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 99 1 486 619 717 104
CNY 1 3 000 000 000
municipal
GBP 3 884 971 000
corporate
USD 1426 630 815 421 524
GBP 1404 435 068 340 010
EUR 971 847 526 541 490
RUR 175 107 607 081 500
CHF 45 10 371 450 000
HKD 37 14 891 000 000
IDR 33 12 928 500 000 000
ZAR 32 59 009 100 000
AUD 31 6 149 720 000
NOK 30 25 186 500 000
BRL 27 2 442 318 000
JPY 27 472 588 000 000
INR 21 38 610 000 000
CNY 17 6 729 000 000
CAD 14 6 365 199 000
SEK 11 9 081 600 000
TRY 11 1 249 200 000
MXN 8 8 629 650 000
KZT 5 76 100 000 000
NZD 5 272 100 000
RON 5 561 750 000
SGD 4 1 470 000 000
ITL 4 2 525 000 000 000
AMD 4 20 016 000 000
KRW 3 100 000 000 000
UYU 2 478 975 000
ARS 2 400 000 000
FRF 2 1 316 000 000
GEL 2 132 000 000
RSD 1 2 500 000 000
ZMW 1 50 000 000
COP 1 15 000 000 000
DKK 1 4 680 000 000
PLN 1 100 000 000

Sovereign rating

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

Latest bond issues

issue ISIN coupon volume end of placement maturity date
HSBC, 10% 18jul2018, KZT - International bonds XS1443251258 10% 2 400 000 000  KZT 02/17/2017 07/18/2018
United Kingdom, Bills 21aug2017 6m - Domestic bonds GB00BXRF6T94 0% 999 943 085  GBP 02/17/2017 08/21/2017
Nationwide Building Society, 0.5% 23feb2024, EUR - International bonds XS1569896498 0.5% 1 000 000 000  EUR 02/16/2017 02/23/2024
Smiths Group, 2% 23feb2027, EUR - Domestic bonds XS1570260460 2% 650 000 000  EUR 02/16/2017 02/23/2027
HSBC, 0% 3mar2047, USD (10957D) - International bonds XS1569875062 0% 50 000 000  USD 02/15/2017 03/03/2047
Jerrold Holdings, 6.125% 15jan2024, GBP - International bonds XS1568913559 6.125% 200 000 000  GBP 02/15/2017 01/15/2024
Vodafone Group, 5.35% 9mar2047, USD - International bonds XS1569814863 5.35% 370 000 000  USD 02/15/2017 03/09/2047
BNZ International Funding, 2.4% 21feb2020, USD - International bonds US05579JAG31 2.4% 500 000 000  USD 02/13/2017 02/21/2020
BNZ International Funding, 2.9% 21feb2022, USD - International bonds US05579JAE82 2.9% 500 000 000  USD 02/13/2017 02/21/2022
BNZ International Funding, FRN 21feb2020, USD - International bonds US05579JAF57 3M LIBOR USD + 0.7% 250 000 000  USD 02/13/2017 02/21/2020

World Bond Market Indicators

Daily indices

Type: 02/20/2017 02/17/2017 02/16/2017 02/15/2017 02/14/2017 02/13/2017 02/10/2017
Treasuries
Gilt 10Y YTM 1.23 1.21 1.26 1.30 1.31 1.29 1.26
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Monthly indices

Type Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016 Jul 2016
EU Long-term interest rates
United Kingdom, % 1.38 1.25 1.22 0.94 0.67 0.59 0.79
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World Bond market statistics

Monthly indices

Type Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016 Jul 2016
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 741.54 1 771.73 1 766.67 1 662.38 1 729.82 1 757.80 1 748.24
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Quarterly indices

Type III 2016 II 2016 I 2016 IV 2015 III 2015 II 2015 I 2015
BIS volume of internetional-bond market of developed countries
British international bonds, USD bln 974.600 988.800 3.082 3.050 3.140 3.204 3.078
BIS net issues of internetional-bond market of developed countries
International-bond net issue of the United Kingdom, USD bln 23.700 3.400 23.200 -33.400 -18.200 15.900 11.446

New issues of Developed markets International Bonds

Monthly indices

Type Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016 Jul 2016
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 27.697 6.069 16.053 8.635 31.978 39.411 9.821
Number of new international bond issues (UK) 83 41 68 67 100 80 69
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Developed Markets International Bonds

Monthly indices

Type Jan 2017 Dec 2016 Nov 2016 Oct 2016 Sep 2016 Aug 2016 Jul 2016
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 0.686 0.676 0.686 0.686 0.709 0.711 0.718
United Kingdom municipal international bonds, USD bln 0.839 0.819 0.838 0.364 0.389 0.393 0.398
United Kingdom corporate international bonds, USD bln 1 528.903 1 494.718 1 520.498 1 529.962 1 587.282 1 630.043 1 546.240
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Money market

Daily indices

Type: 02/20/2017 02/17/2017 02/16/2017 02/15/2017 02/14/2017 02/13/2017 02/10/2017
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: 02/20/2017 02/17/2017 02/16/2017 02/15/2017 02/14/2017 02/13/2017 02/10/2017
RMI CVI - Europe
UK CVI value weighted  11.21 11.26 11.43 11.31 11.38 11.29 11.18
UK CVI tail  136.80 134.84 134.61 131.71 130.97 128.46 124.89
UK CVI equally weighted  35.09 35.04 35.05 34.14 33.98 33.32 32.82
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Stock market (World)

