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 100 1 485 505 648 444
CNY 1 3 000 000 000
municipal
GBP 3 884 971 000
corporate
USD 1417 618 410 340 744
GBP 1403 435 186 036 010
EUR 914 795 087 253 490
RUR 189 111 071 081 500
CHF 48 11 047 000 000
HKD 36 14 731 000 000
IDR 33 12 928 500 000 000
ZAR 33 59 509 100 000
AUD 32 6 649 720 000
NOK 31 26 486 500 000
BRL 28 2 592 318 000
JPY 27 481 588 000 000
INR 21 34 610 000 000
CNY 18 9 729 000 000
SEK 12 11 581 600 000
CAD 12 5 445 000 000
TRY 11 1 169 200 000
MXN 9 9 429 650 000
KZT 6 86 100 000 000
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
UYU 2 478 975 000
ARS 2 400 000 000
DKK 2 5 330 000 000
FRF 2 1 316 000 000
GEL 2 132 000 000
ZMW 1 50 000 000
RSD 1 2 500 000 000
PLN 1 100 000 000
COP 1 15 000 000 000

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
EBRD, FRN 29sep2019, KZT - International bonds XS1587958338 91D KZT T-bill Rate - 1.15% 10 000 000 000  KZT 03/22/2017 09/29/2019
RBS, 0.15% 30mar2018, JPY - International bonds XS1584039785 0.15% 10 000 000 000  JPY 03/21/2017 03/30/2018
Arrow Global, FRN 1apr2025, EUR - International bonds XS1533918824 3M EURIBOR + 2.875% 400 000 000  EUR 03/21/2017 04/01/2025
HSBC Holdings plc, FRN 27sep2022, EUR - International bonds XS1586214956 3M EURIBOR + 0.7% 1 500 000 000  EUR 03/20/2017 09/27/2022
RSA Insurance Group, FRN perp., DKK (Conv.) - International bonds XS1584997891 3M CIBOR + 4.85% 650 000 000  DKK 03/20/2017
RSA Insurance Group, FRN perp., SEK (Conv.) - International bonds XS1584996737 3M STIBOR + 5.25% 2 500 000 000  SEK 03/20/2017
Goldman Sachs International, 7.25% 17mar2020, ZAR - International bonds XS1505105970 7.25% 500 000 000  ZAR 03/17/2017 03/17/2020
Goldman Sachs International, 6.25% 17mar2020, MXN - International bonds XS1505106192 6.25% 800 000 000  MXN 03/17/2017 03/17/2020
EBRD, 6.125% 30mar2020, INR - International bonds XS1585456756 6.125% 1 500 000 000  INR 03/17/2017 03/30/2020
United Kingdom, Bills 18sep2017 6m - Domestic bonds GB00BXRFP702 0% 1 000 000 000  GBP 03/17/2017 09/18/2017

World Bond Market Indicators

Daily indices

Type: 03/22/2017 03/21/2017 03/20/2017 03/17/2017 03/16/2017 03/15/2017 03/14/2017
Treasuries
Gilt 10Y YTM 1.18 1.25 1.23 1.24 1.25 1.21 1.22
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Monthly indices

Type Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016
EU Long-term interest rates
United Kingdom, % 1.24 1.38 1.25 1.22 0.94 0.67 0.59
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World Bond market statistics

Monthly indices

Type Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 760.43 1 741.54 1 771.73 1 766.67 1 662.38 1 729.82 1 757.80
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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 Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 15.712 27.805 6.101 16.455 8.635 31.980 39.446
Number of new international bond issues (UK) 70 84 46 71 67 101 81
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Developed Markets International Bonds

Monthly indices

Type Feb 2017 Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 0.686 0.686 0.676 0.686 0.686 0.709 0.711
United Kingdom municipal international bonds, USD bln 0.835 0.839 0.819 0.838 0.364 0.389 0.393
United Kingdom corporate international bonds, USD bln 1 505.122 1 528.903 1 494.718 1 520.498 1 529.962 1 587.282 1 630.043
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Money market

Daily indices

Type: 03/22/2017 03/21/2017 03/20/2017 03/17/2017 03/16/2017 03/15/2017 03/14/2017
IRS GBP (Annual Fixed vs 6M Libor) 
IRS GBP 1Y vs 6M Libor mid * * * * * * *
IRS GBP 2Y vs 6M Libor mid * * * * * * *
IRS GBP 3Y vs 6M Libor mid * * * * * * *
IRS GBP 4Y vs 6M Libor mid * * * * * * *
IRS GBP 5Y vs 6M Libor mid * * * * * * *
IRS GBP 6Y vs 6M Libor mid * * * * * * *
IRS GBP 7Y vs 6M Libor mid * * * * * * *
IRS GBP 8Y vs 6M Libor mid * * * * * * *
IRS GBP 9Y vs 6M Libor mid * * * * * * *
IRS GBP 10Y vs 6M Libor mid * * * * * * *
IRS GBP 12Y vs 6M Libor mid * * * * * * *
IRS GBP 15Y vs 6M Libor mid * * * * * * *
IRS GBP 20Y vs 6M Libor mid * * * * * * *
IRS GBP 25Y vs 6M Libor mid * * * * * * *
IRS GBP 30Y vs 6M Libor mid * * * * * * *
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Risk Management Institute

Daily indices

Type: 03/22/2017 03/21/2017 03/20/2017 03/17/2017 03/16/2017 03/15/2017 03/14/2017
RMI CVI - Europe
UK CVI value weighted  12.88 12.67 12.54 12.54 12.58 12.66 12.80
UK CVI tail  140.63 144.30 143.54 142.91 144.67 138.42 145.27
UK CVI equally weighted  33.92 33.51 33.51 33.42 33.57 33.40 33.84
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Stock market (World)

