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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 1 531 748 403 555
USD 3 6 000 000 000
municipal
GBP 4 1 084 971 000
corporate
USD 1924 663 721 265 100
GBP 1352 428 894 278 940
EUR 858 524 683 894 190
RUB 462 136 655 199 000
AUD 46 10 537 000 000
CHF 44 8 566 347 000
HKD 37 18 028 000 000
JPY 32 581 798 000 000
IDR 32 23 654 760 000 000
ZAR 30 51 767 600 000
NOK 28 24 421 500 000
TRY 22 7 361 000 000
BRL 18 5 050 933 000
INR 17 50 866 000 000
CNY 13 5 417 000 000
SEK 12 9 395 000 000
ARS 11 6 725 000 000
CAD 11 5 545 000 000
RON 11 1 196 750 000
MXN 10 10 485 650 000
KZT 8 129 150 000 000
SGD 5 2 950 000 000
UAH 5 5 346 000 000
NZD 5 392 600 000
ITL 4 2 525 000 000 000
GEL 4 292 400 000
KRW 3 100 000 000 000
AMD 3 8 458 900 000
FRF 2 1 316 000 000
PHP 2 1 900 000 000
CZK 2 1 250 000 000
DKK 1 650 000 000
ZMW 1 50 000 000
UYU 1 181 000 000
COP 1 15 000 000 000
GHS 1 81 000 000
PEN 1 32 500 000
PLN 1 20 000 000
RSD 1 2 500 000 000
HUF 1 1 250 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
RIA Rating *** Sovereign ratings ***
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
Standard Chartered Bank, 0% 26sep2019, USD (349D, ECP) - International bonds XS1881117342 0% 100 000  USD 10/12/2018 09/26/2019
United Kingdom, Bills 25mar2019 6m - Domestic bonds GB00BDXM3G07 0% 1 499 997 000  GBP 09/21/2018 03/25/2019
EBRD, 8.3% 2oct2020, IDR - International bonds XS1885524717 8.3% 1 500 000 000 000  IDR 09/20/2018 10/02/2020
EBRD, 0% 5oct2021, TRY (1096D) - International bonds XS1884729747 0% 12 800 000  TRY 09/20/2018 10/05/2021
HSBC Holdings plc, 5.875% perp., GBP - International bonds XS1884698256 5.875% 1 000 000 000  GBP 09/20/2018
Northern Ireland Electricity Networks, 2.5% 27oct2025, GBP - International bonds XS1820002308 2.5% 350 000 000  GBP 09/20/2018 10/27/2025
CYBG, 4% 25sep2026, GBP - International bonds XS1775239095 4% until 25.09.2025, then GUKG1 Index+2.8% 500 000 000  GBP 09/18/2018 09/25/2026
Royal Bank Canada (London), 0% 21sep2028, USD (3653D) - International bonds XS1883902428 0% 5 000 000  USD 09/18/2018 09/21/2028
Hitachi Capital UK, 4.6% 27sep2021, CNY - International bonds XS1881014887 4.6% 600 000 000  CNY 09/17/2018 09/27/2021
HSBC, FRN 19sep2023, EUR - International bonds XS1877575503 300 000  EUR 09/17/2018 09/19/2023

World Bond Market Indicators

Daily indices

Type: 09/21/2018 09/20/2018 09/19/2018 09/18/2018 09/17/2018 09/14/2018 09/13/2018
Treasuries
Gilt 10Y YTM 1.55 1.58 1.61 1.57 1.54 1.53 1.50
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Monthly indices

Type Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018 Mar 2018 Feb 2018
EU Long-term interest rates
United Kingdom, %   1.31 1.27 1.32 1.42 1.44 1.45 1.57
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World Bond market statistics

Monthly indices

Type Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018 Mar 2018 Feb 2018
Domestic govt Bonds markets (Western Europe)
United Kingdom govt Bonds outst., EUR bln (without Bills) 1 729.55 1 723.27 1 757.53 1 766.67 1 752.80 1 769.64 1 762.40
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 Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018 Apr 2018 Mar 2018
Developed Market International Bonds (excl. USA)
New issues of international bonds (UK), USD bln 13.389 11.578 19.730 50.848 16.639 16.629 27.722
Number of new international bond issues (UK) 86 71 98 132 88 88 118
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Developed Markets International Bonds

Monthly indices

Type Aug 2018 Jul 2018 Jun 2018 May 2018 Apr 2018 Mar 2018 Feb 2018
International bonds Developed Markets
United Kingdom sovereign international bonds, USD bln 6.260 6.263 6.262 6.266 6.276 6.281 8.276
United Kingdom municipal international bonds, USD bln 1.131 1.144 1.140 1.155 1.199 1.227 1.208
United Kingdom corporate international bonds, USD bln 1 580.556 1 588.668 1 582.062 1 578.813 1 582.320 1 607.468 1 582.618
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Money market

Daily indices

Type: 09/20/2018 09/19/2018 09/18/2018 09/17/2018 09/14/2018 09/13/2018 09/12/2018
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

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Risk Management Institute

Daily indices

Type: 09/20/2018 09/19/2018 09/18/2018 09/17/2018 09/14/2018 09/13/2018 09/12/2018
RMI CVI - Europe
UK CVI value weighted  13.68 13.72 13.89 13.89 13.95 14.08 13.95
UK CVI tail  163.55 163.14 164.05 159.91 163.90 163.70 164.78
UK CVI equally weighted  46.35 46.06 46.17 45.73 45.17 44.76 44.55
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Macroeconomic Indicators (World economy)