Daily indices

Type: 02/21/2017 02/20/2017 02/17/2017 02/16/2017 02/15/2017 02/14/2017 02/13/2017
Stock market (Developed countries)
FTSE 100  7 295 7 300 7 300 7 278 7 302 7 269 7 279
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Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
United Kingdom, 2.036% 22jul2019, GBP   GBP 07/22/2019 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *.**
United Kingdom, 2.7% 21oct2017, CNY   CNY 10/21/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
3i Group, 5.625% 17mar2017, EUR   EUR 03/17/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 02/20/2017 ***.** *.** 02/20/2017 *** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 02/20/2017 ***.** * 02/20/2017 ***.** *.**
AA Bond Co, 3.781% 31jul2019, GBP   GBP 07/31/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AA Plc, 4.2487% 31jul2020, GBP   GBP 07/31/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
Abbey National Treasury Services, 0.25% 21apr2022, EUR (ABS)   EUR 04/21/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 02/20/2017 ***.** -* 02/20/2017 ***.** -*.**
Abbey National Treasury Services, 1.75% 15jan2018, EUR   EUR 01/15/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Abbey National Treasury Services, 3.625% 5oct2017, EUR (ABS)   EUR 10/05/2017 02/20/2017 ***.** -*.* 02/20/2017 ***.** -*.**
Abbey National Treasury Services, 4.125% 14sep2017, GBP   GBP 09/14/2017 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR (ABS)   EUR 04/12/2021 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
Abbey National Treasury Services, 5.125% 14apr2021, GBP (ABS)   GBP 04/14/2021 02/20/2017 ***.** * 02/20/2017 ***.** *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP (ABS)   GBP 02/16/2029 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP (ABS)   GBP 03/02/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Abbey National Treasury Services, 8.963% perp., USD   USD 02/20/2017 ***.* * 02/20/2017 ***.* *
Abbey National Treasury Services, FRN 12feb2018, EUR   EUR 02/12/2018 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Abbey National Treasury Services, FRN 24oct2017, EUR   EUR 10/24/2017 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Abbey National Treasury Services, FRN 29may2018, GBP (ABS)   GBP 05/29/2018 02/20/2017 **.** * 02/20/2017 ***.** *
Abbey National Treasury Services, FRN 5apr2017, GBP (ABS)   GBP 04/05/2017 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Aberdeen Asset Management, 7% perp., USD   USD 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Affinity Sutton, 4.25% 8oct2042, GBP   GBP 10/08/2042 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Affinity Sutton, 5.981% 17sep2038, GBP (ABS)   GBP 09/17/2038 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Algeco Scotsman Global, 9% 15oct2018, EUR   EUR 10/15/2018 02/20/2017 **.** **.** 02/20/2017 **.** **.**
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Alpha Plus Holdings, 5.75% 18dec2019, GBP (ABS)   GBP 12/18/2019 02/20/2017 ***.** * 02/20/2017 ***.* *.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP (ABS)   GBP 03/13/2043 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 02/20/2017 ***.*** -*.** 02/20/2017 ***.*** -*.*
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Anglian Water, 5% 30apr2023, GBP (ABS)   GBP 04/30/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Anglian Water, 7% 31jan2018, GBP   GBP 01/31/2018 02/20/2017 ***.**** *.* 02/20/2017 *** *.**
Anglian Water, FRN 10oct2040   GBP 10/10/2040 02/20/2017 ***.**** * 02/20/2017 ***.*** *
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Anglo American Capital Plc, 4.45% 27sep2020, USD   USD 09/27/2020 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.**
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 06/30/2031 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Annington, 0% 10jan2023, GBP (9150D, ABS)   GBP 01/10/2023 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
Annington, 0% 7dec2022, GBP (9116D, ABS)   GBP 12/07/2022 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
Annington, 8% 2oct2021, GBP (ABS)   GBP 10/02/2021 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR (ABS)   EUR 10/02/2018 02/20/2017 ***.* -*.** 02/20/2017 ***.** -*.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.85% 6aug2020, USD   USD 08/06/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Aon Corp, 2.80% 15mar2021, USD   USD 03/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Aon Corp, 2.875% 14may2026, EUR   EUR 05/14/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Aon Corp, 3.5% 14jun2024, USD   USD 06/14/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Aon Corp, 3.875% 15dec2025, USD   USD 12/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Aon Corp, 4% 27nov2023, USD   USD 11/27/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Aon Corp, 4.25% 12dec2042, USD   USD 12/12/2042 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Aon Corp, 4.6% 14jun2044, USD   USD 06/14/2044 02/20/2017 **.** *.** 02/20/2017 ***.** *.*
Aon Corp, 4.75% 15may2045, USD   USD 05/15/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Aon Corp, 6.25% 30sep2040, USD   USD 09/30/2040 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Arkle Master Issuer, 3.986% 17aug2017, GBP   GBP 08/17/2017 02/20/2017 ***.**** * 02/20/2017 ***.**** *.**
Arkle Master Issuer, FRN 17may2060, GBP   GBP 05/17/2060 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.*** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Arqiva, 5.34% 30jun2030, GBP   GBP 06/30/2030 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.*
Arqiva, 9.5% 31mar2020, GBP (ABS)   GBP 03/31/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Arrow Global, FRN 1may2023, EUR   EUR 05/01/2023 02/20/2017 ***.** * 02/20/2017 ***.*** *
Arrow Global, FRN 1nov2021, EUR   EUR 11/01/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 09/01/2029 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *.**
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
ASB Finance, 1.875% 10jul2017, EUR (ABS)   EUR 07/10/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
ASB Finance, FRN 13mar2017, GBP   GBP 03/13/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP (ABS)   GBP 03/31/2040 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 02/20/2017 ***.**** *.** 02/20/2017 ***.** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Aston Martin, 10.25% 15jul2018, USD   USD 07/15/2018 02/20/2017 **.*** **.** 02/20/2017 *
Aston Martin, 9.25% 15jul2018, GBP   GBP 07/15/2018 02/20/2017 ***.*** *.** 02/20/2017 *** *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AstraZeneca, 5.9% 15sep2017, USD   USD 09/15/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Auburn Securities, FRN 1dec2041, GBP (ABS)   GBP 12/01/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Auburn Securities, FRN 1oct2041, GBP (ABS)   GBP 10/01/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP (ABS)   GBP 06/15/2022 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 02/20/2017 **.*** *.* 02/20/2017 **.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 02/20/2017 **.** * 02/20/2017 **.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 02/20/2017 ***.** * 02/20/2017 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 02/20/2017 **.** * 02/20/2017 **.** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 02/20/2017 ***.** * 02/20/2017 ***.** *
Aviva, 5.902% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.* *
Aviva, 6.125% perp., GBP   GBP 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 02/20/2017 ***.** * 02/20/2017 ***.** *
Aviva, 6.875% 22may2038, EUR   EUR 05/22/2038 02/20/2017 ***.** * 02/20/2017 ***.** *
Aviva, 6.875% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.* *
Aviva, 8.25% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
Aviva, FRN 14nov2036   GBP 11/14/2036 02/20/2017 ***.* * 02/20/2017 ***.* *
Aviva, FRN 20may2058   GBP 05/20/2058 02/20/2017 ***.* * 02/20/2017 ***.** *
Aviva, FRN 5jul2043   EUR 07/05/2043 02/20/2017 ***.** * 02/20/2017 ***.** *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bakkavor Group, 8.25% 15feb2018, GBP   GBP 02/15/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Bakkavor Group, 8.75% 15jun2020, GBP   GBP 06/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 12/03/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Banco Santander, London Branch, 1.375% 13mar2017, USD   USD 03/13/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Banco Santander, London Branch, 1.65% 29sep2017, USD   USD 09/29/2017 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Banco Santander, London Branch, 10.125% 4jan2023, GBP   GBP 01/04/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
Banco Santander, London Branch, 2% 24aug2018, USD   USD 08/24/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 02/20/2017 ***.* *.* 02/20/2017 ***.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Banco Santander, London Branch, 2.875% 5aug2021, USD   USD 08/05/2021 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Banco Santander, London Branch, 3.05% 23aug2018, USD   USD 08/23/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Banco Santander, London Branch, 4% 13mar2024, USD   USD 03/13/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Banco Santander, London Branch, 4.375% 24jan2018, EUR (ABS)   EUR 01/24/2018 02/20/2017 ***.*** -*.** 02/20/2017 ***.*** -*.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
Banco Santander, London Branch, FRN 24aug2018, USD   USD 08/24/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 10/30/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Bank of England, 0.875% 17mar2017, USD   USD 03/17/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Bank of England, 1.25% 16mar2018, USD   USD 03/16/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Bank of Scotland, 3.875% 7feb2020, EUR (ABS)   EUR 02/07/2020 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR (ABS)   EUR 07/13/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Bank of Scotland, 4.625% 8jun2017, EUR (ABS)   EUR 06/08/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Bank of Scotland, 4.75% 8jun2022, EUR (ABS)   EUR 06/08/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Bank of Scotland, 4.875% 20dec2024, GBP (ABS)   GBP 12/20/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Bank of Scotland, 4.875% 4jun2019, EUR (ABS)   EUR 06/04/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Bank of Scotland, FRN 14oct2025   EUR 10/14/2025 02/20/2017 **.* * 02/20/2017 ***.** *
Bank of Scotland, FRN 16apr2020   GBP 04/16/2020 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Bank of Scotland, FRN 16mar2020, EUR   EUR 03/16/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Bank of Scotland, FRN 7feb2035   EUR 02/07/2035 02/20/2017 ***.** * 02/20/2017 ***.*** *
Bank of Scotland, FRN 8jun2020, EUR (Structured)   EUR 06/08/2020 02/20/2017 **.** * 02/20/2017 ***.** *
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 02/20/2017 ***.**** -*.** 02/20/2017 ***.**** -*.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 02/20/2017 ***.**** -*.** 02/20/2017 ***.**** -*.**
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 1.5% 4apr2017, GBP   GBP 04/04/2017 02/20/2017 **.** *.** 02/20/2017 ***.** -*.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 10% 28jul2034, USD   USD 07/28/2034 02/20/2017 **.* * 02/20/2017 **.* *
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 14% perp., GBP   GBP 02/20/2017 ***.* * 02/20/2017 ***.* *
Barclays, 2% 16mar2018, USD   USD 03/16/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 2.25% 10may2017, USD (ABS)   USD 05/10/2017 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.*
Barclays, 2.25% 22feb2017, EUR (ABS)   EUR 02/22/2017 02/20/2017 **.*** **.** 02/20/2017 ***.*** -**.**
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 02/20/2017 ***.** * 02/20/2017 ***.** *
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 02/20/2017 ***.* *.* 02/20/2017 ***.** *.**
Barclays, 4% 12jan2021, EUR (ABS)   EUR 01/12/2021 02/20/2017 ***.*** * 02/20/2017 ***.** -*.**
Barclays, 4% 7oct2019, EUR (ABS)   EUR 10/07/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.*** -*.**
Barclays, 4.25% 12jan2022, GBP (ABS)   GBP 01/12/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 4.25% 2mar2022, EUR (ABS)   EUR 03/02/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Barclays, 4.75% perp., EUR   EUR 02/20/2017 **.** * 02/20/2017 ***.** *
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 5.33% perp., GBP   GBP 02/20/2017 **.** * 02/20/2017 **.** *
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 6% 23jan2018, EUR   EUR 01/23/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** -*.**
Barclays, 6% perp., GBP   GBP 02/20/2017 **.** * 02/20/2017 ***.** *
Barclays, 6% perp., GBP   GBP 02/20/2017 **.** * 02/20/2017 **.*** *
Barclays, 6.05% 4dec2017, USD   USD 12/04/2017 02/20/2017 *** *.* 02/20/2017 ***.*** *.*
Barclays, 6.369% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.* *
Barclays, 6.5% perp., EUR   EUR 02/20/2017 ***.** * 02/20/2017 *** *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Barclays, 6.625% perp., USD   USD 02/20/2017 **.** * 02/20/2017 **.** *
Barclays, 7% perp., GBP   GBP 02/20/2017 **.** * 02/20/2017 **.* *
Barclays, 7.125% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Barclays, 7.434% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Barclays, 7.75% 10apr2023, USD   USD 04/10/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
Barclays, 7.875% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
Barclays, 8% perp., EUR   EUR 02/20/2017 ***.** * 02/20/2017 ***.** *
Barclays, 8.25% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Barclays, 8.25% perp., USD (Conv.)   USD 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Barclays, 9% perp., GBP   GBP 02/20/2017 *** * 02/20/2017 *** *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
Barclays, FRN 10aug2021, USD   USD 08/10/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
Barclays, FRN 12feb2018, GBP (ABS)   GBP 02/12/2018 02/20/2017 **.** * 02/20/2017 ***.* *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 02/20/2017 **.**** * 02/20/2017 **.**** *
Barclays, FRN 15sep2017, GBP   GBP 09/15/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Barclays, FRN 16jan2023   GBP 01/16/2023 02/20/2017 ***.*** * 02/20/2017 ***.** *
Barclays, FRN 19feb2029, EUR   EUR 02/19/2029 02/20/2017 **.* * 02/20/2017 **.* *
Barclays, FRN 19jul2017, GBP   GBP 07/19/2017 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 02/20/2017 **.**** * 02/20/2017 **.**** *
Barclays, FRN 23dec2023, EUR   EUR 12/23/2023 02/20/2017 **.** * 02/20/2017 **.** *
Barclays, FRN perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.*** *
Barclays Bank PLC, 0% 6oct2019, EUR   EUR 10/06/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Barclays Bank PLC, 6% 7jan2025, EUR   EUR 01/07/2025 02/20/2017 ***.* * 02/20/2017 *** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BAT International Finance PLC, 1.85% 2018, USD   USD 06/15/2018 02/20/2017 *** *.** 02/20/2017 ***.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
BAT International Finance PLC, FRN 2018, USD   USD 06/15/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.*
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 02/20/2017 ***.** * 02/20/2017 ***.** *.**
BG Energy Holdings, 5.125% 7dec2017, GBP   GBP 12/07/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BG Energy Holdings, 6.5% 30nov2072, USD   USD 11/30/2072 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BG Energy Holdings, FRN 30nov2072   GBP 11/30/2072 02/20/2017 ***.** * 02/20/2017 ***.** *
