Contact us (+ 7 (921) 446-25-10)
×
Texting is available for authorized users.
Please register or log in at the website.
×
Your request for online training has been sent. Cbonds managers will be in touch with you shortly. Thank you!

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 103 1 539 148 409 555
USD 3 6 000 000 000
municipal
GBP 4 1 084 971 000
corporate
USD 1991 668 627 777 710
GBP 1349 431 318 527 940
EUR 881 511 550 126 190
RUB 491 117 071 678 000
AUD 46 10 241 400 000
CHF 45 8 553 947 000
HKD 36 17 728 000 000
JPY 34 717 698 000 000
NOK 30 25 721 500 000
IDR 30 22 763 760 000 000
TRY 30 11 825 000 000
ZAR 28 51 367 600 000
INR 16 49 980 000 000
BRL 15 4 628 988 000
ARS 12 7 100 000 000
CNY 12 4 217 000 000
SEK 11 9 595 000 000
CAD 11 5 545 000 000
RON 11 1 196 750 000
MXN 9 10 357 000 000
KZT 8 129 150 000 000
SGD 6 3 050 000 000
NZD 4 380 600 000
UAH 4 5 096 000 000
GEL 4 292 400 000
AMD 4 10 858 900 000
PHP 3 2 070 000 000
ITL 3 2 275 000 000 000
KRW 3 100 000 000 000
CZK 3 1 330 010 000
FRF 2 1 316 000 000
UGX 1 17 000 000 000
DKK 1 650 000 000
ZMW 1 50 000 000
UYU 1 181 000 000
COP 1 15 000 000 000
HUF 1 1 250 000 000
KES 1 1 200 000 000
PEN 1 32 500 000
PLN 1 20 000 000
RSD 1 2 500 000 000
GHS 1 81 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
Dagong Global *** International scale rating (foreign curr.) ***
Dagong Global *** 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.) ***
Japan Credit Rating Agency *** Foreign Currency Long-term Issuer Rating ***
Japan Credit Rating Agency *** Local Currency Long-term Issuer Rating ***
Registration required. Please log in or fill in the registration form.

Latest bond issues

issue ISIN coupon volume end of placement maturity date
United Kingdom, Bills 20may2019 6m - Domestic bonds GB00BDXLNK14 0% 1 999 997 000  GBP 11/16/2018 05/20/2019
Avation Capital SA, 6.5% 15may2021, USD - International bonds USL56473AA67 6.5% 350 000 000  USD 11/15/2018 05/15/2021
Finsbury Square 2018-2, FRN 12sep2068, GBP (18-2, class D, ABS) - International bonds XS1898247009 3m LIBOR GBP+2.6% 6 000 000  GBP 11/15/2018 09/12/2068
EBRD, 7.25% 21may2020, RUB - International bonds XS1913453988 7.25% 1 500 000 000  RUB 11/14/2018 05/21/2020
CPUK Finance, 3.588%28aug2025, GBP - International bonds XS1240177342 3.588% 340 000 000  GBP 11/13/2018 08/28/2025
CPUK Finance, 3.69% 28aug2028, GBP - International bonds XS1901211190 3.69% 379 500 000  GBP 11/13/2018 08/28/2028
HSBC, FRN 14nov2023, RUB - International bonds XS1903482294 15 000 000  RUB 11/09/2018 11/14/2023
United Kingdom, Bills 13may2019 6m - Domestic bonds GB00BDXMRS03 0% 2 000 000 000  GBP 11/09/2018 05/13/2019
EBRD, 0% 25mar2025, TRY (2373D) - International bonds XS1881537127 0% 550 000 000  TRY 11/09/2018 03/25/2025
Deutsche Bank AG (London Branch), 9% 23nov2020, IDR - International bonds XS1910945812 9% 1 470 000 000 000  IDR 11/09/2018 11/23/2020

World Bond Market Indicators

Daily indices

Type: 11/12/2018 10/31/2018 10/29/2018 10/26/2018 10/25/2018 10/24/2018 10/23/2018
Treasuries
Gilt 10Y YTM 1.45 1.44 1.40 1.38 1.44 1.46 1.47
show other indices

Monthly indices

Type Oct 2018 Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018
EU Long-term interest rates
United Kingdom, %   1.56 1.52 1.31 1.27 1.32 1.42 1.44
show other indices

World Bond market statistics

Monthly indices

Type Oct 2018 Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 768.05 1 754.08 1 729.55 1 723.27 1 757.53 1 766.67 1 752.80
show other indices

Quarterly indices

Type I 2018 IV 2017 III 2017 II 2017 I 2017 IV 2016 III 2016
BIS volume of international-bond market of developed countries
British international bonds, USD bln 3 262.500 3 183.500 3 136.100 3 034.600 2 912.300 2 868.200 2 964.100
BIS net issues of international-bond market of developed countries
International-bond net issue of the United Kingdom, USD bln 1.900 22.200 36.100 26.900 10.500 12.900 23.700

New issues of Developed markets International Bonds

Monthly indices

Type Oct 2018 Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 12.710 41.381 13.590 12.027 19.772 52.114 16.639
Number of new international bond issues (UK) 110 139 89 73 102 134 88
show other indices

Developed Markets International Bonds

Monthly indices

Type Oct 2018 Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 6.255 6.262 6.260 6.263 6.262 6.266 6.276
United Kingdom municipal international bonds, USD bln 1.108 1.141 1.131 1.144 1.140 1.155 1.199
United Kingdom corporate international bonds, USD bln 1 596.953 1 618.267 1 580.556 1 588.668 1 582.062 1 578.813 1 582.320
show other indices

Money market

Daily indices

Type: 11/16/2018 11/15/2018 11/14/2018 11/13/2018 11/12/2018 11/09/2018 11/08/2018
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 30Y vs 6M Libor mid * * * * * * *
show other indices

Subscription "Cbonds-Premium", "Cbonds-Trial", "Cbonds Premium Partner", "Enhanced access Cbonds-Premium", "Cbonds-Premium Personal Light", "Cbonds-Premium Personal" required. Subscribe/Get trial access

Risk Management Institute

Daily indices

Type: 11/16/2018 11/15/2018 11/14/2018 11/13/2018 11/12/2018 11/09/2018 11/08/2018
RMI CVI - Europe
UK CVI value weighted  19.95 19.65 19.01 18.94 19.24 17.82 17.43
UK CVI tail  212.06 204.56 201.33 196.40 202.91 192.88 191.87
UK CVI equally weighted  63.11 62.04 60.43 59.37 59.35 56.33 55.47
show other indices

Macroeconomic Indicators (World economy)

Monthly indices

Type Sep 2018 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018 Mar 2018
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United Kingdom) 2.40 2.70 2.50 2.40 2.40 2.40 2.50
show other indices

Yearly indices

Type 2017 2016 2015 2014
Government Debt to GDP (World), %
Government Debt to GDP(United Kingdom) 85.30 88.30 89.20 88.20

Stock market (World)

Daily indices

Type: 11/16/2018 11/15/2018 11/14/2018 11/13/2018 11/12/2018 11/09/2018 11/08/2018
Stock market (Developed countries)
FTSE 100  7 014 7 038 7 034 7 054 7 053 7 105 7 141
show other indices