Monthly indices

Type Jul 2018 Jun 2018 May 2018 Apr 2018 Mar 2018 Feb 2018 Jan 2018
Inflation Rate (World), % to the same period of the previous year
Inflation Rate (United Kingdom) 2.50 2.40 2.40 2.40 2.50 2.70 3.00
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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: 09/21/2018 09/20/2018 09/19/2018 09/18/2018 09/17/2018 09/14/2018 09/13/2018
Stock market (Developed countries)
FTSE 100  7 490 7 367 7 331 7 300 7 302 7 304 7 282
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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 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Bank of England, 1.75% 6mar2020, USD   USD 03/06/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Bank of England, 2.5% 5mar2021, USD   USD 03/05/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
United Kingdom, 2.036% 22jul2019, GBP   GBP 07/22/2019 09/21/2018 ***.*** *.* 09/21/2018 ***.*** *.**
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
3i Group, 6.875% 9mar2023, GBP   GBP 03/09/2023 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
A2Dominion, 4.5% 30sep2026, GBP   GBP 09/30/2026 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
AA Bond Co, 4.875% 31jul2043, GBP   GBP 07/31/2043 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
AA Plc, 4.2487% 31jul2043, GBP   GBP 07/31/2043 09/21/2018 ***.** * 09/21/2018 ***.** *.**
AA Plc, 5.5% 31jul2022, GBP (ABS)   GBP 07/31/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Abbey National Treasury Services, 0.25% 21apr2022, EUR   EUR 04/21/2022 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Abbey National Treasury Services, 0.25% 9aug2021, EUR   EUR 08/09/2021 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 09/21/2018 ***.** -* 09/21/2018 ***.* -*.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Abbey National Treasury Services, 1.625% 26nov2020, EUR   EUR 11/26/2020 09/21/2018 ***.* -*.** 09/21/2018 ***.** -*.**
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Abbey National Treasury Services, 2% 14jan2019, EUR   EUR 01/14/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR   EUR 04/12/2021 09/21/2018 ***.** *.** 09/21/2018 ***.*** -*.**
Abbey National Treasury Services, 5.125% 14apr2021, GBP   GBP 04/14/2021 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Abbey National Treasury Services, 5.25% 16feb2029, GBP   GBP 02/16/2029 09/21/2018 ***.* *.** 09/21/2018 ***.** *.*
Abbey National Treasury Services, 5.75% 2mar2026, GBP   GBP 03/02/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Abbey National Treasury Services, 8.963% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
Abbey National Treasury Services, FRN 1mar2019, EUR   EUR 03/01/2019 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Abbey National Treasury Services, FRN 22may2019, EUR   EUR 05/22/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Affordable Housing Finance, 3.8% 20may2042, GBP   GBP 05/20/2042 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Algeco Scotsman Global, 10% 15aug2023, USD   USD 08/15/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Algeco Scotsman Global, 6.5% 15feb2023, EUR   EUR 02/15/2023 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
Algeco Scotsman Global, 8% 15feb2023, USD   USD 02/15/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Algeco Scotsman Global, FRN 15feb2023, EUR   EUR 02/15/2023 09/21/2018 ***.** * 09/21/2018 ***.*** *
Alpha Plus Holdings, 5% 31mar2024, GBP   GBP 03/31/2024 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Alpha Plus Holdings, 5.75% 18dec2019, GBP (ABS)   GBP 12/18/2019 09/21/2018 *** *.** 09/21/2018 ***.* *.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP   GBP 03/13/2043 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 08/01/2024 09/21/2018 **.** * 09/21/2018 **.** *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 09/21/2018 ***.*** * 09/21/2018 ***.*** *
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Anglian Water, 4% 8mar2026, GBP   GBP 03/08/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Anglian Water, 5% 30apr2023, GBP   GBP 04/30/2023 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Anglian Water, 6.875% 16jan2034, GBP   GBP 01/16/2034 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 09/21/2018 ***.*** * 09/21/2018 ***.*** *
Annes Gate Property, 5.661% 30jun2031, GBP (ABS)   GBP 06/30/2031 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Annington, 1.65% 12jul2024, EUR   EUR 07/12/2024 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Annington, 2.646% 12jul2025, GBP   GBP 07/12/2025 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Annington, 3.184% 12jul2029, GBP   GBP 07/12/2029 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Annington, 3.685% 12jul2034, GBP   GBP 07/12/2034 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Annington, 3.935% 12jul2047, GBP   GBP 07/12/2047 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 22sep2025, CHF   CHF 09/22/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 0.25% 25oct2023, CHF   CHF 10/25/2023 09/21/2018 **.** *.** 09/21/2018 **.* *.**
ANZ New Zealand (Int’l), London Branch, 0.4% 1mar2022, EUR   EUR 03/01/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 1.125% 20mar2025, EUR   EUR 03/20/2025 09/21/2018 **.** *.** 09/21/2018 **.* *.**
ANZ New Zealand (Int’l), London Branch, 1.5% 2oct2018, EUR   EUR 10/02/2018 09/21/2018 ***.*** *.* 09/21/2018 ***.*** *.**
ANZ New Zealand (Int’l), London Branch, 2.2% 17jul2020, USD   USD 07/17/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 2.25% 1feb2019, USD   USD 02/01/2019 09/21/2018 **.** *.** 09/21/2018 ***.** -*.**
ANZ New Zealand (Int’l), London Branch, 2.75% 3feb2021, USD   USD 02/03/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
ANZ New Zealand (Int’l), London Branch, 3.45% 17jul2027, USD   USD 07/17/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Aptiv, 1.5% 10mar2025, EUR   EUR 03/10/2025 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Aptiv, 1.6% 15sep2028, EUR   EUR 09/15/2028 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Aptiv, 3.15% 19nov2020, USD   USD 11/19/2020 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
Aptiv, 4.4% 1oct2046, USD   USD 10/01/2046 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2035 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 09/21/2018 ***.** * 09/21/2018 ***.** *.**
Arqiva, 5.34% 30dec2037, GBP   GBP 12/30/2037 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Arqiva, 6.75% 30sep2023, GBP   GBP 09/30/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Arqiva, 9.5% 31mar2020, GBP   GBP 03/31/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Arrow Global, 5.125% 15sep2024, GBP   GBP 09/15/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 09/21/2018 **.** * 09/21/2018 **.*** *
Arrow Global, FRN 1mar2026, EUR   EUR 03/01/2026 09/21/2018 **.*** * 09/21/2018 **.*** *
Arsenal Football Club, 5.1418% 1sep2029, GBP (ABS)   GBP 09/01/2029 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 09/21/2018 ***.*** * 09/21/2018 ***.**** *
Artesian Finance III, FRN 30sep2045, GBP   GBP 09/30/2045 09/21/2018 ***.** * 09/21/2018 ***.** *
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 09/21/2018 ***.*** *.** 09/21/2018 ***.*** -*.**
ASB Finance, 1.5% 1nov2018, EUR   EUR 11/01/2018 09/21/2018 ***.*** -*.** 09/21/2018 ***.* -*.**
Ashtead Capital Inc, 4.125% 15aug2025, USD   USD 08/15/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Ashtead Capital Inc, 4.375% 15aug2017, USD   USD 08/15/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP   GBP 03/31/2040 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Aspire Defence Finance, 4.674% 31mar2040, GBP   GBP 03/31/2040 09/21/2018 ***.** * 09/21/2018 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Assura, 3% 19jul2028, GBP   GBP 07/19/2028 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Aston Martin, 5.75% 15apr2022, GBP   GBP 04/15/2022 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.*
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 09/21/2018 **.** *.** 09/21/2018 **.** *.**
AstraZeneca, 1.75% 16nov2018, USD   USD 11/16/2018 09/21/2018 **.*** *.** 09/21/2018 *** *.**
AstraZeneca, 1.95% 18sep2019, USD   USD 09/18/2019 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 06/12/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
AstraZeneca, 3.125% 12jun2027, USD   USD 06/12/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 09/21/2018 **.** * 09/21/2018 **.*** *.**
AstraZeneca, 3.5% 17aug2023, USD   USD 08/17/2023 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
AstraZeneca, 4% 17jan2029, USD   USD 01/17/2029 09/21/2018 **.** *.** 09/21/2018 **.*** *.*
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
AstraZeneca, 4.375% 17aug2048, USD   USD 08/17/2048 09/21/2018 ** *.** 09/21/2018 **.** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
AstraZeneca, FRN 10jun2022, USD   USD 06/10/2022 09/21/2018 **.** * 09/21/2018 ***.** *
AstraZeneca, FRN 17aug2023, USD   USD 08/17/2023 09/21/2018 **.* * 09/21/2018 **.** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP   GBP 06/15/2022 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 09/21/2018 ***.** * 09/21/2018 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 09/21/2018 ***.** * 09/21/2018 ***.** *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 09/21/2018 **.** * 09/21/2018 ***.** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 09/21/2018 ***.** * 09/21/2018 ***.** *
Aviva, 5.902% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.* *
Aviva, 6.125% 14nov2036, GBP   GBP 11/14/2036 09/21/2018 ***.** * 09/21/2018 ***.** *
Aviva, 6.125% 5jul2043, EUR   EUR 07/05/2043 09/21/2018 ***.** * 09/21/2018 ***.** *
Aviva, 6.125% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 09/21/2018 ***.** * 09/21/2018 ***.** *
Aviva, 6.875% 20may2058, GBP   GBP 05/20/2058 09/21/2018 ***.* * 09/21/2018 ***.** *
Aviva, 6.875% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 09/21/2018 **.* *.** 09/21/2018 **.* *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *
Balfour Beatty, 1.875% 3dec2018, GBP (Conv.)   GBP 12/03/2018 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Banco Santander, London Branch, 0.375% 18sep2019, EUR   EUR 09/18/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.*
Banco Santander, London Branch, 2.35% 10sep2019, USD   USD 09/10/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Banco Santander, London Branch, 2.375% 16mar2020, USD   USD 03/16/2020 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Banco Santander, London Branch, 2.5% 14mar2019, USD   USD 03/14/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Banco Santander, London Branch, 3.125% 8jan2021, USD   USD 01/08/2021 09/21/2018 **.*** *.* 09/21/2018 **.** *.**
Banco Santander, London Branch, 5% 7nov2023, USD   USD 11/07/2023 09/21/2018 *** *.** 09/21/2018 ***.** *.**
Banco Santander, London Branch, 5.875% 14aug2031, GBP   GBP 08/14/2031 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Banco Santander, London Branch, 6.5% 21oct2030, GBP   GBP 10/21/2030 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Banco Santander, London Branch, 7.037% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Banco Santander, London Branch, 7.95% 26oct2029, USD   USD 10/26/2029 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Banco Santander, London Branch, FRN 30oct2023, GBP   GBP 10/30/2023 09/21/2018 ***.** * 09/21/2018 ***.** *
Banco Santander, London Branch, FRN 8jul2019, GBP   GBP 07/08/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Bank of China (London), FRN 7jun2021, USD   USD 06/07/2021 09/21/2018 **.** * 09/21/2018 ***.** *
Bank of China (London), FRN 7jun2023, USD   USD 06/07/2023 09/21/2018 **.** * 09/21/2018 ***.** *
Bank of Scotland, 2% 4mar2025, EUR   EUR 03/04/2025 09/21/2018 ***.** * 09/21/2018 ***.** *
Bank of Scotland, 2.64% 16apr2020, GBP   GBP 04/16/2020 09/21/2018 ***.*** * 09/21/2018 ***.**** *
Bank of Scotland, 3.875% 7feb2020, EUR   EUR 02/07/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR   EUR 07/13/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** -*
Bank of Scotland, 4.75% 8jun2022, EUR   EUR 06/08/2022 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Bank of Scotland, 4.875% 20dec2024, GBP   GBP 12/20/2024 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.**
Bank of Scotland, 4.875% 4jun2019, EUR   EUR 06/04/2019 09/21/2018 ***.* -*.** 09/21/2018 ***.*** -*.**
Bank of Scotland, 6% 7feb2035, EUR   EUR 02/07/2035 09/21/2018 ***.** * 09/21/2018 ***.** *
Bank of Scotland, 6.375% 16aug2019, GBP   GBP 08/16/2019 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 09/21/2018 **.*** * 09/21/2018 **.*** *
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Barclays, 0% 7may2045, USD (10958D)   USD 05/07/2045 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Barclays, 0.625% 14nov2023, EUR   EUR 11/14/2023 09/21/2018 **.** * 09/21/2018 **.** *
Barclays, 1.375% 24jan2026, EUR   EUR 01/24/2026 09/21/2018 **.** * 09/21/2018 **.** *
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Barclays, 1.5% 3sep2023, EUR   EUR 09/03/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, 10% 21may2021, GBP   GBP 05/21/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, 10.179% 12jun2021, USD   USD 06/12/2021 09/21/2018 ***.*** *.* 09/21/2018 ***.*** *.**
Barclays, 14% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, 2% 7feb2028, EUR   EUR 02/07/2028 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Barclays, 2.125% 24feb2021, EUR   EUR 02/24/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, 2.25% 10jun2024, EUR   EUR 06/10/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Barclays, 2.5% 20feb2019, USD   USD 02/20/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, 2.65% 11jan2021, USD   USD 01/11/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 09/21/2018 **.** *.* 09/21/2018 **.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Barclays, 3.75% 15may2024, USD   USD 05/15/2024 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Barclays, 4% 12jan2021, EUR   EUR 01/12/2021 09/21/2018 ***.** -*.** 09/21/2018 ***.*** -*.**
Barclays, 4% 7oct2019, EUR   EUR 10/07/2019 09/21/2018 ***.*** -*.** 09/21/2018 ***.*** -*.**
Barclays, 4.25% 12jan2022, GBP   GBP 01/12/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, 4.25% 2mar2022, EUR   EUR 03/02/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Barclays, 4.338% 16may2024, USD   USD 05/16/2024 09/21/2018 **.** * 09/21/2018 **.** *
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 09/21/2018 **.** * 09/21/2018 **.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 09/21/2018 **.*** *.* 09/21/2018 **.** *.**
Barclays, 4.75% perp., EUR   EUR 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Barclays, 4.875% 13aug2019, EUR   EUR 08/13/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Barclays, 4.972% 16may2029, USD   USD 05/16/2029 09/21/2018 **.** * 09/21/2018 **.** *
Barclays, 5.125% 8jan2020, USD   USD 01/08/2020 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Barclays, 5.14% 14oct2020, USD   USD 10/14/2020 09/21/2018 ***.** *.** 09/21/2018 ***.* *.*
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 09/21/2018 **.** *.** 09/21/2018 **.*** *.*
Barclays, 5.75% 14sep2026, GBP   GBP 09/14/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, 5.75% 17aug2021, GBP   GBP 08/17/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Barclays, 5.875% perp., GBP   GBP 09/21/2018 **.** * 09/21/2018 **.** *
Barclays, 6% 14jan2021, EUR   EUR 01/14/2021 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Barclays, 6.369% perp., GBP   GBP 09/21/2018 ***.* * 09/21/2018 ***.* *
Barclays, 6.5% perp., EUR   EUR 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, 6.625% 30mar2022, EUR   EUR 03/30/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, 6.625% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, 6.75% 22may2019, USD   USD 05/22/2019 09/21/2018 ***.* *.** 09/21/2018 ***.*** *.**
Barclays, 6.86% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.* *
Barclays, 7% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, 7.125% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 *** *
Barclays, 7.25% perp., GBP   GBP 09/21/2018 *** * 09/21/2018 ***.* *
Barclays, 7.625% 21nov2022, USD   USD 11/21/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, 7.75% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, 7.875% perp., GBP   GBP 09/21/2018 ***.* * 09/21/2018 ***.** *
Barclays, 7.875% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, 8% perp., EUR   EUR 09/21/2018 ***.** * 09/21/2018 ***.*** *
Barclays, 8.25% perp., USD (Conv.)   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, 9% perp., GBP   GBP 09/21/2018 *** * 09/21/2018 ***.* *
Barclays, 9.50% 7aug2021, GBP   GBP 08/07/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Barclays, FRN 10aug2021, USD   USD 08/10/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, FRN 11jan2021, USD   USD 01/11/2021 09/21/2018 ***.* * 09/21/2018 ***.** *
Barclays, FRN 15oct2019, EUR   EUR 10/15/2019 09/21/2018 **.**** * 09/21/2018 **.*** *
Barclays, FRN 16may2024, USD   USD 05/16/2024 09/21/2018 **.** * 09/21/2018 **.** *
Barclays, FRN 22mar2021, EUR   EUR 03/22/2021 09/21/2018 **.** * 09/21/2018 **.** *
Barclays, FRN 22may2020, GBP   GBP 05/22/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
Barclays, FRN 9jan2023, GBP   GBP 01/09/2023 09/21/2018 **.** * 09/21/2018 ***.** *
Barclays Bank PLC, 1.375% 8feb2021, NOK   NOK 02/08/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Barclays Bank PLC, 1.875% 23mar2021, EUR   EUR 03/23/2021 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Barclays Bank PLC, 11% 28sep2020, TRY   TRY 09/28/2020 09/21/2018 **.* **.** 09/21/2018 **.** **.**
Barclays Bank PLC, 5.64% 30jul2019, EUR   EUR 07/30/2019 09/21/2018 ***.**** *.** 09/21/2018 ***.**** -*.**
Barclays Bank PLC, 6.278% perp., USD   USD 09/21/2018 *** * 09/21/2018 *** *
Barclays Bank PLC, FRN 1mar2022, EUR   EUR 03/01/2022 09/21/2018 **.**** * 09/21/2018 **.**** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 09/21/2018 ***.* *.** 09/21/2018 ***.** *.*
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 09/21/2018 **.* *.** 09/21/2018 **.** *.*
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 07/25/2034 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Beazley Group, 5.375% 25sep2019, GBP   GBP 09/25/2019 09/21/2018 ***.* *.** 09/21/2018 *** *.**
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BG Energy Holdings, 3% 16nov2018, EUR   EUR 11/16/2018 09/21/2018 ***.** * 09/21/2018 ***.** -*.**
BG Energy Holdings, 3.625% 16jul2019, EUR   EUR 07/16/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 09/21/2018 ***.** *.** 09/21/2018 ***.* *
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 09/21/2018 ** ***.** 09/21/2018 ** **.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Bishopsgate, 5.105% 28sep2037, GBP   GBP 09/28/2037 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.*
BL Superstores Finance, 4.482% 4oct2025, GBP (ABS)   GBP 10/04/2025 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
BL Superstores Finance, 5.27% 4oct2030, GBP   GBP 10/04/2030 09/21/2018 ***.**** * 09/21/2018 ***.**** *
