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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 100 1 526 402 096 555
USD 3 6 000 000 000
municipal
GBP 4 1 084 971 000
corporate
USD 2507 676 447 561 220
GBP 1346 454 248 126 820
EUR 932 369 505 992 570
RUB 565 118 881 259 000
TRY 45 16 300 650 000
AUD 43 9 448 140 000
JPY 37 404 166 000 000
CHF 37 6 722 347 000
NOK 25 23 390 000 000
HKD 25 12 614 000 000
ZAR 22 40 135 000 000
RON 17 1 225 750 000
SEK 15 10 290 000 000
UAH 13 8 124 700 963
ARS 13 13 005 000 000
CAD 13 6 245 000 000
CNY 13 2 707 600 000
BRL 12 3 481 700 000
INR 12 42 185 000 000
IDR 11 14 853 660 000 000
MXN 9 14 816 000 000
SGD 8 3 516 500 000
KZT 8 344 500 000 000
GEL 6 326 319 000
PLN 6 355 915 000
AMD 4 10 858 900 000
KRW 3 100 000 000 000
HUF 3 32 180 000 000
CZK 2 350 000 000
PHP 2 1 900 000 000
GHS 2 86 000 000
KES 2 1 874 700 000
NZD 2 180 600 000
UGX 1 22 000 000 000
DKK 1 650 000 000
EGP 1 103 975 000
ZMW 1 50 000 000
THB 1 270 000 000
NGN 1 1 800 000 000
RSD 1 2 500 000 000
ITL 1 2 000 000 000 000
PEN 1 85 000 000
HRK 1 500 000 000

Sovereign rating

Rating AgencyRatingRating scaleDate
Dagong Global *** International scale rating (foreign curr.) ***
Dagong Global *** International scale rating (local curr.) ***
Organisation for Economic Co-operation and Development (OECD) *** Country Risk Classifications ***
Scope Ratings *** Issuer Rating ***
Scope Ratings *** Issuer Rating (foreign currency) ***
Scope Ratings *** Senior Unsecured Debt Rating ***
Scope Ratings *** Senior Unsecured Debt Rating (foreign currency) ***
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
Blend Funding, 3.459% 21sep2047, GBP - International bonds XS1879603717 3.459% 270 000 000  GBP 11/13/2019 09/21/2047
UNITE (USAF) II PLC, 3.921% 30jun2030, GBP - International bonds XS0991898197 3.921% 395 000 000  GBP 11/10/2019 06/30/2030
Barclays Bank PLC, FRN 21oct2024, EUR - International bonds XS2019520936 3 000 000  EUR 10/21/2019 10/21/2024
Barclays Bank PLC, FRN 18oct2024, USD - International bonds XS2019531206 2 000 000  USD 10/21/2019 10/18/2024
Barclays Bank PLC, FRN 16apr2021, USD - International bonds XS2019527949 2 000 000  USD 10/21/2019 04/16/2021
Barclays Bank PLC, FRN 16apr2021, USD - International bonds XS2019527782 2 000 000  USD 10/21/2019 04/16/2021
Barclays Bank PLC, FRN 16apr2021, USD - International bonds XS2019527865 2 000 000  USD 10/21/2019 04/16/2021
Barclays Bank PLC, FRN 21oct2024, USD - International bonds XS2019536692 2 000 000  USD 10/21/2019 10/21/2024
Barclays Bank PLC, FRN 17oct2022, EUR - International bonds XS2019527436 2 000 000  EUR 10/21/2019 10/17/2022
Barclays Bank PLC, FRN 17oct2022, USD - International bonds XS2019528160 2 000 000  USD 10/21/2019 10/17/2022

Stocks indices

Daily indices

Type: 10/22/2019 10/21/2019 10/18/2019 10/17/2019 10/16/2019 10/15/2019 10/14/2019
Stock market (Developed countries)
[223] FTSE 100  7 212 7 164 7 151 7 182 7 168 7 212 7 213
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GDP

Yearly indices

Type: 2018 2017 2016 2015 2014
Government debt-to-GDP (Western Europe)
[15175] Government Debt to GDP(United Kingdom) 84.70 85.30 88.30 89.20 88.20

Yield curves

Daily indices

Type: 10/21/2019 10/18/2019 10/17/2019 10/16/2019 10/15/2019 10/14/2019 10/10/2019
UK Yield Curve Index
[24515] GBP Yield Curve 9M 0.6943 0.7279 0.6930 0.6976 0.7022 0.7067 0.6542
[24517] GBP Yield Curve 1Y             0.6189
[24531] GBP Yield Curve 20Y 1.2529 1.1919 1.1755 1.1656 1.1474 1.1109 1.0473
[24533] GBP Yield Curve 30Y             0.9906
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International bonds outstanding volume

Monthly indices

Type: Sep 2019 Aug 2019 Jul 2019 Jun 2019 May 2019 Apr 2019 Mar 2019
DM international bonds outstanding volume
[11315] United Kingdom sovereign international bonds, USD bln 6.000 6.000 6.000 6.254 6.252 6.258 6.262
[11319] United Kingdom municipal international bonds, USD bln 1.070 1.060 1.065 1.103 1.096 1.124 1.139
[11317] United Kingdom corporate international bonds, USD bln 1 497.439 1 478.538 1 483.661 1 484.700 1 559.612 1 587.293 1 587.947
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Central banks rates

Periodic indices

Type: Current value Change Last update
Western Europe central banks rates
[162] Bank of England base rate, % 0.75 0.25 02.08.2018

Precious metals

Daily indices

Type: 10/21/2019 10/18/2019 10/17/2019 10/16/2019 10/15/2019 10/14/2019 10/11/2019
Metals
[354] Gold (USD/ounce, London) 1 491.65 1 490.00 1 492.65 1 485.10 1 487.80 1 490.60 1 479.15
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Historical yields

Daily indices

Type: 10/21/2019 10/18/2019 10/17/2019 10/16/2019 10/15/2019 10/14/2019 10/11/2019
Gilt
[213] Gilt 2Y YTM 0.55 0.54 0.51 0.56 0.53 0.50 0.55
[4629] Gilt 5Y YTM 0.54 0.51 0.47 0.50 0.48 0.44 0.50
[212] Gilt 10Y YTM 0.75 0.71 0.68 0.71 0.69 0.64 0.71
[4631] Gilt 30Y YTM   1.19 1.17 1.19 1.16 1.12 1.17
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Inflation

Monthly indices

Type: Sep 2019 Aug 2019 Jul 2019 Jun 2019 May 2019 Apr 2019 Mar 2019
Inflation (Western Europe)
[15521] Inflation Rate (United Kingdom) 1.70 1.70 2.10 2.00 2.00 2.10 1.81
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Interest Rate Swaps (IRS)

Daily indices

Type: 10/21/2019 10/18/2019 10/17/2019 10/16/2019 10/15/2019 10/11/2019 10/10/2019
IRS GBP (Annual Fixed vs 6M Libor) 
[14673] IRS GBP 2Y vs 6M Libor mid * * * * * * *
[14675] IRS GBP 3Y vs 6M Libor mid * * * * * * *
[14679] IRS GBP 5Y vs 6M Libor mid * * * * * * *
[14689] IRS GBP 10Y vs 6M Libor mid * * * * * * *
[14699] IRS GBP 30Y vs 6M Libor mid * * * * * * *
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Historical yields (monthly)

Monthly indices

Type: Sep 2019 Aug 2019 Jul 2019 Jun 2019 May 2019 Apr 2019 Mar 2019
Yields for Western Europe long-term domestic bonds
[4311] UK 10Y Government Bond Yield  0.58 0.49 0.73 0.84 1.06 1.15 1.14
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New international bonds volume

Monthly indices

Type: Sep 2019 Aug 2019 Jul 2019 Jun 2019 May 2019 Apr 2019 Mar 2019
DM new international bonds volume
[14783] New issues of international bonds (UK), USD bln 36.349 6.327 18.159 25.113 32.849 19.316 33.252
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Euro-Cbonds Corporate

Daily indices

Type: 10/21/2019 10/18/2019 10/17/2019 10/16/2019 10/15/2019 10/14/2019 10/11/2019
Euro-Cbonds IG Corporate UK (EUR)
[22709] Euro-Cbonds IG Corporate UK (EUR)  110.50 110.53 110.52 110.51 110.57 110.62 110.57
[22711] Euro-Cbonds IG Corporate UK (EUR) PI 103.29 103.34 103.33 103.33 103.39 103.44 103.40
[22713] Euro-Cbonds IG Corporate UK (EUR) D 1 646.00 1 650.00 1 651.00 1 652.00 1 654.00 1 656.00 1 658.00
[22715] Euro-Cbonds IG Corporate UK (EUR) YTM 0.56 0.55 0.56 0.56 0.55 0.54 0.54
[22717] Euro-Cbonds IG Corporate UK (EUR) YTM eff 0.56 0.55 0.56 0.56 0.55 0.54 0.54
[22719] Euro-Cbonds IG Corporate UK (EUR) T-spread 94.08 96.08 96.90 97.48 99.35 101.02 102.04
Euro-Cbonds NIG Corporate UK (EUR)
[22721] Euro-Cbonds NIG Corporate UK (EUR)  116.42 116.36 116.54 116.45 116.12 115.64 115.44
[22723] Euro-Cbonds NIG Corporate UK (EUR) PI 103.73 103.70 103.87 103.81 103.52 103.10 102.94
[22725] Euro-Cbonds NIG Corporate UK (EUR) YTM 834.00 837.00 839.00 839.00 840.00 838.00 839.00
[22727] Euro-Cbonds NIG Corporate UK (EUR) YTM 3.73 3.74 3.67 3.70 3.81 3.97 4.03
[22729] Euro-Cbonds NIG Corporate UK (EUR) YTM eff 3.78 3.79 3.72 3.75 3.86 4.03 4.09
[22731] Euro-Cbonds NIG Corporate UK (EUR) T-spread 384.36 387.22 384.35 386.48 394.33 405.23 408.07
Euro-Cbonds IG Corporate UK (USD)
[22733] Euro-Cbonds IG Corporate UK (USD)  122.95 123.09 123.00 122.90 122.81 122.77 122.58
[22735] Euro-Cbonds IG Corporate UK (USD) PI 107.41 107.56 107.50 107.41 107.35 107.32 107.19
[22737] Euro-Cbonds IG Corporate UK (USD) YTM 2 214.00 2 221.00 2 222.00 2 221.00 2 221.00 2 221.00 2 219.00
[22739] Euro-Cbonds IG Corporate UK (USD) YTM 3.14 3.12 3.13 3.14 3.15 3.15 3.17
[22741] Euro-Cbonds IG Corporate UK (USD) YTM eff 3.17 3.15 3.16 3.17 3.18 3.18 3.20
[22743] Euro-Cbonds IG Corporate UK (USD) T-spread 100.87 101.92 103.22 104.07 105.16 105.54 107.18
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Risk Management Institute

Daily indices

Type: 10/21/2019 10/18/2019 10/17/2019 10/16/2019 10/15/2019 10/14/2019 10/11/2019
RMI CVI - Europe
[4935] UK CVI value weighted  15.87 15.95 15.90 15.77 15.90 16.33 15.58
[4937] UK CVI tail  174.55 172.47 176.85 169.89 176.27 179.86 181.12
[4939] UK CVI equally weighted  43.96 44.48 44.69 44.40 44.98 45.64 46.01
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New international bonds number

