GBP 07/15/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Vougeot Bidco, FRN 15jul2020, EUR   EUR 07/15/2020 05/26/2017 **.** * 05/26/2017 *** *
Wagamama, 7.875% 1feb2020, GBP   GBP 02/01/2020 05/26/2017 ***.**** *.** 05/26/2017 ***.*** *.**
Wales & West Utilities, 4.625% 13dec2023, GBP   GBP 12/13/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Wales & West Utilities, 5% 7mar2028, GBP   GBP 03/07/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Wales & West Utilities, 5.75% 29mar2030, GBP   GBP 03/29/2030 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Wales & West Utilities, 6.25% 30nov2021, GBP   GBP 11/30/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Wales & West Utilities, 6.75% 17dec2036, GBP   GBP 12/17/2036 05/26/2017 ***.** * 05/26/2017 ***.** *
Wasps Finance, 6.5% 13may2022   GBP 05/13/2022 05/26/2017 ***.** *.** 05/26/2017 *** *.**
Wellcome Trust, 1.125% 21jan2027, EUR   EUR 01/21/2027 05/26/2017 ***.** * 05/26/2017 ***.** *.**
Wellcome Trust, 4% 9may2059, GBP   GBP 05/09/2059 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Wellcome Trust, 4.625% 25jul2036, GBP   GBP 07/25/2036 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Wellcome Trust, 4.75% 28may2021, GBP   GBP 05/28/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Wellington Pub Co, 6.735% 15jan2029, GBP   GBP 01/15/2029 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Wessex Water Services, 4% 24sep2021, GBP   GBP 09/24/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Wessex Water Services, 5.375% 10mar2028, GBP   GBP 03/10/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Wessex Water Services, 5.75% 14oct2033, GBP   GBP 10/14/2033 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Western Power Distribution, 3.625% 6nov2023, GBP   GBP 11/06/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Western Power Distribution, 3.875% 17oct2024, GBP   GBP 10/17/2024 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Western Power Distribution, 5.25% 17jan2023, GBP   GBP 01/17/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Western Power Distribution, 5.5% 9may2025, GBP   GBP 05/09/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Western Power Distribution, 5.75% 10dec2040, GBP   GBP 12/10/2040 05/26/2017 ***.**** *.** 05/26/2017 ***.*** *.**
Western Power Distribution, 5.75% 16apr2032, GBP   GBP 04/16/2032 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Western Power Distribution, 5.875% 25mar2027, GBP   GBP 03/25/2027 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
Western Power Distribution, 9.25% 9nov2020, GBP   GBP 11/09/2020 05/26/2017 ***.** *.** 05/26/2017 ***.**** *.**
Westpac Securities NZ (London Branch), 0.125% 16jun2021, EUR   EUR 06/16/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.** *.**
Westpac Securities NZ (London Branch), 0.25% 6apr2022, EUR   EUR 04/06/2022 05/26/2017 **.** *.** 05/26/2017 ***.** *.**
Wheatley Group, 4.375% 28nov2044, GBP (ABS)   GBP 11/28/2044 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
WHG, 4.25% 6oct2045, GBP   GBP 10/06/2045 05/26/2017 ***.**** * 05/26/2017 ***.**** *.**
Whitbread, 3.375% 16oct2025, GBP   GBP 10/16/2025 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
William Hill, 4.25% 5jun2020, GBP   GBP 06/05/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
William Hill, 4.875% 7sep2023, GBP   GBP 09/07/2023 05/26/2017 ***.** *.* 05/26/2017 ***.** *.**