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 10/04/2025 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
BNZ International Funding, 0.125% 17jun2021, EUR   EUR 06/17/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** -*
BNZ International Funding, 0.25% 24jun2022, CHF   CHF 06/24/2022 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
BNZ International Funding, 0.5% 13may2023, EUR   EUR 05/13/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BNZ International Funding, 0.625% 3jul2025, EUR   EUR 07/03/2025 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
BNZ International Funding, 2.1% 14sep2021, USD   USD 09/14/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BNZ International Funding, 2.4% 21feb2020, USD   USD 02/21/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BNZ International Funding, 2.75% 2mar2021, USD   USD 03/02/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BNZ International Funding, 2.9% 21feb2022, USD   USD 02/21/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Boparan Holdings, 4.375% 15jul2021, EUR   EUR 07/15/2021 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Boparan Holdings, 5.25% 15jul2019, GBP   GBP 07/15/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Boparan Holdings, 5.5% 15jul2021, GBP   GBP 07/15/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** -*.**
BP Capital Markets, 1% 28apr2023, GBP (Conv.)   GBP 04/28/2023 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP Capital Markets, 1.676% 3may2019, USD   USD 05/03/2019 09/21/2018 **.** *.** 09/21/2018 **.*** *.*
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 09/21/2018 **.* *.** 09/21/2018 **.** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 09/21/2018 **.*** *.* 09/21/2018 **.*** *.**
BP Capital Markets, 3.161% 17mar2021, USD   USD 03/17/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 09/21/2018 **.* *.* 09/21/2018 **.*** *.**
BP PLC, 0.83% 19sep2024, EUR   EUR 09/19/2024 09/21/2018 **.*** *.** 09/21/2018 ***.** *.**
BP PLC, 0.9% 3jul2024, EUR   EUR 07/03/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 1% 28aug2020, CHF   CHF 08/28/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
BP PLC, 1.077% 26jun2025, EUR   EUR 06/26/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *
BP PLC, 1.117% 25jan2024, EUR   EUR 01/25/2024 09/21/2018 ***.** *.* 09/21/2018 ***.* *.**
BP PLC, 1.177% 12aug2023, GBP   GBP 08/12/2023 09/21/2018 **.* *.** 09/21/2018 **.** *.**
BP PLC, 1.526% 26sep2022, EUR   EUR 09/26/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 1.594% 3jul2028, EUR   EUR 07/03/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 1.637% 26jun2029, EUR   EUR 06/26/2029 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
BP PLC, 1.75% 28feb2024, CHF   CHF 02/28/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 1.768% 19sep2019, USD   USD 09/19/2019 09/21/2018 **.*** *.** 09/21/2018 **.*** *.*
BP PLC, 2.03% 14feb2025, GBP   GBP 02/14/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 2.112% 16sep2021, USD   USD 09/16/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 2.177% 28sep2021, EUR   EUR 09/28/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 2.213% 25sep2026, EUR   EUR 09/25/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 2.237% 10may2019, USD   USD 05/10/2019 09/21/2018 **.* *.** 09/21/2018 **.** *.**
BP PLC, 2.241% 26sep2018, USD   USD 09/26/2018 09/21/2018 *** *.* 09/21/2018 ***.** *.**
BP PLC, 2.274% 3jul2026, GBP   GBP 07/03/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 2.315% 13feb2020, USD   USD 02/13/2020 09/21/2018 ** *.** 09/21/2018 **.** *.**
BP PLC, 2.5% 6nov2022, USD   USD 11/06/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 2.517% 17feb2021, EUR   EUR 02/17/2021 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
BP PLC, 2.518% 16jan2020, USD   USD 01/16/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 2.52% 19sep2022, USD   USD 09/19/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 2.75% 10may2023, USD   USD 05/10/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 2.972% 27feb2026, EUR   EUR 02/27/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
BP PLC, 2.994% 18feb2019, EUR   EUR 02/18/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.*** -*.**
BP PLC, 3.017% 16jan2027, USD   USD 01/16/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 3.216% 28nov2023, USD   USD 11/28/2023 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
BP PLC, 3.224% 14apr2024, USD   USD 04/14/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 3.245% 6may2022, USD   USD 05/06/2022 09/21/2018 **.*** *.** 09/21/2018 **.** *.*
BP PLC, 3.279% 19sep2027, USD   USD 09/19/2027 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
BP PLC, 3.561% 1nov2021, USD   USD 11/01/2021 09/21/2018 ***.** *.* 09/21/2018 ***.** *.*
BP PLC, 3.588% 14apr2027, USD   USD 04/14/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 3.643% 14may2023, USD   USD 05/14/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
BP PLC, 3.65% 28feb2019, CNY   CNY 02/28/2019 09/21/2018 **.** *.* 09/21/2018 **.** *.**
BP PLC, 3.723% 28nov2028, USD   USD 11/28/2028 09/21/2018 **.** *.* 09/21/2018 **.** *.**
BP PLC, 3.814% 10feb2024, USD   USD 02/10/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 3.95% 8oct2018, CNY   CNY 10/08/2018 09/21/2018 ***.** -*.** 09/21/2018 ***.* -*.**
BP PLC, 3.994% 26sep2023, USD   USD 09/26/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 4.154% 1jun2020, EUR   EUR 06/01/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.*
BP PLC, 4.325% 10dec2018, GBP   GBP 12/10/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
BP PLC, 4.5% 1oct2020, USD   USD 10/01/2020 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
BP PLC, 4.742% 11mar2021, USD   USD 03/11/2021 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
BP PLC, 4.75% 10mar2019, USD   USD 03/10/2019 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
BP PLC, FRN 10may2019, USD   USD 05/10/2019 09/21/2018 **.** * 09/21/2018 ***.** *
BP PLC, FRN 16sep2021, USD   USD 09/16/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
BP PLC, FRN 19sep2022, USD   USD 09/19/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
BPHA, 4.816% 11apr2044, GBP (ABS)   GBP 04/11/2044 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
British American Tobacco, 0.375% 13mar2019, EUR   EUR 03/13/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 09/21/2018 ***.** *.** 09/21/2018 *** -*.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 1.125% 16nov2023, EUR   EUR 11/16/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
British American Tobacco, 1.625% 9sep2019, USD   USD 09/09/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 2.125% 15aug2025, GBP   GBP 08/15/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 2.25% 16jan2030, EUR   EUR 01/16/2030 09/21/2018 **.** *.** 09/21/2018 **.* *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 2.297% 14aug2020, USD   USD 08/14/2020 09/21/2018 ** *.** 09/21/2018 **.** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 09/21/2018 **.* *.* 09/21/2018 ** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 09/21/2018 ***.* *.** 09/21/2018 ***.** *
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP   GBP 03/12/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
British American Tobacco, FRN 14aug2020, USD   USD 08/14/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
British American Tobacco, FRN 15aug2022, USD   USD 08/15/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
British American Tobacco, FRN 16aug2021, EUR   EUR 08/16/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British Land, 5.006% 24sep2035, GBP (ABS)   GBP 09/24/2035 09/21/2018 *** *.* 09/21/2018 *** *.**
British Land, 5.264% 24sep2035, GBP (ABS)   GBP 09/24/2035 09/21/2018 *** *.** 09/21/2018 *** *.**
British Land, 5.357% 31mar2028, GBP (ABS)   GBP 03/31/2028 09/21/2018 *** *.** 09/21/2018 *** *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 06/23/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
British Telecommunications, 1% 21nov2024, EUR   EUR 11/21/2024 09/21/2018 **.* *.** 09/21/2018 **.** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 06/23/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British Telecommunications, 1.125% 10jun2019, EUR   EUR 06/10/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
British Telecommunications, 1.5% 23jun2027, EUR   EUR 06/23/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
British Telecommunications, 1.613% 25jun2033, GBP   GBP 06/25/2033 09/21/2018 ***.** * 09/21/2018 ***.** *
British Telecommunications, 1.739% 25jun2039, GBP   GBP 06/25/2039 09/21/2018 ***.* * 09/21/2018 ***.** *
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
British Telecommunications, 1.774% 25jun2042, GBP   GBP 06/25/2042 09/21/2018 ***.** * 09/21/2018 ***.** *
British Telecommunications, 2.35% 14feb2019, USD   USD 02/14/2019 09/21/2018 **.** *.** 09/21/2018 *** *.**
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 09/21/2018 ***.** * 09/21/2018 ***.** *
British Telecommunications, 3.64% 25jun2033, GBP   GBP 06/25/2033 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
British Telecommunications, 3.883% 25jun2039, GBP   GBP 06/25/2039 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
British Telecommunications, 3.924% 25jun2042, GBP   GBP 06/25/2042 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 09/21/2018 ***.** * 09/21/2018 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2033 09/21/2018 ***.** * 09/21/2018 ***.** *
Broadgate Financing, 4.851% 5apr2031, GBP (ABS)   GBP 04/05/2031 09/21/2018 ***.** * 09/21/2018 ***.** *
Broadgate Financing, 4.949% 5apr2029, GBP   GBP 04/05/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Broadgate Financing, 4.999% 5oct2031, GBP (ABS)   GBP 10/05/2031 09/21/2018 ***.* * 09/21/2018 ***.** *
Broadgate Financing, 5.098% 5apr2033, GBP   GBP 04/05/2033 09/21/2018 ***.** * 09/21/2018 ***.** *
Broadgate Financing, FRN 5jan2022, GBP   GBP 01/05/2022 09/21/2018 **.*** * 09/21/2018 ***.*** *
Broadgate Financing, FRN 5jan2032, GBP (ABS)   GBP 01/05/2032 09/21/2018 **.*** * 09/21/2018 ***.*** *
Broadgate Financing, FRN 5oct2025, GBP (ABS)   GBP 10/05/2025 09/21/2018 **.**** * 09/21/2018 ***.**** *
Bromford Housing Group, 3.125% 3may2048, GBP   GBP 05/03/2048 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Bruntwood, 6% 24jul2020, GBP (ABS)   GBP 07/24/2020 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Bupa, 6.125% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.*** *
Burford Capital, 5% 1dec2026, GBP (0025)   GBP 12/01/2026 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 09/21/2018 ***.** *.** 09/21/2018 *** *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 09/21/2018 ***.** *.** 09/21/2018 *** *.**
Cable & Wireless Communications, 6.875% 1aug2022, USD   USD 08/01/2022 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Cable & Wireless Communications, 8.625% 25mar2019, GBP   GBP 03/25/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Canara Bank (London branch), 3.25% 10aug2022, USD   USD 08/10/2022 09/21/2018 **.* *.** 09/21/2018 **.* *.**
Canary Wharf Finance II, 5.952% 22jan2035, GBP (ABS)   GBP 01/22/2035 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Canary Wharf Finance II, 6.8% 22apr2033, GBP   GBP 04/22/2033 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 09/21/2018 **.**** * 09/21/2018 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 09/21/2018 **.**** * 09/21/2018 **.**** *
Care UK Health Social Care Investments, FRN 15jan2020, GBP   GBP 01/15/2020 09/21/2018 **.* * 09/21/2018 ***.* *
Care UK Health Social Care Investments, FRN 15jul2019, GBP   GBP 07/15/2019 09/21/2018 **.** * 09/21/2018 ***.** *
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** -*.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Carnival, 7.875% 1jun2027, USD   USD 06/01/2027 09/21/2018 ***.*** *.* 09/21/2018 ***.** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 09/21/2018 ***.** * 09/21/2018 ***.** *
Centrica, 3.2133% 1feb2019, EUR   EUR 02/01/2019 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.**
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 09/21/2018 ***.** *.** 09/21/2018 *** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 09/21/2018 ***.** * 09/21/2018 ***.** *
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 09/21/2018 ***.** * 09/21/2018 ***.** *
CEVA Logistics, 5.25% 1aug2025, EUR   EUR 08/01/2025 09/21/2018 **.** *.* 09/21/2018 **.* *.**
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 09/21/2018 ***.* *.** 09/21/2018 ***.*** *.*
Circle Anglia Social Housing, 7.25% 12nov2038, GBP   GBP 11/12/2038 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
City Greenwich Lewisham, 9.375% 11oct2020, GBP (ABS)   GBP 10/11/2020 09/21/2018 ***.**** *.* 09/21/2018 ***.*** *.**
Clarion Housing Group, 4.25% 8oct2042, GBP   GBP 10/08/2042 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Clarion Housing Group, 5.981% 17sep2038, GBP   GBP 09/17/2038 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Clerical Medical, 7.375% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Close Brothers Group, 2.75% 26apr2023, GBP   GBP 04/26/2023 09/21/2018 **.** *.** 09/21/2018 ***.* *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 09/12/2025 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
CNH Industrial, 1.875% 19jan2026, EUR   EUR 01/19/2026 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
CNH Industrial, 2.75% 18mar2019, EUR   EUR 03/18/2019 09/21/2018 ***.* *.** 09/21/2018 ***.** -*.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
CNH Industrial, 4.5% 15aug2023, USD   USD 08/15/2023 09/21/2018 ***.* *.** 09/21/2018 ***.** *.*
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 09/21/2018 ***.*** * 09/21/2018 ***.*** *
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 09/21/2018 ***.*** * 09/21/2018 ***.** *
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 09/21/2018 ***.** * 09/21/2018 ***.* *
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Coca-Cola European Partners, FRN 16nov2021, EUR   EUR 11/16/2021 09/21/2018 **.** * 09/21/2018 ***.** *
Cognita, 7.75% 15aug2021, GBP   GBP 08/15/2021 09/21/2018 *** *.** 09/21/2018 *** *.*
Community Finance Company 1 PLC, 5.017% 2034, GBP (ABS)   GBP 07/31/2034 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Compass Group, 0.625% 3jul2024, EUR   EUR 07/03/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Compass Group, 2% 3jul2029, GBP   GBP 07/03/2029 09/21/2018 **.** *.* 09/21/2018 **.** *.**
Compass Group, 3.125% 13feb2019, EUR   EUR 02/13/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.*** -*.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 09/21/2018 **.**** *.** 09/21/2018 **.**** *.**
Connect Plus Issuer, 2.607% 31mar2039, GBP   GBP 03/31/2039 09/21/2018 **.** *.* 09/21/2018 ***.** *.**
Coventry Building Society, 0.5% 12jan2024, EUR   EUR 01/12/2024 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
Coventry Building Society, 0.625% 3nov2021, EUR   EUR 11/03/2021 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Coventry Building Society, 1.875% 24oct2023, GBP   GBP 10/24/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Coventry Building Society, 6% 16oct2019, GBP   GBP 10/16/2019 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Coventry Building Society, 6.375% perp., GBP   GBP 09/21/2018 ***.* * 09/21/2018 ***.** *
Coventry Building Society, FRN 17mar2020, GBP   GBP 03/17/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
CPUK Finance, 2.666% 28feb2020, GBP (ABS)   GBP 02/28/2020 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
CPUK Finance, 3.588% 28aug2025, GBP (ABS)   GBP 08/28/2025 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
CPUK Finance, 4.25% 28feb2047, GBP   GBP 02/28/2047 09/21/2018 **.** *.* 09/21/2018 ***.** *.**
CPUK Finance, 7.239% 28feb2024, GBP   GBP 02/28/2024 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.*
Credit Agricole London, 0.2% 30oct2023, CHF   CHF 10/30/2023 09/21/2018 ** *.* 09/21/2018 **.** *.**
Credit Agricole London, 0.375% 27jan2020, CHF   CHF 01/27/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.* -*.**
Credit Agricole London, 0.45% 14mar2022, CHF   CHF 03/14/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 0.55% 14dec2026, CHF   CHF 12/14/2026 09/21/2018 **.* *.** 09/21/2018 **.* *.**
Credit Agricole London, 0.55% 1sep2022, CHF   CHF 09/01/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 0.625% 12jul2024, CHF   CHF 07/12/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Credit Agricole London, 0.75% 1dec2022, EUR   EUR 12/01/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 0.875% 19jan2022, EUR   EUR 01/19/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 1% 16sep2024, EUR   EUR 09/16/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 1% 27jan2025, CHF   CHF 01/27/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 1% 8oct2021, CHF   CHF 10/08/2021 09/21/2018 ***.* *.** 09/21/2018 ***.** -*.**
Credit Agricole London, 1.25% 14apr2026, EUR   EUR 04/14/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 1.25% 17jul2020, CHF   CHF 07/17/2020 09/21/2018 ***.* -*.** 09/21/2018 ***.** -*.**
Credit Agricole London, 1.375% 13mar2025, EUR   EUR 03/13/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Credit Agricole London, 1.875% 20dec2026, EUR   EUR 12/20/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 2.125% 29sep2025, CHF   CHF 09/29/2025 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Credit Agricole London, 2.125% 30oct2024, CHF   CHF 10/30/2024 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Credit Agricole London, 2.375% 27nov2020, EUR   EUR 11/27/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.* -*.**
Credit Agricole London, 2.5% 15apr2019, USD   USD 04/15/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Credit Agricole London, 2.75% 10jun2020, USD   USD 06/10/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Credit Agricole London, 3.125% 17jul2023, EUR   EUR 07/17/2023 09/21/2018 *** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 3.125% 5feb2026, EUR   EUR 02/05/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 3.25% 4oct2024, USD   USD 10/04/2024 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Credit Agricole London, 3.375% 10jan2022, USD   USD 01/10/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Credit Agricole London, 3.75% 24apr2023, USD   USD 04/24/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Credit Agricole London, 3.875% 13feb2019, EUR   EUR 02/13/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.*
Credit Agricole London, 3.875% 15apr2024, USD   USD 04/15/2024 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Credit Agricole London, 4.125% 10jan2027, USD   USD 01/10/2027 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Credit Agricole London, 4.4% 6jul2027, AUD   AUD 07/06/2027 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Credit Agricole London, 5.125% 18apr2023, EUR   EUR 04/18/2023 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Credit Agricole London, 5.5% 17dec2021, GBP   GBP 12/17/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Credit Agricole London, FRN 10jun2020, USD   USD 06/10/2020 09/21/2018 ***.* * 09/21/2018 ***.** *