Bonds prices

issue volume maturity date bid prices ask prices
date bid price yield date ask price yield
Bank of England, 1.25% 14mar2019, USD   USD 03/14/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bank of England, 2.5% 5mar2021, USD   USD 03/05/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
United Kingdom, 2.036% 22jul2019, GBP   GBP 07/22/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Aberdeen, 0.1% 28feb2054, GBP   GBP 02/28/2054 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 11/16/2018 ***.*** *.** 11/16/2018 ***.**** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 11/16/2018 ***.** *.** 11/16/2018 ***.* *.*
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 11/16/2018 *** *.** 11/16/2018 ***.** *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
AA Bond Co, 2.75% 31jul2023, GBP   GBP 07/31/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
AA Bond Co, 2.875% 31jan2022, GBP   GBP 01/31/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
AA Bond Co, 4.875% 31jul2043, GBP   GBP 07/31/2043 11/16/2018 **.** *.** 11/16/2018 **.* *
AA Plc, 4.2487% 31jul2043, GBP   GBP 07/31/2043 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AA Plc, 5.5%31jul2022, GBP   GBP 07/31/2022 11/16/2018 **.** **.** 11/16/2018 **.** *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR   EUR 04/21/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 11/16/2018 *** *.** 11/16/2018 ***.** -*.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 11/16/2018 ***.** *.* 11/16/2018 ***.** *.*
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 11/16/2018 ***.** *.* 11/16/2018 ***.*** *.**
Abbey National Treasury Services, 1.52% 27aug2025, EUR   EUR 08/27/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 11/16/2018 ***.*** -*.** 11/16/2018 ***.** -*.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.*
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 11/16/2018 ***.** -*.* 11/16/2018 ***.** -*.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Abbey National Treasury Services, 3.77% 13sep2020, EUR   EUR 09/13/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR   EUR 04/12/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Abbey National Treasury Services, 5.125% 14apr2021, GBP   GBP 04/14/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP   GBP 02/16/2029 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Abbey National Treasury Services, 5.75% 2mar2026, GBP   GBP 03/02/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Abbey National Treasury Services, FRN 13aug2019, EUR   EUR 08/13/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Abbey National Treasury Services, FRN 1mar2019, EUR   EUR 03/01/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Abbey National Treasury Services, FRN 23mar2027, GBP   GBP 03/23/2027 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Abbey National Treasury Services, FRN 30sep2020, EUR   EUR 09/30/2020 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Affinity Water, 3.278% 22aug2042, GBP   GBP 08/22/2042 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Affinity Water, 3.625% 30sep2022, GBP   GBP 09/30/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Affinity Water Programme Finance Ltd, FRN 01jun2045, GBP   GBP 06/01/2045 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Algeco Scotsman Global, 10% 15aug2023, USD   USD 08/15/2023 11/16/2018 ***.** **.* 11/16/2018 ***.** *.**
Algeco Scotsman Global, 6.5% 15feb2023, EUR   EUR 02/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Algeco Scotsman Global, 8% 15feb2023, USD   USD 02/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Algeco Scotsman Global, FRN 15feb2023, EUR   EUR 02/15/2023 11/16/2018 ***.** * 11/16/2018 ***.*** *
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 11/16/2018 ***.* *.** 11/16/2018 *** *.**
Alpha Plus Holdings, 5.75%18dec2019, GBP   GBP 12/18/2019 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP   GBP 03/13/2043 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 08/01/2024 11/16/2018 **.* * 11/16/2018 **.** *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Anglian Water, 2.75% 26oct2029, GBP   GBP 10/26/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Anglian Water, 2.925% 12dec2037, JPY   JPY 12/12/2037 11/16/2018 ***.* *.** 11/16/2018 ***.*** *.**
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Anglian Water, 4% 8mar2026, GBP   GBP 03/08/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Anglian Water, 5% 30apr2023, GBP   GBP 04/30/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Anglian Water, 6.875% 16jan2034, GBP   GBP 01/16/2034 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Anglian Water, FRN 26jan2057, GBP   GBP 01/26/2057 11/16/2018 **.*** * 11/16/2018 **.*** *
Anglian Water, FRN 28jan2046, GBP   GBP 01/28/2046 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Anglo American Capital Plc, 1.028% 14dec2018, JPY   JPY 12/14/2018 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Annes Gate Property, 5.661%30jun2031, GBP   GBP 06/30/2031 11/16/2018 ***.*** *.** 11/16/2018 ***.**** *.**
Annes Gate Property, FRN31mar2030, GBP   GBP 03/31/2030 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Annington, 1.65% 12jul2024, EUR   EUR 07/12/2024 11/16/2018 **.** * 11/16/2018 **.** *.**
Annington, 2.646% 12jul2025, GBP   GBP 07/12/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Annington, 3.184% 12jul2029, GBP   GBP 07/12/2029 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Annington, 3.685% 12jul2034, GBP   GBP 07/12/2034 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Annington, 3.935% 12jul2047, GBP   GBP 07/12/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.*
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 11/16/2018 **.* *.** 11/16/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 11/16/2018 **.* *.** 11/16/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 1.125% 20mar2025, EUR   EUR 03/20/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 2.147% 21sep2020, USD   USD 09/21/2020 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
ANZ New Zealand (Int’l), London Branch, 2.2% 17jul2020, USD   USD 07/17/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 11/16/2018 ** *.** 11/16/2018 **.* *.**
ANZ New Zealand (Int’l), London Branch, 2.85% 6aug2020, USD   USD 08/06/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 3.45% 17jul2027, USD   USD 07/17/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.*
ANZ New Zealand (Int’l), London Branch, FRN 22mar2021, GBP   GBP 03/22/2021 11/16/2018 **.*** * 11/16/2018 ***.*** *
ANZ New Zealand (Int’l), London Branch, FRN 25jan2022, USD   USD 01/25/2022 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Aptiv, 1.5% 10mar2025, EUR   EUR 03/10/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Aptiv, 1.6% 15sep2028, EUR   EUR 09/15/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Aptiv, 3.15% 19nov2020, USD   USD 11/19/2020 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Aptiv, 4.4% 1oct2046, USD   USD 10/01/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2035 11/16/2018 ***.*** *.** 11/16/2018 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Arqiva, 5.34% 30dec2037, GBP   GBP 12/30/2037 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Arqiva, 6.75% 30sep2023, GBP   GBP 09/30/2023 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 11/16/2018 **.*** * 11/16/2018 **.*** *
Arrow Global, FRN 1mar2026, EUR   EUR 03/01/2026 11/16/2018 **.** * 11/16/2018 **.*** *
Arsenal Football Club, 5.1418%1sep2029, GBP   GBP 09/01/2029 11/16/2018 ***.**** *.** 11/16/2018 ***.*** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Artesian Finance III, FRN 30sep2045, GBP   GBP 09/30/2045 11/16/2018 ***.**** * 11/16/2018 ***.*** *
ASB Finance, 0% 20dec2019, EUR (1072D)   EUR 12/20/2019 11/16/2018 ***.*** -*.** 11/16/2018 ***.*** -*.**
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.*** -*.**
ASB Finance, 0.75% 9oct2025, EUR   EUR 10/09/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ashtead Capital Inc, 4.125% 15aug2025, USD   USD 08/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Ashtead Capital Inc, 4.375% 15aug2017, USD   USD 08/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP   GBP 03/31/2040 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP   GBP 03/31/2040 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.**
Assura, 3% 19jul2028, GBP   GBP 07/19/2028 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Aston Martin, 5.75% 15apr2022, GBP   GBP 04/15/2022 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 06/12/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AstraZeneca, 3.125% 12jun2027, USD   USD 06/12/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AstraZeneca, 3.5% 17aug2023, USD   USD 08/17/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AstraZeneca, 4% 17jan2029, USD   USD 01/17/2029 11/16/2018 **.** *.** 11/16/2018 **.** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
AstraZeneca, 4.375% 17aug2048, USD   USD 08/17/2048 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 11/16/2018 ***.*** *.** 11/16/2018 ***.** *
AstraZeneca, FRN 10jun2022, USD   USD 06/10/2022 11/16/2018 **.** * 11/16/2018 ***.** *
AstraZeneca, FRN 17aug2023, USD   USD 08/17/2023 11/16/2018 **.** * 11/16/2018 **.** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP   GBP 06/15/2022 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Aviva, 1.875% 13nov2027, EUR   EUR 11/13/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 11/16/2018 **.** * 11/16/2018 **.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 11/16/2018 ***.** * 11/16/2018 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 11/16/2018 **.** * 11/16/2018 **.** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 11/16/2018 **.** * 11/16/2018 **.* *
Aviva, 5.902% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Aviva, 6.125% 14nov2036, GBP   GBP 11/14/2036 11/16/2018 ***.* * 11/16/2018 ***.** *
Aviva, 6.125% 5jul2043, EUR   EUR 07/05/2043 11/16/2018 ***.** * 11/16/2018 ***.** *
Aviva, 6.125% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 11/16/2018 ***.** * 11/16/2018 ***.** *
Aviva, 6.875% 20may2058, GBP   GBP 05/20/2058 11/16/2018 ***.** * 11/16/2018 ***.** *
Aviva, 6.875% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 11/16/2018 **.* *.** 11/16/2018 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 12/03/2018 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Banco Santander, London Branch, 10.0625% perp., GBP   GBP 11/16/2018 *** * 11/16/2018 *** *
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Banco Santander, London Branch, 5.875% 14aug2031, GBP   GBP 08/14/2031 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Banco Santander, London Branch, 7.037% perp., GBP   GBP 11/16/2018 *** * 11/16/2018 ***.** *
Banco Santander, London Branch, 7.125% perp., GBP   GBP 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of China (London), FRN 7jun2021, USD   USD 06/07/2021 11/16/2018 **.* * 11/16/2018 *** *
Bank of China (London), FRN 7jun2023, USD   USD 06/07/2023 11/16/2018 **.** * 11/16/2018 *** *
Bank of Scotland, 2% 4mar2025, EUR   EUR 03/04/2025 11/16/2018 **.** * 11/16/2018 **.** *
Bank of Scotland, 2.64% 16apr2020, GBP   GBP 04/16/2020 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Bank of Scotland, 3.875% 7feb2020, EUR   EUR 02/07/2020 11/16/2018 ***.*** -*.** 11/16/2018 ***.** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR   EUR 07/13/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bank of Scotland, 4.75% 8jun2022, EUR   EUR 06/08/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Bank of Scotland, 4.875% 20dec2024, GBP   GBP 12/20/2024 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Bank of Scotland, 4.875% 4jun2019, EUR   EUR 06/04/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Bank of Scotland, 6% 7feb2035, EUR   EUR 02/07/2035 11/16/2018 ***.** * 11/16/2018 ***.** *
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Bank of Scotland, 7.375% perp., GBP   GBP 11/16/2018 *** * 11/16/2018 *** *
Bank of Scotland, FRN 10jan2025, EUR   EUR 01/10/2025 11/16/2018 **.*** * 11/16/2018 **.*** *
Bank of Scotland, FRN 31dec2029, EUR   EUR 12/31/2029 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 11/16/2018 **.*** * 11/16/2018 **.*** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 11/16/2018 **.*** * 11/16/2018 **.*** *
Bank of Scotland, FRN 8nov2022, GBP   GBP 11/08/2022 11/16/2018 **.*** * 11/16/2018 **.*** *
Barclays, 0% 18aug2021, USD (Conv.)   USD 08/18/2021 11/16/2018 **.**** *.** 11/16/2018 **.**** *.*
Barclays, 0% 21mar2023, EUR (5864D)   EUR 03/21/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.*
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 11/16/2018 **.**** *.* 11/16/2018 ***.**** *.**
Barclays, 0.5% 20sep2022, TRY   TRY 09/20/2022 11/16/2018 **.*** **.** 11/16/2018 **.*** **.**
Barclays, 0.625% 14nov2023, EUR   EUR 11/14/2023 11/16/2018 **.** * 11/16/2018 **.** *
Barclays, 1.35% 7oct2021, JPY   JPY 10/07/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Barclays, 1.375% 24jan2026, EUR   EUR 01/24/2026 11/16/2018 **.** * 11/16/2018 **.** *
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 1.5% 3sep2023, EUR   EUR 09/03/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 10% 28jul2034, USD   USD 07/28/2034 11/16/2018 **.**** * 11/16/2018 **.**** *
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Barclays, 14% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Barclays, 2% 7feb2028, EUR   EUR 02/07/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 11/16/2018 **.** *.** 11/16/2018 ***.** *
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 11/16/2018 ***.* * 11/16/2018 ***.** *
Barclays, 2.65% 11jan2021, USD   USD 01/11/2021 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Barclays, 3% 17sep2020, USD   USD 09/17/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 11/16/2018 **.** *.* 11/16/2018 **.* *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Barclays, 4% 12jan2021, EUR   EUR 01/12/2021 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Barclays, 4% 29oct2020, USD   USD 10/29/2020 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Barclays, 4% 7oct2019, EUR   EUR 10/07/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Barclays, 4.25% 12jan2022, GBP   GBP 01/12/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 4.25% 2mar2022, EUR   EUR 03/02/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 11/16/2018 **.** *.** 11/16/2018 **.* *.*
Barclays, 4.338% 16may2024, USD   USD 05/16/2024 11/16/2018 **.** * 11/16/2018 **.** *
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Barclays, 4.75% perp., EUR   EUR 11/16/2018 **.* * 11/16/2018 **.** *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Barclays, 4.972% 16may2029, USD   USD 05/16/2029 11/16/2018 **.** * 11/16/2018 **.** *
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Barclays, 5.33% perp., GBP   GBP 11/16/2018 **.** * 11/16/2018 ***.** *
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 5.875% perp., GBP   GBP 11/16/2018 **.** * 11/16/2018 **.** *
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Barclays, 6% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Barclays, 6.125% perp., GBP   GBP 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Barclays, 6.369% perp., GBP   GBP 11/16/2018 ***.* * 11/16/2018 ***.* *
Barclays, 6.5% perp., EUR   EUR 11/16/2018 ***.* * 11/16/2018 ***.* *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, 6.625% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Barclays, 6.86% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
Barclays, 7% perp., GBP   GBP 11/16/2018 **.** * 11/16/2018 **.** *
Barclays, 7.125% perp., GBP   GBP 11/16/2018 ***.* * 11/16/2018 ***.** *
Barclays, 7.25% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.* *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Barclays, 7.75% perp., USD   USD 11/16/2018 ** * 11/16/2018 **.* *
Barclays, 7.875% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Barclays, 7.875% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.* *
Barclays, 8% perp., EUR   EUR 11/16/2018 ***.** * 11/16/2018 ***.* *
Barclays, 8.125% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.*** *
Barclays, 8.25% perp., GBP   GBP 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Barclays, 9% perp., GBP   GBP 11/16/2018 *** * 11/16/2018 ***.* *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 11/16/2018 **.** * 11/16/2018 *** *
Barclays, FRN 11jan2021, USD   USD 01/11/2021 11/16/2018 **.* * 11/16/2018 **.** *
Barclays, FRN 14sep2020, EUR   EUR 09/14/2020 11/16/2018 ***.** * 11/16/2018 ***.*** *
Barclays, FRN 15jun2023, AUD   AUD 06/15/2023 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Barclays, FRN 15sep2020, EUR   EUR 09/15/2020 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Barclays, FRN 16jun2020, USD   USD 06/16/2020 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Barclays, FRN 16may2024, USD   USD 05/16/2024 11/16/2018 **.** * 11/16/2018 **.** *
