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 1 499 221 621 690
CNY 1 3 000 000 000
municipal
GBP 4 1 084 971 000
corporate
USD 1622 612 658 806 654
GBP 1374 410 670 877 170
EUR 875 644 054 225 490
RUB 251 116 286 565 500
CHF 45 9 516 000 000
HKD 37 15 903 000 000
NOK 33 27 536 500 000
AUD 31 6 233 000 000
ZAR 31 52 528 600 000
IDR 29 13 137 300 000 000
JPY 28 517 288 000 000
BRL 25 3 261 128 000
INR 22 46 206 000 000
CNY 18 9 579 000 000
TRY 13 3 945 700 000
CAD 12 5 145 000 000
SEK 10 10 120 600 000
MXN 9 9 429 650 000
KZT 7 97 450 000 000
SGD 5 2 470 000 000
NZD 5 362 000 000
RON 5 561 750 000
ITL 4 2 525 000 000 000
AMD 4 15 208 900 000
GEL 3 252 000 000
KRW 3 100 000 000 000
ARS 2 340 000 000
DKK 2 5 330 000 000
FRF 2 1 316 000 000
ZMW 1 50 000 000
RSD 1 2 500 000 000
UYU 1 181 000 000
COP 1 15 000 000 000
PLN 1 100 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
RIA Rating *** Sovereign ratings ***
Dagong Credit *** International scale rating (foreign curr.) ***
Dagong Credit *** International scale rating (local curr.) ***
Organisation for Economic Co-operation and Development (OECD) *** Country Risk Classifications ***
Moody's Investors Service *** LT- foreign currency ***
Moody's Investors Service *** LT- local currency ***
S&P Global Ratings *** Foreign Currency LT ***
S&P Global Ratings *** Local Currency LT ***
Fitch Ratings *** LT Int. Scale (foreign curr.) ***
Fitch Ratings *** LT Int. Scale (local curr.) ***
Rating Agency RAEX (Expert RA) *** Foreign curr. scale ***
Rating Agency RAEX (Expert RA) *** Local curr. scale ***
National Rating Agency *** Global scale ***
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Latest bond issues

issue ISIN coupon volume end of placement maturity date
Escher Marwick, 7% 21sep2022, EUR - Domestic bonds GB00BF0L7628 7% 350 000 000  EUR 09/21/2017 09/21/2022
EBRD, 11% 28sep2018, TRY - International bonds XS1691364241 11% 250 000 000  TRY 09/21/2017 09/28/2018
Gatwick Airport, 3.125% 28sep2041, GBP - International bonds XS1691441924 3.125% 350 000 000  GBP 09/21/2017 09/28/2041
Miller Homes, 5.5% 15oct2024, GBP - International bonds XS1689521125 5.5% 250 000 000  GBP 09/21/2017 10/15/2024
Miller Homes, FRN 15oct2023, GBP - International bonds XS1689521802 3M LIBOR GBP + 5.25% 175 000 000  GBP 09/21/2017 10/15/2023
Santander UK Group Holdings, FRN 5may2020, GBP - International bonds XS1607992424 3M LIBOR GBP + 0.27% 1 475 000 000  GBP 09/20/2017 05/05/2020
EBRD, 8% 11oct2018, TRY - International bonds XS0978719572 8% 1 300 000 000  TRY 09/18/2017 10/11/2018
Pennon Group, 2.875% perp., GBP - International bonds XS1646358728 2.875% 300 000 000  GBP 09/18/2017
Barclays, FRN 15sep2020, EUR - International bonds XS1620536042 3M EURIBOR + 0.45% 105 000 000  EUR 09/18/2017 09/15/2020
EBRD, 0% 8aug2019, ARS (730D) - International bonds XS1659120635 0% 90 000 000  ARS 09/15/2017 08/08/2019

World Bond Market Indicators

Daily indices

Type: 09/22/2017 09/21/2017 09/20/2017 09/19/2017 09/18/2017 09/15/2017 09/14/2017
Treasuries
Gilt 10Y YTM 1.36 1.37 1.34 1.33 1.30 1.31 1.23
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Monthly indices

Type Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017 Jan 2017 Dec 2016
EU Long-term interest rates
United Kingdom, % 0.98 1.03 1.00 1.13 1.24 1.38 1.25
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World Bond market statistics

Monthly indices

Type Aug 2017 Jul 2017 Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 643.98 1 681.55 1 705.93 1 707.90 1 768.16 1 750.29 1 760.43
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Quarterly indices

Type I 2017 IV 2016 III 2016 II 2016 I 2016 IV 2015 III 2015
BIS volume of international-bond market of developed countries
British international bonds, USD bln 908.600 868.300 974.600 988.800 3.082 3.050 3.140
BIS net issues of international-bond market of developed countries
International-bond net issue of the United Kingdom, USD bln 10.500 12.900 23.700 3.400 23.200 -33.400 -18.200

New issues of Developed markets International Bonds

Monthly indices

Type Aug 2017 Jul 2017 Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 30.509 13.072 33.815 23.567 9.248 22.742 17.870
Number of new international bond issues (UK) 64 73 89 75 60 121 87
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Developed Markets International Bonds

Monthly indices

Type Aug 2017 Jul 2017 Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 0.713 0.708 0.702 0.698 0.693 0.685 0.686
United Kingdom municipal international bonds, USD bln 1.124 1.141 1.131 1.119 1.122 0.837 0.835
United Kingdom corporate international bonds, USD bln 1 540.364 1 526.659 1 502.183 1 493.195 1 487.339 1 506.293 1 505.122
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Money market

Daily indices

Type: 09/22/2017 09/21/2017 09/19/2017 09/18/2017 09/15/2017 09/14/2017 09/13/2017
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: 09/21/2017 09/20/2017 09/19/2017 09/18/2017 09/15/2017 09/14/2017 09/13/2017
RMI CVI - Europe
UK CVI value weighted  9.80 9.76 9.73 9.70 9.84 9.61 9.45
UK CVI tail  113.07 112.38 111.41 110.77 111.30 110.96 111.46
UK CVI equally weighted  30.73 30.72 31.58 31.03 31.07 30.79 30.29
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Macroeconomic Indicators (World economy)

Monthly indices

Type Aug 2017 Jul 2017 Jun 2017 May 2017 Apr 2017 Mar 2017 Feb 2017
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United Kingdom) 2.90 2.60 2.60 2.90 2.70 2.30 2.30
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Yearly indices

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

Stock market (World)