Credit Agricole London, FRN 20apr2022, EUR   EUR 04/20/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
Credit Agricole London, FRN 6mar2023, EUR   EUR 03/06/2023 09/21/2018 **.** * 09/21/2018 **.** *
Credit Suisse AG (London) Branch, 0% 4feb2045, AUD (10958D)   AUD 02/04/2045 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Credit Suisse AG (London) Branch, 0.55% 15apr2024, CHF   CHF 04/15/2024 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Credit Suisse AG (London) Branch, 0.625% 20nov2018, EUR   EUR 11/20/2018 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1% 24sep2021, CHF   CHF 09/24/2021 09/21/2018 ***.* *.** 09/21/2018 ***.* -*.**
Credit Suisse AG (London) Branch, 1% 7jun2023, EUR   EUR 06/07/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Credit Suisse AG (London) Branch, 1.125% 15sep2020, EUR   EUR 09/15/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 29nov2019, EUR   EUR 11/29/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Credit Suisse AG (London) Branch, 1.375% 31jan2022, EUR   EUR 01/31/2022 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Credit Suisse AG (London) Branch, 1.8% 10mar2022, USD   USD 03/10/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Credit Suisse AG (London) Branch, 1.8% 30dec2022, USD   USD 12/30/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Credit Suisse AG (London) Branch, 2% 12jan2022, USD   USD 01/12/2022 09/21/2018 **.** *.* 09/21/2018 **.* *.**
Credit Suisse AG (London) Branch, 2% 22oct2021, EUR   EUR 10/22/2021 09/21/2018 ***.** * 09/21/2018 *
Credit Suisse AG (London) Branch, 2% 24sep2021, EUR   EUR 09/24/2021 09/21/2018 ***.** * 09/21/2018 ***.* *
Credit Suisse AG (London) Branch, 2% 31oct2024, USD   USD 10/31/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Credit Suisse AG (London) Branch, 2.05% 5mar2022, USD   USD 03/05/2022 09/21/2018 **.** * 09/21/2018 **.** *
Credit Suisse AG (London) Branch, 2.5% 3dec2020, USD   USD 12/03/2020 09/21/2018 **.** * 09/21/2018 **.** *
Credit Suisse AG (London) Branch, 2.7% 22aug2022, USD   USD 08/22/2022 09/21/2018 **.** * 09/21/2018 **.* *
Credit Suisse AG (London) Branch, 3.5% 26jan2026, USD   USD 01/26/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Credit Suisse AG (London) Branch, 3.5% 26nov2025, EUR   EUR 11/26/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Credit Suisse AG (London) Branch, 4.75% 5aug2019, EUR   EUR 08/05/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Credit Suisse AG (London) Branch, FRN 16oct2019, EUR   EUR 10/16/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Credit Suisse AG (London) Branch, FRN 29may2019, SEK   SEK 05/29/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Ctrl Section 1 Finance, FRN 2nov2051, GBP   GBP 11/02/2051 09/21/2018 ***.**** * 09/21/2018 ***.**** *
CYBG, 8% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Daily Mail & General Trust, 5.75% 7dec2018, GBP   GBP 12/07/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Daily Mail & General Trust, 6.375% 21jun2027, GBP   GBP 06/21/2027 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 09/21/2018 **.** **.** 09/21/2018 **.** **.*
Derby Healthcare, 5.564% 30jun2041, GBP   GBP 06/30/2041 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
Derwent London, 1.125% 24jul2019, GBP (Conv.)   GBP 07/24/2019 09/21/2018 ***.** -* 09/21/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 0% 15may2043, MXN (10957D)   MXN 05/15/2043 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, EUR (3711D)   EUR 04/22/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 22apr2026, USD (3710D)   USD 04/22/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 30oct2025, BRL (3654D)   BRL 10/30/2025 09/21/2018 **.** **.* 09/21/2018 **.** **.*
Deutsche Bank AG (London Branch), 0% 5nov2020, USD (1863D)   USD 11/05/2020 09/21/2018 **.* * 09/21/2018 **.** *
Deutsche Bank AG (London Branch), 0% 7apr2021, USD (1826D)   USD 04/07/2021 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 0% 7nov2022, USD (2191D)   USD 11/07/2022 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Deutsche Bank AG (London Branch), 1.35% 25jul2019, USD   USD 07/25/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 1.625% 24feb2020, NOK   NOK 02/24/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 13% 1mar2019, EUR (413)   EUR 03/01/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 2% 13jul2022, USD   USD 07/13/2022 09/21/2018 **.** *.** 09/21/2018 ** *.**
Deutsche Bank AG (London Branch), 2% 18nov2025, EUR   EUR 11/18/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 2% 24apr2023, USD   USD 04/24/2023 09/21/2018 **.** * 09/21/2018 **.** *
Deutsche Bank AG (London Branch), 2.15% 27sep2019, CAD   CAD 09/27/2019 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Deutsche Bank AG (London Branch), 2.25% 25feb2021, USD   USD 02/25/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 2.25% 5jun2019, NOK   NOK 06/05/2019 09/21/2018 **.** *.* 09/21/2018 ***.** -*.**
Deutsche Bank AG (London Branch), 2.5% 13feb2019, USD   USD 02/13/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 2.5% 20sep2022, NOK   NOK 09/20/2022 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Deutsche Bank AG (London Branch), 2.8% 15apr2025, USD   USD 04/15/2025 09/21/2018 **.** * 09/21/2018 **.* *
Deutsche Bank AG (London Branch), 3% 15jul2025, USD (Structured)   USD 07/15/2025 09/21/2018 **.** * 09/21/2018 ** *
Deutsche Bank AG (London Branch), 3% 8jul2025, USD   USD 07/08/2025 09/21/2018 **.** * 09/21/2018 **.** *
Deutsche Bank AG (London Branch), 3.5% 25jul2019, AUD   AUD 07/25/2019 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Deutsche Bank AG (London Branch), 3.7% 30may2024, USD   USD 05/30/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Deutsche Bank AG (London Branch), 3.75% 5sep2021, EUR   EUR 05/09/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
Deutsche Bank AG (London Branch), 4.625% 25mar2020, NZD   NZD 03/25/2020 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Deutsche Bank AG (London Branch), 4.75% 3jul2027, USD   USD 07/03/2027 09/21/2018 **.** * 09/21/2018 **.** *
Deutsche Bank AG (London Branch), 6.05% 27jun2019, ZAR   ZAR 06/27/2019 09/21/2018 **.* *.** 09/21/2018 **.* *.**
Deutsche Bank AG (London Branch), 6.6% 15feb2025, USD   USD 02/15/2025 09/21/2018 **.** * 09/21/2018 **.* *
Deutsche Bank AG (London Branch), FRN 1mar2019, IDR   IDR 03/01/2019 09/21/2018 **.** * 09/21/2018 **.** *
Deutsche Bank AG (London Branch), FRN 20oct2022, USD   USD 10/20/2022 09/21/2018 **.** * 09/21/2018 **.** *
Deutsche Bank AG (London Branch), FRN 28jun2020, EUR   EUR 06/28/2020 09/21/2018 ***.** * 09/21/2018 ***.* *
Deutsche Bank AG (London Branch), FRN 8nov2020, EUR   EUR 11/08/2020 09/21/2018 **.** * 09/21/2018 ***.** *
Deutsche Bank AG (London Branch), FRN 9mar2026, EUR   EUR 03/09/2026 09/21/2018 **.** * 09/21/2018 **.** *
Diageo, 0% 17nov2020, EUR (1096D)   EUR 11/17/2020 09/21/2018 **.** *.** 09/21/2018 ***.** -*.**
Diageo, 0.5% 19jun2024, EUR   EUR 06/19/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Diageo, 1.125% 20may2019, EUR   EUR 05/20/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 09/21/2018 **.* *.** 09/21/2018 **.** *.*
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Diageo, 3% 18may2020, USD   USD 05/18/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Diageo, 3.5% 18sep2023, USD   USD 09/18/2023 09/21/2018 **.*** *.** 09/21/2018 ***.*** *.**
Diageo, 3.875% 18may2028, USD   USD 05/18/2028 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Diageo, 3.875% 29apr2043, USD   USD 04/29/2043 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Diageo, 7.45% 15apr2035, USD   USD 04/15/2035 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Diageo, FRN 18may2020, USD   USD 05/18/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
Dignity, 4.6956% 31dec2049, GBP   GBP 12/31/2049 09/21/2018 **.** *.* 09/21/2018 **.** *.**
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 09/21/2018 ***.** * 09/21/2018 ***.* *
Drax Group plc, 6.625% 1nov2025, USD   USD 11/01/2025 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
DS Smith, 1.375% 26jul2024, EUR   EUR 07/26/2024 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 09/21/2018 ***.** * 09/21/2018 ***.** *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 07/26/2029 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Dwr Cymru, 2.5% 31mar2036, GBP   GBP 03/31/2036 09/21/2018 **.** *.** 09/21/2018 ** *.**
Dwr Cymru, 6.015% 31mar2028, GBP   GBP 03/31/2028 09/21/2018 ***.** * 09/21/2018 ***.** *
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 09/21/2018 ***.** * 09/21/2018 ***.** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 09/21/2018 ***.** * 09/21/2018 ***.** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 09/21/2018 ***.* *.* 09/21/2018 ***.** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 11/12/2036 09/21/2018 ***.** * 09/21/2018 ***.** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 09/21/2018 **.* *.** 09/21/2018 **.** *.**
EBRD, 0% 10may2019, KZT (547D)   KZT 05/10/2019 09/21/2018 **.** **.** 09/21/2018 **.* **.**
EBRD, 0% 10oct2018, UAH (365D)   UAH 10/10/2018 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 09/21/2018 **.** **.** 09/21/2018 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 09/21/2018 **.** *.* 09/21/2018 **.*** *.**
EBRD, 0% 19jun2019, ARS (365D)   ARS 06/19/2019 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 0% 1feb2019, ARS (549D)   ARS 02/01/2019 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 01/22/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 0% 25jan2019, ARS (730D)   ARS 01/25/2019 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 0% 2aug2021, TRY (1461D)   TRY 08/02/2021 09/21/2018 ** **.** 09/21/2018 **.** **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 0% 31dec2018, ZAR (7665D)   ZAR 12/31/2018 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 09/21/2018 **.* *.** 09/21/2018 **.** *.**
EBRD, 0% 31jan2019, KZT (366D)   KZT 01/31/2019 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 09/21/2018 **.* *.** 09/21/2018 **.** *.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.*
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 0.5% 20dec2018, AUD   AUD 12/20/2018 09/21/2018 **.** *.* 09/21/2018 ***.** -*.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
EBRD, 0.875% 22jul2019, USD   USD 07/22/2019 09/21/2018 **.** *.* 09/21/2018 **.** *.**
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.*
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 1.625% 15nov2018, USD   USD 11/15/2018 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.*
EBRD, 1.75% 14jun2019, USD   USD 06/14/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.*
EBRD, 1.875% 15jul2021, USD   USD 07/15/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 1.875% 17dec2018, GBP   GBP 12/17/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 09/21/2018 **.* *.** 09/21/2018 **.** *.**
EBRD, 10% 13oct2021, TRY   TRY 10/13/2021 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 10% 16nov2018, IDR   IDR 11/16/2018 09/21/2018 **.** **.** 09/21/2018 ***.** *.**
EBRD, 10% 4dec2018, ITL   ITL 12/04/2018 09/21/2018 ***.** * 09/21/2018 ***.** *
EBRD, 10% 5nov2018, ITL (Structured)   ITL 11/05/2018 09/21/2018 **.* * 09/21/2018 *** *
EBRD, 10% 9nov2018, USD   USD 11/09/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
EBRD, 11% 28sep2018, TRY   TRY 09/28/2018 09/21/2018 **.* **.** 09/21/2018 **.** **.**
EBRD, 11% 5feb2024, EUR   EUR 02/05/2024 09/21/2018 ***.*** * 09/21/2018 ***.*** *
EBRD, 11.25% 5feb2019, RON   RON 02/05/2019 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
EBRD, 12% 19feb2019, EUR   EUR 02/19/2019 09/21/2018 ***.**** * 09/21/2018 ***.**** *
EBRD, 12% 5mar2024, EUR   EUR 03/05/2024 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
EBRD, 17% 5mar2020, ARS   ARS 03/05/2020 09/21/2018 ** **.** 09/21/2018 ** **.**
EBRD, 19% 14feb2019, ARS   ARS 02/14/2019 09/21/2018 **.** **.** 09/21/2018 ** **.**
EBRD, 2% 1feb2021, USD   USD 02/01/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 2.746% 17jul2024, GBP   GBP 07/17/2024 09/21/2018 ***.**** * 09/21/2018 ***.*** *
EBRD, 2.75% 26apr2021, USD   USD 04/26/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 2.75% 7mar2023, USD   USD 03/07/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 20% 24oct2018, ARS   ARS 10/24/2018 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 24% 10sep2021, TRY   TRY 09/10/2021 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 27.5% 11sep2020, TRY   TRY 09/11/2020 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 27.5% 18sep2020, TRY   TRY 09/18/2020 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 30% 4nov2019, ARS   ARS 11/04/2019 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 35% 7aug2019, ARS   ARS 08/07/2019 09/21/2018 **.** **.** 09/21/2018 **.* **
EBRD, 4% 30apr2019, BRL   BRL 04/30/2019 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
EBRD, 4.5% 14aug2020, PHP   PHP 08/14/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 4.5% 18dec2018, MXN   MXN 12/18/2018 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 5% 14jun2021, INR   INR 06/14/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 5% 22jul2025, EUR   EUR 07/22/2025 09/21/2018 ***.** * 09/21/2018 ***.** *
EBRD, 5.125% 7jun2032, GBP   GBP 06/07/2032 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
EBRD, 5.25% 6dec2018, TRY   TRY 12/06/2018 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 5.5% 13jun2019, RUB   RUB 06/13/2019 09/21/2018 **.* *.** 09/21/2018 ***.** *.**
EBRD, 5.6% 30jan2025, IDR   IDR 01/30/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUB 07/24/2023 09/21/2018 **.** *.** 09/21/2018 **.* *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 6% 7feb2023, INR   INR 02/07/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 6.25% 25jul2022, IDR   IDR 07/25/2022 09/21/2018 **.** *.* 09/21/2018 **.** *.**
EBRD, 6.91% 28may2019, IDR   IDR 05/28/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.*
EBRD, 7% 24apr2020, KZT   KZT 04/24/2020 09/21/2018 **.** **.** 09/21/2018 **.** **.**
EBRD, 7.375% 15apr2019, IDR   IDR 04/15/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
EBRD, 7.5% 11jun2020, MXN   MXN 06/11/2020 09/21/2018 **.*** *.** 09/21/2018 **.* *.**
EBRD, 7.5% 15dec2021, BRL   BRL 12/15/2021 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
EBRD, 7.5% 29nov2019, RUR   RUB 11/29/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
EBRD, 8% 11oct2018, TRY   TRY 10/11/2018 09/21/2018 **.** **.** 09/21/2018 **.** **
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
EBRD, FRN 11may2022, USD   USD 05/11/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
EBRD, FRN 19nov2020, USD   USD 11/19/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 09/21/2018 *** * 09/21/2018 ***.** *
EE Limited, 4.375% 28mar2019, GBP   GBP 03/28/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Ei Group, 5.659% 30jun2027, GBP   GBP 06/30/2027 09/21/2018 ***.** * 09/21/2018 ***.** *
Ei Group, 6% 6oct2023, GBP   GBP 10/06/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Ei Group, 6.375% 15feb2022, GBP   GBP 02/15/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Ei Group, 6.375% 26sep2031, GBP   GBP 09/26/2031 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Ei Group, 6.464% 30mar2032, GBP   GBP 03/30/2032 09/21/2018 **.** * 09/21/2018 ** *
Ei Group, 6.5% 6dec2018, GBP (ABS)   GBP 12/06/2018 09/21/2018 ***.** * 09/21/2018 ***.** -*.**
Ei Group, 6.875% 15feb2021, GBP (ABS)   GBP 02/15/2021 09/21/2018 ***.* *.** 09/21/2018 *** *.**
Ei Group, 6.875% 9may2025, GBP (ABS)   GBP 05/09/2025 09/21/2018 ***.** *.** 09/21/2018 ***.**** *.**
Ei Group, 7.395% 30mar2024, GBP   GBP 03/28/2024 09/21/2018 ***.** * 09/21/2018 *** *
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Elli Investments, 8.75% 15jun2019, GBP   GBP 06/15/2019 09/21/2018 **.* **.** 09/21/2018 **.* **.**
EnQuest, 5.5% 15apr2022, GBP   GBP 04/15/2022 09/21/2018 **.* * 09/21/2018 ** *
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Eversholt Funding, 3.529% 7aug2042, GBP   GBP 08/07/2042 09/21/2018 **.* *.** 09/21/2018 **.** *.*
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Exchequer Partnership, 5.396% 13jul2036, GBP   GBP 07/13/2036 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Fairfax, 7.75% 15jul2037, USD   USD 07/15/2037 09/21/2018 ***.** *.* 09/21/2018 ***.*** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
FCE Bank, 1.875% 18apr2019, EUR   EUR 04/18/2019 09/21/2018 ***.* -*.** 09/21/2018 ***.** -*.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 09/21/2018 ***.* *.* 09/21/2018 ***.** *.**
FCE Bank, 2.625% 20nov2018, GBP   GBP 11/20/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
FCE Bank, FRN 17sep2019, EUR   EUR 09/17/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 09/21/2018 **.** * 09/21/2018 **.** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 09/21/2018 **.**** * 09/21/2018 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 09/21/2018 **.**** * 09/21/2018 **.**** *
First Flexible, FRN 15sep2033, GBP (ABS)   GBP 09/15/2033 09/21/2018 **.**** * 09/21/2018 **.**** *
First Flexible, FRN 1dec2035, GBP   GBP 12/01/2035 09/21/2018 **.**** * 09/21/2018 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 09/21/2018 **.**** * 09/21/2018 ***.**** *
First Flexible, FRN 1jun2034, GBP (ABS)   GBP 06/01/2034 09/21/2018 ***.**** * 09/21/2018 ***.**** *
First Hydro, 9% 31jul2021, GBP (ABS)   GBP 07/31/2021 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Firstgroup, 6.125% 18jan2019, GBP   GBP 01/18/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 09/21/2018 ***.** * 09/21/2018 ***.** *
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Friends Life Group, 7.875% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
Friends Life Group, 8.25% 21apr2022, GBP   GBP 04/21/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
G4S, 1.875% 24may2025, EUR   EUR 05/24/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
G4S, 2.625% 6dec2018, EUR   EUR 12/06/2018 09/21/2018 ***.** * 09/21/2018 ***.** *
G4S, 7.75% 13may2019, GBP   GBP 05/13/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Gatwick Airport, 2.625% 7oct2048, GBP   GBP 10/07/2048 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Gatwick Airport, 3.25% 26feb2050, GBP   GBP 02/26/2050 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Gatwick Airport, 4.625% 27mar2036, GBP   GBP 03/27/2036 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Gatwick Airport, 5.25% 23jan2026, GBP   GBP 01/23/2026 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Gatwick Airport, 6.125% 2mar2028, GBP   GBP 03/02/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Gatwick Airport, 6.5% 2mar2043, GBP   GBP 03/02/2043 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
GESB, 8.35% 15nov2018, GBP   GBP 11/15/2018 09/21/2018 ***.*** *.** 09/21/2018 ***.*** -*.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Glaxosmithkline plc, 0% 12sep2020, EUR (1096D)   EUR 09/12/2020 09/21/2018 **.** *.** 09/21/2018 ***.** -*.**
Glaxosmithkline plc, 0.625% 2dec2019, EUR   EUR 12/02/2019 09/21/2018 ***.** -*.* 09/21/2018 ***.** -*.**