Daily indices

Type: 03/23/2017 03/22/2017 03/21/2017 03/20/2017 03/17/2017 03/16/2017 03/15/2017
Stock market (Developed countries)
FTSE 100  7 341 7 325 7 378 7 430 7 425 7 416 7 369
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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 03/22/2017 ***.**** *.** 03/22/2017 ***.**** -*.**
United Kingdom, 2.7% 21oct2017, CNY   CNY 10/21/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
AA Bond Co, 3.781% 31jul2019, GBP   GBP 07/31/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AA Plc, 4.2487% 31jul2020, GBP   GBP 07/31/2020 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 04/21/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Abbey National Treasury Services, 1.75% 15jan2018, EUR   EUR 01/15/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Abbey National Treasury Services, 3.625% 5oct2017, EUR (ABS)   EUR 10/05/2017 03/22/2017 ***.*** -*.* 03/22/2017 ***.*** -*.**
Abbey National Treasury Services, 4.125% 14sep2017, GBP   GBP 09/14/2017 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 04/12/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 02/16/2029 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Abbey National Treasury Services, FRN 12feb2018, EUR   EUR 02/12/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Abbey National Treasury Services, FRN 24oct2017, EUR   EUR 10/24/2017 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Abbey National Treasury Services, FRN 5apr2017, GBP (ABS)   GBP 04/05/2017 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Aberdeen Asset Management, 7% perp., USD   USD 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Affinity Sutton, 5.981% 17sep2038, GBP (ABS)   GBP 09/17/2038 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
Algeco Scotsman Global, 9% 15oct2018, EUR   EUR 10/15/2018 03/22/2017 **.** **.** 03/22/2017 **.** **.*
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Alpha Plus Holdings, 5.75% 18dec2019, GBP (ABS)   GBP 12/18/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP (ABS)   GBP 03/13/2043 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 03/22/2017 ***.*** -*.* 03/22/2017 ***.*** -*.**
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Anglian Water, 7% 31jan2018, GBP   GBP 01/31/2018 03/22/2017 *** *.** 03/22/2017 ***.*** *.**
Anglian Water, FRN 10oct2040   GBP 10/10/2040 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Anglo American Capital Plc, 4.45% 27sep2020, USD   USD 09/27/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 06/30/2031 03/22/2017 ***.**** *.** 03/22/2017 ***.** *.**
Annington, 0% 10jan2023, GBP (9150D, ABS)   GBP 01/10/2023 03/22/2017 **.**** *.** 03/22/2017 **.**** *.**
Annington, 0% 7dec2022, GBP (9116D, ABS)   GBP 12/07/2022 03/22/2017 **.**** *.** 03/22/2017 **.** *.**
Annington, 8% 2oct2021, GBP (ABS)   GBP 10/02/2021 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 10/02/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
ANZ New Zealand (Int’l), London Branch, 2.6% 23sep2019, USD   USD 09/23/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Arkle Master Issuer, 3.986% 17aug2017, GBP   GBP 08/17/2017 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Arkle Master Issuer, FRN 17may2060, GBP   GBP 05/17/2060 03/22/2017 ***.**** * 03/22/2017 ***.*** *
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Arqiva, 5.34% 30jun2030, GBP   GBP 06/30/2030 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 03/31/2020 03/22/2017 ***.** *.** 03/22/2017 *
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 03/22/2017 **.** * 03/22/2017 ***.** *
Arrow Global, FRN 1may2023, EUR   EUR 05/01/2023 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Arrow Global, FRN 1nov2021, EUR   EUR 11/01/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 09/01/2029 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 03/22/2017 ***.** -*.* 03/22/2017 ***.** -*.**
ASB Finance, 1.875% 10jul2017, EUR (ABS)   EUR 07/10/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 03/22/2017 ***.* *.* 03/22/2017 ***.* *.**
Aston Martin, 10.25% 15jul2018, USD   USD 07/15/2018 03/22/2017 **.*** **.** 03/22/2017 *
Aston Martin, 9.25% 15jul2018, GBP   GBP 07/15/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 03/22/2017 **.* *.** 03/22/2017 **.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 03/22/2017 **.** *.** 03/22/2017 **.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 03/22/2017 *** *.** 03/22/2017 ***.*** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 03/22/2017 **.*** * 03/22/2017 ***.** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
AstraZeneca, 5.9% 15sep2017, USD   USD 09/15/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Auburn Securities, FRN 1oct2041, GBP (ABS)   GBP 10/01/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP (ABS)   GBP 06/15/2022 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.*
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 03/22/2017 **.** * 03/22/2017 **.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 03/22/2017 ***.** * 03/22/2017 ***.** *
Aviva, 5.902% perp., GBP   GBP 03/22/2017 ***.** * 03/22/2017 ***.* *
Aviva, 6.125% perp., GBP   GBP 03/22/2017 ***.*** * 03/22/2017 ***.** *
Aviva, 6.875% 22may2038, EUR   EUR 05/22/2038 03/22/2017 ***.** * 03/22/2017 *** *
Aviva, 6.875% perp., GBP   GBP 03/22/2017 ***.* * 03/22/2017 *** *
Aviva, 8.25% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Aviva, FRN 14nov2036   GBP 11/14/2036 03/22/2017 ***.** * 03/22/2017 ***.* *
Aviva, FRN 20may2058   GBP 05/20/2058 03/22/2017 ***.** * 03/22/2017 ***.* *
Aviva, FRN 5jul2043   EUR 07/05/2043 03/22/2017 ***.** * 03/22/2017 ***.** *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.*** -*.*
Banco Santander, London Branch, 10.125% 4jan2023, GBP   GBP 01/04/2023 03/22/2017 ***.** * 03/22/2017 ***.** *
Banco Santander, London Branch, 2% 24aug2018, USD   USD 08/24/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Banco Santander, London Branch, 2.875% 5aug2021, USD   USD 08/05/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 08/23/2018 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Banco Santander, London Branch, 4% 13mar2024, USD   USD 03/13/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Banco Santander, London Branch, 4.375% 24jan2018, EUR (ABS)   EUR 01/24/2018 03/22/2017 ***.*** -*.** 03/22/2017 ***.** -*.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Bank of England, 1.25% 16mar2018, USD   USD 03/16/2018 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 02/07/2020 03/22/2017 ***.*** -*.** 03/22/2017 ***.** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 07/13/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Bank of Scotland, 4.625% 8jun2017, EUR (ABS)   EUR 06/08/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 06/08/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Bank of Scotland, 4.875% 20dec2024, GBP (ABS)   GBP 12/20/2024 03/22/2017 ***.**** *.** 03/22/2017 ***.*** *.**
Bank of Scotland, 4.875% 4jun2019, EUR (ABS)   EUR 06/04/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Bank of Scotland, FRN 14oct2025   EUR 10/14/2025 03/22/2017 **.** * 03/22/2017 ***.** *
Bank of Scotland, FRN 16apr2020   GBP 04/16/2020 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Bank of Scotland, FRN 16mar2020, EUR   EUR 03/16/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Bank of Scotland, FRN 7feb2035   EUR 02/07/2035 03/22/2017 ***.** * 03/22/2017 ***.** *
Bank of Scotland, FRN 8jun2020, EUR (Structured)   EUR 06/08/2020 03/22/2017 **.** * 03/22/2017 ***.** *
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 03/22/2017 ***.**** -*.** 03/22/2017 ***.**** -*.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 03/22/2017 ***.**** -*.** 03/22/2017 ***.**** -*.**
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Barclays, 10% 28jul2034, USD   USD 07/28/2034 03/22/2017 **.* * 03/22/2017 **.* *
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
Barclays, 14% perp., GBP   GBP 03/22/2017 ***.* * 03/22/2017 ***.* *
Barclays, 2% 16mar2018, USD   USD 03/16/2018 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 2.25% 10may2017, USD (ABS)   USD 05/10/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 03/22/2017 ***.** * 03/22/2017 ***.** *
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 03/22/2017 **.** *.** 03/22/2017 **.** *
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 03/22/2017 ***.** *.* 03/22/2017 ***.** *.*
Barclays, 4% 12jan2021, EUR (ABS)   EUR 01/12/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 10/07/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 03/02/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 4.75% perp., EUR   EUR 03/22/2017 ** * 03/22/2017 **.* *
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 03/22/2017 ***.* * 03/22/2017 ***.** *.**
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 5.33% perp., GBP   GBP 03/22/2017 **.** * 03/22/2017 **.** *
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.*
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 03/22/2017 ***.* *.* 03/22/2017 ***.** *.*
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Barclays, 6% 23jan2018, EUR   EUR 01/23/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 6% perp., GBP   GBP 03/22/2017 **.*** * 03/22/2017 ** *
Barclays, 6% perp., GBP   GBP 03/22/2017 **.** * 03/22/2017 ***.** *
Barclays, 6.05% 4dec2017, USD   USD 12/04/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Barclays, 6.125% perp., GBP   GBP 03/22/2017 ***.** * 03/22/2017 ***.** *
Barclays, 6.5% perp., EUR   EUR 03/22/2017 ***.** * 03/22/2017 ***.** *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Barclays, 6.625% perp., USD   USD 03/22/2017 **.* * 03/22/2017 ** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 7% perp., GBP   GBP 03/22/2017 **.** * 03/22/2017 **.** *
Barclays, 7.125% perp., GBP   GBP 03/22/2017 *** * 03/22/2017 ***.** *
Barclays, 7.25% perp., GBP (Conv.)   GBP 03/22/2017 ***.** * 03/22/2017 *** *
Barclays, 7.434% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Barclays, 7.75% 10apr2023, USD   USD 04/10/2023 03/22/2017 *** * 03/22/2017 ***.** *
Barclays, 7.875% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Barclays, 8% perp., EUR   EUR 03/22/2017 ***.** * 03/22/2017 ***.** *
Barclays, 8.25% perp., GBP   GBP 03/22/2017 ***.** * 03/22/2017 ***.** *
Barclays, 8.25% perp., USD (Conv.)   USD 03/22/2017 ***.*** * 03/22/2017 ***.** *
Barclays, 9% perp., GBP   GBP 03/22/2017 *** * 03/22/2017 *** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 03/22/2017 ***.* * 03/22/2017 ***.** *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 03/22/2017 ***.** * 03/22/2017 ***.* *
Barclays, FRN 12feb2018, GBP (ABS)   GBP 02/12/2018 03/22/2017 **.** * 03/22/2017 ***.** *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 03/22/2017 **.**** * 03/22/2017 **.**** *
Barclays, FRN 16jan2023   GBP 01/16/2023 03/22/2017 ***.*** * 03/22/2017 ***.* *
Barclays, FRN 19feb2029, EUR   EUR 02/19/2029 03/22/2017 **.* * 03/22/2017 **.* *
Barclays, FRN 19jul2017, GBP   GBP 07/19/2017 03/22/2017 ***.*** * 03/22/2017 ***.**** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 03/22/2017 **.**** * 03/22/2017 **.**** *
Barclays, FRN 23dec2023, EUR   EUR 12/23/2023 03/22/2017 **.** * 03/22/2017 **.** *
Barclays, FRN 28dec2040, EUR   EUR 12/28/2040 03/22/2017 **.** * 03/22/2017 **.* *
Barclays, FRN perp., GBP   GBP 03/22/2017 ***.* * 03/22/2017 *** *
Barclays Bank PLC, 0% 6oct2019, EUR   EUR 10/06/2019 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *
Barclays Bank PLC, 6% 7jan2025, EUR   EUR 01/07/2025 03/22/2017 ***.** * 03/22/2017 *** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
BAT International Finance PLC, 1.85% 2018, USD   USD 06/15/2018 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 03/22/2017 ***.** *.** 03/22/2017 *** *.*
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.*** -*.*
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *
BG Energy Holdings, 6.5% 30nov2072, USD   USD 11/30/2072 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BG Energy Holdings, FRN 30nov2072 (Step-up)   EUR 11/30/2072 03/22/2017 ***.** * 03/22/2017 ***.** *
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 03/22/2017 **.**** **.** 03/22/2017 **.* **.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
BL Superstores Finance, 4.482% 4oct2030, GBP (ABS)   GBP 10/04/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP (ABS)   GBP 07/04/2025 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Bluestone Securities, FRN 9jun2043, EUR (ABS)   EUR 06/09/2043 03/22/2017 **.**** * 03/22/2017 **.**** *
Bluestone Securities, FRN 9jun2044, GBP   GBP 06/09/2044 03/22/2017 **.**** * 03/22/2017 **.**** *
BMW UK Capital, 5% 2oct2017, GBP   GBP 10/02/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BNZ International Funding, 1.26% 26jul2017, JPY   JPY 07/26/2017 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