Daily indices

Type: 09/22/2017 09/21/2017 09/20/2017 09/19/2017 09/18/2017 09/15/2017 09/14/2017
Stock market (Developed countries)
FTSE 100  7 311 7 264 7 272 7 275 7 253 7 215 7 295
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Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
United Kingdom, 2.7% 21oct2017, CNY   CNY 10/21/2017 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Aberdeen, 0.1% 28feb2054, GBP   GBP 02/28/2054 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Greater London Authority (GLA), FRN 01dec2040   GBP 12/01/2040 09/22/2017 ***.*** * 09/22/2017 ***.*** *
1st Credit (Holdings) Ltd, 11.00% 10jun2020, GBP   GBP 06/10/2020 09/22/2017 ***.** **.** 09/22/2017 *
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
AA Bond Co, 2.875% 31jan2022, GBP   GBP 01/31/2022 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
AA Plc, 4.2487% 31jul2020, GBP   GBP 07/31/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Abbey National Treasury Services, 0% 23mar2046, USD (10957D)   USD 03/23/2046 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.*
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 04/21/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 09/22/2017 ***.*** *.** 09/22/2017 *** -*.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 09/22/2017 ***.*** -*.** 09/22/2017 ***.** -*.**
Abbey National Treasury Services, 1.75% 15jan2018, EUR   EUR 01/15/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Abbey National Treasury Services, 3.625% 5oct2017, EUR (ABS)   EUR 10/05/2017 09/22/2017 ***.* *.** 09/22/2017 ***.*** *.**
Abbey National Treasury Services, 3.77% 13sep2020, EUR   EUR 09/13/2020 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 04/12/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 02/16/2029 09/22/2017 ***.* *.* 09/22/2017 ***.** *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP (ABS)   GBP 03/02/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Abbey National Treasury Services, FRN 12feb2018, EUR   EUR 02/12/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Abbey National Treasury Services, FRN 13aug2019, EUR   EUR 08/13/2019 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 09/22/2017 ***.** * 09/22/2017 ***.** *
Abbey National Treasury Services, FRN 23mar2027, GBP   GBP 03/23/2027 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Abbey National Treasury Services, FRN 26jun2018, GBP   GBP 06/26/2018 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Abbey National Treasury Services, FRN 30sep2020, EUR   EUR 09/30/2020 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Aberdeen Asset Management, 7% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Affinity Sutton, 4.25% 8oct2042, GBP   GBP 10/08/2042 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Affinity Water, 3.278% 22aug2042, GBP   GBP 08/22/2042 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Affinity Water, 3.625% 30sep2022, GBP   GBP 09/30/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Affinity Water Programme Finance Ltd, FRN 01jun2045, GBP   GBP 06/01/2045 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Algeco Scotsman Global, 9% 15oct2018, EUR   EUR 10/15/2018 09/22/2017 **.** **.** 09/22/2017 **.** **.**
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 09/22/2017 ***.** *.** 09/22/2017 *** *.**
Alpha Plus Holdings, 5.75% 18dec2019, GBP (ABS)   GBP 12/18/2019 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Alpha Schools(Highland)Project, 4.792% 31jan2036, GBP   GBP 01/31/2036 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
AMEY, 2.267% 13dec2037, GBP   GBP 12/13/2037 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 08/01/2024 09/22/2017 ***.** * 09/22/2017 ***.** *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 09/22/2017 ***.* *.** 09/22/2017 *
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Anglian Water, 1.141% 1aug2042, GBP   GBP 08/01/2042 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Anglian Water, 2.925% 12dec2037, JPY   JPY 12/12/2037 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Anglian Water, 6.875% 16jan2034, GBP   GBP 01/16/2034 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Anglian Water, 7% 31jan2018, GBP   GBP 01/31/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Anglian Water, FRN 13jul2062, GBP   GBP 07/13/2062 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Anglian Water, FRN 19jul2056, GBP   GBP 07/19/2056 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Anglian Water, FRN 1jul2055, GBP   GBP 07/01/2055 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Anglian Water, FRN 26jan2057, GBP   GBP 01/26/2057 09/22/2017 **.**** * 09/22/2017 **.**** *
Anglian Water, FRN 28jan2046, GBP   GBP 01/28/2046 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Anglian Water, FRN 3jul2056, GBP   GBP 07/03/2056 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Anglo American Capital Plc, 1.028% 14dec2018, JPY   JPY 12/14/2018 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Anglo American Capital Plc, 4.45% 27sep2020, USD   USD 09/27/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Annes Gate Property, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Annington, 1.65% 12jul2024, EUR   EUR 07/12/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Annington, 2.646% 12jul2025, GBP   GBP 07/12/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Annington, 3.184% 12jul2029, GBP   GBP 07/12/2029 09/22/2017 ***.* *.** 09/22/2017 ***.*** *.**
Annington, 3.685% 12jul2034, GBP   GBP 07/12/2034 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Annington, 3.935% 12jul2047, GBP   GBP 07/12/2047 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Annington, 6.568% 10jan2023, GBP   GBP 01/10/2023 09/22/2017 ***.*** * 09/22/2017 ***.*** *
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 09/22/2017 **.* *.* 09/22/2017 **.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 09/22/2017 *** *.** 09/22/2017 ***.* *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 10/02/2018 09/22/2017 ***.** -*.* 09/22/2017 ***.** -*.**
ANZ New Zealand (Int’l), London Branch, 2.2% 17jul2020, USD   USD 07/17/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 3.45% 17jul2027, USD   USD 07/17/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Arkle Master Issuer, FRN 17may2060, GBP   GBP 05/17/2060 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 03/31/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 09/22/2017 ***.** * 09/22/2017 ***.* *
Arrow Global, FRN 1may2023, EUR   EUR 05/01/2023 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Artesian Finance III, FRN 30sep2045, GBP   GBP 09/30/2045 09/22/2017 ***.*** * 09/22/2017 ***.*** *
ASB Finance, 0% 20dec2019, EUR (1072D)   EUR 12/20/2019 09/22/2017 **.**** *.** 09/22/2017 ***.**** -*.**
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 09/22/2017 ***.** -*.** 09/22/2017 *** -*.*
Ashtead Capital Inc, 4.125% 15aug2025, USD   USD 08/15/2025 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Ashtead Capital Inc, 4.375% 15aug2017, USD   USD 08/15/2027 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 09/22/2017 ***.** * 09/22/2017 ***.** *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 09/22/2017 **.** *.** 09/22/2017 **.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 09/22/2017 **.** *.** 09/22/2017 **.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 09/22/2017 **.** *.** 09/22/2017 **.*** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 09/22/2017 **.* *.** 09/22/2017 ***.** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 06/12/2022 09/22/2017 **.*** *.** 09/22/2017 **.*** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.*
AstraZeneca, 3.125% 12jun2027, USD   USD 06/12/2027 09/22/2017 **.** *.** 09/22/2017 **.** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 09/22/2017 **.*** *.* 09/22/2017 **.** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Auburn Securities 4, FRN 1oct2041, GBP   GBP 10/01/2041 09/22/2017 **.**** * 09/22/2017 **.**** *
Auburn Securities 4, FRN 1oct2041, GBP   GBP 10/01/2041 09/22/2017 **.**** * 09/22/2017 **.**** *
Auburn Securities 5, FRN 1dec2041, GBP   GBP 12/01/2041 09/22/2017 **.**** * 09/22/2017 **.**** *
Avanti, 12% 1oct2023, USD   USD 10/01/2023 09/22/2017 **.**** * 09/22/2017 **.**** *
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 09/22/2017 ***.** * 09/22/2017 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 09/22/2017 ***.** * 09/22/2017 ***.** *
Aviva, 5.902% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Aviva, 6.125% 14nov2036, GBP   GBP 11/14/2036 09/22/2017 ***.* * 09/22/2017 ***.* *
Aviva, 6.125% 5jul2043, EUR   EUR 07/05/2043 09/22/2017 ***.** * 09/22/2017 ***.** *
Aviva, 6.125% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Aviva, 6.875% 20may2058, GBP   GBP 05/20/2058 09/22/2017 ***.* * 09/22/2017 ***.** *
Aviva, 6.875% 22may2038, EUR   EUR 05/22/2038 09/22/2017 ***.* * 09/22/2017 ***.** *
Aviva, 6.875% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.* *
Aviva, 8.25% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
B3 Living, 4.823% 29jan2038, GBP (ABS)   GBP 01/29/2038 09/22/2017 ***.*** *.** 09/22/2017 *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Banco Santander, London Branch, 10.0625% perp., GBP   GBP 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Banco Santander, London Branch, 2% 24aug2018, USD   USD 08/24/2018 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Banco Santander, London Branch, 2.875% 5aug2021, USD   USD 08/05/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 08/23/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Banco Santander, London Branch, 4% 13mar2024, USD   USD 03/13/2024 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Banco Santander, London Branch, 4.375% 24jan2018, EUR (ABS)   EUR 01/24/2018 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Banco Santander, London Branch, 5.875% 14aug2031, GBP   GBP 08/14/2031 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Banco Santander, London Branch, 7.125% perp., GBP   GBP 09/22/2017 ***.* * 09/22/2017 ***.** *
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 09/22/2017 ***.* * 09/22/2017 ***.** *.**
Banco Santander, London Branch, FRN 14mar2019, USD   USD 03/14/2019 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Banco Santander, London Branch, FRN 24aug2018, USD   USD 08/24/2018 09/22/2017 ***.** * 09/22/2017 ***.* *
Banco Santander, London Branch, FRN 29sep2017, USD   USD 09/29/2017 09/22/2017 **.** * 09/22/2017 ***.* *
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 10/30/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 09/22/2017 ***.** * 09/22/2017 ***.** *
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Bank of England, 1.25% 16mar2018, USD   USD 03/16/2018 09/22/2017 **.** *.* 09/22/2017 **.** *.**
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 02/07/2020 09/22/2017 ***.*** -*.** 09/22/2017 ***.** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 07/13/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 06/08/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Bank of Scotland, 4.875% 4jun2019, EUR (ABS)   EUR 06/04/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.*
Bank of Scotland, 6% 7feb2035, EUR   EUR 02/07/2035 09/22/2017 *** * 09/22/2017 *** *
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Bank of Scotland, FRN 10jan2025, EUR   EUR 01/10/2025 09/22/2017 **.**** * 09/22/2017 **.**** *
Bank of Scotland, FRN 12apr2021, EUR   EUR 04/12/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Bank of Scotland, FRN 14oct2025, EUR   EUR 10/14/2025 09/22/2017 **.** * 09/22/2017 ***.** *
Bank of Scotland, FRN 16mar2020, EUR   EUR 03/16/2020 09/22/2017 ***.** * 09/22/2017 ***.* *
Bank of Scotland, FRN 20sep2024, EUR   EUR 09/20/2024 09/22/2017 **.**** * 09/22/2017 **.**** *
Bank of Scotland, FRN 8jun2020, EUR (Structured)   EUR 06/08/2020 09/22/2017 **.** * 09/22/2017 ***.* *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 09/22/2017 **.**** * 09/22/2017 **.**** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 09/22/2017 **.**** * 09/22/2017 **.**** *
Barclays, 0% 10apr2018, GBP (2191D)   GBP 04/10/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 10jun2019, GBP (3682D)   GBP 06/10/2019 09/22/2017 **.*** **.** 09/22/2017 **.*** **.**
Barclays, 0% 12feb2018, GBP (3637D)   GBP 02/12/2018 09/22/2017 **.**** ***.** 09/22/2017 *
Barclays, 0% 18mar2019, EUR (3022D)   EUR 03/18/2019 09/22/2017 ***.*** -**.** 09/22/2017 ***.*** -**.**
Barclays, 0% 19jun2019, GBP (2213D)   GBP 06/19/2019 09/22/2017 *** * 09/22/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 09/22/2017 ***.** -**.* 09/22/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 09/22/2017 ***.* -**.** 09/22/2017 *
Barclays, 0% 19nov2018, GBP (2260D)   GBP 11/19/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 20dec2019, USD (1078D)   USD 12/20/2019 09/22/2017 **.*** * 09/22/2017 *
Barclays, 0% 21mar2023, EUR (5864D)   EUR 03/21/2023 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Barclays, 0% 22dec2017, USD (723D)   USD 12/22/2017 09/22/2017 **.*** * 09/22/2017 *
Barclays, 0% 22jun2018, GBP (2264D)   GBP 06/22/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 22nov2017, USD (412D)   USD 11/22/2017 09/22/2017 **.* * 09/22/2017 *
Barclays, 0% 23apr2019, GBP (2241D)   GBP 04/23/2019 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 0% 23apr2019, GBP (2241D)   GBP 04/23/2019 09/22/2017 **.** *.** 09/22/2017 *
Barclays, 0% 23dec2022, USD (2177D)   USD 12/23/2022 09/22/2017 **.** * 09/22/2017 *
Barclays, 0% 24may2019, GBP (2184D)   GBP 05/24/2019 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 0% 25may2018, USD (414D)   USD 05/25/2018 09/22/2017 **.** * 09/22/2017 *
Barclays, 0% 26jan2018, USD (422D)   USD 01/26/2018 09/22/2017 **.* * 09/22/2017 *
Barclays, 0% 26jan2018, USD (422D)   USD 01/26/2018 09/22/2017 *.*** * 09/22/2017 *
Barclays, 0% 26jun2019, GBP (2270D)   GBP 06/26/2019 09/22/2017 **.** *.** 09/22/2017 *
Barclays, 0% 26sep2019, USD (1827D)   USD 09/26/2019 09/22/2017 ***.*** * 09/22/2017 *
Barclays, 0% 27jul2018, GBP (2226D)   GBP 07/27/2018 09/22/2017 ***.** -**.* 09/22/2017 *
Barclays, 0% 27jul2018, GBP (2254D)   GBP 07/27/2018 09/22/2017 ***.** -**.* 09/22/2017 *
Barclays, 0% 27sep2019, USD (1086D)   USD 09/27/2019 09/22/2017 **.*** * 09/22/2017 *
Barclays, 0% 27sep2019, USD (1100D)   USD 09/27/2019 09/22/2017 **.*** * 09/22/2017 *
Barclays, 0% 28sep2018, GBP (2237D)   GBP 09/28/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 28sep2018, GBP (2237D)   GBP 09/28/2018 09/22/2017 ***.* -**.** 09/22/2017 *
Barclays, 0% 29jan2018, GBP (2245D)   GBP 01/29/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 29jun2018, USD (1089D)   USD 06/29/2018 09/22/2017 **.** * 09/22/2017 *
Barclays, 0% 29jun2018, USD (1109D)   USD 06/29/2018 09/22/2017 **.** * 09/22/2017 *
Barclays, 0% 2may2018, GBP (2266D)   GBP 05/02/2018 09/22/2017 ***.** -**.* 09/22/2017 *
Barclays, 0% 30mar2022, USD (3659D)   USD 03/30/2022 09/22/2017 **.** *.** 09/22/2017 *
Barclays, 0% 31may2019, GBP (2191D)   GBP 05/31/2019 09/22/2017 ***.*** -*.** 09/22/2017 *
Barclays, 0% 5jun2018, GBP (2190D)   GBP 06/05/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 5oct2018, GBP (2270D)   GBP 10/05/2018 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 0% 6sep2019, GBP (2227D)   GBP 09/06/2019 09/22/2017 ***.** -*.* 09/22/2017 *
Barclays, 0% 7aug2018, GBP (1819D)   GBP 08/07/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 7aug2019, GBP (2233D)   GBP 08/07/2019 09/22/2017 *** * 09/22/2017 *
Barclays, 0% 7aug2019, GBP (2233D)   GBP 08/07/2019 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 0% 7jun2018, GBP (2254D)   GBP 06/07/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 7jun2019, GBP (2247D)   GBP 06/07/2019 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 0% 7mar2018, GBP (2206D)   GBP 03/07/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 7mar2018, GBP (2260D)   GBP 03/07/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0% 7mar2019, GBP (2241D)   GBP 03/07/2019 09/22/2017 **.** *.** 09/22/2017 *
Barclays, 0% 7mar2019, GBP (2241D)   GBP 03/07/2019 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 0% 7mar2019, GBP (2241D)   GBP 03/07/2019 09/22/2017 ***.** -* 09/22/2017 *
Barclays, 0% 7oct2019, GBP (2225D)   GBP 10/07/2019 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 0% 7sep2019, GBP (2195D)   GBP 10/07/2019 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 0% 8jul2019, EUR (3295D)   EUR 07/08/2019 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 0.68% 18feb2019, GBP   GBP 02/18/2019 09/22/2017 ***.** *.* 09/22/2017 *
Barclays, 1.35% 7oct2021, JPY   JPY 10/07/2021 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.*
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Barclays, 14% perp., GBP   GBP 09/22/2017 ***.* * 09/22/2017 ***.** *
Barclays, 2% 16mar2018, USD   USD 03/16/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 2% 7feb2028, EUR   EUR 02/07/2028 09/22/2017 **.** *.* 09/22/2017 **.** *.*
Barclays, 2.1% 6nov2017, SEK   SEK 11/06/2017 09/22/2017 ***.*** -**.** 09/22/2017 ***.*** -**.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Barclays, 2.4% 30sep2019, USD   USD 09/30/2019 09/22/2017 **.**** *.** 09/22/2017 **.**** *.*
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 09/22/2017 ***.* * 09/22/2017 ***.** *
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 09/22/2017 *** *.** 09/22/2017 ***.*** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 3% 17sep2020, USD   USD 09/17/2020 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Barclays, 3.25% 4may2021, EUR   EUR 05/04/2021 09/22/2017 ***.** * 09/22/2017 *
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 4% 12jan2021, EUR (ABS)   EUR 01/12/2021 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Barclays, 4% 29oct2020, USD   USD 10/29/2020 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 10/07/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Barclays, 4.1% 9sep2019, EUR   EUR 09/09/2019 09/22/2017 ***.* * 09/22/2017 *