Monthly indices

Type: Sep 2019 Aug 2019 Jul 2019 Jun 2019 May 2019 Apr 2019 Mar 2019
DM new international bonds number
[14785] Number of new international bond issues (UK) 204 122 184 197 155 174 195
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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, 1.75% 6mar2020, USD   USD 03/06/2020 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Bank of England, 2.5% 22feb2022, USD   USD 02/22/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Bank of England, 2.5% 5mar2021, USD   USD 03/05/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Aberdeen, 0.1% 28feb2054, GBP   GBP 02/28/2054 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Manchester, 4.25% 4jul2053, GBP   GBP 07/04/2053 10/21/2019 ***.**** * 10/21/2019 ***.**** *.**
3i Group, 5.75% 3dec2032, GBP   GBP 12/03/2032 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
A2Dominion, 4.75% 18oct2022, GBP   GBP 10/18/2022 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
AA Bond Co, 2.75% 31jul2043, GBP   GBP 07/31/2043 10/21/2019 **.*** *.** 10/21/2019 **.** *.**
AA Bond Co, 2.875% 31jan2022, GBP   GBP 01/31/2022 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
AA Bond Co, 4.875% 31jul2043, GBP   GBP 07/31/2043 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
AA Plc, 4.2487% 31jul2043, GBP   GBP 07/31/2043 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
AA Plc, 5.5%31jul2022, GBP   GBP 07/31/2022 10/21/2019 **.** **.** 10/21/2019 **.** **.**
Abbey National Treasury Services, 0.25% 21apr2023, EUR   EUR 04/21/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
Abbey National Treasury Services, 0.25% 9aug2022, EUR   EUR 08/09/2022 10/21/2019 ***.*** * 10/21/2019 ***.** *
Abbey National Treasury Services, 0.875% 13jan2020, EUR   EUR 01/13/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Abbey National Treasury Services, 0.875% 25nov2020, EUR   EUR 11/25/2020 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Abbey National Treasury Services, 1.125% 10mar2025, EUR   EUR 03/10/2025 10/21/2019 ***.* *.* 10/21/2019 ***.** *.**
Abbey National Treasury Services, 1.125% 14jan2022, EUR   EUR 01/14/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.** -*.**
Abbey National Treasury Services, 1.25% 18sep2024, EUR   EUR 09/18/2024 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Abbey National Treasury Services, 1.52% 27aug2025, EUR   EUR 08/27/2025 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Abbey National Treasury Services, 1.625% 26nov2021, EUR   EUR 11/26/2021 10/21/2019 ***.*** * 10/21/2019 ***.** *
Abbey National Treasury Services, 1.875% 17feb2020, GBP   GBP 02/17/2020 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Abbey National Treasury Services, 2.625% 16jul2020, EUR   EUR 07/16/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Abbey National Treasury Services, 3.77% 13sep2020, EUR   EUR 09/13/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Abbey National Treasury Services, 4.25% 12apr2021, EUR   EUR 04/12/2021 10/21/2019 ***.*** -*.* 10/21/2019 ***.* -*.**
Abbey National Treasury Services, 5.125% 14apr2022, GBP   GBP 04/14/2022 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Abbey National Treasury Services, 5.25% 16feb2029, GBP   GBP 02/16/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Abbey National Treasury Services, 5.75% 2mar2027, GBP   GBP 03/02/2027 10/21/2019 ***.** * 10/21/2019 ***.** *
Abbey National Treasury Services, FRN 23mar2027, GBP   GBP 03/23/2027 10/21/2019 ***.** * 10/21/2019 ***.*** *
Abbey National Treasury Services, FRN 30sep2020, EUR   EUR 09/30/2020 10/21/2019 **.*** * 10/21/2019 **.*** *
Accent Capital, 2.625% 18jul2049, GBP   GBP 07/18/2049 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Admiral Group, 5.5% 25jul2024, GBP   GBP 07/25/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Affinity Water, 3.278% 22aug2042, GBP   GBP 08/22/2042 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Affinity Water, 3.625% 30sep2022, GBP   GBP 09/30/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Affinity Water, 4.5% 31mar2036, GBP   GBP 03/31/2036 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Affinity Water, 5.875% 13jul2026, GBP   GBP 07/13/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Affinity Water Programme Finance Ltd, FRN 01jun2045, GBP   GBP 06/01/2045 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Affordable Housing Finance, 3.8% 20may2044, GBP   GBP 05/20/2044 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Algeco Scotsman Global, 10% 15aug2023, USD   USD 08/15/2023 10/21/2019 **.** ** 10/21/2019 **.** **.**
Algeco Scotsman Global, 6.5% 15feb2023, EUR   EUR 02/15/2023 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
Algeco Scotsman Global, 8% 15feb2023, USD   USD 02/15/2023 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Algeco Scotsman Global, FRN 15feb2023, EUR   EUR 02/15/2023 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Alpha Plus Holdings, 5.75%18dec2019, GBP   GBP 12/18/2019 10/21/2019 **.** **.** 10/21/2019 **.** **.**
AmicusHorizon Limited, 5.25% 13mar2043, GBP   GBP 03/13/2043 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
AnaCap Financial Europe, FRN 1aug2024, EUR   EUR 08/01/2024 10/21/2019 **.** * 10/21/2019 **.** *
Angel Trains, 6.25% 27jul2020, GBP   GBP 07/27/2020 10/21/2019 ***.*** *.* 10/21/2019 ***.** *.**
Angel Trains, 6.5% 5apr2031, GBP   GBP 04/05/2031 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Anglian Water, 1.7164% 3jul2056, GBP   GBP 07/03/2056 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Anglian Water, 2.262% 1aug2045, GBP   GBP 08/01/2045 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Anglian Water, 2.75% 26oct2029, GBP   GBP 10/26/2029 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Anglian Water, 3.07% 30jul2032, GBP   GBP 07/30/2032 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Anglian Water, 4% 8mar2026, GBP   GBP 03/08/2026 10/21/2019 **.** *.* 10/21/2019 **.** *.*
Anglian Water, 4.5% 22feb2026, GBP   GBP 02/22/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Anglian Water, 4.5% 5oct2027, GBP   GBP 10/05/2027 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Anglian Water, 5% 30apr2023, GBP   GBP 04/30/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Anglian Water, 5.837% 30jul2022, GBP   GBP 07/30/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Anglian Water, 6.293% 30jul2030, GBP   GBP 07/30/2030 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Anglian Water, 6.375% 15jan2029, GBP   GBP 01/15/2029 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
Anglian Water, 6.875% 16jan2034, GBP   GBP 01/16/2034 10/21/2019 ***.** *.** 10/21/2019 ***.**** *.**
Anglian Water, 6.875% 21aug2023, GBP   GBP 08/21/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.*
Anglian Water, FRN 26jan2057, GBP   GBP 01/26/2057 10/21/2019 **.*** * 10/21/2019 **.*** *
Anglian Water, FRN 28jul2020, GBP   GBP 07/28/2020 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Anglo American Capital Plc, 1.625% 11mar2026, EUR   EUR 03/11/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Anglo American Capital Plc, 3.375% 11mar2029, GBP   GBP 03/11/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Annes Gate Property, 5.661%30jun2031, GBP   GBP 06/30/2031 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Annes Gate Property, FRN31mar2030, GBP   GBP 03/31/2030 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Annington, 1.65% 12jul2024, EUR   EUR 07/12/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Annington, 2.646% 12jul2025, GBP   GBP 07/12/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Annington, 3.184% 12jul2029, GBP   GBP 07/12/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Annington, 3.685% 12jul2034, GBP   GBP 07/12/2034 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Annington, 3.935% 12jul2047, GBP   GBP 07/12/2047 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Aptiv, 1.5% 10mar2025, EUR   EUR 03/10/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Aptiv, 1.6% 15sep2028, EUR   EUR 09/15/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Aptiv, 4.25% 15jan2026, USD   USD 01/15/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Aptiv, 4.35% 15mar2029, USD   USD 03/15/2029 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Aptiv, 4.4% 1oct2046, USD   USD 10/01/2046 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Aptiv, 5.4% 15mar2049, USD   USD 03/15/2049 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Arqiva, 4.04% 30jun2035, GBP   GBP 06/30/2035 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Arqiva, 4.882% 31dec2032, GBP   GBP 12/31/2032 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Arqiva, 5.34% 30dec2037, GBP   GBP 12/30/2037 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.*
Arqiva, 6.75% 30sep2023, GBP   GBP 09/30/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.*
Arrow Global, FRN 1apr2025, EUR   EUR 04/01/2025 10/21/2019 **.*** * 10/21/2019 **.** *
Arrow Global, FRN 1mar2026, EUR   EUR 03/01/2026 10/21/2019 **.** * 10/21/2019 ***.** *
Arsenal Football Club, 5.1418%1sep2029, GBP   GBP 09/01/2029 10/21/2019 ***.**** *.** 10/21/2019 ***.*** *.**
Artesian Finance II, 6% 30sep2033, GBP (ABS)   GBP 09/30/2033 10/21/2019 ***.**** * 10/21/2019 ***.**** *
ASB Finance, 0% 20dec2019, EUR (1072D)   EUR 12/20/2019 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.*
ASB Finance, 0.25% 14apr2021, EUR   EUR 04/14/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
ASB Finance, 0.75% 13mar2024, EUR   EUR 03/13/2024 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
ASB Finance, 0.75% 9oct2025, EUR   EUR 10/09/2025 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Ashtead Capital Inc, 4.125% 15aug2025, USD   USD 08/15/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Ashtead Capital Inc, 4.375% 15aug2017, USD   USD 08/15/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Aspire Defence Finance, 4.674% 31mar2040, GBP   GBP 03/31/2040 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Aspire Defence Finance, 4.674% 31mar2040, GBP   GBP 03/31/2040 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Associated British Ports (ABP), 6.25% 2026, GBP   GBP 12/14/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Assura, 3% 19jul2028, GBP   GBP 07/19/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Aster Treasury, 4.5% 18dec2043, GBP   GBP 12/18/2043 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Aston Martin, 5.75% 15apr2022, GBP   GBP 04/15/2022 10/21/2019 **.* **.** 10/21/2019 **.* **.**
Aston Martin, 6.5% 15apr2022, USD   USD 04/15/2022 10/21/2019 **.** **.* 10/21/2019 **.** **.**
AstraZeneca, 0.25% 12may2021, EUR   EUR 05/12/2021 10/21/2019 ***.** -* 10/21/2019 ***.** -*.*
AstraZeneca, 0.75% 12may2024, EUR   EUR 05/12/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
AstraZeneca, 0.875% 24nov2021, EUR   EUR 11/24/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.*
AstraZeneca, 1.25% 12may2028, EUR   EUR 05/12/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
AstraZeneca, 2.375% 12jun2022, USD   USD 06/12/2022 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
AstraZeneca, 2.375% 16nov2020, USD   USD 11/16/2020 10/21/2019 ***.*** * 10/21/2019 ***.** *.**
AstraZeneca, 3.125% 12jun2027, USD   USD 06/12/2027 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
AstraZeneca, 3.375% 16nov2025, USD   USD 11/16/2025 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
AstraZeneca, 3.5% 17aug2023, USD   USD 08/17/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
AstraZeneca, 4% 17jan2029, USD   USD 01/17/2029 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
AstraZeneca, 4% 18sep2042, USD   USD 09/18/2042 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
AstraZeneca, 4.375% 16nov2045, USD   USD 11/16/2045 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
AstraZeneca, 4.375% 17aug2048, USD   USD 08/17/2048 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
AstraZeneca, 5.75% 13nov2031, GBP   GBP 11/13/2031 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
AstraZeneca, 6.45% 15sep2037, USD   USD 09/15/2037 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
AstraZeneca, FRN 10jun2022, USD   USD 06/10/2022 10/21/2019 **.** * 10/21/2019 ***.*** *
AstraZeneca, FRN 17aug2023, USD   USD 08/17/2023 10/21/2019 **.** * 10/21/2019 ***.** *
Autolink Concessionaires M6, 8.39% 15jun2022, GBP   GBP 06/15/2022 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Aviva, 0.625% 27oct2023, EUR   EUR 10/27/2023 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Aviva, 1.875% 13nov2027, EUR   EUR 11/13/2027 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Aviva, 3.375% 4dec2045, EUR   EUR 12/04/2045 10/21/2019 ***.** * 10/21/2019 ***.** *
Aviva, 3.875% 3jul2044, EUR   EUR 07/03/2044 10/21/2019 ***.** * 10/21/2019 ***.* *
Aviva, 4.375% 12sep2049, GBP   GBP 09/12/2049 10/21/2019 ***.** * 10/21/2019 ***.** *
Aviva, 5.125% 4jun2050, GBP   GBP 06/04/2050 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Aviva, 5.902% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.* *
Aviva, 6.125% 14nov2036, GBP   GBP 11/14/2036 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Aviva, 6.125% 5jul2043, EUR   EUR 07/05/2043 10/21/2019 ***.** * 10/21/2019 ***.** *
Aviva, 6.125% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.*** *
Aviva, 6.625% 3jun2041, GBP   GBP 06/03/2041 10/21/2019 ***.** * 10/21/2019 ***.*** *
Aviva, 6.875% 20may2058, GBP   GBP 05/20/2058 10/21/2019 ***.** * 10/21/2019 ***.** *
Aviva, 6.875% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.** *
Avon Products, 4.6% 15mar2020, USD   USD 03/15/2020 10/21/2019 ***.** * 10/21/2019 ***.** *
Avon Products, 5% 15mar2023, USD   USD 03/15/2023 10/21/2019 ***.** * 10/21/2019 ***.*** *
Avon Products, 6.95% 15mar2043, USD   USD 03/15/2043 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
B&M European Value Retail, 4.125% 1feb2022, GBP   GBP 02/01/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Babcock International Group, 1.375% 13sep2027, EUR   EUR 09/13/2027 10/21/2019 **.** *.** 10/21/2019 **.* *.**
Babcock International Group, 1.75% 6oct2022, EUR   EUR 10/06/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Babcock International Group, 1.875% 5oct2026, GBP   GBP 10/05/2026 10/21/2019 **.* *.** 10/21/2019 **.** *.**
BAE Systems, 4.125% 8jun2022, GBP   GBP 06/08/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Bank of Scotland, 2% 4mar2025, EUR   EUR 03/04/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
Bank of Scotland, 2.64% 16apr2020, GBP   GBP 04/16/2020 10/21/2019 ***.* * 10/21/2019 ***.**** *
Bank of Scotland, 3.875% 7feb2020, EUR   EUR 02/07/2020 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Bank of Scotland, 4.5% 13jul2021, EUR   EUR 07/13/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Bank of Scotland, 4.75% 8jun2022, EUR   EUR 06/08/2022 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Bank of Scotland, 4.875% 20dec2024, GBP   GBP 12/20/2024 10/21/2019 ***.**** *.** 10/21/2019 ***.*** *.**
Bank of Scotland, 6% 7feb2035, EUR   EUR 02/07/2035 10/21/2019 ***.*** * 10/21/2019 *** *
Bank of Scotland, 7.375% perp., GBP   GBP 10/21/2019 *** * 10/21/2019 *** *
Bank of Scotland, 9.375% 15may2021, GBP   GBP 05/15/2021 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Bank of Scotland, FRN 10jan2025, EUR   EUR 01/10/2025 10/21/2019 **.*** * 10/21/2019 **.*** *
Bank of Scotland, FRN 31dec2029, EUR   EUR 12/31/2029 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 10/21/2019 **.*** * 10/21/2019 **.**** *
Bank of Scotland, FRN 8nov2019, GBP   GBP 11/08/2019 10/21/2019 **.*** * 10/21/2019 **.*** *
Bank of Scotland, FRN 8nov2022, GBP   GBP 11/08/2022 10/21/2019 **.*** * 10/21/2019 **.*** *
Barclays, 0.625% 14nov2023, EUR   EUR 11/14/2023 10/21/2019 ***.*** * 10/21/2019 ***.** *
Barclays, 1.35% 7oct2021, JPY   JPY 10/07/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Barclays, 1.375% 24jan2026, EUR   EUR 01/24/2026 10/21/2019 ***.*** * 10/21/2019 ***.** *
Barclays, 1.5% 1apr2022, EUR   EUR 04/01/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays, 1.5% 3sep2023, EUR   EUR 09/03/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Barclays, 1.875% 23mar2021, EUR   EUR 03/23/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Barclays, 1.875% 8dec2023, EUR   EUR 12/08/2023 10/21/2019 ***.*** *.* 10/21/2019 ***.** *.**
Barclays, 2% 7feb2028, EUR   EUR 02/07/2028 10/21/2019 ***.** * 10/21/2019 ***.*** *
Barclays, 2.375% 6oct2023, GBP   GBP 10/06/2023 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Barclays, 2.625% 11nov2025, EUR   EUR 11/11/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 2.75% 8nov2019, USD   USD 11/08/2019 10/21/2019 **.*** *.** 10/21/2019 ***.*** -*.**
Barclays, 2.875% 8jun2020, USD   USD 06/08/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Barclays, 3% 8may2026, GBP   GBP 05/08/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays, 3.125% 17jan2024, GBP   GBP 01/17/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays, 3.2% 10aug2021, USD   USD 08/10/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays, 3.25% 12feb2027, GBP   GBP 02/12/2027 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Barclays, 3.25% 12jan2021, USD   USD 01/12/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays, 3.65% 16mar2025, USD   USD 03/16/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Barclays, 3.684% 10jan2023, USD   USD 01/10/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Barclays, 3.75% 23may2030, SGD   SGD 05/23/2030 10/21/2019 **.*** * 10/21/2019 **.*** *
Barclays, 3.932% 7may2025, USD   USD 05/07/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 4.337% 10jan2028, USD   USD 01/10/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Barclays, 4.338% 16may2024, USD   USD 05/16/2024 10/21/2019 ***.* * 10/21/2019 ***.** *
Barclays, 4.375% 11sep2024, USD   USD 09/11/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Barclays, 4.375% 12jan2026, USD   USD 01/12/2026 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
Barclays, 4.61% 15feb2023, USD   USD 02/15/2023 10/21/2019 ***.** * 10/21/2019 ***.* *
Barclays, 4.836% 9may2028, USD   USD 05/09/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays, 4.95% 10jan2047, USD   USD 01/10/2047 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Barclays, 4.972% 16may2029, USD   USD 05/16/2029 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 5.088% 20jun2030, USD   USD 06/20/2030 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 5.2% 12may2026, USD   USD 05/12/2026 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Barclays, 5.25% 17aug2045, USD   USD 08/17/2045 10/21/2019 *** *.** 10/21/2019 ***.*** *.**
Barclays, 5.875% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 6.375% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 7.125% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.* *
Barclays, 7.25% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 7.75% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 7.875% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.*** *
Barclays, 7.875% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 8% perp., EUR   EUR 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, 8% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, FRN 10aug2021, USD   USD 08/10/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, FRN 10jan2023, USD   USD 01/10/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays, FRN 15feb2023, USD   USD 02/15/2023 10/21/2019 ***.* * 10/21/2019 ***.** *
Barclays, FRN 15jun2023, AUD   AUD 06/15/2023 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Barclays, FRN 16may2024, USD   USD 05/16/2024 10/21/2019 ***.** * 10/21/2019 ***.* *
Barclays, FRN 1sep2023, EUR   EUR 09/01/2023 10/21/2019 **.*** * 10/21/2019 **.*** *
Barclays Bank (Sydney Branch), 0% 20may2021, USD (2557D)   USD 05/20/2021 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Barclays Bank PLC, 0% 15mar2038, GBP   GBP 03/15/2038 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Barclays Bank PLC, 0% 18aug2021, USD (Conv.)   USD 08/18/2021 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Barclays Bank PLC, 0% 21mar2023, EUR (5864D)   EUR 03/21/2023 10/21/2019 **.*** *.** 10/21/2019 **.** *.**
Barclays Bank PLC, 0% 22apr2044, USD (10958D)   USD 04/22/2044 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Barclays Bank PLC, 0% 23jul2021, USD (Conv.)   USD 07/23/2021 10/21/2019 **.**** *.* 10/21/2019 **.**** *.**
Barclays Bank PLC, 0% 27mar2027, USD   USD 03/27/2027 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Barclays Bank PLC, 0% 7may2045, USD (10958D)   USD 05/07/2045 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Barclays Bank PLC, 0% 7may2045, USD (10958D)   USD 05/07/2045 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Barclays Bank PLC, 0.5% 20sep2022, TRY   TRY 09/20/2022 10/21/2019 **.*** **.** 10/21/2019 **.*** **.**
Barclays Bank PLC, 1.375% 8feb2021, NOK   NOK 02/08/2021 10/21/2019 **.** *.** 10/21/2019 ***.* *.*
Barclays Bank PLC, 10% 21may2021, GBP   GBP 05/21/2021 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Barclays Bank PLC, 10% 28jul2034, USD   USD 07/28/2034 10/21/2019 **.**** * 10/21/2019 **.**** *
Barclays Bank PLC, 10.179% 12jun2021, USD   USD 06/12/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *.**
Barclays Bank PLC, 11% 28sep2020, TRY   TRY 09/28/2020 10/21/2019 **.** **.** 10/21/2019 **.** **.**
Barclays Bank PLC, 2.125% 24feb2021, EUR   EUR 02/24/2021 10/21/2019 *** -*.* 10/21/2019 ***.** -*.*
Barclays Bank PLC, 2.25% 10jun2024, EUR   EUR 06/10/2024 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.*
Barclays Bank PLC, 2.65% 11jan2021, USD   USD 01/11/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays Bank PLC, 3% 17sep2020, USD   USD 09/17/2020 10/21/2019 ***.** * 10/21/2019 ***.*** *
Barclays Bank PLC, 3.75% 15may2024, USD   USD 05/15/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays Bank PLC, 4% 02jul2029, USD   USD 07/02/2029 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Barclays Bank PLC, 4% 25feb2021, EUR (Structured)   EUR 02/25/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Barclays Bank PLC, 4% 29oct2020, USD   USD 10/29/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Barclays Bank PLC, 4.1% 25aug2025, EUR   EUR 08/25/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Barclays Bank PLC, 4.25% 4oct2022, MXN   MXN 10/04/2022 10/21/2019 **.** * 10/21/2019 ***.** *
Barclays Bank PLC, 4.75% perp., EUR   EUR 10/21/2019 **.** * 10/21/2019 ***.** *
Barclays Bank PLC, 5.125% 8jan2020, USD   USD 01/08/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Barclays Bank PLC, 5.14% 14oct2020, USD   USD 10/14/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Barclays Bank PLC, 5.33% perp., GBP   GBP 10/21/2019 ***.* * 10/21/2019 ***.* *
Barclays Bank PLC, 5.75% 14sep2026, GBP   GBP 09/14/2026 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Barclays Bank PLC, 5.75% 17aug2021, GBP   GBP 08/17/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Barclays Bank PLC, 6% 14jan2021, EUR   EUR 01/14/2021 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Barclays Bank PLC, 6% perp., GBP   GBP 10/21/2019 **.* * 10/21/2019 ***.* *
Barclays Bank PLC, 6.125% perp., GBP   GBP 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Barclays Bank PLC, 6.278% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays Bank PLC, 6.625% 30mar2022, EUR   EUR 03/30/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays Bank PLC, 6.86% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays Bank PLC, 7.625% 21nov2022, USD   USD 11/21/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Barclays Bank PLC, 9% perp., GBP   GBP 10/21/2019 *** * 10/21/2019 ***.** *
Barclays Bank PLC, 9.50% 7aug2021, GBP   GBP 08/07/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Barclays Bank PLC, FRN 11jan2021, USD   USD 01/11/2021 10/21/2019 **.* * 10/21/2019 ***.** *
Barclays Bank PLC, FRN 14aug2021, EUR   EUR 08/14/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Barclays Bank PLC, FRN 14sep2020, EUR   EUR 09/14/2020 10/21/2019 ***.** * 10/21/2019 ***.*** *
Barclays Bank PLC, FRN 15sep2020, EUR   EUR 09/15/2020 10/21/2019 ***.*** * 10/21/2019 ***.** *
Barclays Bank PLC, FRN 1mar2022, EUR   EUR 03/01/2022 10/21/2019 **.*** * 10/21/2019 **.**** *
Barclays Bank PLC, FRN 20oct2025, EUR   EUR 10/20/2025 10/21/2019 **.** * 10/21/2019 **.** *
Barclays Bank PLC, FRN 22mar2021, EUR   EUR 03/22/2021 10/21/2019 **.**** * 10/21/2019 **.**** *
Barclays Bank PLC, FRN 23dec2023, EUR   EUR 12/23/2023 10/21/2019 **.*** * 10/21/2019 **.*** *
Barclays Bank PLC, FRN 23mar2030, EUR   EUR 03/23/2030 10/21/2019 ***.*** * 10/21/2019 ***.* *
Barclays Bank PLC, FRN 24aug2025, EUR   EUR 08/24/2025 10/21/2019 **.** * 10/21/2019 **.** *
Barclays Bank PLC, FRN 27jun2023, EUR   EUR 06/27/2023 10/21/2019 **.** * 10/21/2019 ***.** *
Barclays Bank PLC, FRN 28dec2040, EUR   EUR 12/28/2040 10/21/2019 **.*** * 10/21/2019 **.*** *
Barclays Bank PLC, FRN 29sep2026, EUR   EUR 09/29/2026 10/21/2019 **.** * 10/21/2019 **.** *
Barclays Bank PLC, FRN 2dec2021, EUR   EUR 12/02/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Barclays Bank PLC, FRN 6mar2025, EUR   EUR 03/06/2025 10/21/2019 **.** * 10/21/2019 **.** *
Barclays Bank PLC, FRN 9apr2020, USD   USD 04/09/2020 10/21/2019 ***.*** * 10/21/2019 ***.**** *
Barclays Bank PLC, FRN 9feb2020, EUR   EUR 02/09/2020 10/21/2019 ***.** * 10/21/2019 ***.*** *
Barclays Bank PLC, FRN 9nov2023, EUR   EUR 11/09/2023 10/21/2019 **.** * 10/21/2019 **.** *
Barclays Bank UK, 4% 12jan2021, EUR   EUR 01/12/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Barclays Bank UK, 4.25% 12jan2023, GBP (2012-1)   GBP 01/12/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays Bank UK, 4.25% 2mar2022, EUR   EUR 03/02/2022 10/21/2019 ***.*** -*.* 10/21/2019 ***.*** -*.**
Barclays Bank UK, FRN 22may2021, GBP   GBP 05/22/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Barclays Bank UK, FRN 9jan2023, GBP   GBP 01/09/2023 10/21/2019 **.*** * 10/21/2019 **.** *
BAT International Finance PLC, 1% 23may2022, EUR   EUR 05/23/2022 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BAT International Finance PLC, 2.75% 2020, USD   USD 06/15/2020 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
BAT International Finance PLC, 3.5% 2022, USD   USD 06/15/2022 10/21/2019 ***.** *.* 10/21/2019 ***.* *.**