Glaxosmithkline plc, 1% 12sep2026, EUR   EUR 09/12/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Glaxosmithkline plc, 1.25% 21may2026, EUR   EUR 05/21/2026 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Glaxosmithkline plc, 1.375% 12sep2029, EUR   EUR 09/12/2029 09/21/2018 **.* *.** 09/21/2018 ***.** *.**
Glaxosmithkline plc, 1.375% 2dec2024, EUR   EUR 12/02/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Glaxosmithkline plc, 1.75% 21may2030, EUR   EUR 05/21/2030 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Glaxosmithkline plc, 2.8% 18mar2023, USD   USD 03/18/2023 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Glaxosmithkline plc, 2.85% 8may2022, USD   USD 05/08/2022 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
Glaxosmithkline plc, 3.125% 14may2021, USD   USD 05/14/2021 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Glaxosmithkline plc, 3.375% 15may2023, USD   USD 05/15/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Glaxosmithkline plc, 3.375% 20dec2027, GBP   GBP 12/20/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Glaxosmithkline plc, 3.625% 15may2025, USD   USD 05/15/2025 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Glaxosmithkline plc, 3.875% 15may2028, USD   USD 05/15/2028 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
Glaxosmithkline plc, 4% 16jun2025, EUR   EUR 06/16/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Glaxosmithkline plc, 4.2% 18mar2043, USD   USD 03/18/2043 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Glaxosmithkline plc, 4.25% 18dec2045, GBP   GBP 12/18/2045 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Glaxosmithkline plc, 5.25% 10apr2042, GBP   GBP 04/10/2042 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Glaxosmithkline plc, 5.25% 19dec2033, GBP   GBP 12/19/2033 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Glaxosmithkline plc, 5.375% 15apr2034, USD   USD 04/15/2034 09/21/2018 ***.* *.* 09/21/2018 ***.* *.*
Glaxosmithkline plc, 6.375% 15may2038, USD   USD 05/15/2038 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Glaxosmithkline plc, 6.375% 9mar2039, GBP   GBP 03/09/2039 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Glaxosmithkline plc, FRN 14may2021, USD   USD 05/14/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
Glaxosmithkline plc, FRN 21may2020, EUR   EUR 05/21/2020 09/21/2018 ***.* * 09/21/2018 ***.** *
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 09/21/2018 ***.** *.** 09/21/2018 ***.* *.*
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 09/21/2018 **.** **.* 09/21/2018 **.** *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Goldman Sachs International, 2% 6dec2020, EUR (Structured)   EUR 06/12/2020 09/21/2018 **.** * 09/21/2018 *
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
Goldman Sachs International, 2.6% 4sep2021, USD   USD 09/04/2021 09/21/2018 **.* *.** 09/21/2018 **.* *.**
Goldman Sachs International, 3% 23jan2025, USD   USD 01/23/2025 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Goldman Sachs International, 3.75% 29oct2021, EUR   EUR 10/29/2021 09/21/2018 ***.* * 09/21/2018 *** *
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 03/17/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 09/21/2018 ***.* * 09/21/2018 ***.* *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 09/21/2018 **.* * 09/21/2018 ***.* *
Goodyear Dunlop Tires Europe, 3.75% 15dec2023, EUR   EUR 12/15/2023 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Grainger, 3.375% 24apr2028, GBP   GBP 04/24/2028 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 09/21/2018 **.**** * 09/21/2018 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 09/21/2018 **.**** * 09/21/2018 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP   GBP 10/22/2042 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP   GBP 11/29/2032 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Greene King Finance, 5.106% 15mar2034, GBP   GBP 03/15/2034 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Greene King Finance, 5.318% 15sep2031, GBP   GBP 09/15/2031 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 09/21/2018 **.**** * 09/21/2018 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Greensands, 8.5% 15apr2019, GBP (ABS)   GBP 04/15/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** -*.**
Guardian Royal Exchange, 6.625% 21aug2023, GBP   GBP 08/21/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Halifax, 9.375% 15may2021, GBP   GBP 05/15/2021 09/21/2018 ***.* *.** 09/21/2018 ***.** *.*
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Hastings Group Holdings Limited, 3% 24may2025, GBP   GBP 05/24/2025 09/21/2018 **.** *.* 09/21/2018 **.* *.**
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 09/21/2018 ***.**** * 09/21/2018 ***.**** *
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 09/21/2018 ***.** * 09/21/2018 ***.* *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HBOS, 6% 1nov2033, USD   USD 11/01/2033 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HBOS, 6.461% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
HBOS, 6.85% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.*** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 09/21/2018 ***.* *.** 09/21/2018 *** *.**
Heathrow Airport Holdings, 1.5% 11feb2032, EUR   EUR 02/11/2032 09/21/2018 **.** * 09/21/2018 **.** *
Heathrow Airport Holdings, 1.875% 12jul2034, EUR   EUR 07/12/2034 09/21/2018 **.** * 09/21/2018 **.*** *
Heathrow Airport Holdings, 1.875% 23may2022, EUR   EUR 05/23/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 03/01/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 08/06/2026 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Heathrow Airport Holdings, 4.625% 31oct2046, GBP   GBP 10/31/2046 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Heathrow Airport Holdings, 5.225% 15feb2023, GBP   GBP 02/15/2023 09/21/2018 ***.** *.** 09/21/2018 *** *.**
Heathrow Airport Holdings, 5.375% 2sep2019, GBP   GBP 09/01/2019 09/21/2018 ***.** *.* 09/21/2018 ***.*********** *.**
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/2025 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Heathrow Airport Holdings, 5.875% 13may2041, GBP   GBP 05/13/2041 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Heathrow Airport Holdings, 6.45% 10dec2033, GBP   GBP 12/10/2031 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Heathrow Airport Holdings, 6.75% 3dec2026, GBP   GBP 12/03/2026 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Heathrow Airport Holdings, 7.075% 4aug2028, GBP   GBP 08/04/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Heathrow Airport Holdings, 9.2% 29mar2021, GBP   GBP 03/29/2021 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Heathrow SP, 2.75% 9aug2049, GBP   GBP 08/09/2049 09/21/2018 **.** *.** 09/21/2018 **.** *.**
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
Hiscox Ltd, 6.125% 24nov2045, GBP   GBP 11/24/2045 09/21/2018 ***.** * 09/21/2018 ***.** *
Housing & Care 21, 3.288% 8nov2049, GBP   GBP 11/08/2049 09/21/2018 **.* *.** 09/21/2018 ***.** *.**
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 09/21/2018 ***.**** * 09/21/2018 ***.**** *
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 09/21/2018 **.**** *.* 09/21/2018 **.**** *.*
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 09/21/2018 **.**** *.* 09/21/2018 **.**** *.**
HSBC, 10.176% perp., USD   USD 09/21/2018 ***.* * 09/21/2018 ***.** *
HSBC, 3% 30jun2025, EUR   EUR 06/30/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 3.375% 10jan2024, EUR   EUR 01/10/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 3.4% 8mar2021, USD   USD 03/08/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
HSBC, 3.875% 24oct2018, EUR   EUR 10/24/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 4% 30mar2022, USD   USD 03/30/2022 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
HSBC, 4.25% 14mar2024, USD   USD 03/14/2024 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
HSBC, 4.3% 8mar2026, USD   USD 03/08/2026 09/21/2018 **.* *.** 09/21/2018 **.*** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 4.875% 14jan2022, USD   USD 01/14/2022 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
HSBC, 5.1% 5apr2021, USD   USD 04/05/2021 09/21/2018 ***.* *.** 09/21/2018 ***.*** *.*
HSBC, 5.25% 14mar2044, USD   USD 03/14/2044 09/21/2018 ***.*** * 09/21/2018 ***.** *.**
HSBC, 5.25% perp., EUR   EUR 09/21/2018 ***.** * 09/21/2018 ***.* *
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC, 5.625% perp., USD   USD 09/21/2018 **.** * 09/21/2018 ***.** *
HSBC, 5.75% 20dec2027, GBP   GBP 12/20/2027 09/21/2018 *** *.** 09/21/2018 ***.** *.**
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 09/21/2018 ***.**** * 09/21/2018 ***.**** *
HSBC, 5.844% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC, 5.862% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC, 6% 10jun2019, EUR   EUR 06/10/2019 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
HSBC, 6% 29mar2040, GBP   GBP 03/29/2040 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
HSBC, 6.1% 14jan2042, USD   USD 01/14/2042 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 6.25% 19aug2019, GBP   GBP 08/19/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 6.375% perp., USD   USD 09/21/2018 **.** * 09/21/2018 **.* *
HSBC, 6.5% 15sep2037, USD   USD 09/15/2037 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 6.5% 20may2024, GBP   GBP 05/20/2024 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
HSBC, 6.5% 2may2036, USD   USD 05/02/2036 09/21/2018 ***.*** * 09/21/2018 ***.** *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 6.75% 11sep2028, GBP   GBP 09/11/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 6.8% 1jun2038, USD   USD 06/01/2038 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
HSBC, 7% 7apr2038, GBP   GBP 04/07/2038 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC, 7.35% 27nov2032, USD   USD 11/27/2032 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
HSBC, 7.625% 17may2032, USD   USD 05/17/2032 09/21/2018 ***.*** *.* 09/21/2018 ***.*** *.**
HSBC, 7.65% 1may2025, USD   USD 05/01/2025 09/21/2018 ***.*** * 09/21/2018 ***.*** *.**
HSBC, FRN 11feb2021, USD   USD 02/11/2021 09/21/2018 ***.**** * 09/21/2018 ***.**** *
HSBC, FRN 8mar2021, USD   USD 03/08/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC, FRN 9mar2020, EUR   EUR 03/09/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC, FRN perp., USD   USD 09/21/2018 **.* * 09/21/2018 **.** *
HSBC, FRN perp., USD   USD 09/21/2018 **.** * 09/21/2018 **.* *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
HSBC Holdings plc, 2.175% 27jun2023, GBP   GBP 06/27/2023 09/21/2018 **.* * 09/21/2018 **.** *
HSBC Holdings plc, 2.256% 13nov2026, GBP   GBP 11/13/2026 09/21/2018 **.** * 09/21/2018 **.** *
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 09/21/2018 **.** *.** 09/21/2018 **.** *.*
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 09/21/2018 **.** *.* 09/21/2018 **.** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 09/21/2018 **.** *.* 09/21/2018 **.** *.**
HSBC Holdings plc, 3.033% 22nov2023, USD   USD 11/22/2023 09/21/2018 **.** * 09/21/2018 **.** *
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 09/21/2018 **.** * 09/21/2018 **.** *
HSBC Holdings plc, 3.35% 16feb2024, AUD   AUD 02/16/2024 09/21/2018 **.** *.** 09/21/2018 **.* *.**
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 09/21/2018 **.* *.** 09/21/2018 **.** *.**
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
HSBC Holdings plc, 3.95% 18may2024, USD   USD 05/18/2024 09/21/2018 **.** * 09/21/2018 **.** *
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 09/21/2018 **.** * 09/21/2018 **.** *
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 09/21/2018 **.** *.* 09/21/2018 **.* *.**
HSBC Holdings plc, 4.583% 19jun2029, USD   USD 06/19/2029 09/21/2018 **.** * 09/21/2018 ***.** *
HSBC Holdings plc, 4.7% perp., SGD   SGD 09/21/2018 **.** * 09/21/2018 ***.* *
HSBC Holdings plc, 4.75% perp., EUR   EUR 09/21/2018 **.** * 09/21/2018 **.** *
HSBC Holdings plc, 6% perp., EUR   EUR 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC Holdings plc, 6% perp., USD   USD 09/21/2018 **.** * 09/21/2018 **.** *
HSBC Holdings plc, 6.25% perp., USD   USD 09/21/2018 **.** * 09/21/2018 ***.*** *
HSBC Holdings plc, 6.375% perp., USD   USD 09/21/2018 *** * 09/21/2018 ***.** *
HSBC Holdings plc, 6.5% perp., USD   USD 09/21/2018 **.** * 09/21/2018 **.** *
HSBC Holdings plc, 6.875% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC Holdings plc, FRN 18may2021, USD   USD 05/18/2021 09/21/2018 ***.** * 09/21/2018 ***.* *
HSBC Holdings plc, FRN 18may2024, USD   USD 05/18/2024 09/21/2018 **.** * 09/21/2018 ***.** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
HSBC Holdings plc, FRN 5oct2023, EUR   EUR 10/05/2023 09/21/2018 **.** * 09/21/2018 **.** *
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 09/21/2018 ***.**** *.** 09/21/2018 ***.** *.**
ICAP, 3.125% 6mar2019, EUR   EUR 03/06/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
ICBC (London Branch), FRN 14dec2022, USD   USD 12/14/2022 09/21/2018 ***.* * 09/21/2018 ***.* *
ICBC (London Branch), FRN 14jun2021, EUR   EUR 06/14/2021 09/21/2018 **.* * 09/21/2018 **.** *
ICBC (London Branch), FRN 14jun2021, USD   USD 06/14/2021 09/21/2018 **.** * 09/21/2018 **.** *
ICBC (London Branch), FRN 14jun2023, USD   USD 06/14/2023 09/21/2018 **.** * 09/21/2018 ***.** *
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 07/15/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Iceland VLNCo, 4.625% 15mar2025, GBP   GBP 03/15/2025 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 09/21/2018 **.** * 09/21/2018 **.** *
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 12/02/2019 09/21/2018 ***.*** * 09/21/2018 ***.*** *
Imperial Brands, 5.5% 28sep2026, GBP   GBP 09/28/2026 09/21/2018 ***.** * 09/21/2018 ***.** *
Imperial Brands, 6.25% 4dec2018, GBP   GBP 12/04/2018 09/21/2018 ***.** * 09/21/2018 ***.** *
Imperial Brands, 7.75% 24jun2019, GBP   GBP 06/24/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Imperial Brands, 8.125% 15mar2024, GBP   GBP 03/15/2024 09/21/2018 ***.** * 09/21/2018 ***.** *
Imperial Brands, 9% 17feb2022, GBP   GBP 02/17/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Ineos Holdings, 2.125% 15nov2025, EUR   EUR 11/15/2025 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Informa, 1.5% 5jul2023, EUR   EUR 07/05/2023 09/21/2018 ***.** * 09/21/2018 ***.** *
Inmarsat, 3.875% 9sep2023, USD (Conv.)   USD 09/09/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Inmarsat, 6.5% 1oct2024, USD   USD 10/01/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Integrated Accom Service, 6.48% 31mar2029, GBP   GBP 03/31/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Intermediate Capital Group, 5% 24mar2023, GBP   GBP 03/24/2023 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Intermediate Capital Group, 7% 21dec2018, GBP   GBP 12/21/2018 09/21/2018 ***.* *.** 09/21/2018 ***.* -*.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 09/21/2018 **.** **.* 09/21/2018 **.** **.**
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 09/21/2018 **.* *.** 09/21/2018 **.** *.**
International Personal Finance Plc, 6.125% 8may2020, GBP   GBP 05/08/2020 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Intu Properties, 2.5% 4oct2018, GBP (Conv.)   GBP 10/04/2018 09/21/2018 **.** **.** 09/21/2018 **.* *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 09/21/2018 ***.** *.* 09/21/2018 ***.** *.*
Intu Properties, 4.25% 17sep2030, GBP   GBP 09/17/2030 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Investec Bank Plc, 4.2% 10dec2025, GBP   GBP 12/10/2025 09/21/2018 **.* * 09/21/2018 ***.* *
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Investec Bank Plc, 5.125% 4jun2050, GBP   GBP 06/04/2050 09/21/2018 **.** * 09/21/2018 **.** *
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 09/21/2018 ***.** * 09/21/2018 ***.** *
Investec Bank Plc, FRN 16jun2023, GBP (ABS)   GBP 06/16/2023 09/21/2018 ***.** * 09/21/2018 ***.** *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
J Sainsbury, 6.5% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 09/21/2018 **.** *.** 09/21/2018 **.* *
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Jaguar Land Rover, 4.125% 15dec2018, USD   USD 12/15/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Jaguar Land Rover, 4.5% 15jan2026, EUR   EUR 01/15/2026 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Jaguar Land Rover, 4.5% 1oct2027, USD   USD 10/01/2027 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Jewel UK Bondco, 8.5% 15apr2023, GBP   GBP 04/15/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 09/21/2018 **.** * 09/21/2018 **.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
John Lewis, 8.375% 8apr2019, GBP   GBP 04/08/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Johnston Press, 8.625% 1jun2019, GBP   GBP 06/01/2019 09/21/2018 **.** ***.* 09/21/2018 **.** **.**
Just Group, 3.5% 7feb2025, GBP   GBP 02/07/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 09/21/2018 ***.**** *.** 09/21/2018 ***.* *.**
Keystone Bidco, 9.5% 15oct2019, GBP   GBP 10/15/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 09/21/2018 *** *.* 09/21/2018 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 09/21/2018 ***.* *.* 09/21/2018 ***.** *.**
Ladbrokes, 5.125% 8sep2023, GBP   GBP 09/08/2023 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Land Securities, FRN 29sep2025, GBP (ABS)   GBP 09/29/2025 09/21/2018 ***.** * 09/21/2018 ***.* *
Land Securities, FRN 31mar2022, GBP (ABS)   GBP 03/31/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
Leeds Building Society, 0.125% 21apr2020, EUR   EUR 04/21/2020 09/21/2018 ***.*** -*.** 09/21/2018 ***.** -*.**
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 07/03/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Leeds Building Society, 4.25% 17dec2018, GBP   GBP 12/17/2018 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
Leeds Building Society, 4.875% 16nov2020, GBP   GBP 11/16/2020 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 09/21/2018 ** * 09/21/2018 **.* *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 09/21/2018 ***.** * 09/21/2018 ***.** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Legal & General Group, 5.875% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 09/21/2018 ***.** * 09/21/2018 ***.** *
LendInvest, 5.25% 10aug2022, GBP   GBP 08/10/2022 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
LendInvest, 5.375% 6oct2023, GBP   GBP 10/06/2023 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Liberty Global, 3.625% 15jun2029, EUR   EUR 06/15/2029 09/21/2018 **.*** *.** 09/21/2018 ***.** *.**
Liberty Global, 7.125% 15may2024, EUR   EUR 05/15/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Liberty Living, 2.625% 28nov2024, GBP   GBP 11/28/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Liberty Living, 3.375% 28nov2029, GBP   GBP 11/28/2029 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Liverpool Victoria Friendly Society, 6.5% 22may2043, GBP   GBP 05/22/2043 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.*