BG Energy Holdings, FRN 30nov2072 (Step-up)   EUR 11/30/2072 02/20/2017 ***.*** * 02/20/2017 ***.** *
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 02/20/2017 **.* **.** 02/20/2017 **.*** **.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
BL Superstores Finance, 4.482% 4oct2030, GBP (ABS)   GBP 10/04/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP (ABS)   GBP 07/04/2025 02/20/2017 ***.**** *.** 02/20/2017 ***.*** *.**
Bluestone Securities, FRN 9jun2043, EUR (ABS)   EUR 06/09/2043 02/20/2017 **.**** * 02/20/2017 **.**** *
Bluestone Securities, FRN 9jun2044, GBP   GBP 06/09/2044 02/20/2017 **.**** * 02/20/2017 **.**** *
BMW UK Capital, 5% 2oct2017, GBP   GBP 10/02/2017 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.*
BNZ International Funding, 1.26% 26jul2017, JPY   JPY 07/26/2017 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
BNZ International Funding, 1.375% 26jan2018, HKD   HKD 01/26/2018 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Boing Group Financing, 6.625% 15jul2019, EUR   EUR 07/15/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Boparan, 4.375% 15jul2021, EUR   EUR 07/15/2021 02/20/2017 **.* *.* 02/20/2017 ***.** *.**
Boparan, 5.25% 15jul2019, GBP   GBP 07/15/2019 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Boparan, 5.5% 15jul2021, GBP   GBP 07/15/2021 02/20/2017 **.* *.** 02/20/2017 **.** *.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 02/20/2017 ***.* -*.** 02/20/2017 ***.** -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
BP Capital Markets, 1.674% 13feb2018, USD   USD 02/13/2018 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 02/20/2017 **.* *.** 02/20/2017 **.*** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
BP Capital Markets, FRN 13feb2018, USD   USD 02/13/2018 02/20/2017 **.** * 02/20/2017 ***.** *
BP Group (plc), 0.83% 19sep2024, EUR   EUR 09/19/2024 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
BP Group (plc), 1% 28aug2020, CHF   CHF 08/28/2020 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
BP Group (plc), 1.117% 25jan2024, EUR   EUR 01/25/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
BP Group (plc), 1.177% 12aug2023, GBP   GBP 08/12/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
BP Group (plc), 1.375% 10may2018, USD   USD 05/10/2018 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
BP Group (plc), 1.375% 6nov2017, USD   USD 11/06/2017 02/20/2017 *** *.** 02/20/2017 ***.** *.**
BP Group (plc), 1.526% 26sep2022, EUR   EUR 09/26/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
BP Group (plc), 1.625% 17aug2017, USD   USD 08/17/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 1.75% 28feb2024, CHF   CHF 02/28/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 1.846% 5may2017, USD   USD 05/05/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 2.112% 16sep2021, USD   USD 09/16/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
BP Group (plc), 2.177% 28sep2021, EUR   EUR 09/28/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 2.213% 25sep2026, EUR   EUR 09/25/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 2.237% 10may2019, USD   USD 05/10/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 2.241% 26sep2018, USD   USD 09/26/2018 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.*
BP Group (plc), 2.315% 13feb2020, USD   USD 02/13/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
BP Group (plc), 2.5% 6nov2022, USD   USD 11/06/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
BP Group (plc), 2.517% 17feb2021, EUR   EUR 02/17/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 2.518% 16jan2020, USD   USD 01/16/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
BP Group (plc), 2.75% 10may2023, USD   USD 05/10/2023 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
BP Group (plc), 2.972% 27feb2026, EUR   EUR 02/27/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 2.994% 18feb2019, EUR   EUR 02/18/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
BP Group (plc), 3% 14jun2017, CHF   CHF 06/14/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
BP Group (plc), 3.017% 16jan2027, USD   USD 01/16/2027 02/20/2017 **.* *.** 02/20/2017 **.** *.**
BP Group (plc), 3.216% 28nov2023, USD   USD 11/28/2023 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.**
BP Group (plc), 3.224% 14apr2024, USD   USD 04/14/2024 02/20/2017 **.*** *.** 02/20/2017 **.*** *.*
BP Group (plc), 3.245% 6may2022, USD   USD 05/06/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
BP Group (plc), 3.561% 1nov2021, USD   USD 11/01/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 3.588% 14apr2027, USD   USD 04/14/2027 02/20/2017 **.*** *.** 02/20/2017 *** *.**
BP Group (plc), 3.65% 28feb2019, CNY   CNY 02/28/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
BP Group (plc), 3.723% 28nov2028, USD   USD 11/28/2028 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
BP Group (plc), 3.814% 10feb2024, USD   USD 02/10/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 3.83% 6oct2017, EUR   EUR 10/06/2017 02/20/2017 ***.* -*.** 02/20/2017 ***.** -*.**
BP Group (plc), 3.95% 8oct2018, CNY   CNY 10/08/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.*
BP Group (plc), 3.994% 26sep2023, USD   USD 09/26/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 4.154% 1jun2020, EUR   EUR 06/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 4.325% 10dec2018, GBP   GBP 12/10/2018 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
BP Group (plc), 4.5% 1oct2020, USD   USD 10/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
BP Group (plc), 4.742% 11mar2021, USD   USD 03/11/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
BP Group (plc), 4.75% 10mar2019, USD   USD 03/10/2019 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
BP Group (plc), FRN 10may2019, USD   USD 05/10/2019 02/20/2017 **.** * 02/20/2017 ***.** *
BP Group (plc), FRN 14aug2018, USD   USD 08/14/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 04/11/2044 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Brighthouse Group, 7.875% 15may2018, GBP   GBP 05/15/2018 02/20/2017 **.* **.** 02/20/2017 ** **.**
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 02/20/2017 ***.* -*.** 02/20/2017 ***.** -*.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.*
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 02/20/2017 **.** *.** 02/20/2017 **.** *.**
British American Tobacco, 2.125% 7jun2017, USD   USD 06/07/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 02/20/2017 **.** *.** 02/20/2017 **.** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
British American Tobacco, 5.375% 29jun2017, EUR   EUR 06/29/2017 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP (ABS)   GBP 03/12/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
British American Tobacco, FRN 6mar2018, EUR   EUR 03/06/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 02/20/2017 **.** *.** 02/20/2017 **.* *.**
British Land, 1.5% 10sep2017, GBP (Conv.)   GBP 09/10/2017 02/20/2017 *** -*.* 02/20/2017 ***.** -*.**
British Land, 5.006% 24sep2035, GBP (ABS)   GBP 09/24/2035 02/20/2017 *** *.** 02/20/2017 *** *.**
British Land, 5.264% 24sep2035, GBP (ABS)   GBP 09/24/2035 02/20/2017 *** *.** 02/20/2017 *** *.**
British Land, 5.357% 31mar2028, GBP (ABS)   GBP 03/31/2028 02/20/2017 *** *.** 02/20/2017 *** *.**
British Land, 6.75% 31mar2020, GBP (ABS)   GBP 03/31/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
British Land, 9.125% 31dec2020, GBP (ABS)   GBP 12/31/2020 02/20/2017 *** *.** 02/20/2017 *** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.*
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
British Telecommunications, 5.95% 15jan2018, USD   USD 01/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
British Telecommunications, 6.625% 23jun2017, GBP   GBP 06/23/2017 02/20/2017 ***.** *.* 02/20/2017 ***.** -*.**
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
British Telecommunications, FRN 25apr2025   GBP 04/25/2025 02/20/2017 *** * 02/20/2017 *** *
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Broadgate Financing, 4.851% 5apr2033, GBP (ABS)   GBP 04/05/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 02/20/2017 ***.** * 02/20/2017 ***.* *
Broadgate Financing, 4.999% 5oct2033, GBP (ABS)   GBP 10/05/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 02/20/2017 ***.** * 02/20/2017 ***.** *
Broadgate Financing, FRN 5jan2032, GBP (ABS)   GBP 01/05/2030 02/20/2017 **.**** * 02/20/2017 **.*** *
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 07/24/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Bupa, 6.125% perp., GBP   GBP 02/20/2017 ***.* * 02/20/2017 *** *
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Cable & Wireless, 8.625% 25mar2019, GBP   GBP 03/25/2019 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Cabot Credit Management, 10.5% 1aug2020, GBP   GBP 08/01/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 02/20/2017 ***.** *.** 02/20/2017 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 02/20/2017 **.**** * 02/20/2017 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 02/20/2017 **.**** * 02/20/2017 **.**** *
Care UK, FRN 15jan2020, GBP   GBP 01/15/2020 02/20/2017 **.** * 02/20/2017 **.** *
Care UK, FRN 15jul2019, GBP   GBP 07/15/2019 02/20/2017 **.** * 02/20/2017 ***.** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** -*
Carnival, 1.875% 15dec2017, USD   USD 12/15/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 02/20/2017 ***.** * 02/20/2017 ***.** *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 02/20/2017 ***.* * 02/20/2017 ***.* *
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Centrica, 7% 19sep2018, GBP   GBP 09/19/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Channel Link Enterprises Finance (CLEF), FRN 30jun2050, EUR (ABS)   EUR 06/30/2050 02/20/2017 ***.** * 02/20/2017 ***.** *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP (ABS)   GBP 11/12/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 10/11/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 02/20/2017 **.**** * 02/20/2017 **.**** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
CLS Holdings, 5.5% 31dec2019, GBP   GBP 12/31/2019 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 02/20/2017 ***.* * 02/20/2017 ***.* *
Co-Operative Bank, 5.125% 20sep2017, GBP   GBP 09/20/2017 02/20/2017 ** **.** 02/20/2017 **.* **.**
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Coca-Cola European Partners, FRN 26nov2017, EUR   EUR 11/26/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 08/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 07/31/2034 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 02/20/2017 ***.** *.* 02/20/2017 ***.** *
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Coventry Building Society, 2.25% 4dec2017, EUR   EUR 12/04/2017 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Coventry Building Society, 4.625% 19apr2018, GBP (ABS)   GBP 04/19/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 02/20/2017 **.** * 02/20/2017 **.* *
Coventry Building Society, FRN 17mar2020, GBP (ABS)   GBP 03/17/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Covestro, 1% 7oct2021, EUR   EUR 10/07/2021 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Covestro, 1.75% 25sep2024, EUR   EUR 09/25/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Covestro, FRN 10mar2018, EUR   EUR 03/10/2018 02/20/2017 ***.* * 02/20/2017 ***.** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 02/28/2020 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 08/28/2025 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
CPUK Finance, 7% 28aug2020, GBP   GBP 08/28/2020 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *.*
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 02/20/2017 ***.** -*.** 02/20/2017 *** -*.*
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 02/20/2017 ***.* *.* 02/20/2017 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Credit Agricole London, 1.75% 12mar2018, EUR   EUR 03/12/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Credit Agricole London, 1.875% 18oct2017, EUR   EUR 10/18/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Credit Agricole London, 2.125% 17apr2018, USD   USD 04/17/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 02/20/2017 ***.* *.* 02/20/2017 ***.** *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 02/20/2017 ***.* * 02/20/2017 ***.** *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 02/20/2017 ***.**** -*.** 02/20/2017 ***.**** -*.**
Credit Suisse AG (London) Branch, 0.5% 29mar2018, EUR   EUR 03/29/2018 02/20/2017 ***.*** -*.** 02/20/2017 ***.* -*.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 02/20/2017 ***.* -*.** 02/20/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 02/20/2017 **.** * 02/20/2017 **.** *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 02/20/2017 **.** * 02/20/2017 **.** *
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 02/20/2017 **.** * 02/20/2017 **.** *
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 12/03/2020 02/20/2017 **.** * 02/20/2017 ** *
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 02/20/2017 **.** * 02/20/2017 **.** *
Credit Suisse AG (London) Branch, 3% 12oct2026, USD   USD 10/12/2026 02/20/2017 **.** *.** 02/20/2017 ** *.**
Credit Suisse AG (London) Branch, 3.5% 26jan2026, USD   USD 01/26/2026 02/20/2017 **.* *.** 02/20/2017 ***.* *.**
Credit Suisse AG (London) Branch, 3.5% 26nov2025, USD   USD 11/26/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Credit Suisse AG (London) Branch, 4% 7jun2024, USD   USD 06/07/2024 02/20/2017 **.** * 02/20/2017 **.** *
Credit Suisse AG (London) Branch, 4% 7jun2026, GBP   GBP 06/07/2026 02/20/2017 ***.** * 02/20/2017 ***.** *
Credit Suisse AG (London) Branch, 4.3% 29apr2026, USD   USD 04/29/2026 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Credit Suisse AG (London) Branch, 6% 26feb2026, USD   USD 02/26/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Credit Suisse AG (London) Branch, 6% 9jan2027, USD   USD 01/09/2027 02/20/2017 **.** * 02/20/2017 **.* *
Credit Suisse AG (London) Branch, 6.5% 13jul2026, USD   USD 07/13/2026 02/20/2017 **.** * 02/20/2017 **.** *
Credit Suisse AG (London) Branch, 6.5% 14sep2026, AUD   AUD 09/14/2026 02/20/2017 **.** * 02/20/2017 **.* *
Credit Suisse AG (London) Branch, FRN 10nov2017, EUR   EUR 11/10/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 15dec2017, EUR   EUR 12/15/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 02/20/2017 ***.* * 02/20/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 19feb2018, EUR   EUR 02/19/2018 02/20/2017 ***.** * 02/20/2017 ***.*** *
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 02/20/2017 **.** *.** 02/20/2017 ***.* *.**
Credit Suisse AG (London) Branch, FRN 24apr2024, EUR   EUR 04/24/2024 02/20/2017 **.** * 02/20/2017 ***.* *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 02/20/2017 **.** * 02/20/2017 ***.* *
Credit Suisse AG (London) Branch, FRN 30mar2017, EUR   EUR 03/30/2017 02/20/2017 ***.*** * 02/20/2017 ***.** *
Credit Suisse AG (London) Branch, FRN 31oct2019, USD   USD 10/31/2019 02/20/2017 ** * 02/20/2017 ** *
Credit Suisse International, 5.125% 18sep2017, EUR   EUR 09/18/2017 02/20/2017 ***.*** -*.** 02/20/2017 ***.*** -*.**
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 02/20/2017 *** *.** 02/20/2017 ***.* *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Delphi Automotive, 1.5% 10mar2025, EUR   EUR 03/10/2025 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.**
Delphi Automotive, 1.6% 15sep2028, EUR   EUR 09/15/2028 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Delphi Automotive, 3.15% 19nov2020, USD   USD 11/19/2020 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