BAT International Finance PLC, 3.95% 2025, USD   USD 06/15/2025 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BAT International Finance PLC, 4% 23nov2055, GBP   GBP 11/23/2055 10/21/2019 *** *.** 10/21/2019 ***.** *.**
BBC Pacific Quay, 5.5653% 25jul2034, GBP   GBP 07/25/2034 10/21/2019 ***.**** * 10/21/2019 ***.**** *
BG Energy Holdings, 1.25% 21nov2022, EUR   EUR 11/21/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
BG Energy Holdings, 2.25% 21nov2029, EUR   EUR 11/21/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BG Energy Holdings, 5% 4nov2036, GBP   GBP 11/04/2036 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BG Energy Holdings, 5.125% 1dec2025, GBP   GBP 12/01/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Bibby Offshore Holdings, 7.5% 15jun2021, GBP   GBP 06/15/2021 10/21/2019 ** ***.** 10/21/2019 ** ***.**
Birmingham Airport, 6.25% 22feb2021, GBP   GBP 02/22/2021 10/21/2019 ***.**** *.** 10/21/2019 ***.*** *.**
BL Superstores Finance, 5.578% 4oct2025, GBP   GBP 10/04/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
BP Capital Markets, 0.75% 27sep2021, CHF   CHF 09/27/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.* -*.**
BP Capital Markets, 1.109% 16feb2023, EUR   EUR 02/16/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP Capital Markets, 1.373% 3mar2022, EUR   EUR 03/03/2022 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.*
BP Capital Markets, 1.573% 16feb2027, EUR   EUR 02/16/2027 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
BP Capital Markets, 1.953% 3mar2025, EUR   EUR 03/03/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP Capital Markets, 2.521% 15jan2020, USD   USD 01/15/2020 10/21/2019 **.** *.* 10/21/2019 **.** *.**
BP Capital Markets, 3.062% 17mar2022, USD   USD 03/17/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.* *.**
BP Capital Markets, 3.119% 4may2026, USD   USD 05/04/2026 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP Capital Markets, 3.506% 17mar2025, USD   USD 03/17/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
BP Capital Markets, 3.535% 4nov2024, USD   USD 11/04/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 0.83% 19sep2024, EUR   EUR 09/19/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 0.831% 8nov2027, EUR   EUR 11/08/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 0.9% 3jul2024, EUR   EUR 07/03/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 1% 28aug2020, CHF   CHF 08/28/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
BP PLC, 1.077% 26jun2025, EUR   EUR 06/26/2025 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
BP PLC, 1.117% 25jan2024, EUR   EUR 01/25/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 1.177% 12aug2023, GBP   GBP 08/12/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *
BP PLC, 1.231% 8may2031, EUR   EUR 05/08/2031 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
BP PLC, 1.526% 26sep2022, EUR   EUR 09/26/2022 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
BP PLC, 1.594% 3jul2028, EUR   EUR 07/03/2028 10/21/2019 *** *.** 10/21/2019 ***.** *.**
BP PLC, 1.637% 26jun2029, EUR   EUR 06/26/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 1.75% 28feb2024, CHF   CHF 02/28/2024 10/21/2019 ***.** -*.** 10/21/2019 ***.* -*.**
BP PLC, 1.827% 8sep2025, GBP   GBP 09/08/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 2.03% 14feb2025, GBP   GBP 02/14/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
BP PLC, 2.112% 16sep2021, USD   USD 09/16/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
BP PLC, 2.112% 16sep2021, USD   USD 09/16/2021 10/21/2019 **.** *.** 10/21/2019 **.** *.**
BP PLC, 2.177% 28sep2021, EUR   EUR 09/28/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
BP PLC, 2.213% 25sep2026, EUR   EUR 09/25/2026 10/21/2019 ***.** *.** 10/21/2019 *** *.**
BP PLC, 2.274% 3jul2026, GBP   GBP 07/03/2026 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
BP PLC, 2.315% 13feb2020, USD   USD 02/13/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
BP PLC, 2.5% 6nov2022, USD   USD 11/06/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
BP PLC, 2.517% 17feb2021, EUR   EUR 02/17/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
BP PLC, 2.518% 16jan2020, USD   USD 01/16/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 2.52% 19sep2022, USD   USD 09/19/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.*
BP PLC, 2.52% 19sep2022, USD   USD 09/19/2022 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, 2.75% 10may2023, USD   USD 05/10/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, 2.75% 10may2023, USD   USD 05/10/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
BP PLC, 2.972% 27feb2026, EUR   EUR 02/27/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 3.017% 16jan2027, USD   USD 01/16/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 3.017% 16jan2027, USD   USD 01/16/2027 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, 3.119% 4may2026, USD   USD 05/04/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
BP PLC, 3.161% 17mar2021, USD   USD 03/17/2021 10/21/2019 ***.** *.* 10/21/2019 ***.*** *.**
BP PLC, 3.216% 28nov2023, USD   USD 11/28/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
BP PLC, 3.216% 28nov2023, USD   USD 11/28/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
BP PLC, 3.224% 14apr2024, USD   USD 04/14/2024 10/21/2019 ***.** *.* 10/21/2019 ***.*** *.**
BP PLC, 3.224% 14apr2024, USD   USD 04/14/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
BP PLC, 3.245% 6may2022, USD   USD 05/06/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
BP PLC, 3.245% 6may2022, USD   USD 05/06/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 3.279% 19sep2027, USD   USD 09/19/2027 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
BP PLC, 3.41% 11feb2026, USD   USD 02/11/2026 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
BP PLC, 3.561% 1nov2021, USD   USD 11/01/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 3.588% 14apr2027, USD   USD 04/14/2027 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
BP PLC, 3.588% 14apr2027, USD   USD 04/14/2027 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, 3.643% 14may2023, USD   USD 05/14/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
BP PLC, 3.723% 28nov2028, USD   USD 11/28/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 3.79% 6feb2024, USD   USD 02/06/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 3.796% 21sep2025, USD   USD 09/21/2025 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, 3.814% 10feb2024, USD   USD 02/10/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
BP PLC, 3.937% 21sep2028, USD   USD 09/21/2028 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, 3.994% 26sep2023, USD   USD 09/26/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, 4.154% 1jun2020, EUR   EUR 06/01/2020 10/21/2019 ***.** -*.* 10/21/2019 ***.*** -*.*
BP PLC, 4.234% 6nov2028, USD   USD 11/06/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
BP PLC, 4.5% 1oct2020, USD   USD 10/01/2020 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, 4.5% 1oct2020, USD   USD 10/01/2020 10/21/2019 ***.*** * 10/21/2019 ***.*** *.**
BP PLC, 4.742% 11mar2021, USD   USD 03/11/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, 4.742% 11mar2021, USD   USD 03/11/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
BP PLC, FRN 16sep2021, USD   USD 09/16/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
BP PLC, FRN 19sep2022, USD   USD 09/19/2022 10/21/2019 ***.* * 10/21/2019 ***.** *
BP PLC, FRN 24nov2020, USD   USD 11/24/2020 10/21/2019 ***.** * 10/21/2019 ***.** *
BPHA, 4.816%11apr2044, GBP   GBP 04/11/2044 10/21/2019 ***.** *.* 10/21/2019 ***.**** *.**
Bracken MidCo1, 8.875% 15oct2023, GBP   GBP 10/15/2023 10/21/2019 **.*** * 10/21/2019 **.*** *
British American Tobacco, 0.625% 8sep2021, CHF   CHF 09/08/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** -*.**
British American Tobacco, 0.875% 13oct2023, EUR   EUR 10/13/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British American Tobacco, 1.125% 16nov2023, EUR   EUR 11/16/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British American Tobacco, 1.25% 13mar2027, EUR   EUR 03/13/2027 10/21/2019 **.*** *.** 10/21/2019 **.** *.**
British American Tobacco, 1.375% 8sep2026, CHF   CHF 09/08/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
British American Tobacco, 1.75% 5jul2021, GBP   GBP 07/05/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British American Tobacco, 2% 13mar2045, EUR   EUR 03/13/2045 10/21/2019 **.** *.** 10/21/2019 **.* *.**
British American Tobacco, 2.125% 15aug2025, GBP   GBP 08/15/2025 10/21/2019 **.** *.** 10/21/2019 **.** *.**
British American Tobacco, 2.25% 16jan2030, EUR   EUR 01/16/2030 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British American Tobacco, 2.25% 9sep2052, GBP   GBP 09/09/2052 10/21/2019 **.** *.** 10/21/2019 **.** *.**
British American Tobacco, 2.375% 19jan2023, EUR   EUR 01/19/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British American Tobacco, 2.75% 25mar2025, EUR   EUR 03/25/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 10/21/2019 ***.*** *.* 10/21/2019 ***.** *.**
British American Tobacco, 2.764% 15aug2022, USD   USD 08/15/2022 10/21/2019 **.*** *.** 10/21/2019 **.** *.**
British American Tobacco, 2.789% 6sep2024, USD   USD 09/06/2024 10/21/2019 **.** *.** 10/21/2019 **.** *.**
British American Tobacco, 3.125% 6mar2029, EUR   EUR 03/06/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British American Tobacco, 3.215% 6sep2026, USD   USD 09/06/2026 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 10/21/2019 **.** *.** 10/21/2019 ***.* *.**
British American Tobacco, 3.222% 15aug2024, USD   USD 08/15/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
British American Tobacco, 3.25% 7jun2022, USD   USD 06/07/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British American Tobacco, 3.462% 6sep2029, USD   USD 09/06/2029 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 10/21/2019 **.** *.** 10/21/2019 **.** *.**
British American Tobacco, 3.557% 15aug2027, USD   USD 08/15/2027 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
British American Tobacco, 3.625% 9nov2021, EUR   EUR 11/09/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
British American Tobacco, 4% 4sep2026, GBP   GBP 09/04/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.*
British American Tobacco, 4% 7jul2020, EUR   EUR 07/07/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.*** -*.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 10/21/2019 **.** *.** 10/21/2019 **.** *.**
British American Tobacco, 4.39% 15aug2037, USD   USD 08/15/2037 10/21/2019 **.** *.** 10/21/2019 **.** *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 10/21/2019 **.** *.** 10/21/2019 **.** *.**
British American Tobacco, 4.54% 15aug2047, USD   USD 08/15/2047 10/21/2019 **.** *.** 10/21/2019 **.** *.**
British American Tobacco, 4.758% 6sep2049, USD   USD 09/06/2049 10/21/2019 **.*** *.** 10/21/2019 **.** *.**
British American Tobacco, 4.875% 24feb2021, EUR   EUR 02/24/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** -*.**
British American Tobacco, 5.75% 5jul2040, GBP   GBP 07/05/2040 10/21/2019 ***.** *.** 10/21/2019 *** *.**
British American Tobacco, 6% 24nov2034, GBP   GBP 11/24/2034 10/21/2019 *** *.** 10/21/2019 ***.** *.**
British American Tobacco, 6.0% 29jun2022, GBP   GBP 06/29/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British American Tobacco, 6.375% 12dec2019, GBP   GBP 12/12/2019 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British American Tobacco, 7.25% 12mar2024, GBP   GBP 03/12/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.* *.**
British American Tobacco, FRN 14aug2020, USD   USD 08/14/2020 10/21/2019 **.** * 10/21/2019 **.** *
British American Tobacco, FRN 15aug2022, USD   USD 08/15/2022 10/21/2019 ***.** * 10/21/2019 ***.** *
British American Tobacco, FRN 16aug2021, EUR   EUR 08/16/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
British Land, 0% 9jun2020, GBP (1827D)   GBP 06/09/2020 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
British Land, 5.006%24sep2035, GBP   GBP 09/24/2035 10/21/2019 *** *.** 10/21/2019 *** *.**
British Land, 5.264%24sep2035, GBP   GBP 09/24/2035 10/21/2019 *** *.** 10/21/2019 *** *.**
British Telecommunications, 0.5% 12sep2025, EUR   EUR 09/12/2025 10/21/2019 **.** *.* 10/21/2019 **.* *.**
British Telecommunications, 0.5% 23jun2022, EUR   EUR 06/23/2022 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
British Telecommunications, 0.625% 10mar2021, EUR   EUR 03/10/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
British Telecommunications, 0.875% 26sep2023, EUR   EUR 09/26/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
British Telecommunications, 1% 21nov2024, EUR   EUR 11/21/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British Telecommunications, 1% 23jun2024, EUR   EUR 06/23/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British Telecommunications, 1.125% 10mar2023, EUR   EUR 03/10/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British Telecommunications, 1.125% 12sep2029, EUR   EUR 09/12/2029 10/21/2019 **.** *.** 10/21/2019 **.** *.**
British Telecommunications, 1.5% 23jun2027, EUR   EUR 06/23/2027 10/21/2019 ***.*** *.** 10/21/2019 ***.* *.**
British Telecommunications, 1.613% 25jun2033, GBP   GBP 06/25/2033 10/21/2019 ***.*** * 10/21/2019 ***.*** *
British Telecommunications, 1.739% 25jun2039, GBP   GBP 06/25/2039 10/21/2019 ***.*** * 10/21/2019 ***.** *
British Telecommunications, 1.75% 10mar2026, EUR   EUR 03/10/2026 10/21/2019 ***.** *.* 10/21/2019 ***.* *.**
British Telecommunications, 1.774% 25jun2042, GBP   GBP 06/25/2042 10/21/2019 ***.** * 10/21/2019 ***.*** *
British Telecommunications, 2.125% 26sep2028, EUR   EUR 09/26/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.*
British Telecommunications, 3.5% 25apr2025, GBP   GBP 04/25/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
British Telecommunications, 3.64% 25jun2033, GBP   GBP 06/25/2033 10/21/2019 ***.*** * 10/21/2019 ***.*** *.**
British Telecommunications, 3.883% 25jun2039, GBP   GBP 06/25/2039 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
British Telecommunications, 3.924% 25jun2042, GBP   GBP 06/25/2042 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
British Telecommunications, 4.5% 4dec2023, USD   USD 12/04/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
British Telecommunications, 5.125% 4dec2028, USD   USD 12/04/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
British Telecommunications, 5.75% 7dec2028, GBP   GBP 12/07/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British Telecommunications, 6.375% 23jun2037, GBP   GBP 06/23/2037 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
British Telecommunications, 8.625% 15dec2030, USD   USD 12/15/2030 10/21/2019 ***.** * 10/21/2019 ***.** *
British Telecommunications, 8.625% 26mar2020, GBP   GBP 03/26/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Broadgate Financing, 4.821% 5jul2036, GBP   GBP 07/05/2036 10/21/2019 ***.** * 10/21/2019 ***.* *
Broadgate Financing, 4.851% 5apr2033, GBP   GBP 04/05/2033 10/21/2019 ***.** * 10/21/2019 ***.** *
Broadgate Financing, 4.949% 5apr2031, GBP   GBP 04/05/2031 10/21/2019 ***.** * 10/21/2019 ***.** *
Broadgate Financing, 4.999% 5oct2033, GBP   GBP 10/05/2033 10/21/2019 ***.** * 10/21/2019 ***.** *
Broadgate Financing, 5.098% 5apr2035, GBP   GBP 04/05/2035 10/21/2019 ***.** * 10/21/2019 ***.** *
Bromford Housing Group, 3.125% 3may2048, GBP   GBP 05/03/2048 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Bruntwood, 0,0624jul2020, GBP   GBP 07/24/2020 10/21/2019 *** *.** 10/21/2019 ***.** *.**
Bupa, 2% 5apr2024, GBP   GBP 04/05/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Bupa, 3.375% 17jun2021, GBP   GBP 06/17/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Bupa, 5% 25apr2023, GBP   GBP 04/25/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Bupa, 6.125% perp., GBP   GBP 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Burford Capital, 5% 1dec2026, GBP (0025)   GBP 12/01/2026 10/21/2019 **.** *.* 10/21/2019 **.* *.**
Burford Capital, 6.125% 26oct2024, GBP   GBP 10/26/2024 10/21/2019 **.** *.** 10/21/2019 **.* *.**
Burford Capital, 6.5% 19aug2022, GBP   GBP 08/19/2022 10/21/2019 **.* *.* 10/21/2019 **.** *.**
By Chelmer Plc, FRN 31mar2043, GBP   GBP 03/31/2043 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Cabot Credit Management, 7.5% 1oct2023, GBP   GBP 10/01/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Cabot Financial, FRN 14jun2024, EUR   EUR 06/14/2024 10/21/2019 ***.** * 10/21/2019 *** *
Cambridgeshire Housing Capital, 4.25% 15sep2045, GBP   GBP 09/15/2045 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Canary Wharf Finance II, 5.952% 22oct2037, GBP   GBP 10/22/2037 10/21/2019 ***.**** * 10/21/2019 ***.*** *
Canary Wharf Finance II, 6.455% 22oct2033, GBP   GBP 10/22/2033 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Canary Wharf Finance II, 6.8% 22apr2033, GBP   GBP 04/22/2033 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
Canary Wharf Finance II, FRN 22oct2037, GBP   GBP 10/22/2037 10/21/2019 **.**** * 10/21/2019 **.**** *
Canary Wharf Finance II, FRN 22oct2037, GBP (ABS)   GBP 10/22/2037 10/21/2019 **.**** * 10/21/2019 **.**** *
Capital Hospitals Issuer, 1.703% 30sep2046, GBP   GBP 09/30/2046 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Capital Hospitals Issuer, 1.703% 30sep2046, GBP   GBP 09/30/2046 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Carillion, 2.5% 19dec2019, GBP (Conv.)   GBP 12/19/2019 10/21/2019 *.* ************.** 10/21/2019 *.* ***********.**
Carnival, 1.125% 6nov2019, EUR   EUR 11/06/2019 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
Carnival, 1.875% 7nov2022, EUR   EUR 11/07/2022 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Carnival, 3.95% 15oct2020, USD   USD 10/15/2020 10/21/2019 ***.** *.** 10/21/2019 ***.* *.*
Carnival, 6.65% 15jan2028, USD   USD 01/15/2028 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Carnival, 7.875% 1jun2027, USD   USD 06/01/2027 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.*
Centrica, 0% 5jan2032, EUR (7305D)   EUR 01/05/2032 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Centrica, 3% 10apr2076, EUR   EUR 04/10/2076 10/21/2019 ***.*** * 10/21/2019 ***.** *
Centrica, 4.25% 12sep2044, GBP   GBP 09/12/2044 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Centrica, 4.375% 13mar2029, GBP   GBP 03/13/2029 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Centrica, 5.25% 10apr2075, GBP   GBP 04/10/2075 10/21/2019 ***.** * 10/21/2019 ***.** *
Centrica, 5.9% 16apr2027, USD   USD 04/16/2027 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Centrica, 6.375% 10mar2022, GBP   GBP 03/10/2022 10/21/2019 ***.** * 10/21/2019 ***.*** *
Centrica, 6.4% 4sep2026, GBP   GBP 09/04/2026 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Centrica, 7% 19sep2033, GBP   GBP 09/19/2033 10/21/2019 ***.** * 10/21/2019 ***.** *
Centrica, FRN 25sep2020, USD   USD 09/25/2020 10/21/2019 **.*** * 10/21/2019 **.*** *
Channel Link Enterprises Finance (CLEF), 1.761% 30jun2050, EUR   EUR 06/30/2050 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Channel Link Enterprises Finance (CLEF), 2.706% 30jun2050, EUR   EUR 06/30/2050 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Channel Link Enterprises Finance (CLEF), 3.043% 30jun2050, GBP   GBP 06/30/2050 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Circle Anglia Social Housing, 5.2% 2mar2044, GBP   GBP 03/02/2044 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
Circle Anglia Social Housing, 7.25% 12nov2038, GBP   GBP 11/12/2038 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
City Greenwich Lewisham, 9.375%11oct2020, GBP   GBP 10/11/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Clarion Housing Group, 4.25% 8oct2042, GBP   GBP 10/08/2042 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Clarion Housing Group, 5.981% 17sep2038, GBP   GBP 09/17/2038 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.*
Clavis Securities, FRN 15dec2039, EUR   EUR 12/15/2039 10/21/2019 **.**** * 10/21/2019 **.**** *
Clerical Medical, 7.375% perp., GBP   GBP 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Close Brothers Group, 2.75% 19oct2026, GBP   GBP 10/19/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Close Brothers Group, 2.75% 26apr2023, GBP   GBP 04/26/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Close Brothers Group, 3.875% 27jun2021, GBP   GBP 06/27/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Close Brothers Group, 4.25% 24jan2027, GBP   GBP 01/24/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
CNH Industrial, 1.375% 23may2022, EUR   EUR 05/23/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
CNH Industrial, 1.625% 3jul2029, EUR   EUR 07/03/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
CNH Industrial, 1.75% 12sep2025, EUR   EUR 09/12/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
CNH Industrial, 1.75% 25mar2027, EUR   EUR 03/25/2027 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
CNH Industrial, 1.875% 19jan2026, EUR   EUR 01/19/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
CNH Industrial, 2.875% 27sep2021, EUR   EUR 09/27/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** -*.**
CNH Industrial, 3.85% 15nov2027, USD   USD 11/15/2027 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.*
CNH Industrial, 4.5% 15aug2023, USD   USD 08/15/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
CNH Industrial, 4.875% 1apr2021, USD   USD 04/01/2021 10/21/2019 ***.** *.* 10/21/2019 ***.* *.**
Co-Operative Bank, 12% 8may2025, GBP   GBP 05/08/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
Co-Operative Bank, 5.625% 8jul2020, GBP   GBP 07/08/2020 10/21/2019 ***.**** * 10/21/2019 ***.* *
Co-Operative Bank, 6.25% 8jul2026, GBP   GBP 07/08/2026 10/21/2019 ***.** * 10/21/2019 ***.** *
Coca-Cola European Partners, 0.7% 12sep2031, EUR   EUR 09/12/2031 10/21/2019 **.** *.** 10/21/2019 **.* *.**
Coca-Cola European Partners, 0.75% 24feb2022, EUR   EUR 02/24/2022 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Coca-Cola European Partners, 1.125% 12apr2029, EUR   EUR 04/12/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Coca-Cola European Partners, 1.125% 26may2024, EUR   EUR 05/26/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Coca-Cola European Partners, 1.5% 8nov2027, EUR   EUR 11/08/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Coca-Cola European Partners, 1.75% 26may2028, EUR   EUR 05/26/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Coca-Cola European Partners, FRN 16nov2021, EUR   EUR 11/16/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Community Finance Company 1 PLC, 5.017%2034, GBP   GBP 07/31/2034 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Compass Group, 0.625% 3jul2024, EUR   EUR 07/03/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Compass Group, 1.875% 27jan2023, EUR   EUR 01/27/2023 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Compass Group, 2% 3jul2029, GBP   GBP 07/03/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Compass Group, 3.85% 26jun2026, GBP   GBP 06/26/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Connect M77/GSO, 5.404% 31mar2034, GBP   GBP 03/31/2034 10/21/2019 **.**** *.** 10/21/2019 ***.**** *.**
Connect Plus Issuer, 2.607% 31mar2039, GBP   GBP 03/31/2039 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Coventry & Rugby Hospital, 3.246% 30jun2040, GBP   GBP 06/30/2040 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Coventry Building Society, 0.125% 20jun2026, EUR   EUR 06/20/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Coventry Building Society, 0.5% 12jan2025, EUR   EUR 01/12/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Coventry Building Society, 0.625% 3nov2022, EUR   EUR 11/03/2022 10/21/2019 ***.*** * 10/21/2019 ***.** *
Coventry Building Society, 1.875% 24oct2023, GBP   GBP 10/24/2023 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Coventry Building Society, 2.5% 18nov2020, EUR   EUR 11/18/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Coventry Building Society, 5.875% 28sep2022, GBP   GBP 09/28/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Coventry Building Society, 6.375% perp., GBP   GBP 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Coventry Building Society, FRN 17mar2021, GBP   GBP 03/17/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
CPUK Finance, 3.588%28aug2025, GBP   GBP 02/28/2042 10/21/2019 ***.**** * 10/21/2019 ***.**** *
CPUK Finance, 3.69% 28aug2028, GBP   GBP 08/28/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
CPUK Finance, 4.25% 28feb2047, GBP   GBP 02/28/2047 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
CPUK Finance, 7.239% 28feb2042, GBP   GBP 02/28/2042 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Ctrl Section 1 Finance, 2.334% 2nov2051, GBP   GBP 11/02/2051 10/21/2019 ***.**** * 10/21/2019 ***.*** *
CYBG, 8% perp., GBP   GBP 10/21/2019 **.*** * 10/21/2019 ***.*** *
CYBG, 9.25% perp., GBP   GBP 10/21/2019 *** * 10/21/2019 *** *
Daily Mail & General Trust, 10% 9apr2021, GBP   GBP 04/09/2021 10/21/2019 ***.* *.** 10/21/2019 ***.* -*.**
Debenhams, 5.25% 15jul2021, GBP   GBP 07/15/2021 10/21/2019 **.** ***.** 10/21/2019 **.** **.**
Delphi Technologies, 5% 1oct2025, USD   USD 10/01/2025 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Derby Healthcare, 5.564% 30jun2041, GBP   GBP 06/30/2041 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
Diageo, 0% 17nov2020, EUR (1096D)   EUR 11/17/2020 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Diageo, 0.125% 12oct2023, EUR   EUR 10/12/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Diageo, 0.25% 22oct2021, EUR   EUR 10/22/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Diageo, 0.5% 19jun2024, EUR   EUR 06/19/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Diageo, 1% 22apr2025, EUR   EUR 04/22/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Diageo, 1.5% 22oct2027, EUR   EUR 10/22/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Diageo, 1.75% 12oct2026, GBP   GBP 10/12/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Diageo, 1.75% 23sep2024, EUR   EUR 09/23/2024 10/21/2019 ***.** *.* 10/21/2019 ***.*** *.**
Diageo, 2.125% 24oct2024, USD   USD 10/24/2024 10/21/2019 **.*** *.* 10/21/2019 **.*** *.**