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 03/02/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Barclays, 4.75% perp., EUR   EUR 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
Barclays, 5.1% 7aug2019, GBP   GBP 08/07/2019 09/22/2017 ***.** *.** 09/22/2017 *
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.*
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 09/22/2017 ***.*** *.* 09/22/2017 ***.** *.**
Barclays, 5.33% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 5.6% 25oct2019, GBP   GBP 10/25/2019 09/22/2017 *** *.** 09/22/2017 *
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 5.875% perp., GBP (Conv.)   GBP 09/22/2017 **.* * 09/22/2017 **.** *
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 6% 23jan2018, EUR   EUR 01/23/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 6% 6jul2018, GBP (Structured)   GBP 07/06/2018 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 6% perp., GBP   GBP 09/22/2017 **.** * 09/22/2017 ***.** *
Barclays, 6% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 6.05% 4dec2017, USD   USD 12/04/2017 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 6.12% 16aug2018, GBP   GBP 08/16/2018 09/22/2017 ***.** *.** 09/22/2017 *
Barclays, 6.125% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 6.24% 5oct2018, GBP   GBP 10/05/2018 09/22/2017 ***.** -*.* 09/22/2017 *
Barclays, 6.369% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 6.4% 21sep2018, GBP   GBP 09/21/2018 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays, 6.48% 5feb2018, GBP   GBP 02/05/2018 09/22/2017 ***.** -**.** 09/22/2017 *
Barclays, 6.5% perp., EUR   EUR 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 6.625% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 6.75% 16jan2023, GBP   GBP 01/16/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, 6.86% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 7% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.* *
Barclays, 7.125% perp., GBP   GBP 09/22/2017 ***.* * 09/22/2017 ***.** *
Barclays, 7.25% perp., GBP (Conv.)   GBP 09/22/2017 *** * 09/22/2017 ***.* *
Barclays, 7.434% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Barclays, 7.75% 10apr2023, USD   USD 04/10/2023 09/22/2017 ***.* * 09/22/2017 ***.* *
Barclays, 7.875% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 7.875% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 8% perp., EUR   EUR 09/22/2017 ***.* * 09/22/2017 ***.** *
Barclays, 8.125% perp., USD   USD 09/22/2017 **.**** * 09/22/2017 **.**** *
Barclays, 8.25% perp., GBP   GBP 09/22/2017 *** * 09/22/2017 ***.** *
Barclays, 8.25% perp., USD (Conv.)   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, 9% perp., GBP   GBP 09/22/2017 *** * 09/22/2017 *** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 09/22/2017 ***.** * 09/22/2017 ***.* *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, FRN 12feb2018, GBP (ABS)   GBP 02/12/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Barclays, FRN 15oct2020, GBP   GBP 10/15/2020 09/22/2017 ***.* * 09/22/2017 *
Barclays, FRN 19oct2018, GBP   GBP 10/19/2018 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Barclays, FRN 1sep2023, EUR   EUR 09/01/2023 09/22/2017 **.**** * 09/22/2017 **.**** *
Barclays, FRN 20dec2018, GBP   GBP 12/20/2018 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Barclays, FRN 22jan2019, GBP   GBP 01/22/2019 09/22/2017 ***.*** * 09/22/2017 *
Barclays, FRN 22may2020, GBP   GBP 05/22/2020 09/22/2017 ***.** * 09/22/2017 ***.* *
Barclays, FRN 23dec2023, EUR   EUR 12/23/2023 09/22/2017 **.** * 09/22/2017 **.** *
Barclays, FRN 23nov2018, GBP   GBP 11/23/2018 09/22/2017 ***.* * 09/22/2017 *
Barclays, FRN 23nov2018, GBP   GBP 11/23/2018 09/22/2017 ***.** * 09/22/2017 *
Barclays, FRN 24nov2017, EUR   EUR 11/24/2017 09/22/2017 ***.* * 09/22/2017 *
Barclays, FRN 28dec2040, EUR   EUR 12/28/2040 09/22/2017 **.** * 09/22/2017 **.** *
Barclays, FRN 28nov2017, EUR   EUR 11/28/2017 09/22/2017 ***.* * 09/22/2017 *
Barclays, FRN 29mar2019, USD   USD 03/29/2019 09/22/2017 **.**** * 09/22/2017 ***.**** *
Barclays, FRN 30dec2018, GBP   GBP 12/30/2018 09/22/2017 ***.** * 09/22/2017 *
Barclays, FRN 31jan2022, EUR   EUR 01/31/2022 09/22/2017 ***.** * 09/22/2017 *
Barclays, FRN 3sep2019, EUR   EUR 09/03/2019 09/22/2017 ***.**** * 09/22/2017 ***.*** *
Barclays, FRN 5oct2018, GBP (Structured)   GBP 10/05/2018 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Barclays, FRN 7jul2023, EUR   EUR 07/07/2023 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Barclays, FRN 7may2018, GBP   GBP 05/07/2018 09/22/2017 ***.** * 09/22/2017 *
Barclays, FRN 9aug2019, EUR   EUR 08/09/2019 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Barclays Bank PLC, 0% 15mar2038, GBP   GBP 03/15/2038 09/22/2017 **.**** *.* 09/22/2017 **.**** *.**
Barclays Bank PLC, 0% 21aug2042, USD   USD 08/21/2042 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
Barclays Bank PLC, 0% 22apr2044, USD (10958D)   USD 04/22/2044 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
Barclays Bank PLC, 0% 26jun2042, USD   USD 06/26/2042 09/22/2017 ***.** -*.** 09/22/2017 *
Barclays Bank PLC, 0% 27mar2027, USD   USD 03/27/2027 09/22/2017 **.**** * 09/22/2017 **.**** *.**
Barclays Bank PLC, 0% 5feb2018, USD (459D)   USD 02/05/2018 09/22/2017 **.** * 09/22/2017 *
Barclays Bank PLC, 0.60% 12nov2021, EUR   EUR 11/12/2021 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Barclays Bank PLC, 0.875% 24apr2025, EUR   EUR 04/24/2025 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Barclays Bank PLC, 10% 31jul2034, USD   USD 07/31/2034 09/22/2017 **.** * 09/22/2017 *
Barclays Bank PLC, 4% 02jul2029, USD   USD 07/02/2029 09/22/2017 **.**** *.** 09/22/2017 **.**** *.*
Barclays Bank PLC, 4% 25feb2021, EUR (Structured)   EUR 02/25/2021 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Barclays Bank PLC, 4.1% 25aug2025, EUR   EUR 08/25/2025 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Barclays Bank PLC, 5.64% 30jul2019, EUR   EUR 07/30/2019 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
Barclays Bank PLC, FRN 11jun2018, EUR   EUR 06/11/2018 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Barclays Bank PLC, FRN 19jun2018, EUR   EUR 06/19/2018 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Barclays Bank PLC, FRN 1dec2017, EUR   EUR 12/01/2017 09/22/2017 **.** * 09/22/2017 **.*** *
Barclays Bank PLC, FRN 1mar2022, EUR   EUR 03/01/2022 09/22/2017 **.**** * 09/22/2017 **.**** *
Barclays Bank PLC, FRN 20mar2018, EUR   EUR 03/20/2018 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Barclays Bank PLC, FRN 23mar2030, EUR   EUR 03/23/2030 09/22/2017 **.**** * 09/22/2017 **.**** *
Barclays Bank PLC, FRN 25jan2018, EUR   EUR 01/25/2018 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Barclays Bank PLC, FRN 25jul2019, GBP   GBP 07/25/2019 09/22/2017 **.**** * 09/22/2017 ***.**** *
Barclays Bank PLC, FRN 27jun2018, EUR   EUR 06/27/2018 09/22/2017 **.** * 09/22/2017 **.*** *
Barclays Bank PLC, FRN 27jun2023, EUR   EUR 06/27/2023 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Barclays Bank PLC, FRN 2dec2021, EUR   EUR 12/02/2021 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Barclays Bank PLC, FRN 2oct2017, EUR   EUR 10/02/2017 09/22/2017 **.*** * 09/22/2017 *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 09/22/2017 **.**** * 09/22/2017 ***.**** *
Barclays Capital, 6.278% perp., USD   USD 09/22/2017 ***.* * 09/22/2017 ***.* *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
BAT International Finance PLC, 1.85% 2018, USD   USD 06/15/2018 09/22/2017 **.** *.* 09/22/2017 ***.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 09/22/2017 ***.* *.** 09/22/2017 *** *.**
BAT International Finance PLC, FRN 2018, USD   USD 06/15/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Bazalgette Finance, 0.24% 5dec2040, GBP   GBP 12/05/2040 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Bazalgette Finance, 0.688% 27jun2050, GBP   GBP 06/27/2050 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Bazalgette Finance, 0.755% 27jun2051, GBP   GBP 06/27/2051 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Bazalgette Finance, 0.787% 27jun2052, GBP   GBP 06/27/2052 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Bazalgette Finance, 0.951% 15jun2054, GBP   GBP 06/15/2054 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Bazalgette Finance, 0.954% 15jun2054, GBP   GBP 06/15/2054 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Bazalgette Finance, 1.035% 15jun2048, GBP   GBP 06/15/2048 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *
Bazalgette Finance, 1.042% 15jun2048, GBP   GBP 06/15/2048 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 07/25/2034 09/22/2017 ***.**** *.* 09/22/2017 ***.**** *.**
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
BG Energy Capital plc, 3.94% 2oct2019, HKD   HKD 10/02/2019 09/22/2017 ***.**** *.* 09/22/2017 ***.**** *.*
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 09/22/2017 ***.*** -*.** 09/22/2017 ***.** -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
BG Energy Holdings, 5.125% 7dec2017, GBP   GBP 12/07/2017 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BG Energy Holdings, 6.5% 30nov2072, EUR   EUR 11/30/2072 09/22/2017 ***.** * 09/22/2017 ***.** *
BG Energy Holdings, 6.5% 30nov2072, GBP   GBP 11/30/2072 09/22/2017 ***.** * 09/22/2017 ***.** *
BG Energy Holdings, 6.5% 30nov2072, USD   USD 11/30/2072 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BG Energy Holdings, FRN 20sep2018, USD   USD 09/20/2018 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Bishopsgate, 4.808% 14aug2044, GBP   GBP 08/14/2044 09/22/2017 ***.**** *.* 09/22/2017 ***.**** *.**
Bishopsgate, 5.105% 28sep2037, GBP   GBP 09/28/2037 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 10/04/2025 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
BMW UK Capital, 5% 2oct2017, GBP   GBP 10/02/2017 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
BNZ International Funding, 2.5% 1mar2021, HKD   HKD 03/01/2021 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
BNZ International Funding, FRN 12jan2020, GBP   GBP 01/12/2020 09/22/2017 ***.**** * 09/22/2017 ***.**** *
BNZ International Funding, FRN 13mar2018, JPY   JPY 03/13/2018 09/22/2017 **.*** * 09/22/2017 **.*** *
BNZ International Funding, FRN 14sep2021, USD   USD 09/14/2021 09/22/2017 ***.**** * 09/22/2017 ***.**** *
BNZ International Funding, FRN 21feb2020, USD   USD 02/21/2020 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Boing Group Financing, 6.625% 15jul2019, EUR   EUR 07/15/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 09/22/2017 **.* *.** 09/22/2017 ***.** *.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 09/22/2017 **.** *.** 09/22/2017 **.* *.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 09/22/2017 ***.** -*.** 09/22/2017 ***.* -*.*
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 09/22/2017 *** *.** 09/22/2017 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
BP Capital Markets, 1.674% 13feb2018, USD   USD 02/13/2018 09/22/2017 *** *.** 09/22/2017 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 09/22/2017 **.** *.** 09/22/2017 **.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 09/22/2017 ***.*** *.** 09/22/2017 ***.* *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 09/22/2017 ***.*** *.* 09/22/2017 ***.** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 09/22/2017 ***.** *.* 09/22/2017 ***.** *.*
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
BP Capital Markets, FRN 13feb2018, USD   USD 02/13/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
BP Group (plc), 0.83% 19sep2024, EUR   EUR 09/19/2024 09/22/2017 **.** *.** 09/22/2017 **.** *.**
BP Group (plc), 1% 28aug2020, CHF   CHF 08/28/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.*
BP Group (plc), 1.077% 26jun2025, EUR   EUR 06/26/2025 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
BP Group (plc), 1.117% 25jan2024, EUR   EUR 01/25/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 1.177% 12aug2023, GBP   GBP 08/12/2023 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
BP Group (plc), 1.375% 10may2018, USD   USD 05/10/2018 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
BP Group (plc), 1.375% 6nov2017, USD   USD 11/06/2017 09/22/2017 **.** *.** 09/22/2017 *** *.**
BP Group (plc), 1.526% 26sep2022, EUR   EUR 09/26/2022 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
BP Group (plc), 1.637% 26jun2029, EUR   EUR 06/26/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
BP Group (plc), 1.75% 28feb2024, CHF   CHF 02/28/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 1.768% 19sep2019, USD   USD 09/19/2019 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.03% 14feb2025, GBP   GBP 02/14/2025 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.112% 16sep2021, USD   USD 09/16/2021 09/22/2017 **.** *.** 09/22/2017 **.** *.**
BP Group (plc), 2.177% 28sep2021, EUR   EUR 09/28/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.213% 25sep2026, EUR   EUR 09/25/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.237% 10may2019, USD   USD 05/10/2019 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.241% 26sep2018, USD   USD 09/26/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.315% 13feb2020, USD   USD 02/13/2020 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.*
BP Group (plc), 2.5% 6nov2022, USD   USD 11/06/2022 09/22/2017 **.*** *.** 09/22/2017 **.*** *.**
BP Group (plc), 2.517% 17feb2021, EUR   EUR 02/17/2021 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.518% 16jan2020, USD   USD 01/16/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.52% 19sep2022, USD   USD 09/19/2022 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.75% 10may2023, USD   USD 05/10/2023 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.972% 27feb2026, EUR   EUR 02/27/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 2.994% 18feb2019, EUR   EUR 02/18/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
BP Group (plc), 3.017% 16jan2027, USD   USD 01/16/2027 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
BP Group (plc), 3.216% 28nov2023, USD   USD 11/28/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 3.224% 14apr2024, USD   USD 04/14/2024 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
BP Group (plc), 3.245% 6may2022, USD   USD 05/06/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
BP Group (plc), 3.279% 19sep2027, USD   USD 09/19/2027 09/22/2017 **.** *.** 09/22/2017 **.** *.**
BP Group (plc), 3.561% 1nov2021, USD   USD 11/01/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
BP Group (plc), 3.588% 14apr2027, USD   USD 04/14/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 3.65% 28feb2019, CNY   CNY 02/28/2019 09/22/2017 **.* *.** 09/22/2017 *** *.**
BP Group (plc), 3.723% 28nov2028, USD   USD 11/28/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 3.814% 10feb2024, USD   USD 02/10/2024 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
BP Group (plc), 3.83% 6oct2017, EUR   EUR 10/06/2017 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
BP Group (plc), 3.95% 8oct2018, CNY   CNY 10/08/2018 09/22/2017 **.** *.** 09/22/2017 **.** *.**
BP Group (plc), 3.994% 26sep2023, USD   USD 09/26/2023 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
BP Group (plc), 4.154% 1jun2020, EUR   EUR 06/01/2020 09/22/2017 ***.** -* 09/22/2017 ***.** -*.**
BP Group (plc), 4.325% 10dec2018, GBP   GBP 12/10/2018 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.*
BP Group (plc), 4.5% 1oct2020, USD   USD 10/01/2020 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
BP Group (plc), 4.742% 11mar2021, USD   USD 03/11/2021 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
BP Group (plc), 4.75% 10mar2019, USD   USD 03/10/2019 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
BP Group (plc), FRN 10may2018, USD   USD 05/10/2018 09/22/2017 ***.**** * 09/22/2017 ***.**** *
BP Group (plc), FRN 10may2019, USD   USD 05/10/2019 09/22/2017 ***.** * 09/22/2017 ***.** *
BP Group (plc), FRN 14aug2018, USD   USD 08/14/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
BP Group (plc), FRN 16sep2021, USD   USD 09/16/2021 09/22/2017 ***.** * 09/22/2017 ***.** *
BP Group (plc), FRN 26sep2018, USD   USD 09/26/2018 09/22/2017 ***.* * 09/22/2017 ***.** *
BP Group (plc), FRN 30may2019, USD   USD 05/30/2019 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Brass No.2 plc, FRN 16jul2050, GBP   GBP 07/16/2050 09/22/2017 **.**** * 09/22/2017 ***.**** *
Brighthouse Group, 7.875% 15may2018, GBP   GBP 05/15/2018 09/22/2017 **.** **.* 09/22/2017 ** **.**
Britannia Building Society, 5.75% 2dec2024, GBP   GBP 12/02/2024 09/22/2017 **.** * 09/22/2017 *
Britannia Building Society, 5.875% 28mar2033, GBP   GBP 03/28/2033 09/22/2017 **.** *.* 09/22/2017 *
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 09/22/2017 **.** *.** 09/22/2017 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 09/22/2017 **.** *.* 09/22/2017 **.** *.**
British American Tobacco, 2.25% 16jan2030, EUR   EUR 01/16/2030 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 09/22/2017 **.** *.** 09/22/2017 **.*** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 08/14/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 3.25% 7jun2022, USD   USD 06/07/2022 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 09/22/2017 ***.*** *.* 09/22/2017 ***.*** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 03/12/2024 09/22/2017 ***.** *.* 09/22/2017 ***.** *.*
British American Tobacco, FRN 14aug2020, USD   USD 08/14/2020 09/22/2017 ***.** * 09/22/2017 ***.** *
British American Tobacco, FRN 15aug2022, USD   USD 08/15/2022 09/22/2017 ***.** * 09/22/2017 ***.** *
British American Tobacco, FRN 6mar2018, EUR   EUR 03/06/2018 09/22/2017 ***.** * 09/22/2017 ***.* *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 09/22/2017 **.* *.** 09/22/2017 **.** *.*
British Land, 5.006% 24sep2035, GBP (ABS)   GBP 09/24/2035 09/22/2017 *** *.** 09/22/2017 *** *.**
British Land, 5.264% 24sep2035, GBP (ABS)   GBP 09/24/2035 09/22/2017 *** *.* 09/22/2017 *** *.**