Barclays, FRN 1sep2023, EUR   EUR 09/01/2023 11/16/2018 **.*** * 11/16/2018 **.*** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 11/16/2018 **.*** * 11/16/2018 **.*** *
Barclays, FRN 22may2020, GBP   GBP 05/22/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Barclays, FRN 23dec2023, EUR   EUR 12/23/2023 11/16/2018 ** * 11/16/2018 ** *
Barclays, FRN 28dec2040, EUR   EUR 12/28/2040 11/16/2018 **.*** * 11/16/2018 **.*** *
Barclays, FRN 29mar2019, USD   USD 03/29/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Barclays, FRN 9jan2023, GBP   GBP 01/09/2023 11/16/2018 **.** * 11/16/2018 **.** *
Barclays Bank PLC, 0% 15mar2038, GBP   GBP 03/15/2038 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Barclays Bank PLC, 0% 22apr2044, USD (10958D)   USD 04/22/2044 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Barclays Bank PLC, 0% 23jul2021, USD (Conv.)   USD 07/23/2021 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Barclays Bank PLC, 0% 27mar2027, USD   USD 03/27/2027 11/16/2018 **.*** *.* 11/16/2018 **.*** *.**
Barclays Bank PLC, 0% 6oct2019, EUR   EUR 10/06/2019 11/16/2018 **.*** *.* 11/16/2018 *** *
Barclays Bank PLC, 1.375% 8feb2021, NOK   NOK 02/08/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Barclays Bank PLC, 11% 28sep2020, TRY   TRY 09/28/2020 11/16/2018 **.** **.** 11/16/2018 **.* **.**
Barclays Bank PLC, 4% 02jul2029, USD   USD 07/02/2029 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
Barclays Bank PLC, 4% 25feb2021, EUR (Structured)   EUR 02/25/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Barclays Bank PLC, 4.1% 25aug2025, EUR   EUR 08/25/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Barclays Bank PLC, 5.64% 30jul2019, EUR   EUR 07/30/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.**** -*.**
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Barclays Bank PLC, 5.7% 06aug2019, EUR   EUR 08/06/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** -*.**
Barclays Bank PLC, 6% 7jan2025, EUR   EUR 01/07/2025 11/16/2018 ***.* * 11/16/2018 *** *
Barclays Bank PLC, 6.278% perp., USD   USD 11/16/2018 ***.* * 11/16/2018 ***.* *
Barclays Bank PLC, FRN 14aug2021, EUR   EUR 08/14/2021 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Barclays Bank PLC, FRN 1mar2022, EUR   EUR 03/01/2022 11/16/2018 **.*** * 11/16/2018 **.*** *
Barclays Bank PLC, FRN 23mar2030, EUR   EUR 03/23/2030 11/16/2018 **.*** * 11/16/2018 ***.*** *
Barclays Bank PLC, FRN 25jul2019, GBP   GBP 07/25/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Barclays Bank PLC, FRN 27jun2023, EUR   EUR 06/27/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
Barclays Bank PLC, FRN 2dec2021, EUR   EUR 12/02/2021 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Barclays Bank PLC, FRN 7may2019, EUR   EUR 05/07/2019 11/16/2018 ***.*** * 11/16/2018 ***.** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 11/16/2018 **.** *.** 11/16/2018 ** *.*
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 07/25/2034 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
BG Energy Capital plc, 3.94% 2oct2019, HKD   HKD 10/02/2019 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 11/16/2018 ** ***.** 11/16/2018 ** **.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Bishopsgate, 5.105% 28sep2037, GBP   GBP 09/28/2037 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.**
BL Superstores Finance, 4.482%4oct2025, GBP   GBP 10/04/2025 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP   GBP 10/04/2030 11/16/2018 ***.**** * 11/16/2018 ***.**** *
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 10/04/2025 11/16/2018 ***.**** *.** 11/16/2018 ***.*** *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
BNZ International Funding, 0.5% 13may2023, EUR   EUR 05/13/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BNZ International Funding, 0.625% 3jul2025, EUR   EUR 07/03/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
BNZ International Funding, 2.1% 14sep2021, USD   USD 09/14/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
BNZ International Funding, 2.4% 21feb2020, USD   USD 02/21/2020 11/16/2018 **.** *.** 11/16/2018 **.* *.**
BNZ International Funding, 2.5% 1mar2021, HKD   HKD 03/01/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BNZ International Funding, FRN 12jan2020, GBP   GBP 01/12/2020 11/16/2018 ***.** * 11/16/2018 ***.*** *
BNZ International Funding, FRN 14sep2021, USD   USD 09/14/2021 11/16/2018 ***.*** * 11/16/2018 ***.*** *
BNZ International Funding, FRN 21feb2020, USD   USD 02/21/2020 11/16/2018 ***.*** * 11/16/2018 ***.*** *
BNZ International Funding, FRN 24oct2019, USD   USD 10/24/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 11/16/2018 **.* **.** 11/16/2018 **.** **.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 11/16/2018 **.** **.** 11/16/2018 **.** **.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 11/16/2018 ***.** -* 11/16/2018 ***.* -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 11/16/2018 *** -*.* 11/16/2018 ***.** -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 11/16/2018 **.** *.** 11/16/2018 **.* *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 11/16/2018 **.** *.* 11/16/2018 **.** *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.*
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 11/16/2018 **.** *.** 11/16/2018 **.* *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 11/16/2018 **.** *.* 11/16/2018 **.** *.**
BP PLC, 0.83% 19sep2024, EUR   EUR 09/19/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 0.9% 3jul2024, EUR   EUR 07/03/2024 11/16/2018 **.* *.** 11/16/2018 **.** *.**
BP PLC, 1% 28aug2020, CHF   CHF 08/28/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
BP PLC, 1.077% 26jun2025, EUR   EUR 06/26/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 1.117% 25jan2024, EUR   EUR 01/25/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BP PLC, 1.177% 12aug2023, GBP   GBP 08/12/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 1.526% 26sep2022, EUR   EUR 09/26/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BP PLC, 1.594% 3jul2028, EUR   EUR 07/03/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 1.637% 26jun2029, EUR   EUR 06/26/2029 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 1.75% 28feb2024, CHF   CHF 02/28/2024 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
BP PLC, 1.768% 19sep2019, USD   USD 09/19/2019 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
BP PLC, 2.03% 14feb2025, GBP   GBP 02/14/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
BP PLC, 2.112% 16sep2021, USD   USD 09/16/2021 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
BP PLC, 2.177% 28sep2021, EUR   EUR 09/28/2021 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
BP PLC, 2.213% 25sep2026, EUR   EUR 09/25/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BP PLC, 2.237% 10may2019, USD   USD 05/10/2019 11/16/2018 **.** *.* 11/16/2018 **.** *.**
BP PLC, 2.274% 3jul2026, GBP   GBP 07/03/2026 11/16/2018 **.* *.** 11/16/2018 ***.** *.**
BP PLC, 2.315% 13feb2020, USD   USD 02/13/2020 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
BP PLC, 2.5% 6nov2022, USD   USD 11/06/2022 11/16/2018 ** *.** 11/16/2018 **.** *.*
BP PLC, 2.517% 17feb2021, EUR   EUR 02/17/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** -*.**
BP PLC, 2.518% 16jan2020, USD   USD 01/16/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 2.52% 19sep2022, USD   USD 09/19/2022 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
BP PLC, 2.75% 10may2023, USD   USD 05/10/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 2.972% 27feb2026, EUR   EUR 02/27/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BP PLC, 2.994% 18feb2019, EUR   EUR 02/18/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.*** -*.**
BP PLC, 3.017% 16jan2027, USD   USD 01/16/2027 11/16/2018 **.* *.** 11/16/2018 **.* *.**
BP PLC, 3.216% 28nov2023, USD   USD 11/28/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 3.224% 14apr2024, USD   USD 04/14/2024 11/16/2018 **.** *.** 11/16/2018 **.* *.**
BP PLC, 3.245% 6may2022, USD   USD 05/06/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 3.279% 19sep2027, USD   USD 09/19/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 3.561% 1nov2021, USD   USD 11/01/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BP PLC, 3.588% 14apr2027, USD   USD 04/14/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 3.643% 14may2023, USD   USD 05/14/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 3.65% 28feb2019, CNY   CNY 02/28/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 3.723% 28nov2028, USD   USD 11/28/2028 11/16/2018 **.* *.** 11/16/2018 **.** *.*
BP PLC, 3.79% 6feb2024, USD   USD 02/06/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
BP PLC, 3.796% 21sep2025, USD   USD 09/21/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
BP PLC, 3.814% 10feb2024, USD   USD 02/10/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
BP PLC, 3.937% 21sep2028, USD   USD 09/21/2028 11/16/2018 **.** *.** 11/16/2018 **.* *.**
BP PLC, 3.994% 26sep2023, USD   USD 09/26/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BP PLC, 4.154% 1jun2020, EUR   EUR 06/01/2020 11/16/2018 ***.*** -*.** 11/16/2018 ***.** -*.**
BP PLC, 4.234% 6nov2028, USD   USD 11/06/2028 11/16/2018 **.** *.* 11/16/2018 ***.** *.**
BP PLC, 4.325% 10dec2018, GBP   GBP 12/10/2018 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BP PLC, 4.5% 1oct2020, USD   USD 10/01/2020 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
BP PLC, 4.742% 11mar2021, USD   USD 03/11/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
BP PLC, 4.75% 10mar2019, USD   USD 03/10/2019 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
BP PLC, FRN 10may2019, USD   USD 05/10/2019 11/16/2018 **.** * 11/16/2018 ***.** *
BP PLC, FRN 16sep2021, USD   USD 09/16/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
BP PLC, FRN 19sep2022, USD   USD 09/19/2022 11/16/2018 ***.** * 11/16/2018 ***.* *
BP PLC, FRN 30may2019, USD   USD 05/30/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
BPHA, 4.816%11apr2044, GBP   GBP 04/11/2044 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.*
Bracken MidCo1, 8.875% 15oct2023, GBP   GBP 10/15/2023 11/16/2018 **.* * 11/16/2018 **.** *
Brighthouse Group, 4% 15may2023, GBP   GBP 05/15/2023 11/16/2018 ** * 11/16/2018 ** *
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 11/16/2018 **.** *.* 11/16/2018 **.** *.*
British American Tobacco, 1.125% 16nov2023, EUR   EUR 11/16/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.*
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 11/16/2018 **.** *.* 11/16/2018 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 11/16/2018 **.* *.* 11/16/2018 **.** *.**
British American Tobacco, 2.125% 15aug2025, GBP   GBP 08/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British American Tobacco, 2.25% 16jan2030, EUR   EUR 01/16/2030 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 08/14/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 11/16/2018 **.** *.* 11/16/2018 **.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 11/16/2018 **.* *.** 11/16/2018 **.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 11/16/2018 *** *.** 11/16/2018 ***.*** *.**
British American Tobacco, 7.25% 12mar2024, GBP   GBP 03/12/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British American Tobacco, FRN 14aug2020, USD   USD 08/14/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
British American Tobacco, FRN 15aug2022, USD   USD 08/15/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
British American Tobacco, FRN 16aug2021, EUR   EUR 08/16/2021 11/16/2018 **.* * 11/16/2018 **.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 11/16/2018 **.* *.* 11/16/2018 **.* *.**
British Land, 5.006%24sep2035, GBP   GBP 09/24/2035 11/16/2018 *** *.* 11/16/2018 *** *.**
British Land, 5.264%24sep2035, GBP   GBP 09/24/2035 11/16/2018 *** *.* 11/16/2018 *** *.**
British Land, 5.357%31mar2028, GBP   GBP 03/31/2028 11/16/2018 *** *.** 11/16/2018 *** *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 06/23/2022 11/16/2018 **.* *.* 11/16/2018 **.** *.*
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British Telecommunications, 0.875% 26sep2023, EUR   EUR 09/26/2023 11/16/2018 **.* *.** 11/16/2018 **.** *.*
British Telecommunications, 1% 21nov2024, EUR   EUR 11/21/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 06/23/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British Telecommunications, 1.5% 23jun2027, EUR   EUR 06/23/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British Telecommunications, 1.613% 25jun2033, GBP   GBP 06/25/2033 11/16/2018 ***.** * 11/16/2018 ***.** *
British Telecommunications, 1.739% 25jun2039, GBP   GBP 06/25/2039 11/16/2018 ***.* * 11/16/2018 ***.** *
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British Telecommunications, 1.774% 25jun2042, GBP   GBP 06/25/2042 11/16/2018 ***.** * 11/16/2018 ***.* *
British Telecommunications, 2.125% 26sep2028, EUR   EUR 09/26/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 11/16/2018 **.** *.* 11/16/2018 *** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 11/16/2018 ***.** * 11/16/2018 ***.** *
British Telecommunications, 3.64% 25jun2033, GBP   GBP 06/25/2033 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British Telecommunications, 3.883% 25jun2039, GBP   GBP 06/25/2039 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British Telecommunications, 3.924% 25jun2042, GBP   GBP 06/25/2042 11/16/2018 **.** *.** 11/16/2018 **.** *.**
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 11/16/2018 ***.** * 11/16/2018 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 11/16/2018 ***.** *.* 11/16/2018 ***.* *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 11/16/2018 ***.* * 11/16/2018 ***.** *
Broadgate Financing, 4.851% 5apr2031, GBP (ABS)   GBP 04/05/2031 11/16/2018 ***.** * 11/16/2018 ***.** *
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Broadgate Financing, 4.999% 5oct2031, GBP (ABS)   GBP 10/05/2031 11/16/2018 ***.** * 11/16/2018 ***.** *
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 11/16/2018 ***.** * 11/16/2018 ***.** *
Bromford Housing Group, 3.125% 3may2048, GBP   GBP 05/03/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Bruntwood, 0,0624jul2020, GBP   GBP 07/24/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 11/16/2018 ***.** *.* 11/16/2018 ***.* *.**
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Bupa, 6.125% perp., GBP   GBP 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Burford Capital, 5% 1dec2026, GBP (0025)   GBP 12/01/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
By Chelmer Plc, FRN 31mar2043, GBP   GBP 03/31/2043 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Cable & Wireless Communications, 6.875% 1aug2022, USD   USD 08/01/2022 11/16/2018 *** *.** 11/16/2018 ***.** *.**
Cable & Wireless Communications, 8.625% 25mar2019, GBP   GBP 03/25/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Canara Bank (London branch), 3.25% 10aug2022, USD   USD 08/10/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Canary Wharf Finance II, 5.952% 22jan2035, GBP (ABS)   GBP 01/22/2035 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Canary Wharf Finance II, 6.455% 22apr2030, GBP (ABS)   GBP 04/22/2030 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Canary Wharf Finance II, 6.8% 22apr2033, GBP   GBP 04/22/2033 11/16/2018 ***.**** *.** 11/16/2018 ***.*** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 11/16/2018 **.**** * 11/16/2018 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 11/16/2018 **.**** * 11/16/2018 **.**** *
Capital Hospitals Issuer, 1.703% 30sep2046, GBP   GBP 09/30/2046 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Capital Hospitals Issuer, 1.703% 30sep2046, GBP   GBP 09/30/2046 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Care UK Health Social Care Investments, FRN 15jan2020, GBP   GBP 01/15/2020 11/16/2018 **.** * 11/16/2018 ***.** *
Care UK Health Social Care Investments, FRN 15jul2019, GBP   GBP 07/15/2019 11/16/2018 **.** * 11/16/2018 ***.** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 11/16/2018 * ****.** 11/16/2018 * ****.**
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 11/16/2018 ***.** *.** 11/16/2018 ***.* -*.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Carnival, 6.65% 15jan2028, USD   USD 01/15/2028 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Carnival, 7.875% 1jun2027, USD   USD 06/01/2027 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Catalyst Healthcare, 2.411% 30sep2040, GBP   GBP 09/30/2040 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Centrica, 0% 5jan2032, EUR (7305D)   EUR 01/05/2032 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 11/16/2018 ***.** * 11/16/2018 ***.** *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.**
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 11/16/2018 ***.** * 11/16/2018 ***.* *