Diageo, 2.375% 20may2026, EUR   EUR 05/20/2026 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Diageo, 2.375% 24oct2029, USD   USD 10/24/2029 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Diageo, 2.625% 29apr2023, USD   USD 04/29/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Diageo, 2.875% 11may2022, USD   USD 05/11/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Diageo, 3% 18may2020, USD   USD 05/18/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Diageo, 3.5% 18sep2023, USD   USD 09/18/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Diageo, 3.875% 18may2028, USD   USD 05/18/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Diageo, 3.875% 29apr2043, USD   USD 04/29/2043 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Diageo, 4.25% 11may2042, USD   USD 05/11/2042 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Diageo, 4.828% 15jul2020, USD   USD 07/15/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Diageo, 5.875% 30sep2036, USD   USD 09/30/2036 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Diageo, 8.00% 15sep2022, USD   USD 09/15/2022 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.*
Diageo, FRN 18may2020, USD   USD 05/18/2020 10/21/2019 ***.** * 10/21/2019 ***.** *
Dignity, 4.6956% 31dec2049, GBP   GBP 12/31/2049 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Direct Line Insurance Group, 9.25% 27apr2042, GBP   GBP 04/27/2042 10/21/2019 ***.*** * 10/21/2019 ***.** *
Drax Group plc, 6.625% 1nov2025, USD   USD 11/01/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
DS Smith, 0.875% 12sep2026, EUR   EUR 09/12/2026 10/21/2019 **.* *.** 10/21/2019 **.** *.**
DS Smith, 1.375% 26jul2024, EUR   EUR 07/26/2024 10/21/2019 ***.*** * 10/21/2019 ***.*** *
DS Smith, 2.25% 16sep2022, EUR   EUR 09/16/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
DS Smith, 2.875% 26jul2029, GBP   GBP 07/26/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Dwr Cymru, 2.5% 31mar2036, GBP   GBP 03/31/2036 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Dwr Cymru, 6.015% 31mar2028, GBP   GBP 03/31/2028 10/21/2019 ***.** * 10/21/2019 ***.** *
Dwr Cymru, 6.907% 31mar2021, GBP (ABS)   GBP 03/31/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Dwr Cymru, FRN 31mar2026, GBP (ABS)   GBP 03/31/2026 10/21/2019 ***.* * 10/21/2019 *** *
Dwr Cymru, FRN 31mar2030, GBP (ABS)   GBP 03/31/2030 10/21/2019 ***.*** * 10/21/2019 ***.*** *
East Finance, 5.486% 15jun2042, GBP   GBP 06/15/2042 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Eastern Power Networks, 0.032% 7oct2025, GBP   GBP 10/07/2025 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Eastern Power Networks, 4.75% 30sep2021, GBP   GBP 09/30/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Eastern Power Networks, 5.75% 8mar2024, GBP   GBP 03/08/2024 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Eastern Power Networks, 6.25% 12nov2036, GBP   GBP 11/12/2036 10/21/2019 ***.** * 10/21/2019 ***.** *
Eastern Power Networks, 8.5% 31mar2025, GBP   GBP 03/31/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EasyJet, 0.875% 11jun2025, EUR   EUR 06/11/2025 10/21/2019 **.*** *.** 10/21/2019 **.** *.*
EasyJet, 1.125% 18oct2023, EUR   EUR 10/18/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EasyJet, 1.75% 9feb2023, EUR   EUR 02/09/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 0% 10feb2028, AUD (10957D)   AUD 02/10/2028 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
EBRD, 0% 10jan2024, EUR (1826D)   EUR 01/10/2024 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
EBRD, 0% 10sep2021, USD (7305D)   USD 09/10/2021 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
EBRD, 0% 13jun2023, BRL (2862D)   BRL 06/13/2023 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 0% 17jun2027, ZAR (10957D)   ZAR 06/17/2027 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 0% 17oct2024, EUR (1827D)   EUR 10/17/2024 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
EBRD, 0% 22jan2026, RUR (3653D)   RUB 01/22/2026 10/21/2019 **.* *.** 10/21/2019 **.** *.**
EBRD, 0% 25mar2025, TRY (2373D)   TRY 03/25/2025 10/21/2019 **.** **.** 10/21/2019 **.*** **.**
EBRD, 0% 25may2040, USD (10958D)   USD 05/25/2040 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
EBRD, 0% 27jan2020, ARS (367D)   ARS 01/27/2020 10/21/2019 **.* ***.** 10/21/2019 **.** ***.*
EBRD, 0% 29nov2046, USD (10957D)   USD 11/29/2046 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
EBRD, 0% 2aug2021, TRY (1461D)   TRY 08/02/2021 10/21/2019 **.** **.** 10/21/2019 **.** **.**
EBRD, 0% 30dec2027, ZAR (11026D)   ZAR 12/30/2027 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 0% 31dec2020, ZAR (8308D)   ZAR 12/31/2020 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
EBRD, 0% 31dec2029, ZAR (11627D)   ZAR 12/31/2029 10/21/2019 ** *.** 10/21/2019 **.** *.*
EBRD, 0% 4feb2048, ITL (18262D)   ITL 02/04/2048 10/21/2019 **.* *.** 10/21/2019 **.** *.**
EBRD, 0% 6mar2023, TRY (3652D)   TRY 03/06/2023 10/21/2019 **.** **.** 10/21/2019 **.** **.**
EBRD, 0% 7apr2027, ZAR (10957D)   ZAR 04/07/2027 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 0% 7may2020, TRY (1827D)   TRY 05/07/2020 10/21/2019 **.** **.** 10/21/2019 **.* **.**
EBRD, 0.5% 1sep2023, AUD   AUD 09/01/2023 10/21/2019 **.** *.** 10/21/2019 **.* *.**
EBRD, 0.5% 21dec2023, AUD   AUD 12/21/2023 10/21/2019 **.* *.* 10/21/2019 **.** *.**
EBRD, 0.5% 21nov2023, AUD   AUD 11/21/2023 10/21/2019 **.*** *.* 10/21/2019 **.*** *.**
EBRD, 0.5% 22jun2020, BRL   BRL 06/22/2020 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
EBRD, 0.5% 28jan2020, BRL   BRL 01/28/2020 10/21/2019 **.** *.** 10/21/2019 **.*** *.*
EBRD, 1.125% 24aug2020, USD   USD 08/24/2020 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 1.25% 15dec2022, GBP   GBP 12/15/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
EBRD, 1.375% 15sep2021, USD   USD 09/15/2021 10/21/2019 **.** *.* 10/21/2019 **.** *.**
EBRD, 1.45% 3mar2025, USD   USD 03/03/2025 10/21/2019 **.*** * 10/21/2019 **.*** *
EBRD, 1.5% 16mar2020, USD   USD 03/16/2020 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 1.5% 2nov2021, USD   USD 11/02/2021 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 1.625% 27sep2024, USD   USD 09/27/2024 10/21/2019 **.** *.** 10/21/2019 **.** *.*
EBRD, 1.625% 5may2020, USD   USD 05/05/2020 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 1.75% 26nov2019, USD   USD 11/26/2019 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 1.875% 15jul2021, USD   USD 07/15/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 1.875% 23feb2022, USD   USD 02/23/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 10% 13oct2021, TRY   TRY 10/13/2021 10/21/2019 **.** **.** 10/21/2019 **.** **.**
EBRD, 12% 12mar2024, EUR   EUR 03/12/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
EBRD, 15% 5dec2021, TRY   TRY 12/05/2021 10/21/2019 ***.** **.** 10/21/2019 ***.** **.**
EBRD, 17% 5mar2020, ARS   ARS 03/05/2020 10/21/2019 ** ***.** 10/21/2019 **.** ***.*
EBRD, 2% 1feb2021, USD   USD 02/01/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 2.125% 7mar2022, USD   USD 03/07/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 2.73% 26sep2046, USD   USD 09/26/2046 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
EBRD, 2.746% 17jul2024, GBP   GBP 07/17/2024 10/21/2019 ***.*** * 10/21/2019 ***.*** *
EBRD, 2.75% 26apr2021, USD   USD 04/26/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 2.75% 7mar2023, USD   USD 03/07/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 21% 4oct2023, TRY   TRY 10/04/2023 10/21/2019 ***.** **.** 10/21/2019 ***.** **.**
EBRD, 23% 24mar2022, TRY   TRY 03/24/2022 10/21/2019 ***.** **.** 10/21/2019 ***.** **.**
EBRD, 24% 10sep2021, TRY   TRY 09/10/2021 10/21/2019 ***.** **.** 10/21/2019 ***.** **.**
EBRD, 24% 5oct2022, TRY   TRY 10/05/2022 10/21/2019 ***.** **.** 10/21/2019 ***.** **
EBRD, 27.5% 11sep2020, TRY   TRY 09/11/2020 10/21/2019 ***.** **.** 10/21/2019 ***.** **.*
EBRD, 27.5% 18sep2020, TRY   TRY 09/18/2020 10/21/2019 ***.** **.** 10/21/2019 ***.** **.**
EBRD, 27.5% 23nov2020, TRY   TRY 11/23/2020 10/21/2019 ***.** **.** 10/21/2019 ***.** **.**
EBRD, 3.59% 18jan2021, RON   RON 01/18/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 30% 15jan2020, TRY   TRY 01/15/2020 10/21/2019 ***.** **.** 10/21/2019 ***.** **.**
EBRD, 30% 25jan2021, ARS   ARS 01/25/2021 10/21/2019 ** **.** 10/21/2019 **.** **.**
EBRD, 30% 4nov2019, ARS   ARS 11/04/2019 10/21/2019 **.** ***.* 10/21/2019 **.** ***.**
EBRD, 37.5% 17dec2019, ARS   ARS 12/17/2019 10/21/2019 **.** ***.** 10/21/2019 **.** ***.**
EBRD, 4.5% 14aug2020, PHP   PHP 08/14/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 4.60% 30oct2019, INR   INR 10/30/2019 10/21/2019 **.** **.** 10/21/2019 **.*** **.**
EBRD, 5% 14jun2021, INR   INR 06/14/2021 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 5.125% 7jun2032, GBP   GBP 06/07/2032 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 5.6% 30jan2025, IDR   IDR 01/30/2025 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 5.625% 7dec2028, GBP   GBP 12/07/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 6% 24jul2023, RUR   RUB 07/24/2023 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
EBRD, 6% 4may2020, INR   INR 05/04/2020 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
EBRD, 6% 7feb2023, INR   INR 02/07/2023 10/21/2019 **.* *.** 10/21/2019 ***.** *.**
EBRD, 6.125% 30mar2020, INR   INR 03/30/2020 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 6.25% 25jul2022, IDR   IDR 07/25/2022 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 6.45% 13dec2022, IDR   IDR 12/13/2022 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EBRD, 7% 24apr2020, KZT   KZT 04/24/2020 10/21/2019 **.** **.** 10/21/2019 **.** **.**
EBRD, 7% 31dec2020, ZAR   ZAR 12/31/2020 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
EBRD, 7.25% 21may2020, RUB   RUB 05/21/2020 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
EBRD, 7.5% 11jun2020, MXN   MXN 06/11/2020 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
EBRD, 7.5% 15dec2021, BRL   BRL 12/15/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 7.5% 16dec2019, BRL   BRL 12/16/2019 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
EBRD, 7.5% 29nov2019, RUR   RUB 11/29/2019 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
EBRD, 7.95% 22dec2021, AMD   AMD 12/22/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
EBRD, 8.25% 4aug2022, AMD   AMD 08/04/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
EBRD, 8.3% 2oct2020, IDR   IDR 10/02/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EBRD, 9.25% 2dec2020, IDR   IDR 12/02/2020 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
EBRD, FRN 10jan2020, USD   USD 01/10/2020 10/21/2019 **.*** * 10/21/2019 ***.*** *
EBRD, FRN 11may2022, USD   USD 05/11/2022 10/21/2019 **.** * 10/21/2019 **.** *
EBRD, FRN 19apr2035, EUR   EUR 04/19/2035 10/21/2019 **.*** * 10/21/2019 **.*** *
EBRD, FRN 19nov2020, USD   USD 11/19/2020 10/21/2019 ***.** * 10/21/2019 ***.** *
EBRD, FRN 23mar2020, USD   USD 03/23/2020 10/21/2019 **.** * 10/21/2019 **.** *
EBRD, FRN 31jul2023, GBP   GBP 07/31/2023 10/21/2019 **.*** * 10/21/2019 **.*** *
EG Global Finance, 6.25% 30oct2025, EUR   EUR 10/30/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
EG Group Limited, 3.625% 7feb2024, EUR   EUR 02/07/2024 10/21/2019 **.** *.** 10/21/2019 **.** *.**
EG Group Limited, 4.375% 7feb2025, EUR   EUR 02/07/2025 10/21/2019 **.** *.* 10/21/2019 **.*** *.*
Ei Group, 5.659% 30jun2027, GBP   GBP 06/30/2027 10/21/2019 ***.** * 10/21/2019 ***.** *
Ei Group, 6% 6oct2023, GBP   GBP 10/06/2023 10/21/2019 ***.* *.** 10/21/2019 ***.** *.*
Ei Group, 6.375% 15feb2022, GBP   GBP 02/15/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Ei Group, 6.375% 26sep2031, GBP   GBP 09/26/2031 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Ei Group, 6.464% 30mar2032, GBP   GBP 03/30/2032 10/21/2019 ***.* * 10/21/2019 *** *
Ei Group, 6.875%15feb2021, GBP   GBP 02/15/2021 10/21/2019 ***.* *.** 10/21/2019 ***.* *.**
Ei Group, 6.875%9may2025, GBP   GBP 05/09/2025 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Ei Group, 7.395% 30mar2024, GBP   GBP 03/28/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
Electricity North West, 8.875% 25mar2026, GBP   GBP 03/25/2026 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Endeavour SCH, FRN 28mar2031, GBP   GBP 03/28/2031 10/21/2019 ***.*** * 10/21/2019 ***.*** *
EnQuest, 5.5% 15apr2022, GBP   GBP 04/15/2022 10/21/2019 **.** **.** 10/21/2019 **.* **.**
Equity Release Funding, 5.05% 26apr2033, GBP (ABS)   GBP 04/26/2033 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Equity Release Funding, 5.7% 26feb2031, GBP (ABS)   GBP 02/26/2031 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Equity Release Funding, 5.88% 26may2032, GBP (ABS)   GBP 05/26/2032 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Esure Group, 6.75% 19dec2024, GBP   GBP 12/19/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Eversholt Funding, 3.529% 7aug2042, GBP   GBP 08/07/2042 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Eversholt Funding, 5.831% 2dec2020, GBP   GBP 12/02/2020 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Eversholt Funding, 6.359% 2dec2025, GBP   GBP 12/02/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
Eversholt Funding, 6.697% 22feb2035, GBP   GBP 02/22/2035 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Exchequer Partnership, 5.396% 13jul2036, GBP   GBP 07/13/2036 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
FCE Bank, 0.65% 5apr2021, JPY   JPY 04/05/2021 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
FCE Bank, 0.869% 13sep2021, EUR   EUR 09/13/2021 10/21/2019 **.** *.** 10/21/2019 **.** *.**
FCE Bank, 1.114% 13may2020, EUR   EUR 05/13/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
FCE Bank, 1.134% 10feb2022, EUR   EUR 02/10/2022 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
FCE Bank, 1.528% 9nov2020, EUR   EUR 11/09/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
FCE Bank, 1.615% 11may2023, EUR   EUR 05/11/2023 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
FCE Bank, 1.66% 11feb2021, EUR   EUR 02/11/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
FCE Bank, 1.875% 24jun2021, EUR   EUR 06/24/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
FCE Bank, 2.727% 3jun2022, GBP   GBP 06/03/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
FCE Bank, 2.759% 13nov2019, GBP   GBP 11/13/2019 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
FCE Bank, 3.25% 19nov2020, GBP   GBP 11/19/2020 10/21/2019 ***.** * 10/21/2019 ***.** *.**
FCE Bank, FRN 18dec2020, EUR   EUR 12/18/2020 10/21/2019 **.** * 10/21/2019 **.*** *
FCE Bank, FRN 26aug2020, EUR   EUR 08/26/2020 10/21/2019 **.** * 10/21/2019 **.** *
First Flexible, FRN 1dec2035, GBP   GBP 12/01/2035 10/21/2019 **.**** * 10/21/2019 ***.**** *
First Hydro, 0,0931jul2021, GBP   GBP 07/31/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Firstgroup, 6.875% 18sep2024, GBP   GBP 09/18/2024 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Firstgroup, 8.75% 8apr2021, GBP   GBP 04/08/2021 10/21/2019 ***.* * 10/21/2019 ***.*** *
Friends Life Group, 12% 21may2021, GBP   GBP 05/21/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Friends Life Holdings plc, 8.25% 21apr2022, GBP   GBP 04/21/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
FUTURES TREASURY, 3.375% 8feb2044, GBP   GBP 02/08/2044 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
G4S, 1.5% 2jun2024, EUR   EUR 06/02/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
G4S, 1.5% 9jan2023, EUR   EUR 01/09/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
G4S, 1.875% 24may2025, EUR   EUR 05/24/2025 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Gatwick Airport, 2.625% 7oct2048, GBP   GBP 10/07/2048 10/21/2019 **.** *.** 10/21/2019 ** *.**
Gatwick Airport, 3.25% 26feb2050, GBP   GBP 02/26/2050 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.*
Gatwick Airport, 4.625% 27mar2036, GBP   GBP 03/27/2036 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Gatwick Airport, 5.25% 23jan2026, GBP   GBP 01/23/2026 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Gatwick Airport, 6.125% 2mar2028, GBP   GBP 03/02/2028 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Gatwick Airport, 6.5% 2mar2043, GBP   GBP 03/02/2043 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
GenFinance, 6.064% 21dec2039, GBP   GBP 12/21/2039 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
German Listed Bonds, 4.75% 17apr2022, EUR   EUR 04/17/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
German Listed Bonds, 6.5% 17apr2022, EUR   EUR 04/17/2022 10/21/2019 ***.* *.* 10/21/2019 ***.* *.**
German Listed Bonds, 8.5% 13sep2021, USD   USD 09/13/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
GKN Holdings, 3.375% 12may2032, GBP   GBP 05/12/2032 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
GKN Holdings, 5.375% 19sep2022, GBP   GBP 09/19/2022 10/21/2019 ***.** *.* 10/21/2019 ***.* *.**
GKN Holdings, 6.75% 28oct2019, GBP   GBP 10/28/2019 10/21/2019 **.* **.** 10/21/2019 ***.** -**.**
GlaxoSmithKline Capital, 2.875% 1jun2022, USD   USD 06/01/2022 10/21/2019 ***.* *.** 10/21/2019 ***.*** *
GlaxoSmithKline Capital, 3% 1jun2024, USD   USD 06/01/2024 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
GlaxoSmithKline Capital, 3.375% 1jun2029, USD   USD 06/01/2029 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Glaxosmithkline plc, 0% 12sep2020, EUR (1096D)   EUR 09/12/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Glaxosmithkline plc, 0% 23sep2021, EUR (731D)   EUR 09/23/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Glaxosmithkline plc, 0% 23sep2023, EUR (1461D)   EUR 09/23/2023 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Glaxosmithkline plc, 0.625% 2dec2019, EUR   EUR 12/02/2019 10/21/2019 ***.** *.* 10/21/2019 ***.** -*.**
Glaxosmithkline plc, 1% 12sep2026, EUR   EUR 09/12/2026 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Glaxosmithkline plc, 1.25% 21may2026, EUR   EUR 05/21/2026 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Glaxosmithkline plc, 1.375% 12sep2029, EUR   EUR 09/12/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Glaxosmithkline plc, 1.375% 2dec2024, EUR   EUR 12/02/2024 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Glaxosmithkline plc, 1.75% 21may2030, EUR   EUR 05/21/2030 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Glaxosmithkline plc, 2.8% 18mar2023, USD   USD 03/18/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Glaxosmithkline plc, 2.85% 8may2022, USD   USD 05/08/2022 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Glaxosmithkline plc, 3.125% 14may2021, USD   USD 05/14/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Glaxosmithkline plc, 3.375% 15may2023, USD   USD 05/15/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Glaxosmithkline plc, 3.375% 20dec2027, GBP   GBP 12/20/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Glaxosmithkline plc, 3.625% 15may2025, USD   USD 05/15/2025 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
Glaxosmithkline plc, 3.875% 15may2028, USD   USD 05/15/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Glaxosmithkline plc, 4% 16jun2025, EUR   EUR 06/16/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Glaxosmithkline plc, 4.2% 18mar2043, USD   USD 03/18/2043 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Glaxosmithkline plc, 4.25% 18dec2045, GBP   GBP 12/18/2045 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Glaxosmithkline plc, 5.25% 10apr2042, GBP   GBP 04/10/2042 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Glaxosmithkline plc, 5.25% 19dec2033, GBP   GBP 12/19/2033 10/21/2019 ***.** * 10/21/2019 ***.** *.**
Glaxosmithkline plc, 5.375% 15apr2034, USD   USD 04/15/2034 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Glaxosmithkline plc, 6.375% 15may2038, USD   USD 05/15/2038 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Glaxosmithkline plc, 6.375% 9mar2039, GBP   GBP 03/09/2039 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Glaxosmithkline plc, FRN 14may2021, USD   USD 05/14/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Glaxosmithkline plc, FRN 21may2020, EUR   EUR 05/21/2020 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Glaxosmithkline plc, FRN 23sep2021, EUR   EUR 09/23/2021 10/21/2019 ***.*** * 10/21/2019 ***.** *
Global Switch Holdings, 1.5% 31jan2024, EUR   EUR 01/31/2024 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Global Switch Holdings, 2.25% 31may2027, EUR   EUR 05/31/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Global Switch Holdings, 4.375% 13dec2022, GBP   GBP 12/13/2022 10/21/2019 ***.** *.** 10/21/2019 ***.**** *.**
Golar LNG ltd, 2.75% 15feb2022, USD (Conv.)   USD 02/15/2022 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Goldman Sachs International, 0% 3oct2036, MXN (7305D)   MXN 10/03/2036 10/21/2019 **.*** *.* 10/21/2019 **.*** *.**
Goldman Sachs International, 0% 9sep2046, USD (10957D)   USD 09/09/2046 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Goldman Sachs International, 1.75% 29may2024, EUR   EUR 05/29/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Goldman Sachs International, 2% 31may2026, EUR   EUR 05/31/2026 10/21/2019 **.** * 10/21/2019 **.** *
Goldman Sachs International, 2% 8apr2025, EUR   EUR 04/08/2025 10/21/2019 ***.* *.** 10/21/2019 ***.* *.*
Goldman Sachs International, 2.5% 31mar2020, EUR   EUR 03/31/2020 10/21/2019 ***.** * 10/21/2019 ***.** *
Goldman Sachs International, 2.6% 4sep2021, USD   USD 09/04/2021 10/21/2019 *** *.** 10/21/2019 *** *.**
Goldman Sachs International, 3% 23jan2025, USD   USD 01/23/2025 10/21/2019 *** *.** 10/21/2019 ***.* *.**
Goldman Sachs International, 3.5% 28apr2023, AUD   AUD 04/28/2023 10/21/2019 *** *.** 10/21/2019 *** *.**
Goldman Sachs International, 3.5% 8feb2025, USD   USD 02/08/2025 10/21/2019 **.* * 10/21/2019 **.* *
Goldman Sachs International, 4.65% 17may2026, USD   USD 05/17/2026 10/21/2019 ***.** * 10/21/2019 *
Goldman Sachs International, 6% 20jan2027, USD   USD 01/20/2027 10/21/2019 **.** * 10/21/2019 **.* *
Goldman Sachs International, 6.25% 17mar2020, MXN   MXN 03/17/2020 10/21/2019 **.*** **.** 10/21/2019 ***.*** *.**
Goldman Sachs International, 6.25% 20jun2026, USD   USD 06/20/2026 10/21/2019 **.** * 10/21/2019 **.* *
Goldman Sachs International, FRN 14dec2020, EUR   EUR 12/14/2020 10/21/2019 **.* * 10/21/2019 ***.* *
Goldman Sachs International, FRN 25feb2020, EUR   EUR 02/25/2020 10/21/2019 **.* * 10/21/2019 ***.* *
Goldman Sachs International, FRN 4dec2019, USD   USD 12/04/2019 10/21/2019 **.* * 10/21/2019 ***.* *
Goodyear Dunlop Tires Europe, 3.75% 15dec2023, EUR   EUR 12/15/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Grainger, 3.375% 24apr2028, GBP   GBP 04/24/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Great Hall Mortgages, FRN 18jun2038, EUR (ABS)   EUR 06/18/2038 10/21/2019 **.*** * 10/21/2019 **.**** *
Great Hall Mortgages, FRN 18jun2038, GBP (ABS)   GBP 06/18/2038 10/21/2019 **.**** * 10/21/2019 **.**** *
Great Hall Mortgages, FRN 18mar2039, GBP (ABS)   GBP 03/18/2039 10/21/2019 **.**** * 10/21/2019 **.**** *
Great Places Housing Group, 4.75% 22oct2042, GBP   GBP 10/22/2042 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Greater Gabbard OFTO, 4.137% 2032, GBP   GBP 11/29/2032 10/21/2019 ***.**** *.** 10/21/2019 ***.*** *.**
Greene King, 3.593% 15mar2035, GBP   GBP 03/15/2035 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Greene King Finance, 4.0643% 15mar2035, GBP   GBP 03/15/2035 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Greene King Finance, 5.106% 15mar2034, GBP   GBP 03/15/2034 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
Greene King Finance, 5.318% 15sep2031, GBP   GBP 09/15/2031 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Greene King Finance, 5.702% 15dec2034, GBP   GBP 12/15/2034 10/21/2019 **.**** * 10/21/2019 **.**** *
Greenko Group, 4.875% 16aug2023, USD   USD 08/16/2023 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
Gwynt y Mor OFTO, 2.778% 17feb2034, GBP   GBP 02/17/2034 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
H.J. Heinz Finance, 6.25% 18feb2030, GBP   GBP 02/18/2030 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Hammerson, 1.75% 15mar2023, EUR   EUR 03/15/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Hammerson, 2% 1jul2022, EUR   EUR 07/01/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Hammerson, 3.5% 27oct2025, GBP   GBP 10/27/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Hammerson, 6% 23feb2026, GBP   GBP 02/23/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Hammerson, 7.25% 21apr2028, GBP   GBP 04/21/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Hastings Group Holdings Limited, 3% 24may2025, GBP   GBP 05/24/2025 10/21/2019 **.*** *.** 10/21/2019 **.*** *.*
Haven Funding, 7% 30nov2032, GBP   GBP 11/30/2032 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Haven Funding, 8.125% 30sep2037, GBP   GBP 09/30/2037 10/21/2019 ***.**** * 10/21/2019 ***.**** *
HBOS, 4.5% 18mar2030, EUR   EUR 03/18/2030 10/21/2019 ***.** * 10/21/2019 ***.** *
HBOS, 5.374% 30jun2021, EUR   EUR 06/30/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
HBOS, 6% 1nov2033, USD   USD 11/01/2033 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HBOS, 6.85% perp., USD   USD 10/21/2019 ***.* * 10/21/2019 ***.**** *
Heathrow Airport Holdings, 0.5% 17may2024, CHF   CHF 05/17/2024 10/21/2019 ***.** *.** 10/21/2019 ***.* -*.**
Heathrow Airport Holdings, 1.5%11feb2030, EUR   EUR 02/11/2032 10/21/2019 ***.** * 10/21/2019 ***.** *
Heathrow Airport Holdings, 1.875% 12jul2034, EUR   EUR 07/12/2034 10/21/2019 ***.* * 10/21/2019 ***.** *
Heathrow Airport Holdings, 1.875% 23may2024, EUR   EUR 05/23/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
Heathrow Airport Holdings, 3.875% 1mar2027, GBP   GBP 03/01/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Heathrow Airport Holdings, 4.221% 6aug2026, GBP   GBP 08/06/2026 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
Heathrow Airport Holdings, 4.625% 31oct2048, GBP   GBP 10/31/2048 10/21/2019 ***.** * 10/21/2019 ***.** *
Heathrow Airport Holdings, 4.875% 15jul2023, USD   USD 07/15/2023 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Heathrow Airport Holdings, 5.225% 15feb2025, GBP   GBP 02/15/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