British Land, 5.357% 31mar2028, GBP (ABS)   GBP 03/31/2028 09/22/2017 *** *.* 09/22/2017 *** *.**
British Land, 9.125% 31dec2020, GBP (ABS)   GBP 12/31/2020 09/22/2017 *** *.** 09/22/2017 *** *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 06/23/2022 09/22/2017 **.** *.** 09/22/2017 **.** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 06/23/2024 09/22/2017 **.* *.** 09/22/2017 **.** *
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British Telecommunications, 1.5% 23jun2027, EUR   EUR 06/23/2027 09/22/2017 **.** *.** 09/22/2017 **.** *.**
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 09/22/2017 ***.** * 09/22/2017 ***.** *
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British Telecommunications, 5.95% 15jan2018, USD   USD 01/15/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 09/22/2017 ***.** * 09/22/2017 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Broadgate Financing, FRN 5jan2022, GBP   GBP 01/05/2022 09/22/2017 **.**** * 09/22/2017 **.**** *
Broadgate Financing, FRN 5oct2023, GBP (ABS)   GBP 10/05/2023 09/22/2017 **.**** * 09/22/2017 **.**** *
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 07/24/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 09/22/2017 **.* *.** 09/22/2017 **.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Bupa, 6.125% perp., GBP   GBP 09/22/2017 ***.* * 09/22/2017 ***.** *
Burford Capital, 5% 1dec2026, GBP (0025)   GBP 12/01/2026 09/22/2017 ***.** *.** 09/22/2017 *** *.**
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 09/22/2017 ***.** *.** 09/22/2017 *** *.**
By Chelmer Plc, FRN 31mar2043, GBP   GBP 03/31/2043 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Cable & Wireless Communications, 6.875% 1aug2022, USD   USD 08/01/2022 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Cable & Wireless Communications, 8.625% 25mar2019, GBP   GBP 03/25/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Campus Living Villages UK, FRN 31jul2064, GBP   GBP 07/31/2064 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Canara Bank (London branch), 3.25% 10aug2022, USD   USD 08/10/2022 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
Canary Wharf Finance II, 5.952% 22jan2035, GBP (ABS)   GBP 01/22/2035 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Canary Wharf Finance II, 6.455% 22apr2030, GBP (ABS)   GBP 04/22/2030 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Canary Wharf Finance II, 6.8% 22apr2030, GBP   GBP 04/22/2030 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Capital Hospitals Issuer, 1.703% 30sep2046, GBP   GBP 09/30/2046 09/22/2017 ***.** * 09/22/2017 ***.*** *
Capital Hospitals Issuer, 1.703% 30sep2046, GBP   GBP 09/30/2046 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** -*.**
Carnival, 1.875% 15dec2017, USD   USD 12/15/2017 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 09/22/2017 ***.*** *.* 09/22/2017 ***.*** *.**
Carnival, 6.65% 15jan2028, USD   USD 01/15/2028 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.*
Carnival, 7.875% 1jun2027, USD   USD 06/01/2027 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *
Catalyst Healthcare, 2.411% 30sep2040, GBP   GBP 09/30/2040 09/22/2017 ***.** * 09/22/2017 ***.*** *
Centrica, 0% 5jan2032, EUR (7305D)   EUR 01/05/2032 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 09/22/2017 ***.* * 09/22/2017 ***.** *
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 09/22/2017 ***.** * 09/22/2017 ***.* *
Centrica, 5.9% 16apr2027, USD   USD 04/16/2027 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Centrica, 7% 19sep2018, GBP   GBP 09/19/2018 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Centrica, FRN 25sep2020, USD   USD 09/25/2020 09/22/2017 **.**** * 09/22/2017 **.**** *
CFG Holdings, 11.5% 15nov2019, USD   USD 11/15/2019 09/22/2017 ***.*** **.** 09/22/2017 ***.*** *.**
Charm Finance, FRN 28aug2048, GBP   GBP 08/28/2048 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Clerical Medical, 7.375% perp., GBP   GBP 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
CLS Holdings, 5.5% 31dec2019, GBP   GBP 12/31/2019 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Clydesdale Bank, 4.625% 8jun2026, GBP   GBP 06/08/2026 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 09/12/2025 09/22/2017 **.** *.** 09/22/2017 **.** *.**
CNH Industrial, 2.75% 18mar2019, EUR   EUR 03/18/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
CNH Industrial, 4.5% 15aug2023, USD   USD 08/15/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Co-Operative Bank, 4.75% 11nov2021, GBP (ABS)   GBP 11/11/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Co-Operative Bank, 5.625% 16nov2021, GBP   GBP 11/16/2021 09/22/2017 **.** * 09/22/2017 *
Co-Operative Bank, 7.875% 19dec2022, GBP   GBP 12/19/2022 09/22/2017 **.** **.** 09/22/2017 *
Co-Operative Bank, 9.25% 28apr2021, GBP   GBP 04/28/2021 09/22/2017 **.** **.** 09/22/2017 *
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Coca-Cola European Partners, FRN 26nov2017, EUR   EUR 11/26/2017 09/22/2017 ***.** * 09/22/2017 ***.** *
Compass Group, 0.625% 3jul2024, EUR   EUR 07/03/2024 09/22/2017 **.** *.** 09/22/2017 **.*** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Compass Group, 2% 3jul2029, GBP   GBP 07/03/2029 09/22/2017 **.** *.* 09/22/2017 **.** *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Coventry & Rugby Hospital, 3.246% 30jun2040, GBP   GBP 06/30/2040 09/22/2017 ***.** * 09/22/2017 ***.*** *
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 09/22/2017 **.*** *.** 09/22/2017 **.*** *.*
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Coventry Building Society, 2.25% 4dec2017, EUR   EUR 12/04/2017 09/22/2017 ***.** -*.* 09/22/2017 ***.** -*.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Coventry Building Society, 4.625% 19apr2018, GBP (ABS)   GBP 04/19/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Coventry Building Society, FRN 17mar2020, GBP (ABS)   GBP 03/17/2020 09/22/2017 ***.** * 09/22/2017 ***.** *
Covestro, 1% 7oct2021, EUR   EUR 10/07/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Covestro, 1.75% 25sep2024, EUR   EUR 09/25/2024 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Covestro, FRN 10mar2018, EUR   EUR 03/10/2018 09/22/2017 ***.** * 09/22/2017 ***.*** *
CPUK Finance, 4.25% 28aug2022, GBP   GBP 08/28/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 09/22/2017 ***.* *.** 09/22/2017 *** *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 09/22/2017 ***.* *.* 09/22/2017 ***.* *.**
Credit Agricole London, 0.625% 12jul2024, CHF   CHF 07/12/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 09/22/2017 *** *.** 09/22/2017 ***.** -*.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.* -*.**
Credit Agricole London, 1.75% 12mar2018, EUR   EUR 03/12/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Credit Agricole London, 1.875% 18oct2017, EUR   EUR 10/18/2017 09/22/2017 ***.* *.** 09/22/2017 ***.** -*.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 09/29/2025 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 09/22/2017 ***.* *.* 09/22/2017 ***.* *.**
Credit Agricole London, 2.375% 1jul2021, USD   USD 07/01/2021 09/22/2017 **.** *.** 09/22/2017 **.* *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 09/22/2017 ***.** -* 09/22/2017 ***.** -*.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 3.375% 10jan2022, USD   USD 01/10/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Credit Agricole London, 4.4% 6jul2027, AUD   AUD 07/06/2027 09/22/2017 **.** *.** 09/22/2017 **.** *.*
Credit Agricole London, 4.7% 1dec2025, AUD   AUD 12/01/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Agricole London, FRN 10jan2022, USD   USD 01/10/2022 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 09/22/2017 ***.** * 09/22/2017 ***.* *
Credit Agricole London, FRN 15apr2019, USD   USD 04/15/2019 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Credit Agricole London, FRN 1jul2021, USD   USD 07/01/2021 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 09/22/2017 ***.** * 09/22/2017 ***.* *
Credit Suisse AG (London) Branch, 0% 18mar2045, USD (10958D)   USD 03/18/2045 09/22/2017 ***.** -*.** 09/22/2017 ***.*** -*.**
Credit Suisse AG (London) Branch, 0% 23feb2018, USD (1086D)   USD 02/23/2018 09/22/2017 **.*** * 09/22/2017 *
Credit Suisse AG (London) Branch, 0% 23feb2018, USD (722D)   USD 02/23/2018 09/22/2017 **.*** * 09/22/2017 *
Credit Suisse AG (London) Branch, 0% 27apr2018, USD (1089D)   USD 04/27/2018 09/22/2017 **.** * 09/22/2017 *
Credit Suisse AG (London) Branch, 0% 27jul2018, USD (1086D)   USD 07/27/2018 09/22/2017 **.** * 09/22/2017 *
Credit Suisse AG (London) Branch, 0% 29jun2018, USD (1093D)   USD 06/29/2018 09/22/2017 *.*** * 09/22/2017 *
Credit Suisse AG (London) Branch, 0% 29mar2018, USD (420D)   USD 03/29/2018 09/22/2017 **.*** * 09/22/2017 *
Credit Suisse AG (London) Branch, 0% 29sep2017, USD (729D)   USD 09/29/2017 09/22/2017 **.*** * 09/22/2017 *
Credit Suisse AG (London) Branch, 0% 30jan2025, USD (3653D)   USD 01/30/2025 09/22/2017 *.** * 09/22/2017 *
Credit Suisse AG (London) Branch, 0% 5sep2019, USD (1094D)   USD 09/05/2019 09/22/2017 **.* * 09/22/2017 *
Credit Suisse AG (London) Branch, 0% 7feb2018, USD (842D)   USD 02/07/2018 09/22/2017 ***.*** * 09/22/2017 *
Credit Suisse AG (London) Branch, 0.5% 29mar2018, EUR   EUR 03/29/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.* -*.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 09/22/2017 ***.* *.* 09/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 09/22/2017 ***.* -*.** 09/22/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.* -*.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.66% 2feb2035, EUR   EUR 02/02/2035 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 09/22/2017 **.** *.** 09/22/2017 **.* *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 09/22/2017 **.** * 09/22/2017 ***.** *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 09/22/2017 **.** * 09/22/2017 **.** *
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 09/22/2017 ** * 09/22/2017 **.** *
Credit Suisse AG (London) Branch, 2.15% 28apr2022, USD   USD 04/28/2022 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Credit Suisse AG (London) Branch, 2.2% 9aug2018, EUR   EUR 08/09/2018 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 09/22/2017 **.** * 09/22/2017 **.** *
Credit Suisse AG (London) Branch, 3% 12oct2026, USD   USD 10/12/2026 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Credit Suisse AG (London) Branch, 3.5% 26jan2026, USD   USD 01/26/2026 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Credit Suisse AG (London) Branch, 3.5% 26nov2025, USD   USD 11/26/2025 09/22/2017 ** *.** 09/22/2017 **.** *.**
Credit Suisse AG (London) Branch, 4% 15mar2027, GBP   GBP 03/15/2027 09/22/2017 **.** * 09/22/2017 ***.** *
Credit Suisse AG (London) Branch, 4% 21feb2027, USD   USD 02/21/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 4% 7jun2024, USD   USD 06/07/2024 09/22/2017 **.** * 09/22/2017 **.** *
Credit Suisse AG (London) Branch, 4% 7jun2026, GBP   GBP 06/07/2026 09/22/2017 ***.** * 09/22/2017 ***.** *
Credit Suisse AG (London) Branch, 4.3% 29apr2026, USD   USD 04/29/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 5.153% 21jan2046, AUD   AUD 01/21/2046 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Credit Suisse AG (London) Branch, 6% 26feb2026, USD   USD 02/26/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, 6% 9jan2027, USD   USD 01/09/2027 09/22/2017 ***.** * 09/22/2017 ***.** *
Credit Suisse AG (London) Branch, 6.5% 13jul2026, USD   USD 07/13/2026 09/22/2017 **.* * 09/22/2017 **.** *
Credit Suisse AG (London) Branch, 6.5% 14sep2026, AUD   AUD 09/14/2026 09/22/2017 **.** * 09/22/2017 **.** *
Credit Suisse AG (London) Branch, FRN 10nov2017, EUR   EUR 11/10/2017 09/22/2017 ***.** * 09/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 12dec2017, SEK   SEK 12/12/2017 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Credit Suisse AG (London) Branch, FRN 14apr2021, USD (1812D)   USD 04/14/2021 09/22/2017 *.** * 09/22/2017 *
Credit Suisse AG (London) Branch, FRN 15dec2017, EUR   EUR 12/15/2017 09/22/2017 ***.* * 09/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 16may2018, EUR   EUR 05/16/2018 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 09/22/2017 ***.** * 09/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 19feb2018, EUR   EUR 02/19/2018 09/22/2017 ***.** * 09/22/2017 ***.* *
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 09/22/2017 **.** * 09/22/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
Credit Suisse AG (London) Branch, FRN 25dec2024, EUR   EUR 12/25/2024 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Credit Suisse AG (London) Branch, FRN 26apr2021, USD (1824D)   USD 04/26/2021 09/22/2017 *.** * 09/22/2017 *
Credit Suisse AG (London) Branch, FRN 27jul2018, USD (1086D)   USD 07/27/2018 09/22/2017 ** * 09/22/2017 *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 09/22/2017 ***.** * 09/22/2017 ***.** *
Credit Suisse International, 0% 13nov2020, USD (1827D)   USD 11/13/2020 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 12/14/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 12/14/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 14dec2020, USD (1826D)   USD 12/14/2020 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 15dec2025, USD (3653D)   USD 12/15/2025 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 19jan2021, USD (1820D)   USD 01/19/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 1nov2021, USD (1825D)   USD 11/01/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 20oct2020, USD (1828D)   USD 10/20/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 22apr2022, USD (1821D)   USD 04/22/2022 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 22dec2022, USD (2549D)   USD 12/22/2022 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 23oct2023, USD (2882D)   USD 10/23/2023 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 24aug2020, USD (1761D)   USD 08/24/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 26jan2021, USD (1827D)   USD 01/26/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 26jan2021, USD (1827D)   USD 01/26/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 26jan2026, USD (3653D)   USD 01/26/2026 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 10/29/2020 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 10/29/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 29oct2020, USD (1827D)   USD 10/29/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 29oct2025, USD (3653D)   USD 10/29/2025 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 2dec2020, USD (1827D)   USD 12/02/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 2dec2020, USD (1827D)   USD 12/02/2020 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 2dec2025, USD (3653D)   USD 12/02/2025 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 2nov2026, USD (3652D)   USD 11/02/2026 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 30dec2020, USD   USD 12/30/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 30dec2020, USD (1827D)   USD 12/30/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, 0% 30dec2020, USD (1827D)   USD 12/30/2020 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 3jan2025, EUR (4953D)   EUR 01/03/2025 09/22/2017 ***.** -*.** 09/22/2017 *
Credit Suisse International, 0% 4oct2021, USD (1826D)   USD 10/04/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 5oct2026, USD (3653D)   USD 10/05/2026 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, 0% 8oct2020, USD (1816D)   USD 10/08/2020 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, FRN 11sep2023, USD (2609D)   USD 09/11/2023 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 16aug2021, USD (1825D)   USD 08/16/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 16feb2022, USD   USD 02/16/2022 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 16jul2021, USD (1822D)   USD 07/16/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 16jun2021, USD (1825D)   USD 06/16/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 16jun2026, USD (3651D)   USD 06/16/2026 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 17aug2023, USD (2556D)   USD 08/17/2023 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 17aug2026, USD (3652D)   USD 08/17/2026 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 17feb2027, USD   USD 02/17/2027 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 17feb2027, USD   USD 02/17/2027 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 17jul2026, USD (3649D)   USD 07/17/2026 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 17mar2021, USD (1826D)   USD 03/17/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, FRN 17may2021, USD (1790D)   USD 05/17/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 18jul2023, USD (2554D)   USD 07/18/2023 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 18mar2021, USD (1827D)   USD 03/18/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 18mar2021, USD (1827D)   USD 03/18/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, FRN 19apr2022, USD   USD 04/19/2022 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 19dec2023, USD   USD 12/19/2023 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 1jul2019, USD (1056D)   USD 07/01/2019 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 20apr2026, EUR (3653D)   EUR 04/20/2026 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 20dec2021, USD   USD 12/20/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 20dec2021, USD   USD 12/20/2021 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 21dec2026, USD   USD 12/21/2026 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 21mar2022, USD   USD 03/21/2022 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 23jan2024, USD   USD 01/23/2024 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 25jan2022, USD   USD 01/25/2022 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 25jan2022, USD   USD 01/25/2022 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 25jan2027, USD   USD 01/25/2027 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 25may2021, USD (1798D)   USD 05/25/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 27nov2023, USD (2686D)   USD 11/27/2023 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 28jan2019, USD (1082D)   USD 01/28/2019 09/22/2017 **.** * 09/22/2017 *