BNZ International Funding, 1.375% 26jan2018, HKD   HKD 01/26/2018 03/22/2017 **.**** *.** 03/22/2017 **.**** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Boing Group Financing, 6.625% 15jul2019, EUR   EUR 07/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Boparan, 4.375% 15jul2021, EUR   EUR 07/15/2021 03/22/2017 **.** *.** 03/22/2017 ***.*** *.*
Boparan, 5.25% 15jul2019, GBP   GBP 07/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Boparan, 5.5% 15jul2021, GBP   GBP 07/15/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.*
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 03/22/2017 ***.** -*.** 03/22/2017 ***.* -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
BP Capital Markets, 1.674% 13feb2018, USD   USD 02/13/2018 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Capital Markets, FRN 13feb2018, USD   USD 02/13/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
BP Group (plc), 0.83% 19sep2024, EUR   EUR 09/19/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.**
BP Group (plc), 1% 28aug2020, CHF   CHF 08/28/2020 03/22/2017 ***.** * 03/22/2017 ***.* -*.**
BP Group (plc), 1.117% 25jan2024, EUR   EUR 01/25/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BP Group (plc), 1.177% 12aug2023, GBP   GBP 08/12/2023 03/22/2017 **.*** *.** 03/22/2017 **.* *.**
BP Group (plc), 1.375% 10may2018, USD   USD 05/10/2018 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
BP Group (plc), 1.375% 6nov2017, USD   USD 11/06/2017 03/22/2017 **.** *.* 03/22/2017 *** *.**
BP Group (plc), 1.526% 26sep2022, EUR   EUR 09/26/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BP Group (plc), 1.625% 17aug2017, USD   USD 08/17/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
BP Group (plc), 1.75% 28feb2024, CHF   CHF 02/28/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BP Group (plc), 1.846% 5may2017, USD   USD 05/05/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BP Group (plc), 2.112% 16sep2021, USD   USD 09/16/2021 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
BP Group (plc), 2.177% 28sep2021, EUR   EUR 09/28/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BP Group (plc), 2.213% 25sep2026, EUR   EUR 09/25/2026 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
BP Group (plc), 2.237% 10may2019, USD   USD 05/10/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BP Group (plc), 2.241% 26sep2018, USD   USD 09/26/2018 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Group (plc), 2.315% 13feb2020, USD   USD 02/13/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
BP Group (plc), 2.5% 6nov2022, USD   USD 11/06/2022 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
BP Group (plc), 2.517% 17feb2021, EUR   EUR 02/17/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
BP Group (plc), 2.518% 16jan2020, USD   USD 01/16/2020 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
BP Group (plc), 2.75% 10may2023, USD   USD 05/10/2023 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
BP Group (plc), 2.972% 27feb2026, EUR   EUR 02/27/2026 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
BP Group (plc), 2.994% 18feb2019, EUR   EUR 02/18/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.*** -*.**
BP Group (plc), 3% 14jun2017, CHF   CHF 06/14/2017 03/22/2017 ***.* -*.* 03/22/2017 ***.** -*.**
BP Group (plc), 3.017% 16jan2027, USD   USD 01/16/2027 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
BP Group (plc), 3.216% 28nov2023, USD   USD 11/28/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
BP Group (plc), 3.224% 14apr2024, USD   USD 04/14/2024 03/22/2017 **.** *.** 03/22/2017 ***.*** *.**
BP Group (plc), 3.245% 6may2022, USD   USD 05/06/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Group (plc), 3.561% 1nov2021, USD   USD 11/01/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Group (plc), 3.588% 14apr2027, USD   USD 04/14/2027 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
BP Group (plc), 3.65% 28feb2019, CNY   CNY 02/28/2019 03/22/2017 **.* *.** 03/22/2017 **.** *.**
BP Group (plc), 3.723% 28nov2028, USD   USD 11/28/2028 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Group (plc), 3.814% 10feb2024, USD   USD 02/10/2024 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
BP Group (plc), 3.83% 6oct2017, EUR   EUR 10/06/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.*
BP Group (plc), 3.95% 8oct2018, CNY   CNY 10/08/2018 03/22/2017 **.** *.* 03/22/2017 **.* *.**
BP Group (plc), 3.994% 26sep2023, USD   USD 09/26/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Group (plc), 4.154% 1jun2020, EUR   EUR 06/01/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
BP Group (plc), 4.325% 10dec2018, GBP   GBP 12/10/2018 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
BP Group (plc), 4.5% 1oct2020, USD   USD 10/01/2020 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
BP Group (plc), 4.742% 11mar2021, USD   USD 03/11/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
BP Group (plc), 4.75% 10mar2019, USD   USD 03/10/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
BP Group (plc), FRN 10may2019, USD   USD 05/10/2019 03/22/2017 ***.* * 03/22/2017 ***.** *
BP Group (plc), FRN 14aug2018, USD   USD 08/14/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
BP Group (plc), FRN 16sep2021, USD   USD 09/16/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
BP Group (plc), FRN 26sep2018, USD   USD 09/26/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 04/11/2044 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Brighthouse Group, 7.875% 15may2018, GBP   GBP 05/15/2018 03/22/2017 **.* **.** 03/22/2017 **.** **.**
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 03/22/2017 **.* *.* 03/22/2017 **.*** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
British American Tobacco, 2.125% 7jun2017, USD   USD 06/07/2017 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
British American Tobacco, 3.25% 7jun2022, USD   USD 06/07/2022 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
British American Tobacco, 5.375% 29jun2017, EUR   EUR 06/29/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** -*.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 03/22/2017 *** *.** 03/22/2017 ***.* *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 03/12/2024 03/22/2017 *** *.** 03/22/2017 ***.** *.**
British American Tobacco, FRN 6mar2018, EUR   EUR 03/06/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 03/22/2017 **.** *.** 03/22/2017 **.* *.**
British Land, 1.5% 10sep2017, GBP (Conv.)   GBP 09/10/2017 03/22/2017 ***.** *.** 03/22/2017 ***.* -*.**
British Land, 5.006% 24sep2035, GBP (ABS)   GBP 09/24/2035 03/22/2017 *** *.** 03/22/2017 *** *.**
British Land, 5.264% 24sep2035, GBP (ABS)   GBP 09/24/2035 03/22/2017 *** *.** 03/22/2017 *** *.**
British Land, 5.357% 31mar2028, GBP (ABS)   GBP 03/31/2028 03/22/2017 *** *.** 03/22/2017 *** *.**
British Land, 6.75% 31mar2020, GBP (ABS)   GBP 03/31/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
British Land, 9.125% 31dec2020, GBP (ABS)   GBP 12/31/2020 03/22/2017 *** *.** 03/22/2017 *** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
British Telecommunications, FRN 25apr2025   GBP 04/25/2025 03/22/2017 *** * 03/22/2017 ***.** *
Broadgate Financing, FRN 5jan2032, GBP (ABS)   GBP 01/05/2030 03/22/2017 **.**** * 03/22/2017 **.**** *
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 07/24/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Bupa, 6.125% perp., GBP   GBP 03/22/2017 ***.** * 03/22/2017 ***.*** *
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Cable & Wireless, 8.625% 25mar2019, GBP   GBP 03/25/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 03/22/2017 **.**** * 03/22/2017 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 03/22/2017 **.**** * 03/22/2017 **.**** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Carnival, 1.875% 15dec2017, USD   USD 12/15/2017 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.*
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 03/22/2017 ***.** * 03/22/2017 ***.** *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 03/22/2017 ***.**** *.** 03/22/2017 ***.** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 03/22/2017 ***.** * 03/22/2017 ***.** *
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
Channel Link Enterprises Finance (CLEF), FRN 30jun2050, EUR (ABS)   EUR 06/30/2050 03/22/2017 ***.** * 03/22/2017 ***.** *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 03/22/2017 ***.**** *.** 03/22/2017 ***.*** *.**
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 10/11/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 03/22/2017 **.**** * 03/22/2017 **.**** *
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
CLS Holdings, 5.5% 31dec2019, GBP   GBP 12/31/2019 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 03/22/2017 ***.* * 03/22/2017 ***.* *
Co-Operative Bank, 5.125% 20sep2017, GBP   GBP 09/20/2017 03/22/2017 **.* **.** 03/22/2017 **.* **.*
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 03/22/2017 ***.** * 03/22/2017 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 03/22/2017 ***.** *.* 03/22/2017 *** *.**
Coca-Cola European Partners, FRN 26nov2017, EUR   EUR 11/26/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 08/15/2021 03/22/2017 ***.* *.* 03/22/2017 ***.** *.*
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 07/31/2034 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.*
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 03/22/2017 **.**** *.** 03/22/2017 **.**** *.**
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Coventry Building Society, 2.25% 4dec2017, EUR   EUR 12/04/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.*
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Coventry Building Society, 4.625% 19apr2018, GBP (ABS)   GBP 04/19/2018 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.*
Coventry Building Society, 6.375% perp., GBP   GBP 03/22/2017 **.* * 03/22/2017 **.** *
Covestro, 1% 7oct2021, EUR   EUR 10/07/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Covestro, 1.75% 25sep2024, EUR   EUR 09/25/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Covestro, FRN 10mar2018, EUR   EUR 03/10/2018 03/22/2017 ***.*** * 03/22/2017 ***.** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 02/28/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 08/28/2025 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
CPUK Finance, 7% 28aug2020, GBP   GBP 08/28/2020 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 03/22/2017 ***.* -*.** 03/22/2017 ***.* -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 03/22/2017 ***.* -*.** 03/22/2017 ***.** -*.**
Credit Agricole London, 1.75% 12mar2018, EUR   EUR 03/12/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Credit Agricole London, 1.875% 18oct2017, EUR   EUR 10/18/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 03/22/2017 **.** * 03/22/2017 **.** *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Credit Agricole London, 2.375% 1jul2021, USD   USD 07/01/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 03/22/2017 ***.*** * 03/22/2017 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Credit Agricole London, 4.7% 1dec2025, AUD   AUD 12/01/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 03/22/2017 ***.**** -*.** 03/22/2017 ***.**** -*.**
Credit Suisse AG (London) Branch, 0.5% 29mar2018, EUR   EUR 03/29/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.* -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 03/22/2017 **.** * 03/22/2017 **.* *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 03/22/2017 **.** * 03/22/2017 **.** *
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 03/22/2017 **.** * 03/22/2017 **.** *
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 12/03/2020 03/22/2017 ** * 03/22/2017 **.** *
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 03/22/2017 **.** * 03/22/2017 **.* *
Credit Suisse AG (London) Branch, 3% 12oct2026, USD   USD 10/12/2026 03/22/2017 **.** *.* 03/22/2017 **.** *.**
Credit Suisse AG (London) Branch, 3.5% 26jan2026, USD   USD 01/26/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 3.5% 26nov2025, USD   USD 11/26/2025 03/22/2017 **.** *.* 03/22/2017 **.** *.**
Credit Suisse AG (London) Branch, 4% 15mar2027, GBP   GBP 03/15/2027 03/22/2017 ** * 03/22/2017 *** *
Credit Suisse AG (London) Branch, 4% 21feb2027, USD   USD 02/21/2027 03/22/2017 **.* *.** 03/22/2017 *** *
Credit Suisse AG (London) Branch, 4% 7jun2024, USD   USD 06/07/2024 03/22/2017 **.** * 03/22/2017 **.** *
Credit Suisse AG (London) Branch, 4% 7jun2026, GBP   GBP 06/07/2026 03/22/2017 ***.* * 03/22/2017 ***.** *
Credit Suisse AG (London) Branch, 4.3% 29apr2026, USD   USD 04/29/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 6% 26feb2026, USD   USD 02/26/2026 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Credit Suisse AG (London) Branch, 6% 9jan2027, USD   USD 01/09/2027 03/22/2017 **.** * 03/22/2017 ***.** *
Credit Suisse AG (London) Branch, 6.5% 13jul2026, USD   USD 07/13/2026 03/22/2017 **.** * 03/22/2017 **.** *
Credit Suisse AG (London) Branch, 6.5% 14sep2026, AUD   AUD 09/14/2026 03/22/2017 **.** * 03/22/2017 **.** *