Heathrow Airport Holdings, 5.75% 3mar2025, GBP   GBP 03/03/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Heathrow Airport Holdings, 5.875% 13may2043, GBP   GBP 05/13/2043 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Heathrow Airport Holdings, 6% 20mar2020, GBP   GBP 03/20/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Heathrow Airport Holdings, 6.45% 10dec2033, GBP   GBP 12/10/2033 10/21/2019 ***.** * 10/21/2019 ***.** *
Heathrow Airport Holdings, 6.75% 3dec2028, GBP   GBP 12/03/2028 10/21/2019 ***.** * 10/21/2019 ***.** *
Heathrow Airport Holdings, 7.075% 4aug2030, GBP   GBP 08/04/2030 10/21/2019 ***.** * 10/21/2019 ***.** *
Heathrow Airport Holdings, 7.125% 14feb2024, GBP   GBP 02/14/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Heathrow Airport Holdings, 9.2% 29mar2023, GBP   GBP 03/29/2023 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Heathrow Finance, 4.75% 1mar2024, GBP   GBP 03/01/2024 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Heathrow Funding, 0.45% 15oct2026, CHF   CHF 10/15/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Heathrow Funding, 1.875% 14mar2036, EUR   EUR 03/14/2036 10/21/2019 ***.** * 10/21/2019 ***.** *
Heathrow SP, 2.75% 9aug2051, GBP   GBP 08/09/2051 10/21/2019 ***.** * 10/21/2019 ***.** *
Heylo Housing Secured Bond, 1.625% 30sep2028, GBP   GBP 09/30/2028 10/21/2019 **.** * 10/21/2019 **.** *
High Speed Rail Finance, 4.375% 1nov2038, GBP   GBP 11/01/2038 10/21/2019 ***.**** *.* 10/21/2019 ***.*** *.**
Highland Acquisitions, FRN 15sep2020, GBP   GBP 09/15/2020 10/21/2019 *.* * 10/21/2019 *.* *
Hiscox Ltd, 6.125% 24nov2045, GBP   GBP 11/24/2045 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Hospital Co Dartford, FRN 31oct2031, GBP   GBP 10/31/2031 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Housing & Care 21, 3.288% 8nov2049, GBP   GBP 11/08/2049 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Housing Association Funding, 8.25% 7jun2027, GBP (ABS)   GBP 06/07/2027 10/21/2019 ***.**** * 10/21/2019 ***.**** *
HSBC, 0% 13may2043, USD (11322D)   USD 05/13/2043 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
HSBC, 0% 23apr2043, USD (10957D)   USD 04/23/2043 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
HSBC, 0% 23jan2044, USD (10957D)   USD 01/23/2044 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
HSBC, 0% 25jan2026, AUD (7320D)   AUD 01/25/2026 10/21/2019 **.**** *.** 10/21/2019 **.*** *.**
HSBC, 0% 30jan2032, USD (7318D)   USD 01/30/2032 10/21/2019 **.**** *.** 10/21/2019 **.**** *.**
HSBC, 1.48% 15oct2020, JPY   JPY 10/15/2020 10/21/2019 ***.*** -*.* 10/21/2019 ***.*** -*.*
HSBC, 10.176% perp., USD   USD 10/21/2019 ***.* * 10/21/2019 ***.** *
HSBC, 2.4% 28sep2024, USD   USD 09/28/2024 10/21/2019 **.** * 10/21/2019 **.** *
HSBC, 3.820% 16apr2038, USD   USD 04/16/2038 10/21/2019 ***.** * 10/21/2019 ***.*** *
HSBC, 4% 15jan2021, EUR   EUR 01/15/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
HSBC, 4.125% 12aug2020, USD   USD 08/12/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC, 4.75% 19jan2021, USD   USD 01/19/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC, 4.75% 24mar2046, GBP   GBP 03/24/2046 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC, 5.375% 22aug2033, GBP   GBP 08/22/2033 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC, 5.375% 4nov2030, GBP   GBP 11/04/2030 10/21/2019 ***.*** * 10/21/2019 ***.*** *
HSBC, 5.844% 30nov2048, GBP   GBP 11/30/2048 10/21/2019 ***.**** * 10/21/2019 ***.**** *
HSBC, 5.844% perp., GBP   GBP 10/21/2019 *** * 10/21/2019 ***.*** *
HSBC, 5.862% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC, 6.25% 30jan2041, GBP   GBP 01/30/2041 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
HSBC, 6.5% 7jul2023, GBP   GBP 07/07/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.* *.*
HSBC, FRN 10apr2021, USD   USD 04/10/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
HSBC, FRN 11feb2021, USD   USD 02/11/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
HSBC, FRN 1mar2022, EUR   EUR 03/01/2022 10/21/2019 ***.*** * 10/21/2019 ***.*** *
HSBC, FRN 1sep2021, GBP   GBP 09/01/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
HSBC, FRN 23dec2020, EUR   EUR 12/23/2020 10/21/2019 ***.** * 10/21/2019 ***.*** *
HSBC, FRN 3feb2025, EUR   EUR 02/03/2025 10/21/2019 **.** * 10/21/2019 ***.** *
HSBC, FRN 7jun2021, EUR   EUR 06/07/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC, FRN 8sep2022, GBP   GBP 09/08/2022 10/21/2019 ***.*** * 10/21/2019 ***.*** *
HSBC, FRN 9mar2020, EUR   EUR 03/09/2020 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC, FRN 9mar2020, GBP   GBP 03/09/2020 10/21/2019 **.*** * 10/21/2019 **.*** *
HSBC, FRN perp., USD   USD 10/21/2019 **.* * 10/21/2019 **.** *
HSBC Holdings plc, 0.875% 6sep2024, EUR   EUR 09/06/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.* *.**
HSBC Holdings plc, 1.5% 15mar2022, EUR   EUR 03/15/2022 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.*
HSBC Holdings plc, 2.175% 27jun2023, GBP   GBP 06/27/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 2.256% 13nov2026, GBP   GBP 11/13/2026 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 2.5% 15mar2027, EUR   EUR 03/15/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 2.625% 16aug2028, GBP   GBP 08/16/2028 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 2.65% 5jan2022, USD   USD 01/05/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
HSBC Holdings plc, 2.95% 25may2021, USD   USD 05/25/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 3% 29may2030, GBP   GBP 05/29/2030 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 3% 30jun2025, EUR   EUR 06/30/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 3.033% 22nov2023, USD   USD 11/22/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 3.125% 7jun2028, EUR   EUR 06/07/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 3.262% 13mar2023, USD   USD 03/13/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 3.35% 16feb2024, AUD   AUD 02/16/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 3.4% 8mar2021, USD   USD 03/08/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 3.6% 25may2023, USD   USD 05/25/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 3.803% 11mar2025, USD   USD 03/11/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 3.9% 25may2026, USD   USD 05/25/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 3.95% 18may2024, USD   USD 05/18/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 3.973% 22may2030, USD   USD 05/22/2030 10/21/2019 *** * 10/21/2019 ***.** *
HSBC Holdings plc, 4% 30mar2022, USD   USD 03/30/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
HSBC Holdings plc, 4% 8sep2036, USD   USD 09/08/2036 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
HSBC Holdings plc, 4.041% 13mar2028, USD   USD 03/13/2028 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 4.25% 14mar2024, USD   USD 03/14/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 4.25% 2025, USD   USD 08/18/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 4.292% 12sep2026, USD   USD 09/12/2026 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 4.3% 8mar2026, USD   USD 03/08/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 4.375% 23nov2026, USD   USD 11/23/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 4.583% 19jun2029, USD   USD 06/19/2029 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 4.7% perp., SGD   SGD 10/21/2019 ***.* * 10/21/2019 ***.*** *
HSBC Holdings plc, 4.75% perp., EUR   EUR 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, 4.875% 14jan2022, USD   USD 01/14/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.*
HSBC Holdings plc, 5% perp., SGD   SGD 10/21/2019 ***.*** * 10/21/2019 ***.*** *
HSBC Holdings plc, 5.1% 5apr2021, USD   USD 04/05/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 5.25% 14mar2044, USD   USD 03/14/2044 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 5.25% perp., EUR   EUR 10/21/2019 ***.* * 10/21/2019 ***.** *
HSBC Holdings plc, 5.625% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.* *
HSBC Holdings plc, 5.75% 20dec2027, GBP   GBP 12/20/2027 10/21/2019 *** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 6% 29mar2040, GBP   GBP 03/29/2040 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 6% perp., EUR   EUR 10/21/2019 ***.* * 10/21/2019 ***.** *
HSBC Holdings plc, 6% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.*** *
HSBC Holdings plc, 6.1% 14jan2042, USD   USD 01/14/2042 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
HSBC Holdings plc, 6.25% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.*** *
HSBC Holdings plc, 6.375% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.** *
HSBC Holdings plc, 6.375% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.*** *
HSBC Holdings plc, 6.5% 15sep2037, USD   USD 09/15/2037 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
HSBC Holdings plc, 6.5% 20may2024, GBP   GBP 05/20/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 6.5% 2may2036, USD   USD 05/02/2036 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 6.5% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.** *
HSBC Holdings plc, 6.75% 11sep2028, GBP   GBP 09/11/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 6.8% 1jun2038, USD   USD 06/01/2038 10/21/2019 ***.** *.* 10/21/2019 ***.** *.*
HSBC Holdings plc, 6.875% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.* *
HSBC Holdings plc, 7% 7apr2038, GBP   GBP 04/07/2038 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
HSBC Holdings plc, 7.625% 17may2032, USD   USD 05/17/2032 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
HSBC Holdings plc, FRN 11mar2025, USD   USD 03/11/2025 10/21/2019 ***.** * 10/21/2019 ***.* *
HSBC Holdings plc, FRN 11sep2021, USD   USD 09/11/2021 10/21/2019 ***.*** * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 12sep2026, USD   USD 09/12/2026 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 16feb2024, AUD   AUD 02/16/2024 10/21/2019 **.*** * 10/21/2019 **.*** *
HSBC Holdings plc, FRN 18may2021, USD   USD 05/18/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 18may2024, USD   USD 05/18/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 25may2021, USD   USD 05/25/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 27sep2022, EUR   EUR 09/27/2022 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 4dec2021, EUR   EUR 12/04/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 4dec2024, EUR   EUR 12/04/2024 10/21/2019 ***.*** * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 5jan2022, USD   USD 01/05/2022 10/21/2019 ***.* * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 5oct2023, EUR   EUR 10/05/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
HSBC Holdings plc, FRN 8mar2021, USD   USD 03/08/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Hurricane Energy, 7.5% 24jul2022, USD (Conv.)   USD 07/24/2022 10/21/2019 *** -*.** 10/21/2019 *** -**.**
Hyde Housing Association, 5.125% 23jul2040, GBP   GBP 07/23/2040 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
ICAP, 5.25% 26jan2024, GBP   GBP 01/26/2024 10/21/2019 *** *.* 10/21/2019 ***.* *.**
Iceland Bondco, 6.75% 15jul2024, GBP   GBP 07/15/2024 10/21/2019 **.** *.** 10/21/2019 **.* *.**
Iceland VLNCo, 4.625% 15mar2025, GBP   GBP 03/15/2025 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
ICICI Bank UK PLC, 5.375% 26sep2028, SGD   SGD 09/26/2028 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Imperial Brands, 0.5% 27jul2021, EUR   EUR 07/27/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Imperial Brands, 1.125% 14aug2023, EUR   EUR 08/14/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
Imperial Brands, 1.375% 27jan2025, EUR   EUR 01/27/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Imperial Brands, 2.125% 12feb2027, EUR   EUR 02/12/2027 10/21/2019 ***.** * 10/21/2019 ***.*** *
Imperial Brands, 2.25% 26feb2021, EUR   EUR 02/26/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Imperial Brands, 2.95% 21jul2020, USD   USD 07/21/2020 10/21/2019 **.** *.** 10/21/2019 ***.** *.*
Imperial Brands, 3.125% 26jul2024, USD   USD 07/26/2024 10/21/2019 **.*** *.** 10/21/2019 ***.*** *.**
Imperial Brands, 3.375% 26feb2026, EUR   EUR 02/26/2026 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Imperial Brands, 3.5% 11feb2023, USD   USD 02/11/2023 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Imperial Brands, 3.5% 26jul2026, USD   USD 07/26/2026 10/21/2019 **.*** *.* 10/21/2019 **.*** *.**
Imperial Brands, 3.75% 21jul2022, USD   USD 07/21/2022 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Imperial Brands, 4.25% 21jul2025, USD   USD 07/21/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Imperial Brands, 4.875% 7jun2032, GBP   GBP 06/07/2032 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Imperial Brands, 5% 2dec2019, EUR   EUR 12/02/2019 10/21/2019 ***.*** * 10/21/2019 ***.** *
Imperial Brands, 5.5% 28sep2026, GBP   GBP 09/28/2026 10/21/2019 ***.** * 10/21/2019 ***.*** *
Imperial Brands, 8.125% 15mar2024, GBP   GBP 03/15/2024 10/21/2019 ***.*** * 10/21/2019 ***.** *
Imperial Brands, 9% 17feb2022, GBP   GBP 02/17/2022 10/21/2019 ***.** * 10/21/2019 ***.** *
INCOMMUNITIES TREASURY, 3.25% 21mar2049, GBP   GBP 03/21/2049 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Ineos Holdings, 2.125% 15nov2025, EUR   EUR 11/15/2025 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Informa, 1.25% 22apr2028, EUR   EUR 04/22/2028 10/21/2019 **.*** *.** 10/21/2019 **.** *.*
Informa, 1.5% 5jul2023, EUR   EUR 07/05/2023 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Inmarsat, 6.5% 1oct2024, USD   USD 10/01/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
InspirED Education, FRN 30sep2038, GBP   GBP 09/30/2038 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Integrated Accom Service, 6.48% 31mar2029, GBP   GBP 03/31/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Intercontinental Hotels, 2.125% 15may2027, EUR   EUR 05/15/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Intercontinental Hotels, 2.125% 24aug2026, GBP   GBP 08/24/2026 10/21/2019 **.* *.** 10/21/2019 ***.** *.**
Intercontinental Hotels, 3.75% 14aug2025, GBP   GBP 08/14/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Intercontinental Hotels, 3.875% 28nov2022, GBP   GBP 11/28/2022 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Intermediate Capital Group, 6.25% 19sep2020, GBP   GBP 09/19/2020 10/21/2019 ***.* *.** 10/21/2019 ***.* *.**
International Finance Facility for Immunisation, 0.5% 24jun2024, ZAR   ZAR 06/24/2024 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
International Finance Facility for Immunisation, FRN 16nov2020, USD   USD 11/16/2020 10/21/2019 ***.*** * 10/21/2019 ***.*** *
International Finance Facility for Immunisation, FRN 1nov2019, USD   USD 11/01/2019 10/21/2019 **.** * 10/21/2019 **.** *
International Game Technology PLC, 2.375% 15apr2028, EUR   EUR 04/15/2028 10/21/2019 **.** *.** 10/21/2019 ***.*** *.**
International Game Technology PLC, 3.5% 15jun2026, EUR   EUR 06/15/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
International Personal Finance Plc, 5.75% 7apr2021, EUR   EUR 04/07/2021 10/21/2019 **.** **.** 10/21/2019 **.** **.**
International Personal Finance Plc, 7.75% 14dec2023, GBP   GBP 12/14/2023 10/21/2019 **.* *.** 10/21/2019 **.** *.**
International Power, 11.75% 19apr2027, EUR   EUR 04/19/2027 10/21/2019 *.** *****.** 10/21/2019 *.** ****.**
International Power, 4.524% 19apr2027, EUR   EUR 04/19/2027 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
Intu (SGS) Finance PLC, 3.875% 17mar2028, GBP   GBP 03/17/2028 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Intu Properties, 2.875% 1nov2022, GBP (Conv.)   GBP 11/01/2022 10/21/2019 **.** **.** 10/21/2019 **.** **.**
Intu Properties, 4.125% 6dec2023, GBP   GBP 12/06/2023 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Intu Properties, 4.25% 17sep2035, GBP   GBP 09/17/2035 10/21/2019 **.**** *.** 10/21/2019 **.**** *.**
Intu Properties, 4.625% 17mar2033, GBP   GBP 03/17/2033 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Investec Bank Plc, 0% 3may2024, SEK (1827D)   SEK 05/03/2024 10/21/2019 *.* **.** 10/21/2019 *.* **.**
Investec Bank Plc, 0% 7feb2024, SEK (1826D)   SEK 02/07/2024 10/21/2019 **.** * 10/21/2019 **.** *
Investec Bank Plc, 0% 9apr2024, SEK (1827D)   SEK 04/09/2024 10/21/2019 *.** * 10/21/2019 *.** *
Investec Bank Plc, 4.2% 10dec2025, GBP   GBP 12/10/2025 10/21/2019 **.** * 10/21/2019 ***.** *
Investec Bank Plc, 4.5% 5may2022, GBP   GBP 05/05/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Investec Bank Plc, 5.125% 4jun2050, GBP   GBP 06/04/2050 10/21/2019 **.** * 10/21/2019 **.** *
Investec Bank Plc, 5.25% 18dec2025, GBP   GBP 12/18/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Investec Bank Plc, 9.625% 17feb2022, GBP   GBP 02/17/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Investec Bank Plc, FRN 20sep2030, GBP   GBP 09/20/2030 10/21/2019 ***.** * 10/21/2019 ***.** *
Investec Bank Plc, FRN16jun2023, GBP   GBP 06/16/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
Investec Bank Plc, FRN16jun2023, GBP   GBP 06/16/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
ISIS Equity, 6.25% 10sep2031, GBP   GBP 09/10/2031 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Ithaca Energy, 9.375% 15jul2024, USD   USD 07/15/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
ITV, 1.375% 26sep2026, EUR   EUR 09/26/2026 10/21/2019 **.*** *.* 10/21/2019 ***.** *.**
ITV, 2% 1dec2023, EUR   EUR 12/01/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
ITV, 2.125% 21sep2022, EUR   EUR 09/21/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
J Sainsbury, 1.25% 21nov2019, GBP (Conv.)   GBP 11/21/2019 10/21/2019 **.* *.** 10/21/2019 *** *.**
J Sainsbury, 2.875% perp., GBP (Conv.)   GBP 10/21/2019 ***.* * 10/21/2019 ***.** *
J Sainsbury, 6.5% perp., GBP   GBP 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Jaguar Land Rover, 2.2% 15jan2024, EUR   EUR 01/15/2024 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Jaguar Land Rover, 2.75% 24jan2021, GBP   GBP 01/24/2021 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Jaguar Land Rover, 3.5% 15mar2020, USD   USD 03/15/2020 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
Jaguar Land Rover, 3.875% 1mar2023, GBP   GBP 03/01/2023 10/21/2019 **.*** *.** 10/21/2019 **.** *.**
Jaguar Land Rover, 4.25% 15nov2019, USD   USD 11/15/2019 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
Jaguar Land Rover, 4.5% 15jan2026, EUR   EUR 01/15/2026 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
Jaguar Land Rover, 4.5% 1oct2027, USD   USD 10/01/2027 10/21/2019 **.** *.** 10/21/2019 ** *.*
Jaguar Land Rover, 5% 15feb2022, GBP   GBP 02/15/2022 10/21/2019 **.** *.* 10/21/2019 **.*** *.**
Jaguar Land Rover, 5.625% 1feb2023, USD   USD 02/01/2023 10/21/2019 **.*** *.** 10/21/2019 ***.*** *.*
Jerrold Holdings, 6.25% 15sep2021, GBP   GBP 09/15/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
JKX Oil & Gas, 8% 19feb2018, USD (Conv.)   USD 02/19/2020 10/21/2019 **.* ***.** 10/21/2019 **.* **.**
John Lewis, 4.25% 18dec2034, GBP   GBP 12/18/2034 10/21/2019 **.** *.** 10/21/2019 **.** *.**
John Lewis, 6.125% 21jan2025, GBP   GBP 01/21/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
JPMorgan Claverhouse Investment Trust, 7% 30mar2020, GBP   GBP 03/30/2020 10/21/2019 ***.*** -*.* 10/21/2019 ***.*** -*.*
Just Group, 3.5% 7feb2025, GBP   GBP 02/07/2025 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Kelda Group, 5.75% 17feb2020, GBP   GBP 02/17/2020 10/21/2019 ***.** *.** 10/21/2019 *** *.**
Keystone Investment Trust, 6.5% 27apr2023, GBP   GBP 04/27/2023 10/21/2019 *** *.** 10/21/2019 *** *.**
Ladbrokes, 5.125% 16sep2022, GBP   GBP 09/16/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Land Securities, 5.125% 7feb2036, GBP   GBP 02/07/2036 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Land Securities, FRN29sep2025, GBP   GBP 09/29/2025 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Land Securities, FRN31mar2022, GBP   GBP 03/31/2022 10/21/2019 **.* * 10/21/2019 ***.** *
Leeds Building Society, 0.125% 21apr2021, EUR   EUR 04/21/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Leeds Building Society, 0.5% 3jul2024, EUR   EUR 07/03/2024 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Leeds Building Society, 1.375% 5may2022, EUR   EUR 05/05/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Leeds Building Society, 2.625% 1apr2021, EUR   EUR 04/01/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
Leeds Building Society, 4.875% 16nov2021, GBP   GBP 11/16/2021 10/21/2019 ***.**** * 10/21/2019 ***.*** *
Leeds Building Society, FRN 15apr2024, GBP   GBP 04/15/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
Legal & General Group, 5.25% 21mar2047, USD   USD 03/21/2047 10/21/2019 ***.** * 10/21/2019 ***.** *
Legal & General Group, 5.375% 27oct2045, GBP   GBP 10/27/2045 10/21/2019 ***.*** * 10/21/2019 ***.** *
Legal & General Group, 5.5% 27jun2064, GBP   GBP 06/27/2064 10/21/2019 ***.* * 10/21/2019 ***.** *
Legal & General Group, 5.875% 11dec2031, GBP   GBP 12/11/2031 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Legal & General Group, 5.875% 5apr2033, GBP   GBP 04/05/2033 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Legal & General Group, FRN 23jul2041, GBP   GBP 07/23/2041 10/21/2019 ***.*** * 10/21/2019 ***.*** *
LendInvest, 5.25% 10aug2022, GBP   GBP 08/10/2022 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Liberty Global, 3.625% 15jun2029, EUR   EUR 06/15/2029 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Liberty Living, 2.625% 28nov2024, GBP   GBP 11/28/2024 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Liberty Living, 3.375% 28nov2029, GBP   GBP 11/28/2029 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Libra (Longhurst Group) Treasury, 5.125% 2aug2038, GBP   GBP 08/02/2038 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Liverpool Victoria Friendly Society, 6.5% 22may2043, GBP   GBP 05/22/2043 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Lloyds Bank, 0% 21oct2044, USD (10958D)   USD 10/21/2044 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Lloyds Bank, 0% 2apr2045, USD (10958D)   USD 04/02/2045 10/21/2019 ***.*** *.** 10/21/2019 ***.* *.**
Lloyds Bank, 0% 30jan2045, USD (10958D)   USD 01/30/2045 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 0% 3oct2044, USD (10980D)   USD 10/03/2044 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Lloyds Bank, 0.125% 18jun2026, EUR   EUR 06/18/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Lloyds Bank, 0.125% 23sep2029, EUR   EUR 09/23/2029 10/21/2019 **.*** *.** 10/21/2019 **.** *.**
Lloyds Bank, 0.25% 25mar2025, EUR (2019-2)   EUR 03/25/2025 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Lloyds Bank, 0.375% 18jan2021, EUR   EUR 01/18/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.*** -*.**
Lloyds Bank, 0.5% 11apr2024, EUR   EUR 04/11/2024 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Lloyds Bank, 0.5% 22jul2021, EUR   EUR 07/22/2021 10/21/2019 ***.** * 10/21/2019 ***.*** *
Lloyds Bank, 0.625% 14sep2023, EUR   EUR 09/14/2023 10/21/2019 ***.*** * 10/21/2019 ***.** *
Lloyds Bank, 0.625% 20apr2020, EUR   EUR 04/20/2020 10/21/2019 ***.*** -*.** 10/21/2019 ***.* -*.**
Lloyds Bank, 0.625% 26mar2026, EUR   EUR 03/26/2026 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Lloyds Bank, 1% 19nov2021, EUR   EUR 11/19/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Lloyds Bank, 1.217% 22jan2025, EUR   EUR 01/22/2025 10/21/2019 **.*** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 1.25% 13jan2025, EUR   EUR 01/13/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Lloyds Bank, 1.326% 23apr2030, EUR   EUR 04/23/2030 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 1.375% 16apr2021, EUR   EUR 04/16/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Lloyds Bank, 1.375% 8sep2022, EUR   EUR 09/08/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
Lloyds Bank, 1.7% 8jun2030, EUR   EUR 06/08/2030 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 12% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Lloyds Bank, 13% perp., GBP   GBP 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Lloyds Bank, 2.125% 24jul2022, USD   USD 07/24/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Bank, 2.25% 14aug2022, USD   USD 08/14/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 2.255% 9feb2036, EUR   EUR 02/09/2036 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Lloyds Bank, 2.4% 17mar2020, USD   USD 03/17/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Bank, 2.5% 1jun2022, GBP   GBP 06/01/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Bank, 2.7% 17aug2020, USD   USD 08/17/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 3.3% 7may2021, USD   USD 05/07/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 3.375% 15nov2021, USD   USD 11/15/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Bank, 3.5% 14may2025, USD   USD 05/14/2025 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 4% 29sep2020, EUR   EUR 09/29/2020 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Lloyds Bank, 4.62% 17jan2024, CNY   CNY 01/17/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 4.875% 13jan2023, EUR   EUR 01/13/2023 10/21/2019 ***.*** -*.* 10/21/2019 ***.*** -*.**
Lloyds Bank, 4.875% 30mar2027, GBP   GBP 03/30/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Lloyds Bank, 5.125% 7mar2025, GBP   GBP 03/07/2025 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Lloyds Bank, 5.75% 9jul2025, GBP   GBP 07/09/2025 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Lloyds Bank, 5.8% 13jan2020, USD   USD 01/13/2020 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Lloyds Bank, 6.375% 21jan2021, USD   USD 01/21/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 6.5% 14sep2020, USD   USD 09/14/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 6.5% 17sep2040, GBP   GBP 09/17/2040 10/21/2019 ***.* *.** 10/21/2019 ***.* *.**
Lloyds Bank, 6.5% 24mar2020, EUR   EUR 03/24/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Bank, 7.375% 1jun2020, GBP   GBP 06/01/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 7.5% 15apr2024, GBP   GBP 04/15/2024 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Lloyds Bank, 7.625% 22apr2025, GBP   GBP 04/22/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Bank, 9.05% 3feb2020, RON   RON 02/03/2020 10/21/2019 ***.**** *.** 10/21/2019 ***.**** -*.*
Lloyds Bank, 9.625% 6apr2023, GBP   GBP 04/06/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Lloyds Bank, FRN 11jul2023, CAD   CAD 07/11/2023 10/21/2019 **.*** * 10/21/2019 ***.** *