Lloyds Bank, 0.5% 11apr2023, EUR   EUR 04/11/2023 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Lloyds Bank, 0.5% 22jul2020, EUR   EUR 07/22/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.*** -*.*
Lloyds Bank, 0.625% 14sep2022, EUR   EUR 09/14/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.*
Lloyds Bank, 0.625% 26mar2025, EUR   EUR 03/26/2025 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 09/21/2018 ***.** *.* 09/21/2018 ***.* *.**
Lloyds Bank, 1.75% 31mar2022, GBP   GBP 03/31/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 1.875% 10oct2018, EUR   EUR 10/10/2018 09/21/2018 ***.** *.** 09/21/2018 ***.* -*.**
Lloyds Bank, 10.375% 12feb2024, EUR   EUR 02/12/2024 09/21/2018 ***.** * 09/21/2018 ***.* *
Lloyds Bank, 12% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.* *
Lloyds Bank, 13% perp., EUR   EUR 09/21/2018 ***.* * 09/21/2018 ***.** *
Lloyds Bank, 13% perp., GBP   GBP 09/21/2018 ***.**** * 09/21/2018 ***.*** *
Lloyds Bank, 2.05% 22jan2019, USD   USD 01/22/2019 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Lloyds Bank, 2.3% 27nov2018, USD   USD 11/27/2018 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 2.35% 5sep2019, USD   USD 09/05/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 09/21/2018 **.*** *.** 09/21/2018 **.* *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Lloyds Bank, 2.75% 9dec2018, GBP   GBP 12/09/2018 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Lloyds Bank, 3.343% 7may2021, USD   USD 05/07/2021 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 09/21/2018 **.** *.** 09/21/2018 **.*** *
Lloyds Bank, 3.65% 20mar2023, AUD   AUD 03/20/2023 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.* -*.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Lloyds Bank, 5.375% 3sep2019, EUR   EUR 09/03/2019 09/21/2018 ***.* -*.** 09/21/2018 ***.** -*.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 09/21/2018 *** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 6% 8feb2029, GBP   GBP 02/08/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Lloyds Bank, 6.75% 24oct2018, GBP   GBP 10/24/2018 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.*
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Lloyds Bank, 7.5% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 09/21/2018 ***.** *.** 09/21/2018 *** *.*
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.*
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Lloyds Bank, FRN 10sep2019, EUR   EUR 09/10/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Bank, FRN 13sep2021, GBP   GBP 09/13/2021 09/21/2018 ***.* * 09/21/2018 ***.** *
Lloyds Bank, FRN 14jan2019, GBP   GBP 01/14/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Bank, FRN 16jan2020, GBP   GBP 01/16/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Bank, FRN 18jul2019, GBP   GBP 07/18/2019 09/21/2018 ***.*** * 09/21/2018 ***.*** *
Lloyds Bank, FRN 22aug2019, GBP   GBP 08/22/2019 09/21/2018 **.**** * 09/21/2018 **.**** *
Lloyds Bank, FRN 27mar2023, GBP   GBP 03/27/2023 09/21/2018 **.** * 09/21/2018 **.** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 09/21/2018 ***.*** * 09/21/2018 ***.**** *
Lloyds Bank, FRN 9oct2018, EUR   EUR 10/09/2018 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Banking Group, 0.625% 15jan2024, EUR   EUR 01/15/2024 09/21/2018 **.** * 09/21/2018 **.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Lloyds Banking Group, 1% 19nov2021, EUR   EUR 11/19/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Lloyds Banking Group, 1% 4mar2025, CHF   CHF 03/04/2025 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 09/12/2027 09/21/2018 **.* *.** 09/21/2018 **.* *.**
Lloyds Banking Group, 1.75% 7sep2028, EUR   EUR 09/07/2028 09/21/2018 **.* * 09/21/2018 **.** *
Lloyds Banking Group, 2.25% 16oct2024, GBP   GBP 10/16/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 4.05% 16aug2023, USD   USD 08/16/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 4.25% 22nov2027, AUD   AUD 11/22/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 4.344% 9jan2048, USD   USD 01/09/2048 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 4.375% 22mar2028, USD   USD 03/22/2028 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 4.45% 8may2025, USD   USD 05/08/2025 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 4.55% 16aug2028, USD   USD 08/16/2028 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Lloyds Banking Group, 6% perp., GBP   GBP 09/21/2018 *** * 09/21/2018 *** *
Lloyds Banking Group, 6.367% perp., GBP   GBP 09/21/2018 ** * 09/21/2018 *** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Banking Group, 7% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Banking Group, FRN 21jun2021, USD   USD 06/21/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 06/21/2024 09/21/2018 **.*** * 09/21/2018 **.** *
Lloyds Banking Group, FRN perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
London And Quadrant Housing Trust, 2.625% 28feb2028, GBP   GBP 02/28/2028 09/21/2018 **.** *.* 09/21/2018 **.* *.**
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
London And Quadrant Housing Trust, 3.125% 28feb2053, GBP   GBP 02/28/2053 09/21/2018 **.** *.** 09/21/2018 **.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP   GBP 12/05/2033 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP   GBP 01/27/2040 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 06/07/2032 09/21/2018 ***.*** * 09/21/2018 ***.*** *
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 09/19/2024 09/21/2018 **.* *.** 09/21/2018 **.** *.**
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 09/19/2029 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
London Stock Exchange, 9.125% 18oct2019, GBP   GBP 10/18/2019 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Longstone Finance PLC, 4.791% 19apr2030, GBP (ABS)   GBP 04/19/2030 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Longstone Finance PLC, 4.896% 19apr2031, GBP   GBP 04/19/2031 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Man Group, 5.875% 16sep2024, USD   USD 09/16/2024 09/21/2018 ***.*** * 09/21/2018 ***.*** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 09/21/2018 ***.** *.* 09/21/2018 ***.* *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 09/21/2018 ***.** *.* 09/21/2018 ***.* *.**
Marstons Issuer, 5.1576% 15oct2027, GBP   GBP 10/15/2027 09/21/2018 **.**** * 09/21/2018 **.**** *
Marstons Issuer, 5.1774% 15jul2032, GBP   GBP 07/15/2032 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Marstons Issuer, 5.641% 15jul2035, GBP   GBP 07/15/2035 09/21/2018 **.**** * 09/21/2018 **.**** *
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 09/21/2018 **.**** * 09/21/2018 ***.**** *
Meadowhall Finance, 4.986% 12jul2037, GBP (ABS)   GBP 01/12/2032 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Meadowhall Finance, 4.988% 12jul2037, GBP (ABS)   GBP 01/12/2032 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Merlin Entertainments, 5.75% 15jun2026, USD   USD 06/15/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Merseylink (Issuer), 3.842% 31mar2043, GBP   GBP 03/31/2043 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
Mitchells & Butlers, 5.574% 15dec2030, GBP   GBP 12/15/2030 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Mitchells & Butlers, 6.013% 15dec2028, GBP   GBP 12/15/2028 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Mitchells & Butlers, 6.469% 15sep2030, GBP   GBP 09/15/2030 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Mitchells & Butlers, FRN 15jun2036, GBP   GBP 06/15/2036 09/21/2018 **.**** * 09/21/2018 **.**** *
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Moat Homes Finance, 5% 23sep2041, GBP   GBP 09/23/2041 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.*
Morgan Stanley International PLC, 2% 26feb2024, EUR   EUR 02/26/2024 09/21/2018 ***.** * 09/21/2018 ***.* *
Morrison Supermarkets, 2.25% 19jun2020, EUR   EUR 06/19/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Morrison Supermarkets, 3.5% 27jul2026, GBP   GBP 07/27/2026 09/21/2018 *** *.** 09/21/2018 ***.** *.**
Morrison Supermarkets, 4.625% 8dec2023, GBP   GBP 12/08/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Morrison Supermarkets, 4.75% 4jul2029, GBP   GBP 07/04/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 09/21/2018 **.** *.** 09/21/2018 **.** *
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Motability Operations, 3.25% 30nov2018, EUR   EUR 11/30/2018 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 09/21/2018 ***.** *.* 09/21/2018 ***.* *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 09/21/2018 ***.*** *.* 09/21/2018 ***.*** *.*
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
National Express Group, FRN 15may2020, EUR   EUR 05/15/2020 09/21/2018 **.** * 09/21/2018 **.** *
National Grid, 1.25% 6oct2021, GBP (56)   GBP 10/06/2021 09/21/2018 ***.* * 09/21/2018 ***.** *
National Grid, 4% 20aug2019, AUD   AUD 08/20/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
National Grid, 4.25% 18jun2076, EUR   EUR 06/18/2076 09/21/2018 ***.* * 09/21/2018 ***.*** *
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** -*
National Grid, 5.625% 18jun2073, GBP   GBP 06/18/2073 09/21/2018 ***.* * 09/21/2018 ***.** *
National Grid, 7.125% 8feb2044, GBP   GBP 02/08/2044 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.**
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 09/21/2018 ***.*** * 09/21/2018 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 09/21/2018 **.** *.** 09/21/2018 **.* *.**
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 09/21/2018 ** *.** 09/21/2018 **.** *.**
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 09/21/2018 **.** *.** 09/21/2018 **.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 09/21/2018 **.** *.** 09/21/2018 **.** *.**
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
National Westminster Bank, 11.5% perp., GBP   GBP 09/21/2018 ***.* * 09/21/2018 ***.** *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
National Westminster Bank, 6.625% perp., EUR   EUR 09/21/2018 **.** * 09/21/2018 **.** *
National Westminster Bank, FRN perp., EUR (Structured)   EUR 09/21/2018 **.**** * 09/21/2018 **.**** *
Nationwide Building Society, 0.125% 25jan2021, EUR   EUR 01/25/2021 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Nationwide Building Society, 0.375% 30jul2020, EUR   EUR 07/30/2020 09/21/2018 *** -*.** 09/21/2018 ***.** -*.**
Nationwide Building Society, 0.5% 23feb2024, EUR   EUR 02/23/2024 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 0.625% 25mar2027, EUR   EUR 03/25/2027 09/21/2018 **.*** *.** 09/21/2018 **.** *.*
Nationwide Building Society, 0.75% 25jun2019, EUR   EUR 06/25/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Nationwide Building Society, 0.75% 26oct2022, EUR   EUR 10/26/2022 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 0.75% 29oct2021, EUR   EUR 10/29/2021 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 1.125% 31may2028, EUR   EUR 05/31/2028 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 1.351% 5jun2034, EUR   EUR 06/05/2034 09/21/2018 **.** *.* 09/21/2018 **.** *.**
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 06/29/2032 09/21/2018 **.*** *.* 09/21/2018 ***.*** *.**
Nationwide Building Society, 1.5% 8mar2026, EUR   EUR 03/08/2026 09/21/2018 **.** * 09/21/2018 **.** *
Nationwide Building Society, 1.625% 3apr2019, EUR   EUR 04/03/2019 09/21/2018 ***.** -*.* 09/21/2018 ***.** -*.**
Nationwide Building Society, 2% 25jul2029, EUR   EUR 07/25/2029 09/21/2018 **.** * 09/21/2018 **.*** *
Nationwide Building Society, 2.25% 25jun2029, EUR   EUR 06/25/2029 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 09/21/2018 **.** *.* 09/21/2018 **.** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 09/21/2018 **.** *.** 09/21/2018 ** *.*
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 09/21/2018 **.**** *.* 09/21/2018 **.**** *.*
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 09/21/2018 **.** *.* 09/21/2018 **.** *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Nationwide Building Society, 4.125% 18oct2032, USD   USD 10/18/2032 09/21/2018 **.** * 09/21/2018 **.** *
Nationwide Building Society, 4.375% 28feb2022, EUR   EUR 02/28/2022 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 4.625% 8feb2021, EUR   EUR 02/08/2021 09/21/2018 ***.*** -*.** 09/21/2018 ***.** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP   GBP 01/28/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 5.625% 9sep2019, GBP   GBP 09/09/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 5.769% perp., GBP   GBP 09/21/2018 *** * 09/21/2018 *** *
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Nationwide Building Society, 6.875% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Nationwide Building Society, FRN 12apr2023, GBP   GBP 04/12/2023 09/21/2018 ***.** * 09/21/2018 ***.** *
Nationwide Building Society, FRN 25apr2019, GBP   GBP 04/25/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Nationwide Building Society, FRN 2nov2018, EUR   EUR 11/02/2018 09/21/2018 ***.** * 09/21/2018 ***.** *
NATS (En Route), 5.25% 31mar2026, GBP   GBP 03/31/2026 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Natwest Markets plc, 0.625% 2mar2022, EUR   EUR 03/02/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Natwest Markets plc, 1.125% 14jun2023, EUR   EUR 06/14/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Natwest Markets plc, 1.75% 2mar2026, EUR   EUR 03/02/2026 09/21/2018 **.*** * 09/21/2018 **.*** *
Natwest Markets plc, FRN 2mar2020, EUR   EUR 03/02/2020 09/21/2018 **.** * 09/21/2018 **.* *
Neptune Energy Group Holdings, 6.625% 15may2025, USD   USD 05/15/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Network Rail Infrastructure Finance, 1.375% 22nov2037, GBP   GBP 11/22/2037 09/21/2018 ***.** * 09/21/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 09/21/2018 *** * 09/21/2018 ***.** *
Network Rail Infrastructure Finance, 1.75% 24jan2019, USD   USD 01/24/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 09/21/2018 ***.** * 09/21/2018 ***.** *
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
New look finance, 6.5% 1jul2022, GBP   GBP 07/01/2022 09/21/2018 **.*** **.** 09/21/2018 **.*** **.**
New look finance, 8% 1jul2023, GBP   GBP 07/01/2023 09/21/2018 **.** **.** 09/21/2018 **.* **.**
New look finance, FRN 1jul2022, EUR   EUR 07/01/2022 09/21/2018 **.** * 09/21/2018 **.** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
NMG Finco, 5% 1aug2022, GBP   GBP 08/01/2022 09/21/2018 **.* *.** 09/21/2018 **.** *.**
NMG Finco, 5.75% 1aug2022, USD   USD 08/01/2022 09/21/2018 **.* *.** 09/21/2018 **.* *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 05/15/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Northern Electric, 5.125% 4may2035, GBP   GBP 05/04/2035 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Northern Electric, 8.875% 16oct2020, GBP   GBP 10/16/2020 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Northern Gas Networks, 5.875% 8jul2019, GBP   GBP 07/08/2019 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Northumbrian Water, 2.375% 5oct2027, GBP   GBP 10/05/2027 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 09/21/2018 *** *.** 09/21/2018 ***.** *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Notting Hill Housing Trust, 3.75% 20dec2032, GBP   GBP 12/20/2032 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP   GBP 07/07/2042 09/21/2018 ***.**** *.* 09/21/2018 ***.*** *.**
Ocado Group, 4% 15jun2024, GBP   GBP 06/15/2024 09/21/2018 ***.** * 09/21/2018 ***.* *.*
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Old Mutual, 7.875% 3nov2025, GBP   GBP 11/03/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Orbit Group, 3.375% 14jun2048, GBP   GBP 06/14/2048 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
OTE PLC, 2.375% 18jul2022, EUR   EUR 07/18/2022 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Paragon Group, 6% 5dec2020, GBP   GBP 12/05/2020 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Paragon Group, 6.125% 30jan2022, GBP   GBP 01/30/2022 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 09/21/2018 ***.** * 09/21/2018 ***.** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 09/21/2018 **.**** * 09/21/2018 **.**** *
Paragon Secured Finance, FRN 15nov2035, GBP (ABS)   GBP 11/15/2035 09/21/2018 **.**** * 09/21/2018 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Peabody Capital Plc, 3.25% 14sep2048, GBP   GBP 09/14/2048 09/21/2018 **.* *.** 09/21/2018 **.** *.*
Peabody Capital Plc, 4.625% 12dec2053, GBP   GBP 12/12/2053 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.**
Peabody Capital Plc, 5.25% 17mar2043, GBP   GBP 03/17/2043 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Pennon Group, 2.875% perp., GBP   GBP 09/21/2018 **.** * 09/21/2018 ***.** *
Pension Insurance Corporation, 5.625% 20dec2030, GBP   GBP 12/20/2030 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Phoenix Group, 7.25% perp., GBP   GBP 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Pinnacle Bidco, 6.375% 15feb2025, GBP   GBP 02/15/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Places for People, 1% 31jan2022, GBP   GBP 01/31/2022 09/21/2018 ***.** * 09/21/2018 ***.* *
Places for People, 4.25% 15dec2023, GBP   GBP 12/15/2023 09/21/2018 ***.* *.** 09/21/2018 ***.* *.*
Places for People, 5.09% 31jul2043, GBP   GBP 07/31/2043 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.**
Places for People, 5.875% 23may2031, GBP   GBP 05/23/2031 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
Places for People, 6.625% 30sep2038, GBP   GBP 09/30/2038 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Porterbrook, 5.5% 20apr2019, GBP   GBP 04/20/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Premier Foods Investments, 6.25% 15oct2023, GBP   GBP 10/15/2023 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Premier Oil, 2.5% 31may2022, USD (Conv.)   USD 05/31/2022 09/21/2018 ***.** -**.** 09/21/2018 ***.** -**.**
Premier Oil, 5% 31may2021, GBP   GBP 05/31/2021 09/21/2018 *** *.** 09/21/2018 ***.* *.*
Premier Transmission, 5.202% 31mar2030, GBP   GBP 03/31/2030 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.**
Premiertel, 6.175% 8may2032, GBP (ABS)   GBP 05/08/2032 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Primary Health Properties, 5.375% 23jul2019, GBP   GBP 07/23/2019 09/21/2018 ***.** * 09/21/2018 ***.** *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 09/21/2018 ***.** *.** 09/21/2018 *** *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Provident Financial, 7% 4jun2023, GBP   GBP 06/04/2023 09/21/2018 ***.* * 09/21/2018 ***.** *
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Prudential, 1.75% 27nov2018, GBP   GBP 11/27/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Prudential, 11.375% 29may2039, GBP   GBP 05/29/2039 09/21/2018 ***.** * 09/21/2018 ***.** *
Prudential, 4.375% perp., USD   USD 09/21/2018 **.** * 09/21/2018 **.* *
Prudential, 4.875% perp., USD   USD 09/21/2018 **.* * 09/21/2018 **.* *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 09/21/2018 ***.** * 09/21/2018 ***.** *
Prudential, 5.25% perp., USD   USD 09/21/2018 **.* * 09/21/2018 **.** *
Prudential, 5.25% perp., USD   USD 09/21/2018 **.** * 09/21/2018 **.* *