Credit Suisse AG (London) Branch, FRN 10nov2017, EUR   EUR 11/10/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 15dec2017, EUR   EUR 12/15/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 19feb2018, EUR   EUR 02/19/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 03/22/2017 **.* * 03/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 03/22/2017 **.* *.* 03/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, FRN 30mar2017, EUR   EUR 03/30/2017 03/22/2017 *** * 03/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 31oct2019, USD   USD 10/31/2019 03/22/2017 **.** * 03/22/2017 **.* *
Credit Suisse International, 5.125% 18sep2017, EUR   EUR 09/18/2017 03/22/2017 ***.*** -*.** 03/22/2017 ***.** -*.*
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 03/22/2017 ***.* *.* 03/22/2017 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Delphi Automotive, 1.5% 10mar2025, EUR   EUR 03/10/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Delphi Automotive, 1.6% 15sep2028, EUR   EUR 09/15/2028 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Delphi Automotive, 3.15% 19nov2020, USD   USD 11/19/2020 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Delphi Automotive, 4.25% 15jan2026, USD   USD 01/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Derby Healthcare, 5.564% 30jun2041, GBP (ABS)   GBP 06/30/2041 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 03/22/2017 ***.** -*.* 03/22/2017 ***.* -*.**
Deutsche Bank AG (London Branch), 0% 12jan2019, EUR (3652D)   EUR 01/12/2019 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Deutsche Bank AG (London Branch), 0% 21aug2032, ZAR (7305D)   ZAR 08/21/2032 03/22/2017 **.** **.** 03/22/2017 **.** **.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Deutsche Bank AG (London Branch), 0% 27feb2019, EUR (3652D)   EUR 02/27/2019 03/22/2017 **.** *.** 03/22/2017 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 4feb2019, EUR (3652D)   EUR 02/04/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 5nov2020, USD (1863D)   USD 11/05/2020 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 1.35% 30may2017, USD   USD 05/30/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 03/22/2017 **.* * 03/22/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 09/20/2020 03/22/2017 **.** * 03/22/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 2.25% 28jun2020, EUR   EUR 06/28/2020 03/22/2017 **.** * 03/22/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 06/05/2019 03/22/2017 **.** *.** 03/22/2017 *** *.**
Deutsche Bank AG (London Branch), 2.4% 20sep2020, EUR   EUR 09/20/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.*
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 2.6% 6apr2017, EUR   EUR 04/06/2017 03/22/2017 **.** * 03/22/2017 ***.** *
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 03/22/2017 **.** * 03/22/2017 **.** *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 03/22/2017 **.** * 03/22/2017 **.** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 03/22/2017 **.** * 03/22/2017 **.** *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 07/25/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Deutsche Bank AG (London Branch), 6% 1sep2017, USD   USD 09/01/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 7.10% 31jul2017, TRY   TRY 07/31/2017 03/22/2017 **.** **.** 03/22/2017 **.* **.**
Deutsche Bank AG (London Branch), FRN 12jan2019 (Fix-to-Float)   EUR 01/12/2019 03/22/2017 **.** * 03/22/2017 **.* *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 03/22/2017 **.** * 03/22/2017 **.** *
Deutsche Bank AG (London Branch), FRN 20sep2020, EUR   EUR 09/20/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 22mar2018, IDR   IDR 03/22/2018 03/22/2017 **.** * 03/22/2017 **.** *
Deutsche Bank AG (London Branch), FRN 25aug2017, EUR   EUR 08/25/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 03/22/2017 **.** * 03/22/2017 **.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 03/22/2017 **.** * 03/22/2017 **.* *
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** -*
Diageo, 1.125% 29apr2018, USD   USD 04/29/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Diageo, 1.5% 11may2017, USD   USD 05/11/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 03/22/2017 **.*** *.** 03/22/2017 **.** *.*
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Diageo, 5.75% 23oct2017, USD   USD 10/23/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Doosan Power Systems, 2.5% 3dec2045, USD   USD 12/03/2045 03/22/2017 **.*** * 03/22/2017 ***.*** *
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 03/22/2017 ***.* * 03/22/2017 ***.** *.**
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
EBRD, 0% 22jan2026, RUR (3653D)   RUR 01/22/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 03/22/2017 **.** *.** 03/22/2017 **.*** *.*
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 03/22/2017 **.** *.** 03/22/2017 **.* *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 03/22/2017 **.* *.** 03/22/2017 ** *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 0% 7apr2017, ZAR (7305D)   ZAR 04/07/2017 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 03/22/2017 **.* *.** 03/22/2017 **.** *.**
EBRD, 0.5% 24jan2018, BRL   BRL 01/24/2018 03/22/2017 **.*** **.** 03/22/2017 **.*** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 0.75% 1sep2017, USD   USD 09/01/2017 03/22/2017 **.** * 03/22/2017 **.* *.**
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 1% 15jun2018, USD   USD 06/15/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 1% 17sep2018, USD   USD 09/17/2018 03/22/2017 **.* *.** 03/22/2017 **.** *.**
EBRD, 1% 19mar2018, USD   USD 03/19/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 03/22/2017 **.* *.** 03/22/2017 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 1.625% 10apr2018, USD   USD 04/10/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 03/22/2017 **.** *.* 03/22/2017 **.** *.**
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
EBRD, 11% 5feb2024, EUR   EUR 02/05/2024 03/22/2017 *** * 03/22/2017 ***.* *
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
EBRD, 12% 5mar2024, EUR   EUR 03/05/2024 03/22/2017 *** -*.** 03/22/2017 ***.** -*.**
EBRD, 2% 1feb2021, USD   USD 02/01/2021 03/22/2017 **.** *.** 03/22/2017 *** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 03/22/2017 **.* *.** 03/22/2017 **.** *.**
EBRD, 4% 11may2017, NOK   NOK 05/11/2017 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 03/22/2017 **.** *.* 03/22/2017 **.** *.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 03/22/2017 ***.* * 03/22/2017 ***.** *
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 03/22/2017 **.** **.** 03/22/2017 **.** **.**
EBRD, 5.75% 19mar2018, INR   INR 03/19/2018 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUR 07/24/2023 03/22/2017 **.** *.** 03/22/2017 **.* *.**
EBRD, 6.5% 27jun2017, RUR   RUR 06/27/2017 03/22/2017 **.** **.** 03/22/2017 **.** *.*
EBRD, 6.75% 12may2017, RUR   RUR 05/12/2017 03/22/2017 **.** **.** 03/22/2017 **.** **.**
EBRD, 7.25% 22aug2017, IDR   IDR 08/22/2017 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
EBRD, 7.25% 8feb2018, RUR   RUR 02/08/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
EBRD, 7.5% 29nov2019, RUR   RUR 11/29/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 03/22/2017 **.** **.** 03/22/2017 **.** **.**
EBRD, 8.01% 26may2017, BRL   BRL 05/26/2017 03/22/2017 **.* **.** 03/22/2017 **.** **.**
EBRD, 8.58% 28jun2017, BRL   BRL 06/28/2017 03/22/2017 **.** **.** 03/22/2017 **.** **.**
EBRD, FRN 18dec2018, ITL   ITL 12/18/2018 03/22/2017 ***.** -**.** 03/22/2017 ***.** -**.**
EBRD, FRN 23mar2020, USD   USD 03/23/2020 03/22/2017 **.** * 03/22/2017 *** *
EE Limited, 3.25% 3aug2018, EUR   EUR 08/03/2018 03/22/2017 ***.*** -*.** 03/22/2017 ***.** -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 03/22/2017 **.** **.** 03/22/2017 **.** *.**
EnQuest, 5.5% 15feb2022, GBP   GBP 02/15/2022 03/22/2017 **.** **.* 03/22/2017 **.** **.*
Enterprise Inns, 6% 6oct2023, GBP   GBP 10/06/2023 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Enterprise Inns, 6.375% 15feb2022, GBP   GBP 02/15/2022 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
Enterprise Inns, 6.375% 26sep2031, GBP (ABS)   GBP 09/26/2031 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Enterprise Inns, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Enterprise Inns, 6.875% 15feb2021, GBP (ABS)   GBP 02/15/2021 03/22/2017 *** *.** 03/22/2017 *** *.**
Enterprise Inns, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 03/22/2017 ***.**** *.* 03/22/2017 ***.*** *.**
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP (ABS)   GBP 07/13/2036 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Fairfax, 7.75% 15jul2037, USD   USD 07/15/2037 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
FCE Bank, 1.75% 21may2018, EUR   EUR 05/21/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 03/22/2017 ***.* *.* 03/22/2017 ***.** *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
FCE Bank, 2.875% 3oct2017, EUR   EUR 10/03/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
FCE Bank, FRN 10feb2018, EUR   EUR 02/10/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
FCE Bank, FRN 11aug2018, EUR   EUR 08/11/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 03/22/2017 **.**** * 03/22/2017 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 03/22/2017 **.**** * 03/22/2017 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 03/22/2017 **.**** * 03/22/2017 **.**** *
First Flexible, FRN 1dec2035, GBP (ABS)   GBP 12/01/2035 03/22/2017 **.**** * 03/22/2017 **.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 03/22/2017 **.**** * 03/22/2017 **.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 03/22/2017 ***.**** * 03/22/2017 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 07/31/2021 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Fosse Master Issuer, FRN 18apr2054, GBP (ABS)   GBP 04/18/2054 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Fosse Master Issuer, FRN 18oct2054, GBP   GBP 10/18/2054 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Friends Life Group, 7.875% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.*** *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
G4S, 2.875% 2may2017, EUR   EUR 05/02/2017 03/22/2017 ***.* *.* 03/22/2017 ***.** *.**
Gatwick Airport, 2.625% 7oct2046, GBP   GBP 10/07/2046 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Gatwick Airport, 5.25% 23jan2024, GBP (ABS)   GBP 01/23/2024 03/22/2017 ***.**** * 03/22/2017 ***.*** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 03/22/2017 ***.**** *.** 03/22/2017 ***.*** *.**
GESB, 8.35% 15nov2018, GBP   GBP 11/15/2018 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Glaxosmithkline, 0.625% 2dec2019, EUR   EUR 12/02/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** -*.**
Glaxosmithkline, 1.375% 2dec2024, EUR   EUR 12/02/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Glaxosmithkline, 1.5% 8may2017, USD   USD 05/08/2017 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Glaxosmithkline, 2.8% 18mar2023, USD   USD 03/18/2023 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Glaxosmithkline, 2.85% 8may2022, USD   USD 05/08/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Glaxosmithkline, 3.375% 20dec2027, GBP   GBP 12/20/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Glaxosmithkline, 4% 16jun2025, EUR   EUR 06/16/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Glaxosmithkline, 4.2% 18mar2043, USD   USD 03/18/2043 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *
Glaxosmithkline, 4.25% 18dec2045, GBP   GBP 12/18/2045 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Glaxosmithkline, 5.25% 10apr2042, GBP   GBP 04/10/2042 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Glaxosmithkline, 5.25% 19dec2033, GBP   GBP 12/19/2033 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Glaxosmithkline, 5.375% 15apr2034, USD   USD 04/15/2034 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *
Glaxosmithkline, 5.625% 13dec2017, EUR   EUR 12/13/2017 03/22/2017 ***.*** -*.** 03/22/2017 ***.*** -*.**
Glaxosmithkline, 5.65% 15may2018, USD   USD 05/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Glaxosmithkline, 6.375% 15may2038, USD   USD 05/15/2038 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Global Switch Holdings, 5.5% 18apr2018, EUR   EUR 04/18/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 10/28/2020 03/22/2017 **.** *.** 03/22/2017 **.** *
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 10/28/2020 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Goldman Sachs International, 2% 6dec2020, EUR (Structured)   EUR 06/12/2020 03/22/2017 **.** * 03/22/2017 **.** *
Goldman Sachs International, 2.5% 2sep2026, EUR   EUR 09/02/2026 03/22/2017 **.** * 03/22/2017 **.** *
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 03/22/2017 **.* * 03/22/2017 **.** *
Goldman Sachs International, 3% 23jan2025, USD   USD 01/23/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Goldman Sachs International, 3% 26nov2027, EUR   EUR 11/26/2027 03/22/2017 **.** * 03/22/2017 **.** *