Lloyds Bank, FRN 13sep2022, GBP (2018-4)   GBP 09/13/2022 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Bank, FRN 14jan2022, GBP   GBP 01/14/2022 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Bank, FRN 16jan2021, GBP   GBP 01/16/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Lloyds Bank, FRN 17jul2024, EUR   EUR 07/17/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Bank, FRN 27mar2024, GBP   GBP 03/27/2024 10/21/2019 **.** * 10/21/2019 **.** *
Lloyds Bank, FRN 2oct2024, EUR   EUR 10/02/2024 10/21/2019 ***.* * 10/21/2019 ***.* *
Lloyds Bank, FRN 4dec2020, EUR   EUR 12/04/2020 10/21/2019 **.*** * 10/21/2019 **.** *
Lloyds Bank, FRN 4feb2020, EUR   EUR 02/04/2020 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Lloyds Bank, FRN 7may2021, USD   USD 05/07/2021 10/21/2019 **.* * 10/21/2019 ***.** *
Lloyds Bank Corporate Markets, 0.25% 4oct2022, EUR   EUR 10/04/2022 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Lloyds Banking Group, 0.625% 15jan2024, EUR   EUR 01/15/2024 10/21/2019 ***.*** * 10/21/2019 ***.** *
Lloyds Banking Group, 0.75% 9nov2021, EUR   EUR 11/09/2021 10/21/2019 ***.* -*.** 10/21/2019 ***.** -*.**
Lloyds Banking Group, 1% 4mar2025, CHF   CHF 03/04/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Banking Group, 1% 9nov2023, EUR   EUR 11/09/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Lloyds Banking Group, 1.5% 12sep2027, EUR   EUR 09/12/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Banking Group, 1.75% 7sep2028, EUR   EUR 09/07/2028 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Banking Group, 2.25% 16oct2024, GBP   GBP 10/16/2024 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Lloyds Banking Group, 2.858% 17mar2023, USD   USD 03/17/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Banking Group, 2.907% 7nov2023, USD   USD 11/07/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Banking Group, 3% 11jan2022, USD   USD 01/11/2022 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Lloyds Banking Group, 3.1% 6jul2021, USD   USD 07/06/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Banking Group, 3.574% 7nov2028, USD   USD 11/07/2028 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Banking Group, 3.75% 11jan2027, USD   USD 01/11/2027 10/21/2019 ***.*** *.** 10/21/2019 ***.** *
Lloyds Banking Group, 3.9% 12mar2024, USD   USD 03/12/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Banking Group, 4.05% 16aug2023, USD   USD 08/16/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Banking Group, 4.344% 9jan2048, USD   USD 01/09/2048 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Banking Group, 4.375% 22mar2028, USD   USD 03/22/2028 10/21/2019 ***.* *.* 10/21/2019 ***.** *.**
Lloyds Banking Group, 4.45% 8may2025, USD   USD 05/08/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Lloyds Banking Group, 4.5% 4nov2024, USD   USD 11/04/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Lloyds Banking Group, 4.55% 16aug2028, USD   USD 08/16/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Lloyds Banking Group, 4.582% 10dec2025, USD   USD 12/10/2025 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.*
Lloyds Banking Group, 4.65% 24mar2026, USD   USD 03/24/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Lloyds Banking Group, 5.3% 1dec2045, USD   USD 12/01/2045 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Lloyds Banking Group, 6% perp., GBP   GBP 10/21/2019 ** * 10/21/2019 ** *
Lloyds Banking Group, 6.375% perp., EUR   EUR 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Banking Group, 6.413% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Lloyds Banking Group, 6.657% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Lloyds Banking Group, 6.75% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.* *
Lloyds Banking Group, 7.5% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Banking Group, 7.5% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Banking Group, FRN 21jun2021, USD   USD 06/21/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Banking Group, FRN 21jun2024, EUR   EUR 06/21/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 10/21/2019 *** * 10/21/2019 ***.** *
Lloyds Banking Group, FRN perp., GBP   GBP 10/21/2019 ***.* * 10/21/2019 ***.** *
London And Quadrant Housing Trust, 2.625% 28feb2028, GBP   GBP 02/28/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
London And Quadrant Housing Trust, 2.625% 5may2026, GBP   GBP 05/05/2026 10/21/2019 ***.* *.* 10/21/2019 ***.*** *.*
London And Quadrant Housing Trust, 3.125% 28feb2053, GBP   GBP 02/28/2053 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
London And Quadrant Housing Trust, 4.625% 5dec2033, GBP   GBP 12/05/2033 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
London And Quadrant Housing Trust, 5.5% 27jan2040, GBP   GBP 01/27/2040 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
London Merchant Securities, 6.5% 16mar2026, GBP   GBP 03/16/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
London Power Networks, 2.625% 1mar2029, GBP   GBP 03/01/2029 10/21/2019 ***.*** * 10/21/2019 ***.*** *.**
London Power Networks, 3.125% 7jun2032, GBP   GBP 06/07/2032 10/21/2019 ***.*** * 10/21/2019 ***.*** *
London Power Networks, 5.125% 31mar2023, GBP   GBP 03/31/2023 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
London Power Networks, 6.125% 7jun2027, GBP   GBP 06/07/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
London Stock Exchange, 0.875% 19sep2024, EUR   EUR 09/19/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
London Stock Exchange, 1.75% 19sep2029, EUR   EUR 09/19/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
London Stock Exchange, 1.75% 6dec2027, EUR   EUR 12/06/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
London Stock Exchange, 4.75% 2nov2021, GBP   GBP 11/02/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Longstone Finance PLC, 4.791% 19apr2036, GBP (ABS)   GBP 04/19/2036 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Longstone Finance PLC, 4.896% 19apr2036, GBP   GBP 04/19/2036 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Manchester Airport, 4.125% 2apr2024, GBP   GBP 04/02/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Manchester Airport, 4.75% 31mar2034, GBP   GBP 03/31/2034 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Marks&Spencer, 3% 8dec2023, GBP   GBP 12/08/2023 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Marks&Spencer, 3.25% 10jul2027, GBP   GBP 07/10/2027 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Marks&Spencer, 4.75% 12jun2025, GBP   GBP 06/12/2025 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Marks&Spencer, 6.125% 2dec2019, GBP   GBP 12/02/2019 10/21/2019 ***.** * 10/21/2019 ***.** *
Marks&Spencer, 6.125% 6dec2021, GBP   GBP 12/06/2021 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Marstons Issuer, 5.1576% 15oct2027, GBP   GBP 10/15/2027 10/21/2019 **.**** * 10/21/2019 **.**** *
Marstons Issuer, 5.1774% 15jul2032, GBP   GBP 07/15/2032 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Marstons Issuer, 5.641% 15jul2035, GBP   GBP 07/15/2035 10/21/2019 **.**** * 10/21/2019 **.**** *
Marstons Issuer, FRN 15jul2020, GBP   GBP 07/15/2020 10/21/2019 **.**** * 10/21/2019 ***.**** *
McLaren Finance, 5% 1aug2022, GBP   GBP 08/01/2022 10/21/2019 **.* *.** 10/21/2019 **.*** *.**
McLaren Finance, 5.75% 1aug2022, USD   USD 08/01/2022 10/21/2019 **.* *.** 10/21/2019 **.** *.**
Meadowhall Finance, 4.986% 12jul2037, GBP   GBP 07/12/2037 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
Meadowhall Finance, 4.988% 12jul2037, GBP   GBP 07/12/2037 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Merchants Trust, 5.875% 20dec2029, GBP   GBP 12/20/2029 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Merlin Entertainments, 2.75% 15mar2022, EUR   EUR 03/15/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
Merlin Entertainments, 5.75% 15jun2026, USD   USD 06/15/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Merseylink (Issuer), 3.842% 31mar2043, GBP   GBP 03/31/2043 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
Metro Bank, 5.5% 26jun2028, GBP   GBP 06/26/2028 10/21/2019 **.** * 10/21/2019 **.* *
Miller Homes, 5.5% 15oct2024, GBP   GBP 10/15/2024 10/21/2019 *** *.* 10/21/2019 *** *.**
Miller Homes, FRN 15oct2023, GBP   GBP 10/15/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
Mitchells & Butlers, 5.574% 15dec2030, GBP   GBP 12/15/2030 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Mitchells & Butlers, 6.013% 15dec2028, GBP   GBP 12/15/2028 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Mitchells & Butlers, 6.469% 15sep2030, GBP   GBP 09/15/2030 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Mizuho International, 0.02% 19mar2021, EUR   EUR 03/19/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Mizuho International, FRN 15jun2020, EUR   EUR 06/15/2020 10/21/2019 ***.*** * 10/21/2019 ***.** *
Mizuho International, FRN 7aug2020, EUR   EUR 08/07/2020 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Mizzen Bondco, 7% 1may2021, GBP   GBP 05/01/2021 10/21/2019 **.** *.** 10/21/2019 **.**** *.**
Moat Homes Finance, 5% 23sep2041, GBP   GBP 09/23/2041 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
MORHOMES PLC, 3.4% 19feb2038, GBP   GBP 02/19/2038 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Motability Operations, 0.375% 3jan2026, EUR   EUR 01/03/2026 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Motability Operations, 0.875% 14mar2025, EUR   EUR 03/14/2025 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
Motability Operations, 1.625% 9jun2023, EUR   EUR 06/09/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** -*.**
Motability Operations, 1.75% 3jul2029, GBP   GBP 07/03/2029 10/21/2019 **.*** *.** 10/21/2019 ***.*** *.**
Motability Operations, 2.375% 14mar2032, GBP   GBP 03/14/2032 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Motability Operations, 2.375% 3jul2039, GBP   GBP 07/03/2039 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Motability Operations, 3.625% 10mar2036, USD   GBP 03/10/2036 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Motability Operations, 3.75% 16jul2026, GBP   GBP 07/16/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Motability Operations, 4.375% 8feb2027, GBP   GBP 02/08/2027 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Motability Operations, 5.375% 28jun2022, GBP   GBP 06/28/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Motability Operations, 5.625% 29nov2030, GBP   GBP 11/29/2030 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Motability Operations, 6.625% 10dec2019, GBP   GBP 12/10/2019 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Myriad Capital, 4.75% 20dec2043, GBP   GBP 12/20/2043 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
National Express Group, 6.625% 17jun2020, GBP   GBP 06/17/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
National Express Group, FRN 15may2020, EUR   EUR 05/15/2020 10/21/2019 **.*** * 10/21/2019 ***.** *
National Grid, 1.25% 6oct2021, GBP (56)   GBP 10/06/2021 10/21/2019 ***.* * 10/21/2019 ***.* *
National Grid, 1.625% 5dec2079, EUR   EUR 12/05/2079 10/21/2019 **.** * 10/21/2019 **.** *
National Grid, 2.125% 5sep2082, EUR   EUR 09/05/2082 10/21/2019 **.** * 10/21/2019 **.** *
National Grid, 4.375% 10mar2020, EUR   EUR 03/10/2020 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
National Grid, 5.625% 18jun2073, GBP   GBP 06/18/2073 10/21/2019 ***.** * 10/21/2019 ***.** *
National Grid Electricity Transmission, 1.375% 16sep2026, GBP   GBP 09/16/2026 10/21/2019 **.** *.** 10/21/2019 **.** *.**
National Grid Electricity Transmission, 2% 16sep2038, GBP   GBP 09/16/2038 10/21/2019 **.** *.** 10/21/2019 **.** *.**
National Grid Electricity Transmission, 2.75% 6feb2035, GBP   GBP 02/06/2035 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
National Grid Electricity Transmission, 4% 8jun2027, GBP   GBP 06/08/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
National Grid Electricity Transmission, 5.875% 2feb2024, GBP   GBP 02/02/2024 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
National Grid Electricity Transmission, 6.5% 27jul2028, GBP   GBP 07/27/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.* *.**
National Grid Electricity Transmission, FRN 27jul2020, GBP   GBP 07/27/2020 10/21/2019 *** * 10/21/2019 ***.* *
National Grid Electricity Transmission, FRN 27jul2030, GBP   GBP 07/27/2030 10/21/2019 ***.*** * 10/21/2019 ***.*** *
National Grid Gas, 0% 4nov2021, USD (10958D)   USD 11/04/2021 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
National Grid Gas, 0.625% 22sep2024, EUR   EUR 09/22/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
National Grid Gas, 1.125% 22sep2021, USD   GBP 09/22/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
National Grid Gas, 2.125% 22sep2028, GBP   GBP 09/22/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
National Grid Gas, 2.625% 22sep2038, GBP   GBP 09/22/2038 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
National Grid Gas, 2.75% 22sep2046, GBP   GBP 09/22/2046 10/21/2019 **.** *.** 10/21/2019 ***.** *.*
National Grid Gas, 4.1875% 14dec2022, GBP   GBP 12/14/2022 10/21/2019 ***.** * 10/21/2019 ***.** *
National Grid Gas, 6% 13may2038, GBP   GBP 05/13/2038 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
National Grid Gas, 6.375% 3mar2020, GBP   GBP 03/03/2020 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
National Grid Gas, 7% 16dec2024, GBP   GBP 12/16/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
National Grid Gas, 7.125% 8feb2044, GBP   GBP 02/08/2044 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
National Grid Gas, 8.75% 27jun2025, GBP   GBP 06/27/2025 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.*
National Westminster Bank, 11.5% perp., GBP   GBP 10/21/2019 *** * 10/21/2019 *** *
National Westminster Bank, 6.5% 7sep2021, GBP   GBP 09/07/2021 10/21/2019 *** *.** 10/21/2019 ***.*** *.**
National Westminster Bank, 6.625% perp., EUR   EUR 10/21/2019 **.** * 10/21/2019 ***.** *
National Westminster Bank, FRN 22mar2024, GBP (11)   GBP 03/22/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
National Westminster Bank, FRN perp., EUR   EUR 10/21/2019 ** * 10/21/2019 ** *
Nationwide Building Society, 0.05% 3jun2024, EUR   EUR 06/03/2024 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Nationwide Building Society, 0.125% 25jan2022, EUR   EUR 01/25/2022 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Nationwide Building Society, 0.375% 30jul2021, EUR   EUR 07/30/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Nationwide Building Society, 0.5% 23feb2025, EUR (2017-01)   EUR 02/23/2025 10/21/2019 ***.*** * 10/21/2019 ***.** *
Nationwide Building Society, 0.5% 29oct2019, EUR   EUR 10/29/2019 10/21/2019 **.** *.** 10/21/2019 ***.** -*.**
Nationwide Building Society, 0.625% 19apr2023, EUR   EUR 04/19/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
Nationwide Building Society, 0.625% 25mar2028, EUR   EUR 03/25/2028 10/21/2019 ***.*** * 10/21/2019 ***.** *
Nationwide Building Society, 0.75% 26oct2023, EUR   EUR 10/26/2023 10/21/2019 ***.*** * 10/21/2019 ***.** *
Nationwide Building Society, 0.75% 29oct2022, EUR   EUR 10/29/2022 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Nationwide Building Society, 1.125% 31may2028, EUR   EUR 05/31/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.* *.**
Nationwide Building Society, 1.125% 3jun2022, EUR   EUR 06/03/2022 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Nationwide Building Society, 1.195% 17mar2032, EUR   EUR 03/17/2032 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Nationwide Building Society, 1.25% 3mar2025, EUR   EUR 03/03/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Nationwide Building Society, 1.331% 11mar2036, EUR   EUR 03/11/2036 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Nationwide Building Society, 1.375% 29jun2032, EUR   EUR 06/29/2032 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Nationwide Building Society, 1.39% 24mar2037, EUR   EUR 03/24/2037 10/21/2019 ***.*** * 10/21/2019 ***.** *
Nationwide Building Society, 1.425% 16mar2039, EUR   EUR 03/16/2039 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Nationwide Building Society, 1.5% 8mar2026, EUR   EUR 03/08/2026 10/21/2019 ***.** * 10/21/2019 ***.** *
Nationwide Building Society, 1.618% 28jan2042, EUR   EUR 01/28/2042 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Nationwide Building Society, 1.62% 14dec2033, EUR   EUR 12/14/2033 10/21/2019 ***.** * 10/21/2019 ***.*** *
Nationwide Building Society, 1.7025% 17jul2032, EUR   EUR 07/17/2032 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Nationwide Building Society, 2% 25jul2029, EUR   EUR 07/25/2029 10/21/2019 ***.*** * 10/21/2019 ***.** *
Nationwide Building Society, 2.074% 15jan2031, EUR   EUR 01/15/2031 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Nationwide Building Society, 2.101% 4nov2030, EUR   EUR 11/04/2030 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Nationwide Building Society, 2.25% 25jun2030, EUR   EUR 06/25/2030 10/21/2019 ***.*** * 10/21/2019 ***.** *
Nationwide Building Society, 2.25% 29apr2022, GBP   GBP 04/29/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Nationwide Building Society, 2.35% 21jan2020, USD   USD 01/21/2020 10/21/2019 **.*** *.** 10/21/2019 ***.*** *.**
Nationwide Building Society, 2.45% 27jul2021, USD   USD 07/27/2021 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
Nationwide Building Society, 3% 6may2026, GBP   GBP 05/06/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Nationwide Building Society, 3.01% 29apr2027, HKD   HKD 04/29/2027 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Nationwide Building Society, 3.25% 20jan2028, GBP   GBP 01/20/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Nationwide Building Society, 3.65% 12jun2024, NOK   NOK 06/12/2024 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Nationwide Building Society, 3.9% 21jul2025, USD   USD 07/21/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Nationwide Building Society, 4% 14sep2026, USD   USD 09/14/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Nationwide Building Society, 4.125% 18oct2032, USD   USD 10/18/2032 10/21/2019 ***.** * 10/21/2019 ***.** *
Nationwide Building Society, 4.375% 28feb2022, EUR   EUR 02/28/2022 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Nationwide Building Society, 4.625% 8feb2021, EUR   EUR 02/08/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Nationwide Building Society, 5.625% 28jan2026, GBP   GBP 01/28/2026 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Nationwide Building Society, 6.75% 22jul2020, EUR   EUR 07/22/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Nationwide Building Society, FRN 12apr2023, GBP   GBP 04/12/2023 10/21/2019 **.** * 10/21/2019 **.** *
Nationwide Building Society, FRN 19feb2021, GBP   GBP 02/19/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
NATS (En Route), 5.25% 31mar2026, GBP   GBP 03/31/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
Natwest Markets plc, 0.625% 2mar2022, EUR   EUR 03/02/2022 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
Natwest Markets plc, 1% 28may2024, EUR   EUR 05/28/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Natwest Markets plc, 1.125% 14jun2023, EUR   EUR 06/14/2023 10/21/2019 ***.** *.** 10/21/2019 *** *.*
Natwest Markets plc, 1.75% 2mar2026, EUR   EUR 03/02/2026 10/21/2019 ***.** * 10/21/2019 ***.** *
Natwest Markets plc, 3.625% 29sep2022, USD   USD 09/29/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Natwest Markets plc, 6.375% 7dec2028, GBP   GBP 12/07/2028 10/21/2019 ***.**** *.** 10/21/2019 ***.** *.**
Natwest Markets plc, FRN 18jun2021, EUR   EUR 06/18/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Natwest Markets plc, FRN 27sep2021, EUR   EUR 09/27/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Natwest Markets plc, FRN 2mar2020, EUR   EUR 03/02/2020 10/21/2019 ***.** * 10/21/2019 ***.** *
Nemean Bondco, FRN 1feb2023, GBP   GBP 02/01/2023 10/21/2019 **.*** * 10/21/2019 **.*** *
Neptune Energy Group Holdings, 6.625% 15may2025, USD   USD 05/15/2025 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
Network Rail Infrastructure Finance, 1.125% 22nov2047, GBP   GBP 11/22/2047 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Network Rail Infrastructure Finance, 1.75% 22nov2027, GBP   GBP 11/22/2027 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Network Rail Infrastructure Finance, 3% 7sep2023, GBP   GBP 09/07/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Network Rail Infrastructure Finance, 4.375% 9dec2030, GBP (ABS)   GBP 12/09/2030 10/21/2019 ***.** * 10/21/2019 ***.** *
Network Rail Infrastructure Finance, 4.625% 21jul2020, GBP   GBP 07/21/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Network Rail Infrastructure Finance, 4.75% 22jan2024, GBP   GBP 01/22/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Network Rail Infrastructure Finance, 4.75% 29nov2035, GBP   GBP 11/29/2035 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
New look financing, 6.5% 1jul2022, GBP   GBP 07/01/2022 10/21/2019 ** ***.** 10/21/2019 **.*** ***.**
New look financing, FRN 1jul2022, EUR   EUR 07/01/2022 10/21/2019 **.*** * 10/21/2019 **.*** *
Next, 3.625% 18may2028, GBP   GBP 05/18/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Next, 4.375% 2oct2026, GBP   GBP 10/02/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Next, 5.375% 26oct2021, GBP   GBP 10/26/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Nomad Foods, 3.25% 15may2024, EUR   EUR 05/15/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
North West Electricity Networks, 6.125% 21jul2021, GBP   GBP 07/21/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Northern Electric, 8.875% 16oct2020, GBP   GBP 10/16/2020 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Northern Gas Networks, 4.875% 15nov2035, GBP   GBP 11/15/2035 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
Northern Gas Networks, 4.875% 30jun2027, GBP   GBP 06/30/2027 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
Northern Gas Networks, 5.625% 23mar2040, GBP   GBP 03/23/2040 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Northern Ireland Electricity Networks, 2.5% 27oct2025, GBP   GBP 10/27/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Northern Ireland Electricity Networks, 6.375% 2jun2026, GBP   GBP 06/02/2026 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Northern Powergrid (Yorkshire), 2.5% 1apr2025, GBP   GBP 04/01/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Northern Powergrid (Yorkshire), 5.125% 4may2035, GBP   GBP 05/04/2035 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Northern Powergrid (Yorkshire), 7.25% 15dec2022, GBP   GBP 12/15/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
Northumbrian Water, 1.625% 11oct2026, GBP   GBP 10/11/2026 10/21/2019 **.** *.* 10/21/2019 ***.** *.**
Northumbrian Water, 2.375% 5oct2027, GBP   GBP 10/05/2027 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Northumbrian Water, 5.125% 23jan2042, GBP   GBP 01/23/2042 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Northumbrian Water, 5.625% 29apr2033, GBP   GBP 04/29/2033 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Northumbrian Water, 6.875% 6feb2023, GBP   GBP 02/06/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Notting Hill Housing Trust, 3.75% 20dec2032, GBP   GBP 12/20/2032 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Notting Hill Housing Trust, 4.375% 20feb2054, GBP   GBP 02/20/2054 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Notting Hill Housing Trust, 5.25% 7jul2042, GBP   GBP 07/07/2042 10/21/2019 ***.**** *.* 10/21/2019 ***.*** *.**
nVent Electric, 4.55% 15apr2028, USD   USD 04/15/2028 10/21/2019 ***.** * 10/21/2019 ***.** *
Ocado Group, 4% 15jun2024, GBP   GBP 06/15/2024 10/21/2019 ***.* *.* 10/21/2019 ***.** *.**
Octagon Healthcare Funding, 5.333% 31dec2035, GBP   GBP 12/31/2035 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Omnicom Finance, 0.8% 8jul2027, EUR   EUR 07/08/2027 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Omnicom Finance, 1.4% 8jul2031, EUR   EUR 07/08/2031 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Orbit Group, 3.375% 14jun2048, GBP   GBP 06/14/2048 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Orbit Group, 3.5% 24mar2045, GBP   GBP 03/24/2045 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
OTE PLC, 0.875% 24sep2026, EUR   EUR 09/24/2026 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
OTE PLC, 2.375% 18jul2022, EUR   EUR 07/18/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Paragon Group, 3.625% 21jan2047, GBP   GBP 01/21/2047 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Paragon Group, 6% 28aug2024, GBP   GBP 08/28/2024 10/21/2019 ***.* *.** 10/21/2019 ***.* *.**
Paragon Group, 7.25% 9sep2026, GBP   GBP 09/09/2026 10/21/2019 ***.*** * 10/21/2019 ***.** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15jan2039, EUR (ABS)   EUR 01/15/2039 10/21/2019 **.*** * 10/21/2019 **.*** *
Paragon Mortgages, FRN 15jan2039, GBP (ABS)   GBP 01/15/2039 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15jan2039, USD (ABS)   USD 01/15/2039 10/21/2019 **.*** * 10/21/2019 **.*** *
Paragon Mortgages, FRN 15jun2041, EUR (ABS)   EUR 06/15/2041 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15may2041, EUR (ABS)   EUR 05/15/2041 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15may2041, GBP (ABS)   GBP 05/15/2041 10/21/2019 **.*** * 10/21/2019 **.*** *
Paragon Mortgages, FRN 15nov2038, EUR (ABS)   EUR 11/15/2038 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15nov2038, GBP (ABS)   GBP 11/15/2038 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15nov2038, USD (ABS)   USD 11/15/2038 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15oct2041, EUR (ABS)   EUR 10/15/2041 10/21/2019 **.*** * 10/21/2019 **.*** *
Paragon Mortgages, FRN 15oct2041, GBP (ABS)   GBP 10/15/2041 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15sep2039, EUR (ABS)   EUR 09/15/2039 10/21/2019 **.*** * 10/21/2019 **.*** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15sep2039, GBP (ABS)   GBP 09/15/2039 10/21/2019 **.**** * 10/21/2019 **.**** *
Paragon Mortgages, FRN 15sep2039, USD (ABS)   USD 09/15/2039 10/21/2019 **.**** * 10/21/2019 **.**** *