Delphi Automotive, 4.25% 15jan2026, USD   USD 01/15/2026 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Derby Healthcare, 5.564% 30jun2041, GBP (ABS)   GBP 06/30/2041 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 02/20/2017 ***.* -*.** 02/20/2017 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 12jan2019, EUR (3652D)   EUR 01/12/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 02/20/2017 ** *.** 02/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 21aug2032, ZAR (7305D)   ZAR 08/21/2032 02/20/2017 **.** **.** 02/20/2017 **.** **.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 02/20/2017 ** *.** 02/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 27feb2019, EUR (3652D)   EUR 02/27/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Deutsche Bank AG (London Branch), 0% 4feb2019, EUR (3652D)   EUR 02/04/2019 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 1.35% 30may2017, USD   USD 05/30/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 02/20/2017 **.** *.** 02/20/2017 **.** *
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 02/20/2017 **.** * 02/20/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 09/20/2020 02/20/2017 **.** * 02/20/2017 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Deutsche Bank AG (London Branch), 2.25% 28jun2020, EUR   EUR 06/28/2020 02/20/2017 **.** * 02/20/2017 **.* *
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 06/05/2019 02/20/2017 **.** *.** 02/20/2017 *** *.**
Deutsche Bank AG (London Branch), 2.4% 20sep2020, EUR   EUR 09/20/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Deutsche Bank AG (London Branch), 2.6% 6apr2017, EUR   EUR 04/06/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 02/20/2017 **.** * 02/20/2017 **.** *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 02/20/2017 **.** * 02/20/2017 ** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 02/20/2017 **.** * 02/20/2017 ** *
Deutsche Bank AG (London Branch), 3.08% 27jul2030, EUR   EUR 07/27/2030 02/20/2017 ** * 02/20/2017 ** *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 07/25/2019 02/20/2017 **.** *.** 02/20/2017 *** *.**
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Deutsche Bank AG (London Branch), 6% 1sep2017, USD   USD 09/01/2017 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 02/20/2017 **.* **.** 02/20/2017 **.* **.**
Deutsche Bank AG (London Branch), 7.10% 31jul2017, TRY   TRY 07/31/2017 02/20/2017 **.** **.** 02/20/2017 **.* *.**
Deutsche Bank AG (London Branch), FRN 12jan2019 (Fix-to-Float)   EUR 01/12/2019 02/20/2017 **.* * 02/20/2017 **.* *
Deutsche Bank AG (London Branch), FRN 20sep2020, EUR   EUR 09/20/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 25aug2017, EUR   EUR 08/25/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 28jun2020, EUR   EUR 06/28/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Deutsche Bank AG (London Branch), FRN 30may2017, USD   USD 05/30/2017 02/20/2017 **.* * 02/20/2017 **.** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 02/20/2017 **.** * 02/20/2017 **.* *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 02/20/2017 **.** * 02/20/2017 **.** *
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.*
Diageo, 1.125% 29apr2018, USD   USD 04/29/2018 02/20/2017 **.*** *.** 02/20/2017 **.* *.**
Diageo, 1.5% 11may2017, USD   USD 05/11/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Diageo, 4.85% 15may2018, USD   USD 05/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Diageo, 5.75% 23oct2017, USD   USD 10/23/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 02/20/2017 ***.** * 02/20/2017 ***.** *
Doosan Power Systems, 2.5% 3dec2045, USD   USD 12/03/2045 02/20/2017 **.*** * 02/20/2017 ***.*** *
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 02/20/2017 ***.** * 02/20/2017 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 02/20/2017 ***.** * 02/20/2017 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Eastern Power Networks, FRN 12nov2036   GBP 11/12/2036 02/20/2017 ***.** * 02/20/2017 ***.** *
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 02/20/2017 **.** *.** 02/20/2017 **.* *.**
EBRD, 0% 22jan2026, RUR (3653D)   RUR 01/22/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 02/20/2017 **.** * 02/20/2017 **.** *
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 02/20/2017 **.** *.** 02/20/2017 **.* *.**
EBRD, 0% 7apr2017, ZAR (7305D)   ZAR 04/07/2017 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 02/20/2017 **.* *.** 02/20/2017 **.** *.**
EBRD, 0.5% 13jul2017, BRL   BRL 07/13/2017 02/20/2017 **.** **.** 02/20/2017 **.** **.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 0.5% 20dec2018, AUD   AUD 12/20/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.*
EBRD, 0.5% 20dec2028, CAD   CAD 12/20/2028 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 02/20/2017 **.** *.* 02/20/2017 **.** *.**
EBRD, 0.5% 24jan2018, BRL   BRL 01/24/2018 02/20/2017 **.** **.** 02/20/2017 **.** *.**
EBRD, 0.5% 25may2017, BRL   BRL 05/25/2017 02/20/2017 **.* **.** 02/20/2017 **.** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 02/20/2017 **.** *.* 02/20/2017 **.** *.**
EBRD, 0.75% 1sep2017, USD   USD 09/01/2017 02/20/2017 **.** *.** 02/20/2017 **.** *
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 02/20/2017 **.* *.** 02/20/2017 **.** *.**
EBRD, 1% 15jun2018, USD   USD 06/15/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 1% 17sep2018, USD   USD 09/17/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 1% 19mar2018, USD   USD 03/19/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.*
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.*
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 1.625% 10apr2018, USD   USD 04/10/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 02/20/2017 ***.** *.* 02/20/2017 ***.** *.*
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 02/20/2017 ***.* *.* 02/20/2017 ***.* *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.*
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
EBRD, 10% 5nov2018, ITL (Structured)   ITL 11/05/2018 02/20/2017 **.** * 02/20/2017 **.** *
EBRD, 10% 9nov2018, USD   USD 11/09/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
EBRD, 11% 5feb2024, EUR   EUR 02/05/2024 02/20/2017 ***.** * 02/20/2017 ***.* *
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
EBRD, 12% 5mar2024, EUR   EUR 03/05/2024 02/20/2017 ***.** -*.** 02/20/2017 *** -*.**
EBRD, 2% 1feb2021, USD   USD 02/01/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 4% 11may2017, NOK   NOK 05/11/2017 02/20/2017 ***.** * 02/20/2017 ***.** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 02/20/2017 ***.** * 02/20/2017 ***.** *
EBRD, 5.25% 28feb2017, TRY   TRY 02/28/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
EBRD, 5.625% 15mar2017, INR   INR 03/15/2017 02/20/2017 **.** *.* 02/20/2017 **.** *.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
EBRD, 5.75% 19mar2018, INR   INR 03/19/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUR 07/24/2023 02/20/2017 **.** *.** 02/20/2017 **.* *.**
EBRD, 6.5% 27jun2017, RUR   RUR 06/27/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.*
EBRD, 6.75% 12may2017, RUR   RUR 05/12/2017 02/20/2017 **.** **.** 02/20/2017 **.** *.**
EBRD, 7.25% 22aug2017, IDR   IDR 08/22/2017 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
EBRD, 7.25% 8feb2018, RUR   RUR 02/08/2018 02/20/2017 ** *.** 02/20/2017 **.* *.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
EBRD, 7.5% 29nov2019, RUR   RUR 11/29/2019 02/20/2017 **.* *.** 02/20/2017 ***.** *.**
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 02/20/2017 **.* **.** 02/20/2017 **.** **.**
EBRD, 8.01% 26may2017, BRL   BRL 05/26/2017 02/20/2017 **.** **.** 02/20/2017 **.** **.**
EBRD, 8.58% 28jun2017, BRL   BRL 06/28/2017 02/20/2017 **.** ** 02/20/2017 **.** **.**
EBRD, 9.12% 28sep2017, BRL   BRL 09/28/2017 02/20/2017 **.** **.* 02/20/2017 **.** *.**
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
EBRD, 9.45% 1feb2018, BRL   BRL 02/01/2018 02/20/2017 **.** **.** 02/20/2017 ***.** *.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
EBRD, FRN 18dec2018, ITL   ITL 12/18/2018 02/20/2017 ***.*** -**.** 02/20/2017 ***.*** -**.*
EE Limited, 3.25% 3aug2018, EUR   EUR 08/03/2018 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Elli Investments, 12.25% 15jun2020, GBP   GBP 06/15/2020 02/20/2017 **.** **.** 02/20/2017 **.** **.*
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 02/20/2017 **.** **.** 02/20/2017 **.** *.**
EnQuest, 5.5% 15feb2022, GBP   GBP 02/15/2022 02/20/2017 **.* **.** 02/20/2017 **.** **.**
Enterprise Inns, 6% 6oct2023, GBP   GBP 10/06/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Enterprise Inns, 6.375% 15feb2022, GBP   GBP 02/15/2022 02/20/2017 ***.** *.* 02/20/2017 ***.* *.**
Enterprise Inns, 6.375% 26sep2031, GBP (ABS)   GBP 09/26/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Enterprise Inns, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Enterprise Inns, 6.875% 15feb2021, GBP (ABS)   GBP 02/15/2021 02/20/2017 *** *.** 02/20/2017 *** *.**
Enterprise Inns, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Enterprise Inns, 7.395% 30mar2024, GBP   GBP 03/28/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.*
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 02/20/2017 ***.**** *.** 02/20/2017 ***.*** *.**
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Exchequer Partnership, 5.396% 13jul2036, GBP (ABS)   GBP 07/13/2036 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
FCE Bank, 1.75% 21may2018, EUR   EUR 05/21/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 02/20/2017 ***.* *.** 02/20/2017 ***.* *
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 02/20/2017 ***.** *.** 02/20/2017 *** *.**
FCE Bank, 2.875% 3oct2017, EUR   EUR 10/03/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
FCE Bank, FRN 10feb2018, EUR   EUR 02/10/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
FCE Bank, FRN 11aug2018, EUR   EUR 08/11/2018 02/20/2017 ***.* * 02/20/2017 ***.** *
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 02/20/2017 ***.* * 02/20/2017 ***.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 02/20/2017 **.**** * 02/20/2017 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 02/20/2017 **.**** * 02/20/2017 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 02/20/2017 **.**** * 02/20/2017 **.**** *
First Flexible, FRN 1dec2035, GBP (ABS)   GBP 12/01/2035 02/20/2017 **.**** * 02/20/2017 **.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 02/20/2017 **.**** * 02/20/2017 **.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 02/20/2017 **.**** * 02/20/2017 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 07/31/2021 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.*
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Firstgroup, 8.125% 19sep2018, GBP   GBP 09/19/2018 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Fosse Master Issuer, FRN 18apr2054, GBP (ABS)   GBP 04/18/2054 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Fosse Master Issuer, FRN 18oct2054, GBP   GBP 10/18/2054 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *
G4S, 2.875% 2may2017, EUR   EUR 05/02/2017 02/20/2017 ***.** -* 02/20/2017 ***.** -*.*
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 02/20/2017 ***.** * 02/20/2017 ***.** *.**
Gatwick Airport, 2.625% 7oct2046, GBP   GBP 10/07/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Gatwick Airport, 4.625% 27mar2034, GBP (ABS)   GBP 03/27/2034 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Gatwick Airport, 5.25% 23jan2024, GBP (ABS)   GBP 01/23/2024 02/20/2017 ***.*** *.* 02/20/2017 ***.**** *.**
Gatwick Airport, 6.125% 2mar2026, GBP (ABS)   GBP 03/02/2026 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Gatwick Airport, 6.5% 2mar2041, GBP   GBP 03/02/2041 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
GESB, 8.35% 15nov2018, GBP   GBP 11/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Glaxosmithkline, 0.625% 2dec2019, EUR   EUR 12/02/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Glaxosmithkline, 1.375% 2dec2024, EUR   EUR 12/02/2024 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Glaxosmithkline, 1.5% 8may2017, USD   USD 05/08/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Glaxosmithkline, 2.8% 18mar2023, USD   USD 03/18/2023 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Glaxosmithkline, 2.85% 8may2022, USD   USD 05/08/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Glaxosmithkline, 3.375% 20dec2027, GBP   GBP 12/20/2027 02/20/2017 ***.* *.** 02/20/2017 ***.* *.*
Glaxosmithkline, 4% 16jun2025, EUR   EUR 06/16/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Glaxosmithkline, 4.2% 18mar2043, USD   USD 03/18/2043 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Glaxosmithkline, 4.25% 18dec2045, GBP   GBP 12/18/2045 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
Glaxosmithkline, 5.25% 10apr2042, GBP   GBP 04/10/2042 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Glaxosmithkline, 5.25% 19dec2033, GBP   GBP 12/19/2033 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
Glaxosmithkline, 5.375% 15apr2034, USD   USD 04/15/2034 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Glaxosmithkline, 5.625% 13dec2017, EUR   EUR 12/13/2017 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Glaxosmithkline, 5.65% 15may2018, USD   USD 05/15/2018 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Glaxosmithkline, 6.375% 15may2038, USD   USD 05/15/2038 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Glaxosmithkline, 6.375% 9mar2039, GBP   GBP 03/09/2039 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Global Switch Holdings, 5.5% 18apr2018, EUR   EUR 04/18/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Go-Ahead Group, FRN 29sep2017, GBP   GBP 09/29/2017 02/20/2017 ***.** * 02/20/2017 ***.* *
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Goldman Sachs International, 2% 6dec2020, EUR (Structured)   EUR 06/12/2020 02/20/2017 **.** * 02/20/2017 ** *
Goldman Sachs International, 2.5% 2sep2026, EUR   EUR 09/02/2026 02/20/2017 **.** * 02/20/2017 **.** *
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 02/20/2017 **.** * 02/20/2017 **.** *
Goldman Sachs International, 3% 23jan2025, USD   USD 01/23/2025 02/20/2017 **.* *.** 02/20/2017 **.* *.**
Goldman Sachs International, 3% 26nov2027, EUR   EUR 11/26/2027 02/20/2017 **.* * 02/20/2017 **.* *
Goldman Sachs International, 3.5% 10mar2028, EUR   EUR 03/10/2028 02/20/2017 **.** * 02/20/2017 **.** *
Goldman Sachs International, 3.5% 15sep2025, USD   USD 09/15/2025 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Goldman Sachs International, 3.5% 28apr2023, AUD   AUD 04/28/2023 02/20/2017 ** *.** 02/20/2017 ** *.**
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs International, 4% 13jul2021, NZD   NZD 07/13/2021 02/20/2017 **.* *.** 02/20/2017 ***.** *.**
Goldman Sachs International, 4.25% 22apr2026, USD   USD 04/22/2026 02/20/2017 ** * 02/20/2017 **.* *
Goldman Sachs International, 4.65% 17may2026, USD   USD 05/17/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.*
Goldman Sachs International, 6% 15jan2026, USD   USD 01/15/2026 02/20/2017 **.** * 02/20/2017 **.** *
Goldman Sachs International, 6% 20jan2027, USD   USD 01/20/2027 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs International, 6.25% 20jun2026, USD   USD 06/20/2026 02/20/2017 **.* * 02/20/2017 ** *
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 02/20/2017 ***.* * 02/20/2017 ***.* *
Goldman Sachs International, FRN 17aug2018, EUR   EUR 08/17/2018 02/20/2017 ***.* * 02/20/2017 ***.* *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Goldman Sachs International, FRN 6dec2017, EUR   EUR 12/06/2017 02/20/2017 ***.* * 02/20/2017 ***.**** *
Goodyear Dunlop Tires, 3.75% 15dec2023, EUR   EUR 12/15/2023 02/20/2017 *** *.* 02/20/2017 ***.* *.**