Goldman Sachs International, 3% 7sep2026, USD   USD 09/07/2026 03/22/2017 **.** *.** 03/22/2017 ** *.**
Goldman Sachs International, 3.25% 28oct2026, USD   USD 10/28/2026 03/22/2017 **.** * 03/22/2017 **.** *
Goldman Sachs International, 3.5% 10mar2028, EUR   EUR 03/10/2028 03/22/2017 **.** * 03/22/2017 **.** *
Goldman Sachs International, 3.5% 15sep2025, USD   USD 09/15/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Goldman Sachs International, 3.5% 28apr2023, AUD   AUD 04/28/2023 03/22/2017 **.** *.* 03/22/2017 **.** *.*
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs International, 4% 13jul2021, NZD   NZD 07/13/2021 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Goldman Sachs International, 4.25% 22apr2026, USD   USD 04/22/2026 03/22/2017 **.** * 03/22/2017 **.* *
Goldman Sachs International, 4.65% 17may2026, USD   USD 05/17/2026 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Goldman Sachs International, 6% 15jan2026, USD   USD 01/15/2026 03/22/2017 **.** * 03/22/2017 **.* *
Goldman Sachs International, 6% 20jan2027, USD   USD 01/20/2027 03/22/2017 **.** * 03/22/2017 *** *
Goldman Sachs International, 6.25% 20jun2026, USD   USD 06/20/2026 03/22/2017 **.** * 03/22/2017 **.** *
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 03/22/2017 ***.* * 03/22/2017 ***.* *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 08/17/2018 03/22/2017 *** * 03/22/2017 *** *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Goldman Sachs International, FRN 25nov2017, USD   USD 11/25/2017 03/22/2017 **.* * 03/22/2017 *** *
Goldman Sachs International, FRN 4dec2019, USD   USD 12/04/2019 03/22/2017 **.** * 03/22/2017 **.* *
Goldman Sachs International, FRN 6dec2017, EUR   EUR 12/06/2017 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Goodyear Dunlop Tires, 3.75% 15dec2023, EUR   EUR 12/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Goodyear Dunlop Tires, 6.75% 15apr2019, EUR   EUR 04/15/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Grainer PLC, 5% 16dec2020, GBP   GBP 12/16/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 03/22/2017 **.**** * 03/22/2017 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 03/22/2017 **.**** * 03/22/2017 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 03/22/2017 **.**** * 03/22/2017 **.**** *
Greater Gabbard OFTO, 4.137% 2032, GBP (ABS)   GBP 11/29/2032 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 03/22/2017 **.**** * 03/22/2017 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 03/22/2017 **.* *.** 03/22/2017 **.* *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 03/22/2017 ***.* *.** 03/22/2017 *
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hammerson, 2.75% 26sep2019, EUR   EUR 09/26/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
Hammerson, 6.875% 31mar2020, GBP   GBP 03/31/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 03/22/2017 ***.** * 03/22/2017 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 03/22/2017 ***.** * 03/22/2017 ***.** *
HBOS, 6.75% 21may2018, USD   USD 05/21/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HBOS, 6.85% perp., USD   USD 03/22/2017 ***.* * 03/22/2017 ***.** *
HBOS, 9.54% perp., GBP   GBP 03/22/2017 ** * 03/22/2017 *** *
Heathrow Airport, 0.5% 17may2024, CHF   CHF 05/17/2024 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Heathrow Airport, 1.5% 11feb2030, EUR (ABS)   EUR 02/11/2030 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Heathrow Airport, 1.875% 23may2022, EUR   EUR 05/23/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Heathrow Airport, 4.221% 6aug2026, GBP   GBP 08/06/2026 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Heathrow Airport, 4.6% 15feb2018, EUR   EUR 02/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** -*.**
Heathrow Airport, 4.625% 31oct2046, GBP   GBP 10/31/2046 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Heathrow Airport, 5.375% 2sep2019, GBP   GBP 09/01/2019 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Heathrow Airport, 5.75% 3mar2025, GBP   GBP 03/03/2025 03/22/2017 ***.** *.** 03/22/2017 ***.**** *.**
Heathrow Airport, 6.25% 10sep2018, GBP   GBP 09/10/2018 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Heathrow Airport, 9.2% 29mar2021, GBP   GBP 03/29/2021 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.*
Helical Bar, 6% 24jun2020, GBP   GBP 06/24/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
Highland Acquisitions, FRN 15sep2020, GBP (ABS)   GBP 09/15/2020 03/22/2017 ** * 03/22/2017 **.* *
Hochschild Mining, 7.75% 23jan2021, USD   USD 01/23/2021 03/22/2017 *** *.** 03/22/2017 *** *.**
Holmes Master Issuer, FRN 15oct2054, A5 (2010)   GBP 10/15/2054 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Holmes Master Issuer, FRN 15oct2054, GBP (ABS)   GBP 10/15/2054 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Holmes Master Issuer, FRN 15oct2054, GBP (ABS)   GBP 10/15/2054 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
HSBC, 0% 10mar2021, GBP (1827D)   GBP 03/10/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
HSBC, 0% 13sep2017, USD (548D)   USD 09/13/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
HSBC, 0% 18apr2017, USD (365D)   USD 04/18/2017 03/22/2017 ***.** -**.** 03/22/2017 ***.** -**.**
HSBC, 0% 18may2017, EUR (365D)   EUR 05/18/2017 03/22/2017 **.** *.** 03/22/2017 ***.** -*.*
HSBC, 0% 18may2017, USD (365D)   USD 05/18/2017 03/22/2017 **.** *.** 03/22/2017 ***.** -*.**
HSBC, 0% 20apr2017, CHF (365D)   CHF 04/20/2017 03/22/2017 ***.** -**.** 03/22/2017 ***.** -**.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 03/22/2017 **.**** *.* 03/22/2017 **.**** *.*
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 03/22/2017 **.**** *.** 03/22/2017 **.**** *.**
HSBC, 0% 4may2017, USD (0D)   USD 05/04/2017 03/22/2017 **.** **.** 03/22/2017 **.** *.**
HSBC, 0% 5may2017, GBP (365D)   GBP 05/05/2017 03/22/2017 **.** **.** 03/22/2017 **.** *.**
HSBC, 0% 8nov2019, USD (1095D)   USD 11/08/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
HSBC, 1.5% 15may2018, USD   USD 05/15/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
HSBC, 10.176% perp., USD   USD 03/22/2017 ***.* * 03/22/2017 ***.* *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
HSBC, 3.125% 15nov2017, EUR   EUR 11/15/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.*** -*.**
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 03/22/2017 ***.** *.* 03/22/2017 ***.** *.*
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HSBC, 4.75% 19jan2021, USD   USD 01/19/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
HSBC, 4.875% 30may2017, EUR   EUR 05/30/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
HSBC, 5.25% perp., EUR   EUR 03/22/2017 ***.** * 03/22/2017 ***.* *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
HSBC, 5.625% perp., USD   USD 03/22/2017 **.** * 03/22/2017 ***.** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 03/22/2017 *** *.** 03/22/2017 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 03/22/2017 ***.**** * 03/22/2017 ***.**** *
HSBC, 5.844% perp., GBP   GBP 03/22/2017 ***.* * 03/22/2017 ***.* *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
HSBC, 6.25% 19mar2018, EUR   EUR 03/19/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HSBC, 6.375% 18oct2022, GBP   GBP 10/18/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
HSBC, 6.375% perp., USD   USD 03/22/2017 ***.* * 03/22/2017 ***.*** *
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 03/22/2017 ***.** *.** 03/22/2017 ***.* *.*
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HSBC, 7.625% 17may2032, USD   USD 05/17/2032 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
HSBC, FRN 11feb2021, USD   USD 02/11/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
HSBC, FRN 20mar2023 (Step Up)   GBP 03/20/2023 03/22/2017 ***.* * 03/22/2017 ***.** *
HSBC, FRN 21dec2018, EUR   EUR 12/21/2018 03/22/2017 ***.* * 03/22/2017 ***.** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 03/22/2017 ***.** * 03/22/2017 ***.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 03/22/2017 ***.* *.* 03/22/2017 ***.** *.*
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 03/22/2017 ***.** * 03/22/2017 ***.** *
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 03/22/2017 ***.** * 03/22/2017 ***.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
HSBC Holdings plc, 6% perp., EUR   EUR 03/22/2017 ***.* * 03/22/2017 ***.** *
HSBC Holdings plc, 6.375% perp., USD   USD 03/22/2017 ***.* * 03/22/2017 ***.** *
HSBC Holdings plc, 6.875% perp., USD   USD 03/22/2017 ***.*** * 03/22/2017 ***.*** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 03/22/2017 **.* * 03/22/2017 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
HSS Hire, 6.75% 1aug2019, GBP   GBP 08/01/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
ICICI Bank UK PLC, 2.5% 29sep2017, SGD   SGD 09/29/2017 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Iglo Foods, FRN 15jun2020, EUR   EUR 06/15/2020 03/22/2017 ***.** * 03/22/2017 ***.*** *
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 03/22/2017 **.** *.* 03/22/2017 **.** *.**
Imperial Brands, 2.05% 20jul2018, USD   USD 07/20/2018 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Imperial Brands, FRN 11feb2018   USD 02/11/2018 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Imperial Brands, FRN 11feb2023   USD 02/11/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Imperial Brands, FRN 15mar2024   GBP 03/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Imperial Brands, FRN 28sep2026   GBP 09/28/2026 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Imperial Brands, FRN 2dec2019   EUR 12/02/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Imperial Brands, FRN 4dec2018   GBP 12/04/2018 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Imperial Brands, FRN 5jul2018   EUR 07/05/2018 03/22/2017 ***.** *.** 03/22/2017 ***.*** *
Inovyn Finance, 6.25% 15may2021, EUR   EUR 05/15/2021 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 03/22/2017 **.** **.** 03/22/2017 **.** *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 03/22/2017 ***.** * 03/22/2017 ***.* *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 03/22/2017 **.*** **.** 03/22/2017 **.** **.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 03/22/2017 **.* **.** 03/22/2017 **.* *.**
Interoute Group, 7.375% 15oct2020, EUR   EUR 10/15/2020 03/22/2017 *** *.** 03/22/2017 ***.*** *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 03/22/2017 ***.* *.** 03/22/2017 ***.* -*.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 03/22/2017 **.* *.** 03/22/2017 **.* *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Investec Bank Plc, 4.2% 10dec2025, GBP (ABS)   GBP 12/10/2025 03/22/2017 **.* * 03/22/2017 ***.* *
Investec Bank Plc, 5.125% 4jun2050, GBP (ABS)   GBP 06/04/2050 03/22/2017 ** * 03/22/2017 **.** *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 03/22/2017 ***.** * 03/22/2017 ***.** *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 03/22/2017 ***.** * 03/22/2017 *** *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.* -*.**
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 03/22/2017 ***.* *.** 03/22/2017 *** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
Kenrick, FRN 11jan2043, GBP (ABS)   GBP 01/11/2043 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 03/22/2017 *** *.** 03/22/2017 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lake Bridge International, 8% 2020, GBP (ABS)   GBP 07/23/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Lanark Master Issuer, FRN 22dec2054, GBP (ABS)   GBP 12/22/2054 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Leeds Building Society, FRN 9feb2018, GBP (ABS)   GBP 02/09/2018 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Leeds Permanent Building Society, 10.5% 16feb2018, GBP   GBP 02/16/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 03/22/2017 **.** * 03/22/2017 **.** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 03/22/2017 ***.** * 03/22/2017 ***.** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 03/22/2017 ***.* *.* 03/22/2017 ***.** *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 03/22/2017 ***.* * 03/22/2017 ***.** *
Liberty Global, 6.375% 15sep2022, EUR   EUR 09/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Liberty Global, 6.75% 15mar2023, EUR   EUR 03/15/2023 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Liverpool Victoria Friendly Society, FRN 22may2043   GBP 05/22/2043 03/22/2017 **.**** * 03/22/2017 ***.*** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 03/22/2017 ***.**** -*.** 03/22/2017 ***.**** -*.**
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 03/22/2017 ***.**** -*.** 03/22/2017 ***.**** -*.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 07/22/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 1.5% 2may2017, GBP   GBP 05/02/2017 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Lloyds Bank, 1.75% 14may2018, USD   USD 05/14/2018 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 1.75% 16mar2018, USD   USD 03/16/2018 03/22/2017 **.* *.** 03/22/2017 ***.** *.**