Willis Group Hldng, 4.625% 15aug2023, USD   USD 08/15/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Willis Group Hldng, 5.75% 15mar2021, USD   USD 03/15/2021 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Witan Investment Trust, 6.125% 15dec2025, GBP   GBP 12/15/2025 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
WM Treasury, 4.625% 3dec2042, GBP   GBP 12/03/2042 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Workspace Group, 6% 9oct2019, GBP   GBP 10/09/2019 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Worldpay, 3.75% 15nov2022, EUR   EUR 11/15/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
WPP, 0.75% 18nov2019, EUR   EUR 11/18/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
WPP, 1.625% 23mar2030, EUR   EUR 03/23/2030 05/26/2017 **.** *.** 05/26/2017 **.** *.**
WPP, 2.25% 22sep2026, EUR   EUR 09/22/2026 05/26/2017 ***.* *.** 05/26/2017 ***.** *.**
WPP, 2.875% 14sep2046, GBP   GBP 09/14/2046 05/26/2017 **.** *.** 05/26/2017 **.** *.**
WPP, 3% 20nov2023, EUR   EUR 11/20/2023 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
WPP, 3.75% 19sep2024, USD   USD 09/19/2024 05/26/2017 ***.* *.* 05/26/2017 ***.** *.**
WPP, 6.375% 6nov2020, GBP   GBP 11/06/2020 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
WPP, FRN 18may2020, EUR   EUR 05/18/2020 05/26/2017 ***.** * 05/26/2017 ***.** *
Yorkshire Building Society, 0.375% 11apr2023, EUR   EUR 04/11/2023 05/26/2017 **.** *.** 05/26/2017 **.** *.**
Yorkshire Building Society, 0.5% 19jun2020, EUR (ABS)   EUR 06/19/2020 05/26/2017 ***.** -*.** 05/26/2017 ***.** -*.**
Yorkshire Building Society, 0.75% 10nov2022, EUR   EUR 11/10/2022 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Yorkshire Building Society, 1.25% 11jun2021, EUR   EUR 06/11/2021 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Yorkshire Building Society, 1.25% 17mar2022, EUR   EUR 03/17/2022 05/26/2017 ***.** *.** 05/26/2017 ***.** *.*
Yorkshire Building Society, 2.125% 18mar2019, EUR   EUR 03/18/2019 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Yorkshire Building Society, 3.5% 21apr2026, GBP   GBP 04/21/2026 05/26/2017 ***.** *.* 05/26/2017 ***.** *.*
Yorkshire Building Society, 5.649% perp., GBP   GBP 05/26/2017 ** * 05/26/2017 *** *
Yorkshire Building Society, 6.375% 26apr2024, GBP   GBP 04/26/2024 05/26/2017 ***.*** *.** 05/26/2017 ***.*** *.**
Yorkshire Housing, 4.125% 31oct2044, GBP   GBP 10/31/2044 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Yorkshire Power, 7.25% 4aug2028, GBP   GBP 08/04/2028 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Yorkshire Water Services, 3.625% 1aug2029, GBP   GBP 08/01/2029 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Yorkshire Water Services, 3.75% 22mar2046, GBP   GBP 03/22/2046 05/26/2017 ***.** * 05/26/2017 ***.** *
Yorkshire Water Services, 5.125% 28may2037, GBP   GBP 05/28/2037 05/26/2017 ***.*** *.** 05/26/2017 ***.**** *.**
Yorkshire Water Services, 5.375% 21feb2023, GBP   GBP 02/21/2023 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
Yorkshire Water Services, 5.5% 28may2027, GBP   GBP 05/28/2027 05/26/2017 ***.**** *.** 05/26/2017 ***.**** *.**
Yorkshire Water Services, 6% 21aug2019, GBP   GBP 08/21/2019 05/26/2017 ***.* *.** 05/26/2017 ***.* *.**
Yorkshire Water Services, 6.375% 19aug2039, GBP   GBP 08/19/2039 05/26/2017 ***.** *.** 05/26/2017 ***.** *.**
Yorkshire Water Services, 6.6011% 17apr2031, GBP   GBP 04/17/2031 05/26/2017 ***.**** *.** 05/26/2017 ***.*** *.**
Yorkshire Water Services, 6.625% 17apr2031, GBP   GBP 04/17/2031 05/26/2017 ***.** *.** 05/26/2017 ***.* *.**
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