Grainer PLC, 5% 16dec2020, GBP   GBP 12/16/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 02/20/2017 **.**** * 02/20/2017 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 02/20/2017 **.*** * 02/20/2017 **.*** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 02/20/2017 **.**** * 02/20/2017 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP (ABS)   GBP 10/22/2042 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP (ABS)   GBP 11/29/2032 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 02/20/2017 ***.** * 02/20/2017 ***.** *
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 02/20/2017 **.**** * 02/20/2017 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Greensands, 8.5% 15apr2019, GBP (ABS)   GBP 04/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hammerson, 2.75% 26sep2019, EUR   EUR 09/26/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hammerson, 6.875% 31mar2020, GBP   GBP 03/31/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Hansteen (Jersey) Securities, 4% 15jul2018, EUR (Conv.)   EUR 07/15/2018 02/20/2017 ***.** -**.** 02/20/2017 ***.** -**.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 02/20/2017 ***.** * 02/20/2017 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
HBOS, 6.75% 21may2018, USD   USD 05/21/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HBOS, 6.85% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
HBOS, 9.54% perp., GBP   GBP 02/20/2017 ** * 02/20/2017 *** *
Heathrow Airport, 0.5% 17may2024, CHF   CHF 05/17/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Heathrow Airport, 1.5% 11feb2030, EUR (ABS)   EUR 02/11/2030 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Heathrow Airport, 1.875% 23may2022, EUR   EUR 05/23/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Heathrow Airport, 4.221% 6aug2026, GBP   GBP 08/06/2026 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.*
Heathrow Airport, 4.6% 15feb2018, EUR   EUR 02/15/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Heathrow Airport, 4.625% 31oct2046, GBP   GBP 10/31/2046 02/20/2017 ***.* *.* 02/20/2017 ***.* *.*
Heathrow Airport, 5.225% 15feb2023, GBP   GBP 02/15/2023 02/20/2017 ***.** * 02/20/2017 ***.** *.**
Heathrow Airport, 5.375% 2sep2019, GBP   GBP 09/01/2019 02/20/2017 *** *.** 02/20/2017 ***.*** *.**
Heathrow Airport, 5.75% 3mar2025, GBP   GBP 03/03/2025 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Heathrow Airport, 5.875% 13may2041, GBP   GBP 05/13/2041 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Heathrow Airport, 6% 20mar2020, GBP   GBP 03/20/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *
Heathrow Airport, 6.25% 10sep2018, GBP   GBP 09/10/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Heathrow Airport, 6.45% 10dec2033, GBP   GBP 12/10/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Heathrow Airport, 6.75% 3dec2026, GBP   GBP 12/03/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Heathrow Airport, 7.075% 4aug2028, GBP   GBP 08/04/2028 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
Heathrow Airport, 7.125% 14feb2024, GBP   GBP 02/14/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Heathrow Airport, 7.125% 1mar2017, GBP   GBP 03/01/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Heathrow Airport, 9.2% 29mar2021, GBP   GBP 03/29/2021 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Heathrow SP, 2.75% 9aug2049, GBP   GBP 08/09/2049 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Helical Bar, 6% 24jun2020, GBP   GBP 06/24/2020 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Highland Acquisitions, FRN 15sep2020, GBP (ABS)   GBP 09/15/2020 02/20/2017 **.* * 02/20/2017 **.** *
Hiscox, 6.125% 24nov2045, GBP   GBP 11/24/2045 02/20/2017 ***.** * 02/20/2017 ***.** *
Holmes Master Issuer, FRN 15oct2054, A5 (2010)   GBP 10/15/2054 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Holmes Master Issuer, FRN 15oct2054, GBP (ABS)   GBP 10/15/2054 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Holmes Master Issuer, FRN 15oct2054, GBP (ABS)   GBP 10/15/2054 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
HSBC, 1.5% 15may2018, USD   USD 05/15/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
HSBC, 10.176% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
HSBC, 2.318% 15mar2017, EUR   EUR 03/15/2017 02/20/2017 ***.**** *.** 02/20/2017 ***.**** -**.**
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 3.125% 15nov2017, EUR   EUR 11/15/2017 02/20/2017 ***.*** -*.* 02/20/2017 ***.** -*.**
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 02/20/2017 ***.*** -*.* 02/20/2017 ***.** -*.**
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 02/20/2017 ***.*** -*.** 02/20/2017 ***.*** -*.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 4.875% 30may2017, EUR   EUR 05/30/2017 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 5.25% perp., EUR   EUR 02/20/2017 ***.* * 02/20/2017 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 02/20/2017 ***.** * 02/20/2017 ***.** *
HSBC, 5.625% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 02/20/2017 *** *.** 02/20/2017 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 02/20/2017 ***.**** * 02/20/2017 ***.**** *
HSBC, 5.844% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
HSBC, 5.862% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 02/20/2017 ***.* *.** 02/20/2017 ***.* *
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 6.25% 19mar2018, EUR   EUR 03/19/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
HSBC, 6.375% 18oct2022, GBP   GBP 10/18/2022 02/20/2017 ***.* * 02/20/2017 ***.* *
HSBC, 6.375% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.*** *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC, FRN 11feb2021, USD   USD 02/11/2021 02/20/2017 ***.**** * 02/20/2017 ***.**** *
HSBC, FRN 20mar2023 (Step Up)   GBP 03/20/2023 02/20/2017 ***.* * 02/20/2017 ***.* *
HSBC, FRN 21dec2018, EUR   EUR 12/21/2018 02/20/2017 ***.*** * 02/20/2017 ***.*** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 02/20/2017 **.** *.** 02/20/2017 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 02/20/2017 ***.** *.* 02/20/2017 ***.* *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 02/20/2017 **.** *.** 02/20/2017 **.* *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 02/20/2017 *** *.** 02/20/2017 ***.** *.**
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 02/20/2017 ***.** *.** 02/20/2017 *** *.**
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
HSBC Holdings plc, 6% perp., EUR   EUR 02/20/2017 ***.** * 02/20/2017 ***.** *
HSBC Holdings plc, 6.375% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
HSBC Holdings plc, 6.875% perp., USD   USD 02/20/2017 ***.*** * 02/20/2017 ***.*** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
HSS Hire, 6.75% 1aug2019, GBP   GBP 08/01/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
ICICI Bank UK PLC, 2.5% 29sep2017, SGD   SGD 09/29/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.*
Iglo Foods, FRN 15jun2020, EUR   EUR 06/15/2020 02/20/2017 ***.** * 02/20/2017 ***.* *
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Imperial Brands, 2.05% 20jul2018, USD   USD 07/20/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Imperial Brands, FRN 11feb2018   USD 02/11/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Imperial Brands, FRN 11feb2023   USD 02/11/2023 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Imperial Brands, FRN 15mar2024   GBP 03/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Imperial Brands, FRN 17feb2022   GBP 02/17/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Imperial Brands, FRN 28sep2026   GBP 09/28/2026 02/20/2017 ***.* *.* 02/20/2017 ***.* *.*
Imperial Brands, FRN 2dec2019   EUR 12/02/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* -*
Imperial Brands, FRN 4dec2018   GBP 12/04/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Imperial Brands, FRN 5jul2018   EUR 07/05/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/2023 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Innovia, FRN 31mar2020, EUR   EUR 03/31/2020 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Inovyn Finance, 6.25% 15may2021, EUR   EUR 05/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 02/20/2017 **.** **.** 02/20/2017 **.* *.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 02/20/2017 **.** **.** 02/20/2017 **.** **.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 02/20/2017 **.* **.** 02/20/2017 **.* *.**
Interoute Group, 7.375% 15oct2020, EUR   EUR 10/15/2020 02/20/2017 ***.** *.** 02/20/2017 *** *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 02/20/2017 **.* *.** 02/20/2017 **.* *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Investec Bank Plc, 4.2% 10dec2025, GBP (ABS)   GBP 12/10/2025 02/20/2017 **.** * 02/20/2017 ***.** *
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Investec Bank Plc, 5.125% 4jun2050, GBP (ABS)   GBP 06/04/2050 02/20/2017 **.** * 02/20/2017 ** *
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 02/20/2017 ***.** * 02/20/2017 *** *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 02/20/2017 ***.** *.* 02/20/2017 ***.*** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
J Sainsbury, 6.5% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 02/20/2017 ***.* * 02/20/2017 ***.** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 02/20/2017 ** **.** 02/20/2017 ** **.**
Kelda, 5.75% 17feb2020, GBP   GBP 02/17/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.** *.**
Kenrick, FRN 11jan2043, GBP (ABS)   GBP 01/11/2043 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 02/20/2017 *** *.** 02/20/2017 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Ladbrokes, 7.625% 5mar2017, GBP   GBP 03/05/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Lake Bridge International, 8% 2020, GBP (ABS)   GBP 07/23/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Lanark Master Issuer, FRN 22dec2054, GBP (ABS)   GBP 12/22/2054 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 09/29/2025 02/20/2017 ***.** * 02/20/2017 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** -*.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 02/20/2017 **.*** *.** 02/20/2017 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Leeds Building Society, FRN 9feb2018, GBP (ABS)   GBP 02/09/2018 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Leeds Permanent Building Society, 10.5% 16feb2018, GBP   GBP 02/16/2018 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Legal&General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 02/20/2017 ***.* * 02/20/2017 ***.** *
Legal&General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Legal&General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Legal&General Group, 5.875% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Legal&General Group, 6.385% perp., GBP   GBP 02/20/2017 **.** * 02/20/2017 ***.** *
Legal&General Group, FRN 23jul2041, GBP   GBP 07/23/2041 02/20/2017 ***.** * 02/20/2017 ***.** *
Level 3 Communications, 5.375% 15aug2022, USD   USD 08/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Level 3 Communications, 5.75% 1dec2022, USD   USD 12/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Liberty Global, 6.375% 15sep2022, EUR   EUR 09/15/2022 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Liberty Global, 6.75% 15mar2023, EUR   EUR 03/15/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Liverpool Victoria Friendly Society, FRN 22may2043   GBP 05/22/2043 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 02/20/2017 ***.**** -*.** 02/20/2017 ***.**** -*.**
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 02/20/2017 ***.**** -*.** 02/20/2017 ***.**** -*.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
Lloyds Bank, 0.5% 22jul2020, EUR (ABS)   EUR 07/22/2020 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 1.5% 2may2017, GBP   GBP 05/02/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 1.75% 14may2018, USD   USD 05/14/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Lloyds Bank, 1.75% 16mar2018, USD   USD 03/16/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 1.75% 31mar2022, GBP (ABS)   GBP 03/31/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Lloyds Bank, 13% perp., EUR   EUR 02/20/2017 ***.** * 02/20/2017 ***.** *
Lloyds Bank, 13% perp., GBP   GBP 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Lloyds Bank, 2% 17aug2018, USD   USD 08/17/2018 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 4% 25jun2018, EUR   EUR 06/25/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.*** -*.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 02/20/2017 ***.*** -*.** 02/20/2017 ***.*** -*.**
Lloyds Bank, 4.125% 5jun2018, NZD   NZD 06/05/2018 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Lloyds Bank, 4.2% 28mar2017, USD   USD 03/28/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Lloyds Bank, 4.385% perp., EUR   EUR 02/20/2017 ***.** * 02/20/2017 ***.** *
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 02/20/2017 ***.** * 02/20/2017 ***.* *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 6% 8feb2029, GBP   GBP 02/08/2029 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 02/20/2017 ***.*** *.* 02/20/2017 ***.*** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.*
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 7.5% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, 8% perp., GBP   GBP 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 02/20/2017 ***.** * 02/20/2017 ***.*** *
Lloyds Bank, FRN 12feb2024 (Step Up)   EUR 02/12/2024 02/20/2017 ***.** * 02/20/2017 ***.** *
Lloyds Bank, FRN 14jan2019, GBP   GBP 01/14/2019 02/20/2017 **.** * 02/20/2017 ***.** *
Lloyds Bank, FRN 14may2018, USD   USD 05/14/2018 02/20/2017 **.** * 02/20/2017 ***.** *
Lloyds Bank, FRN 16jan2020, GBP   GBP 01/16/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Lloyds Bank, FRN 16mar2018, USD   USD 03/16/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Lloyds Bank, FRN 19jan2018, GBP (ABS)   GBP 01/19/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Lloyds Bank, FRN 21aug2017, EUR   EUR 08/21/2017 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 02/20/2017 **.**** * 02/20/2017 **.**** *
Lloyds Bank, FRN 22mar2017, GBP   GBP 03/22/2017 02/20/2017 ***.*** * 02/20/2017 ***.** *
Lloyds Bank, FRN 4dec2020, EUR   EUR 12/04/2020 02/20/2017 **.** * 02/20/2017 **.** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 02/20/2017 ***.** * 02/20/2017 ***.*** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 02/20/2017 **.** * 02/20/2017 **.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Lloyds Banking Group, 6.367% perp., GBP   GBP 02/20/2017 ** * 02/20/2017 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 02/20/2017 ***.** * 02/20/2017 ***.** *
Lloyds Banking Group, 7% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.* *
Lloyds Banking Group, FRN perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 02/20/2017 ***.* * 02/20/2017 ***.** *
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP (ABS)   GBP 12/05/2033 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP (ABS)   GBP 01/27/2040 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 02/20/2017 ***.** * 02/20/2017 ***.** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Marks&Spencer, 6.25% 1dec2017, USD   USD 12/01/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 02/20/2017 ** * 02/20/2017 **.**** *
Marstons Issuer, FRN 15jul2032 (Step Up)   GBP 07/15/2032 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Marstons Issuer, FRN 15jul2035 (Step Up)   GBP 07/15/2035 02/20/2017 **.**** * 02/20/2017 **.**** *
Marstons Issuer, FRN 15oct2027 (Step Up)   GBP 10/15/2027 02/20/2017 **.** * 02/20/2017 ***.**** *