Prudential, 5.7% 19dec2063, GBP   GBP 12/19/2063 09/21/2018 ***.* * 09/21/2018 ***.** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Prudential, 7.75% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 09/30/2022 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 09/30/2021 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Quadrant Housing Finance, 4.94% 10feb2033, GBP   GBP 02/10/2033 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
RAC Bond, 4.565% 6may2046, GBP   GBP 05/06/2046 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
RAC Bond, 4.87% 6may2046, GBP   GBP 05/06/2046 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RAC Bond, 5% 6nov2022, GBP   GBP 11/06/2022 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
RBS, 0.5% 15may2024, EUR   EUR 05/15/2024 09/21/2018 **.** *.** 09/21/2018 *** *.*
RBS, 1.625% 25jun2019, EUR   EUR 06/25/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** -*.**
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
RBS, 10.875% 30apr2019, GBP   GBP 04/30/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 09/21/2018 ***.** * 09/21/2018 ***.** *
RBS, 2.5% 22mar2023, EUR   EUR 03/22/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RBS, 3.498% 15may2023, USD   USD 05/15/2023 09/21/2018 **.** * 09/21/2018 **.** *
RBS, 3.625% 25mar2024, EUR   EUR 03/25/2024 09/21/2018 ***.** * 09/21/2018 ***.** *
RBS, 3.875% 19oct2020, EUR   EUR 10/19/2020 09/21/2018 ***.*** -*.* 09/21/2018 ***.** -*.**
RBS, 4.519% 25jun2024, USD   USD 06/25/2024 09/21/2018 **.** * 09/21/2018 ***.** *
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.*
RBS, 5.125% 13jan2024, GBP   GBP 01/13/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RBS, 5.125% 28may2024, USD   USD 05/28/2024 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
RBS, 5.375% 30sep2019, EUR   EUR 09/30/2019 09/21/2018 ***.** *.** 09/21/2018 ***.* *.*
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 09/21/2018 *** *.** 09/21/2018 ***.** *.**
RBS, 5.5% perp., EUR   EUR 09/21/2018 ***.** * 09/21/2018 ***.* *
RBS, 5.5% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
RBS, 5.625% perp., GBP   GBP 09/21/2018 ***.**** * 09/21/2018 ***.**** *
RBS, 5.625% perp., GBP   GBP 09/21/2018 ***.* * 09/21/2018 ***.** *
RBS, 6% 19dec2023, USD   USD 12/19/2023 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RBS, 6.2% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
RBS, 6.375% 7dec2028, GBP   GBP 12/07/2028 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
RBS, 6.4% 21oct2019, USD   USD 10/21/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RBS, 7.092% perp., EUR   EUR 09/21/2018 **.* * 09/21/2018 **.** *
RBS, 7.375% perp., GBP   GBP 09/21/2018 **.* * 09/21/2018 ***.* *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RBS, 7.5% perp., USD   USD 09/21/2018 ***.* * 09/21/2018 ***.** *
RBS, 7.64% perp., USD   USD 09/21/2018 **.** * 09/21/2018 **.** *
RBS, 7.648% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.*
RBS, FRN 15may2020, GBP   GBP 05/15/2020 09/21/2018 ***.*** * 09/21/2018 ***.*** *
RBS, FRN 15may2023, USD   USD 05/15/2023 09/21/2018 ***.** * 09/21/2018 ***.** *
RBS, FRN 25jun2024, USD   USD 06/25/2024 09/21/2018 ***.* * 09/21/2018 ***.** *
RBS, FRN 8jun2020, EUR   EUR 06/08/2020 09/21/2018 **.** * 09/21/2018 **.** *
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
RBS Group PLC, 4.892% 18may2029, USD   USD 05/18/2029 09/21/2018 **.** * 09/21/2018 ***.** *
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
RBS Group PLC, 8% perp., USD   USD 09/21/2018 ***.*** * 09/21/2018 ***.** *
RBS Group PLC, 8.625% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.** *
Reckitt Benckiser Group, 2.375% 24jun2022, USD   USD 06/24/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Reckitt Benckiser Group, 2.75% 26jun2024, USD   USD 06/26/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 06/26/2027 09/21/2018 **.** *.** 09/21/2018 **.** *
Regional REIT, 4.5% 6aug2024, GBP   GBP 08/06/2024 09/21/2018 ***.** *.** 09/21/2018 ***.* *.*
RELX (Investments), 2.75% 1aug2019, GBP   GBP 08/01/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RELX Plc, 0.375% 22mar2021, EUR   EUR 03/22/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RELX Plc, 1% 22mar2024, EUR   EUR 03/22/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RELX Plc, 1.5% 13may2027, EUR   EUR 05/13/2027 09/21/2018 **.* *.** 09/21/2018 **.** *.**
RELX Plc, 2.5% 24sep2020, EUR   EUR 09/24/2020 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Rentokil Initial, 0.95% 22nov2024, EUR   EUR 11/22/2024 09/21/2018 **.** * 09/21/2018 **.** *
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Rentokil Initial, 3.375% 24sep2019, EUR   EUR 09/24/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** -*.**
Retail Charity Bonds, 3.9% 23nov2027, GBP   GBP 11/23/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Retail Charity Bonds, 4% 31oct2027, GBP   GBP 10/31/2027 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Retail Charity Bonds, 4.25% 30mar2026, GBP   GBP 03/30/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *
Retail Charity Bonds, 4.25% 6jul2026, GBP   GBP 07/06/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Retail Charity Bonds, 4.4% 30apr2025, GBP (ABS)   GBP 04/30/2025 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Retail Charity Bonds, 4.5% 20jun2026, GBP   GBP 06/20/2026 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Retail Charity Bonds, 5% 12apr2026, GBP   GBP 04/12/2026 09/21/2018 ***.* *.* 09/21/2018 ***.* *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 09/21/2018 ***.** *.** 09/21/2018 ***.*** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.*
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Riverside Group, 3.875% 5dec2044, GBP   GBP 12/05/2044 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Rolls-Royce, 0.875% 9may2024, EUR   EUR 05/09/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Rolls-Royce, 1.625% 9may2028, EUR   EUR 05/09/2028 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Rolls-Royce Holdings, 6.75% 30apr2019, GBP   GBP 04/30/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Rothschild, 9% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.* *
Rothschild, FRN perp., EUR   EUR 09/21/2018 **.** * 09/21/2018 **.** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Royal Dutch Shell, 1.375% 12sep2019, USD   USD 09/12/2019 09/21/2018 **.*** *.** 09/21/2018 **.*** *.*
Royal Dutch Shell, 1.625% 10nov2018, USD   USD 11/10/2018 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 09/21/2018 ***.** * 09/21/2018 ***.*** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
Royal Dutch Shell, 2% 15nov2018, USD   USD 11/15/2018 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 09/21/2018 **.** * 09/21/2018 **.** *
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Royal Dutch Shell, 4.3% 22sep2019, USD   USD 09/22/2019 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.*
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Royal Dutch Shell, FRN 10nov2018, USD   USD 11/10/2018 09/21/2018 ***.** * 09/21/2018 ***.** *
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
Royal Dutch Shell, FRN 12sep2019, USD   USD 09/12/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 09/21/2018 ***.* * 09/21/2018 ***.** *
RSA Insurance Group, 9.375% 20may2039, GBP   GBP 05/20/2039 09/21/2018 ***.** * 09/21/2018 ***.** *
Sabmiller, 3.75% 15jan2022, USD   USD 01/15/2022 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Safeway Ltd, 6.125% 17dec2018, GBP   GBP 12/17/2018 09/21/2018 ***.** *.* 09/21/2018 ***.* *.**
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Sainsbury's Bank, 6% 23nov2027, GBP   GBP 11/23/2027 09/21/2018 ***.** *.** 09/21/2018 *** *.**
Sanctuary Capital, 5% 26apr2047, GBP   GBP 04/26/2047 09/21/2018 ***.** *.* 09/21/2018 ***.** *.*
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
Santander UK, 0.375% 20sep2023, EUR   EUR 09/20/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Santander UK, 1.625% 10may2021, GBP   GBP 05/10/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Santander UK, 2.5% 5jan2021, USD   USD 01/05/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Santander UK, 2.92% 8may2026, GBP   GBP 05/08/2026 09/21/2018 **.** * 09/21/2018 **.** *
Santander UK, 3.4% 1jun2021, USD   USD 06/01/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Santander UK, 4% 13mar2024, USD   USD 03/13/2024 09/21/2018 ***.** * 09/21/2018 ***.** *.**
Santander UK, FRN 13apr2021, GBP   GBP 04/13/2021 09/21/2018 **.** * 09/21/2018 ***.** *
Santander UK, FRN 1jun2021, USD   USD 06/01/2021 09/21/2018 ***.** * 09/21/2018 ***.** *
Santander UK Group Holdings, 0.5% 10jan2025, EUR   EUR 01/10/2025 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Santander UK Group Holdings, 2.125% 3nov2020, USD   USD 11/03/2020 09/21/2018 **.*** *.* 09/21/2018 **.*** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Santander UK Group Holdings, 2.875% 5aug2021, USD   USD 08/05/2021 09/21/2018 **.*** *.** 09/21/2018 **.* *.**
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Santander UK Group Holdings, 7.375% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 09/21/2018 **.** * 09/21/2018 **.** *
Santander UK Group Holdings, FRN 27mar2024, EUR   EUR 03/27/2024 09/21/2018 **.** * 09/21/2018 **.** *
Santander UK Group Holdings, FRN 5may2020, GBP   GBP 05/05/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 09/21/2018 ***.* * 09/21/2018 ***.*** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.* *
Scottish & Southern Energy (SSE), 4.25% 14sep2021, GBP   GBP 09/14/2021 09/21/2018 ***.* *.** 09/21/2018 ***.** *.*
Scottish & Southern Energy (SSE), 5% 1oct2018, GBP   GBP 10/01/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 04/17/2030 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Scottish Power, FRN 13oct2024, GBP   GBP 10/13/2024 09/21/2018 ***.*** * 09/21/2018 ***.*** *
Segro, 1.5% 20nov2025, EUR   EUR 11/20/2025 09/21/2018 **.** *.* 09/21/2018 **.** *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 09/21/2018 ***.** * 09/21/2018 ***.** *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Severn Trent, FRN 30may2028, GBP   GBP 05/30/2028 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Shanks Group, 4.23% 2019, EUR   EUR 07/30/2019 09/21/2018 *** *.** 09/21/2018 ***.* *.**
Sigma Finance Corp, 1.75% 21sep2011, CHF   CHF 09/21/2011 09/21/2018 *.** * 09/21/2018 *.** *
Sigma Finance Corp, FRN 6feb2009, CHF (ABS)   CHF 02/06/2009 09/21/2018 *.** * 09/21/2018 *.* *
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 09/21/2018 **.* *.** 09/21/2018 **.**** *.**
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 06/30/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Skipton Building Society, FRN 2may2023, GBP   GBP 05/02/2023 09/21/2018 ***.** * 09/21/2018 ***.** *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Sky plc, 2.625% 16sep2019, USD   USD 09/16/2019 09/21/2018 **.** *.* 09/21/2018 ***.** *.**
Sky plc, 2.75% 27nov2029, EUR   EUR 11/27/2029 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Sky plc, 3.75% 16sep2024, USD   USD 09/16/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 09/21/2018 ***.*** *.** 09/21/2018 ***.* *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 09/21/2018 ***.** * 09/21/2018 ***.** *
Sound Energy, 5% 21jun2021, EUR (ABS)   EUR 06/21/2021 09/21/2018 **.* *.* 09/21/2018 ***.* *.**
South East Water, 5.5834% 29mar2029, GBP   GBP 03/29/2029 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
South East Water, 5.6577% 2019, GBP (ABS)   GBP 09/30/2019 09/21/2018 ***.** * 09/21/2018 ***.**** *
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 09/21/2018 ***.* *.** 09/21/2018 ***.** *.*
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Southern Gas Networks, 5.125% 2nov2018, GBP   GBP 11/02/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Southern Water Services, 3.706% 31mar2034, GBP   GBP 03/31/2034 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Southern Water Services, 4.5% 31mar2038, GBP   GBP 03/31/2038 09/21/2018 ***.** * 09/21/2018 ***.** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 09/21/2018 ***.** *.** 09/21/2018 ***.** *
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Southern Water Services, 6.125% 31mar2019, GBP   GBP 03/31/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP   GBP 06/01/2043 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP   GBP 09/10/2039 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Spirit Issuer, 5.472% 28dec2028, GBP   GBP 12/28/2028 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Spirit Pub Company, 6.582% 28dec2027, GBP   GBP 12/28/2027 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
SSE plc, 0.875% 6sep2025, EUR   EUR 09/06/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.*
SSE plc, 1.375% 4sep2027, EUR   EUR 09/04/2027 09/21/2018 **.** *.* 09/21/2018 **.*** *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 09/21/2018 ***.** * 09/21/2018 ***.** *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 09/21/2018 **.** * 09/21/2018 **.* *
St. Modwen Properties, 2.875% 6mar2019, GBP (Conv.)   GBP 03/06/2019 09/21/2018 *** *.** 09/21/2018 *** *.**
St. Modwen Properties, 6.25% 7nov2019, GBP   GBP 11/07/2019 09/21/2018 *** *.** 09/21/2018 ***.* *.**
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Standard Chartered Bank, 0.75% 3oct2023, EUR   EUR 10/03/2023 09/21/2018 **.* * 09/21/2018 **.** *
Standard Chartered Bank, 1.625% 20nov2018, EUR   EUR 11/20/2018 09/21/2018 ***.* -*.* 09/21/2018 ***.** -*.**
Standard Chartered Bank, 1.625% 3oct2027, EUR   EUR 10/03/2027 09/21/2018 **.** * 09/21/2018 **.** *
Standard Chartered Bank, 2.1% 19aug2019, USD   USD 08/19/2019 09/21/2018 **.************ *.** 09/21/2018 **.************ *.**
Standard Chartered Bank, 2.4% 8sep2019, USD   USD 09/08/2019 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Standard Chartered Bank, 4.52% 15apr2019, CNY   CNY 04/15/2019 09/21/2018 **.*** *.** 09/21/2018 ***.*** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 09/21/2018 ***.*** * 09/21/2018 ***.** *
Standard Chartered Bank, 7.75% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Standard Chartered Bank, 7.75% perp., USD   USD 09/21/2018 ***.** * 09/21/2018 ***.*** *
Standard Chartered Bank, 8% 30may2031, USD   USD 05/30/2031 09/21/2018 ***.**** *.** 09/21/2018 ***.*** *.**
Standard Chartered Bank, FRN 19aug2019, USD   USD 08/19/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 09/21/2018 ** *.** 09/21/2018 **.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 09/21/2018 ***.** * 09/21/2018 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Standard Chartered Plc, 4.125% 18jan2019, EUR   EUR 01/18/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** -*.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 01/23/2026 09/21/2018 ***.**** * 09/21/2018 ***.** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 09/21/2018 ***.*********** *.** 09/21/2018 ***.** *.*
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 09/21/2018 **.*** *.** 09/21/2018 ***.*** *.**
Standard Chartered Plc, 5.375% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Standard Chartered Plc, 6.409% perp., USD   USD 09/21/2018 **.** * 09/21/2018 **.** *
Standard Chartered Plc, 6.5% perp., USD   USD 09/21/2018 **.** * 09/21/2018 **.** *
Standard Chartered Plc, 7.014% perp., USD   USD 09/21/2018 *** * 09/21/2018 ***.** *
Standard Chartered Plc, FRN perp., USD   USD 09/21/2018 **.**** * 09/21/2018 **.**** *
Standard Chartered Plc, FRN perp., USD   USD 09/21/2018 **.*** * 09/21/2018 **.**** *
Standard Life Aberdeen, 4.25% 30jun2048, USD   USD 06/30/2048 09/21/2018 **.** * 09/21/2018 **.** *
Standard Life Aberdeen, 5.5% 4dec2042, GBP   GBP 12/04/2042 09/21/2018 ***.** * 09/21/2018 ***.** *
Standard Life Aberdeen, 6.546% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.* *
Standard Life Aberdeen, 6.75% perp., GBP   GBP 09/21/2018 ***.** * 09/21/2018 ***.** *
State Bank of India (London), FRN 6apr2020, USD   USD 04/06/2020 09/21/2018 ***.* * 09/21/2018 ***.* *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP   GBP 09/26/2026 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Sutton and East Surrey Water, 2.874% 31may2031, GBP   GBP 05/31/2031 09/21/2018 ***.**** * 09/21/2018 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Swan Housing Group, 3.625% 5mar2048, GBP (ABS)   GBP 03/05/2048 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
TA Manufacturing, 3.625% 15apr2023, EUR   EUR 04/15/2023 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
TechnipFMC, 3.45% 1oct2022, USD   USD 10/01/2022 09/21/2018 **.*** *.** 09/21/2018 **.*** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2033 09/21/2018 ***.** * 09/21/2018 ***.** *
Telereal, 4.09% 10dec2033, GBP   GBP 12/10/2033 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Telereal, 4.9741% 10dec2033, GBP   GBP 09/10/2027 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Telereal, 5.3887% 10dec2033, GBP (ABS)   GBP 12/10/2033 09/21/2018 ***.** * 09/21/2018 ***.** *
Telereal, 5.4252% 10dec2033, GBP (ABS)   GBP 12/10/2033 09/21/2018 ***.** * 09/21/2018 ***.** *
Telereal, 5.5534% 10dec2033, GBP (ABS)   GBP 12/10/2033 09/21/2018 ***.** * 09/21/2018 ***.** *
Telereal, 5.5653% 10dec2031, GBP   GBP 12/10/2031 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Telereal, 5.9478% 10dec2033, GBP (ABS)   GBP 12/10/2033 09/21/2018 ***.** * 09/21/2018 ***.** *
Telereal, 6.1645% 10dec2031, GBP   GBP 12/10/2031 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Temple Bar Investment Trust, 5.5% 8mar2021, GBP (ABS)   GBP 03/08/2021 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Tesco, 1% 16dec2019, GBP   GBP 12/16/2019 09/21/2018 ***.** * 09/21/2018 ***.* *
Tesco, 1.375% 1jul2019, EUR   EUR 07/01/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 09/21/2018 ***.** * 09/21/2018 ***.** *
Tesco, 3.375% 2nov2018, EUR   EUR 11/02/2018 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 5.4111% 13jul2044, GBP   GBP 07/13/2044 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 09/21/2018 ***.** *.** 09/21/2018 *** *.**
Tesco, 5.5457% 19feb2029, GBP   GBP 02/19/2029 09/21/2018 ***.**** * 09/21/2018 ***.**** *
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 09/21/2018 ***.** * 09/21/2018 ***.* *
Tesco, 5.744% 13apr2040, GBP (ABS)   GBP 04/13/2040 09/21/2018 ***.** * 09/21/2018 ***.** *
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 09/21/2018 ***.**** * 09/21/2018 ***.** *
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 6.125% 24feb2022, GBP   GBP 02/24/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Tesco, FRN 24mar2036, GBP   GBP 03/24/2036 09/21/2018 ***.** * 09/21/2018 ***.** *
Thames Water, 3.5% 25feb2028, GBP   GBP 02/25/2028 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
Thames Water, 4% 19jun2025, GBP   GBP 06/19/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Thames Water, 4.625% 4jun2046, GBP   GBP 06/04/2046 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 09/28/2037 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Thames Water, 5.5% 11feb2041, GBP   GBP 02/11/2041 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 09/21/2018 ***.** * 09/21/2018 ***.** *