Credit Suisse International, FRN 29dec2021, USD   USD 12/29/2021 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 2feb2021, USD (1820D)   USD 02/02/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, FRN 2jan2024, USD   USD 01/02/2024 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 30dec2026, USD   USD 12/30/2026 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 31dec2021, USD   USD 12/31/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 31mar2025, USD (3176D)   USD 03/31/2025 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 31may2019, USD (1078D)   USD 05/31/2019 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 3apr2020, RUR   RUB 04/03/2020 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 3apr2020, RUR   RUB 04/03/2020 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 4apr2022, USD   USD 04/04/2022 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 4apr2023, USD (2556D)   USD 04/04/2023 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 4mar2021, USD   USD 03/04/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, FRN 4mar2021, USD (1827D)   USD 03/04/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, FRN 4mar2021, USD (1827D)   USD 03/04/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, FRN 4may2021, USD (1824D)   USD 05/04/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 5jan2022, USD (1995D)   USD 01/05/2022 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 5mar2024, USD   USD 03/05/2024 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 5mar2024, USD   USD 03/05/2024 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 6jul2021, USD (1825D)   USD 07/06/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 6may2026, USD (3652D)   USD 05/06/2026 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 7apr2021, USD (1829D)   USD 04/07/2021 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 7apr2021, USD (1829D)   USD 04/07/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, FRN 7feb2022, USD   USD 02/07/2022 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 7feb2022, USD   USD 02/07/2022 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 7mar2022, USD   USD 03/07/2022 09/22/2017 *.*** * 09/22/2017 *.*** *
Credit Suisse International, FRN 8mar2027, USD   USD 03/08/2027 09/22/2017 *.** * 09/22/2017 *
Credit Suisse International, FRN 9feb2021, USD (1827D)   USD 02/09/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Credit Suisse International, FRN 9feb2021, USD (1827D)   USD 02/09/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Ctrl Section 1 Finance, FRN 2nov2051, GBP   GBP 11/02/2051 09/22/2017 ***.**** * 09/22/2017 ***.**** *
CYBG, 8% perp., GBP   GBP 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Daily Mail & General Trust, 6.375% 21jun2027, GBP   GBP 06/21/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Delphi Automotive, 1.5% 10mar2025, EUR   EUR 03/10/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Delphi Automotive, 1.6% 15sep2028, EUR   EUR 09/15/2028 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
Delphi Automotive, 4.25% 15jan2026, USD   USD 01/15/2026 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.*
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 09/22/2017 ***.* -*.** 09/22/2017 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 12jan2019, EUR (3652D)   EUR 01/12/2019 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 15jun2034, USD (7307D)   USD 06/15/2034 09/22/2017 **.** * 09/22/2017 *
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 09/22/2017 *.** **.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 21aug2032, ZAR (7305D)   ZAR 08/21/2032 09/22/2017 **.** **.** 09/22/2017 **.** **.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 25may2018, USD (1086D)   USD 05/25/2018 09/22/2017 **.*** * 09/22/2017 *
Deutsche Bank AG (London Branch), 0% 25may2018, USD (1099D)   USD 05/25/2018 09/22/2017 **.*** * 09/22/2017 *
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 10/30/2025 09/22/2017 **.** **.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 3apr2018, USD (1097D)   USD 04/03/2018 09/22/2017 **.** * 09/22/2017 *
Deutsche Bank AG (London Branch), 0% 3dec2019, USD (1826D)   USD 12/03/2019 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Deutsche Bank AG (London Branch), 0% 4feb2019, EUR (3652D)   EUR 02/04/2019 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 09/22/2017 ** *.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 7nov2022, USD (2191D)   USD 11/07/2022 09/22/2017 **.* *.** 09/22/2017 **.** *.*
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 09/22/2017 **.* *.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 09/22/2017 **.** *.* 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 09/22/2017 **.* * 09/22/2017 **.** *
Deutsche Bank AG (London Branch), 2% 3jul2027, EUR   EUR 07/03/2027 09/22/2017 **.** * 09/22/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 09/20/2020 09/22/2017 **.** * 09/22/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 2.25% 28jun2020, EUR   EUR 06/28/2020 09/22/2017 **.* * 09/22/2017 ** *
Deutsche Bank AG (London Branch), 2.4% 20sep2020, EUR   EUR 09/20/2020 09/22/2017 ***.** *.** 09/22/2017 *** *.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 09/22/2017 ***.*** *.* 09/22/2017 ***.* *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 09/22/2017 **.* * 09/22/2017 **.* *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 09/22/2017 **.** * 09/22/2017 **.** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 09/22/2017 **.** * 09/22/2017 **.* *
Deutsche Bank AG (London Branch), 3.25% 20jun2019, EUR   EUR 06/20/2019 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Deutsche Bank AG (London Branch), 3.25% 31jul2025, USD   USD 07/31/2025 09/22/2017 **.**** * 09/22/2017 **.**** *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 07/25/2019 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 09/22/2017 ***.** * 09/22/2017 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Deutsche Bank AG (London Branch), 4.75% 3jul2027, USD   USD 07/03/2027 09/22/2017 **.** * 09/22/2017 **.** *
Deutsche Bank AG (London Branch), 5% 28jul2025, USD   USD 07/28/2025 09/22/2017 **.* * 09/22/2017 **.** *
Deutsche Bank AG (London Branch), 6.02% 1aug2018, IDR   IDR 08/01/2018 09/22/2017 **.**** *.* 09/22/2017 **.**** *.*
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Deutsche Bank AG (London Branch), 6.6% 15feb2025, USD   USD 02/15/2025 09/22/2017 ***.** * 09/22/2017 ***.** *
Deutsche Bank AG (London Branch), 8% 5mar2026, ZAR   ZAR 03/05/2026 09/22/2017 **.**** **.** 09/22/2017 **.**** **.**
Deutsche Bank AG (London Branch), 8.40% 14feb2019, ZAR   ZAR 02/14/2019 09/22/2017 **.**** *.** 09/22/2017 ***.**** *.**
Deutsche Bank AG (London Branch), 9.375% 13feb2018, USD   USD 02/13/2018 09/22/2017 ***.** *.** 09/22/2017 *
Deutsche Bank AG (London Branch), FRN 11may2020, USD   USD 05/11/2020 09/22/2017 **.**** * 09/22/2017 **.**** *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 09/22/2017 **.** * 09/22/2017 ** *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 10/20/2022 09/22/2017 **.** * 09/22/2017 ** *
Deutsche Bank AG (London Branch), FRN 22mar2018, IDR   IDR 03/22/2018 09/22/2017 **.** * 09/22/2017 **.** *
Deutsche Bank AG (London Branch), FRN 23may2023, USD   USD 05/23/2023 09/22/2017 **.**** * 09/22/2017 **.**** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 09/22/2017 **.** * 09/22/2017 ***.* *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 09/22/2017 **.** * 09/22/2017 **.** *
DFS, 7.625% 15aug2018, GBP   GBP 08/15/2018 09/22/2017 ***.** *.** 09/22/2017 *
DFS, FRN 15aug2018, GBP   GBP 08/15/2018 09/22/2017 *** * 09/22/2017 *
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Diageo, 1.125% 29apr2018, USD   USD 04/29/2018 09/22/2017 **.*** *.** 09/22/2017 **.** *.*
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Diageo, 4.85% 15may2018, USD   USD 05/15/2018 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Diageo, 5.75% 23oct2017, USD   USD 10/23/2017 09/22/2017 ***.*** *.* 09/22/2017 ***.** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 09/22/2017 ***.*** *.* 09/22/2017 ***.*** *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 09/22/2017 ***.**** *.** 09/22/2017 ***.*** *.**
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 09/22/2017 ***.** * 09/22/2017 ***.** *
DS Smith, 1.375% 26jul2024, EUR   EUR 07/26/2024 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 07/26/2029 09/22/2017 **.** *.** 09/22/2017 **.* *.**
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 09/22/2017 ***.** * 09/22/2017 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 09/22/2017 ***.** * 09/22/2017 ***.** *
Dwr Cymru, FRN 31mar2031, GBP (ABS)   GBP 03/31/2031 09/22/2017 ***.** * 09/22/2017 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Eastern Power Networks, 0.032% 7oct2025, GBP   GBP 10/07/2025 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 11/12/2036 09/22/2017 ***.** * 09/22/2017 ***.** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Eastern Power Networks, FRN 13feb2025, GBP   GBP 02/13/2025 09/22/2017 ***.*** * 09/22/2017 ***.*** *
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 0% 10sep2021, USD (7305D)   USD 09/10/2021 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 0% 16dec2039, EUR (10957D)   EUR 12/16/2039 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 01/22/2026 09/22/2017 **.* *.** 09/22/2017 **.** *.**
EBRD, 0% 25may2040, USD (10958D)   USD 05/25/2040 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
EBRD, 0% 26sep2017, PLN (5479D)   PLN 09/26/2017 09/22/2017 **.*** *.** 09/22/2017 *
EBRD, 0% 2aug2021, TRY (1461D)   TRY 08/02/2021 09/22/2017 **.* **.** 09/22/2017 **.* **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 09/22/2017 **.** *.** 09/22/2017 **.* *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 09/22/2017 **.* *.** 09/22/2017 **.** *.*
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 09/22/2017 **.** *.** 09/22/2017 **.* *.*
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 09/22/2017 **.*** *.** 09/22/2017 **.*** *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 0% 6mar2023, TRY (3652D)   TRY 03/06/2023 09/22/2017 **.** **.** 09/22/2017 **.** *.*
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 0.5% 13nov2017, USD   USD 11/13/2017 09/22/2017 **.*** *.** 09/22/2017 **.*** *.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 09/22/2017 **.** *.* 09/22/2017 **.** *.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 09/22/2017 **.** *.** 09/22/2017 **.* *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 09/22/2017 **.** *.** 09/22/2017 **.* *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 0.5% 24jan2018, BRL   BRL 01/24/2018 09/22/2017 **.** *.* 09/22/2017 **.** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 09/22/2017 **.*** *.** 09/22/2017 **.** *.*
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 09/22/2017 **.** *.** 09/22/2017 **.* *.**
EBRD, 1% 15jun2018, USD   USD 06/15/2018 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
EBRD, 1% 15jun2018, USD   USD 06/15/2018 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 1% 17sep2018, USD   USD 09/17/2018 09/22/2017 **.** *.** 09/22/2017 **.** *.*
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 09/22/2017 ** *.** 09/22/2017 **.**** *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 09/22/2017 **.* *.** 09/22/2017 **.** *.**
EBRD, 1.625% 10apr2018, USD   USD 04/10/2018 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 09/22/2017 **.** *.** 09/22/2017 **.** *.*
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 10% 22feb2019, EUR   EUR 02/22/2019 09/22/2017 ***.**** -**.** 09/22/2017 ***.**** -**.**
EBRD, 10% 9nov2018, USD   USD 11/09/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 09/22/2017 *** -*.** 09/22/2017 *** -*.**
EBRD, 12% 12mar2024, EUR   EUR 03/12/2024 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
EBRD, 12% 19feb2019, EUR   EUR 02/19/2019 09/22/2017 ***.**** * 09/22/2017 ***.**** *
EBRD, 2% 1feb2021, USD   USD 02/01/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *
EBRD, 2.746% 17jul2024, GBP   GBP 07/17/2024 09/22/2017 ***.*** * 09/22/2017 ***.*** *
EBRD, 3.18% 20jun2018, AUD   AUD 06/20/2018 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
EBRD, 4% 30apr2019, BRL   BRL 04/30/2019 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 4.032% 25sep2018, NZD   NZD 09/25/2018 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
EBRD, 4.16% 14jun2018, IDR   IDR 06/14/2018 09/22/2017 **.** *.** 09/22/2017 **.** *.**
EBRD, 4.30% 22dec2017, TRY   TRY 12/22/2017 09/22/2017 **.*** **.** 09/22/2017 **.*** **.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 09/22/2017 **.** *.** 09/22/2017 **.* *
EBRD, 4.60% 30oct2019, INR   INR 10/30/2019 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 09/22/2017 ***.** * 09/22/2017 *
EBRD, 5.06% 15feb2019, INR   INR 02/15/2019 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
EBRD, 5.08% 15dec2025, MXN   MXN 12/15/2025 09/22/2017 **.** *.** 09/22/2017 *
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 09/22/2017 **.** **.** 09/22/2017 **.** **.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 5.75% 19mar2018, INR   INR 03/19/2018 09/22/2017 *** *.** 09/22/2017 ***.* *.**
EBRD, 6% 24jul2023, RUR   RUB 07/24/2023 09/22/2017 **.** *.** 09/22/2017 **.*** *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 6.25% 25jul2022, IDR   IDR 07/25/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 6.38% 27mar2019, IDR   IDR 03/27/2019 09/22/2017 **.**** *.** 09/22/2017 **.**** *.*
EBRD, 6.75% 13jul2018, RUB   RUB 07/13/2018 09/22/2017 **.* *.** 09/22/2017 ***.* *.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 7.25% 20dec2018, RUR   RUB 12/20/2018 09/22/2017 **.** *.** 09/22/2017 *
EBRD, 7.25% 8feb2018, RUR   RUB 02/08/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
EBRD, 7.5% 29nov2019, RUR   RUB 11/29/2019 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
EBRD, 7.83% 30nov2018, RUR   RUB 11/30/2018 09/22/2017 **.** *.** 09/22/2017 *
EBRD, 7.95% 22dec2021, AMD   AMD 12/22/2021 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 09/22/2017 **.** **.* 09/22/2017 **.** **.**
EBRD, 8% 26apr2018, RUR   RUB 04/26/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 8.50% 7aug2018, RUR   RUB 08/07/2018 09/22/2017 **.**** **.** 09/22/2017 ***.**** *.**
EBRD, 8.75% 10jul2018, RUR   RUB 07/10/2018 09/22/2017 **.** **.** 09/22/2017 *
EBRD, 9.12% 28sep2017, BRL   BRL 09/28/2017 09/22/2017 *** *.** 09/22/2017 ***.** *.**
EBRD, 9.21% 30oct2017, BRL   BRL 10/30/2017 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
EBRD, 9.27% 22jun2018, TRY   TRY 06/22/2018 09/22/2017 **.*** **.** 09/22/2017 **.*** **.**
EBRD, 9.45% 1feb2018, BRL   BRL 02/01/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EBRD, 9.51% 28dec2017, BRL   BRL 12/28/2017 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 09/22/2017 ***.** * 09/22/2017 ***.** *
EBRD, FRN 19apr2010, EUR   EUR 04/19/2025 09/22/2017 **.**** * 09/22/2017 **.**** *
EBRD, FRN 19nov2020, USD   USD 11/19/2020 09/22/2017 **.** * 09/22/2017 **.** *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 09/22/2017 ***.** * 09/22/2017 ***.** *
EE Limited, 3.25% 3aug2018, EUR   EUR 08/03/2018 09/22/2017 ***.*** *.** 09/22/2017 ***.** -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
EMH Treasury, 4.5% 29jan2044, GBP   GBP 01/29/2044 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Endeavour SCH, FRN 28mar2031, GBP   GBP 03/28/2031 09/22/2017 ***.**** * 09/22/2017 ***.**** *
EnQuest, 5.5% 15feb2022, GBP   GBP 02/15/2022 09/22/2017 **.** **.** 09/22/2017 **.* **.**
Enterprise Inns, 5.659% 30jun2027, GBP   GBP 06/30/2027 09/22/2017 ***.** * 09/22/2017 ***.** *
Enterprise Inns, 6% 6oct2023, GBP   GBP 10/06/2023 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Enterprise Inns, 6.375% 15feb2022, GBP   GBP 02/15/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Enterprise Inns, 6.375% 26sep2031, GBP (ABS)   GBP 09/26/2031 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Enterprise Inns, 6.464% 30mar2032, GBP   GBP 03/30/2032 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
Enterprise Inns, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Enterprise Inns, 6.875% 15feb2021, GBP (ABS)   GBP 02/15/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Enterprise Inns, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Enterprise Inns, 7.395% 30mar2024, GBP   GBP 03/28/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Enterprise Oil, 7% 1may2018, USD   USD 05/01/2018 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Equity Release Funding, FRN 14jul2050, GBP (ABS)   GBP 07/14/2050 09/22/2017 **.* * 09/22/2017 *
Eversholt Funding, 3.529% 7aug2042, GBP   GBP 08/07/2042 09/22/2017 **.** *.* 09/22/2017 **.** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Fairfax, 7.75% 15jul2037, USD   USD 07/15/2037 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
FCE Bank, 0.65% 5apr2021, JPY   JPY 04/05/2021 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 09/22/2017 ***.** * 09/22/2017 ***.* *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
FCE Bank, 1.75% 21may2018, EUR   EUR 05/21/2018 09/22/2017 ***.* -*.** 09/22/2017 ***.** -*.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 09/22/2017 *** -*.** 09/22/2017 ***.** -*.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
FCE Bank, 2.875% 3oct2017, EUR   EUR 10/03/2017 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.*
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 09/22/2017 ***.** *.** 09/22/2017 *** *.**
FCE Bank, FRN 10feb2018, EUR   EUR 02/10/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
FCE Bank, FRN 11aug2018, EUR   EUR 08/11/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 09/22/2017 ***.** * 09/22/2017 ***.** *