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 03/31/2022 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Lloyds Bank, 12% perp., USD   USD 03/22/2017 ***.* * 03/22/2017 ***.* *
Lloyds Bank, 13% perp., EUR   EUR 03/22/2017 ***.** * 03/22/2017 ***.** *
Lloyds Bank, 13% perp., GBP   GBP 03/22/2017 *** * 03/22/2017 ***.** *
Lloyds Bank, 2% 17aug2018, USD   USD 08/17/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Lloyds Bank, 3.1% 28aug2018, AUD   AUD 08/28/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 4% 25jun2018, EUR   EUR 06/25/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Lloyds Bank, 4.125% 5jun2018, NZD   NZD 06/05/2018 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Lloyds Bank, 4.2% 28mar2017, USD   USD 03/28/2017 03/22/2017 **.** *.** 03/22/2017 *** *.*
Lloyds Bank, 4.385% perp., EUR   EUR 03/22/2017 ***.* * 03/22/2017 ***.** *
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 03/22/2017 ***.** -* 03/22/2017 ***.** -*.**
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Lloyds Bank, 7.5% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** *
Lloyds Bank, 8% perp., GBP   GBP 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Lloyds Bank, FRN 16mar2018, USD   USD 03/16/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Lloyds Bank, FRN 21aug2017, EUR   EUR 08/21/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 03/22/2017 **.**** * 03/22/2017 **.**** *
Lloyds Bank, FRN 4dec2020, EUR   EUR 12/04/2020 03/22/2017 **.** * 03/22/2017 **.** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 03/22/2017 ***.*** * 03/22/2017 ***.**** *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 03/22/2017 **.*** *.** 03/22/2017 **.* *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Lloyds Banking Group, 6.367% perp., GBP   GBP 03/22/2017 ** * 03/22/2017 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 03/22/2017 ***.* * 03/22/2017 ***.* *
Lloyds Banking Group, 7% perp., GBP   GBP 03/22/2017 ***.** * 03/22/2017 ***.*** *
Lloyds Banking Group, FRN perp., GBP   GBP 03/22/2017 ***.** * 03/22/2017 ***.* *
Lloyds Banking Group, FRN perp., GBP   GBP 03/22/2017 ***.* * 03/22/2017 ***.* *
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP (ABS)   GBP 12/05/2033 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Marks&Spencer, 6.25% 1dec2017, USD   USD 12/01/2017 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 03/22/2017 **.* * 03/22/2017 **.**** *
Marstons Issuer, FRN 15jul2032 (Step Up)   GBP 07/15/2032 03/22/2017 ***.*** * 03/22/2017 ***.**** *
Marstons Issuer, FRN 15jul2035 (Step Up)   GBP 07/15/2035 03/22/2017 **.**** * 03/22/2017 **.**** *
Marstons Issuer, FRN 15oct2027 (Step Up)   GBP 10/15/2027 03/22/2017 **.**** * 03/22/2017 ***.**** *
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 01/12/2032 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 01/12/2032 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
MEIF Renewable Energy UK, 6.75% 1feb2020, GBP   GBP 02/01/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Merseylink, 3.842% 31mar2043, GBP   GBP 03/31/2043 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Moat Homes Finance, 5% 23sep2041, GBP (ABS)   GBP 09/23/2041 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Mondi, 1.5% 15apr2024, EUR   EUR 04/15/2024 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Mondi, 3.375% 28sep2020, EUR   EUR 09/28/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 03/22/2017 **.** * 03/22/2017 **.* *
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 03/22/2017 **.** *.** 03/22/2017 **.** *
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.*
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 03/22/2017 **.** *.** 03/22/2017 ***.* *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.*
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Motability Operations, 3.75% 29nov2017, EUR   EUR 11/29/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Moy Park, 6.25% 29may2021, GBP   GBP 05/29/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
National Grid, 5% 2jul2018, EUR   EUR 07/02/2018 03/22/2017 ***.*** -*.** 03/22/2017 ***.** -*.**
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
National Grid, FRN 06oct2021   GBP 10/06/2021 03/22/2017 ***.* * 03/22/2017 ***.** *
National Grid, FRN 18jun2073 (Step Up)   GBP 06/18/2073 03/22/2017 ***.* * 03/22/2017 *** *
National Grid, FRN 18jun2076 (Step Up)   EUR 06/18/2076 03/22/2017 ***.*** * 03/22/2017 ***.** *
National Grid Electricity Transmission, 2.983% 8jul2018, GBP   GBP 07/08/2018 03/22/2017 ***.*** * 03/22/2017 ***.*** *
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 03/22/2017 ***.*** * 03/22/2017 ***.*** *
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 03/22/2017 ***.** * 03/22/2017 *** *
National Grid Gas, 6% 13may2038, GBP   GBP 05/13/2038 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
National Grid Gas, 6% 7jun2017, GBP   GBP 06/07/2017 03/22/2017 *** *.** 03/22/2017 *** -*.*
National Westminster Bank, 11.5% perp., GBP   GBP 03/22/2017 *** * 03/22/2017 ***.* *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
National Westminster Bank, FRN perp.   EUR 03/22/2017 **.** * 03/22/2017 **.** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 07/30/2020 03/22/2017 ***.** * 03/22/2017 ***.** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 03/25/2027 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.*** -*.**
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 10/29/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 03/22/2017 **.**** *.** 03/22/2017 **.**** *.**
Nationwide Building Society, 3.125% 3apr2017, EUR (ABS)   EUR 04/03/2017 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 4.125% 20mar2023, EUR   EUR 03/20/2023 03/22/2017 ***.** * 03/22/2017 ***.* *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 02/28/2022 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 02/08/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 01/28/2026 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Nationwide Building Society, 6.024% perp., GBP   GBP 03/22/2017 ** * 03/22/2017 ** *
Nationwide Building Society, 6.25% 25feb2020, USD   USD 02/25/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Nationwide Building Society, 6.875% perp., GBP   GBP 03/22/2017 ***.** * 03/22/2017 *** *
Nationwide Building Society, FRN 23mar2018, EUR   EUR 03/23/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Nationwide Building Society, FRN 27apr2018, GBP (ABS)   GBP 04/27/2018 03/22/2017 ***.** * 03/22/2017 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 03/22/2017 ***.** * 03/22/2017 ***.* *
NATS (En Route), 5.25% 31mar2026, GBP (ABS)   GBP 03/31/2026 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Network Rail Infrastructure Finance, 0.875% 15may2018, USD   USD 05/15/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
New look finance, 6.5% 1jul2022, GBP (ABS)   GBP 07/01/2022 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 03/22/2017 **.**** **.** 03/22/2017 **.** **.**
New look finance, FRN 1jul2022, EUR (ABS)   EUR 07/01/2022 03/22/2017 **.** * 03/22/2017 **.** *
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 09/18/2018 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 03/22/2017 *** *.** 03/22/2017 *** *.**
Northumbrian Water, 6% 11oct2017, GBP   GBP 10/11/2017 03/22/2017 ***.* *.** 03/22/2017 ***.* -*.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP (ABS)   GBP 12/20/2032 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP (ABS)   GBP 07/07/2042 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
NYSE Euronext, 2% 5oct2017, USD   USD 10/05/2017 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
OM Asset Managment, 4.8% 27jul2026, USD   USD 07/27/2026 03/22/2017 **.*** *.** 03/22/2017 ***.*** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 03/22/2017 ***.* *.* 03/22/2017 *** *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 03/22/2017 ***.* * 03/22/2017 *** *
Paragon Group, FRN 20apr2017, GBP   GBP 04/20/2017 03/22/2017 **.** * 03/22/2017 ***.** *
Paragon Mortgages, FRN 15apr2035, EUR (ABS)   EUR 04/15/2035 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15apr2035, GBP (ABS)   GBP 04/15/2035 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15apr2044, GBP (ABS)   GBP 04/15/2044 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 03/22/2017 **.*** * 03/22/2017 **.*** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 03/22/2017 **.*** * 03/22/2017 **.*** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 03/22/2017 **.*** * 03/22/2017 **.*** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 03/22/2017 **.*** * 03/22/2017 **.*** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 03/22/2017 **.**** * 03/22/2017 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 03/22/2017 **.**** * 03/22/2017 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Peabody Capital, 4.625% 12dec2053, GBP   GBP 12/12/2053 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 03/22/2017 ***.* *.* 03/22/2017 ***.* *.**
Phoenix Group, 5.5% 10jul2017, GBP   GBP 07/10/2017 03/22/2017 ***.** *.** 03/22/2017 ***.* -*.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Places for People Homes, 1% 31jan2022, GBP   GBP 01/31/2022 03/22/2017 *** * 03/22/2017 ***.* *
Places for People Homes, 4.25% 15dec2023, GBP   GBP 12/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Places for People Homes, 5.09% 31jul2043, GBP   GBP 07/31/2024 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Places for People Homes, 5.875% 23may2031, GBP   GBP 05/23/2031 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Places for People Homes, 6.625% 30sep2038, GBP   GBP 09/30/2038 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
Preferred Residential Securities, FRN 15dec2041, GBP (ABS)   GBP 12/15/2041 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Preferred Residential Securities, FRN 15dec2042, EUR (ABS)   EUR 12/15/2042 03/22/2017 **.*** * 03/22/2017 **.*** *
Premier Foods Investments, 6.5% 15mar2021, GBP   GBP 03/15/2021 03/22/2017 **.**** *.** 03/22/2017 ***.** *.**
Premier Foods Investments, FRN 15mar2020, GBP   GBP 03/16/2020 03/22/2017 ** * 03/22/2017 ***.*** *
Premier Oil, 5% 11dec2020, GBP   GBP 12/11/2020 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Premier Transmission, 5.202% 31mar2030, GBP (ABS)   GBP 03/31/2030 03/22/2017 ***.**** *.** 03/22/2017 ***.*** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 03/22/2017 ***.* *.** 03/22/2017 *** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 03/22/2017 ***.* *.* 03/22/2017 ***.** *.**
Provident Financial, 7% 4oct2017, GBP   GBP 10/04/2017 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 03/22/2017 *** *.* 03/22/2017 *** *.*
Provident Financial, FRN 4mar2018, GBP   GBP 03/04/2018 03/22/2017 **.**** * 03/22/2017 **.**** *
Prudential, 1.375% 19jan2018, GBP   GBP 01/19/2018 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Prudential, 4.375% perp., USD   USD 03/22/2017 **.** * 03/22/2017 **.*** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 03/22/2017 **.* * 03/22/2017 ***.** *
Prudential, 5.25% perp., USD   USD 03/22/2017 **.*** * 03/22/2017 ***.** *
Prudential, 5.25% perp., USD   USD 03/22/2017 ***.* * 03/22/2017 ***.* *
Prudential, 6.5% perp., USD   USD 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 03/22/2017 ***.* *.* 03/22/2017 ***.* *.**
Prudential, 7.75% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.* *
Prudential, FRN 19dec2063 (Step-up)   GBP 12/19/2063 03/22/2017 ***.** * 03/22/2017 ***.* *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Punch Taverns Finance, FRN 15oct2017, GBP (ABS)   GBP 10/15/2027 03/22/2017 *** * 03/22/2017 *** *
Quadrant Housing Finance, 4.94% 10feb2033, GBP (ABS)   GBP 02/10/2033 03/22/2017 ***.*** *.** 03/22/2017 ***.**** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.*
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 03/22/2017 **.* *.** 03/22/2017 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 03/22/2017 ***.** * 03/22/2017 ***.** *.**
RBS, 2.8% 3may2017, EUR   EUR 05/03/2017 03/22/2017 **.** * 03/22/2017 ***.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 03/22/2017 ***.** * 03/22/2017 ***.** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 10/19/2020 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
RBS, 4.125% 15jan2018, EUR (ABS)   EUR 01/15/2018 03/22/2017 ***.*** -*.** 03/22/2017 ***.*** -*.**
RBS, 4.2% 29oct2017, EUR   EUR 10/29/2017 03/22/2017 **.** * 03/22/2017 ***.** *
RBS, 4.25% 30sep2017, EUR   EUR 09/30/2017 03/22/2017 **.** * 03/22/2017 ***.** *
RBS, 4.25% 31aug2017, EUR   EUR 08/31/2017 03/22/2017 **.** * 03/22/2017 ***.** *
RBS, 4.5% 30nov2020, EUR   EUR 11/30/2020 03/22/2017 ***.** * 03/22/2017 ***.* *
RBS, 4.65% 4jun2018, USD   USD 06/04/2018 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
RBS, 4.7% 3jul2018, USD   USD 07/03/2018 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 01/13/2024 03/22/2017 *** *.** 03/22/2017 ***.* *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RBS, 5.5% perp., EUR   EUR 03/22/2017 **.** * 03/22/2017 **.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RBS, 5.65% 18oct2017, NOK   NOK 10/18/2017 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RBS, 6% 19dec2023, USD   USD 12/19/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 03/22/2017 ***.** * 03/22/2017 ***.** *