Centrica, 5.9% 16apr2027, USD   USD 04/16/2027 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 11/16/2018 ***.** * 11/16/2018 ***.* *
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 11/16/2018 ***.** * 11/16/2018 ***.** *
Centrica, FRN 25sep2020, USD   USD 09/25/2020 11/16/2018 **.*** * 11/16/2018 **.** *
CEVA Logistics, 5.25% 1aug2025, EUR   EUR 08/01/2025 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
Channel Link Enterprises Finance (CLEF), 1.761% 30jun2050, EUR   EUR 06/30/2050 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Channel Link Enterprises Finance (CLEF), 2.706% 30jun2050, EUR   EUR 06/30/2050 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Channel Link Enterprises Finance (CLEF), 3.043% 30jun2050, GBP   GBP 06/30/2050 11/16/2018 **.*** * 11/16/2018 **.*** *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP   GBP 11/12/2038 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
City Greenwich Lewisham, 9.375%11oct2020, GBP   GBP 10/11/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Clarion Housing Group, 4.25% 8oct2042, GBP   GBP 10/08/2042 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Clarion Housing Group, 5.981% 17sep2038, GBP   GBP 09/17/2038 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 11/16/2018 **.*** * 11/16/2018 **.**** *
Clerical Medical, 7.375% perp., GBP   GBP 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 11/16/2018 **.** *.* 11/16/2018 **.** *
Close Brothers Group, 2.75% 26apr2023, GBP   GBP 04/26/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 09/12/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CNH Industrial, 1.875% 19jan2026, EUR   EUR 01/19/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
CNH Industrial, 2.75% 18mar2019, EUR   EUR 03/18/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
CNH Industrial, 4.5% 15aug2023, USD   USD 08/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 11/16/2018 ***.** *.* 11/16/2018 *** *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 11/16/2018 *** * 11/16/2018 *** *
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 11/16/2018 ***.* * 11/16/2018 ***.*** *
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 11/16/2018 ***.** * 11/16/2018 ***.** *
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Coca-Cola European Partners, 1.5% 8nov2027, EUR   EUR 11/08/2027 11/16/2018 **.** *.** 11/16/2018 ***.** *.*
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 11/16/2018 ***.* *.** 11/16/2018 ***.** *.*
Coca-Cola European Partners, FRN 16nov2021, EUR   EUR 11/16/2021 11/16/2018 **.** * 11/16/2018 ***.** *
Community Finance Company 1 PLC, 5.017%2034, GBP   GBP 07/31/2034 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.**
Compass Group, 0.625% 3jul2024, EUR   EUR 07/03/2024 11/16/2018 ** *.** 11/16/2018 **.** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Compass Group, 2% 3jul2029, GBP   GBP 07/03/2029 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.* -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Connect Plus Issuer, 2.607% 31mar2039, GBP   GBP 03/31/2039 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Coventry & Rugby Hospital, 3.246% 30jun2040, GBP   GBP 06/30/2040 11/16/2018 ***.** * 11/16/2018 ***.** *
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Coventry Building Society, 1.875% 24oct2023, GBP   GBP 10/24/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Coventry Building Society, FRN 17mar2020, GBP   GBP 03/17/2020 11/16/2018 ***.* * 11/16/2018 ***.** *
CPUK Finance, 2.666%28feb2020, GBP   GBP 02/28/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
CPUK Finance, 3.588%28aug2025, GBP   GBP 08/28/2025 11/16/2018 ***.* *.** 11/16/2018 ***.**** *.**
CPUK Finance, 4.25% 28feb2047, GBP   GBP 02/28/2047 11/16/2018 **.** *.* 11/16/2018 ***.** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Credit Agricole London, 0.2% 30oct2023, CHF   CHF 10/30/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Credit Agricole London, 0.3% 18apr2024, CHF   CHF 04/18/2024 11/16/2018 **.* *.** 11/16/2018 **.* *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 11/16/2018 **.* *.** 11/16/2018 ***.** *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 11/16/2018 **.* *.** 11/16/2018 **.** *.*
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Agricole London, 0.625% 12jul2024, CHF   CHF 07/12/2024 11/16/2018 **.** *.** 11/16/2018 **.* *.*
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 11/16/2018 *** -*.** 11/16/2018 ***.** -*.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.*
Credit Agricole London, 1.375% 13mar2025, EUR   EUR 03/13/2025 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 09/29/2025 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 11/16/2018 ***.** * 11/16/2018 ***.* *.**
Credit Agricole London, 3.25% 4oct2024, USD   USD 10/04/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Credit Agricole London, 3.375% 10jan2022, USD   USD 01/10/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Credit Agricole London, 3.75% 24apr2023, USD   USD 04/24/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.*
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Credit Agricole London, 4.4% 6jul2027, AUD   AUD 07/06/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 11/16/2018 ***.*** *.* 11/16/2018 ***.** *.**
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Agricole London, FRN 10jan2022, USD   USD 01/10/2022 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 11/16/2018 ***.** * 11/16/2018 *** *
Credit Agricole London, FRN 15apr2019, USD   USD 04/15/2019 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Credit Agricole London, FRN 1jul2021, USD   USD 07/01/2021 11/16/2018 ***.*** * 11/16/2018 ***.** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Credit Agricole London, FRN 24apr2023, USD   USD 04/24/2023 11/16/2018 **.** * 11/16/2018 ***.*** *
Credit Agricole London, FRN 6mar2023, EUR   EUR 03/06/2023 11/16/2018 **.** * 11/16/2018 **.** *
Credit Suisse AG (London) Branch, 0% 18mar2045, USD (10958D)   USD 03/18/2045 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Credit Suisse AG (London) Branch, 0% 27sep2023, CZK (1826D)   CZK 09/27/2023 11/16/2018 **.** * 11/16/2018 *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 11/16/2018 ***.* *.** 11/16/2018 *** *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 11/16/2018 **.** *.* 11/16/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 11/16/2018 ***.** *.** 11/16/2018 ***.* -*.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Credit Suisse AG (London) Branch, 1.5% 10apr2026, EUR   EUR 04/10/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 11/16/2018 **.* * 11/16/2018 **.** *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 11/16/2018 **.** * 11/16/2018 ***.** *
Credit Suisse AG (London) Branch, 2% 31oct2024, USD   USD 10/31/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 11/16/2018 **.** * 11/16/2018 ** *
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 12/03/2020 11/16/2018 ** * 11/16/2018 **.** *
Credit Suisse AG (London) Branch, 2.66% 27feb2035, HKD   HKD 02/27/2035 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 11/16/2018 **.** * 11/16/2018 ** *
Credit Suisse AG (London) Branch, 3.5% 26nov2025, EUR   EUR 11/26/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Credit Suisse AG (London) Branch, 4.7% 1jul2046, AUD   AUD 07/01/2046 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 5.153% 21jan2046, AUD   AUD 01/21/2046 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Credit Suisse AG (London) Branch, 6% 26feb2026, USD   USD 02/26/2026 11/16/2018 **.** * 11/16/2018 **.* *
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 11/16/2018 **.** * 11/16/2018 ***.** *
Ctrl Section 1 Finance, FRN 2nov2051, GBP   GBP 11/02/2051 11/16/2018 ***.*** * 11/16/2018 ***.*** *
CYBG, 8% perp., GBP   GBP 11/16/2018 **.*** * 11/16/2018 **.*** *
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 11/16/2018 **.** *.** 11/16/2018 ***.** -*.**
Daily Mail & General Trust, 6.375% 21jun2027, GBP   GBP 06/21/2027 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 11/16/2018 **.** **.** 11/16/2018 **.* **.**
Derby Healthcare, 5.564% 30jun2041, GBP   GBP 06/30/2041 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.*
Deutsche Bank AG (London Branch), 0% 12jan2019, EUR (3652D)   EUR 01/12/2019 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 27feb2019, EUR (3652D)   EUR 02/27/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 10/30/2025 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Deutsche Bank AG (London Branch), 0% 4feb2019, EUR (3652D)   EUR 02/04/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 5nov2020, USD (1863D)   USD 11/05/2020 11/16/2018 **.** * 11/16/2018 ** *
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 7nov2022, USD (2191D)   USD 11/07/2022 11/16/2018 **.** *.** 11/16/2018 ** *.*
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 11/16/2018 **.** *.** 11/16/2018 **.* *.*
Deutsche Bank AG (London Branch), 13% 1mar2019, EUR (413)   EUR 03/01/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), 2% 3jul2027, EUR   EUR 07/03/2027 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), 2.25% 20sep2020, EUR   EUR 09/20/2020 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 2.25% 28jun2020, EUR   EUR 06/28/2020 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 11/16/2018 **.* *.** 11/16/2018 ***.** *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 11/16/2018 **.** * 11/16/2018 ** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 11/16/2018 **.** * 11/16/2018 ** *
Deutsche Bank AG (London Branch), 3.5% 12jan2019, EUR (304)   EUR 01/12/2019 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 11/16/2018 ***.* * 11/16/2018 ***.* *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Deutsche Bank AG (London Branch), 4.75% 3jul2027, USD   USD 07/03/2027 11/16/2018 **.* * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), 5% 28jul2025, USD   USD 07/28/2025 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Deutsche Bank AG (London Branch), 6.6% 15feb2025, USD   USD 02/15/2025 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), 7.875% 17apr2019, IDR   IDR 04/17/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Deutsche Bank AG (London Branch), 8% 5mar2026, ZAR   ZAR 03/05/2026 11/16/2018 **.*** **.** 11/16/2018 **.*** **.**
Deutsche Bank AG (London Branch), FRN 10feb2021, USD   USD 02/10/2021 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Deutsche Bank AG (London Branch), FRN 11may2020, USD   USD 05/11/2020 11/16/2018 **.*** * 11/16/2018 ***.*** *
Deutsche Bank AG (London Branch), FRN 17mar2021, USD   USD 03/17/2021 11/16/2018 **.*** * 11/16/2018 ***.*** *
Deutsche Bank AG (London Branch), FRN 1feb2033, EUR   EUR 02/01/2033 11/16/2018 **.*** * 11/16/2018 **.*** *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), FRN 1mar2028, EUR   EUR 03/01/2028 11/16/2018 **.** * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 10/20/2022 11/16/2018 **.* * 11/16/2018 **.** *
Deutsche Bank AG (London Branch), FRN 23may2023, USD   USD 05/23/2023 11/16/2018 **.**** * 11/16/2018 **.**** *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 11/16/2018 **.** * 11/16/2018 ***.** *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 11/16/2018 **.* * 11/16/2018 **.** *
Diageo, 0% 17nov2020, EUR (1096D)   EUR 11/17/2020 11/16/2018 **.** *.** 11/16/2018 ***.** -*.**
Diageo, 0.25% 22oct2021, EUR   EUR 10/22/2021 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Diageo, 0.5% 19jun2024, EUR   EUR 06/19/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Diageo, 1% 22apr2025, EUR   EUR 04/22/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Diageo, 1.5% 22oct2027, EUR   EUR 10/22/2027 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Diageo, 3% 18may2020, USD   USD 05/18/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Diageo, 3.5% 18sep2023, USD   USD 09/18/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Diageo, 3.875% 18may2028, USD   USD 05/18/2028 11/16/2018 **.*** *.** 11/16/2018 ***.** *.*
Diageo, 3.875% 29apr2043, USD   USD 04/29/2043 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 11/16/2018 **.*** *.** 11/16/2018 ***.** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.*
Diageo, FRN 18may2020, USD   USD 05/18/2020 11/16/2018 **.*** * 11/16/2018 ***.** *
Dignity, 4.6956% 31dec2049, GBP   GBP 12/31/2049 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Direct Line Insurance Group, 4.75% perp., GBP   GBP 11/16/2018 **.*** * 11/16/2018 **.*** *
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 11/16/2018 ***.** * 11/16/2018 ***.** *
Drax Group plc, 6.625% 1nov2025, USD   USD 11/01/2025 11/16/2018 ***.** *.* 11/16/2018 ***.** *.*
DS Smith, 1.375% 26jul2024, EUR   EUR 07/26/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 07/26/2029 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Dwr Cymru, 2.5% 31mar2036, GBP   GBP 03/31/2036 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Dwr Cymru, 6.015% 31mar2028, GBP   GBP 03/31/2028 11/16/2018 ***.** * 11/16/2018 ***.** *
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 11/16/2018 ***.** * 11/16/2018 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 11/16/2018 ***.** * 11/16/2018 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
East Slope Residencies, 0.1% 28feb2062, GBP   GBP 02/28/2062 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Eastern Power Networks, 0.032% 7oct2025, GBP   GBP 10/07/2025 11/16/2018 ***.* -*.** 11/16/2018 ***.**** -*.*
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 11/16/2018 ***.** *.* 11/16/2018 ***.** *.*
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 11/12/2036 11/16/2018 ***.** * 11/16/2018 ***.** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 11/16/2018 **.* *.** 11/16/2018 **.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 0% 10may2019, KZT (547D)   KZT 05/10/2019 11/16/2018 **.** **.** 11/16/2018 **.** **.**
EBRD, 0% 10sep2021, USD (7305D)   USD 09/10/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
EBRD, 0% 19jun2019, ARS (365D)   ARS 06/19/2019 11/16/2018 **.* **.** 11/16/2018 **.* **.**
EBRD, 0% 1feb2019, ARS (549D)   ARS 02/01/2019 11/16/2018 **.** **.** 11/16/2018 **.* **.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 01/22/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 0% 25mar2025, TRY (2373D)   TRY 03/25/2025 11/16/2018 **.** **.** 11/16/2018 **.** **.**
EBRD, 0% 25may2040, USD (10958D)   USD 05/25/2040 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
EBRD, 0% 29nov2046, USD (10957D)   USD 11/29/2046 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
EBRD, 0% 2aug2021, TRY (1461D)   TRY 08/02/2021 11/16/2018 **.** **.** 11/16/2018 **.** **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 11/16/2018 **.** *.* 11/16/2018 **.** *.*
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 11/16/2018 **.** *.** 11/16/2018 **.** *.*
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 0% 31jan2019, KZT (366D)   KZT 01/31/2019 11/16/2018 **.** **.** 11/16/2018 **.** *.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
EBRD, 0.5% 20dec2018, AUD   AUD 12/20/2018 11/16/2018 **.** **.** 11/16/2018 ***.* -**.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 11/16/2018 **.* *.** 11/16/2018 **.** *.**
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 11/16/2018 **.* *.** 11/16/2018 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 1.25% 15dec2022, GBP   GBP 12/15/2022 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 11/16/2018 **.* *.** 11/16/2018 **.** *.**
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 11/16/2018 **.** *.* 11/16/2018 **.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 1.875% 15jul2021, USD   USD 07/15/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 11/16/2018 **.** *.** 11/16/2018 **.* *.**
EBRD, 10% 13oct2021, TRY   TRY 10/13/2021 11/16/2018 **.** **.** 11/16/2018 **.** **.**
EBRD, 10% 22feb2019, EUR   EUR 02/22/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
EBRD, 10% 4dec2018, ITL   ITL 12/04/2018 11/16/2018 ***.*** * 11/16/2018 ***.*** *
EBRD, 11% 5feb2024, EUR   EUR 02/05/2024 11/16/2018 ***.** * 11/16/2018 ***.* *
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** -*.**
EBRD, 12% 12mar2024, EUR   EUR 03/12/2024 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
EBRD, 12% 19feb2019, EUR   EUR 02/19/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
EBRD, 17% 5mar2020, ARS   ARS 03/05/2020 11/16/2018 **.** **.* 11/16/2018 **.** **.**
EBRD, 19% 14feb2019, ARS   ARS 02/14/2019 11/16/2018 **.* **.** 11/16/2018 **.** **.*
EBRD, 19% 18jan2019, ARS   ARS 01/18/2019 11/16/2018 **.** **.** 11/16/2018 **.** **.**
EBRD, 2% 1feb2021, USD   USD 02/01/2021 11/16/2018 **.** * 11/16/2018 **.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 2.73% 26sep2046, USD   USD 09/26/2046 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
EBRD, 2.746% 17jul2024, GBP   GBP 07/17/2024 11/16/2018 ***.**** * 11/16/2018 ***.*** *