Matalan Finance, 6.875% 1jun2019, GBP   GBP 06/01/2019 02/20/2017 **.** **.* 02/20/2017 **.** **.**
Matalan Finance, 8.875% 1jun2020, GBP   GBP 06/01/2020 02/20/2017 **.* **.* 02/20/2017 **.** **.**
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 01/12/2032 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 01/12/2032 02/20/2017 ***.*** *.* 02/20/2017 ***.**** *.**
MEIF Renewable Energy UK, 6.75% 1feb2020, GBP   GBP 02/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Merseylink, 3.842% 31mar2043, GBP   GBP 03/31/2043 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 02/20/2017 ***.** *.** 02/20/2017 *** *.**
Moat Homes Finance, 5% 23sep2041, GBP (ABS)   GBP 09/23/2041 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Mondi, 1.5% 15apr2024, EUR   EUR 04/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *
Mondi, 3.375% 28sep2020, EUR   EUR 09/28/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 02/20/2017 **.* * 02/20/2017 **.* *
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.*
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Motability Operations, 3.75% 29nov2017, EUR   EUR 11/29/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.*
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 02/20/2017 ***.** *.** 02/20/2017 *** *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Moy Park, 6.25% 29may2021, GBP   GBP 05/29/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
National Grid, 1.875% 6aug2018, GBP   GBP 08/06/2018 02/20/2017 **.* *.** 02/20/2017 ***.** -*.*
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
National Grid, 5% 2jul2018, EUR   EUR 07/02/2018 02/20/2017 ***.** -*.* 02/20/2017 ***.** -*.**
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
National Grid, FRN 06oct2021   GBP 10/06/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
National Grid, FRN 18jun2073 (Step Up)   GBP 06/18/2073 02/20/2017 ***.* * 02/20/2017 ***.* *
National Grid, FRN 18jun2076 (Step Up)   EUR 06/18/2076 02/20/2017 ***.*** * 02/20/2017 ***.*** *
National Grid Electricity Transmission, 2.983% 8jul2018, GBP   GBP 07/08/2018 02/20/2017 ***.*** * 02/20/2017 ***.*** *
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 02/20/2017 *** *.** 02/20/2017 *** *.**
National Grid Electricity Transmission, 7.375% 13jan2031, GBP   GBP 01/13/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 02/20/2017 ***.*** * 02/20/2017 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 02/20/2017 **.** *.* 02/20/2017 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 02/20/2017 **.** *.** 02/20/2017 **.** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 02/20/2017 **.** *.* 02/20/2017 **.** *.**
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 02/20/2017 **.** *.** 02/20/2017 **.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 02/20/2017 **.** *.* 02/20/2017 **.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
National Grid Gas, 6% 13may2038, GBP   GBP 05/13/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
National Grid Gas, 6% 7jun2017, GBP   GBP 06/07/2017 02/20/2017 ***.* *.* 02/20/2017 ***.* -*.**
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
National Grid Gas, 8.75% 27jun2025, GBP   GBP 06/27/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
National Westminster Bank, 11.5% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.* *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
National Westminster Bank, FRN perp.   EUR 02/20/2017 ** * 02/20/2017 **.* *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR (ABS)   EUR 07/30/2020 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** -*.**
Nationwide Building Society, 0.625% 25mar2027, EUR (ABS)   EUR 03/25/2027 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.*** -*.**
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR (ABS)   EUR 10/29/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR (ABS)   EUR 06/05/2034 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.*
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 02/20/2017 **.** *.** 02/20/2017 ***.** *.*
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
Nationwide Building Society, 3.125% 3apr2017, EUR (ABS)   EUR 04/03/2017 02/20/2017 ***.*** -*.** 02/20/2017 ***.* -*.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Nationwide Building Society, 4.125% 20mar2023, EUR   EUR 03/20/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
Nationwide Building Society, 4.375% 28feb2022, EUR (ABS)   EUR 02/28/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR (ABS)   EUR 02/08/2021 02/20/2017 ***.** *.** 02/20/2017 ***.*** *
Nationwide Building Society, 5.625% 28jan2026, GBP (ABS)   GBP 01/28/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Nationwide Building Society, 6.024% perp., GBP   GBP 02/20/2017 ** * 02/20/2017 *** *
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.* *
Nationwide Building Society, 8.625% 29mar2018, GBP   GBP 03/29/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Nationwide Building Society, FRN 17jul2017, GBP   GBP 07/17/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Nationwide Building Society, FRN 23mar2018, EUR   EUR 03/23/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 04/25/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Nationwide Building Society, FRN 27apr2018, GBP (ABS)   GBP 04/27/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 02/20/2017 ***.*** * 02/20/2017 ***.*** *
NATS (En Route), 5.25% 31mar2026, GBP (ABS)   GBP 03/31/2026 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Network Rail Infrastructure Finance, 0.75% 3oct2017, USD   USD 10/03/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Network Rail Infrastructure Finance, 0.875% 15may2018, USD   USD 05/15/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Network Rail Infrastructure Finance, 1% 7dec2017, GBP   GBP 12/07/2017 02/20/2017 ***.** *.** 02/20/2017 ***.* -*.**
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 02/20/2017 ***.** * 02/20/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 02/20/2017 ***.** * 02/20/2017 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
New look finance, 6.5% 1jul2022, GBP (ABS)   GBP 07/01/2022 02/20/2017 ** *.** 02/20/2017 ** *.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 02/20/2017 **.* **.** 02/20/2017 ** **.**
New look finance, FRN 1jul2022, EUR (ABS)   EUR 07/01/2022 02/20/2017 **.** * 02/20/2017 **.** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 05/04/2035 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Northern Ireland Electricity Networks, 6.875% 18sep2018, GBP   GBP 09/18/2018 02/20/2017 ***.**** *.** 02/20/2017 ***.* *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 02/20/2017 ***.**** *.** 02/20/2017 ***.*** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Northumbrian Water, 6% 11oct2017, GBP   GBP 10/11/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP (ABS)   GBP 12/20/2032 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 02/20/2017 ***.**** * 02/20/2017 ***.**** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP (ABS)   GBP 07/07/2042 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
NRAM, 6.375% 2dec2019, GBP   GBP 12/02/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
NYSE Euronext, 2% 5oct2017, USD   USD 10/05/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *
Old Mutual, 8% 3jun2021, GBP   GBP 06/03/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
OM Asset Managment, 4.8% 27jul2026, USD   USD 07/27/2026 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 02/20/2017 ***.** * 02/20/2017 ***.** *
Paragon Group, FRN 20apr2017, GBP   GBP 04/20/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Paragon Mortgages, FRN 15apr2035, EUR (ABS)   EUR 04/15/2035 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15apr2035, GBP (ABS)   GBP 04/15/2035 02/20/2017 **.*** * 02/20/2017 **.*** *
Paragon Mortgages, FRN 15apr2044, GBP (ABS)   GBP 04/15/2044 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 02/20/2017 **.*** * 02/20/2017 **.*** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 02/20/2017 **.*** * 02/20/2017 **.*** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 02/20/2017 **.*** * 02/20/2017 **.*** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 02/20/2017 **.**** * 02/20/2017 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 02/20/2017 **.**** * 02/20/2017 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Peabody Capital, 4.625% 12dec2053, GBP   GBP 12/12/2053 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.*
Peabody Capital, 5.25% 17mar2043, GBP (ABS)   GBP 03/17/2043 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 02/20/2017 ***.* *.* 02/20/2017 ***.** *.*
Phoenix Group, 5.5% 10jul2017, GBP   GBP 07/10/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Places for People Homes, 1% 31jan2022, GBP   GBP 01/31/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
Places for People Homes, 4.25% 15dec2023, GBP   GBP 12/15/2023 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Places for People Homes, 5.09% 31jul2043, GBP   GBP 07/31/2024 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Places for People Homes, 5.875% 23may2031, GBP   GBP 05/23/2031 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Places for People Homes, 6.625% 30sep2038, GBP   GBP 09/30/2038 02/20/2017 ***.**** * 02/20/2017 ***.**** *.*
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Preferred Residential Securities, FRN 15dec2041, GBP (ABS)   GBP 12/15/2041 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Preferred Residential Securities, FRN 15dec2042, EUR (ABS)   EUR 12/15/2042 02/20/2017 **.*** * 02/20/2017 **.*** *
Premier Foods Investments, 6.5% 15mar2021, GBP   GBP 03/15/2021 02/20/2017 **.** *.** 02/20/2017 ***.*** *.**
Premier Foods Investments, FRN 15mar2020, GBP   GBP 03/16/2020 02/20/2017 **.** * 02/20/2017 ***.*** *
Premier Oil, 2.5% 27jul2018, USD (Conv.)   USD 07/27/2018 02/20/2017 **.* **.* 02/20/2017 **.* *.**
Premier Oil, 5% 11dec2020, GBP   GBP 12/11/2020 02/20/2017 **.* *.* 02/20/2017 **.** *.**
Premier Transmission, 5.202% 31mar2030, GBP (ABS)   GBP 03/31/2030 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Provident Financial, 7% 4oct2017, GBP   GBP 10/04/2017 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 02/20/2017 *** *.** 02/20/2017 *** *.**
Provident Financial, FRN 4mar2018, GBP   GBP 03/04/2018 02/20/2017 **.**** * 02/20/2017 **.**** *
Prudential, 1.375% 19jan2018, GBP   GBP 01/19/2018 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 02/20/2017 ***.** * 02/20/2017 ***.** *
Prudential, 4.375% perp., USD   USD 02/20/2017 **.** * 02/20/2017 **.*** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 02/20/2017 **.** * 02/20/2017 ***.** *
Prudential, 5.25% perp., USD   USD 02/20/2017 *** * 02/20/2017 ***.** *
Prudential, 5.25% perp., USD   USD 02/20/2017 **.** * 02/20/2017 ***.** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Prudential, 6.5% perp., USD   USD 02/20/2017 ***.* * 02/20/2017 ***.*** *
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Prudential, 7.75% perp., USD   USD 02/20/2017 ***.* * 02/20/2017 ***.** *
Prudential, FRN 19dec2063 (Step-up)   GBP 12/19/2063 02/20/2017 ***.* * 02/20/2017 ***.* *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Punch Taverns Finance, FRN 15oct2017, GBP (ABS)   GBP 10/15/2027 02/20/2017 **.* * 02/20/2017 ***.** *
Quadrant Housing Finance, 4.94% 10feb2033, GBP (ABS)   GBP 02/10/2033 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *
RAC Bond, 4.565% 6may2023, GBP   GBP 05/06/2023 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
RAC Bond, 4.87% 6may2026, GBP   GBP 05/06/2026 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 02/20/2017 **.**** *.** 02/20/2017 ***.**** *.**
RBS, 0% 5mar2017, GBP (1826D)   GBP 03/05/2017 02/20/2017 **.**** *.** 02/20/2017 **.**** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
RBS, 1.875% 31mar2017, USD   USD 03/31/2017 02/20/2017 **.** *.** 02/20/2017 ***.** -*.**
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
RBS, 2.8% 3may2017, EUR   EUR 05/03/2017 02/20/2017 **.** * 02/20/2017 **.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 02/20/2017 ***.** * 02/20/2017 ***.*** *
RBS, 3.875% 19oct2020, EUR (ABS)   EUR 10/19/2020 02/20/2017 ***.*** * 02/20/2017 ***.*** -*.**
RBS, 4.125% 15jan2018, EUR (ABS)   EUR 01/15/2018 02/20/2017 *** -*.* 02/20/2017 ***.*** -*.**
RBS, 4.2% 29oct2017, EUR   EUR 10/29/2017 02/20/2017 **.** * 02/20/2017 ***.** *
RBS, 4.25% 30sep2017, EUR   EUR 09/30/2017 02/20/2017 **.** * 02/20/2017 ***.** *
RBS, 4.25% 31aug2017, EUR   EUR 08/31/2017 02/20/2017 **.** * 02/20/2017 ***.** *
RBS, 4.5% 30nov2020, EUR   EUR 11/30/2020 02/20/2017 ***.* * 02/20/2017 ***.** *
RBS, 4.7% 3jul2018, USD   USD 07/03/2018 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 02/20/2017 ***.* *.* 02/20/2017 *** *.**
RBS, 5.00% 21feb2019, USD   USD 02/21/2019 02/20/2017 *** *.** 02/20/2017 *** *.**
RBS, 5.125% 13jan2024, GBP (ABS)   GBP 01/13/2024 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 02/20/2017 ***.** *.** 02/20/2017 *** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
RBS, 5.5% perp., EUR   EUR 02/20/2017 **.* * 02/20/2017 **.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
RBS, 5.65% 18oct2017, NOK   NOK 10/18/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
RBS, 6% 17may2017, GBP   GBP 05/17/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
RBS, 6% 19dec2023, USD   USD 12/19/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 02/20/2017 ***.*** *.* 02/20/2017 ***.** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
RBS, 6.50% 30sep2017, EUR   EUR 09/30/2017 02/20/2017 **.** * 02/20/2017 ***.** *
RBS, 6.625% 17sep2018, GBP   GBP 09/17/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
RBS, 6.934% 9apr2018, EUR   EUR 04/09/2018 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
RBS, 6.99% perp., USD   USD 02/20/2017 *** * 02/20/2017 ***.** *
RBS, 7.092% perp., EUR   EUR 02/20/2017 **.* * 02/20/2017 **.* *
RBS, 7.375% perp., GBP   GBP 02/20/2017 ** * 02/20/2017 ** *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
RBS, 7.5% perp., USD   USD 02/20/2017 **.** * 02/20/2017 **.** *
RBS, 8% perp., USD   USD 02/20/2017 **.** * 02/20/2017 ** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
RBS, 9.5% 16mar2022, USD   USD 03/16/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
RBS, 9.5% perp., GBP   GBP 02/20/2017 ***.*** * 02/20/2017 ***.*** *
RBS, FRN 16mar2022-2 (Step Up)   EUR 03/16/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
RBS, FRN 23apr2023, EUR   EUR 04/23/2023 02/20/2017 ***.** * 02/20/2017 ***.** *
RBS, FRN 23oct2017, EUR   EUR 10/23/2017 02/20/2017 **.** * 02/20/2017 **.** *
RBS Group PLC, 3.87% 12sep2023, USD   USD 09/12/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
RBS Group PLC, 8.625% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.** *
RBS Group PLC, FRN 14jun2022, EUR   EUR 06/14/2022 02/20/2017 **.** * 02/20/2017 **.** *
RELX, 2.5% 24sep2020, EUR (ABS)   EUR 09/24/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
RELX, FRN 20may2017, EUR   EUR 05/20/2017 02/20/2017 ***.** * 02/20/2017 ***.** *
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
RELX (Investments), 7% 11dec2017, GBP   GBP 12/11/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 04/30/2025 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Rio Tinto, 2.875% 21aug2022, USD   USD 08/21/2022 02/20/2017 ***.** *.** 02/20/2017 *** *.*
Rio Tinto, 3.5% 22mar2022, USD   USD 03/22/2022 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Rio Tinto, 3.5% 2nov2020, USD   USD 11/02/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Rio Tinto, 3.75% 20sep2021, USD   USD 09/20/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Rio Tinto, 4.125% 20may2021, USD   USD 05/20/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 02/20/2017 ** *.** 02/20/2017 ** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 02/20/2017 ***.** *.** 02/20/2017 *** *.**