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RBS, 6.50% 30sep2017, EUR   EUR 09/30/2017 03/22/2017 **.** * 03/22/2017 ***.** *
RBS, 6.934% 9apr2018, EUR   EUR 04/09/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RBS, 6.99% perp., USD   USD 03/22/2017 *** * 03/22/2017 *** *
RBS, 7.092% perp., EUR   EUR 03/22/2017 **.** * 03/22/2017 **.** *
RBS, 7.375% perp., GBP   GBP 03/22/2017 **.*** * 03/22/2017 **.*** *
RBS, 7.5% perp., USD   USD 03/22/2017 **.** * 03/22/2017 **.** *
RBS, 7.64% perp., USD   USD 03/22/2017 **.* * 03/22/2017 **.* *
RBS, 7.648% perp., USD   USD 03/22/2017 *** * 03/22/2017 *** *
RBS, 8% perp., USD   USD 03/22/2017 **.** * 03/22/2017 **.** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.*
RBS, 9.5% perp., GBP   GBP 03/22/2017 ***.**** * 03/22/2017 ***.**** *
RBS, FRN 23apr2023, EUR   EUR 04/23/2023 03/22/2017 ***.** * 03/22/2017 ***.** *
RBS, FRN 23oct2017, EUR   EUR 10/23/2017 03/22/2017 **.** * 03/22/2017 **.** *
RBS Group PLC, 3.87% 12sep2023, USD   USD 09/12/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.**
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RBS Group PLC, 8.625% perp., USD   USD 03/22/2017 ***.*** * 03/22/2017 ***.*** *
RBS Group PLC, FRN 14jun2022, EUR   EUR 06/14/2022 03/22/2017 **.** * 03/22/2017 **.** *
RELX, 0.375% 22mar2021, EUR   EUR 03/22/2021 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
RELX, 1% 22mar2024, EUR   EUR 03/22/2024 03/22/2017 *** * 03/22/2017 ***.** *.**
RELX, 2.5% 24sep2020, EUR (ABS)   EUR 09/24/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RELX, FRN 20may2017, EUR   EUR 05/20/2017 03/22/2017 ***.** * 03/22/2017 ***.*** *
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 04/30/2025 03/22/2017 ***.** *.* 03/22/2017 *** *.*
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Rio Tinto, 2.875% 21aug2022, USD   USD 08/21/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Rio Tinto, 3.5% 22mar2022, USD   USD 03/22/2022 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Rio Tinto, 3.5% 2nov2020, USD   USD 11/02/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Rio Tinto, 3.75% 20sep2021, USD   USD 09/20/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Rio Tinto, 4.125% 20may2021, USD   USD 05/20/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 03/22/2017 **.*** *.** 03/22/2017 ***.** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Rio Tinto, 9% 1may2019, USD   USD 05/01/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
RMAC, FRN 12dec2036, GBP (ABS)   GBP 12/12/2036 03/22/2017 **.**** * 03/22/2017 **.**** *
RMAC, FRN 12jun2037, EUR (ABS)   EUR 06/12/2037 03/22/2017 **.**** * 03/22/2017 **.**** *
RMAC, FRN 12jun2037, GBP (ABS)   GBP 06/12/2037 03/22/2017 **.**** * 03/22/2017 **.**** *
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Rolls-Royce Holdings, 2.375% 14oct2020, USD   USD 10/14/2020 03/22/2017 **.* *.** 03/22/2017 ***.** *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Rothschild, 9% perp., GBP   GBP 03/22/2017 ***.* * 03/22/2017 *** *
Rothschild, FRN perp., EUR   EUR 03/22/2017 **.** * 03/22/2017 **.** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Royal Dutch Shell, 1.125% 21aug2017, USD   USD 08/21/2017 03/22/2017 **.** *.* 03/22/2017 **.** *.**
Royal Dutch Shell, 1.25% 10nov2017, USD   USD 11/10/2017 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 08/10/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 03/22/2017 **.*** *.* 03/22/2017 **.** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Royal Dutch Shell, 4.375% 14may2018, EUR   EUR 05/14/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
Royal Dutch Shell, 4.625% 22may2017, EUR   EUR 05/22/2017 03/22/2017 ***.* -*.** 03/22/2017 ***.** -*.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Sanctuary Capital, 5% 26apr2047, GBP (ABS)   GBP 04/26/2047 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 03/22/2017 **.*** *.* 03/22/2017 **.** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
Santander UK Group Holdings, 5.625% 15sep2045, USD   USD 09/15/2045 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 03/22/2017 ***.* * 03/22/2017 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 03/22/2017 **.* * 03/22/2017 ***.** *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Scottish & Southern Energy (SSE), 5.625% perp., EUR   EUR 03/22/2017 ***.* * 03/22/2017 ***.** *
Scottish & Southern Energy (SSE), 5.625% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Segro, 5.5% 20jun2018, GBP   GBP 06/20/2018 03/22/2017 ***.** *.** 03/22/2017 ***.* -*.**
Segro, 5.625% 7dec2020, GBP   GBP 12/07/2020 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 03/22/2017 ***.* *.** 03/22/2017 ***.** *.*
Segro, 6% 30sep2019, GBP   GBP 09/30/2019 03/22/2017 ***.** *.** 03/22/2017 *** *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 03/22/2017 ***.** * 03/22/2017 ***.* *
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Sigma Finance Corp, 1.75% 21sep2011, CHF   CHF 09/21/2011 03/22/2017 *.** * 03/22/2017 *.* *
Sigma Finance Corp, 2.375% 29jul2009, CHF (ABS)   CHF 07/29/2009 03/22/2017 *.** * 03/22/2017 *.* *
Sigma Finance Corp, FRN 6feb2009, CHF (ABS)   CHF 02/06/2009 03/22/2017 *.** * 03/22/2017 *.** *
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 03/22/2017 **.** *.** 03/22/2017 ** *.**
Silverstone Master Issuer, FRN 21jan2055, GBP (ABS)   GBP 01/21/2055 03/22/2017 ***.**** * 03/22/2017 ***.**** *
Skipton Building Society, FRN 18jan2018, GBP   GBP 01/18/2018 03/22/2017 **.*** * 03/22/2017 ***.*** *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 03/22/2017 ***.** * 03/22/2017 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Smiths Group, 4.125% 5may2017, EUR   EUR 05/05/2017 03/22/2017 ***.** *.** 03/22/2017 ***.* -*.**
Soho House Bond Ltd, 9.125% 1oct2018, GBP   GBP 10/01/2018 03/22/2017 ***.**** *.* 03/22/2017 ***.** *.**
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 03/22/2017 **.** *.** 03/22/2017 ***.* *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 03/22/2017 ***.** *.** 03/22/2017 ***.**** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 03/22/2017 **.**** * 03/22/2017 **.**** *
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 03/22/2017 **.**** * 03/22/2017 **.**** *
Southern Pacific Securities, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 03/22/2017 **.**** * 03/22/2017 **.**** *
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 03/22/2017 ***.**** *.** 03/22/2017 ***.*** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP (ABS)   GBP 09/10/2039 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 11/07/2019 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Standard Chartered Bank, 1.5% 8sep2017, USD   USD 09/08/2017 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 03/22/2017 **.*** *.** 03/22/2017 **.*** *.*
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Standard Chartered Bank, 4.1% 23may2018, CNY   CNY 05/23/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Standard Chartered Bank, 4.25% 9may2018, CNY   CNY 05/09/2018 03/22/2017 **.** *.** 03/22/2017 *** *.**
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Standard Chartered Bank, 5.25% 10apr2023, SGD   SGD 04/10/2023 03/22/2017 ***.*** * 03/22/2017 ***.*** *
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Standard Chartered Bank, 6.4% 26sep2017, USD   USD 09/26/2017 03/22/2017 ***.** *.* 03/22/2017 ***.*** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 03/22/2017 ***.*** * 03/22/2017 ***.** *
Standard Chartered Bank, 7.75% perp., USD (Conv.)   USD 03/22/2017 ***.** * 03/22/2017 ***.*** *
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Standard Chartered Plc, 1.7% 17apr2018, USD   USD 04/17/2018 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Standard Chartered Plc, 1.75% 29oct2017, EUR   EUR 10/29/2017 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 03/22/2017 ***.*** * 03/22/2017 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 03/22/2017 **.*** *.** 03/22/2017 ***.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 03/22/2017 ***.** * 03/22/2017 ***.*** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 03/22/2017 ***.* *.* 03/22/2017 ***.*** *.**
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Standard Chartered Plc, 4.4% 21jan2026, SGD   SGD 01/23/2026 03/22/2017 ***.**** * 03/22/2017 ***.*** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 03/22/2017 **.* *.** 03/22/2017 ***.*** *.**
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 03/22/2017 ***.* * 03/22/2017 ***.** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Standard Chartered Plc, 5.875% 26sep2017, EUR   EUR 09/26/2017 03/22/2017 ***.** *.** 03/22/2017 ***.* -*.**
Standard Chartered Plc, 6.409% perp., USD   USD 03/22/2017 **.*** * 03/22/2017 **.** *
Standard Chartered Plc, 6.5% perp., USD   USD 03/22/2017 **.*** * 03/22/2017 **.*** *
Standard Chartered Plc, 7.014% perp., USD   USD 03/22/2017 ***.** * 03/22/2017 ***.** *
Standard Chartered Plc, FRN 12jul2022 (STEP-UP)   USD 07/12/2022 03/22/2017 ***.** * 03/22/2017 ***.** *
Standard Chartered Plc, FRN 13jun2017, EUR   EUR 06/13/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
Standard Chartered Plc, FRN 17apr2018, USD   USD 04/17/2018 03/22/2017 **.*** * 03/22/2017 ***.*** *
Standard Chartered Plc, FRN perp., USD   USD 03/22/2017 ** * 03/22/2017 ** *
Standard Chartered Plc, FRN perp., USD   USD 03/22/2017 ** * 03/22/2017 ** *
Standard Life, 5.5% 4dec2042, GBP   GBP 12/04/2042 03/22/2017 ***.** * 03/22/2017 ***.** *
Standard Life, 6.75% perp., GBP   GBP 03/22/2017 ***.** * 03/22/2017 ***.** *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP (ABS)   GBP 09/26/2026 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Stonegate Pub, 5.75% 15apr2019, GBP   GBP 04/15/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Stretford 79, 6.25% 15jul2021, GBP   GBP 07/15/2021 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Stretford 79, 6.75% 15jul2024, GBP   GBP 07/15/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Stretford 79, FRN 15jul2020, GBP   GBP 07/15/2020 03/22/2017 **.* * 03/22/2017 *
Sutton and East Surrey Water, 2.874% 31may2031, GBP (ABS)   GBP 05/31/2031 03/22/2017 ***.**** * 03/22/2017 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Swan Housing Group, 3.625% 5mar2048, GBP (ABS)   GBP 03/05/2048 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
T.H.F.C, 5.125% 21dec2037, GBP (ABS)   GBP 12/21/2035 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
T.H.F.C, 6.35% 8jul2041, GBP (ABS)   GBP 07/08/2039 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2031 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Tesco, 1% 16dec2019, GBP   GBP 12/16/2019 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Tesco, 1.25% 13nov2017, EUR   EUR 11/13/2017 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
Tesco, 1.375% 1jul2019, EUR   EUR 07/01/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 03/22/2017 ***.* -*.** 03/22/2017 *** -*.**
Tesco, 3.375% 2nov2018, EUR   EUR 11/02/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 03/22/2017 ** *.** 03/22/2017 ** *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 03/22/2017 ***.* *.** 03/22/2017 ***.* *.*
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Tesco, 5.2% 24aug2018, GBP   GBP 08/24/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 03/22/2017 ***.*** *.* 03/22/2017 ***.* *.**
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Tesco, FRN 24mar2036, GBP   GBP 03/24/2036 03/22/2017 *** * 03/22/2017 *** *
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Thames Water, 4.625% 4jun2046, GBP (ABS)   GBP 06/04/2046 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 03/22/2017 ***.** * 03/22/2017 ***.** *
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 07/27/2035 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Thomas Cook Group, 6.75% 15jun2021, EUR   EUR 06/15/2021 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Thomson Reuters, 1.65% 29sep2017, USD   USD 09/29/2017 03/22/2017 ***.*** *.* 03/22/2017 ***.** *.**
Thomson Reuters, 3.85% 29sep2024, USD   USD 09/29/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 09/30/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 11/23/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Thomson Reuters, 4.7% 15oct2019, USD   USD 10/15/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Thomson Reuters, 5.5% 15aug2035, USD   USD 08/15/2035 03/22/2017 ***.* *.* 03/22/2017 ***.*** *.**
Thomson Reuters, 6.5% 15jul2018, USD   USD 07/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Together Housing Finance, 4.5% 17dec2042, GBP (ABS)   GBP 12/17/2042 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.*
TP ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
TP ICAP, FRN 31jul2018, GBP   GBP 07/31/2018 03/22/2017 *** *.** 03/22/2017 *** *.**