EBRD, 2.75% 26apr2021, USD   USD 04/26/2021 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
EBRD, 2.75% 7mar2023, USD   USD 03/07/2023 11/16/2018 **.* *.* 11/16/2018 **.** *.**
EBRD, 20% 16oct2019, TRY   TRY 10/16/2019 11/16/2018 **.* **.** 11/16/2018 **.* **.**
EBRD, 21% 4oct2023, TRY   TRY 10/04/2023 11/16/2018 ***.** **.** 11/16/2018 ***.** **.**
EBRD, 23% 24mar2022, TRY   TRY 03/24/2022 11/16/2018 ***.** **.** 11/16/2018 ***.** **.**
EBRD, 24% 10sep2021, TRY   TRY 09/10/2021 11/16/2018 ***.** **.** 11/16/2018 ***.** **.**
EBRD, 24% 5oct2022, TRY   TRY 10/05/2022 11/16/2018 ***.** **.** 11/16/2018 ***.** **.**
EBRD, 27.5% 11sep2020, TRY   TRY 09/11/2020 11/16/2018 ***.** **.** 11/16/2018 ***.** **.**
EBRD, 27.5% 18sep2020, TRY   TRY 09/18/2020 11/16/2018 ***.** **.** 11/16/2018 ***.** **.**
EBRD, 27.5% 2oct2019, TRY   TRY 10/02/2019 11/16/2018 ***.** **.** 11/16/2018 ***.** **.*
EBRD, 28.5% 10jul2019, TRY   TRY 07/10/2019 11/16/2018 ***.** **.** 11/16/2018 ***.** **.**
EBRD, 30% 4nov2019, ARS   ARS 11/04/2019 11/16/2018 **.** **.** 11/16/2018 **.** **.**
EBRD, 35% 7aug2019, ARS   ARS 08/07/2019 11/16/2018 **.** **.** 11/16/2018 **.** **.**
EBRD, 4% 30apr2019, BRL   BRL 04/30/2019 11/16/2018 **.** *.** 11/16/2018 ***.* *.**
EBRD, 4.5% 14aug2020, PHP   PHP 08/14/2020 11/16/2018 ** *.** 11/16/2018 **.** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 5% 14jun2021, INR   INR 06/14/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 5% 15mar2019, INR   INR 03/15/2019 11/16/2018 **.*** **.** 11/16/2018 **.*** **.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 11/16/2018 ***.** * 11/16/2018 ***.** *
EBRD, 5.06% 15feb2019, INR   INR 02/15/2019 11/16/2018 **.*** **.** 11/16/2018 **.*** **.**
EBRD, 5.125% 7jun2032, GBP   GBP 06/07/2032 11/16/2018 ***.** * 11/16/2018 ***.** *.**
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 11/16/2018 **.* **.** 11/16/2018 **.** **.**
EBRD, 5.6% 30jan2025, IDR   IDR 01/30/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUB 07/24/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 6% 7feb2023, INR   INR 02/07/2023 11/16/2018 **.** *.* 11/16/2018 **.** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 11/16/2018 **.** *.** 11/16/2018 **.* *.**
EBRD, 6.25% 25jul2022, IDR   IDR 07/25/2022 11/16/2018 **.* *.** 11/16/2018 **.** *.**
EBRD, 6.38% 27mar2019, IDR   IDR 03/27/2019 11/16/2018 **.* **.** 11/16/2018 **.** **.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 7% 24apr2020, KZT   KZT 04/24/2020 11/16/2018 **.** **.** 11/16/2018 **.** **.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 11/16/2018 **.* *.** 11/16/2018 **.** *.**
EBRD, 7.5% 11jun2020, MXN   MXN 06/11/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
EBRD, 7.5% 15dec2021, BRL   BRL 12/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
EBRD, 7.5% 29nov2019, RUR   RUB 11/29/2019 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
EBRD, 7.95% 22dec2021, AMD   AMD 12/22/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
EBRD, 8.25% 4aug2022, AMD   AMD 08/04/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
EBRD, 8.3% 2oct2020, IDR   IDR 10/02/2020 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
EBRD, FRN 11may2022, USD   USD 05/11/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
EBRD, FRN 18dec2018, ITL   ITL 12/18/2018 11/16/2018 ***.*** *.** 11/16/2018 ***.** -*.**
EBRD, FRN 19apr2010, EUR   EUR 04/19/2025 11/16/2018 **.*** * 11/16/2018 **.*** *
EBRD, FRN 19nov2020, USD   USD 11/19/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 11/16/2018 *** * 11/16/2018 ***.** *
EBRD, FRN 31jul2023, GBP   GBP 07/31/2023 11/16/2018 **.*** * 11/16/2018 **.*** *
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Ei Group, 5.659% 30jun2027, GBP   GBP 06/30/2027 11/16/2018 ***.** * 11/16/2018 ***.** *
Ei Group, 6% 6oct2023, GBP   GBP 10/06/2023 11/16/2018 *** *.** 11/16/2018 *** *
Ei Group, 6.375% 15feb2022, GBP   GBP 02/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Ei Group, 6.375% 26sep2031, GBP   GBP 09/26/2031 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Ei Group, 6.464% 30mar2032, GBP   GBP 03/30/2032 11/16/2018 **.** * 11/16/2018 **.** *
Ei Group, 6.5%6dec2018, GBP   GBP 12/06/2018 11/16/2018 **.** *.** 11/16/2018 ***.** -*.**
Ei Group, 6.875%15feb2021, GBP   GBP 02/15/2021 11/16/2018 *** *.** 11/16/2018 *** *.**
Ei Group, 6.875%9may2025, GBP   GBP 05/09/2025 11/16/2018 *** *.** 11/16/2018 ***.**** *.**
Ei Group, 7.395% 30mar2024, GBP   GBP 03/28/2024 11/16/2018 ***.** * 11/16/2018 ***.** *
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 11/16/2018 **.** **.** 11/16/2018 **.** **.**
Endeavour SCH, FRN 28mar2031, GBP   GBP 03/28/2031 11/16/2018 ***.** * 11/16/2018 ***.*** *
EnQuest, 5.5% 15apr2022, GBP   GBP 04/15/2022 11/16/2018 **.* * 11/16/2018 **.* *
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 11/16/2018 ***.**** *.** 11/16/2018 ***.** *.**
Eversholt Funding, 3.529% 7aug2042, GBP   GBP 08/07/2042 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP   GBP 07/13/2036 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Fairfax, 7.75% 15jul2037, USD   USD 07/15/2037 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
FCE Bank, 0.65% 5apr2021, JPY   JPY 04/05/2021 11/16/2018 **.*** *.** 11/16/2018 **.*** *.*
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 11/16/2018 **.* *.** 11/16/2018 **.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.*
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 11/16/2018 *** *.** 11/16/2018 *** *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 11/16/2018 ***.** * 11/16/2018 ***.* *
FCE Bank, FRN 18dec2020, EUR   EUR 12/18/2020 11/16/2018 ***.*** * 11/16/2018 ***.** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 11/16/2018 **.** * 11/16/2018 **.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 11/16/2018 **.**** * 11/16/2018 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 11/16/2018 **.**** * 11/16/2018 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 11/16/2018 **.*** * 11/16/2018 **.*** *
First Flexible, FRN 1dec2035, GBP   GBP 12/01/2035 11/16/2018 **.**** * 11/16/2018 **.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 11/16/2018 **.**** * 11/16/2018 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 11/16/2018 **.**** * 11/16/2018 ***.**** *
First Hydro, 0,0931jul2021, GBP   GBP 07/31/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 11/16/2018 ***.** * 11/16/2018 ***.** *
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 11/16/2018 **.** *.* 11/16/2018 **.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
G4S, 1.875% 24may2025, EUR   EUR 05/24/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 11/16/2018 ***.** * 11/16/2018 ***.** *
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Galaxy Bidco Ltd, 6.38% 15nov2020, GBP   GBP 11/15/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Galaxy Bidco Ltd, FRN 15nov2020, GBP   GBP 11/15/2020 11/16/2018 **.*** * 11/16/2018 ***.*** *
Gatwick Airport, 2.625% 7oct2048, GBP   GBP 10/07/2048 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Gatwick Airport, 4.625% 27mar2036, GBP   GBP 03/27/2036 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Gatwick Airport, 5.25% 23jan2026, GBP   GBP 01/23/2026 11/16/2018 ***.** *.** 11/16/2018 ***.**** *.**
Gatwick Airport, 6.125% 2mar2028, GBP   GBP 03/02/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Gatwick Airport, 6.5% 2mar2043, GBP   GBP 03/02/2043 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 11/16/2018 **.* *.** 11/16/2018 **.** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Glaxosmithkline plc, 0% 12sep2020, EUR (1096D)   EUR 09/12/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Glaxosmithkline plc, 0.625% 2dec2019, EUR   EUR 12/02/2019 11/16/2018 ***.* -*.** 11/16/2018 ***.** -*.**
Glaxosmithkline plc, 1% 12sep2026, EUR   EUR 09/12/2026 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Glaxosmithkline plc, 1.25% 21may2026, EUR   EUR 05/21/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Glaxosmithkline plc, 1.375% 12sep2029, EUR   EUR 09/12/2029 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Glaxosmithkline plc, 1.375% 2dec2024, EUR   EUR 12/02/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Glaxosmithkline plc, 1.75% 21may2030, EUR   EUR 05/21/2030 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Glaxosmithkline plc, 2.8% 18mar2023, USD   USD 03/18/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Glaxosmithkline plc, 2.85% 8may2022, USD   USD 05/08/2022 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Glaxosmithkline plc, 3.125% 14may2021, USD   USD 05/14/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Glaxosmithkline plc, 3.375% 15may2023, USD   USD 05/15/2023 11/16/2018 ** *.** 11/16/2018 **.** *.**
Glaxosmithkline plc, 3.375% 20dec2027, GBP   GBP 12/20/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Glaxosmithkline plc, 3.625% 15may2025, USD   USD 05/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Glaxosmithkline plc, 3.875% 15may2028, USD   USD 05/15/2028 11/16/2018 **.** *.** 11/16/2018 ***.* *.**
Glaxosmithkline plc, 4% 16jun2025, EUR   EUR 06/16/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Glaxosmithkline plc, 4.2% 18mar2043, USD   USD 03/18/2043 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Glaxosmithkline plc, 4.25% 18dec2045, GBP   GBP 12/18/2045 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Glaxosmithkline plc, 5.25% 10apr2042, GBP   GBP 04/10/2042 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Glaxosmithkline plc, 5.25% 19dec2033, GBP   GBP 12/19/2033 11/16/2018 *** *.* 11/16/2018 ***.** *.**
Glaxosmithkline plc, 5.375% 15apr2034, USD   USD 04/15/2034 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Glaxosmithkline plc, 6.375% 15may2038, USD   USD 05/15/2038 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Glaxosmithkline plc, 6.375% 9mar2039, GBP   GBP 03/09/2039 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Glaxosmithkline plc, FRN 14may2021, USD   USD 05/14/2021 11/16/2018 ***.** * 11/16/2018 ***.* *
Glaxosmithkline plc, FRN 21may2020, EUR   EUR 05/21/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 11/16/2018 **.* **.** 11/16/2018 **.* **.**
Goldman Sachs International, 0% 9sep2046, USD (10957D)   USD 09/09/2046 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Goldman Sachs International, 2% 6dec2020, EUR (Structured)   EUR 06/12/2020 11/16/2018 **.** * 11/16/2018 *
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 11/16/2018 **.** * 11/16/2018 *** *
Goldman Sachs International, 2.6% 4sep2021, USD   USD 09/04/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Goldman Sachs International, 3% 19may2020, CNY   CNY 05/19/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Goldman Sachs International, 3% 23jan2025, USD   USD 01/23/2025 11/16/2018 **.* *.** 11/16/2018 ** *.**
Goldman Sachs International, 3.5% 8feb2025, USD   USD 02/08/2025 11/16/2018 **.* * 11/16/2018 **.* *
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 11/16/2018 **.* * 11/16/2018 ***.** *
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 03/17/2020 11/16/2018 **.** **.** 11/16/2018 **.** *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 11/16/2018 ***.* * 11/16/2018 ***.* *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 11/16/2018 **.** * 11/16/2018 ***.** *
Goodyear Dunlop Tires Europe, 3.75% 15dec2023, EUR   EUR 12/15/2023 11/16/2018 ***.** *.* 11/16/2018 *** *.**
Grainger, 3.375% 24apr2028, GBP   GBP 04/24/2028 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 11/16/2018 **.**** * 11/16/2018 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 11/16/2018 **.**** * 11/16/2018 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 11/16/2018 **.**** * 11/16/2018 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP   GBP 10/22/2042 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP   GBP 11/29/2032 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Greene King Finance, 5.106% 15mar2034, GBP   GBP 03/15/2034 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Greene King Finance, 5.318% 15sep2031, GBP   GBP 09/15/2031 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 11/16/2018 **.**** * 11/16/2018 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Greensands, 8.5%15apr2019, GBP   GBP 04/15/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** -*.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Hastings Group Holdings Limited, 3% 24may2025, GBP   GBP 05/24/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 11/16/2018 ***.**** * 11/16/2018 ***.**** *
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 11/16/2018 ***.* * 11/16/2018 ***.* *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 11/16/2018 *** *.** 11/16/2018 ***.* *.**
HBOS, 6% 1nov2033, USD   USD 11/01/2033 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
HBOS, 6.85% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 11/16/2018 *** *.* 11/16/2018 ***.* *.**
Heathrow Airport Holdings, 1.5%11feb2030, EUR   EUR 02/11/2032 11/16/2018 **.** * 11/16/2018 **.** *
Heathrow Airport Holdings, 1.875% 12jul2034, EUR   EUR 07/12/2034 11/16/2018 **.** * 11/16/2018 **.** *
Heathrow Airport Holdings, 1.875% 23may2022, EUR   EUR 05/23/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 03/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 08/06/2026 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Heathrow Airport Holdings, 4.625% 31oct2046, GBP   GBP 10/31/2046 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Heathrow Airport Holdings, 4.875% 15jul2021, USD   USD 07/15/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Heathrow Airport Holdings, 5.225% 15feb2023, GBP   GBP 02/15/2023 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Heathrow Airport Holdings, 5.375% 2sep2019, GBP   GBP 09/01/2019 11/16/2018 ***.*********** *.** 11/16/2018 ***.*********** *.**
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/2025 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Heathrow Airport Holdings, 5.875% 13may2041, GBP   GBP 05/13/2041 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Heathrow Airport Holdings, 6.45% 10dec2033, GBP   GBP 12/10/2031 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 12/03/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Heathrow Airport Holdings, 7.075% 4aug2028, GBP   GBP 08/04/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Heathrow Airport Holdings, 9.2% 29mar2021, GBP   GBP 03/29/2021 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Heathrow Finance, 4.75% 1mar2024, GBP   GBP 03/01/2024 11/16/2018 **.* *.** 11/16/2018 ***.* *.**
Heathrow SP, 2.75% 9aug2049, GBP   GBP 08/09/2049 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Heylo Housing Secured Bond, FRN 30sep2028, GBP   GBP 09/30/2028 11/16/2018 ***.* * 11/16/2018 ***.** *
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 11/16/2018 ***.**** *.** 11/16/2018 ***.*** *.**
Hiscox Ltd, 6.125% 24nov2045, GBP   GBP 11/24/2045 11/16/2018 ***.* * 11/16/2018 ***.** *
Hospital Co Dartford, FRN 31oct2031, GBP   GBP 10/31/2031 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Housing & Care 21, 3.288% 8nov2049, GBP   GBP 11/08/2049 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 11/16/2018 ***.**** * 11/16/2018 ***.**** *
HSBC, 0% 13may2043, USD (11322D)   USD 05/13/2043 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
HSBC, 0% 23apr2043, USD (10957D)   USD 04/23/2043 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
HSBC, 0% 23jan2044, USD (10957D)   USD 01/23/2044 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
HSBC, 0.345% 27jun2019, JPY   JPY 06/27/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** -*.*
HSBC, 1.48% 15oct2020, JPY   JPY 10/15/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
HSBC, 10.176% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
HSBC, 2.4% 28sep2024, USD   USD 09/28/2024 11/16/2018 **.** * 11/16/2018 **.** *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 11/16/2018 ***.** * 11/16/2018 ***.** *
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 11/16/2018 **.*** *.* 11/16/2018 **.** *.*
HSBC, 3.820% 16apr2038, USD   USD 04/16/2038 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 11/16/2018 **.** *.* 11/16/2018 **.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 11/16/2018 ***.*** *.* 11/16/2018 ***.* *.**
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 11/16/2018 **.** *.** 11/16/2018 **.* *.**
HSBC, 5.25% perp., EUR   EUR 11/16/2018 ***.** * 11/16/2018 ***.** *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 11/16/2018 ***.* * 11/16/2018 ***.** *
HSBC, 5.625% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 11/16/2018 *** *.* 11/16/2018 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 11/16/2018 ***.**** * 11/16/2018 ***.**** *
HSBC, 5.844% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