Thames Water, 5.875% 15jul2022, GBP   GBP 07/15/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Thames Water, 6.5% 9feb2032, GBP   GBP 02/09/2032 09/21/2018 ***.** *.** 09/21/2018 *** *.**
Thames Water, 6.75% 16nov2028, GBP   GBP 11/16/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Thames Water, 7.75% 1apr2019, GBP   GBP 04/01/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Thames Water Utilities, 2.375% 3may2023, GBP   GBP 05/03/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Thames Water Utilities, 2.875% 3may2027, GBP   GBP 05/03/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Thames Water Utilities, 3.375% 21jul2021, GBP   GBP 07/21/2021 09/21/2018 ***.* * 09/21/2018 ***.* *
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 07/27/2035 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
THFC, 5.125% 21dec2037, GBP (ABS)   GBP 12/21/2035 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.*
THFC, 6.35% 8jul2041, GBP (ABS)   GBP 07/08/2039 09/21/2018 ***.**** *.* 09/21/2018 ***.**** *.**
Thomas Cook Group, 3.875% 15jul2023, EUR   EUR 07/15/2023 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Thomson Reuters, 3.85% 29sep2024, USD   USD 09/29/2024 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
Thomson Reuters, 3.95% 30sep2021, USD   USD 09/30/2021 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Thomson Reuters, 4.3% 23nov2023, USD   USD 11/23/2023 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Thomson Reuters, 4.5% 23may2043, USD   USD 05/23/2043 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Thomson Reuters, 5.65% 23nov2043, USD   USD 11/23/2043 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Together Housing Finance, 4.5% 17dec2042, GBP   GBP 12/17/2042 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
TP ICAP plc, 5.25% 11jun2019, GBP   GBP 06/11/2019 09/21/2018 ***.* *.** 09/21/2018 ***.* *.**
Trafford Centre, 6.5% 28jul2033, GBP   GBP 07/28/2033 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Trafford Centre, 7.03% 28jan2029, GBP   GBP 01/28/2029 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Trafford Centre, 8.28% 28oct2022, GBP   GBP 10/28/2022 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Trafford Centre, FRN 28apr2035, GBP   GBP 04/28/2035 09/21/2018 **.**** * 09/21/2018 **.**** *
Transport for London, 2.125% 24apr2025, GBP   GBP 04/24/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Transport for London, 2.25% 9aug2022, GBP   GBP 08/09/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Transport for London, 2.474% 30apr2030, GBP   GBP 04/30/2030 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Transport for London, 3.625% 15may2045, GBP   GBP 05/15/2045 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Transport for London, 3.875% 23jul2042, GBP   GBP 07/23/2042 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Transport for London, 4% 12sep2033, GBP   GBP 09/12/2033 09/21/2018 ***.** *.** 09/21/2018 *** *.*
Transport for London, 4% 7apr2064, GBP   GBP 04/07/2064 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.**
Travelex, 8% 15may2022, EUR   EUR 05/15/2022 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Travelodge Hotels, 8.5% 15may2023, GBP   GBP 05/15/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 09/15/2021 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Travis Perkins, 4.5% 7sep2023, GBP   GBP 09/07/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 05/26/2022 09/21/2018 ***.** * 09/21/2018 ***.** *.**
Trinity Acquisition, 3.5% 15sep2021, USD   USD 09/15/2021 09/21/2018 **.*** *.** 09/21/2018 **.*** *.*
Trinity Acquisition, 4.4% 15mar2026, USD   USD 03/15/2026 09/21/2018 **.** *.** 09/21/2018 **.*** *.**
TSB Banking Group, FRN 7dec2022, GBP   GBP 12/07/2022 09/21/2018 **.** * 09/21/2018 *** *
TSL Education, 6.75% 15jul2020, GBP   GBP 07/15/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
TSL Education, FRN 15jul2020, GBP   GBP 07/15/2020 09/21/2018 **.**** * 09/21/2018 **.**** *
Tullow Oil, 6.25% 15apr2022, USD   USD 04/15/2022 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Twinkle Pizza, 6.625% 1aug2021, GBP   GBP 08/01/2021 09/21/2018 **.** **.** 09/21/2018 **.** **.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 08/01/2022 09/21/2018 **.**** **.** 09/21/2018 **.**** **.**
UBS AG, London Branch, 0.125% 5nov2021, EUR   EUR 11/05/2021 09/21/2018 **.** *.** 09/21/2018 **.** *.*
UBS AG, London Branch, 0.25% 10jan2022, EUR   EUR 01/10/2022 09/21/2018 **.** *.** 09/21/2018 **.** *.**
UBS AG, London Branch, 0.625% 23jan2023, EUR   EUR 01/23/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
UBS AG, London Branch, 1.125% 30jun2020, EUR   EUR 06/30/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
UBS AG, London Branch, 1.25% 10dec2020, GBP   GBP 12/10/2020 09/21/2018 **.** *.** 09/21/2018 **.* *.**
UBS AG, London Branch, 1.25% 3sep2021, EUR   EUR 09/03/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
UBS AG, London Branch, 2.2% 8jun2020, USD   USD 06/08/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
UBS AG, London Branch, 3.875% 2dec2019, EUR   EUR 12/02/2019 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.*
UBS AG, London Branch, 4% 8apr2022, EUR   EUR 04/08/2022 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
UBS AG, London Branch, FRN 10jan2020, EUR   EUR 01/10/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
UBS AG, London Branch, FRN 14aug2019, USD   USD 08/14/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
UBS AG, London Branch, FRN 23apr2021, EUR   EUR 04/23/2021 09/21/2018 ***.** * 09/21/2018 ***.* *
UBS AG, London Branch, FRN 5sep2019, EUR   EUR 09/05/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
UBS AG, London Branch, FRN 7dec2018, USD   USD 12/07/2018 09/21/2018 **.** * 09/21/2018 ***.** *
UBS AG, London Branch, FRN 8jun2020, USD   USD 06/08/2020 09/21/2018 ***.** * 09/21/2018 ***.** *
UK Department of Transport, 1.9618% 1dec2025, GBP   GBP 12/01/2025 09/21/2018 ***.*** * 09/21/2018 ***.*** *
UK Department of Transport, 4.5% 7dec2028, GBP   GBP 12/07/2028 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
UK Department of Transport, 4.5% 7dec2038, GBP   GBP 12/07/2038 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
UK Department of Transport, 5.1% 7mar2051, GBP   GBP 03/07/2051 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
UK Department of Transport, 5.234% 2may2035, GBP (ABS)   GBP 05/02/2035 09/21/2018 ***.** * 09/21/2018 ***.** *
Unifund, 5.32% 7dec2047, GBP (ABS)   GBP 12/07/2047 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Unilever, 1.375% 15sep2024, GBP   GBP 09/15/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Unilever, 1.8% 5may2020, USD   USD 05/05/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Unilever, 1.875% 15sep2029, GBP   GBP 09/15/2029 09/21/2018 **.* *.** 09/21/2018 **.* *.**
Unilever, 2% 19dec2018, GBP   GBP 12/19/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** -*.**
Unilever, 2.2% 5may2022, USD   USD 05/05/2022 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Unilever, 2.6% 5may2024, USD   USD 05/05/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Unilever, 2.9% 5may2027, USD   USD 05/05/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Unique Pub Finance, 6.542% 30mar2021, GBP   GBP 03/30/2021 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
UNITE (USAF) II PLC, 3.921% 30jun2025, GBP   GBP 06/30/2025 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Unite Group, 3.374% 30jun2023, GBP (ABS)   GBP 06/30/2023 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Unite Group, 6.125% 12jun2020, GBP   GBP 06/12/2020 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
United Utilities, 5.625% 20dec2027, GBP   GBP 12/20/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
United Utilities, 6.875% 15aug2028, USD   USD 08/15/2028 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
United Utilities Water, 2% 14feb2025, GBP   GBP 02/14/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
United Utilities Water, 4.25% 24jan2020, EUR   EUR 01/24/2020 09/21/2018 ***.** -*.** 09/21/2018 ***.** -*.**
United Utilities Water, 5% 28feb2035, GBP   GBP 02/28/2035 09/21/2018 ***.* *.** 09/21/2018 ***.** *.**
United Utilities Water, 5.75% 25mar2022, GBP   GBP 03/25/2022 09/21/2018 ***.** *.** 09/21/2018 ***.* *.*
University of Leeds, 3.125% 19dec2050, GBP   GBP 12/19/2050 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
University of Liverpool, 3.375% 2055, GBP   GBP 06/25/2055 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Urenco, 2.25% 5aug2022, EUR   EUR 08/05/2022 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Urenco, 2.375% 2dec2024, EUR   EUR 12/02/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Urenco, 2.5% 15feb2021, EUR   EUR 02/15/2021 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Virgin Media, 4.875% 15jan2027, GBP   GBP 01/15/2027 09/21/2018 **.** *.* 09/21/2018 **.** *.**
Virgin Media, 5% 15apr2027, GBP   GBP 04/15/2027 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Virgin Media, 5.125% 15jan2025, GBP   GBP 01/15/2025 09/21/2018 ***.**** *.** 09/21/2018 ***.* *.**
Virgin Media, 5.25% 15jan2026, USD   USD 01/15/2026 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Virgin Media, 5.5% 15jan2021, GBP   GBP 01/15/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Virgin Media, 5.5% 15jan2025, GBP   GBP 01/15/2025 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Virgin Media, 5.5% 15jan2025, USD   USD 01/15/2025 09/21/2018 **.** *.** 09/21/2018 ***.** *.**
Virgin Media, 5.5% 15sep2024, GBP   GBP 09/15/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Virgin Media, 6.25% 28mar2029, GBP   GBP 03/28/2029 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Virgin Media, 6.375% 15oct2024, GBP   GBP 10/15/2024 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Virgin Media Communications, 4.5% 15jan2025, EUR   EUR 01/15/2025 09/21/2018 ***.** *.** 09/21/2018 ***.*** *.**
Virgin Media Communications, 5.125% 15feb2022, GBP   GBP 02/15/2022 09/21/2018 **.*** *.** 09/21/2018 ***.*** *.**
Virgin Media Communications, 5.75% 15jan2025, USD   USD 01/15/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Virgin Money Holdings, 2.25% 21apr2020, GBP   GBP 04/21/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Virgin Money Holdings, 7.875% perp., GBP   GBP 09/21/2018 ***.* * 09/21/2018 *** *
Viridian Power and Energy, 4% 15sep2025, EUR   EUR 09/15/2025 09/21/2018 **.** *.** 09/21/2018 **.* *.*
Vodafone Group, 0% 26nov2020, GBP (1827D)   GBP 11/26/2020 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Vodafone Group, 0.375% 22nov2021, EUR   EUR 11/22/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, 0.375% 3dec2024, CHF   CHF 12/03/2024 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Vodafone Group, 0.5% 19sep2031, CHF   CHF 09/19/2031 09/21/2018 **.* *.** 09/21/2018 **.* *.**
Vodafone Group, 0.5% 30jan2024, EUR   EUR 01/30/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Vodafone Group, 0.625% 15mar2027, CHF   CHF 03/15/2027 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Vodafone Group, 0.875% 17nov2020, EUR   EUR 11/17/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, 1% 11sep2020, EUR   EUR 09/11/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, 1.125% 20nov2025, EUR   EUR 11/20/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Vodafone Group, 1.25% 25aug2021, EUR   EUR 08/25/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, 1.5% 24jul2027, EUR   EUR 07/24/2027 09/21/2018 **.** *.** 09/21/2018 **.* *.**
Vodafone Group, 1.6% 29jul2031, EUR   EUR 07/29/2031 09/21/2018 ** *.** 09/21/2018 **.** *.**
Vodafone Group, 1.75% 25aug2023, EUR   EUR 08/25/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, 1.875% 11sep2025, EUR   EUR 09/11/2025 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Vodafone Group, 1.875% 20nov2029, EUR   EUR 11/20/2029 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Vodafone Group, 2% 25feb2019, GBP (Conv.)   GBP 02/25/2019 09/21/2018 **.** **.** 09/21/2018 **.** **.**
Vodafone Group, 2.2% 25aug2026, EUR   EUR 08/25/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Vodafone Group, 2.5% 26sep2022, USD   USD 09/26/2022 09/21/2018 **.*** *.** 09/21/2018 **.** *.**
Vodafone Group, 2.875% 20nov2037, EUR   EUR 11/20/2037 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, 2.95% 19feb2023, USD   USD 02/19/2023 09/21/2018 **.*** *.** 09/21/2018 **.** *.*
Vodafone Group, 3% 12aug2056, GBP   GBP 08/12/2056 09/21/2018 **.* *.** 09/21/2018 **.** *.**
Vodafone Group, 3.375% 8aug2049, GBP   GBP 08/08/2049 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Vodafone Group, 3.75% 16jan2024, USD   USD 01/16/2024 09/21/2018 **.*** *.** 09/21/2018 **.** *
Vodafone Group, 4.125% 30may2025, USD   USD 05/30/2025 09/21/2018 **.** *.** 09/21/2018 **.** *.*
Vodafone Group, 4.375% 16mar2021, USD   USD 03/16/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, 4.375% 19feb2043, USD   USD 02/19/2043 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Vodafone Group, 4.375% 30may2028, USD   USD 05/30/2028 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Vodafone Group, 4.65% 20jan2022, EUR   EUR 01/20/2022 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Vodafone Group, 5% 30may2038, USD   USD 05/30/2038 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Vodafone Group, 5.25% 30may2048, USD   USD 05/30/2048 09/21/2018 ***.*** *.** 09/21/2018 ***.** *.**
Vodafone Group, 5.375% 6jun2022, EUR   EUR 06/06/2022 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Vodafone Group, 5.625% 4dec2025, GBP   GBP 12/04/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, 5.9% 26nov2032, GBP   GBP 11/26/2032 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, 6.15% 27feb2037, USD   USD 02/27/2037 09/21/2018 ***.** *.* 09/21/2018 ***.*** *.**
Vodafone Group, 6.25% 30nov2032, USD   USD 11/30/2032 09/21/2018 ***.** *.* 09/21/2018 ***.* *.**
Vodafone Group, 7.875% 15feb2030, USD   USD 02/15/2030 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Vodafone Group, 8.125% 26nov2018, GBP   GBP 11/26/2018 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vodafone Group, FRN 13dec2022, AUD   AUD 12/13/2022 09/21/2018 **.** * 09/21/2018 **.** *
Vodafone Group, FRN 16jan2024, USD   USD 01/16/2024 09/21/2018 ***.** * 09/21/2018 ***.* *
Vodafone Group, FRN 25feb2019, EUR   EUR 02/25/2019 09/21/2018 ***.** * 09/21/2018 ***.** *
Vougeot Bidco, 7.875% 15jul2020, GBP   GBP 07/15/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Vougeot Bidco, FRN 15jul2020, EUR   EUR 07/15/2020 09/21/2018 **.** * 09/21/2018 ***.** *
Wales & West Utilities, 4.625% 13dec2023, GBP   GBP 12/13/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Wales & West Utilities, 5.75% 29mar2030, GBP   GBP 03/29/2030 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Wales & West Utilities, 6.25% 30nov2021, GBP   GBP 11/30/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Wales & West Utilities, 6.75% 17dec2036, GBP   GBP 12/17/2036 09/21/2018 ***.** * 09/21/2018 ***.** *
Walsall Housing Group (WHG), 4.25% 6oct2045, GBP   GBP 10/06/2045 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Wasps Finance, 6.5% 13may2022   GBP 05/13/2022 09/21/2018 ** *.** 09/21/2018 ** *.**
Wellcome Trust, 1.125% 21jan2027, EUR   EUR 01/21/2027 09/21/2018 ***.** * 09/21/2018 ***.** *.**
Wellcome Trust, 2.517% 7feb2118, GBP   GBP 02/07/2118 09/21/2018 **.** *.** 09/21/2018 **.** *.**
Wellcome Trust, 4% 9may2059, GBP   GBP 05/09/2059 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Wellcome Trust, 4.625% 25jul2036, GBP   GBP 07/25/2036 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Wellcome Trust, 4.75% 28may2021, GBP   GBP 05/28/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Wellington Pub Co, 6.735% 15jan2029, GBP   GBP 01/15/2029 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Wessex Water Services, 4% 24sep2021, GBP   GBP 09/24/2021 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Wessex Water Services, 5.375% 10mar2028, GBP   GBP 03/10/2028 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Wessex Water Services, 5.75% 14oct2033, GBP   GBP 10/14/2033 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Western Power Distribution, 3.625% 6nov2023, GBP   GBP 11/06/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Western Power Distribution, 3.875% 17oct2024, GBP   GBP 10/17/2024 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Western Power Distribution, 5.25% 17jan2023, GBP   GBP 01/17/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Western Power Distribution, 5.5% 9may2025, GBP   GBP 05/09/2025 09/21/2018 ***.** *.* 09/21/2018 ***.** *.**
Western Power Distribution, 5.75% 10dec2040, GBP   GBP 12/10/2040 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Western Power Distribution, 5.75% 16apr2032, GBP   GBP 04/16/2032 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Western Power Distribution, 5.75% 23mar2040, GBP   GBP 03/23/2040 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
Western Power Distribution, 5.875% 25mar2027, GBP   GBP 03/25/2027 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Western Power Distribution, 9.25% 9nov2020, GBP   GBP 11/09/2020 09/21/2018 ***.**** *.** 09/21/2018 ***.* *.**
Westpac Securities NZ (London Branch), 0.125% 16jun2021, EUR   EUR 06/16/2021 09/21/2018 ***.*** *.** 09/21/2018 ***.** -*.**
Westpac Securities NZ (London Branch), 0.25% 6apr2022, EUR   EUR 04/06/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
Wheatley Group, 4.375% 28nov2044, GBP (ABS)   GBP 11/28/2044 09/21/2018 ***.**** *.** 09/21/2018 ***.**** *.**
Whitbread, 3.375% 16oct2025, GBP   GBP 10/16/2025 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
White City Property Finance, 5.1202% 17apr2035, GBP   GBP 04/17/2035 09/21/2018 ***.**** * 09/21/2018 ***.**** *
William Hill, 4.25% 5jun2020, GBP   GBP 06/05/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
William Hill, 4.875% 7sep2023, GBP   GBP 09/07/2023 09/21/2018 ***.** *.** 09/21/2018 ***.* *.**
Willis Group Hldng, 4.625% 15aug2023, USD   USD 08/15/2023 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
Willis Group Hldng, 5.75% 15mar2021, USD   USD 03/15/2021 09/21/2018 ***.* * 09/21/2018 ***.** *.**
Witan Investment Trust, 6.125% 15dec2025, GBP   GBP 12/15/2025 09/21/2018 ***.*** *.** 09/21/2018 ***.*** *.**
WM Treasury, 4.625% 3dec2042, GBP   GBP 12/03/2042 09/21/2018 ***.*** *.** 09/21/2018 ***.**** *.**
Worldpay Group Plc, 3.75% 15nov2022, EUR   EUR 11/15/2022 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
WPP, 0.75% 18nov2019, EUR   EUR 11/18/2019 09/21/2018 ***.** *.** 09/21/2018 ***.** -*
WPP, 1.375% 20mar2025, EUR   EUR 03/20/2025 09/21/2018 **.** *.* 09/21/2018 **.* *.**
WPP, 1.625% 23mar2030, EUR   EUR 03/23/2030 09/21/2018 **.** *.** 09/21/2018 **.** *.**
WPP, 2.25% 22sep2026, EUR   EUR 09/22/2026 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
WPP, 2.875% 14sep2046, GBP   GBP 09/14/2046 09/21/2018 **.** *.** 09/21/2018 **.** *.**
WPP, 3% 20nov2023, EUR   EUR 11/20/2023 09/21/2018 ***.** *.** 09/21/2018 ***.** *.**
WPP, 3.75% 19sep2024, USD   USD 09/19/2024 09/21/2018 **.** *.** 09/21/2018 **.** *.**
WPP, 6.375% 6nov2020, GBP   GBP 11/06/2020 09/21/2018 ***.** *.** 09/21/2018 ***.** *.*
WPP, FRN 18may2020, EUR   EUR 05/18/2020 09/21/2018 ***.** * 09/21/2018 ***.** *