FCE Bank, FRN 18dec2020, EUR   EUR 12/18/2020 09/22/2017 ***.**** * 09/22/2017 ***.**** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 09/22/2017 ***.** * 09/22/2017 ***.* *
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Firstgroup, 8.125% 19sep2018, GBP   GBP 09/19/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Fosse Master Issuer, FRN 18apr2054, GBP (ABS)   GBP 04/18/2054 09/22/2017 ***.** * 09/22/2017 ***.**** *
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 09/22/2017 *** * 09/22/2017 ***.* *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Galaxy Bidco Ltd, 6.38% 15nov2020, GBP   GBP 11/15/2020 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Gatwick Airport, 2.625% 7oct2046, GBP   GBP 10/07/2046 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Gatwick Airport, 6.125% 2mar2026, GBP (ABS)   GBP 03/02/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Gatwick Airport, 6.5% 2mar2041, GBP   GBP 03/02/2041 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 09/22/2017 **.* *.* 09/22/2017 **.**** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 0% 12sep2020, EUR (1096D)   EUR 09/12/2020 09/22/2017 **.** *.** 09/22/2017 ***.** -*.**
Glaxosmithkline, 0.625% 2dec2019, EUR   EUR 12/02/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Glaxosmithkline, 1% 12sep2026, EUR   EUR 09/12/2026 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Glaxosmithkline, 1.375% 12sep2029, EUR   EUR 09/12/2029 09/22/2017 **.** *.* 09/22/2017 **.** *.**
Glaxosmithkline, 1.375% 2dec2024, EUR   EUR 12/02/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 2.8% 18mar2023, USD   USD 03/18/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 2.85% 8may2022, USD   USD 05/08/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 3.375% 20dec2027, GBP   GBP 12/20/2027 09/22/2017 ***.** *.* 09/22/2017 ***.** *.*
Glaxosmithkline, 4% 16jun2025, EUR   EUR 06/16/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 4.2% 18mar2043, USD   USD 03/18/2043 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Glaxosmithkline, 4.25% 18dec2045, GBP   GBP 12/18/2045 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 5.25% 10apr2042, GBP   GBP 04/10/2042 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 5.25% 19dec2033, GBP   GBP 12/19/2033 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 5.375% 15apr2034, USD   USD 04/15/2034 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 5.625% 13dec2017, EUR   EUR 12/13/2017 09/22/2017 ***.*** *.** 09/22/2017 ***.*** -*.**
Glaxosmithkline, 5.65% 15may2018, USD   USD 05/15/2018 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Glaxosmithkline, 6.375% 15may2038, USD   USD 05/15/2038 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Glaxosmithkline, 6.375% 9mar2039, GBP   GBP 03/09/2039 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Global Switch Holdings, 5.5% 18apr2018, EUR   EUR 04/18/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Golar LNG ltd, 2.75% 15feb2022, USD (Conv.)   USD 02/15/2022 09/22/2017 **.*** *.** 09/22/2017 **.*** *.**
Goldman Sachs International, 0% 26feb2018, CHF (1089D)   CHF 02/26/2018 09/22/2017 *** -**.** 09/22/2017 *
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 10/28/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Goldman Sachs International, 0% 28oct2020, USD (1827D)   USD 10/28/2020 09/22/2017 ***.** -*.* 09/22/2017 ***.** -*.**
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 09/22/2017 ***.** * 09/22/2017 ***.** *
Goldman Sachs International, 3% 19may2020, CNY   CNY 05/19/2020 09/22/2017 **.*** *.** 09/22/2017 **.*** *.**
Goldman Sachs International, 3.5% 8feb2025, USD   USD 02/08/2025 09/22/2017 **.* * 09/22/2017 **.* *
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 09/22/2017 **.** * 09/22/2017 **.** *
Goldman Sachs International, 4% 8oct2018, CNY   CNY 10/08/2018 09/22/2017 **.**** *.** 09/22/2017 **.*** *.**
Goldman Sachs International, 6.05% 15oct2018, ZAR   ZAR 10/15/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 09/22/2017 ***.* * 09/22/2017 ***.* *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 08/17/2018 09/22/2017 ***.* * 09/22/2017 ***.* *
Goldman Sachs International, FRN 24nov2017, EUR   EUR 11/24/2017 09/22/2017 **.*** * 09/22/2017 ***.*** *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 09/22/2017 ***.* * 09/22/2017 ***.* *
Goldman Sachs International, FRN 25nov2017, USD   USD 11/25/2017 09/22/2017 **.** * 09/22/2017 ***.** *
Goldman Sachs International, FRN 4dec2019, USD   USD 12/04/2019 09/22/2017 **.* * 09/22/2017 ***.* *
Goldman Sachs International, FRN 6dec2017, EUR   EUR 12/06/2017 09/22/2017 *** * 09/22/2017 *** *
Goodyear Dunlop Tires, 3.75% 15dec2023, EUR   EUR 12/15/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Grainer PLC, 5% 16dec2020, GBP   GBP 12/16/2020 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Grand Union Housing Group, 4.625% 4dec2043, GBP   GBP 12/04/2043 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Great Places Housing Group, 4.75% 22oct2042, GBP (ABS)   GBP 10/22/2042 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 09/22/2017 ** *.** 09/22/2017 **.** *.*
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 09/22/2017 ***.** *.* 09/22/2017 ***.** *.*
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Hammerson, 2.75% 26sep2019, EUR   EUR 09/26/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** -*.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Hammerson, 6.875% 31mar2020, GBP   GBP 03/31/2020 09/22/2017 ***.** *.* 09/22/2017 ***.* *.*
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Hastoe Capital, 5.6% 27mar2042, GBP   GBP 03/27/2042 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 09/22/2017 ***.** * 09/22/2017 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HBOS, 6% 1nov2033, USD   USD 11/01/2033 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.* *
HBOS, 6.75% 21may2018, USD   USD 05/21/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HBOS, 6.85% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.* *
HBOS, 9.54% perp., GBP   GBP 09/22/2017 *** * 09/22/2017 ***.** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Heathrow Airport Holdings, 1.5% 11feb2030, EUR (ABS)   EUR 02/11/2030 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Heathrow Airport Holdings, 1.875% 12jul2032, EUR   EUR 07/12/2032 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Heathrow Airport Holdings, 1.875% 23may2022, EUR   EUR 05/23/2022 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 03/01/2027 09/22/2017 **.* *.** 09/22/2017 **.* *.*
Heathrow Airport Holdings, 4.6% 15feb2018, EUR   EUR 02/15/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** -*.**
Heathrow Airport Holdings, 4.625% 31oct2046, GBP   GBP 10/31/2046 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Heathrow Airport Holdings, 4.875% 15jul2021, USD   USD 07/15/2021 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Heathrow Airport Holdings, 5.375% 2sep2019, GBP   GBP 09/01/2019 09/22/2017 ***.*********** *.** 09/22/2017 ***.*********** *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Heathrow Airport Holdings, 6.25% 10sep2018, GBP   GBP 09/10/2018 09/22/2017 ***.*********** *.* 09/22/2017 ***.*********** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 12/03/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Heathrow SP, 2.75% 9aug2049, GBP   GBP 08/09/2049 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Helical Bar, 4% 17jun2019, GBP (Conv.)   GBP 06/17/2019 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Helical Bar, 6% 24jun2020, GBP   GBP 06/24/2020 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Hochschild Mining, 7.75% 23jan2021, USD   USD 01/23/2021 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Hospital Co Dartford, FRN 31oct2031, GBP (ABS)   GBP 10/31/2031 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
HSBC, 0% 10mar2021, GBP (1827D)   GBP 03/10/2021 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC, 0% 13may2043, USD (11322D)   USD 05/13/2043 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
HSBC, 0% 23apr2043, USD (10957D)   USD 04/23/2043 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
HSBC, 0% 23jan2044, USD   USD 01/23/2044 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
HSBC, 0% 24may2019, EUR (4383D)   EUR 05/31/2019 09/22/2017 ***.*** -**.* 09/22/2017 ***.*** -**.**
HSBC, 0% 29may2020, EUR (4382D)   EUR 05/29/2020 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
HSBC, 0% 29nov2019, EUR (4382D)   EUR 11/29/2019 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -**.**
HSBC, 0% 30nov2018, EUR (4382D)   EUR 11/30/2018 09/22/2017 ***.*** -**.** 09/22/2017 ***.*** -**.**
HSBC, 0% 30nov2020, EUR (4385D)   EUR 11/30/2020 09/22/2017 ***.*** -*.* 09/22/2017 ***.*** -*.**
HSBC, 0% 31jul2023, EUR (4385D)   EUR 07/31/2023 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
HSBC, 0.5% 30jan2018, BRL   BRL 01/30/2018 09/22/2017 **.** *.** 09/22/2017 **.** *.**
HSBC, 1.48% 15oct2020, JPY   JPY 10/15/2020 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
HSBC, 1.5% 15may2018, USD   USD 05/15/2018 09/22/2017 **.* *.** 09/22/2017 **.** *.**
HSBC, 1.5% 5jul2018, EUR   EUR 07/05/2018 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.*
HSBC, 10.176% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
HSBC, 3.125% 15nov2017, EUR   EUR 11/15/2017 09/22/2017 ***.** -*.** 09/22/2017 ***.* -*.**
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
HSBC, 3.820% 16apr2038, USD   USD 04/16/2038 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 4.75% 19jan2021, USD   USD 01/19/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 5% 20mar2023, GBP   GBP 03/20/2023 09/22/2017 ***.** * 09/22/2017 ***.* *
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
HSBC, 5.25% perp., EUR   EUR 09/22/2017 ***.* * 09/22/2017 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC, 5.625% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 5.844% perp., GBP   GBP 09/22/2017 ***.* * 09/22/2017 ***.* *
HSBC, 5.862% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 09/22/2017 ***.* *.* 09/22/2017 ***.* *.**
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 6.25% 19mar2018, EUR   EUR 03/19/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
HSBC, 6.375% 18oct2022, GBP   GBP 10/18/2022 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC, 6.375% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 09/22/2017 ***.*** *.* 09/22/2017 ***.** *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
HSBC, FRN 15may2018, USD   USD 05/15/2018 09/22/2017 ***.*** * 09/22/2017 ***.** *
HSBC, FRN 16nov2017, CHF (365D)   CHF 11/16/2017 09/22/2017 **.** * 09/22/2017 **.** *
HSBC, FRN 1sep2021, GBP   GBP 09/01/2021 09/22/2017 **.*** * 09/22/2017 *
HSBC, FRN 20mar2018, GBP   GBP 03/20/2018 09/22/2017 **.**** * 09/22/2017 ***.**** *
HSBC, FRN 23dec2020, EUR   EUR 12/23/2020 09/22/2017 ***.**** * 09/22/2017 ***.**** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 09/22/2017 ***.* * 09/22/2017 ***.** *
HSBC, FRN 9sep2025, SGD   SGD 09/09/2025 09/22/2017 **.**** * 09/22/2017 ***.**** *
HSBC, FRN perp., USD   USD 09/22/2017 **.* * 09/22/2017 **.* *
HSBC, FRN perp., USD   USD 09/22/2017 **.** * 09/22/2017 **.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 09/22/2017 **.** *.** 09/22/2017 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 09/22/2017 **.*** *.** 09/22/2017 ***.*** *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.*
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.*
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 09/22/2017 ***.*** *.** 09/22/2017 ***.* *.**
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 09/22/2017 ***.** *.* 09/22/2017 ***.** *.*
HSBC Holdings plc, 4.7% perp., SGD   SGD 09/22/2017 ***.*** * 09/22/2017 ***.* *
HSBC Holdings plc, 4.75% perp., EUR (Conv.)   EUR 09/22/2017 ***.*** * 09/22/2017 ***.** *
HSBC Holdings plc, 6% perp., EUR   EUR 09/22/2017 ***.* * 09/22/2017 ***.** *
HSBC Holdings plc, 6% perp., USD (Conv.)   USD 09/22/2017 ***.* * 09/22/2017 ***.* *
HSBC Holdings plc, 6.375% perp., USD   USD 09/22/2017 ***.* * 09/22/2017 ***.* *
HSBC Holdings plc, 6.875% perp., USD   USD 09/22/2017 ***.* * 09/22/2017 ***.** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 09/22/2017 ***.** * 09/22/2017 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 09/22/2017 ***.** * 09/22/2017 ***.** *
ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
ICAP, FRN 31jul2018, GBP   GBP 07/31/2018 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
ICBC Standard Bank, FRN 29nov2019, USD   USD 11/29/2019 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 07/15/2024 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Iceland VLNCo, 4.625% 15mar2025, GBP   GBP 03/15/2025 09/22/2017 **.** *.** 09/22/2017 **.** *.**
ICICI Bank UK PLC, 2.5% 29sep2017, SGD   SGD 09/29/2017 09/22/2017 ***.*********** *.** 09/22/2017 ***.*********** *.**
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Imperial Brands, 2.05% 11feb2018, USD   USD 02/11/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Imperial Brands, 2.05% 20jul2018, USD   USD 07/20/2018 09/22/2017 **.** *.* 09/22/2017 ***.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 09/22/2017 *** *.** 09/22/2017 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Imperial Brands, 4.5% 5jul2018, EUR   EUR 07/05/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 12/02/2019 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Imperial Brands, 5.5% 28sep2026, GBP   GBP 09/28/2026 09/22/2017 ***.* *.** 09/22/2017 ***.* *.*
Imperial Brands, 6.25% 4dec2018, GBP   GBP 12/04/2018 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Imperial Brands, 8.125% 15mar2024, GBP   GBP 03/15/2024 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Imperial Brands, 9% 17feb2022, GBP   GBP 02/17/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Inovyn Finance, 6.25% 15may2021, EUR   EUR 05/15/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
InspirED Education, FRN 30sep2038, GBP (ABS)   GBP 09/30/2038 09/22/2017 ***.*** -*.** 09/22/2017 *
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 09/22/2017 * 09/22/2017 ***.* *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 09/22/2017 **.** *.** 09/22/2017 **.** *.**
International Finance Facility for Immunisation, 5.31% 19mar2018, ZAR   ZAR 03/19/2018 09/22/2017 **.** *.** 09/22/2017 **.** *.**
International Finance Facility for Immunisation, 5.34% 19mar2018, TRY   TRY 03/19/2018 09/22/2017 **.** **.** 09/22/2017 **.** *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 09/22/2017 **.** * 09/22/2017 **.** *
International Finance Facility for Immunisation, FRN 29sep2018, USD   USD 09/29/2018 09/22/2017 **.*** * 09/22/2017 ***.*** *
International Personal Finance Plc, 4.25% 23may2018, EUR   EUR 05/23/2018 09/22/2017 **.*** *.** 09/22/2017 ***.*** -*.**
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 09/22/2017 ** *.** 09/22/2017 **.** *.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 09/22/2017 ** *.** 09/22/2017 **.** *.**
International Power, 4.524% 19apr2027, EUR   EUR 04/19/2027 09/22/2017 **.* *.** 09/22/2017 *** *.**
Interoute Group, 7.375% 15oct2020, EUR   EUR 10/15/2020 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Intu (SGS) Finance PLC, 3.875% 17mar2023, GBP   GBP 03/17/2023 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 09/22/2017 **.* *.** 09/22/2017 ***.** *.*
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 09/22/2017 ** *.** 09/22/2017 **.** *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Intu Properties, 4.625% 17mar2028, GBP   GBP 03/17/2028 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Investec Bank Plc, 3% 16dec2024, GBP (Structured)   GBP 02/09/2018 09/22/2017 **.**** * 09/22/2017 *
Investec Bank Plc, 4.2% 10dec2025, GBP (ABS)   GBP 12/10/2025 09/22/2017 **.** * 09/22/2017 **.** *
Investec Bank Plc, 5.125% 4jun2050, GBP (ABS)   GBP 06/04/2050 09/22/2017 ***.** * 09/22/2017 ***.* *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
J Sainsbury, 2.875% perp., GBP (Conv.)   GBP 09/22/2017 **.**** * 09/22/2017 ***.**** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 09/22/2017 ***.** *.** 09/22/2017 *** *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Jerrold Holdings, 10.5% 15nov2021, GBP   GBP 11/15/2021 09/22/2017 ***.*** * 09/22/2017 ***.** *
Jerrold Holdings, 6.25% 15sep2021, GBP   GBP 09/15/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
JKX Oil & Gas, 8% 19feb2018, USD (Conv.)   USD 02/19/2018 09/22/2017 **.**** **.** 09/22/2017 **.**** **.**
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
JPMorgan American Investment Trust, 6.875% 8jun2018, GBP   GBP 06/08/2018 09/22/2017 ***.**** * 09/22/2017 ***.**** *.*
Kenrick, FRN 18apr2049, GBP (ABS)   GBP 04/18/2049 09/22/2017 ***.**** * 09/22/2017 ***.*** *
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 09/22/2017 *** *.** 09/22/2017 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Ladbrokes, 5.125% 8sep2023, GBP   GBP 09/08/2023 09/22/2017 ***.** *.** 09/22/2017 *** *.**
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 09/29/2025 09/22/2017 ***.** * 09/22/2017 ***.** *
Land Securities, FRN 30sep2029, GBP (ABS)   GBP 09/30/2029 09/22/2017 ***.** * 09/22/2017 ***.** *
Land Securities, FRN 31mar2022, GBP (ABS)   GBP 03/31/2022 09/22/2017 ***.** * 09/22/2017 ***.** *
Land Securities, FRN 31mar2027, GBP (ABS)   GBP 03/31/2027 09/22/2017 ***.** * 09/22/2017 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 07/03/2024 09/22/2017 **.*** *.** 09/22/2017 **.* *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Leeds Permanent Building Society, 10.5% 16feb2018, GBP   GBP 02/16/2018 09/22/2017 ***.* *.* 09/22/2017 ***.** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 09/22/2017 *** * 09/22/2017 ***.* *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 09/22/2017 ***.** * 09/22/2017 ***.** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 09/22/2017 ***.** * 09/22/2017 ***.** *