PD Ports, 7.127% 15mar2024, GBP   GBP 03/15/2024 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Peabody Capital Plc, 3.25% 14sep2048, GBP   GBP 09/14/2048 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Peabody Capital Plc, 4.625% 12dec2053, GBP   GBP 12/12/2053 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Peabody Capital Plc, 5.25% 17mar2043, GBP   GBP 03/17/2043 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Pearson, 1.375% 6may2025, EUR   EUR 05/06/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Pearson, 1.875% 19may2021, EUR   EUR 05/19/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
Pearson, 3.25% 8may2023, USD   USD 05/08/2023 10/21/2019 **.**** *.** 10/21/2019 **.**** *.**
Pennon Group, 2.875% perp., GBP   GBP 10/21/2019 ***.* * 10/21/2019 ***.*** *
Pension Insurance Corporation, 5.625% 20sep2030, GBP   GBP 09/20/2030 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Pension Insurance Corporation, 6.5% 3jul2024, GBP   GBP 07/03/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
PGH Capital, 4.125% 20jul2022, GBP   GBP 07/20/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Phoenix Group, 3.125% 27may2020, EUR   EUR 05/27/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** -*.**
Phoenix Group, 4.375% 24jan2029, EUR   EUR 01/24/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Phoenix Group, 5.375% 6jul2027, USD   USD 07/06/2027 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.*
Phoenix Group, 5.75% perp., GBP   GBP 10/21/2019 **.*** * 10/21/2019 **.*** *
Phoenix Group, 6.625% 18dec2025, GBP   GBP 12/18/2025 10/21/2019 ***.** *.** 10/21/2019 ***.* *.*
Phoenix Group, 7.25% perp., GBP   GBP 10/21/2019 ***.**** * 10/21/2019 ***.* *
PineBridge Investments, 6% 12sep2024, USD   USD 09/12/2024 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
Pinnacle Bidco, 6.375% 15feb2025, GBP   GBP 02/15/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Places for People, 4.25% 15dec2023, GBP   GBP 12/15/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Places for People, 5.09% 31jul2043, GBP   GBP 07/31/2043 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Places for People, 5.875% 23may2031, GBP   GBP 05/23/2031 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
Places for People, 6.625% 30sep2038, GBP   GBP 09/30/2038 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Playtech, 0.5% 19nov2019, EUR (Conv.)   EUR 11/19/2019 10/21/2019 **.*** *.** 10/21/2019 ***.*** -*.**
Playtech, 3.75% 12oct2023, EUR   EUR 10/12/2023 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
Playtech, 4.25% 7mar2026, EUR   EUR 03/07/2026 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Porterbrook, 4.625% 4apr2029, GBP   GBP 04/04/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Porterbrook, 6.5% 20oct2020, GBP   GBP 10/20/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Porterbrook, 7.125% 20oct2026, GBP   GBP 10/20/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
PPL WEM Holdings, 5.375% 1may2021, USD   USD 05/01/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Premier Foods, FRN 15jul2022, GBP   GBP 07/15/2022 10/21/2019 **.*** * 10/21/2019 ***.*** *
Premier Foods Investments, 6.25% 15oct2023, GBP   GBP 10/15/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.*
Premier Transmission, 5.202% 31mar2030, GBP   GBP 03/31/2030 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
Premiertel, 6.175%8may2032, GBP   GBP 05/08/2032 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Primary Health Properties, 2.875% 15jul2025, GBP (Conv.)   GBP 07/15/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Provident Financial, 5.125% 9oct2023, GBP   GBP 10/09/2023 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Provident Financial, 6% 27sep2021, GBP   GBP 09/27/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Provident Financial, 7% 14apr2020, GBP   GBP 04/14/2020 10/21/2019 **.** *.** 10/21/2019 ***.** -*.**
Provident Financial, 7% 4jun2023, GBP   GBP 06/04/2023 10/21/2019 ***.*** * 10/21/2019 ***.** *
Provident Financial, 8% 23oct2019, GBP   GBP 10/23/2019 10/21/2019 **.* ***.** 10/21/2019 ***.** *
Prudential, 3.875% 20jul2049, GBP   GBP 07/20/2049 10/21/2019 ***.** * 10/21/2019 ***.** *
Prudential, 4.375% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.*** *
Prudential, 4.875% perp., USD   USD 10/21/2019 ***.* * 10/21/2019 ***.*** *
Prudential, 5% 20jul2055, GBP   GBP 07/20/2055 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Prudential, 5.25% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
Prudential, 5.25% perp., USD   USD 10/21/2019 *** * 10/21/2019 ***.** *
Prudential, 5.625% 20oct2051, GBP   GBP 10/20/2051 10/21/2019 ***.* * 10/21/2019 ***.* *
Prudential, 5.7% 19dec2063, GBP   GBP 12/19/2063 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Prudential, 5.875% 11may2029, GBP   GBP 05/11/2029 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Prudential, 6.125% 19dec2031, GBP   GBP 12/19/2031 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Prudential, 6.25% 20oct2068, GBP   GBP 10/20/2068 10/21/2019 ***.** * 10/21/2019 ***.** *
Prudential, 6.5% 20oct2048, USD   USD 10/20/2048 10/21/2019 ***.** * 10/21/2019 ***.** *
Prudential, 6.875% 20jan2023, GBP   GBP 01/20/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Punch Taverns Finance, 4.767% 30mar2024, GBP   GBP 03/30/2024 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Punch Taverns Finance, 5.943% 30sep2022, GBP   GBP 09/30/2022 10/21/2019 ***.**** *.** 10/21/2019 ***.*** *.*
Punch Taverns Finance, 7.369% 30sep2021, GBP   GBP 09/30/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Quadgas Finance PLC, 3.375% 17sep2029, GBP   GBP 09/17/2029 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Quadrant Housing Finance, 4.94% 10feb2033, GBP   GBP 02/10/2033 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
RAC Bond, 4.565% 6may2046, GBP   GBP 05/06/2046 10/21/2019 **.*** *.** 10/21/2019 ***.*** *
RAC Bond, 4.87% 6may2046, GBP   GBP 05/06/2046 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
RAC Bond, 5% 6nov2022, GBP   GBP 11/06/2022 10/21/2019 **.** *.* 10/21/2019 **.** *.**
Radian Capital, 4.622% 12may2044, GBP   GBP 05/12/2044 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
RBS, 0.5% 15may2025, EUR   EUR 05/15/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS, 10.5% 3nov2019, RON   RON 11/03/2019 10/21/2019 ***.**** *.** 10/21/2019 ***.**** -**.**
RBS, 2% 8mar2023, EUR   EUR 03/08/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS, 3.125% 28mar2027, GBP   GBP 03/28/2027 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS, 3.498% 15may2023, USD   USD 05/15/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS, 3.875% 19oct2020, EUR   EUR 10/19/2020 10/21/2019 ***.*** -*.* 10/21/2019 ***.** -*.**
RBS, 4.445% 8may2030, USD   USD 05/08/2030 10/21/2019 ***.* * 10/21/2019 ***.** *
RBS, 4.519% 25jun2024, USD   USD 06/25/2024 10/21/2019 ***.* * 10/21/2019 ***.** *
RBS, 4.8% 5apr2026, USD   USD 04/05/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
RBS, 5.125% 13jan2025, GBP   GBP 01/13/2025 10/21/2019 ***.* * 10/21/2019 ***.** *
RBS, 5.125% 28may2024, USD   USD 05/28/2024 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
RBS, 5.5% 23mar2020, EUR   EUR 03/23/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
RBS, 5.5% perp., GBP   GBP 10/21/2019 ***.*** * 10/21/2019 ***.*** *
RBS, 5.625% 24aug2020, USD   USD 08/24/2020 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
RBS, 5.625% perp., GBP   GBP 10/21/2019 ***.*** * 10/21/2019 ***.*** *
RBS, 5.625% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.*** *
RBS, 6% 19dec2023, USD   USD 12/19/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
RBS, 6.1% 10jun2023, USD   USD 06/10/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
RBS, 6.125% 11jan2021, USD   USD 01/11/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
RBS, 6.2% perp., GBP   GBP 10/21/2019 *** * 10/21/2019 ***.** *
RBS, 6.875% 17may2025, GBP   GBP 05/17/2025 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
RBS, 7.375% perp., GBP   GBP 10/21/2019 ** * 10/21/2019 **.* *
RBS, 7.5% 29apr2024, GBP   GBP 04/29/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
RBS, 7.5% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS, 7.64% perp., USD   USD 10/21/2019 **.*** * 10/21/2019 **.** *
RBS, 7.648% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS, 9.3% 29jan2020, RON   RON 01/29/2020 10/21/2019 ***.** * 10/21/2019 ***.** -*.*
RBS, FRN 14jun2022, EUR   EUR 06/14/2022 10/21/2019 **.*** * 10/21/2019 **.*** *
RBS, FRN 15may2021, GBP   GBP 05/15/2021 10/21/2019 ***.*** * 10/21/2019 ***.** *
RBS, FRN 15may2023, USD   USD 05/15/2023 10/21/2019 ***.* * 10/21/2019 ***.** *
RBS, FRN 17mar2023, EUR   EUR 03/17/2023 10/21/2019 ***.*** * 10/21/2019 ***.*** *
RBS, FRN 25jun2024, USD   USD 06/25/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS, FRN 29mar2021, EUR   EUR 03/29/2021 10/21/2019 ***.*** * 10/21/2019 ***.*** *
RBS, FRN 8jun2020, EUR   EUR 06/08/2020 10/21/2019 ***.* * 10/21/2019 ***.** *
RBS Group PLC, 2.5% 22mar2023, EUR   EUR 03/22/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
RBS Group PLC, 3.875% 12sep2023, USD   USD 09/12/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
RBS Group PLC, 4.892% 18may2029, USD   USD 05/18/2029 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS Group PLC, 5.076% 27jan2030, USD   USD 01/27/2030 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS Group PLC, 6.125% 15dec2022, USD   USD 12/15/2022 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
RBS Group PLC, 6.425% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.**** *
RBS Group PLC, 8% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.** *
RBS Group PLC, 8.625% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.*** *
Reckitt Benckiser Group, 3% 26jun2027, USD   USD 06/26/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Reckitt Benckiser Group, FRN 24jun2022, USD   USD 06/24/2022 10/21/2019 **.*** * 10/21/2019 **.*** *
Regional REIT, 4.5% 6aug2024, GBP   GBP 08/06/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
RELX Plc, 0.375% 22mar2021, EUR   EUR 03/22/2021 10/21/2019 ***.*** -* 10/21/2019 ***.*** -*.*
RELX Plc, 1% 22mar2024, EUR   EUR 03/22/2024 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
RELX Plc, 1.5% 13may2027, EUR   EUR 05/13/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
RELX Plc, 2.5% 24sep2020, EUR   EUR 09/24/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.*** -*.**
Renewi, 3% 19jul2024, EUR   EUR 07/19/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Rentokil Initial, 0.875% 30may2026, EUR   EUR 05/30/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Rentokil Initial, 0.95% 22nov2024, EUR   EUR 11/22/2024 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Rentokil Initial, 3.25% 7oct2021, EUR   EUR 10/07/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
Retail Charity Bonds, 4% 31oct2027, GBP   GBP 10/31/2027 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Retail Charity Bonds, 4.25% 6jul2026, GBP   GBP 07/06/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Retail Charity Bonds, 4.375% 29jul2023, GBP   GBP 07/29/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Retail Charity Bonds, 4.5% 20jun2026, GBP   GBP 06/20/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Rio Tinto, 2% 11may2020, EUR   EUR 05/11/2020 10/21/2019 ***.*** -*.* 10/21/2019 ***.*** -*.**
Rio Tinto, 2.875% 11dec2024, EUR   EUR 12/11/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Rio Tinto, 3.75% 15jun2025, USD   USD 06/15/2025 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Rio Tinto, 4% 11dec2029, GBP   GBP 12/11/2029 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Rio Tinto, 4.125% 21aug2042, USD   USD 08/21/2042 10/21/2019 ***.*** *.* 10/21/2019 ***.* *.*
Rio Tinto, 5.2% 2nov2040, USD   USD 11/02/2040 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Rio Tinto, 7.125% 15jul2028, USD   USD 07/15/2028 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Riverside Group, 3.875% 5dec2044, GBP   GBP 12/05/2044 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
RMPA Services, 5.337% 30sep2038, GBP   GBP 09/30/2038 10/21/2019 ***.**** *.** 10/21/2019 ***.*** *.**
Road Management Services, 2.8332% 31mar2035, GBP   GBP 03/31/2035 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Road Management Services, 9.18% 10jun2021, GBP   GBP 06/10/2021 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Rolls-Royce, 0.875% 9may2024, EUR   EUR 05/09/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Rolls-Royce, 1.625% 9may2028, EUR   EUR 05/09/2028 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Rolls-Royce Holdings, 2.125% 18jun2021, EUR   EUR 06/18/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *
Rolls-Royce Holdings, 3.375% 18jun2026, GBP   GBP 06/18/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Rolls-Royce Holdings, 3.625% 14oct2025, USD   USD 10/14/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Rothesay Life, 6.875% perp., GBP   GBP 10/21/2019 **.**** * 10/21/2019 **.**** *
Rothschild, 9% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.** *
Rothschild, FRN perp., EUR   EUR 10/21/2019 **.** * 10/21/2019 **.*** *
Royal Dutch Shell, 0.375% 15feb2025, EUR   EUR 02/15/2025 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Royal Dutch Shell, 0.375% 2023, CHF   CHF 08/21/2023 10/21/2019 ***.** -*.** 10/21/2019 ***.* -*.**
Royal Dutch Shell, 0.75% 12may2024, EUR   EUR 05/12/2024 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Royal Dutch Shell, 0.75% 15aug2028, EUR   EUR 08/15/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Royal Dutch Shell, 0.875% 2028, CHF   CHF 08/21/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
Royal Dutch Shell, 1% 6apr2022, EUR   EUR 04/06/2022 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Royal Dutch Shell, 1.25% 12may2028, EUR   EUR 05/12/2028 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Royal Dutch Shell, 1.625% 20jan2027, EUR   EUR 01/20/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Royal Dutch Shell, 1.625% 24mar2021, EUR   EUR 03/24/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Royal Dutch Shell, 1.75% 12sep2021, USD   USD 09/12/2021 10/21/2019 **.** *.** 10/21/2019 **.*** *.**
Royal Dutch Shell, 1.875% 10may2021, USD   USD 05/10/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Royal Dutch Shell, 2% 20dec2019, GBP   GBP 12/20/2019 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Royal Dutch Shell, 2.125% 11may2020, USD   USD 05/11/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Royal Dutch Shell, 2.25% 10nov2020, USD   USD 11/10/2020 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Royal Dutch Shell, 2.25% 6jan2023, USD   USD 01/06/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Royal Dutch Shell, 2.375% 21aug2022, USD   USD 08/21/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Royal Dutch Shell, 2.5% 12sep2026, USD   USD 09/12/2026 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
Royal Dutch Shell, 2.5% 24mar2026, EUR   EUR 03/24/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** -*
Royal Dutch Shell, 2.875% 10may2026, USD   USD 05/10/2026 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Royal Dutch Shell, 3.25% 11may2025, USD   USD 05/11/2025 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Royal Dutch Shell, 3.4% 12aug2023, USD   USD 08/12/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Royal Dutch Shell, 3.625% 21aug2042, USD   USD 08/21/2042 10/21/2019 ***.** *.* 10/21/2019 ***.*** *.**
Royal Dutch Shell, 3.75% 12sep2046, USD   USD 09/12/2046 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Royal Dutch Shell, 4% 10may2046, USD   USD 05/10/2046 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Royal Dutch Shell, 4.125% 11may2035, USD   USD 05/11/2035 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Royal Dutch Shell, 4.375% 11may2045, USD   USD 05/11/2045 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Royal Dutch Shell, 4.375% 25mar2020, USD   USD 03/25/2020 10/21/2019 ***.*** *.* 10/21/2019 ***.** *.**
Royal Dutch Shell, 4.55% 12aug2043, USD   USD 08/12/2043 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Royal Dutch Shell, 5.5% 25mar2040, USD   USD 03/25/2040 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Royal Dutch Shell, 6.375% 15dec2038, USD   USD 12/15/2038 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Royal Dutch Shell, FRN 11may2020, USD   USD 05/11/2020 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Royal London Mutual Insurance Society, 6.125% 13nov2028, GBP   GBP 11/13/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Royal London Mutual Insurance Society, 6.125% 30nov2043, GBP   GBP 11/30/2043 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Royal Mail, 1.25% 8oct2026, EUR   EUR 10/08/2026 10/21/2019 **.** *.** 10/21/2019 ***.*** *.**
Royal Mail, 2.375% 29jul2024, EUR   EUR 07/29/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
RSA Insurance Group, 5.125% 10oct2045, GBP   GBP 10/10/2045 10/21/2019 ***.** * 10/21/2019 ***.** *
RSA Insurance Group, 8.95% 15oct2029, USD   USD 10/15/2029 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
RSA Insurance Group, FRN perp., DKK   DKK 10/21/2019 ***.*** * 10/21/2019 ***.*** *
RSA Insurance Group, FRN perp., SEK   SEK 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Saga, 3.375% 12may2024, GBP   GBP 05/12/2024 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Sainsbury's Bank, 6% 23nov2027, GBP   GBP 11/23/2027 10/21/2019 **.** *.** 10/21/2019 ***.** *.**
Sanctuary Capital, 5% 26apr2047, GBP   GBP 04/26/2047 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Sanctuary Capital, 6.697% 23mar2039, GBP   GBP 03/23/2039 10/21/2019 ***.*** *.* 10/21/2019 ***.**** *.**
Santander UK, 0.1% 12may2024, EUR   EUR 05/12/2024 10/21/2019 ***.*** -*.** 10/21/2019 ***.*** -*.**
Santander UK, 0.375% 20sep2024, EUR   EUR 09/20/2024 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Santander UK, 1.625% 10may2021, GBP   GBP 05/10/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Santander UK, 2.375% 16mar2020, USD   USD 03/16/2020 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Santander UK, 2.5% 5jan2021, USD   USD 01/05/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Santander UK, 2.875% 18jun2024, USD   USD 06/18/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Santander UK, 2.92% 8may2026, GBP   GBP 05/08/2026 10/21/2019 ***.** * 10/21/2019 ***.** *
Santander UK, 3.4% 1jun2021, USD   USD 06/01/2021 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Santander UK, 3.75% 15nov2021, USD   USD 11/15/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Santander UK, 4% 13mar2024, USD   USD 03/13/2024 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
Santander UK, FRN 13apr2021, GBP   GBP 04/13/2021 10/21/2019 **.** * 10/21/2019 **.** *
Santander UK, FRN 1jun2021, USD   USD 06/01/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Santander UK Group Holdings, 0.5% 10jan2026, EUR   EUR 01/10/2026 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Santander UK Group Holdings, 0.787% 10dec2020, JPY   JPY 12/10/2020 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Santander UK Group Holdings, 1.125% 8sep2023, EUR   EUR 09/08/2023 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Santander UK Group Holdings, 2.125% 3nov2020, USD   USD 11/03/2020 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Santander UK Group Holdings, 2.875% 16oct2020, USD   USD 10/16/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Santander UK Group Holdings, 2.875% 5aug2021, USD   USD 08/05/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
Santander UK Group Holdings, 3.373% 5jan2024, USD   USD 01/05/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
Santander UK Group Holdings, 3.571% 10jan2023, USD   USD 01/10/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Santander UK Group Holdings, 3.625% 14jan2026, GBP   GBP 01/14/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Santander UK Group Holdings, 3.823% 3nov2028, USD   USD 11/03/2028 10/21/2019 ***.** * 10/21/2019 ***.** *
Santander UK Group Holdings, 3.875% 15oct2029, GBP   GBP 10/15/2029 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Santander UK Group Holdings, 4.75% 15sep2025, USD   USD 09/15/2025 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Santander UK Group Holdings, 4.796% 15nov2024, USD   USD 11/15/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
Santander UK Group Holdings, FRN 18may2023, EUR   EUR 05/18/2023 10/21/2019 **.** * 10/21/2019 ***.*** *
Santander UK Group Holdings, FRN 27mar2024, EUR   EUR 03/27/2024 10/21/2019 **.** * 10/21/2019 ***.** *
Santander UK Group Holdings, FRN 3nov2020, USD   USD 11/03/2020 10/21/2019 ***.**** * 10/21/2019 ***.*** *
Santander UK Group Holdings, FRN 5may2021, GBP   GBP 05/05/2021 10/21/2019 ***.** * 10/21/2019 ***.** *
Saxon Weald Capital, 5.375% 6jun2042, GBP   GBP 06/06/2042 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *
Scotland Gas Networks, 3.25% 8mar2027, GBP   GBP 03/08/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Scotland Gas Networks, 4.875% 21dec2034, GBP   GBP 12/21/2034 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Scottish & Southern Energy (SSE), 1.75% 8sep2023, EUR   EUR 09/08/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Scottish & Southern Energy (SSE), 2% 17jun2020, EUR   EUR 06/17/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.* -*.**
Scottish & Southern Energy (SSE), 2.375% 10feb2022, EUR   EUR 02/10/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** -*
Scottish & Southern Energy (SSE), 2.375% perp., EUR   EUR 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Scottish & Southern Energy (SSE), 3.875% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.*** *
Scottish & Southern Energy (SSE), 5.875% 22sep2022, GBP   GBP 09/22/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Scottish & Southern Energy (SSE), 6.25% 27aug2038, GBP   GBP 08/27/2038 10/21/2019 ***.** * 10/21/2019 ***.** *.**
Scottish & Southern Energy (SSE), 8.375% 20nov2028, GBP   GBP 11/20/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Scottish Investment Trust (SIT), 5.75% 17apr2030, GBP   GBP 04/17/2030 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
Scottish Power, 6.75% 29may2023, GBP   GBP 05/29/2023 10/21/2019 ***.** *.* 10/21/2019 ***.*** *.**
Scottish Power, FRN 13oct2024, GBP   GBP 10/13/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
SDG, 5.25% 23oct2021, USD   USD 10/23/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Segro, 1.5% 20nov2025, EUR   EUR 11/20/2025 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Segro, 5.75% 20jun2035, GBP   GBP 06/20/2035 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Segro, 6.75% 23feb2024, GBP   GBP 02/23/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Segro, 6.75% 23nov2021, GBP   GBP 11/23/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Segro, 7% 14mar2022, GBP   GBP 03/14/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
SEGRO European Logistics Partnership, 1.25% 25oct2023, EUR   EUR 10/25/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
SEGRO European Logistics Partnership, 1.5% 20dec2026, EUR   EUR 12/20/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Severn Trent, 1.3% 11jul2022, GBP   GBP 07/11/2022 10/21/2019 ***.* * 10/21/2019 *** *
Severn Trent, 2.75% 5dec2031, GBP   GBP 12/05/2031 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Severn Trent, 3.625% 16jan2026, GBP   GBP 01/16/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Severn Trent, 4.875% 24jan2042, GBP   GBP 01/24/2042 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Severn Trent, 6.125% 26feb2024, GBP   GBP 02/26/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Severn Trent, 6.25% 7jun2029, GBP   GBP 06/07/2029 10/21/2019 ***.** *.** 10/21/2019 *** *.**
Severn Trent, 6.3869% 30may2028, GBP   GBP 05/30/2028 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Shanks Group, 3.65% 2022, USD   EUR 06/16/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Shawbrook Group, 6.5% 27sep2039, GBP   GBP 09/27/2039 10/21/2019 ** *.* 10/21/2019 *** *.**
Shawbrook Group, 7.875% perp., GBP   GBP 10/21/2019 **.*** * 10/21/2019 ***.*** *
Shawbrook Group, 8.5% 28oct2025, GBP   GBP 10/28/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
Shop Direct, 7.75% 15nov2022, GBP   GBP 11/15/2022 10/21/2019 **.*** **.** 10/21/2019 **.*** **.**
Signet Jewelers, 4.7% 15jun2024, USD   USD 06/15/2024 10/21/2019 ** *.* 10/21/2019 ** *.**
Sirius Minerals, 8.5% 28nov2023, USD (Conv.)   USD 11/28/2023 10/21/2019 *** *.** 10/21/2019 *** -*.**
Skipton Building Society, 0.01% 22sep2024, EUR   EUR 09/22/2024 10/21/2019 ***.** -* 10/21/2019 ***.** -*.**
Skipton Building Society, 0.5% 2oct2023, EUR   EUR 10/02/2023 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Skipton Building Society, 1.75% 30jun2022, GBP   GBP 06/30/2022 10/21/2019 **.* *.** 10/21/2019 ***.** *.**
Skipton Building Society, FRN 22feb2024, GBP   GBP 02/22/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
Sky plc, 1.5% 15sep2021, EUR   EUR 09/15/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Sky plc, 1.875% 24nov2023, EUR   EUR 11/24/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Sky plc, 2.25% 17nov2025, EUR   EUR 11/17/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Sky plc, 2.5% 15sep2026, EUR   EUR 09/15/2026 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Sky plc, 2.75% 27nov2029, EUR   EUR 11/27/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Sky plc, 2.875% 24nov2020, GBP   GBP 11/24/2020 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Sky plc, 3.125% 26nov2022, USD   USD 11/26/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Sky plc, 4% 26nov2029, GBP   GBP 11/26/2029 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Sky plc, 6% 21may2027, GBP   GBP 05/21/2027 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Sky plc, FRN 1apr2020, EUR   EUR 04/01/2020 10/21/2019 ***.*** * 10/21/2019 ***.** *
Smiths Group, 1.25% 28apr2023, EUR   EUR 04/28/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Smiths Group, 2% 23feb2027, EUR   EUR 02/23/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Society of Lloyds, 4.75% 30oct2024, GBP   GBP 10/30/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Society of Lloyds, 4.875% 7feb2047, GBP   GBP 02/07/2047 10/21/2019 *** * 10/21/2019 ***.** *
Sound Energy, 0,0521jun2021, EUR   EUR 06/21/2021 10/21/2019 **.* *.** 10/21/2019 ***.* *.**