Rio Tinto, 9% 1may2019, USD   USD 05/01/2019 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Riverside Group, 3.875% 5dec2044, GBP (ABS)   GBP 12/05/2044 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
RMAC, FRN 12dec2036, GBP (ABS)   GBP 12/12/2036 02/20/2017 **.**** * 02/20/2017 **.**** *
RMAC, FRN 12jun2037, EUR (ABS)   EUR 06/12/2037 02/20/2017 **.*** * 02/20/2017 **.*** *
RMAC, FRN 12jun2037, GBP (ABS)   GBP 06/12/2037 02/20/2017 **.**** * 02/20/2017 **.**** *
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Rothschild, 9% perp., GBP   GBP 02/20/2017 *** * 02/20/2017 *** *
Rothschild, FRN perp., EUR   EUR 02/20/2017 **.** * 02/20/2017 **.** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 02/20/2017 **.** *.** 02/20/2017 **.*** *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 1.125% 21aug2017, USD   USD 08/21/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Royal Dutch Shell, 1.25% 10nov2017, USD   USD 11/10/2017 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 02/20/2017 ***.*** *.** 02/20/2017 ***.** *
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 02/20/2017 **.*** *.** 02/20/2017 **.** *.**
Royal Dutch Shell, 1.9% 10aug2018, USD   USD 08/10/2018 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 02/20/2017 **.** *.* 02/20/2017 **.** *.*
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 02/20/2017 **.* *.** 02/20/2017 ***.*** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 4.375% 14may2018, EUR   EUR 05/14/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.*** -*.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 4.625% 22may2017, EUR   EUR 05/22/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Royal Dutch Shell, 5.2% 22mar2017, USD   USD 03/22/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Royal Dutch Shell, FRN 10may2017, USD   USD 05/10/2017 02/20/2017 **.** * 02/20/2017 ***.** *
Royal Dutch Shell, FRN 10nov2018, USD   USD 11/10/2018 02/20/2017 ***.** * 02/20/2017 ***.** *
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 02/20/2017 ***.* * 02/20/2017 ***.** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 02/20/2017 ***.** * 02/20/2017 ***.** *
RSA Insurance Group, 6.701% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
RSA Insurance Group, FRN 20may2039   GBP 05/20/2039 02/20/2017 ***.** * 02/20/2017 ***.** *
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *
Sanctuary Capital, 5% 26apr2047, GBP (ABS)   GBP 04/26/2047 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 02/20/2017 **.** *.* 02/20/2017 **.** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 02/20/2017 **.** * 02/20/2017 **.** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 02/20/2017 **.** * 02/20/2017 ***.** *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 10/01/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 5.625% perp., EUR   EUR 02/20/2017 *** * 02/20/2017 ***.** *
Scottish & Southern Energy (SSE), 5.625% perp., USD   USD 02/20/2017 ***.* * 02/20/2017 ***.** *
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
SeaDrill, 5.625% 15sep2017, USD   USD 09/15/2017 02/20/2017 **.** ***.** 02/20/2017 **.** ***.**
SeaDrill, 6.125% 15sep2020, USD   USD 09/15/2020 02/20/2017 ** **.** 02/20/2017 **.* **.**
Segro, 5.5% 20jun2018, GBP   GBP 06/20/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Segro, 5.625% 7dec2020, GBP   GBP 12/07/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Segro, 6% 30sep2019, GBP   GBP 09/30/2019 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 02/20/2017 ***.* * 02/20/2017 ***.** *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 02/20/2017 ***.* *.** 02/20/2017 ***.* *.*
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Severn Trent, 6% 22jan2018, GBP   GBP 01/22/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 02/20/2017 *** *.** 02/20/2017 *** *.**
Shanks Group, 4.23% 2019, EUR   EUR 07/30/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sigma Finance Corp, 1.75% 21sep2011, CHF   CHF 09/21/2011 02/20/2017 *.** * 02/20/2017 *.* *
Sigma Finance Corp, 2.375% 29jul2009, CHF (ABS)   CHF 07/29/2009 02/20/2017 *.** * 02/20/2017 *.* *
Sigma Finance Corp, FRN 6feb2009, CHF (ABS)   CHF 02/06/2009 02/20/2017 *.** * 02/20/2017 *.** *
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 02/20/2017 **.** *.** 02/20/2017 ** *.**
Silverstone Master Issuer, FRN 21jan2055, GBP (ABS)   GBP 01/21/2055 02/20/2017 ***.**** * 02/20/2017 ***.**** *
Skipton Building Society, FRN 18jan2018, GBP   GBP 01/18/2018 02/20/2017 **.**** * 02/20/2017 ***.**** *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Sky plc, 3.75% 16sep2024, USD   USD 09/16/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sky plc, 5.75% 20oct2017, GBP   GBP 10/20/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Smiths Group, 4.125% 5may2017, EUR   EUR 05/05/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 02/20/2017 ***.** * 02/20/2017 ***.** *
Society of Lloyds, 7.421% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Soho House Bond Ltd, 9.125% 1oct2018, GBP   GBP 10/01/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 02/20/2017 ***.** *.** 02/20/2017 ***.* *.*
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 02/20/2017 ***.* *.** 02/20/2017 ***.**** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *.*
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Southern Gas Networks, 5.125% 2nov2018, GBP   GBP 11/02/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 02/20/2017 **.**** * 02/20/2017 **.**** *
Southern Pacific Financing, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 02/20/2017 **.*** * 02/20/2017 **.*** *
Southern Pacific Securities, FRN 10dec2042, GBP (ABS)   GBP 12/10/2042 02/20/2017 **.**** * 02/20/2017 **.**** *
Southern Water Services, 4.5% 31mar2038, GBP   GBP 03/31/2038 02/20/2017 ***.** * 02/20/2017 ***.** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 02/20/2017 ***.** *.* 02/20/2017 ***.** *.*
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 02/20/2017 ***.**** *.** 02/20/2017 ***.*** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *.*
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 02/20/2017 ***.** *.** 02/20/2017 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP (ABS)   GBP 06/01/2043 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP (ABS)   GBP 09/10/2039 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 02/20/2017 **.** *.** 02/20/2017 **.** *.**
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 11/07/2019 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 02/20/2017 **.** *.** 02/20/2017 **.*** *.*
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 02/20/2017 ***.*** * 02/20/2017 ***.** *.**
Standard Chartered Bank, 4.1% 23may2018, CNY   CNY 05/23/2018 02/20/2017 **.* *.** 02/20/2017 **.** *.*
Standard Chartered Bank, 4.25% 9may2018, CNY   CNY 05/09/2018 02/20/2017 **.* *.** 02/20/2017 ***.** *.**
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Standard Chartered Bank, 5.25% 10apr2023, SGD   SGD 04/10/2023 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Standard Chartered Bank, 6.4% 26sep2017, USD   USD 09/26/2017 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Standard Chartered Bank, 7.75% perp., USD (Conv.)   USD 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Standard Chartered Plc, 1.7% 17apr2018, USD   USD 04/17/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Standard Chartered Plc, 1.75% 29oct2017, EUR   EUR 10/29/2017 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 02/20/2017 ***.** * 02/20/2017 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 02/20/2017 ***.* *.** 02/20/2017 ***.** *.*
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.*** -*.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Standard Chartered Plc, 4.4% 21jan2026, SGD   SGD 01/23/2026 02/20/2017 ***.** * 02/20/2017 ***.*** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 02/20/2017 **.*** *.** 02/20/2017 ***.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Standard Chartered Plc, 5.875% 26sep2017, EUR   EUR 09/26/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Standard Chartered Plc, 6.409% perp., USD   USD 02/20/2017 **.* * 02/20/2017 ** *
Standard Chartered Plc, 6.5% perp., USD   USD 02/20/2017 **.** * 02/20/2017 **.** *
Standard Chartered Plc, 7.014% perp., USD   USD 02/20/2017 ***.** * 02/20/2017 ***.* *
Standard Chartered Plc, 7.75% 3apr2018, GBP   GBP 04/03/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Standard Chartered Plc, FRN 12jul2022 (STEP-UP)   USD 07/12/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
Standard Chartered Plc, FRN 13jun2017, EUR   EUR 06/13/2017 02/20/2017 ***.*** * 02/20/2017 ***.*** *
Standard Chartered Plc, FRN 17apr2018, USD   USD 04/17/2018 02/20/2017 **.**** * 02/20/2017 ***.**** *
Standard Chartered Plc, FRN perp., USD   USD 02/20/2017 ** * 02/20/2017 ** *
Standard Life, 6.546% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Standard Life, 6.75% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP (ABS)   GBP 09/26/2026 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.*
Stonegate Pub, 5.75% 15apr2019, GBP   GBP 04/15/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Stretford 79, 6.25% 15jul2021, GBP   GBP 07/15/2021 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Stretford 79, 6.75% 15jul2024, GBP   GBP 07/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Stretford 79, FRN 15jul2020, GBP   GBP 07/15/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Sutton and East Surrey Water, 2.874% 31may2031, GBP (ABS)   GBP 05/31/2031 02/20/2017 ***.**** * 02/20/2017 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Swan Housing Group, 3.625% 5mar2048, GBP (ABS)   GBP 03/05/2048 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
T.H.F.C, 5.125% 21dec2037, GBP (ABS)   GBP 12/21/2035 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *
T.H.F.C, 6.35% 8jul2041, GBP (ABS)   GBP 07/08/2039 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.*
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Telereal, 5.3887% 10dec2031, GBP (ABS)   GBP 12/10/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Telereal, 5.4252% 10dec2031, GBP (ABS)   GBP 12/10/2031 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, 1% 16dec2019, GBP   GBP 12/16/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
Tesco, 1.25% 13nov2017, EUR   EUR 11/13/2017 02/20/2017 ***.* *.** 02/20/2017 ***.** -*.**
Tesco, 1.375% 1jul2019, EUR   EUR 07/01/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 02/20/2017 ***.** -*.** 02/20/2017 *** -*.**
Tesco, 3.375% 2nov2018, EUR   EUR 11/02/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Tesco, 5.2% 24aug2018, GBP   GBP 08/24/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 02/20/2017 **.** *.* 02/20/2017 ** *.*
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 02/20/2017 **.** *.** 02/20/2017 ***.**** *.*
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, 6.125% 24feb2022, GBP   GBP 02/24/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Tesco, FRN 24mar2036, GBP   GBP 03/24/2036 02/20/2017 *** * 02/20/2017 *** *
Thames Water, 3.5% 25feb2028, GBP   GBP 02/25/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *
Thames Water, 4% 19jun2025, GBP   GBP 06/19/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Thames Water, 4.625% 4jun2046, GBP (ABS)   GBP 06/04/2046 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 09/28/2037 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Thames Water, 5.5% 11feb2041, GBP   GBP 02/11/2041 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 02/20/2017 ***.** * 02/20/2017 ***.** *
Thames Water, 5.875% 15jul2022, GBP (ABS)   GBP 07/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Thames Water, 6.5% 9feb2032, GBP   GBP 02/09/2032 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Thames Water, 6.75% 16nov2028, GBP   GBP 11/16/2028 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Thames Water, 7.75% 1apr2019, GBP (ABS)   GBP 04/01/2019 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 02/20/2017 **.** *.** 02/20/2017 ***.* *.*
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 07/27/2035 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
The Standard Life group, 5.5% 4dec2042, GBP   GBP 12/04/2042 02/20/2017 ***.** * 02/20/2017 ***.** *
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Thomas Cook Group, 6.75% 15jun2021, EUR   EUR 06/15/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Thomson Reuters, 1.3% 23feb2017, USD   USD 02/23/2017 02/20/2017 **.** *.** 02/20/2017 ***.** -*.**
Thomson Reuters, 1.65% 29sep2017, USD   USD 09/29/2017 02/20/2017 **.** *.** 02/20/2017 ***.*** *.**
Thomson Reuters, 3.85% 29sep2024, USD   USD 09/29/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 09/30/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 11/23/2023 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Thomson Reuters, 4.5% 23may2043, USD   USD 05/23/2043 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Thomson Reuters, 4.7% 15oct2019, USD   USD 10/15/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Thomson Reuters, 5.65% 23nov2043, USD   USD 11/23/2043 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Thomson Reuters, 5.85% 15apr2040, USD   USD 04/15/2040 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.**
Together Housing Finance, 4.5% 17dec2042, GBP (ABS)   GBP 12/17/2042 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
TP ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
TP ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
TP ICAP, FRN 31jul2018, GBP   GBP 07/31/2018 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Transport for London, 1.25% 21nov2017, GBP   GBP 11/21/2017 02/20/2017 **.** *.** 02/20/2017 ***.** -*.**
Transport for London, 2.125% 24apr2025, GBP   GBP 04/24/2025 02/20/2017 *** *.* 02/20/2017 ***.* *.**
Transport for London, 2.25% 9aug2022, GBP   GBP 08/09/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Transport for London, 2.474% 30apr2030, GBP   GBP 04/30/2030 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Transport for London, 3.625% 15may2045, GBP   GBP 05/15/2045 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Transport for London, 3.875% 23jul2042, GBP   GBP 07/23/2042 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Transport for London, 4% 12sep2033, GBP   GBP 09/12/2033 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Transport for London, 4% 7apr2064, GBP   GBP 04/07/2064 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Travelex, 8% 1aug2018, GBP   GBP 08/01/2018 02/20/2017 *** *.** 02/20/2017 ***.* *.**
Travelodge Hotels, 8.5% 15may2023, GBP   GBP 05/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 09/15/2021 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Travis Perkins, 4.5% 7sep2023, GBP   GBP 09/07/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 05/26/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.*
Trinity Acquisition, 3.5% 15sep2021, USD   USD 09/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Trinity Acquisition, 4.4% 15mar2026, USD   USD 03/15/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
TSL Education, 6.75% 15jul2020, GBP   GBP 07/15/2020 02/20/2017 **.** **.** 02/20/2017 **.** **.**
TSL Education, FRN 15jul2020, GBP   GBP 07/15/2020 02/20/2017 **.**** * 02/20/2017 **.**** *
Tullett Prebon plc, 5.25% 11jun2019, GBP   GBP 06/11/2019 02/20/2017 ***.** *.* 02/20/2017 ***.* *.*