HSBC, 5.862% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 11/16/2018 ***.** *.** 11/16/2018 *** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
HSBC, 6.375% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
HSBC, 7.35% 27nov2032, USD   USD 11/27/2032 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
HSBC, FRN 10apr2021, USD   USD 04/10/2021 11/16/2018 **.*** * 11/16/2018 ***.*** *
HSBC, FRN 11feb2021, USD   USD 02/11/2021 11/16/2018 ***.**** * 11/16/2018 ***.**** *
HSBC, FRN 15jan2024, USD   USD 01/15/2024 11/16/2018 **.*** * 11/16/2018 ***.*** *
HSBC, FRN 1mar2022, EUR   EUR 03/01/2022 11/16/2018 **.*** * 11/16/2018 ***.*** *
HSBC, FRN 20jun2021, USD   USD 06/20/2021 11/16/2018 **.*** * 11/16/2018 ***.*** *
HSBC, FRN 23dec2020, EUR   EUR 12/23/2020 11/16/2018 ***.*** * 11/16/2018 ***.*** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 11/16/2018 ***.** * 11/16/2018 ***.* *
HSBC, FRN 8sep2022, GBP   GBP 09/08/2022 11/16/2018 ***.*** * 11/16/2018 ***.*** *
HSBC, FRN 9mar2020, EUR   EUR 03/09/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
HSBC, FRN 9mar2020, GBP   GBP 03/09/2020 11/16/2018 ***.*** * 11/16/2018 ***.** *
HSBC, FRN 9sep2025, SGD   SGD 09/09/2025 11/16/2018 **.*** * 11/16/2018 ***.*** *
HSBC, FRN perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
HSBC, FRN perp., USD   USD 11/16/2018 **.* * 11/16/2018 **.*** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC Holdings plc, 2.175% 27jun2023, GBP   GBP 06/27/2023 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 2.256% 13nov2026, GBP   GBP 11/13/2026 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
HSBC Holdings plc, 3.033% 22nov2023, USD   USD 11/22/2023 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 11/16/2018 ***.** *.** 11/16/2018 *** *.*
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 3.35% 16feb2024, AUD   AUD 02/16/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 11/16/2018 **.* *.* 11/16/2018 **.** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
HSBC Holdings plc, 3.95% 18may2024, USD   USD 05/18/2024 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 11/16/2018 **.** *.** 11/16/2018 **.* *.**
HSBC Holdings plc, 4.292% 12sep2026, USD   USD 09/12/2026 11/16/2018 **.** * 11/16/2018 **.*** *
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 11/16/2018 **.* *.** 11/16/2018 **.** *
HSBC Holdings plc, 4.583% 19jun2029, USD   USD 06/19/2029 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 4.7% perp., SGD   SGD 11/16/2018 **.* * 11/16/2018 **.** *
HSBC Holdings plc, 4.75% perp., EUR   EUR 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 6% perp., EUR   EUR 11/16/2018 ***.*** * 11/16/2018 ***.** *
HSBC Holdings plc, 6% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 6.25% perp., USD   USD 11/16/2018 **.* * 11/16/2018 **.** *
HSBC Holdings plc, 6.375% perp., USD   USD 11/16/2018 **.* * 11/16/2018 **.** *
HSBC Holdings plc, 6.5% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, 6.875% perp., USD   USD 11/16/2018 ***.*** * 11/16/2018 ***.** *
HSBC Holdings plc, FRN 11sep2021, USD   USD 09/11/2021 11/16/2018 **.*** * 11/16/2018 *
HSBC Holdings plc, FRN 12sep2026, USD   USD 09/12/2026 11/16/2018 ***.*** * 11/16/2018 ***.*** *
HSBC Holdings plc, FRN 16feb2024, AUD   AUD 02/16/2024 11/16/2018 **.*** * 11/16/2018 **.*** *
HSBC Holdings plc, FRN 18may2021, USD   USD 05/18/2021 11/16/2018 **.** * 11/16/2018 ***.** *
HSBC Holdings plc, FRN 18may2024, USD   USD 05/18/2024 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 11/16/2018 **.** * 11/16/2018 **.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
HSBC Holdings plc, FRN 5oct2023, EUR   EUR 10/05/2023 11/16/2018 **.** * 11/16/2018 **.** *
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 11/16/2018 ** *.** 11/16/2018 **.* *.**
ICBC (London Branch), FRN 14dec2020, USD   USD 12/14/2020 11/16/2018 **.*** * 11/16/2018 ***.*** *
ICBC (London Branch), FRN 14dec2022, USD   USD 12/14/2022 11/16/2018 ***.** * 11/16/2018 ***.* *
ICBC (London Branch), FRN 14jun2021, EUR   EUR 06/14/2021 11/16/2018 **.* * 11/16/2018 **.** *
ICBC (London Branch), FRN 14jun2021, USD   USD 06/14/2021 11/16/2018 **.** * 11/16/2018 *** *
ICBC (London Branch), FRN 14jun2023, USD   USD 06/14/2023 11/16/2018 **.** * 11/16/2018 ***.** *
ICBC (London Branch), FRN 29nov2019, USD   USD 11/29/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 07/15/2024 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Iceland VLNCo, 4.625% 15mar2025, GBP   GBP 03/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 11/16/2018 **.** * 11/16/2018 **.** *
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 12/02/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Imperial Brands, 5.5% 28sep2026, GBP   GBP 09/28/2026 11/16/2018 ***.** * 11/16/2018 ***.** *
Imperial Brands, 6.25% 4dec2018, GBP   GBP 12/04/2018 11/16/2018 ***.** * 11/16/2018 ***.** *
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Imperial Brands, 8.125% 15mar2024, GBP   GBP 03/15/2024 11/16/2018 ***.** * 11/16/2018 ***.** *
Imperial Brands, 9% 17feb2022, GBP   GBP 02/17/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Ineos Holdings, 2.125% 15nov2025, EUR   EUR 11/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Informa, 1.5% 5jul2023, EUR   EUR 07/05/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Inmarsat, 6.5% 1oct2024, USD   USD 10/01/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
InspirED Education, FRN 30sep2038, GBP   GBP 09/30/2038 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Integrated Accom Service, 6.48% 31mar2029, GBP   GBP 03/31/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Intercontinental Hotels, 2.125% 15may2027, EUR   EUR 05/15/2027 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 11/16/2018 *** * 11/16/2018 *** -*.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 11/16/2018 **.** **.** 11/16/2018 **.** *.**
International Finance Facility for Immunisation, FRN 16nov2020, USD   USD 11/16/2020 11/16/2018 ***.*** * 11/16/2018 ***.*** *
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 11/16/2018 ** *.** 11/16/2018 **.** *
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 11/16/2018 **.** *.* 11/16/2018 **.* *.*
International Power, 11.75% 19apr2027, EUR   EUR 04/19/2027 11/16/2018 *.** ****.** 11/16/2018 *.** ****.*
Intu (SGS) Finance PLC, 3.875% 17mar2023, GBP   GBP 03/17/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 11/16/2018 **.** *.** 11/16/2018 **.* *.*
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Intu Properties, 4.625% 17mar2028, GBP   GBP 03/17/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Investec Bank Plc, 4.2% 10dec2025, GBP   GBP 12/10/2025 11/16/2018 **.** * 11/16/2018 ***.** *
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Investec Bank Plc, 5.125% 4jun2050, GBP   GBP 06/04/2050 11/16/2018 **.** * 11/16/2018 **.** *
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Investec Bank Plc, FRN16jun2023, GBP   GBP 06/16/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
Investec Bank Plc, FRN16jun2023, GBP   GBP 06/16/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 11/16/2018 ***.* -*.** 11/16/2018 ***.* -*.**
J Sainsbury, 2.875% perp., GBP (Conv.)   GBP 11/16/2018 ***.*** * 11/16/2018 ***.*** *
J Sainsbury, 6.5% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 11/16/2018 **.** *.* 11/16/2018 ***.** *.**
Jaguar Land Rover, 4.5% 15jan2026, EUR   EUR 01/15/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Jaguar Land Rover, 4.5% 1oct2027, USD   USD 10/01/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Jerrold Holdings, 6.25% 15sep2021, GBP   GBP 09/15/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Jewel UK Bondco, 8.5% 15apr2023, GBP   GBP 04/15/2023 11/16/2018 **.** *.** 11/16/2018 **.* *.**
JKX Oil & Gas, 8% 19feb2018, USD (Conv.)   USD 02/19/2020 11/16/2018 **.** **.** 11/16/2018 **.** **.**
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 11/16/2018 **.** *.** 11/16/2018 **.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 11/16/2018 ***.** *.* 11/16/2018 ***.** *.*
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 11/16/2018 **.** ***.** 11/16/2018 **.** ***.**
JPMorgan Claverhouse Investment Trust, 7% 30mar2020, GBP   GBP 03/30/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Just Group, 3.5% 7feb2025, GBP   GBP 02/07/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 11/16/2018 ***.** * 11/16/2018 ***.** *.**
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 11/16/2018 **.** **.** 11/16/2018 **.** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 11/16/2018 *** *.** 11/16/2018 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Ladbrokes, 5.125% 8sep2023, GBP   GBP 09/08/2023 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Land Securities, FRN29sep2025, GBP   GBP 09/29/2025 11/16/2018 ***.** * 11/16/2018 ***.** *
Land Securities, FRN31mar2022, GBP   GBP 03/31/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 11/16/2018 ***.*** -*.* 11/16/2018 ***.*** -*.**
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 07/03/2024 11/16/2018 **.*** *.* 11/16/2018 **.** *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 11/16/2018 ***.* *.** 11/16/2018 ***.*** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 11/16/2018 **.** * 11/16/2018 **.* *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 11/16/2018 ***.** * 11/16/2018 ***.* *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 11/16/2018 ***.* * 11/16/2018 ***.** *
LendInvest, 5.25% 10aug2022, GBP   GBP 08/10/2022 11/16/2018 **.* *.** 11/16/2018 ***.** *.**
LendInvest, 5.375% 6oct2023, GBP   GBP 10/06/2023 11/16/2018 **.* *.** 11/16/2018 ***.* *.**
Liberty Global, 3.625% 15jun2029, EUR   EUR 06/15/2029 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Liberty Living, 2.625% 28nov2024, GBP   GBP 11/28/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Liberty Living, 3.375% 28nov2029, GBP   GBP 11/28/2029 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Liverpool Victoria Friendly Society, 6.5% 22may2043, GBP   GBP 05/22/2043 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Lloyds Bank, 0% 21oct2045, USD (10958D)   USD 10/21/2045 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 0% 27aug2045, USD (10958D)   USD 08/27/2045 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 0% 2apr2045, USD (10958D)   USD 04/02/2045 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 0% 30jan2045, USD (10958D)   USD 01/30/2045 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Lloyds Bank, 0.5% 22jul2020, EUR   EUR 07/22/2020 11/16/2018 ***.** -*.* 11/16/2018 ***.** -*.**
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 11/16/2018 ***.** -*.** 11/16/2018 *** -*.**
Lloyds Bank, 0.625% 26mar2025, EUR   EUR 03/26/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Lloyds Bank, 1.217% 22jan2025, EUR   EUR 01/22/2025 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Lloyds Bank, 1.326% 23apr2030, EUR   EUR 04/23/2030 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.* *.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Lloyds Bank, 1.7% 8jun2030, EUR   EUR 06/08/2030 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 1.75% 31mar2022, GBP   GBP 03/31/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Lloyds Bank, 10.375% 12feb2024, EUR   EUR 02/12/2024 11/16/2018 ***.** * 11/16/2018 ***.** *
Lloyds Bank, 12% perp., USD   USD 11/16/2018 ***.* * 11/16/2018 *** *
Lloyds Bank, 13% perp., EUR   EUR 11/16/2018 ***.* * 11/16/2018 *** *
Lloyds Bank, 13% perp., GBP   GBP 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 11/16/2018 **.** *.** 11/16/2018 **.** *
Lloyds Bank, 2.255% 9feb2036, EUR   EUR 02/09/2036 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 11/16/2018 **.** **.** 11/16/2018 ***.** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 11/16/2018 *** *.** 11/16/2018 ***.** -*.**
Lloyds Bank, 3.3% 7may2021, USD   USD 05/07/2021 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 11/16/2018 **.* *.** 11/16/2018 **.* *.**
Lloyds Bank, 3.65% 20mar2023, AUD   AUD 03/20/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.*** -*.**
Lloyds Bank, 4.62% 17jan2024, CNY   CNY 01/17/2024 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 11/16/2018 ***.** * 11/16/2018 ***.** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Lloyds Bank, 6% 8feb2029, GBP   GBP 02/08/2029 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Lloyds Bank, 7.5% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 11/16/2018 ***.** * 11/16/2018 ***.* *
Lloyds Bank, FRN 11jul2023, CAD   CAD 07/11/2023 11/16/2018 **.*** * 11/16/2018 **.*** *
Lloyds Bank, FRN 13sep2021, GBP   GBP 09/13/2021 11/16/2018 **.** * 11/16/2018 ***.** *
Lloyds Bank, FRN 14jan2019, GBP   GBP 01/14/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Lloyds Bank, FRN 16jan2020, GBP   GBP 01/16/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 11/16/2018 **.**** * 11/16/2018 **.**** *
Lloyds Bank, FRN 22jan2019, USD   USD 01/22/2019 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Lloyds Bank, FRN 27mar2023, GBP   GBP 03/27/2023 11/16/2018 **.** * 11/16/2018 **.** *
Lloyds Bank, FRN 4dec2020, EUR   EUR 12/04/2020 11/16/2018 **.** * 11/16/2018 ***.*** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Lloyds Bank, FRN 7may2021, USD   USD 05/07/2021 11/16/2018 **.*** * 11/16/2018 ***.* *
Lloyds Banking Group, 0.625% 15jan2024, EUR   EUR 01/15/2024 11/16/2018 **.** * 11/16/2018 **.* *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Lloyds Banking Group, 1% 4mar2025, CHF   CHF 03/04/2025 11/16/2018 **.* *.** 11/16/2018 **.* *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 09/12/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Lloyds Banking Group, 1.75% 7sep2028, EUR   EUR 09/07/2028 11/16/2018 **.** * 11/16/2018 **.** *
Lloyds Banking Group, 2.25% 16oct2024, GBP   GBP 10/16/2024 11/16/2018 **.** * 11/16/2018 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 11/16/2018 **.** *.** 11/16/2018 **.** *
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Banking Group, 4.05% 16aug2023, USD   USD 08/16/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Lloyds Banking Group, 4.25% 22nov2027, AUD   AUD 11/22/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Banking Group, 4.344% 9jan2048, USD   USD 01/09/2048 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Lloyds Banking Group, 4.375% 22mar2028, USD   USD 03/22/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Banking Group, 4.45% 8may2025, USD   USD 05/08/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Lloyds Banking Group, 4.55% 16aug2028, USD   USD 08/16/2028 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 11/16/2018 **.** *.** 11/16/2018 **.** *
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Lloyds Banking Group, 6% perp., GBP   GBP 11/16/2018 ** * 11/16/2018 ** *
Lloyds Banking Group, 6.367% perp., GBP   GBP 11/16/2018 ** * 11/16/2018 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 11/16/2018 ***.** * 11/16/2018 ***.** *
Lloyds Banking Group, 6.413% perp., USD   USD 11/16/2018 **.* * 11/16/2018 ***.* *
Lloyds Banking Group, 6.657% perp., USD   USD 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Lloyds Banking Group, 7% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Lloyds Banking Group, 7.5% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
Lloyds Banking Group, FRN 21jun2021, USD   USD 06/21/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 06/21/2024 11/16/2018 **.** * 11/16/2018 **.** *
Lloyds Banking Group, FRN perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.* *
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP   GBP 12/05/2033 11/16/2018 ***.*** *.** 11/16/2018 ***.**** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP   GBP 01/27/2040 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
London Mining, 8% 30apr2019, USD (Conv.)   USD 04/30/2019 11/16/2018 * ******.** 11/16/2018 * *****.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 06/07/2032 11/16/2018 ***.*** * 11/16/2018 ***.* *
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 11/16/2018 ***.**** *.** 11/16/2018 ***.*** *.*
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 09/19/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 09/19/2029 11/16/2018 ***.** *.* 11/16/2018 ***.** *.*
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Longstone Finance PLC, 4.791% 19apr2030, GBP (ABS)   GBP 04/19/2030 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Longstone Finance PLC, 4.896% 19apr2031, GBP   GBP 04/19/2031 11/16/2018 ***.**** * 11/16/2018 ***.*** *
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 11/16/2018 **.*** * 11/16/2018 ***.*** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 11/16/2018 *** *.** 11/16/2018 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 11/16/2018 ***.* * 11/16/2018 ***.** *
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Marstons Issuer, 5.1576% 15oct2027, GBP   GBP 10/15/2027 11/16/2018 **.**** * 11/16/2018 **.**** *