South East Water, 5.5834% 29mar2029, GBP   GBP 03/29/2029 10/21/2019 ***.* *.** 10/21/2019 ***.* *.**
South Eastern Power Networks, 5.5% 5jun2026, GBP   GBP 06/05/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
South Eastern Power Networks, 5.625% 30sep2030, GBP   GBP 09/30/2030 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
South Eastern Power Networks, 6.375% 12nov2031, GBP   GBP 11/12/2031 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Southern Electric Power Distribution, 4.625% 20feb2037, GBP   GBP 02/20/2037 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Southern Electric Power Distribution, 5.5% 7jun2032, GBP   GBP 06/07/2032 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Southern Gas Networks, 2.5% 3feb2025, GBP   GBP 02/03/2025 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Southern Gas Networks, 4.875% 21dec2020, GBP   GBP 12/21/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Southern Gas Networks, 4.875% 21mar2029, GBP   GBP 03/21/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Southern Gas Networks, 4.875% 5oct2023, GBP   GBP 10/05/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Southern Gas Networks, 6.375% 15may2040, GBP   GBP 05/15/2040 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
SOUTHERN HOUSING GROUP, 3.5% 19oct2047, GBP   GBP 10/19/2047 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Southern Water Services, 3.706% 31mar2034, GBP   GBP 03/31/2034 10/21/2019 ***.**** * 10/21/2019 ***.*** *
Southern Water Services, 4.5% 31mar2052, GBP   GBP 03/31/2052 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Southern Water Services, 5% 31mar2021, GBP   GBP 03/31/2021 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Southern Water Services, 5.125% 30sep2056, GBP   GBP 09/30/2056 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Southern Water Services, 6.192% 31mar2029, GBP (ABS)   GBP 03/31/2029 10/21/2019 ***.**** * 10/21/2019 ***.*** *
Southern Water Services, 6.64% 31mar2026, GBP   GBP 03/31/2026 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Sovereign Housing Capital, 4.768% 1jun2043, GBP   GBP 06/01/2043 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Sovereign Housing Capital, 5.705% 10sep2039, GBP   GBP 09/10/2039 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
SP Manweb, 4.875% 20sep2027, GBP   GBP 09/20/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Spirit Issuer, 5.472% 28dec2028, GBP   GBP 12/28/2028 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
SSE plc, 0.875% 6sep2025, EUR   EUR 09/06/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
SSE plc, 1.375% 4sep2027, EUR   EUR 09/04/2027 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
SSE plc, 3.625% 16sep2077, GBP   GBP 09/16/2077 10/21/2019 ***.** * 10/21/2019 ***.** *
SSE plc, 4.75% 16sep2077, USD   USD 09/16/2077 10/21/2019 ***.* * 10/21/2019 ***.* *
St James's Oncology Financing, 0.01% 31mar2037, GBP   GBP 03/31/2037 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Stagecoach Group, 4% 29sep2025, GBP   GBP 09/29/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Standard Chartered Bank, 0% 3aug2046, USD (10957D)   USD 08/03/2046 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Standard Chartered Bank, 0.7% 13jun2025, JPY   JPY 06/13/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.*
Standard Chartered Bank, 0.75% 3oct2023, EUR   EUR 10/03/2023 10/21/2019 ***.** * 10/21/2019 ***.** *
Standard Chartered Bank, 0.9% 2jul2027, EUR   EUR 07/02/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Standard Chartered Bank, 1.625% 3oct2027, EUR   EUR 10/03/2027 10/21/2019 ***.** * 10/21/2019 ***.*** *
Standard Chartered Bank, 3.05% 15jan2021, USD   USD 01/15/2021 10/21/2019 ***.* *.* 10/21/2019 ***.** *.**
Standard Chartered Bank, 3.785% 21may2025, USD   USD 05/21/2025 10/21/2019 ***.* * 10/21/2019 ***.** *
Standard Chartered Bank, 4.247% 20jan2023, USD   USD 01/20/2023 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Standard Chartered Bank, 4.3% 19feb2027, USD   USD 02/19/2027 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Standard Chartered Bank, 5.2% 26jan2024, USD   USD 01/26/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Standard Chartered Bank, 5.375% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.*** *
Standard Chartered Bank, 5.375% perp., SGD   SGD 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Standard Chartered Bank, 5.7% 26mar2044, USD   USD 03/26/2044 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Standard Chartered Bank, 7.5% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Standard Chartered Bank, 7.75% perp., GBP   GBP 10/21/2019 ***.** * 10/21/2019 ***.** *
Standard Chartered Bank, 7.75% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.**** *
Standard Chartered Bank, 8% 30may2031, USD   USD 05/30/2031 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.*
Standard Chartered Bank, FRN 24apr2020, GBP   GBP 04/24/2020 10/21/2019 **.*** * 10/21/2019 ***.*** *
Standard Chartered Plc, 1.625% 13jun2021, EUR   EUR 06/13/2021 10/21/2019 ***.*** -*.** 10/21/2019 ***.** -*.**
Standard Chartered Plc, 2.25% 17apr2020, USD   USD 04/17/2020 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Standard Chartered Plc, 3.125% 19nov2024, EUR   EUR 11/19/2024 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Standard Chartered Plc, 3.2% 17apr2025, USD   USD 04/17/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Standard Chartered Plc, 3.625% 23nov2022, EUR   EUR 11/23/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Standard Chartered Plc, 3.95% 11jan2023, USD   USD 01/11/2023 10/21/2019 *** *.** 10/21/2019 ***.** *.**
Standard Chartered Plc, 4% 21oct2025, EUR   EUR 10/21/2025 10/21/2019 ***.** * 10/21/2019 ***.** *
Standard Chartered Plc, 4.05% 12apr2026, USD   USD 04/12/2026 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Standard Chartered Plc, 4.375% 18jan2038, GBP   GBP 01/18/2038 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Standard Chartered Plc, 4.4% 23jan2026, SGD   SGD 01/23/2026 10/21/2019 ***.*** * 10/21/2019 ***.**** *
Standard Chartered Plc, 5.125% 6jun2034, GBP   GBP 06/06/2034 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Standard Chartered Plc, 5.3% 9jan2043, USD   USD 01/09/2043 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Standard Chartered Plc, 5.7% 25jan2022, USD   USD 01/25/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Standard Chartered Plc, 6.409% perp., USD   USD 10/21/2019 **.** * 10/21/2019 **.*** *
Standard Chartered Plc, 6.5% perp., USD   USD 10/21/2019 ***.*** * 10/21/2019 ***.**** *
Standard Chartered Plc, 7.014% perp., USD   USD 10/21/2019 ***.** * 10/21/2019 ***.*** *
Standard Chartered Plc, FRN perp., USD   USD 10/21/2019 ** * 10/21/2019 ** *
Standard Chartered Plc, FRN perp., USD   USD 10/21/2019 **.** * 10/21/2019 **.** *
Standard Life Aberdeen, 5.5% 4dec2042, GBP   GBP 12/04/2042 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Stirling Water Seafield Finance, 5.822% 26sep2026, GBP   GBP 09/26/2026 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Student Finance, 2.6663% 30sep2024, GBP   GBP 09/30/2024 10/21/2019 **.*** *.** 10/21/2019 **.*** *.**
Sustainable Communities for Leeds , 5.069% 30sep2032, GBP   GBP 09/30/2032 10/21/2019 ***.*** *.** 10/21/2019 ***.** *
Sutton and East Surrey Water, 2.874% 31may2031, GBP   GBP 05/31/2031 10/21/2019 ***.**** * 10/21/2019 ***.**** *
SW Funding, 5.5% 16jun2023, GBP   GBP 06/16/2023 10/21/2019 *** *.** 10/21/2019 ***.** *.**
SW Funding, 7% 16jun2043, GBP   GBP 06/16/2043 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Swan Housing Group, 3.625%5mar2048, GBP   GBP 03/05/2048 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
TalkTalk Telecom Group, 5.375% 15jan2022, GBP   GBP 01/15/2022 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.*
Tate&Lyle, 6.75% 25nov2019, GBP   GBP 11/25/2019 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Telereal, 4.01% 10dec2033, GBP (ABS)   GBP 12/10/2033 10/21/2019 ***.** * 10/21/2019 ***.** *
Telereal, 4.09% 10dec2033, GBP   GBP 12/10/2033 10/21/2019 ***.*** * 10/21/2019 ***.**** *
Telereal, 4.9741% 10dec2033, GBP   GBP 09/10/2027 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Telereal, 5.3887% 10dec2033, GBP (ABS)   GBP 12/10/2033 10/21/2019 ***.** * 10/21/2019 ***.** *
Telereal, 5.4252% 10dec2033, GBP (ABS)   GBP 12/10/2033 10/21/2019 ***.** * 10/21/2019 ***.** *
Telereal, 5.5534% 10dec2033, GBP (ABS)   GBP 12/10/2033 10/21/2019 ***.** * 10/21/2019 *** *
Telereal, 5.5653% 10dec2031, GBP   GBP 12/10/2031 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
Telereal, 5.9478% 10dec2033, GBP (ABS)   GBP 12/10/2033 10/21/2019 ***.** * 10/21/2019 ***.** *
Telereal, 6.1645% 10dec2033, GBP   GBP 12/10/2033 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Temple Bar Investment Trust, 5.5%8mar2021, GBP   GBP 03/08/2021 10/21/2019 ***.**** *.* 10/21/2019 ***.**** *.**
Tesco, 1.375% 24oct2023, EUR   EUR 10/24/2023 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
Tesco, 1.982% 24mar2036, GBP   GBP 03/24/2036 10/21/2019 *** * 10/21/2019 *** *
Tesco, 2.125% 12nov2020, EUR   EUR 11/12/2020 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Tesco, 2.5% 1jul2024, EUR   EUR 07/01/2024 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Tesco, 2.5% 2may2025, GBP   GBP 05/02/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Tesco, 3.322% 5nov2025, GBP   GBP 11/05/2025 10/21/2019 ***.* * 10/21/2019 ***.*** *
Tesco, 4.875% 24mar2042, GBP   GBP 03/24/2042 10/21/2019 *** *.** 10/21/2019 ***.** *.**
Tesco, 5% 21nov2020, GBP   GBP 11/21/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Tesco, 5% 24mar2023, GBP   GBP 03/24/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Tesco, 5.125% 10apr2047, EUR   EUR 04/10/2047 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Tesco, 5.2% 5mar2057, GBP   GBP 03/05/2057 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Tesco, 5.4111% 13jul2044, GBP   GBP 07/13/2044 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Tesco, 5.5% 13dec2019, GBP   GBP 12/13/2019 10/21/2019 **.** *.** 10/21/2019 ***.** -*.**
Tesco, 5.5% 13jan2033, GBP   GBP 01/13/2033 10/21/2019 *** *.** 10/21/2019 ***.* *.**
Tesco, 5.5457% 19feb2029, GBP   GBP 02/19/2029 10/21/2019 ***.**** * 10/21/2019 ***.**** *
Tesco, 5.661% 13oct2041, GBP (ABS)   GBP 10/13/2041 10/21/2019 ***.** * 10/21/2019 ***.** *
Tesco, 5.744% 13apr2040, GBP (ABS)   GBP 04/13/2040 10/21/2019 ***.* * 10/21/2019 ***.*** *
Tesco, 5.8006% 13oct2040, GBP (ABS)   GBP 10/13/2040 10/21/2019 ***.**** * 10/21/2019 ***.** *
Tesco, 6% 14dec2029, GBP   GBP 12/14/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Tesco, 6.0517% 13oct2039, GBP   GBP 10/13/2039 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Tesco, 6.125% 24feb2022, GBP   GBP 02/24/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Tesco, 6.15% 15nov2037, USD   USD 11/15/2037 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Tesco, 7.6227% 13jul2039, GBP   GBP 07/13/2039 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Thames Water, 3.5% 25feb2028, GBP   GBP 02/25/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Thames Water, 4% 19jun2025, GBP   GBP 06/19/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Thames Water, 4.375% 3jul2034, GBP   GBP 07/03/2034 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Thames Water, 4.625% 4jun2046, GBP   GBP 06/04/2046 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Thames Water, 5.125% 28sep2037, GBP   GBP 09/28/2037 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Thames Water, 5.5% 11feb2041, GBP   GBP 02/11/2041 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Thames Water, 5.75% 13sep2030, GBP   GBP 09/13/2030 10/21/2019 ***.* * 10/21/2019 ***.** *
Thames Water, 5.875% 15jul2022, GBP   GBP 07/15/2022 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Thames Water, 6.5% 9feb2032, GBP   GBP 02/09/2032 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Thames Water, 6.75% 16nov2028, GBP   GBP 11/16/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Thames Water Utilities, 1.875% 24jan2024, GBP   GBP 01/24/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Thames Water Utilities, 2.375% 3may2023, GBP   GBP 05/03/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Thames Water Utilities, 2.625% 24jan2032, GBP   GBP 01/24/2032 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Thames Water Utilities, 2.875% 3may2027, GBP   GBP 05/03/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
The Great Rolling Stock Company, 6.875% 27jul2035, GBP   GBP 07/27/2035 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
THFC, 5.125% 21dec2037, GBP   GBP 12/21/2037 10/21/2019 ***.*** *.** 10/21/2019 ***.**** *.**
THFC, 6.35% 8jul2041, GBP   GBP 07/08/2041 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Thomas Cook Group, 3.875% 15jul2023, EUR   EUR 07/15/2023 10/21/2019 *.** * 10/21/2019 * *
Thomas Cook Group, 6.25% 15jun2022, EUR   EUR 06/15/2022 10/21/2019 *.** ***.** 10/21/2019 *.** ***.**
Together Housing Finance, 4.5% 17dec2042, GBP   GBP 12/17/2042 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
TP ICAP plc, 5.25% 29may2026, GBP   GBP 05/29/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Trafford Centre, 4.75% 28apr2029, GBP   GBP 04/28/2029 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.**
Trafford Centre, 6.5% 28jul2033, GBP   GBP 07/28/2033 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Trafford Centre, 7.03% 28jan2029, GBP   GBP 01/28/2029 10/21/2019 ***.*** *.* 10/21/2019 ***.**** *.**
Trafford Centre, 8.28% 28oct2022, GBP   GBP 10/28/2022 10/21/2019 ***.** *.** 10/21/2019 ***.**** *.**
Trafford Centre, FRN 28apr2035, GBP   GBP 04/28/2035 10/21/2019 **.*** * 10/21/2019 **.*** *
Transport for London, 2.125% 24apr2025, GBP   GBP 04/24/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Transport for London, 2.25% 9aug2022, GBP   GBP 08/09/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Transport for London, 2.474% 30apr2030, GBP   GBP 04/30/2030 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Transport for London, 3.625% 15may2045, GBP   GBP 05/15/2045 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Transport for London, 3.875% 23jul2042, GBP   GBP 07/23/2042 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Transport for London, 4% 12sep2033, GBP   GBP 09/12/2033 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Transport for London, 4% 7apr2064, GBP   GBP 04/07/2064 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Travelex, 8% 15may2022, EUR   EUR 05/15/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Travis Perkins, 4.375% 15sep2021, GBP   GBP 09/15/2021 10/21/2019 ***.** *.** 10/21/2019 *** *.*
Travis Perkins, 4.5% 7sep2023, GBP   GBP 09/07/2023 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Trinity Acquisition, 2.125% 26may2022, EUR   EUR 05/26/2022 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Trinity Acquisition, 3.5% 15sep2021, USD   USD 09/15/2021 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Trinity Acquisition, 4.4% 15mar2026, USD   USD 03/15/2026 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Trinity Acquisition, 6.125% 15aug2043, USD   USD 08/15/2043 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
TSB Bank PLC, FRN 7dec2023, GBP   GBP 12/07/2023 10/21/2019 **.** * 10/21/2019 **.*** *
Tullow Oil, 6.25% 15apr2022, USD   USD 04/15/2022 10/21/2019 *** *.* 10/21/2019 ***.** *.*
Turnstone Midco 2 Limited, 6.25% 15aug2022, GBP   GBP 08/15/2022 10/21/2019 **.*** **.** 10/21/2019 **.*** *.**
Turnstone Midco 2 Limited, FRN 15aug2022, GBP   GBP 08/15/2022 10/21/2019 **.*** * 10/21/2019 **.*** *
Twinkle Pizza, 6.625% 1aug2021, GBP   GBP 08/01/2021 10/21/2019 **.** **.* 10/21/2019 **.*** **.**
Twinkle Pizza, 8.625% 1aug2022, GBP   GBP 08/01/2022 10/21/2019 **.**** ***.** 10/21/2019 **.*** ***.**
UBM, 5.75% 3nov2020, USD   USD 11/03/2020 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.*
UK Department of Transport, 1.9618% 1dec2025, GBP   GBP 12/01/2025 10/21/2019 ***.*** * 10/21/2019 ***.*** *
UK Department of Transport, 4.5% 7dec2028, GBP   GBP 12/07/2028 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
UK Department of Transport, 4.5% 7dec2038, GBP   GBP 12/07/2038 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
UK Department of Transport, 5.1% 7mar2051, GBP   GBP 03/07/2051 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
UK Department of Transport, 5.234% 2may2035, GBP (ABS)   GBP 05/02/2035 10/21/2019 ***.** * 10/21/2019 ***.** *
Unifund, 5.32%7dec2047, GBP   GBP 12/07/2047 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Unilever, 1.375% 15sep2024, GBP   GBP 09/15/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Unilever, 1.5% 11jun2039, EUR   EUR 06/11/2039 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Unilever, 1.5% 22jul2026, GBP   GBP 07/22/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Unilever, 1.8% 5may2020, USD   USD 05/05/2020 10/21/2019 **.** *.** 10/21/2019 **.** *.**
Unilever, 1.875% 15sep2029, GBP   GBP 09/15/2029 10/21/2019 ***.** *.** 10/21/2019 ***.* *.**
Unilever, 2.125% 6sep2029, USD   USD 09/06/2029 10/21/2019 **.*** *.* 10/21/2019 **.* *.**
Unilever, 2.2% 5may2022, USD   USD 05/05/2022 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Unilever, 2.6% 5may2024, USD   USD 05/05/2024 10/21/2019 ***.* *.** 10/21/2019 ***.* *.**
Unilever, 2.9% 5may2027, USD   USD 05/05/2027 10/21/2019 ***.** *.* 10/21/2019 ***.*** *.**
UNITE (USAF) II PLC, 3.921% 30jun2030, GBP   GBP 06/30/2030 10/21/2019 ***.** * 10/21/2019 ***.* *
Unite Group, 3.374% 30jun2028, GBP   GBP 06/30/2028 10/21/2019 ***.*** * 10/21/2019 ***.*** *
United Trust Bank, 7.5% 31mar2030, GBP   GBP 03/31/2030 10/21/2019 ***.* *.** 10/21/2019 ***.* *.**
United Utilities, 5.625% 20dec2027, GBP   GBP 12/20/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
United Utilities Water, 1.5802% 28mar2042, GBP (29)   GBP 03/28/2042 10/21/2019 ***.*** * 10/21/2019 ***.*** *
United Utilities Water, 2% 14feb2025, GBP   GBP 02/14/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
United Utilities Water, 2% 3jul2033, GBP   GBP 07/03/2033 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
United Utilities Water, 2.625% 12feb2031, GBP   GBP 02/12/2031 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
United Utilities Water, 4.25% 24jan2020, EUR   EUR 01/24/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
United Utilities Water, 5% 28feb2035, GBP   GBP 02/28/2035 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
United Utilities Water, 5.75% 25mar2022, GBP   GBP 03/25/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
University of Cambridge, 0.25% 27jun2068, GBP   GBP 06/27/2068 10/21/2019 ***.** * 10/21/2019 ***.** *
University of Leeds, 3.125% 19dec2050, GBP   GBP 12/19/2050 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
University of Liverpool, 3.375% 2055, GBP   GBP 06/25/2055 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Urenco, 2.25% 5aug2022, EUR   EUR 08/05/2022 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Urenco, 2.375% 2dec2024, EUR   EUR 12/02/2024 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Urenco, 2.5% 15feb2021, EUR   EUR 02/15/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Valaris, 4.5% 1oct2024, USD   USD 10/01/2024 10/21/2019 **.** **.** 10/21/2019 **.** **.**
Valaris, 5.2% 15mar2025, USD   USD 03/15/2025 10/21/2019 **.** **.** 10/21/2019 **.** **.**
Valaris, 5.75% 1oct2044, USD   USD 10/01/2044 10/21/2019 ** **.* 10/21/2019 **.* **.**
Valaris, 7.2% 15nov2027, USD   USD 11/15/2027 10/21/2019 **.** **.** 10/21/2019 **.* **.**
Valaris, 7.75% 1feb2026, USD   USD 02/01/2026 10/21/2019 **.** **.** 10/21/2019 **.* **.**
Victoria plc, 5.25% 15jul2024, EUR   EUR 07/15/2024 10/21/2019 ***.** *.** 10/21/2019 *** *.**
Virgin Media, 4.875% 15jan2027, GBP   GBP 01/15/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Virgin Media, 5% 15apr2027, GBP   GBP 04/15/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Virgin Media, 5.25% 15feb2022, USD   USD 02/15/2022 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Virgin Media, 5.5% 15jan2021, GBP   GBP 01/15/2021 10/21/2019 ***.** *.** 10/21/2019 ***.** -*.**
Virgin Media, 5.5% 15sep2024, GBP   GBP 09/15/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Virgin Media, 6% 15jan2025, GBP   GBP 01/15/2025 10/21/2019 ***.*** *.* 10/21/2019 ***.*** *.*
Virgin Media, 6.25% 28mar2029, GBP   GBP 03/28/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Virgin Media Communications, 4.5% 15jan2025, EUR   EUR 01/15/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Virgin Media Communications, 5.125% 15feb2022, GBP   GBP 02/15/2022 10/21/2019 **.**** *.** 10/21/2019 ***.**** *.**
Virgin Media Communications, 5.75% 15jan2025, USD   USD 01/15/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Virgin Money, 0.01% 22sep2026, EUR   EUR 09/22/2026 10/21/2019 **.*** *.** 10/21/2019 **.** *.**
Virgin Money Holdings, 2.25% 21apr2020, GBP   GBP 04/21/2020 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Virgin Money Holdings, 8.75% perp., GBP   GBP 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Viridian Power and Energy, 4% 15sep2025, EUR   EUR 09/15/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Vodafone Group, 0.375% 22nov2021, EUR   EUR 11/22/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.* -*.**
Vodafone Group, 0.375% 3dec2024, CHF   CHF 12/03/2024 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 0.5% 19sep2031, CHF   CHF 09/19/2031 10/21/2019 **.** *.* 10/21/2019 **.** *.**
Vodafone Group, 0.5% 30jan2024, EUR   EUR 01/30/2024 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 0.625% 15mar2027, CHF   CHF 03/15/2027 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
Vodafone Group, 0.875% 17nov2020, EUR   EUR 11/17/2020 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Vodafone Group, 0.9% 24nov2026, EUR   EUR 11/24/2026 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 1% 11sep2020, EUR   EUR 09/11/2020 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 1.125% 20nov2025, EUR   EUR 11/20/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Vodafone Group, 1.25% 25aug2021, EUR   EUR 08/25/2021 10/21/2019 ***.** -*.** 10/21/2019 ***.** -*.**
Vodafone Group, 1.5% 24jul2027, EUR   EUR 07/24/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 1.6% 29jul2031, EUR   EUR 07/29/2031 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 1.625% 24nov2030, EUR   EUR 11/24/2030 10/21/2019 ***.** *.* 10/21/2019 ***.** *.*
Vodafone Group, 1.75% 25aug2023, EUR   EUR 08/25/2023 10/21/2019 ***.** *.* 10/21/2019 ***.** *.**
Vodafone Group, 1.875% 11sep2025, EUR   EUR 09/11/2025 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 1.875% 20nov2029, EUR   EUR 11/20/2029 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Vodafone Group, 2.2% 25aug2026, EUR   EUR 08/25/2026 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Vodafone Group, 2.5% 24may2039, EUR   EUR 05/24/2039 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Vodafone Group, 2.5% 26sep2022, USD   USD 09/26/2022 10/21/2019 ***.* *.** 10/21/2019 ***.*** *.**
Vodafone Group, 2.875% 20nov2037, EUR   EUR 11/20/2037 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 2.95% 19feb2023, USD   USD 02/19/2023 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 3% 12aug2056, GBP   GBP 08/12/2056 10/21/2019 **.** *.** 10/21/2019 **.* *.**
Vodafone Group, 3.1% 3jan2079, EUR   EUR 01/03/2079 10/21/2019 ***.*** * 10/21/2019 ***.** *
Vodafone Group, 3.375% 8aug2049, GBP   GBP 08/08/2049 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 3.75% 16jan2024, USD   USD 01/16/2024 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 4.125% 30may2025, USD   USD 05/30/2025 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 4.2% 3oct2078, EUR   EUR 10/03/2078 10/21/2019 ***.*** * 10/21/2019 ***.*** *
Vodafone Group, 4.25% 17sep2050, USD   USD 09/17/2050 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 4.375% 19feb2043, USD   USD 02/19/2043 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 4.375% 30may2028, USD   USD 05/30/2028 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 4.65% 20jan2022, EUR   EUR 01/20/2022 10/21/2019 ***.** -*.** 10/21/2019 ***.* -*.**
Vodafone Group, 4.875% 19jun2049, USD   USD 06/19/2049 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 4.875% 3oct2078, GBP   GBP 10/03/2078 10/21/2019 ***.** * 10/21/2019 ***.** *
Vodafone Group, 5% 30may2038, USD   USD 05/30/2038 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 5.125% 19jun2059, USD   USD 06/19/2059 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 5.25% 30may2048, USD   USD 05/30/2048 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 5.375% 6jun2022, EUR   EUR 06/06/2022 10/21/2019 ***.** *.** 10/21/2019 ***.*** -*.**
Vodafone Group, 5.625% 4dec2025, GBP   GBP 12/04/2025 10/21/2019 ***.*** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 5.9% 26nov2032, GBP   GBP 11/26/2032 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Vodafone Group, 6.15% 27feb2037, USD   USD 02/27/2037 10/21/2019 ***.** *.* 10/21/2019 ***.** *.*
Vodafone Group, 6.25% 30nov2032, USD   USD 11/30/2032 10/21/2019 ***.** *.** 10/21/2019 ***.** *.**
Vodafone Group, 6.25% 3oct2078, USD   USD 10/03/2078 10/21/2019 ***.** * 10/21/2019 ***.*** *
Vodafone Group, 7% 4apr2079, USD   USD 04/04/2079 10/21/2019 ***.** * 10/21/2019 ***.** *
Vodafone Group, 7.875% 15feb2030, USD   USD 02/15/2030 10/21/2019 ***.*** *.** 10/21/2019 ***.** *.**
Vodafone Group, FRN 16jan2024, USD   USD 01/16/2024 10/21/2019 ***.** * 10/21/2019 ***.** *
Vodafone Group, FRN 30mar2021, USD   USD 03/30/2021 10/21/2019 ***.* * 10/21/2019 ***.*** *
Voyage Care, 10% 1nov2023, GBP   GBP 11/01/2023 10/21/2019 ** **.** 10/21/2019 ** **.**
Wales & West Utilities, 4.625% 13dec2023, GBP   GBP 12/13/2023 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Wales & West Utilities, 5.75% 29mar2030, GBP   GBP 03/29/2030 10/21/2019 ***.* *.** 10/21/2019 ***.** *.**
Wales & West Utilities, 6.25% 30nov2021, GBP   GBP 11/30/2021 10/21/2019 ***.** *.** 10/21/2019 ***.*** *.**
Walsall Housing Group (WHG), 4.25% 6oct2045, GBP   GBP 10/06/2045 10/21/2019 ***.**** *.** 10/21/2019 ***.**** *.**
Wasps Finance, 6.5% 13may2022   GBP 05/13/2022 10/21/2019 ** **.** 10/21/2019 **.** **.**
Wellcome Trust, 1.125% 21jan2027, EUR   EUR 01/21/2027 10/21/2019 ***.** *.** 10/21/2019 ***.** *.*
Wellcome Trust, 2.517% 7fe