Tullow Oil, 6% 1nov2020, USD   USD 11/01/2020 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Tullow Oil, 6.25% 15apr2022, USD   USD 04/15/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Twinkle Pizza, 6.625% 1aug2021, GBP   GBP 08/01/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 08/01/2022 02/20/2017 **.** *.* 02/20/2017 ** *.**
UBS AG, London Branch, 0.5% 15may2018, EUR   EUR 05/15/2018 02/20/2017 ***.*** -*.** 02/20/2017 ***.*** -*.*
UBS AG, London Branch, 1.125% 30jun2020, EUR   EUR 06/30/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
UBS AG, London Branch, 1.25% 3sep2021, EUR   EUR 09/03/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
UBS AG, London Branch, 2.25% 30mar2017, USD (ABS)   USD 03/30/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
UBS AG, London Branch, 3.5% 15sep2020, EUR   EUR 09/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
UBS AG, London Branch, 3.50% 1apr2021, EUR   EUR 04/01/2021 02/20/2017 ***.** * 02/20/2017 ***.** *
UBS AG, London Branch, 3.875% 2dec2019, EUR (ABS)   EUR 12/02/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.*** -*.**
UBS AG, London Branch, 4% 8apr2022, EUR (ABS)   EUR 04/08/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
UBS AG, London Branch, 6% 18apr2018, EUR   EUR 04/18/2018 02/20/2017 ***.** -*.** 02/20/2017 ***.** -*.**
UBS AG, London Branch, 6.625% 11apr2018, GBP   GBP 04/11/2018 02/20/2017 ***.* *.** 02/20/2017 ***.* *.*
UBS AG, London Branch, FRN 14aug2019, USD   USD 08/14/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
UBS AG, London Branch, FRN 15may2017, EUR   EUR 05/15/2017 02/20/2017 ***.*** * 02/20/2017 ***.*** *
UBS AG, London Branch, FRN 20apr2022, EUR   EUR 04/20/2022 02/20/2017 ***.** * 02/20/2017 ***.** *
UBS AG, London Branch, FRN 23nov2025, EUR   EUR 11/23/2025 02/20/2017 ***.** * 02/20/2017 ***.** *
UBS AG, London Branch, FRN 24nov2020, EUR   EUR 11/24/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
UK Department of Transport, 4.5% 7dec2028, GBP (ABS)   GBP 12/07/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
UK Department of Transport, 4.5% 7dec2038, GBP   GBP 12/07/2038 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
UK Department of Transport, 5.234% 2may2035, GBP (ABS)   GBP 05/02/2035 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Unifund, 5.32% 7dec2047, GBP (ABS)   GBP 12/07/2047 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Unilever, 2% 19dec2018, GBP   GBP 12/19/2018 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Unilever, 4.75% 16jun2017, GBP   GBP 06/16/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
UNITE (USAF) II PLC, 3.921% 30jun2025, GBP   GBP 06/30/2025 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Unite Group, 3.374% 30jun2023, GBP (ABS)   GBP 06/30/2023 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Unite Group, 6.125% 12jun2020, GBP   GBP 06/12/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
United Utilities, 5.625% 20dec2027, GBP   GBP 12/20/2027 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
United Utilities Water, 4.25% 24jan2020, EUR   EUR 01/24/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *
United Utilities Water, 5% 28feb2035, GBP   GBP 02/28/2035 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
United Utilities Water, 5.375% 14may2018, GBP   GBP 05/14/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
United Utilities Water, 5.75% 25mar2022, GBP   GBP 03/25/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Urenco, 2.25% 5aug2022, EUR   EUR 08/05/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Urenco, 2.375% 2dec2024, EUR   EUR 12/02/2024 02/20/2017 ***.** *.* 02/20/2017 ***.** *.**
Urenco, 2.5% 15feb2021, EUR   EUR 02/15/2021 02/20/2017 ***.* *.** 02/20/2017 ***.*** *.**
Urenco, 4% 5may2017, EUR   EUR 05/05/2017 02/20/2017 ***.** *.** 02/20/2017 ***.*** -*.**
Virgin Media, 4.875% 15jan2027, GBP   GBP 01/15/2027 02/20/2017 **.** *.** 02/20/2017 ***.** *.**
Virgin Media, 5% 15apr2027, GBP   GBP 04/15/2027 02/20/2017 **.** *.* 02/20/2017 ***.* *.**
Virgin Media, 5.125% 15jan2025, GBP   GBP 01/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.* *.**
Virgin Media, 5.25% 15jan2026, USD   USD 01/15/2026 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Virgin Media, 5.5% 15jan2021, GBP   GBP 01/15/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Virgin Media, 5.5% 15jan2025, GBP   GBP 01/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Virgin Media, 5.5% 15jan2025, USD   USD 01/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Virgin Media, 5.5% 15sep2024, GBP   GBP 09/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Virgin Media, 6.25% 28mar2029, GBP   GBP 03/28/2029 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Virgin Media, 6.375% 15oct2024, GBP   GBP 10/15/2024 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Virgin Media Communications, 4.5% 15jan2025, EUR   EUR 01/15/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Virgin Media Communications, 5.125% 15feb2022, GBP   GBP 02/15/2022 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Virgin Media Communications, 5.75% 15jan2025, USD   USD 01/15/2025 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Virgin Media Communications, 7% 15apr2023, GBP   GBP 04/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Virgin Media Secured Finance, 5.5% 15aug2026, USD   USD 08/15/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Virgin Money, 2.25% 21apr2020, GBP   GBP 04/21/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Virgin Money, 7.875% perp., GBP   GBP 02/20/2017 ***.** * 02/20/2017 ***.** *
Viridian Group, 7.5% 1mar2020, EUR (ABS)   EUR 03/01/2020 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Vodafone Group, 0% 26nov2020, GBP (1827D)   GBP 11/26/2020 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Vodafone Group, 0.375% 3dec2024, CHF   CHF 12/03/2024 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 0.5% 19sep2031, CHF   CHF 09/19/2031 02/20/2017 **.* *.** 02/20/2017 **.* *.**
Vodafone Group, 0.5% 30jan2024, EUR   EUR 01/30/2024 02/20/2017 **.*** *.** 02/20/2017 **.*** *.**
Vodafone Group, 0.875% 17nov2020, EUR   EUR 11/17/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Vodafone Group, 1% 11sep2020, EUR   EUR 09/11/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 1.25% 25aug2021, EUR   EUR 08/25/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 1.25% 26sep2017, USD   USD 09/26/2017 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Vodafone Group, 1.5% 19feb2018, USD   USD 02/19/2018 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Vodafone Group, 1.5% 25aug2017, GBP (Conv.)   GBP 08/25/2017 02/20/2017 **.** **.** 02/20/2017 **.** *.**
Vodafone Group, 1.6% 29jul2031, EUR   EUR 07/29/2031 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Vodafone Group, 1.625% 20mar2017, USD   USD 03/20/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 1.75% 25aug2023, EUR   EUR 08/25/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 1.875% 11sep2025, EUR   EUR 09/11/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 2% 25feb2019, GBP (Conv.)   GBP 02/25/2019 02/20/2017 **.** *.* 02/20/2017 ***.** *.**
Vodafone Group, 2.2% 25aug2026, EUR   EUR 08/25/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Vodafone Group, 2.5% 26sep2022, USD   USD 09/26/2022 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Vodafone Group, 2.95% 19feb2023, USD   USD 02/19/2023 02/20/2017 **.** *.** 02/20/2017 **.** *.**
Vodafone Group, 3% 12aug2056, GBP   GBP 08/12/2056 02/20/2017 **.** *.** 02/20/2017 **.* *.**
Vodafone Group, 3.375% 8aug2049, GBP   GBP 08/08/2049 02/20/2017 **.* *.** 02/20/2017 **.** *.**
Vodafone Group, 4.375% 16mar2021, USD   USD 03/16/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 4.375% 19feb2043, USD   USD 02/19/2043 02/20/2017 **.* *.* 02/20/2017 **.** *.*
Vodafone Group, 4.625% 15jul2018, USD   USD 07/15/2018 02/20/2017 ***.*** * 02/20/2017 ***.** *.**
Vodafone Group, 4.65% 20jan2022, EUR   EUR 01/20/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 5.0% 4jun2018, EUR   EUR 06/04/2018 02/20/2017 ***.*** -*.** 02/20/2017 ***.** -*.**
Vodafone Group, 5.375% 5dec2017, GBP   GBP 12/05/2017 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Vodafone Group, 5.375% 6jun2022, EUR   EUR 06/06/2022 02/20/2017 ***.* *.* 02/20/2017 ***.** *.**
Vodafone Group, 5.45% 10jun2019, USD   USD 06/10/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 5.625% 27feb2017, USD   USD 02/27/2017 02/20/2017 **.** **.** 02/20/2017 ***.* -*.**
Vodafone Group, 5.625% 4dec2025, GBP   GBP 12/04/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 5.9% 26nov2032, GBP   GBP 11/26/2032 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vodafone Group, 6.15% 27feb2037, USD   USD 02/27/2037 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Vodafone Group, 6.25% 30nov2032, USD   USD 11/30/2032 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Vodafone Group, 7.875% 15feb2030, USD   USD 02/15/2030 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Vodafone Group, 8.125% 26nov2018, GBP   GBP 11/26/2018 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Vodafone Group, FRN 25feb2019, EUR   EUR 02/25/2019 02/20/2017 ***.** * 02/20/2017 ***.** *
Vougeot Bidco, 7.875% 15jul2020, GBP   GBP 07/15/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Vougeot Bidco, FRN 15jul2020, EUR   EUR 07/15/2020 02/20/2017 ***.** * 02/20/2017 ***.** *
Voyage Care, 6.5% 1aug2018, GBP   GBP 08/01/2018 02/20/2017 **.* *.** 02/20/2017 ***.** *.**
Wagamama, 7.875% 1feb2020, GBP   GBP 02/01/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Wales & West Utilities, 4.625% 13dec2023, GBP   GBP 12/13/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Wales & West Utilities, 5.75% 29mar2030, GBP   GBP 03/29/2030 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Wales & West Utilities, 6.25% 30nov2021, GBP   GBP 11/30/2021 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Wales & West Utilities, 6.75% 17dec2036, GBP   GBP 12/17/2036 02/20/2017 ***.** * 02/20/2017 ***.** *
Wasps Finance, 6.5% 13may2022   GBP 05/13/2022 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Wellcome Trust, 1.125% 21jan2027, EUR   EUR 01/21/2027 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Wellcome Trust, 4% 9may2059, GBP   GBP 05/09/2059 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Wellcome Trust, 4.625% 25jul2036, GBP   GBP 07/25/2036 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Wellcome Trust, 4.75% 28may2021, GBP   GBP 05/28/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Wellington Pub Co, 6.735% 15jan2029, GBP   GBP 01/15/2029 02/20/2017 ***.**** *.* 02/20/2017 ***.**** *.**
Wessex Water Services, 4% 24sep2021, GBP   GBP 09/24/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Wessex Water Services, 5.375% 10mar2028, GBP   GBP 03/10/2028 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Wessex Water Services, 5.75% 14oct2033, GBP   GBP 10/14/2033 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Western Power Distribution, 3.625% 6nov2023, GBP   GBP 11/06/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Western Power Distribution, 3.875% 17oct2024, GBP   GBP 10/17/2024 02/20/2017 *** *.** 02/20/2017 ***.** *.**
Western Power Distribution, 5.25% 17jan2023, GBP   GBP 01/17/2023 02/20/2017 ***.* *.** 02/20/2017 ***.* *.**
Western Power Distribution, 5.5% 9may2025, GBP   GBP 05/09/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Western Power Distribution, 5.75% 10dec2040, GBP   GBP 12/10/2040 02/20/2017 ***.**** *.** 02/20/2017 ***.*** *.**
Western Power Distribution, 5.75% 16apr2032, GBP   GBP 04/16/2032 02/20/2017 ***.* *.** 02/20/2017 ***.** *.**
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Western Power Distribution, 9.25% 9nov2020, GBP   GBP 11/09/2020 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Westpac Securities NZ (London Branch), 0.125% 16jun2021, EUR   EUR 06/16/2021 02/20/2017 **.* *.** 02/20/2017 ***.** *.**
Wheatley Group, 4.375% 28nov2044, GBP (ABS)   GBP 11/28/2044 02/20/2017 ***.*** *.* 02/20/2017 ***.**** *.**
WHG, 4.25% 6oct2045, GBP   GBP 10/06/2045 02/20/2017 ***.**** *.** 02/20/2017 ***.*** *.**
Whitbread, 3.375% 16oct2025, GBP   GBP 10/16/2025 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
William Hill, 4.25% 5jun2020, GBP   GBP 06/05/2020 02/20/2017 ***.* *.** 02/20/2017 ***.* *.*
William Hill, 4.875% 7sep2023, GBP   GBP 09/07/2023 02/20/2017 *** *.** 02/20/2017 *** *.**
Willis Group Hldng, 4.625% 15aug2023, USD   USD 08/15/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Willis Group Hldng, 5.75% 15mar2021, USD   USD 03/15/2021 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Witan Investment Trust, 6.125% 15dec2025, GBP   GBP 12/15/2025 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
WM Treasury, 4.625% 3dec2042, GBP   GBP 12/03/2042 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Workspace Group, 6% 9oct2019, GBP   GBP 10/09/2019 02/20/2017 ***.** *.** 02/20/2017 *** *.**
Worldpay, 3.75% 15nov2022, EUR   EUR 11/15/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
WPP, 0.75% 18nov2019, EUR   EUR 11/18/2019 02/20/2017 ***.** -*.** 02/20/2017 ***.* -*.**
WPP, 1.625% 23mar2030, EUR   EUR 03/23/2030 02/20/2017 **.** *.** 02/20/2017 **.** *.**
WPP, 2.25% 22sep2026, EUR   EUR 09/22/2026 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
WPP, 2.875% 14sep2046, GBP   GBP 09/14/2046 02/20/2017 **.** *.** 02/20/2017 **.** *.**
WPP, 3% 20nov2023, EUR   EUR 11/20/2023 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
WPP, 3.75% 19sep2024, USD   USD 09/19/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
WPP, 6% 4apr2017, GBP   GBP 04/04/2017 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
WPP, 6.375% 6nov2020, GBP   GBP 11/06/2020 02/20/2017 ***.** *.** 02/20/2017 ***.* *.**
Yorkshire Building Society, 0.5% 19jun2020, EUR (ABS)   EUR 06/19/2020 02/20/2017 ***.** *.** 02/20/2017 ***.** -*.**
Yorkshire Building Society, 0.75% 10nov2022, EUR   EUR 11/10/2022 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Yorkshire Building Society, 1.25% 11jun2021, EUR   EUR 06/11/2021 02/20/2017 ***.** *.** 02/20/2017 ***.** *.*
Yorkshire Building Society, 1.25% 17mar2022, EUR   EUR 03/17/2022 02/20/2017 ***.** *.** 02/20/2017 ***.*** *.**
Yorkshire Building Society, 2.125% 18mar2019, EUR   EUR 03/18/2019 02/20/2017 ***.*** *.** 02/20/2017 ***.** *.**
Yorkshire Building Society, 3.5% 21apr2026, GBP   GBP 04/21/2026 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Yorkshire Building Society, 5.649% perp., GBP   GBP 02/20/2017 ** * 02/20/2017 *** *
Yorkshire Building Society, 6.375% 26apr2024, GBP   GBP 04/26/2024 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Yorkshire Housing, 4.125% 31oct2044, GBP   GBP 10/31/2044 02/20/2017 ***.*** *.** 02/20/2017 ***.**** *.**
Yorkshire Power, 7.25% 4aug2028, GBP   GBP 08/04/2028 02/20/2017 ***.* *.* 02/20/2017 ***.** *.**
Yorkshire Water Services, 3.625% 1aug2029, GBP   GBP 08/01/2029 02/20/2017 ***.*** *.** 02/20/2017 ***.*** *.**
Yorkshire Water Services, 3.75% 22mar2046, GBP   GBP 03/22/2046 02/20/2017 ***.** * 02/20/2017 ***.** *
Yorkshire Water Services, 5.125% 28may2037, GBP   GBP 05/28/2037 02/20/2017 ***.** *.** 02/20/2017 ***.**** *.**
Yorkshire Water Services, 5.5% 28may2027, GBP   GBP 05/28/2027 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
Yorkshire Water Services, 6% 21aug2019, GBP   GBP 08/21/2019 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Yorkshire Water Services, 6% 24apr2025, GBP   GBP 04/24/2025 02/20/2017 ***.** * 02/20/2017 ***.** *
Yorkshire Water Services, 6.375% 19aug2039, GBP   GBP 08/19/2039 02/20/2017 ***.** *.** 02/20/2017 ***.** *.**
Yorkshire Water Services, 6.6011% 17apr2031, GBP   GBP 04/17/2031 02/20/2017 ***.**** *.** 02/20/2017 ***.**** *.**
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