Marstons Issuer, 5.1774% 15jul2032, GBP   GBP 07/15/2032 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Marstons Issuer, 5.641% 15jul2035, GBP   GBP 07/15/2035 11/16/2018 **.**** * 11/16/2018 **.**** *
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 11/16/2018 **.**** * 11/16/2018 ***.**** *
Meadowhall Finance, 4.986%12jul2037, GBP   GBP 01/12/2032 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.*
Meadowhall Finance, 4.988%12jul2037, GBP   GBP 01/12/2032 11/16/2018 ***.**** *.** 11/16/2018 ***.*** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Merlin Entertainments, 5.75% 15jun2026, USD   USD 06/15/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Merseylink (Issuer), 3.842% 31mar2043, GBP   GBP 03/31/2043 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Miller Homes, 5.5% 15oct2024, GBP   GBP 10/15/2024 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Miller Homes, FRN 15oct2023, GBP   GBP 10/15/2023 11/16/2018 **.*** * 11/16/2018 ***.*** *
Mitchells & Butlers, 5.574% 15dec2030, GBP   GBP 12/15/2030 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Mitchells & Butlers, 6.013% 15dec2028, GBP   GBP 12/15/2028 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Mitchells & Butlers, 6.469% 15sep2030, GBP   GBP 09/15/2030 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Mitchells & Butlers, FRN 15jun2036, GBP   GBP 06/15/2036 11/16/2018 **.**** * 11/16/2018 **.**** *
Mizuho International, 0.02% 19mar2021, EUR   EUR 03/19/2021 11/16/2018 **.*** *.** 11/16/2018 ***.*** -*
Mizuho International, FRN 15jun2020, EUR   EUR 06/15/2020 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Mizuho International, FRN 7aug2020, EUR   EUR 08/07/2020 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Moat Homes Finance, 5% 23sep2041, GBP   GBP 09/23/2041 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 11/16/2018 ***.** * 11/16/2018 *
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 11/16/2018 ***.*** *.** 11/16/2018 ***.* *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** -*.**
National Express Group, FRN 15may2020, EUR   EUR 05/15/2020 11/16/2018 **.** * 11/16/2018 **.** *
National Grid, 1.25% 6oct2021, GBP (56)   GBP 10/06/2021 11/16/2018 ***.** * 11/16/2018 ***.* *
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
National Grid, 4.25% 18jun2076, EUR   EUR 06/18/2076 11/16/2018 ***.** * 11/16/2018 ***.** *
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 11/16/2018 ***.* *.** 11/16/2018 ***.** -*.**
National Grid, 5.625% 18jun2073, GBP   GBP 06/18/2073 11/16/2018 ***.** * 11/16/2018 *** *
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 11/16/2018 ***.*** * 11/16/2018 ***.*** *
National Grid Electricity Transmission, FRN 27jul2030, GBP   GBP 07/27/2030 11/16/2018 ***.*** * 11/16/2018 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 11/16/2018 **.** *.* 11/16/2018 **.** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 11/16/2018 **.** *.** 11/16/2018 **.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
National Grid Gas, 6% 13may2038, GBP   GBP 05/13/2038 11/16/2018 ***.*** * 11/16/2018 ***.** *.**
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 11/16/2018 ***.** *.** 11/16/2018 ***.* *.*
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
National Grid Gas, 8.75% 27jun2025, GBP   GBP 06/27/2025 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
National Westminster Bank, 11.5% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 *** *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 11/16/2018 ***.** *.** 11/16/2018 *** *.*
National Westminster Bank, 6.625% perp., EUR   EUR 11/16/2018 **.** * 11/16/2018 **.** *
National Westminster Bank, FRN perp., EUR (Structured)   EUR 11/16/2018 **.**** * 11/16/2018 **.**** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR   EUR 07/30/2020 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 11/16/2018 **.*** *.** 11/16/2018 ***.** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR   EUR 03/25/2027 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 11/16/2018 ***.* -*.** 11/16/2018 ***.** -*.*
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR   EUR 10/29/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Nationwide Building Society, 1.125% 31may2028, EUR   EUR 05/31/2028 11/16/2018 ***.** *.* 11/16/2018 ***.*** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
Nationwide Building Society, 1.195% 17mar2031, EUR   EUR 03/17/2031 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Nationwide Building Society, 1.331% 11mar2036, EUR   EUR 03/11/2036 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR   EUR 06/05/2034 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 06/29/2032 11/16/2018 **.*** *.** 11/16/2018 **.** *.*
Nationwide Building Society, 1.39% 24mar2036, EUR   EUR 03/24/2036 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Nationwide Building Society, 1.425% 16mar2038, EUR   EUR 03/16/2038 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Nationwide Building Society, 1.5% 8mar2026, EUR   EUR 03/08/2026 11/16/2018 ** * 11/16/2018 **.** *
Nationwide Building Society, 1.618% 28jan2041, EUR   EUR 01/28/2041 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Nationwide Building Society, 1.62% 14dec2032, EUR   EUR 12/14/2032 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 11/16/2018 ***.** -*.** 11/16/2018 ***.** -*.**
Nationwide Building Society, 1.7025% 17jul2031, EUR   EUR 07/17/2031 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Nationwide Building Society, 2% 25jul2029, EUR   EUR 07/25/2029 11/16/2018 **.** * 11/16/2018 ** *
Nationwide Building Society, 2.074% 15jan2031, EUR   EUR 01/15/2031 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.*
Nationwide Building Society, 2.101% 4nov2030, EUR   EUR 11/04/2030 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Nationwide Building Society, 4.125% 18oct2032, USD   USD 10/18/2032 11/16/2018 **.** * 11/16/2018 **.** *
Nationwide Building Society, 4.375% 28feb2022, EUR   EUR 02/28/2022 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR   EUR 02/08/2021 11/16/2018 ***.** *.** 11/16/2018 ***.*** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP   GBP 01/28/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Nationwide Building Society, 5.769% perp., GBP   GBP 11/16/2018 *** * 11/16/2018 *** *
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Nationwide Building Society, FRN 12apr2023, GBP   GBP 04/12/2023 11/16/2018 **.* * 11/16/2018 **.** *
Nationwide Building Society, FRN 19feb2021, GBP   GBP 02/19/2021 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Nationwide Building Society, FRN 22jan2019, EUR   EUR 01/22/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 04/25/2019 11/16/2018 **.** * 11/16/2018 ***.** *
Nationwide Building Society, FRN 25feb2019, EUR   EUR 02/25/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Nationwide Building Society, FRN 6jun2019, EUR   EUR 06/06/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
NATS (En Route), 5.25% 31mar2026, GBP   GBP 03/31/2026 11/16/2018 ***.*** *.** 11/16/2018 ***.**** *.**
Natwest Markets plc, 0.625% 2mar2022, EUR   EUR 03/02/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Natwest Markets plc, 1.125% 14jun2023, EUR   EUR 06/14/2023 11/16/2018 **.* *.** 11/16/2018 **.** *.*
Natwest Markets plc, 1.75% 2mar2026, EUR   EUR 03/02/2026 11/16/2018 **.** * 11/16/2018 **.** *
Natwest Markets plc, FRN 27sep2021, EUR   EUR 09/27/2021 11/16/2018 **.** * 11/16/2018 ***.** *
Natwest Markets plc, FRN 2mar2020, EUR   EUR 03/02/2020 11/16/2018 **.** * 11/16/2018 **.** *
Nemean Bondco, FRN 1feb2023, GBP   GBP 02/01/2023 11/16/2018 **.*** * 11/16/2018 **.*** *
Neptune Energy Group Holdings, 6.625% 15may2025, USD   USD 05/15/2025 11/16/2018 **.** *.** 11/16/2018 ** *.**
Network Rail Infrastructure Finance, 1.125% 22nov2047, GBP   GBP 11/22/2047 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 11/16/2018 ***.** * 11/16/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 11/16/2018 ***.** * 11/16/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 11/16/2018 ***.** * 11/16/2018 ***.** *
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
New look finance, 6.5% 1jul2022, GBP   GBP 07/01/2022 11/16/2018 ** **.* 11/16/2018 **.* **.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 11/16/2018 **.** **.** 11/16/2018 **.** **.**
New look finance, FRN 1jul2022, EUR   EUR 07/01/2022 11/16/2018 **.** * 11/16/2018 **.** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
NMG Finco, 5% 1aug2022, GBP   GBP 08/01/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
NMG Finco, 5.75% 1aug2022, USD   USD 08/01/2022 11/16/2018 **.** *.** 11/16/2018 ** *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 05/15/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 05/04/2035 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Northern Electric, 8.875% 16oct2020, GBP   GBP 10/16/2020 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Northern Ireland Electricity Networks, 2.5% 27oct2025, GBP   GBP 10/27/2025 11/16/2018 **.** *.** 11/16/2018 ***.** *.*
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Northern Powergrid (Yorkshire), 2.5% 1apr2025, GBP   GBP 04/01/2025 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Northumbrian Water, 2.375% 5oct2027, GBP   GBP 10/05/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 11/16/2018 *** *.** 11/16/2018 ***.** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP   GBP 12/20/2032 11/16/2018 ***.**** *.* 11/16/2018 ***.** *.**
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP   GBP 07/07/2042 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
nVent Electric, 4.55% 15apr2028, USD   USD 04/15/2028 11/16/2018 **.** * 11/16/2018 **.* *
Ocado Group, 4% 15jun2024, GBP   GBP 06/15/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Orbit Group, 3.375% 14jun2048, GBP   GBP 06/14/2048 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
OTE PLC, 2.375% 18jul2022, EUR   EUR 07/18/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 11/16/2018 ***.** *.* 11/16/2018 ***.** *.*
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 11/16/2018 ***.** * 11/16/2018 ***.** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 11/16/2018 **.*** * 11/16/2018 **.*** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 11/16/2018 **.*** * 11/16/2018 **.*** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 11/16/2018 **.** * 11/16/2018 **.** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, USD (ABS)   USD 11/15/2038 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 11/16/2018 **.**** * 11/16/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, USD (ABS)   USD 09/15/2039 11/16/2018 **.**** * 11/16/2018 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Peabody Capital Plc, 3.25% 14sep2048, GBP   GBP 09/14/2048 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Peabody Capital Plc, 4.625% 12dec2053, GBP   GBP 12/12/2053 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Peabody Capital Plc, 5.25% 17mar2043, GBP   GBP 03/17/2043 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 11/16/2018 *** *.** 11/16/2018 ***.** *.**
Pearson, 3.25% 8may2023, USD   USD 05/08/2023 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Pennon Group, 2.875% perp., GBP   GBP 11/16/2018 **.* * 11/16/2018 ***.* *
Pension Insurance Corporation, 5.625% 20sep2030, GBP   GBP 09/20/2030 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Perform Group, 8.5% 15nov2020, GBP   GBP 11/15/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Phoenix Group, 4.375% 24jan2029, EUR   EUR 01/24/2029 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Phoenix Group, 7.25% perp., GBP   GBP 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Places for People, 1% 31jan2022, GBP   GBP 01/31/2022 11/16/2018 ***.** * 11/16/2018 ***.** *
Places for People, 4.25% 15dec2023, GBP   GBP 12/15/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Places for People, 5.09% 31jul2043, GBP   GBP 07/31/2043 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Places for People, 5.875% 23may2031, GBP   GBP 05/23/2031 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Places for People, 6.625% 30sep2038, GBP   GBP 09/30/2038 11/16/2018 ***.**** *.* 11/16/2018 ***.**** *.**
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Playtech, 3.75% 12oct2023, EUR   EUR 10/12/2023 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 11/16/2018 **.** **.** 11/16/2018 ***.** -*.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 11/16/2018 ***.** * 11/16/2018 ***.* *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 11/16/2018 ***.* *.** 11/16/2018 ***.** *.*
PPL WEM Holdings, 5.375% 1may2021, USD   USD 05/01/2021 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Premier Foods, FRN 15jul2022, GBP   GBP 07/15/2022 11/16/2018 *** * 11/16/2018 *** *
Premier Foods Investments, 6.25% 15oct2023, GBP   GBP 10/15/2023 11/16/2018 **.** *.** 11/16/2018 ***.* *.*
Premier Oil, 5% 31may2021, GBP   GBP 05/31/2021 11/16/2018 *** *.** 11/16/2018 ***.** *.**
Premier Transmission, 5.202% 31mar2030, GBP   GBP 03/31/2030 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Premiertel, 6.175%8may2032, GBP   GBP 05/08/2032 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 11/16/2018 *** *.** 11/16/2018 ***.** *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 11/16/2018 ***.** * 11/16/2018 ***.** *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Provident Financial, 7% 4jun2023, GBP   GBP 06/04/2023 11/16/2018 ***.* * 11/16/2018 ***.** *
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 11/16/2018 *** *.** 11/16/2018 *** *.**
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 11/16/2018 ***.** *.* 11/16/2018 ***.** -*.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 11/16/2018 *** * 11/16/2018 ***.** *
Prudential, 4.375% perp., USD   USD 11/16/2018 **.*** * 11/16/2018 **.** *
Prudential, 4.875% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 11/16/2018 ***.** * 11/16/2018 ***.** *
Prudential, 5.25% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
Prudential, 5.25% perp., USD   USD 11/16/2018 **.* * 11/16/2018 **.** *
Prudential, 5.625% 20oct2051, GBP   GBP 10/20/2051 11/16/2018 ***.** * 11/16/2018 ***.** *
Prudential, 5.7% 19dec2063, GBP   GBP 12/19/2063 11/16/2018 ***.** * 11/16/2018 ***.** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Prudential, 6.25% 20oct2068, GBP   GBP 10/20/2068 11/16/2018 **.** * 11/16/2018 **.* *
Prudential, 6.5% 20oct2048, USD   USD 10/20/2048 11/16/2018 **.** * 11/16/2018 ***.** *
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Prudential, 7.75% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 09/30/2022 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 09/30/2021 11/16/2018 ***.**** *.** 11/16/2018 ***.*** *.**
Quadgas Finance PLC, 3.375% 17sep2029, GBP   GBP 09/17/2029 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Quadrant Housing Finance, 4.94% 10feb2033, GBP   GBP 02/10/2033 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
RAC Bond, 4.565% 6may2046, GBP   GBP 05/06/2046 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
RAC Bond, 4.87% 6may2046, GBP   GBP 05/06/2046 11/16/2018 **.** *.** 11/16/2018 **.** *.**
RAC Bond, 5% 6nov2022, GBP   GBP 11/06/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
RBS, 0% 10apr2042, USD (10957D)   USD 04/10/2042 11/16/2018 ***.*** -*.** 11/16/2018 ***.*** -*.**
RBS, 0% 5apr2042, USD (10957D)   USD 04/05/2042 11/16/2018 ***.*** -*.** 11/16/2018 ***.*** -*.**
RBS, 0.5% 15may2024, EUR   EUR 05/15/2024 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 11/16/2018 ***.** * 11/16/2018 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RBS, 3.498% 15may2023, USD   USD 05/15/2023 11/16/2018 **.* * 11/16/2018 **.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 11/16/2018 ***.** * 11/16/2018 ***.** *
RBS, 3.875% 19oct2020, EUR   EUR 10/19/2020 11/16/2018 ***.*** -*.** 11/16/2018 ***.** -*.**
RBS, 4.5% 30nov2020, EUR   EUR 11/30/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
RBS, 4.519% 25jun2024, USD   USD 06/25/2024 11/16/2018 **.** * 11/16/2018 **.** *
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.**
RBS, 5.125% 13jan2024, GBP   GBP 01/13/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RBS, 5.5% perp., EUR   EUR 11/16/2018 ***.** * 11/16/2018 ***.* *
RBS, 5.5% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
RBS, 5.625% perp., GBP   GBP 11/16/2018 *** * 11/16/2018 ***.* *
RBS, 5.625% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
RBS, 6% 19dec2023, USD   USD 12/19/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RBS, 6.2% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
RBS, 6.375% 7dec2028, GBP   GBP 12/07/2028 11/16/2018 ***.**** *.** 11/16/2018 ***.*** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RBS, 7.092% perp., EUR   EUR 11/16/2018 **.** * 11/16/2018 **.* *
RBS, 7.375% perp., GBP   GBP 11/16/2018 **.* * 11/16/2018 **.*** *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RBS, 7.5% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