Transport for London, 2.125% 24apr2025, GBP   GBP 04/24/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Transport for London, 2.474% 30apr2030, GBP   GBP 04/30/2030 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Transport for London, 4% 12sep2033, GBP   GBP 09/12/2033 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Transport for London, 4% 7apr2064, GBP   GBP 04/07/2064 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Travelex, 8% 1aug2018, GBP   GBP 08/01/2018 03/22/2017 *** *.** 03/22/2017 ***.* *.**
Travelex, FRN 1aug2018, GBP   GBP 08/01/2018 03/22/2017 **.** * 03/22/2017 ***.** *
Travelodge Hotels, 8.5% 15may2023, GBP   GBP 05/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 09/15/2021 03/22/2017 ***.**** *.** 03/22/2017 ***.*** *.*
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 05/26/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Trinity Acquisition, 3.5% 15sep2021, USD   USD 09/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Trinity Acquisition, 4.4% 15mar2026, USD   USD 03/15/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Trinity Acquisition, 6.125% 15aug2043, USD   USD 08/15/2043 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.*
TSL Education, 6.75% 15jul2020, GBP   GBP 07/15/2020 03/22/2017 **.** **.** 03/22/2017 **.** **.**
TSL Education, FRN 15jul2020, GBP   GBP 07/15/2020 03/22/2017 **.** * 03/22/2017 **.** *
Tullett Prebon plc, 5.25% 11jun2019, GBP   GBP 06/11/2019 03/22/2017 *** *.* 03/22/2017 ***.** *.**
Tullow Oil, 6% 1nov2020, USD   USD 11/01/2020 03/22/2017 **.** *.* 03/22/2017 **.* *.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 08/01/2022 03/22/2017 **.**** *.** 03/22/2017 **.**** *.**
UBS AG, London Branch, 0.5% 15may2018, EUR   EUR 05/15/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.*
UBS AG, London Branch, 1.125% 30jun2020, EUR   EUR 06/30/2020 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
UBS AG, London Branch, 1.25% 3sep2021, EUR   EUR 09/03/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
UBS AG, London Branch, 2.25% 30mar2017, USD (ABS)   USD 03/30/2017 03/22/2017 **.** *.** 03/22/2017 ***.** *.**
UBS AG, London Branch, 3.50% 1apr2021, EUR   EUR 04/01/2021 03/22/2017 *** * 03/22/2017 *** *
UBS AG, London Branch, 3.875% 2dec2019, EUR (ABS)   EUR 12/02/2019 03/22/2017 ***.* -*.** 03/22/2017 ***.*** -*.**
UBS AG, London Branch, 4% 8apr2022, EUR (ABS)   EUR 04/08/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
UBS AG, London Branch, 6% 18apr2018, EUR   EUR 04/18/2018 03/22/2017 ***.* -*.** 03/22/2017 ***.** -*.**
UBS AG, London Branch, 6.625% 11apr2018, GBP   GBP 04/11/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
UBS AG, London Branch, FRN 15may2017, EUR   EUR 05/15/2017 03/22/2017 ***.** * 03/22/2017 ***.** *
UBS AG, London Branch, FRN 23nov2025, EUR   EUR 11/23/2025 03/22/2017 ***.** * 03/22/2017 ***.** *
Unifund, 5.32% 7dec2047, GBP (ABS)   GBP 12/07/2047 03/22/2017 ***.*** *.* 03/22/2017 ***.*** *.**
Unilever, 2% 19dec2018, GBP   GBP 12/19/2018 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Unilever, 4.75% 16jun2017, GBP   GBP 06/16/2017 03/22/2017 **.* *.** 03/22/2017 *** -*.**
UNITE (USAF) II PLC, 3.921% 30jun2025, GBP   GBP 06/30/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *
Unite Group, 3.374% 30jun2023, GBP (ABS)   GBP 06/30/2023 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
Unite Group, 6.125% 12jun2020, GBP   GBP 06/12/2020 03/22/2017 ***.* *.** 03/22/2017 *** *.**
United Utilities, 4.55% 19jun2018, USD   USD 06/19/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
United Utilities, 5.375% 1feb2019, USD   USD 02/01/2019 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
United Utilities, 5.625% 20dec2027, GBP   GBP 12/20/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
United Utilities, 6.875% 15aug2028, USD   USD 08/15/2028 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
United Utilities Water, 4.25% 24jan2020, EUR   EUR 01/24/2020 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
United Utilities Water, 5.375% 14may2018, GBP   GBP 05/14/2018 03/22/2017 ***.** *.** 03/22/2017 ***.** -*.**
Urenco, 2.25% 5aug2022, EUR   EUR 08/05/2022 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Urenco, 2.375% 2dec2024, EUR   EUR 12/02/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Urenco, 2.5% 15feb2021, EUR   EUR 02/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Urenco, 4% 5may2017, EUR   EUR 05/05/2017 03/22/2017 ***.** *.** 03/22/2017 ***.*** -*.**
Virgin Media, 4.875% 15jan2027, GBP   GBP 01/15/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Virgin Media, 5.125% 15jan2025, GBP   GBP 01/15/2025 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Virgin Media, 5.5% 15jan2021, GBP   GBP 01/15/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Virgin Media, 5.5% 15jan2025, GBP   GBP 01/15/2025 03/22/2017 *** *.** 03/22/2017 ***.* *.*
Virgin Media, 5.5% 15jan2025, USD   USD 01/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Virgin Media, 6.25% 28mar2029, GBP   GBP 03/28/2029 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
Virgin Media Communications, 4.5% 15jan2025, EUR   EUR 01/15/2025 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Virgin Media Communications, 5.125% 15feb2022, GBP   GBP 02/15/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Virgin Media Communications, 5.75% 15jan2025, USD   USD 01/15/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Virgin Media Communications, 7% 15apr2023, GBP   GBP 04/15/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Viridian Group, 7.5% 1mar2020, EUR (ABS)   EUR 03/01/2020 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Vodafone Group, 0% 26nov2020, GBP (1827D)   GBP 11/26/2020 03/22/2017 **.** *.* 03/22/2017 **.* *.**
Vodafone Group, 0.375% 22nov2021, EUR   EUR 11/22/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.*
Vodafone Group, 0.375% 3dec2024, CHF   CHF 12/03/2024 03/22/2017 **.* *.** 03/22/2017 **.* *.*
Vodafone Group, 0.5% 19sep2031, CHF   CHF 09/19/2031 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Vodafone Group, 0.5% 30jan2024, EUR   EUR 01/30/2024 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Vodafone Group, 0.625% 15mar2027, CHF   CHF 03/15/2027 03/22/2017 **.* *.** 03/22/2017 **.** *.**
Vodafone Group, 0.875% 17nov2020, EUR   EUR 11/17/2020 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Vodafone Group, 1% 11sep2020, EUR   EUR 09/11/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Vodafone Group, 1.25% 25aug2021, EUR   EUR 08/25/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Vodafone Group, 1.25% 26sep2017, USD   USD 09/26/2017 03/22/2017 **.** *.** 03/22/2017 **.*** *.**
Vodafone Group, 1.5% 19feb2018, USD   USD 02/19/2018 03/22/2017 **.** *.* 03/22/2017 **.** *.**
Vodafone Group, 1.6% 29jul2031, EUR   EUR 07/29/2031 03/22/2017 **.** *.** 03/22/2017 **.* *.**
Vodafone Group, 1.75% 25aug2023, EUR   EUR 08/25/2023 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Vodafone Group, 1.875% 11sep2025, EUR   EUR 09/11/2025 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Vodafone Group, 2.2% 25aug2026, EUR   EUR 08/25/2026 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Vodafone Group, 2.5% 26sep2022, USD   USD 09/26/2022 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Vodafone Group, 2.95% 19feb2023, USD   USD 02/19/2023 03/22/2017 **.*** *.** 03/22/2017 **.** *.**
Vodafone Group, 3% 12aug2056, GBP   GBP 08/12/2056 03/22/2017 **.* *.** 03/22/2017 **.* *.**
Vodafone Group, 3.375% 8aug2049, GBP   GBP 08/08/2049 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Vodafone Group, 4.375% 16mar2021, USD   USD 03/16/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Vodafone Group, 4.375% 19feb2043, USD   USD 02/19/2043 03/22/2017 **.*** *.** 03/22/2017 **.*** *.**
Vodafone Group, 4.625% 15jul2018, USD   USD 07/15/2018 03/22/2017 ***.*** *.** 03/22/2017 ***.* *.**
Vodafone Group, 4.65% 20jan2022, EUR   EUR 01/20/2022 03/22/2017 ***.** *.** 03/22/2017 ***.*** *.**
Vodafone Group, 5.0% 4jun2018, EUR   EUR 06/04/2018 03/22/2017 ***.** -*.** 03/22/2017 ***.** -*.**
Vodafone Group, 5.375% 6jun2022, EUR   EUR 06/06/2022 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Vodafone Group, 5.45% 10jun2019, USD   USD 06/10/2019 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Vodafone Group, 5.625% 4dec2025, GBP   GBP 12/04/2025 03/22/2017 ***.* *.** 03/22/2017 ***.* *.**
Vodafone Group, 5.9% 26nov2032, GBP   GBP 11/26/2032 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Vodafone Group, 6.15% 27feb2037, USD   USD 02/27/2037 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Vodafone Group, 6.25% 30nov2032, USD   USD 11/30/2032 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Vodafone Group, 7.875% 15feb2030, USD   USD 02/15/2030 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Vodafone Group, FRN 25feb2019, EUR   EUR 02/25/2019 03/22/2017 ***.** * 03/22/2017 ***.** *
Vougeot Bidco, FRN 15jul2020, EUR   EUR 07/15/2020 03/22/2017 ***.** * 03/22/2017 ***.* *
Wagamama, 7.875% 1feb2020, GBP   GBP 02/01/2020 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Wasps Finance, 6.5% 13may2022   GBP 05/13/2022 03/22/2017 **.* *.** 03/22/2017 ***.** *.**
Wellcome Trust, 1.125% 21jan2027, EUR   EUR 01/21/2027 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Wellington Pub Co, 6.735% 15jan2029, GBP   GBP 01/15/2029 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
Wessex Water Services, 5.375% 10mar2028, GBP   GBP 03/10/2028 03/22/2017 *** *.** 03/22/2017 ***.** *.**
Wessex Water Services, 5.75% 14oct2033, GBP   GBP 10/14/2033 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Western Power Distribution, 3.875% 17oct2024, GBP   GBP 10/17/2024 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
Western Power Distribution, 5.25% 17jan2023, GBP   GBP 01/17/2023 03/22/2017 ***.* *.** 03/22/2017 *** *.**
Western Power Distribution, 5.75% 10dec2040, GBP   GBP 12/10/2040 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Western Power Distribution, 5.75% 16apr2032, GBP   GBP 04/16/2032 03/22/2017 *** *.* 03/22/2017 ***.** *.**
Western Power Distribution, 9.25% 9nov2020, GBP   GBP 11/09/2020 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Westpac Securities NZ (London Branch), 0.125% 16jun2021, EUR   EUR 06/16/2021 03/22/2017 **.** *.** 03/22/2017 **.** *.**
Wheatley Group, 4.375% 28nov2044, GBP (ABS)   GBP 11/28/2044 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
WHG, 4.25% 6oct2045, GBP   GBP 10/06/2045 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
William Hill, 4.25% 5jun2020, GBP   GBP 06/05/2020 03/22/2017 ***.* *.** 03/22/2017 ***.** *.**
Willis Group Hldng, 4.625% 15aug2023, USD   USD 08/15/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
Willis Group Hldng, 5.75% 15mar2021, USD   USD 03/15/2021 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Witan Investment Trust, 6.125% 15dec2025, GBP   GBP 12/15/2025 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
WM Treasury, 4.625% 3dec2042, GBP   GBP 12/03/2042 03/22/2017 ***.**** *.** 03/22/2017 ***.*** *.**
Workspace Group, 6% 9oct2019, GBP   GBP 10/09/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Worldpay, 3.75% 15nov2022, EUR   EUR 11/15/2022 03/22/2017 ***.** *.** 03/22/2017 ***.* *.**
WPP, 0.75% 18nov2019, EUR   EUR 11/18/2019 03/22/2017 ***.** *.* 03/22/2017 ***.** *.**
WPP, 1.625% 23mar2030, EUR   EUR 03/23/2030 03/22/2017 **.*** *.** 03/22/2017 ** *.**
WPP, 2.25% 22sep2026, EUR   EUR 09/22/2026 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
WPP, 3% 20nov2023, EUR   EUR 11/20/2023 03/22/2017 ***.*** *.** 03/22/2017 ***.** *.**
WPP, 3.75% 19sep2024, USD   USD 09/19/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.*
Yorkshire Building Society, 0.5% 19jun2020, EUR (ABS)   EUR 06/19/2020 03/22/2017 ***.** *.* 03/22/2017 ***.* *.**
Yorkshire Building Society, 0.75% 10nov2022, EUR   EUR 11/10/2022 03/22/2017 ***.* *.** 03/22/2017 ***.*** *.**
Yorkshire Building Society, 1.25% 11jun2021, EUR   EUR 06/11/2021 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Yorkshire Building Society, 1.25% 17mar2022, EUR   EUR 03/17/2022 03/22/2017 ***.** *.** 03/22/2017 ***.** *.*
Yorkshire Building Society, 2.125% 18mar2019, EUR   EUR 03/18/2019 03/22/2017 ***.** *.** 03/22/2017 ***.** *.**
Yorkshire Building Society, 5.649% perp., GBP   GBP 03/22/2017 ** * 03/22/2017 *** *
Yorkshire Building Society, 6.375% 26apr2024, GBP   GBP 04/26/2024 03/22/2017 ***.*** *.** 03/22/2017 ***.*** *.**
Yorkshire Housing, 4.125% 31oct2044, GBP   GBP 10/31/2044 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Yorkshire Water Services, 3.625% 1aug2029, GBP   GBP 08/01/2029 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Yorkshire Water Services, 5.125% 28may2037, GBP   GBP 05/28/2037 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
Yorkshire Water Services, 5.5% 28may2027, GBP   GBP 05/28/2027 03/22/2017 ***.**** *.* 03/22/2017 ***.**** *.**
Yorkshire Water Services, 6.6011% 17apr2031, GBP   GBP 04/17/2031 03/22/2017 ***.**** *.** 03/22/2017 ***.**** *.**
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