Liberty Global, 3.625% 15jun2029, EUR   EUR 06/15/2029 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
Liberty Global, 6.75% 15mar2023, EUR   EUR 03/15/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 0% 21oct2045, USD (10958D)   USD 10/21/2045 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
Lloyds Bank, 0% 27aug2045, USD (10958D)   USD 08/27/2045 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
Lloyds Bank, 0% 2apr2045, USD (10958D)   USD 04/02/2045 09/22/2017 ***.*** -*.** 09/22/2017 ***.** -*.**
Lloyds Bank, 0% 30jan2045, USD (10958D)   USD 01/30/2045 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 07/22/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Lloyds Bank, 1.217% 22jan2025, EUR   EUR 01/22/2025 09/22/2017 **.*** *.** 09/22/2017 ***.*** *.*
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** -*.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Lloyds Bank, 1.75% 14may2018, USD   USD 05/14/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 1.75% 16mar2018, USD   USD 03/16/2018 09/22/2017 **.** *.** 09/22/2017 **.** *.*
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 03/31/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Lloyds Bank, 1.9% 31dec2018, USD   USD 12/31/2018 09/22/2017 **.*** *.** 09/22/2017 *
Lloyds Bank, 10.375% 12feb2024, EUR   EUR 02/12/2024 09/22/2017 ***.** * 09/22/2017 ***.** *
Lloyds Bank, 12% perp., USD   USD 09/22/2017 ***.* * 09/22/2017 ***.** *
Lloyds Bank, 13% perp., EUR   EUR 09/22/2017 *** * 09/22/2017 ***.** *
Lloyds Bank, 13% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.*** *
Lloyds Bank, 2% 17aug2018, USD   USD 08/17/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 2% 21jul2028, EUR   EUR 07/21/2028 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 09/22/2017 ***.** * 09/22/2017 ***.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 09/22/2017 ***.* *.** 09/22/2017 ***.** *
Lloyds Bank, 3.1% 28aug2018, AUD   AUD 08/28/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 4% 25jun2018, EUR   EUR 06/25/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.* -*.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Lloyds Bank, 4.125% 5jun2018, NZD   NZD 06/05/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 5.00% 28jul2026, USD   USD 07/28/2026 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.*
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.* -*.**
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Lloyds Bank, 6.2% 24apr2018, RUR   RUB 04/24/2018 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 09/22/2017 ***.*** *.* 09/22/2017 ***.*** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 7.5% perp., USD   USD 09/22/2017 *** * 09/22/2017 ***.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 09/22/2017 ***.* * 09/22/2017 ***.** *
Lloyds Bank, FRN 14may2018, USD   USD 05/14/2018 09/22/2017 **.** * 09/22/2017 ***.** *
Lloyds Bank, FRN 16mar2018, USD   USD 03/16/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Lloyds Bank, FRN 17aug2018, USD   USD 08/17/2018 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Lloyds Bank, FRN 19jan2018, GBP (ABS)   GBP 01/19/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Lloyds Bank, FRN 21oct2017, GBP   GBP 10/21/2017 09/22/2017 **.*** * 09/22/2017 **.*** *
Lloyds Bank, FRN 22jan2019, USD   USD 01/22/2019 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Lloyds Bank, FRN 2feb2018, EUR   EUR 02/02/2018 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Lloyds Bank, FRN 4dec2020, EUR   EUR 12/04/2020 09/22/2017 **.** * 09/22/2017 **.** *
Lloyds Bank, FRN 5mar2018, EUR   EUR 03/05/2018 09/22/2017 **.* * 09/22/2017 *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 09/22/2017 ***.* * 09/22/2017 ***.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 09/12/2027 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 09/22/2017 ***.*** *.** 09/22/2017 ***.* *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Lloyds Banking Group, 6% perp., GBP   GBP 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Lloyds Banking Group, 6.367% perp., GBP   GBP 09/22/2017 ** * 09/22/2017 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 09/22/2017 ***.** * 09/22/2017 ***.** *
Lloyds Banking Group, 6.413% perp., USD   USD 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Lloyds Banking Group, 6.657% perp., USD   USD 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Lloyds Banking Group, 7% perp., GBP   GBP 09/22/2017 ***.* * 09/22/2017 ***.* *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 06/21/2024 09/22/2017 ***.** * 09/22/2017 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.* *
Lloyds Banking Group, FRN perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 *** *
London Mining, 8% 30apr2019, USD (Conv.)   USD 04/30/2019 09/22/2017 *.*** ****.** 09/22/2017 *.*** ****.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 06/07/2032 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.*
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 09/19/2024 09/22/2017 **.** *.** 09/22/2017 **.** *.*
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 09/19/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 09/22/2017 ***.** *.* 09/22/2017 ***.** *.*
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Longstone Finance PLC, 4.791% 19apr2030, GBP (ABS)   GBP 04/19/2030 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Longstone Finance PLC, 4.896% 19apr2031, GBP   GBP 04/19/2031 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Marks&Spencer, 6.25% 1dec2017, USD   USD 12/01/2017 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Mizuho International, FRN 22aug2018, EUR   EUR 08/22/2018 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Mondi, 1.5% 15apr2024, EUR   EUR 04/15/2024 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Mondi, 3.375% 28sep2020, EUR   EUR 09/28/2020 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 09/22/2017 **.** * 09/22/2017 **.* *
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 09/22/2017 *** *.** 09/22/2017 ***.* *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 09/22/2017 ** *.** 09/22/2017 **.* *.*
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Motability Operations, 3.75% 29nov2017, EUR   EUR 11/29/2017 09/22/2017 ***.*** *.** 09/22/2017 ***.** -*.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Moy Park, 6.25% 29may2021, GBP   GBP 05/29/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
National Grid, 1.25% 6oct2021, GBP (56)   GBP 10/06/2021 09/22/2017 *** * 09/22/2017 ***.** *
National Grid, 4.25% 18jun2076, EUR   EUR 06/18/2076 09/22/2017 ***.** * 09/22/2017 ***.** *
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 09/22/2017 ***.* -*.** 09/22/2017 ***.** -*.**
National Grid, 5% 2jul2018, EUR   EUR 07/02/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
National Grid, 5.625% 18jun2073, GBP   GBP 06/18/2073 09/22/2017 ***.** * 09/22/2017 ***.** *
National Grid Electricity Transmission, 3.21% 30jan2035, EUR   EUR 01/30/2035 09/22/2017 ***.**** *.* 09/22/2017 ***.**** *.*
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
National Grid Electricity Transmission, 7.375% 13jan2031, GBP   GBP 01/13/2031 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
National Grid Electricity Transmission, FRN 27jul2030, GBP   GBP 07/27/2030 09/22/2017 ***.*** * 09/22/2017 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 09/22/2017 **.* *.** 09/22/2017 **.** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 09/22/2017 **.** *.** 09/22/2017 **.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 09/22/2017 ***.** * 09/22/2017 ***.* *
National Grid Gas, 6% 13may2038, GBP   GBP 05/13/2038 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
National Grid Gas, 8.75% 27jun2025, GBP   GBP 06/27/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
National Westminster Bank, 11.5% perp., GBP   GBP 09/22/2017 *** * 09/22/2017 *** *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
National Westminster Bank, 6.625% perp., EUR   EUR 09/22/2017 **.** * 09/22/2017 **.** *
National Westminster Bank, 7.125% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
National Westminster Bank, FRN perp., EUR (Structured)   EUR 09/22/2017 **.*** * 09/22/2017 **.*** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 07/30/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.*** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 09/22/2017 **.** *.* 09/22/2017 **.** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 03/25/2027 09/22/2017 ** *.** 09/22/2017 **.** *.**
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.*** -*.**
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 10/29/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 09/22/2017 ***.** * 09/22/2017 ***.*** *.**
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 06/29/2032 09/22/2017 **.** *.** 09/22/2017 **.* *.**
Nationwide Building Society, 1.425% 16mar2038, EUR   EUR 03/16/2038 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Nationwide Building Society, 1.618% 28jan2041, EUR   EUR 01/28/2041 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Nationwide Building Society, 2% 25jul2029, EUR   EUR 07/25/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 2.074% 15jan2031, EUR   EUR 01/15/2031 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Nationwide Building Society, 2.101% 4nov2030, EUR   EUR 11/04/2030 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 09/22/2017 ***.** *.* 09/22/2017 ***.*** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 4.125% 20mar2023, EUR   EUR 03/20/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 02/28/2022 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 02/08/2021 09/22/2017 ***.*** -*.** 09/22/2017 ***.** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 01/28/2026 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 6.024% perp., GBP   GBP 09/22/2017 ** * 09/22/2017 **.** *
Nationwide Building Society, 6.25% 25feb2020, USD   USD 02/25/2020 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Nationwide Building Society, 8.625% 29mar2018, GBP   GBP 03/29/2018 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Nationwide Building Society, FRN 19feb2021, GBP   GBP 02/19/2021 09/22/2017 **.**** * 09/22/2017 **.**** *
Nationwide Building Society, FRN 22jan2019, EUR   EUR 01/22/2019 09/22/2017 **.**** * 09/22/2017 ***.**** *
Nationwide Building Society, FRN 23mar2018, EUR   EUR 03/23/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Nationwide Building Society, FRN 25feb2019, EUR   EUR 02/25/2019 09/22/2017 **.*** * 09/22/2017 *
Nationwide Building Society, FRN 27apr2018, GBP (ABS)   GBP 04/27/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Nationwide Building Society, FRN 9feb2018, GBP   GBP 02/09/2018 09/22/2017 **.*** * 09/22/2017 ***.*** *
Nemean Bondco, FRN 1feb2023, GBP   GBP 02/01/2023 09/22/2017 **.**** * 09/22/2017 **.**** *
Network Rail Infrastructure Finance, 0.875% 15may2018, USD   USD 05/15/2018 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Network Rail Infrastructure Finance, 1.125% 22nov2047, GBP (ABS)   GBP 11/22/2047 09/22/2017 ***.** * 09/22/2017 ***.** *
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 09/22/2017 ***.** * 09/22/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 09/22/2017 ***.* * 09/22/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 09/22/2017 **.** **.** 09/22/2017 **.** **.**
New look finance, FRN 1jul2022, EUR (ABS)   EUR 07/01/2022 09/22/2017 **.* * 09/22/2017 **.** *
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
NMG Finco, 5% 1aug2022, GBP   GBP 08/01/2022 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
NMG Finco, 5.75% 1aug2022, USD   USD 08/01/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 05/15/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 09/22/2017 *** *.** 09/22/2017 ***.* *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 09/18/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Northern Powergrid (Yorkshire), 2.5% 1apr2025, GBP   GBP 04/01/2025 09/22/2017 ***.**** *.* 09/22/2017 ***.**** *.**
Northern Powergrid (Yorkshire), 4.375% 5jul2032, GBP   GBP 07/05/2032 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Northumbrian Water, 6% 11oct2017, GBP   GBP 10/11/2017 09/22/2017 **.** *.** 09/22/2017 ***.** -*.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Novus Capital Markets, FRN 20dec2021, EUR   EUR 12/20/2021 09/22/2017 *** * 09/22/2017 *
Ocado Group, 4% 15jun2024, GBP   GBP 06/15/2024 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Old Mutual, 8% 3jun2021, GBP   GBP 06/03/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
OM Asset Managment, 4.8% 27jul2026, USD   USD 07/27/2026 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 09/22/2017 ***.* * 09/22/2017 *** *
Peabody Capital, 5.25% 17mar2043, GBP (ABS)   GBP 03/17/2043 09/22/2017 ***.** * 09/22/2017 ***.** *.*
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Pearson, 4.625% 15jun2018, USD   USD 06/15/2018 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.*
Pennon Group, 2.875% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Pennon Group, 6.75% perp., GBP   GBP 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 09/22/2017 *** *.** 09/22/2017 ***.** *.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Phoenix Group, 7.25% perp., GBP   GBP 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Places for People, 1% 31jan2022, GBP   GBP 01/31/2022 09/22/2017 ***.** * 09/22/2017 ***.** *
Places for People, 4.25% 15dec2023, GBP   GBP 12/15/2023 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
PPL WEM Holdings, 5.38% 1may2021 USD   USD 05/01/2021 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Premier Oil, 5% 11dec2020, GBP   GBP 12/11/2020 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Premiertel, 6.175% 8may2032, GBP (ABS)   GBP 05/08/2032 09/22/2017 ***.**** *.* 09/22/2017 ***.**** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 09/22/2017 **.* *.** 09/22/2017 **.* *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 09/22/2017 **.* *.** 09/22/2017 **.* *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 09/22/2017 **.** *.** 09/22/2017 **.* *.**
Provident Financial, 7% 4oct2017, GBP   GBP 10/04/2017 09/22/2017 **.* **.* 09/22/2017 *** *
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 09/22/2017 **.** **.** 09/22/2017 **.** *.**
Provident Financial, FRN 4mar2018, GBP   GBP 03/04/2018 09/22/2017 **.*** * 09/22/2017 **.*** *
Prudential, 1.375% 19jan2018, GBP   GBP 01/19/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 09/22/2017 ***.** * 09/22/2017 ***.** *
Prudential, 4.375% perp., USD   USD 09/22/2017 **.** * 09/22/2017 **.** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 09/22/2017 ***.** * 09/22/2017 ***.** *
Prudential, 5.25% perp., USD   USD 09/22/2017 ***.*** * 09/22/2017 ***.* *
Prudential, 5.25% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Prudential, 5.7% 19dec2063, GBP   GBP 12/19/2063 09/22/2017 ***.* * 09/22/2017 ***.** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Prudential, 6.5% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Prudential, 7.75% perp., USD   USD 09/22/2017 ***.* * 09/22/2017 ***.** *
Punch Taverns Finance, 14.365845% 15oct2028, GBP   GBP 10/15/2028 09/22/2017 ***.*** **.** 09/22/2017 ***.*** **.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 09/30/2022 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Punch Taverns Finance, 7.27% 15oct2026, GBP   GBP 10/15/2026 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Punch Taverns Finance, 7.274% 15oct2026, GBP   GBP 10/15/2026 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Punch Taverns Finance, 7.32% 15oct2025, GBP   GBP 10/15/2025 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 09/30/2021 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Punch Taverns Finance, FRN 15jul2021, GBP   GBP 07/15/2021 09/22/2017 **.*** * 09/22/2017 **.*** *
Quintain, 6.5% 29jul2020, GBP   GBP 07/29/2020 09/22/2017 *** *.** 09/22/2017 *
Radian Capital, 5.029% 12may2049, GBP   GBP 05/12/2049 09/22/2017 ***.**** *.** 09/22/2017 *
RBS, 0% 10apr2042, USD (10957D)   USD 04/10/2042 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
RBS, 0% 15feb2019, GBP (2181D)   GBP 02/08/2019 09/22/2017 *.*** * 09/22/2017 *
RBS, 0% 21dec2017, GBP (1826D)   GBP 12/21/2017 09/22/2017 *.**** ***********.** 09/22/2017 *
RBS, 0% 22feb2019, GBP (2184D)   GBP 02/22/2019 09/22/2017 ***.** -**.** 09/22/2017 *
RBS, 0% 27jun2018, GBP (2191D)   GBP 06/27/2018 09/22/2017 *.**** *****.* 09/22/2017 *
RBS, 0% 29mar2019, GBP (2187D)   GBP 03/22/2019 09/22/2017 *.*** ****.** 09/22/2017 *
RBS, 0% 5apr2042, USD (10957D)   USD 04/05/2042 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
RBS, 0.467% 3jan2018, GBP   GBP 01/03/2018 09/22/2017 *.**** **********.** 09/22/2017 *
RBS, 0.487% 3nov2017, GBP   GBP 11/03/2017 09/22/2017 *.*** *.*************E+** 09/22/2017 *.*** *.*************E+**
RBS, 0.5% 15may2024, EUR   EUR 05/15/2024 09/22/2017 **.*** *.** 09/22/2017 **.**** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 2.5% 27feb2018, CNY   CNY 02/27/2018 09/22/2017 **.*** *.** 09/22/2017 **.*** *.**
RBS, 3.498% 15may2023, USD   USD 05/15/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 10/19/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
RBS, 4.125% 15jan2018, EUR (ABS)   EUR 01/15/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.*** -*.**
RBS, 4.2% 29oct2017, EUR   EUR 10/29/2017 09/22/2017 **.** * 09/22/2017 ***.** *
RBS, 4.25% 30sep2017, EUR   EUR 09/30/2017 09/22/2017 **.** * 09/22/2017 ***.** *
RBS, 4.65% 4jun2018, USD   USD 06/04/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 4.7% 3jul2018, USD   USD 07/03/2018 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 09/22/2017 ***.*** *.* 09/22/2017 ***.*** *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 01/13/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 5.5% perp., EUR   EUR 09/22/2017 ***.* * 09/22/2017 ***.* *
RBS, 5.5% perp., GBP (Conv.)   GBP 09/22/2017 **.** * 09/22/2017 ***.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