RBS, 7.64% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
RBS, 7.648% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
RBS, FRN 14jun2022, EUR   EUR 06/14/2022 11/16/2018 **.*** * 11/16/2018 ***.*** *
RBS, FRN 15may2020, GBP   GBP 05/15/2020 11/16/2018 ***.** * 11/16/2018 ***.*** *
RBS, FRN 15may2023, USD   USD 05/15/2023 11/16/2018 **.** * 11/16/2018 ***.* *
RBS, FRN 17mar2023, EUR   EUR 03/17/2023 11/16/2018 ***.*** * 11/16/2018 ***.*** *
RBS, FRN 18feb2019, NOK   NOK 02/18/2019 11/16/2018 ***.*** * 11/16/2018 ***.*** *
RBS, FRN 23apr2023, EUR   EUR 04/23/2023 11/16/2018 ***.*** * 11/16/2018 ***.*** *
RBS, FRN 25jun2024, USD   USD 06/25/2024 11/16/2018 **.** * 11/16/2018 **.** *
RBS, FRN 29mar2021, EUR   EUR 03/29/2021 11/16/2018 ***.*** * 11/16/2018 ***.*** *
RBS, FRN 30mar2024, EUR   EUR 03/30/2024 11/16/2018 ***.*** * 11/16/2018 ***.*** *
RBS, FRN 8jun2020, EUR   EUR 06/08/2020 11/16/2018 **.** * 11/16/2018 **.* *
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
RBS Group PLC, 4.892% 18may2029, USD   USD 05/18/2029 11/16/2018 **.** * 11/16/2018 **.*** *
RBS Group PLC, 5.076% 27jan2030, USD   USD 01/27/2030 11/16/2018 **.** * 11/16/2018 **.** *
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
RBS Group PLC, 6.425% perp., USD   USD 11/16/2018 ***.*** * 11/16/2018 ***.*** *
RBS Group PLC, 8% perp., USD   USD 11/16/2018 ***.* * 11/16/2018 ***.** *
RBS Group PLC, 8.625% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
Reckitt Benckiser Group, 2.375% 24jun2022, USD   USD 06/24/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Reckitt Benckiser Group, 2.75% 26jun2024, USD   USD 06/26/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 06/26/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Reckitt Benckiser Group, FRN 24jun2022, USD   USD 06/24/2022 11/16/2018 **.*** * 11/16/2018 **.*** *
Regional REIT, 4.5% 6aug2024, GBP   GBP 08/06/2024 11/16/2018 ***.** *.** 11/16/2018 *** *.**
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RELX Plc, 0.375% 22mar2021, EUR   EUR 03/22/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RELX Plc, 1% 22mar2024, EUR   EUR 03/22/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
RELX Plc, 1.5% 13may2027, EUR   EUR 05/13/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
RELX Plc, 2.5% 24sep2020, EUR   EUR 09/24/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** -*.**
Rentokil Initial, 0.95% 22nov2024, EUR   EUR 11/22/2024 11/16/2018 **.* * 11/16/2018 **.** *
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 11/16/2018 ***.** -*.** 11/16/2018 *** -*.**
Retail Charity Bonds, 3.9% 23nov2027, GBP   GBP 11/23/2027 11/16/2018 ***.** *.* 11/16/2018 ***.* *.**
Retail Charity Bonds, 4% 31oct2027, GBP   GBP 10/31/2027 11/16/2018 **.* *.** 11/16/2018 ***.* *.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 03/30/2026 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
Retail Charity Bonds, 4.25% 6jul2026, GBP   GBP 07/06/2026 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Retail Charity Bonds, 4.4%30apr2025, GBP   GBP 04/30/2025 11/16/2018 ***.* * 11/16/2018 ***.** *.**
Retail Charity Bonds, 4.5% 20jun2026, GBP   GBP 06/20/2026 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Riverside Group, 3.875% 5dec2044, GBP   GBP 12/05/2044 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Road Management Services, 2.8332% 31mar2035, GBP   GBP 03/31/2035 11/16/2018 ***.*** * 11/16/2018 ***.*** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Rolls-Royce, 0.875% 9may2024, EUR   EUR 05/09/2024 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Rolls-Royce, 1.625% 9may2028, EUR   EUR 05/09/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Rothschild, 9% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Rothschild, FRN perp., EUR   EUR 11/16/2018 **.** * 11/16/2018 **.** *
Royal Bank Canada (London), FRN 10jul2020, GBP   GBP 07/10/2020 11/16/2018 **.*** * 11/16/2018 ***.*** *
Royal Bank Canada (London), FRN 22jan2019, GBP   GBP 01/22/2019 11/16/2018 **.*** * 11/16/2018 ***.*** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 11/16/2018 ***.* *.** 11/16/2018 ***.** -*.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 11/16/2018 **.** *.** 11/16/2018 ** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 11/16/2018 **.* *.* 11/16/2018 **.** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.*
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 11/16/2018 ***.*** *.** 11/16/2018 ***.* *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 11/16/2018 **.* * 11/16/2018 ***.** *
RSA Insurance Group, 8.95% 15oct2029, USD   USD 10/15/2029 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.*
RSA Insurance Group, 9.375% 20may2039, GBP   GBP 05/20/2039 11/16/2018 ***.** * 11/16/2018 ***.** *
RSA Insurance Group, FRN perp., DKK   DKK 11/16/2018 *** * 11/16/2018 *** *
RSA Insurance Group, FRN perp., SEK   SEK 11/16/2018 ***.** * 11/16/2018 ***.** *
Sabmiller, 3.75% 15jan2022, USD   USD 01/15/2022 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 11/16/2018 **.** * 11/16/2018 **.*** *.**
Sainsbury's Bank, 6% 23nov2027, GBP   GBP 11/23/2027 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Sanctuary Capital, 5% 26apr2047, GBP   GBP 04/26/2047 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Santander UK, 0.375% 20sep2023, EUR   EUR 09/20/2023 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Santander UK, 1.625% 10may2021, GBP   GBP 05/10/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Santander UK, 2.5% 5jan2021, USD   USD 01/05/2021 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Santander UK, 2.92% 8may2026, GBP   GBP 05/08/2026 11/16/2018 **.** * 11/16/2018 **.** *
Santander UK, 3.4% 1jun2021, USD   USD 06/01/2021 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Santander UK, 4% 13mar2024, USD   USD 03/13/2024 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Santander UK, FRN 13apr2021, GBP   GBP 04/13/2021 11/16/2018 **.** * 11/16/2018 **.** *
Santander UK, FRN 14mar2019, USD   USD 03/14/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Santander UK, FRN 1jun2021, USD   USD 06/01/2021 11/16/2018 **.** * 11/16/2018 **.** *
Santander UK Group Holdings, 0.5% 10jan2025, EUR   EUR 01/10/2025 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Santander UK Group Holdings, 0.787% 10dec2020, JPY   JPY 12/10/2020 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.*
Santander UK Group Holdings, 2.125% 3nov2020, USD   USD 11/03/2020 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Santander UK Group Holdings, 2.875% 5aug2021, USD   USD 08/05/2021 11/16/2018 **.** *.** 11/16/2018 **.*** *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 11/16/2018 ***.** * 11/16/2018 ***.** *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 11/16/2018 ***.* * 11/16/2018 ***.* *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 11/16/2018 **.** * 11/16/2018 **.** *
Santander UK Group Holdings, FRN 27mar2024, EUR   EUR 03/27/2024 11/16/2018 **.** * 11/16/2018 **.** *
Santander UK Group Holdings, FRN 3nov2020, USD   USD 11/03/2020 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Santander UK Group Holdings, FRN 5may2020, GBP   GBP 05/05/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 11/16/2018 ***.*** *.** 11/16/2018 ***.**** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 11/16/2018 ***.* *.* 11/16/2018 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 11/16/2018 ***.** * 11/16/2018 ***.*** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 11/16/2018 **.** * 11/16/2018 ***.* *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 04/17/2030 11/16/2018 ***.*** *.** 11/16/2018 ***.**** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Scottish Power, FRN 13oct2024, GBP   GBP 10/13/2024 11/16/2018 ***.*** * 11/16/2018 ***.** *
Segro, 1.5% 20nov2025, EUR   EUR 11/20/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 11/16/2018 *** *.** 11/16/2018 ***.** *.*
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 11/16/2018 ***.* * 11/16/2018 ***.* *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 11/16/2018 ***.** *.** 11/16/2018 *** *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 11/16/2018 ***.* *.** 11/16/2018 ***.* *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Severn Trent, FRN 30may2028, GBP   GBP 05/30/2028 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Shanks Group, 4.23% 2019, EUR   EUR 07/30/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Shawbrook Group, 7.875% perp., GBP   GBP 11/16/2018 **.*** * 11/16/2018 **.*** *
Shawbrook Group, 8.5% 28oct2025, GBP   GBP 10/28/2025 11/16/2018 ***.* * 11/16/2018 ***.* *
Shop Direct, 7.75% 15nov2022, GBP   GBP 11/15/2022 11/16/2018 **.*** **.* 11/16/2018 **.*** **.**
Sigma Finance Corp, FRN6feb2009, CHF   CHF 02/06/2009 11/16/2018 *.** * 11/16/2018 *.* *
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 11/16/2018 **.**** *.** 11/16/2018 **.**** *.**
Silverstone Master Issuer, FRN 21jan2070, GBP   GBP 01/21/2070 11/16/2018 ***.**** * 11/16/2018 ***.**** *
Skipton Building Society, 0.5% 2oct2023, EUR   EUR 10/02/2023 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.*
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 06/30/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Skipton Building Society, FRN 2may2023, GBP   GBP 05/02/2023 11/16/2018 **.** * 11/16/2018 **.** *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Sky plc, 2.75% 27nov2029, EUR   EUR 11/27/2029 11/16/2018 ***.** *.* 11/16/2018 ***.** *.*
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Sky plc, 3.75% 16sep2024, USD   USD 09/16/2024 11/16/2018 ** *.** 11/16/2018 *** *.**
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 11/16/2018 ***.** * 11/16/2018 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 11/16/2018 **.** *.* 11/16/2018 **.** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 11/16/2018 **.** * 11/16/2018 ***.** *
Sound Energy, 0,0521jun2021, EUR   EUR 06/21/2021 11/16/2018 **.* *.** 11/16/2018 ***.* *.**
South East Water, 5.5834% 29mar2029, GBP   GBP 03/29/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 11/16/2018 ***.**** * 11/16/2018 ***.**** *
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
SOUTHERN HOUSING GROUP, 3.5% 19oct2047, GBP   GBP 10/19/2047 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Southern Water Services, 3.706% 31mar2034, GBP   GBP 03/31/2034 11/16/2018 ***.*** * 11/16/2018 ***.**** *
Southern Water Services, 4.5% 31mar2038, GBP   GBP 03/31/2038 11/16/2018 ***.** * 11/16/2018 ***.** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.*
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 11/16/2018 **.** **.** 11/16/2018 ***.** -**.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 11/16/2018 ***.** * 11/16/2018 ***.**** *
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP   GBP 06/01/2043 11/16/2018 ***.** *.* 11/16/2018 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP   GBP 09/10/2039 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 11/16/2018 ***.* *.** 11/16/2018 ***.** *.*
Spirit Issuer, 5.472% 28dec2028, GBP   GBP 12/28/2028 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Spirit Pub Company, 6.582% 28dec2027, GBP   GBP 12/28/2027 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.*
SSE plc, 0.875% 6sep2025, EUR   EUR 09/06/2025 11/16/2018 **.** *.** 11/16/2018 ** *.**
SSE plc, 1.375% 4sep2027, EUR   EUR 09/04/2027 11/16/2018 **.** *.** 11/16/2018 **.** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 11/16/2018 **.* * 11/16/2018 **.** *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 11/16/2018 **.** * 11/16/2018 **.** *
St James's Oncology Financing, 0.01% 31mar2037, GBP   GBP 03/31/2037 11/16/2018 ***.*** * 11/16/2018 ***.*** *
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 11/16/2018 **.**** *.** 11/16/2018 ***.**** *.**
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 11/07/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Standard Chartered Bank, 0% 3aug2046, USD (10957D)   USD 08/03/2046 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Standard Chartered Bank, 0.7% 13jun2025, JPY   JPY 06/13/2025 11/16/2018 ***.*** *.** 11/16/2018 ***.** *.**
Standard Chartered Bank, 0.75% 3oct2023, EUR   EUR 10/03/2023 11/16/2018 **.** * 11/16/2018 **.** *
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 11/16/2018 **.** *.** 11/16/2018 *** *.**
Standard Chartered Bank, 1.625% 3oct2027, EUR   EUR 10/03/2027 11/16/2018 **.* * 11/16/2018 **.** *
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 11/16/2018 **.************ *.* 11/16/2018 **.************ *.**
Standard Chartered Bank, 4.247% 20jan2023, USD   USD 01/20/2023 11/16/2018 **.** * 11/16/2018 **.** *
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 11/16/2018 **.*** *.** 11/16/2018 **.* *.**
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 11/16/2018 **.*** *.** 11/16/2018 ***.*** *.**
Standard Chartered Bank, 4.56% 15apr2019, CNY   CNY 04/15/2019 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 11/16/2018 ***.** *.** 11/16/2018 ***.*********** *.**
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 11/16/2018 **.** *.** 11/16/2018 ***.** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.* *
Standard Chartered Bank, 7.75% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.** *
Standard Chartered Bank, 7.75% perp., USD   USD 11/16/2018 ***.** * 11/16/2018 ***.** *
Standard Chartered Bank, 8% 30may2031, USD   USD 05/30/2031 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 11/16/2018 ***.** * 11/16/2018 ***.** *
Standard Chartered Bank, FRN 23aug2019, EUR   EUR 08/23/2019 11/16/2018 ***.** * 11/16/2018 ***.*** *
Standard Chartered Bank, FRN 24apr2020, GBP   GBP 04/24/2020 11/16/2018 **.*** * 11/16/2018 ***.*** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 11/16/2018 **.** *.** 11/16/2018 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 11/16/2018 ***.** *.** 11/16/2018 ***.** *.*
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 11/16/2018 **.*** *.** 11/16/2018 **.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 11/16/2018 ***.** * 11/16/2018 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 11/16/2018 **.** *.** 11/16/2018 **.* *.**
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 11/16/2018 ***.* *.** 11/16/2018 ***.** *.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 11/16/2018 ***.** *.** 11/16/2018 ***.* *.**
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 01/23/2026 11/16/2018 ***.**** * 11/16/2018 ***.*** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 11/16/2018 ***.** *.* 11/16/2018 ***.** *.*
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 11/16/2018 ***.** * 11/16/2018 ***.* *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 11/16/2018 ***.** *.** 11/16/2018 ***.*** *.*
Standard Chartered Plc, 6.409% perp., USD   USD 11/16/2018 **.** * 11/16/2018 **.** *
Standard Chartered Plc, 6.5% perp., USD   USD 11/16/2018 **.* * 11/16/2018 **.*** *
Standard Chartered Plc, 7.014% perp., USD   USD 11/16/2018 *** * 11/16/2018 ***.** *
Standard Chartered Plc, FRN perp., USD   USD 11/16/2018 **.**** * 11/16/2018 **.**** *
Standard Chartered Plc, FRN perp., USD   USD 11/16/2018 **.* * 11/16/2018 **.* *
Standard Life Aberdeen, 4.25% 30jun2048, USD   USD 06/30/2048 11/16/2018 **.** * 11/16/2018 **.** *
Standard Life Aberdeen, 5.5% 4dec2042, GBP   GBP 12/04/2042 11/16/2018 ***.** * 11/16/2018 ***.** *
State Bank of India (London), FRN 20jan2020, USD   USD 01/20/2020 11/16/2018 **.*** * 11/16/2018 ***.*** *
State Bank of India (London), FRN 6apr2020, USD   USD 04/06/2020 11/16/2018 ***.** * 11/16/2018 ***.* *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP   GBP 09/26/2026 11/16/2018 ***.**** *.** 11/16/2018 ***.**** *.**
Student Finance, 2.6663% 30sep2024, GBP   GBP 09/30/2024 11/16/2018 **.*** *.** 11/16/2018 **.*** *.**
Sunborn London, FRN 27sep2021, EUR   EUR 09/27/2021 11/16/2018 ***.** * 11/16/2018 ***.** *
Sustainable Communities for Leeds , 5.069% 30sep2032, GBP   GBP 09/30/2032 11/16/2018 ***.*** *.* 11/16/2018 ***.*** *.**
Sutton and East Surrey Water, 2.874% 31may2031, GBP   GBP 05/31/2031 11/16/2018 ***.*** * 11/16/2018 ***.*** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
Swan Housing Group, 3.625%5mar2048, GBP   GBP 03/05/2048 11/16/2018 **.**** *.** 11/16/2018 ***.*** *.*
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 11/16/2018 **.* *.** 11/16/2018 **.** *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 11/16/2018 ***.** *.** 11/16/2018 ***.** *.**
TechnipFMC, 3.45% 1oct2022, USD   USD 10/01/2022 11/16/2018 **.*** *.* 11/16/2018 **.*** *.**
TechnipFMC, 4% 15jun2027, EUR   EUR 06/15/2027 11/16/2018 ***.*** *.** 11/16/2018 ***.*** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2033 11/16/2018 ***.** * 11/16/2018 ***.** *
Telereal, 4.09% 10dec2033, GBP   GBP 12/10/2033 11/16/2018 ***.*** *.** 11/16/2018 ***.**** *.**
Telereal, 4.9741% 10dec2033, GBP   GBP 09/10/2027 11/16/2018 ***.**** * 11/16/2018 ***.*** *