RBS, 5.625% perp., GBP   GBP 09/22/2017 ***.*** * 09/22/2017 ***.*** *
RBS, 5.625% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, 5.65% 18oct2017, NOK   NOK 10/18/2017 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 6% 19dec2023, USD   USD 12/19/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 6% 3nov2017, GBP   GBP 11/03/2017 09/22/2017 ***.*** -**.** 09/22/2017 ***.*** -**.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 09/22/2017 ***.** * 09/22/2017 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, 6.2% perp., GBP   GBP 09/22/2017 ***.*** * 09/22/2017 ***.** *
RBS, 6.250% perp., GBP   GBP 09/22/2017 **.*** * 09/22/2017 **.*** *
RBS, 6.375% 7dec2028, GBP   GBP 12/07/2028 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 6.50% 30sep2017, EUR   EUR 09/30/2017 09/22/2017 **.** * 09/22/2017 ***.** *
RBS, 6.625% 17sep2018, GBP   GBP 09/17/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 6.934% 9apr2018, EUR   EUR 04/09/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS, 6.99% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, 7.092% perp., EUR   EUR 09/22/2017 **.** * 09/22/2017 **.** *
RBS, 7.5% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, 7.64% perp., USD   USD 09/22/2017 ** * 09/22/2017 **.** *
RBS, 7.648% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, 8% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, FRN 14jun2022, EUR   EUR 06/14/2022 09/22/2017 **.** * 09/22/2017 **.** *
RBS, FRN 15may2020, GBP   GBP 05/15/2020 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, FRN 15may2023, USD   USD 05/15/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, FRN 15nov2017, EUR   EUR 11/15/2017 09/22/2017 **.*** * 09/22/2017 **.*** *
RBS, FRN 18feb2019, NOK   NOK 02/18/2019 09/22/2017 ***.**** * 09/22/2017 ***.**** *
RBS, FRN 23apr2023, EUR   EUR 04/23/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS, FRN 23feb2045, EUR   EUR 02/23/2045 09/22/2017 **.* * 09/22/2017 *
RBS, FRN 23oct2017, EUR   EUR 10/23/2017 09/22/2017 **.** * 09/22/2017 **.** *
RBS, FRN 29mar2021, EUR   EUR 03/29/2021 09/22/2017 ***.**** * 09/22/2017 ***.**** *
RBS, FRN 30mar2024, EUR   EUR 03/30/2024 09/22/2017 ***.**** * 09/22/2017 ***.**** *
RBS, FRN 8jun2020, EUR   EUR 06/08/2020 09/22/2017 ***.** * 09/22/2017 ***.* *
RBS, FRN 9jun2025, EUR   EUR 06/09/2025 09/22/2017 **.* * 09/22/2017 *
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
RBS Group PLC, 8.625% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
RBS Group PLC, 9.118% perp., USD   USD 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Reckitt Benckiser Group, 2.75% 26jun2024, USD   USD 06/26/2024 09/22/2017 **.** *.* 09/22/2017 **.** *.**
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 06/26/2027 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
RELX, 0.375% 22mar2021, EUR   EUR 03/22/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RELX, 1% 22mar2024, EUR   EUR 03/22/2024 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
RELX, 2.5% 24sep2020, EUR (ABS)   EUR 09/24/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 09/22/2017 ***.* -*.** 09/22/2017 ***.** -*.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 03/30/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Retail Charity Bonds, 4.25% 6jul2026, GBP   GBP 07/06/2026 09/22/2017 *** *.** 09/22/2017 ***.* *.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 04/30/2025 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 09/22/2017 ***.*** *.** 09/22/2017 ***.* *.**
Rio Tinto, 2.875% 21aug2022, USD   USD 08/21/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Rio Tinto, 3.5% 22mar2022, USD   USD 03/22/2022 09/22/2017 ***.* *.** 09/22/2017 ***.*** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Rio Tinto, 3.75% 20sep2021, USD   USD 09/20/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Rio Tinto, 4.125% 20may2021, USD   USD 05/20/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Road Management Services, 2.8332% 31mar2035, GBP   GBP 03/31/2035 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 09/22/2017 ***.** *.* 09/22/2017 *** *.**
Rolls-Royce Holdings, 2.375% 14oct2020, USD   USD 10/14/2020 09/22/2017 **.** *.** 09/22/2017 ***.* *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Rothschild, 9% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.* *
Rothschild, FRN perp., EUR   EUR 09/22/2017 **.** * 09/22/2017 **.** *
Royal Bank Canada (London), 0% 13nov2017, USD (1827D)   USD 11/13/2017 09/22/2017 **.*** * 09/22/2017 **.*** *
Royal Bank Canada (London), FRN 26apr2018, GBP   GBP 04/26/2018 09/22/2017 **.*** * 09/22/2017 ***.*** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 09/22/2017 **.** *.** 09/22/2017 **.*** *.*
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Royal Dutch Shell, 1.25% 10nov2017, USD   USD 11/10/2017 09/22/2017 **.** *.* 09/22/2017 **.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 09/22/2017 **.*** *.** 09/22/2017 **.*** *.**
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.*
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 08/10/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 09/22/2017 ***.*** *.* 09/22/2017 ***.*** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 09/22/2017 **.*** *.** 09/22/2017 **.** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Royal Dutch Shell, 4.375% 14may2018, EUR   EUR 05/14/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 09/22/2017 ***.*** *.** 09/22/2017 ***.* *.**
Royal Dutch Shell, FRN 10nov2018, USD   USD 11/10/2018 09/22/2017 ***.** * 09/22/2017 ***.** *
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 09/22/2017 ***.** * 09/22/2017 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 09/22/2017 ***.** * 09/22/2017 ***.** *
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 09/22/2017 ***.** * 09/22/2017 ***.** *
RSA Insurance Group, 8.95% 15oct2029, USD   USD 10/15/2029 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
RSA Insurance Group, 9.375% 20may2039, GBP   GBP 05/20/2039 09/22/2017 ***.** * 09/22/2017 ***.** *
RSA Insurance Group, FRN perp., DKK (Conv.)   DKK 09/22/2017 ***.**** * 09/22/2017 ***.**** *
RSA Insurance Group, FRN perp., SEK (Conv.)   SEK 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Sabmiller, 6.5% 15jul2018, USD   USD 07/15/2018 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 09/22/2017 **.** *.** 09/22/2017 **.* *.**
Sanctuary Capital, 5% 26apr2047, GBP (ABS)   GBP 04/26/2047 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Santander UK Group Holdings, 0.787% 10dec2020, JPY   JPY 12/10/2020 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 09/22/2017 ***.* *.** 09/22/2017 ***.* *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.* *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 09/22/2017 ***.* * 09/22/2017 ***.** *
Santander UK Group Holdings, FRN 5may2020, GBP   GBP 05/05/2020 09/22/2017 ***.** * 09/22/2017 ***.* *
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 09/22/2017 ***.*** *.** 09/22/2017 ***.** *
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 09/22/2017 ***.*** *.* 09/22/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 09/22/2017 ***.*** * 09/22/2017 ***.** *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 10/01/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Scottish & Southern Energy (SSE), 5.625% perp., EUR   EUR 09/22/2017 ***.** * 09/22/2017 ***.*** *
Scottish & Southern Energy (SSE), 5.625% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Scottish Amicable Finance, 8.5% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.*** *
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 04/17/2030 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Scottish Power, FRN 13oct2024, GBP   GBP 10/13/2024 09/22/2017 ***.*** * 09/22/2017 ***.*** *
SD Distribution, 5.875% 17jul2026, GBP   GBP 07/17/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Segro, 5.625% 7dec2020, GBP   GBP 12/07/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Segro, 6% 30sep2019, GBP   GBP 09/30/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 09/22/2017 ***.** * 09/22/2017 ***.** *
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Severn Trent, 6% 22jan2018, GBP   GBP 01/22/2018 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Severn Trent, FRN 30may2028, GBP   GBP 05/30/2028 09/22/2017 ***.*** * 09/22/2017 ***.** *
Shawbrook Group, 8.5% 28oct2025, GBP   GBP 10/28/2025 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Sigma Finance Corp, 1.75% 21sep2011, CHF   CHF 09/21/2011 09/22/2017 *.** * 09/22/2017 *.* *
Sigma Finance Corp, 2.375% 29jul2009, CHF (ABS)   CHF 07/29/2009 09/22/2017 *.** * 09/22/2017 *.* *
Sigma Finance Corp, FRN 6feb2009, CHF (ABS)   CHF 02/06/2009 09/22/2017 *.** * 09/22/2017 *.** *
Silverstone Master Issuer, FRN 21jan2070, GBP   GBP 01/21/2070 09/22/2017 ***.**** * 09/22/2017 ***.**** *
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 06/30/2022 09/22/2017 ** *.** 09/22/2017 **.** *.**
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Sky plc, 5.75% 20oct2017, GBP   GBP 10/20/2017 09/22/2017 **.** *.* 09/22/2017 ***.** -*.*
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 09/22/2017 ***.** * 09/22/2017 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 09/22/2017 ***.** *.* 09/22/2017 ***.* *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 09/22/2017 * 09/22/2017 ***.* *.**
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 09/22/2017 **.** *.** 09/22/2017 ***.* *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 09/22/2017 ***.** *.** 09/22/2017 *** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Southern Water Services, 3.706% 31mar2034, GBP   GBP 03/31/2034 09/22/2017 ***.*** -*.** 09/22/2017 ***.*** -*.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP (ABS)   GBP 06/01/2043 09/22/2017 ***.* *.** 09/22/2017 ***.** *.*
SSE plc, 0.875% 6sep2025, EUR   EUR 09/06/2025 09/22/2017 **.** * 09/22/2017 **.** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 09/22/2017 *** * 09/22/2017 ***.** *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 09/22/2017 ***.** * 09/22/2017 *** *
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 11/07/2019 09/22/2017 *** *.** 09/22/2017 ***.** *.**
Standard Chartered Bank, 0% 3aug2046, USD (10957D)   USD 08/03/2046 09/22/2017 ***.**** -*.** 09/22/2017 ***.**** -*.**
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 09/22/2017 **.************ *.** 09/22/2017 **.** *.**
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Standard Chartered Bank, 4.1% 23may2018, CNY   CNY 05/23/2018 09/22/2017 **.* *.** 09/22/2017 **.*** *.**
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 09/22/2017 ***.*********** *.** 09/22/2017 ***.*** *.**
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 09/22/2017 ***.* *.** 09/22/2017 ***.*** *.**
Standard Chartered Bank, 4.56% 15apr2019, CNY   CNY 04/15/2019 09/22/2017 **.**** *.** 09/22/2017 **.**** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 09/22/2017 ***.********** *.** 09/22/2017 ***.** *.**
Standard Chartered Bank, 5.25% 10apr2023, SGD   SGD 04/10/2023 09/22/2017 ***.** * 09/22/2017 ***.** *
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 09/22/2017 ***.*********** *.** 09/22/2017 ***.*********** *.*
Standard Chartered Bank, 6.4% 26sep2017, USD   USD 09/26/2017 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 09/22/2017 ***.* * 09/22/2017 ***.** *
Standard Chartered Bank, 7.75% perp., GBP   GBP 09/22/2017 *** * 09/22/2017 *** *
Standard Chartered Bank, 7.75% perp., USD (Conv.)   USD 09/22/2017 ***.** * 09/22/2017 ***.** *
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 09/22/2017 ***.** * 09/22/2017 ***.** *
Standard Chartered Bank, FRN 19jan2018, EUR   EUR 01/19/2018 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Standard Chartered Bank, FRN 23oct2017, EUR   EUR 10/23/2017 09/22/2017 **.**** * 09/22/2017 ***.**** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Standard Chartered Plc, 1.7% 17apr2018, USD   USD 04/17/2018 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Standard Chartered Plc, 1.75% 29oct2017, EUR   EUR 10/29/2017 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 09/22/2017 **.** *.** 09/22/2017 **.* *.*
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 09/22/2017 ** *.** 09/22/2017 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 09/22/2017 ***.*********** *.** 09/22/2017 ***.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 09/22/2017 ***.** * 09/22/2017 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 09/22/2017 ***.** *.** 09/22/2017 ***.*** *.**
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 09/22/2017 ***.*** -*.** 09/22/2017 ***.** -*.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 09/22/2017 ***.* *.** 09/22/2017 ***.*** *.**
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 09/22/2017 *** * 09/22/2017 ***.** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 09/22/2017 ***.*********** *.* 09/22/2017 ***.* *.**
Standard Chartered Plc, 5.875% 26sep2017, EUR   EUR 09/26/2017 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Standard Chartered Plc, 6.409% perp., USD   USD 09/22/2017 **.** * 09/22/2017 **.** *
Standard Chartered Plc, 6.5% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 ***.*** *
Standard Chartered Plc, 7.014% perp., USD   USD 09/22/2017 ***.** * 09/22/2017 *** *
Standard Chartered Plc, 7.75% 3apr2018, GBP   GBP 04/03/2018 09/22/2017 * 09/22/2017 *** -*.**
Standard Life, 5.5% 4dec2042, GBP   GBP 12/04/2042 09/22/2017 ***.* * 09/22/2017 ***.* *
Standard Life, 6.546% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 ***.** *
Standard Life, 6.75% perp., GBP   GBP 09/22/2017 ***.** * 09/22/2017 *** *
Sustainable Communities for Leeds , 5.069% 30sep2032, GBP   GBP 09/30/2032 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 09/22/2017 ***.* *.* 09/22/2017 ***.** *.**
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2031 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Telereal, 4.09% 10dec2033, GBP   GBP 12/10/2033 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Telereal, 4.9741% 10dec2033, GBP   GBP 09/10/2027 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Telereal, 5.3887% 10dec2031, GBP (ABS)   GBP 12/10/2031 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Telereal, 5.4252% 10dec2031, GBP (ABS)   GBP 12/10/2031 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Telereal, 5.5534% 10dec2031, GBP (ABS)   GBP 12/10/2031 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Telereal, 5.5653% 10dec2031, GBP   GBP 12/10/2031 09/22/2017 ***.*** * 09/22/2017 ***.*** *
Telereal, 5.9478% 10dec2031, GBP (ABS)   GBP 12/10/2031 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Telereal, 6.1645% 10dec2031, GBP   GBP 12/10/2031 09/22/2017 ***.**** *.** 09/22/2017 ***.**** *.**
Temple Bar Investment Trust, 5.5% 8mar2021, GBP (ABS)   GBP 03/08/2021 09/22/2017 ***.**** *.* 09/22/2017 ***.**** *.**
Tesco, 1% 16dec2019, GBP   GBP 12/16/2019 09/22/2017 ***.* -*.* 09/22/2017 ***.** -*.*
Tesco, 1.25% 13nov2017, EUR   EUR 11/13/2017 09/22/2017 ***.** *.** 09/22/2017 ***.* -*.**
Tesco, 1.375% 1jul2019, EUR   EUR 07/01/2019 09/22/2017 ***.** *.* 09/22/2017 ***.** *.**
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 09/22/2017 ***.** -*.** 09/22/2017 ***.** -*.**
Tesco, 3.375% 2nov2018, EUR   EUR 11/02/2018 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 09/22/2017 ***.** *.** 09/22/2017 ***.* *.*
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 5.2% 24aug2018, GBP   GBP 08/24/2018 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 09/22/2017 **.** *.** 09/22/2017 ***.** *.**
Tesco, 5.4111% 13jul2044, GBP   GBP 07/13/2044 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 5.744% 13apr2040, GBP (ABS)   GBP 04/13/2040 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 6.125% 24feb2022, GBP   GBP 02/24/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Tesco, FRN 24mar2036, GBP   GBP 03/24/2036 09/22/2017 *** * 09/22/2017 *** *
Thames Water, 3.5% 25feb2028, GBP   GBP 02/25/2028 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Thames Water, 4% 19jun2025, GBP   GBP 06/19/2025 09/22/2017 ***.* *.** 09/22/2017 ***.** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Thames Water, 4.625% 4jun2046, GBP (ABS)   GBP 06/04/2046 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 09/28/2037 09/22/2017 ***.** *.** 09/22/2017 ***.** *
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 09/22/2017 ***.** * 09/22/2017 ***.** *
Thames Water, 6.75% 16nov2028, GBP   GBP 11/16/2028 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Thames Water, 7.75% 1apr2019, GBP (ABS)   GBP 04/01/2019 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 09/22/2017 **.** *.** 09/22/2017 **.** *.**
Thames Water Utilities, 2.375% 3may2023, GBP   GBP 05/03/2023 09/22/2017 **.** *.** 09/22/2017 **.* *.**
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 09/22/2017 **.* *.** 09/22/2017 ** *.*
Thames Water Utilities, 2.875% 3may2027, GBP   GBP 05/03/2027 09/22/2017 **.** *.** 09/22/2017 **.** *.**
THFC, 5.2% 11oct2043, GBP (ABS)   GBP 10/11/2043 09/22/2017 ***.** *.** 09/22/2017 ***.* *.**
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 09/22/2017 ***.** *.** 09/22/2017 ***.** *.**
Thomas Cook Group, 6.75% 15jun2021, EUR   EUR 06/15/2021 09/22/2017 ***.** *.** 09/22/2017 ***.** *.*
Thomson Reuters, 1.65% 29sep2017, USD   USD 09/29/2017 09/22/2017 **.* *.** 09/22/2017 ***.* -*.**
Thomson Reuters, 3.85% 29sep2024, USD   USD 09/29/2024 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 09/30/2021 09/22/2017 ***.*** *.** 09/22/2017 ***.** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 11/23/2023 09/22/2017 *** *.** 09/22/2017 ***.*** *.**
Thomson Reuters, 4.5% 23may2043, USD   USD 05/23/2043 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Thomson Reuters, 4.7% 15oct2019, USD   USD 10/15/2019 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *
Thomson Reuters, 5.5% 15aug2035, USD   USD 08/15/2035 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**
Thomson Reuters, 5.65% 23nov2043, USD   USD 11/23/2043 09/22/2017 ***.*** *.** 09/22/2017 ***.*** *.**